Snapshot nautilus_mm after EXP_002 Phase 1 stop.

Keep frozen research conclusions and code; raw ledgers and secrets stay out of git.

Co-authored-by: Cursor <cursoragent@cursor.com>

configs/event_state_probe.yaml

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+# MM_EDGE_EXP_002 — Event-State Observability Probe
+# Data collection only. NO trading.
+
+experiment_id: MM_EDGE_EXP_002
+probe_version: event_state_v0.1
+experiment_type: Event-State Observability Probe
+strategy: NONE
+execution_trading: false
+depends_on: MM_EDGE_EXP_001
+
+quote: frozen
+fee: frozen
+exchange: frozen
+
+trader_id: EVENT-STATE-002
+symbol: BTCUSDT-PERP
+account_type: USDT_FUTURES
+environment: TESTNET
+
+book_depth: 10
+prefill_window_sec: 5.0
+prefill_margin_sec: 0.25
+large_trade_qty: 0.1
+log_every_book_delta: true
+
+log_dir: logs/event_state
+
+# Gate 3 thresholds (frozen)
+gate3_trade_coverage_min: 0.99
+gate3_book_coverage_min: 0.99
+gate3_timestamp_valid_min: 0.99

configs/maker_edge_probe.yaml

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+# Reference config (env vars in .env take precedence for secrets)
+# Experiment identity — do not change mid-run to "make report look better"
+
+experiment_id: MM_EDGE_EXP_001
+probe_version: probe_v0.1
+quote: frozen
+fee: frozen
+exchange: frozen
+
+trader_id: MAKER-EDGE-001
+symbol: BTCUSDT-PERP
+account_type: USDT_FUTURES
+environment: TESTNET  # TESTNET | LIVE
+
+order_qty: "0.001"
+book_depth: 10
+quote_offset_ticks: 1
+max_quotes: 1
+cooldown_secs: 60
+obi_enter: 0.25
+enable_trading: true
+
+proxy: http://127.0.0.1:7897
+log_dir: logs/maker_edge