feat: Phase 3 — event-driven market-making simulator + 53 tests

New sim/ module — 7 files + init, replays stored L2/trade data
through a realistic market-making simulation:

sim/engine.py (SimulationEngine):
  Event-driven core — processes L2 updates, trades, mark prices
  sequentially. Orchestrates queue model, maker quotes, fill sim,
  constraints, scenarios. Supports periodic re-quoting and
  stale order cancellation.

sim/queue.py (QueueModel):
  Price-time FIFO queue per price level. Tracks where maker orders
  sit in queue. Simulates order eating by aggressor trades.
  fill_probability() — Poisson thinning model for fill odds.

sim/maker.py:
  AvellanedaStoikovMaker — stochastic control quoting with
    aeta, k, tau parameters. Reservation price based on inventory.
    quote() and quote_with_skew() with configurable inventory tilt.
  GridMaker — evenly-spaced grid quoting at N levels.

sim/fills.py:
  FillSimulator — partial fills, adverse selection probability,
    cancel latency (gaussian RTT). FillEvent/CancelEvent tracking.
  adverse_selection_intensity() — measures post-fill price moves.

sim/constraints.py:
  InventoryConstraint — long/short/net/gross position limits.
  FundingConstraint — hourly funding cost estimation.
  FeeSchedule — maker/taker fee calculation.
  LiquidationRisk — liquidation price and safety distance.
  CircuitBreaker — PnL, trade count, toxic rate, slippage trips.
  ConstraintManager — unified pre-trade constraint check.

sim/scenario.py:
  ScenarioEngine — randomized exchange downtimes, latency spikes,
    volatility bursts. State query per sim_time for spread/trade-rate.

sim/reporter.py:
  PnLReporter — component-level PnL breakdown:
    spread_capture, inventory_pnl, fees, funding, adverse_selection.
  SimulationStats — trade counts, fill rates, drawdown, sharpe.
  Equity curve tracking and max drawdown computation.

53 new tests across 4 files (all pass):
  test_sim_queue.py (12) — order placement, FIFO, fills, cancels
  test_sim_maker.py (9) — A-S quotes, inventory skew, grid maker
  test_sim_constraints.py (14) — limits, funding, fees, liquidation, breakers
  test_sim_reporter.py (12) — PnL components, equity curve, stats
  test_sim_engine.py (6) — full engine integration

Total test suite: 134 tests, all passing.

sim/__init__.py

@@ -0,0 +1,55 @@
+"""
+Event-driven market-making simulator.
+
+Replays L2 and trade data, models queue position, fill probability,
+adverse selection, and generates component-level PnL breakdowns.
+"""
+
+from sim.engine import SimulationEngine, SimConfig
+from sim.queue import QueueModel, QueuePosition, QueueLevel, fill_probability
+from sim.maker import (
+    AvellanedaStoikovMaker,
+    GridMaker,
+    MakerConfig,
+    Quote,
+)
+from sim.fills import (
+    FillSimulator,
+    FillModelConfig,
+    FillEvent,
+    CancelEvent,
+    adverse_selection_intensity,
+)
+from sim.constraints import (
+    ConstraintManager,
+    InventoryConstraint,
+    FeeSchedule,
+    FundingConstraint,
+    LiquidationRisk,
+    CircuitBreaker,
+)
+from sim.scenario import (
+    ScenarioEngine,
+    ScenarioConfig,
+    ExchangeDowntime,
+    LatencySpike,
+    VolatilityBurst,
+)
+from sim.reporter import (
+    PnLReporter,
+    PnLBreakdown,
+    SimulationStats,
+)
+
+__all__ = [
+    "SimulationEngine", "SimConfig",
+    "QueueModel", "QueuePosition", "QueueLevel", "fill_probability",
+    "AvellanedaStoikovMaker", "GridMaker", "MakerConfig", "Quote",
+    "FillSimulator", "FillModelConfig", "FillEvent", "CancelEvent",
+    "adverse_selection_intensity",
+    "ConstraintManager", "InventoryConstraint", "FeeSchedule",
+    "FundingConstraint", "LiquidationRisk", "CircuitBreaker",
+    "ScenarioEngine", "ScenarioConfig", "ExchangeDowntime",
+    "LatencySpike", "VolatilityBurst",
+    "PnLReporter", "PnLBreakdown", "SimulationStats",
+]