fix(exec): verità contabile sul netting — filled_amount, gambe orfane, tick isolato

Da audit live (3 indagini parallele, diario 2026-06-11-system-audit.md): il modello
quote-per-worker reduce-only si rompe con direzioni opposte sullo stesso strumento
(pairs long ETH vs fade short ETH) — close cappati bookati pieni, 3 gambe pairs mai
eseguite col PnL sim nel ledger reale, conto short 0.027 ETH oltre i libri
(riallineato a mano + DSL orfano cancellato).

- Fill.filled_amount (order.filled_amount): TUTTI i ledger usano il fillato reale
- REAL_CLOSE_PARTIAL (log+alert) su close cappato; residuo orfano dichiarato
- pairs: PnL solo per gambe verificate; gamba respinta -> orphan_legs persistito
  + alert PAIR_LEG_ORPHAN; applied solo con entrambe le gambe (else sim_fallback)
- REAL_DIVERGENCE anche su jsonl (prima solo Telegram)
- runner: tick isolato per-worker + WORKER_ERROR_STREAK a 5 fail consecutivi

Strutturale APERTO (decisione utente, opzioni nel diario): position-manager
centrale / sotto-conti per famiglia / status-quo monitorato.

Test: +2 (partial-close, orphan-leg), fixture filled_amount -> 106 passed.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

tests/portfolio/test_real_close_dsl.py

@@ -28,7 +28,7 @@ class FakeExec:
 
     def close_amount(self, instrument, side, amount, label=None):
         return Fill(instrument, "sell", 0.0, amount, 100.0, 0.0, 0.0,
-                    "oid-close", "filled", True)
+                    "oid-close", "filled", True, filled_amount=amount)
 
 
 class FakeFullExec(FakeExec):
@@ -53,7 +53,8 @@ class FakeFullExec(FakeExec):
 
     def close_amount(self, instrument, side, amount, label=None):
         self.close_amounts.append(amount)
-        return Fill(instrument, "sell", 0.0, amount, 105.0, 0.0, 0.05, "oid-close", "filled", True)
+        return Fill(instrument, "sell", 0.0, amount, 105.0, 0.0, 0.05, "oid-close",
+                    "filled", True, filled_amount=amount)
 
 
 def test_sh01_real_open_close_no_tp(tmp_path, monkeypatch):

tests/portfolio/test_real_truth.py

@@ -26,7 +26,7 @@ class FakeExec:
     def open(self, instrument, side, notional, label=None):
         amt = round(notional / self.open_px, 6)
         return Fill(instrument, side, notional, amt, self.open_px, 0.0, 0.05,
-                    "oid-open", "filled", True)
+                    "oid-open", "filled", True, filled_amount=amt)
 
     def place_tp_limit(self, *a, **k):
         return Fill("x", "sell", 0.0, 0.0, None, 0.0, 0.0, None, None, False)
@@ -42,7 +42,8 @@ class FakeExec:
 
     def close_amount(self, instrument, side, amount, label=None):
         return Fill(instrument, "sell" if side == "buy" else "buy", 0.0, amount,
-                    self.close_px, 0.0, 0.05, "oid-close", "filled", self.close_verified)
+                    self.close_px, 0.0, 0.05, "oid-close", "filled", self.close_verified,
+                    filled_amount=amount)
 
 
 def _sw(tmp_path, fake, real_truth=True):
@@ -188,3 +189,50 @@ def test_pairs_fallback_sim_on_leg_fail(tmp_path):
                     if '"CLOSE"' in l][-1])
     assert c["pnl_source"] == "sim_fallback"
     assert c["pnl"] == c["sim_pnl"]
+
+
+def test_partial_close_books_only_filled_amount(tmp_path):
+    """Reduce-only cappato dal netting (audit 2026-06-11): close richiesto 1.0 ma
+    fillato 0.5 -> il ledger booka SOLO il fillato, REAL_CLOSE verified=False e
+    evento REAL_CLOSE_PARTIAL col residuo orfano (niente piu' chiusure 'piene' finte)."""
+    class PartialFake(FakeExec):
+        def close_amount(self, instrument, side, amount, label=None):
+            return Fill(instrument, "sell" if side == "buy" else "buy", 0.0, amount,
+                        self.close_px, 0.0, 0.05, "oid-close", "filled", True,
+                        filled_amount=amount * 0.5)
+
+    fake = PartialFake(open_px=100.0, close_px=105.0)
+    w = _sw(tmp_path, fake)
+    _open_sim(w, 100.0)
+    w._close_position(105.0, "time_limit")
+    rows = [json.loads(l) for l in w.trades_path.read_text().strip().splitlines()]
+    rc = [r for r in rows if r.get("event") == "REAL_CLOSE"][-1]
+    assert rc["verified"] is False                         # chiusura NON completa
+    partial = [r for r in rows if r.get("event") == "REAL_CLOSE_PARTIAL"]
+    assert partial and partial[-1]["residuo_orfano"] > 0
+
+
+def test_pairs_orphan_leg_close_not_booked(tmp_path):
+    """Gamba A respinta in CHIUSURA (reduce-only vs netting, audit 2026-06-11): il suo
+    'profitto' al prezzo sim NON va nel ledger reale, l'orfano e' registrato/persistito
+    e il real-truth ricade sul sim DICHIARATO (applied=False)."""
+    class LegFailClose(FakePairsExec):
+        def close_pair(self, inst_a, inst_b, side_a, side_b, amount_a, amount_b, label=None):
+            bad_a = Fill(inst_a, "sell", 0.0, amount_a, None, 0.0, 0.0, None, "error", False)
+            ok_b = self._fill(inst_b, "buy", amount_b, self.px["close_b"])
+            return PairFill(False, bad_a, ok_b)
+
+    fake = LegFailClose(open_a=100.0, close_a=110.0)       # gamba A +10% ma MAI chiusa
+    w = _pw(tmp_path, fake)
+    w._open(1, 100.0, 50.0, -2.1)
+    na = w.real_notional_a
+    w._close(110.0, 50.0, 0.1, "mean_revert")
+    assert w.orphan_legs and w.orphan_legs[0]["instrument"] == "ETH_USDC-PERPETUAL"
+    rc = json.loads([l for l in w.trades_path.read_text().splitlines()
+                     if '"REAL_CLOSE_PAIR"' in l][-1])
+    assert rc["leg_a_ok"] is False and rc["leg_b_ok"] is True
+    # il +10% della gamba A (mai eseguita) NON e' nel capitale reale
+    assert w.real_capital < 100.0 + 0.10 * na - 0.05
+    c = json.loads([l for l in w.trades_path.read_text().splitlines()
+                    if '"event": "CLOSE"' in l][-1])
+    assert c["pnl_source"] == "sim_fallback"

tests/portfolio/test_tp_phantom.py

@@ -35,6 +35,7 @@ class _FakeExecutor:
         class F:
             verified = True
             amount = 0.01
+            filled_amount = 0.01
             fill_price = 100.0
             fee_usd = 0.01
             order_id = "X"