feat(live): reconcile resting + orphan single-leg + circuit-breaker venue-lock + FEED_BOOK_GAP

Codice della tornata v1.1.27/28 (gia' in produzione, mai committato):
- reconcile_account: estensione ordini RESTING (FILLED_UNBOOKED/MISSING/STALE,
  caso MR02_BTC: TP fillato di notte scoperto ore dopo) + expected_resting in books
- strategy_worker: orphan_legs su REAL_CLOSE_PARTIAL anche single-leg, persistito
- execution: circuit-breaker su venue-lock admin (stop ordini dopo errori ripetuti)
- runner/hourly_report: alert FEED_BOOK_GAP + timestamp closed trades
- cerbero_client: get_open_orders (merge all + trigger_all)
Test: 12 nuovi, suite completa 126 passed.

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

scripts/analysis/reconcile_account.py

@@ -29,7 +29,8 @@ sys.path.insert(0, str(PROJECT_ROOT))
 
 from src.live.cerbero_client import CerberoClient
 from src.live.execution import contract_spec
-from src.live.books import real_books, account_net   # fonte UNICA dei libri (usata
+from src.live.books import real_books, account_net, expected_resting, PAPER
+                                                     # fonte UNICA dei libri (usata
                                                      # anche dal guard del netting)
 
 RECHECK_SLEEP = 10          # anti-race: secondi fra i due passaggi
@@ -53,15 +54,78 @@ def compute_drift(client: CerberoClient | None = None) -> list[dict]:
     return rows
 
 
+def _book_orders(client: CerberoClient) -> dict[str, dict]:
+    """Ordini aperti sul conto, merge type='all' + 'trigger_all' per order_id
+    (Deribit puo' omettere i trigger untriggered da 'all')."""
+    orders: dict[str, dict] = {}
+    for typ in ("all", "trigger_all"):
+        for o in client.get_open_orders(currency="USDC", type=typ) or []:
+            oid = str(o.get("order_id") or "")
+            if oid:
+                orders[oid] = o
+    return orders
+
+
+def _resting_filled(client: CerberoClient, instrument: str, order_id: str) -> float:
+    """Amount fillato di un ordine resting dal trade history (fonte autorevole)."""
+    try:
+        return sum(float(t.get("amount", 0) or 0)
+                   for t in client.get_trade_history(limit=100,
+                                                     instrument_name=instrument)
+                   if str(t.get("order_id")) == str(order_id))
+    except Exception:
+        return 0.0
+
+
+def compute_resting_drift(client: CerberoClient | None = None) -> list[dict]:
+    """Reconcile degli ordini RESTING (estensione 2026-06-12, dopo il caso MR02_BTC:
+    TP resting fillato sul book di notte + disaster-SL sparito, scoperti solo al
+    close sim ore dopo). Tre classi di anomalia:
+
+      FILLED_UNBOOKED  l'ordine atteso non e' in book e ha fill nel trade history
+                       mentre il worker si crede ancora in posizione (il caso MR02)
+      MISSING          l'ordine atteso non e' in book e non ha fill (cancellato da
+                       altri/exchange; per il DSL triggered il fill ha un order_id
+                       NUOVO -> qui appare MISSING e il drift posizioni completa)
+      STALE            ordine in book con label di un nostro worker ma NON atteso
+                       dai libri (worker flat/morto: fillerebbe a sorpresa)
+    """
+    client = client or CerberoClient()
+    expected = expected_resting()
+    book = _book_orders(client)
+    rows: list[dict] = []
+    for e in expected:
+        if e["order_id"] in book:
+            rows.append({**e, "status": "OK"})
+            continue
+        filled = _resting_filled(client, e["instrument"], e["order_id"])
+        rows.append({**e, "status": "FILLED_UNBOOKED" if filled > 0 else "MISSING",
+                     "filled": filled})
+    exp_ids = {e["order_id"] for e in expected}
+    workers = {p.name for p in PAPER.glob("*") if p.is_dir()}
+    for oid, o in book.items():
+        if oid not in exp_ids and str(o.get("label") or "") in workers:
+            rows.append(dict(worker=o.get("label"), instrument=o.get("instrument"),
+                             order_id=oid, kind=o.get("order_type"),
+                             status="STALE"))
+    return rows
+
+
 def main():
-    rows = compute_drift()
+    client = CerberoClient()
+    rows = compute_drift(client)
+    resting = compute_resting_drift(client)
     bad = [r for r in rows if not r["ok"]]
-    if bad:
+    bad_rest = [r for r in resting if r["status"] != "OK"]
+    if bad or bad_rest:
         # anti-race: un worker poteva essere a meta' open/close -> ricontrolla
-        print(f"drift su {len(bad)} strumenti: ricontrollo fra {RECHECK_SLEEP}s (anti-race)...")
+        print(f"anomalie (pos={len(bad)} resting={len(bad_rest)}): "
+              f"ricontrollo fra {RECHECK_SLEEP}s (anti-race)...")
         time.sleep(RECHECK_SLEEP)
-        rows = compute_drift()
+        rows = compute_drift(client)
+        resting = compute_resting_drift(client)
         bad = [r for r in rows if not r["ok"]]
+        bad_rest = [r for r in resting if r["status"] != "OK"]
 
     print(f"{'strumento':<22}{'libri':>10}{'orfani':>9}{'atteso':>10}{'conto':>10}{'drift':>10}  esito")
     for r in rows:
@@ -69,11 +133,20 @@ def main():
               f"{r['real']:>10.4f}{r['drift']:>+10.4f}  {'OK' if r['ok'] else '⚠️ DRIFT'}")
     if not rows:
         print("(nessuna posizione attesa ne' reale)")
-    print("\nESITO:", "OK — conto allineato ai libri" if not bad
-          else f"⚠️ DRIFT PERSISTENTE su {len(bad)} strumenti")
 
-    if bad and "--telegram" in sys.argv:
+    print(f"\n{'resting':<45}{'kind':>6}  {'order_id':<22}  stato")
+    for r in resting:
+        print(f"{r['worker']:<45}{r['kind']:>6}  {r['order_id']:<22}  "
+              f"{'OK' if r['status'] == 'OK' else '⚠️ ' + r['status']}")
+    if not resting:
+        print("(nessun ordine resting atteso ne' in book)")
+
+    print("\nESITO:", "OK — conto allineato ai libri" if not (bad or bad_rest)
+          else f"⚠️ DRIFT PERSISTENTE (pos={len(bad)} resting={len(bad_rest)})")
+
+    if (bad or bad_rest) and "--telegram" in sys.argv:
         from src.live.telegram_notifier import notify_event
+        if bad:
             notify_event("ACCOUNT_DRIFT", {
                 "strumenti": {r["inst"]: {"atteso": round(r["exp"], 5),
                                           "conto": round(r["real"], 5),
@@ -82,8 +155,31 @@ def main():
                          "orfani registrati): verificare close cappati/gambe respinte — "
                          "vedi docs/diary/2026-06-11-system-audit.md")})
             print("[telegram] alert ACCOUNT_DRIFT inviato")
-    return bool(bad)
+        if bad_rest:
+            notify_event("RESTING_DRIFT", {
+                "ordini": [{k: r.get(k) for k in ("worker", "kind", "order_id", "status",
+                                                  "filled")} for r in bad_rest],
+                "note": ("FILLED_UNBOOKED = resting fillato col worker ancora in posizione "
+                         "(caso MR02_BTC 2026-06-12); MISSING = atteso ma non in book; "
+                         "STALE = in book senza libro corrispondente")})
+            print("[telegram] alert RESTING_DRIFT inviato")
+    return bool(bad or bad_rest)
 
 
 if __name__ == "__main__":
+    # Il run delle 11:40 del 2026-06-12 e' morto in silenzio su un 502 (Deribit/gateway
+    # giu') -> il guardiano che non suona e' indistinguibile dal "tutto ok". Su errore:
+    # alert RECONCILE_FAIL (con --telegram) + exit 2.
+    try:
         sys.exit(1 if main() else 0)
+    except Exception as exc:
+        print(f"RECONCILE_FAIL: {exc}")
+        if "--telegram" in sys.argv:
+            try:
+                from src.live.telegram_notifier import notify_event
+                notify_event("RECONCILE_FAIL", {
+                    "errore": str(exc)[:200],
+                    "note": "reconciler NON eseguito: conto non verificato in quest'ora"})
+            except Exception:
+                pass
+        sys.exit(2)

scripts/portfolios/hourly_report.py

@@ -96,8 +96,14 @@ def lossguard_section() -> str:
     return "\n".join(L)
 
 
+# Epoca v1.1.26 (deploy 2026-06-11 ~21:40 UTC): gate TP_PHANTOM attivo. I close
+# precedenti includono il churn da TP fantasma dell'11-06 17:32-17:58 (~24 giri,
+# win-rate inquinato) -> le accuratezze "pulite" si leggono da qui in poi.
+EPOCH_V1126 = "2026-06-11T21:40:00"
+
+
 def collect():
-    closed = []          # (sleeve, reason, net_return, pnl, win)
+    closed = []          # (sleeve, reason, net_return, pnl, win, ts)
     open_pos = []         # dict per posizione aperta
     realized = 0.0
     for sp in sorted(glob.glob(str(PAPER / "*" / "status.json"))):
@@ -119,7 +125,7 @@ def collect():
                 # resta il sim diagnostico: sui TP fantasma da spike testnet diceva
                 # 26/0 mentre il reale era 11/15). Fallback nr>0 per eventi storici.
                 closed.append((_short(wid), ev.get("reason", "?"), nr, pnl,
-                               bool(ev.get("win", nr > 0))))
+                               bool(ev.get("win", nr > 0)), ev.get("ts", "")))
         if "positions" in st or "weights" in st:
             continue        # multi-asset (TR01/ROT02/TSM01): sezione dedicata
         if st.get("in_position"):
@@ -187,7 +193,7 @@ def build_report() -> str:
 
     # breakdown per motivo
     by_reason = defaultdict(lambda: [0, 0, 0.0])   # reason -> [win, loss, pnl]
-    for _, reason, _, pnl, win in closed:
+    for _, reason, _, pnl, win, _ in closed:
         r = by_reason[reason]
         r[0 if win else 1] += 1
         r[2] += pnl
@@ -206,8 +212,12 @@ def build_report() -> str:
     if eq is not None:
         L.append(f"Equity €{eq:.2f} | Cap €{cap:.2f} | maxDD {dd:.3f}%")
 
-    # 1) CHIUSI
+    # 1) CHIUSI — totale storico + epoca corrente (post gate TP_PHANTOM): i
+    # numeri pre-v1.1.26 includono il churn fantasma e non misurano la strategia
+    cur = [c for c in closed if c[5] >= EPOCH_V1126]
+    cpos = sum(1 for c in cur if c[4])
     L.append(f"\n✅ <b>CHIUSI</b>: {pos} positivi / {neg} negativi (netto fee)")
+    L.append(f"   epoca v1.1.26+ (TP_PHANTOM attivo): {cpos}/{len(cur) - cpos}")
     rows = [f"{'motivo':<12}{'✅':>3}{'❌':>4}{'PnL€':>9}"]
     for reason, (w, l, pnl) in sorted(by_reason.items(), key=lambda x: x[1][2]):
         rows.append(f"{reason:<12}{w:>3}{l:>4}{pnl:>+9.2f}")

src/live/books.py

@@ -53,6 +53,28 @@ def real_books(exclude_worker: str | None = None) -> tuple[dict[str, float], dic
     return books, orphans
 
 
+def expected_resting() -> list[dict]:
+    """Ordini resting ATTESI sul book dai libri dei worker single-leg in posizione
+    reale: TP limit reduce-only (real_tp_order_id) e disaster-SL stop_market
+    (real_dsl_order_id). I pairs non hanno resting. Ogni voce:
+    {worker, instrument, order_id, kind: 'tp'|'dsl'}."""
+    out: list[dict] = []
+    for sp in sorted(PAPER.glob("*/status.json")):
+        wid = sp.parent.name
+        try:
+            st = json.loads(sp.read_text())
+        except Exception:
+            continue
+        if not st.get("real_in_position") or st.get("real_amount_a"):
+            continue
+        inst = _inst(wid.split("__")[1])
+        for key, kind in (("real_tp_order_id", "tp"), ("real_dsl_order_id", "dsl")):
+            oid = st.get(key)
+            if oid:
+                out.append(dict(worker=wid, instrument=inst, order_id=str(oid), kind=kind))
+    return out
+
+
 def account_net(client) -> dict[str, float]:
     """Posizioni reali per strumento dal conto (size USD / mark -> coin, firmato)."""
     out: dict[str, float] = {}

src/live/cerbero_client.py

@@ -80,6 +80,16 @@ class CerberoClient:
     def get_positions(self, currency: str = "ETH") -> list[dict]:
         return self._post("/mcp-deribit/tools/get_positions", {"currency": currency})
 
+    def get_open_orders(self, currency: str = "USDC", type: str = "all") -> list[dict]:
+        """Ordini APERTI sul conto (limit resting + trigger non scattati). Ogni voce:
+        {order_id, instrument, direction, order_type, order_state, amount,
+        filled_amount, price, trigger_price, reduce_only, label}. NB Deribit puo'
+        omettere i trigger untriggered da type='all' -> per i bracket interrogare
+        anche type='trigger_all' e fare merge per order_id."""
+        out = self._post("/mcp-deribit/tools/get_open_orders",
+                         {"currency": currency, "type": type})
+        return out if isinstance(out, list) else out.get("orders", [])
+
     # --- Trading ---
 
     def place_order(

src/live/execution.py

@@ -183,6 +183,20 @@ class ExecutionClient:
     # (poll-loop fermo = posizione reale senza valutazione exit). None = disattivo.
     # Configurato dal runner da overrides.execution.disaster_sl_pct.
     disaster_sl_pct: float | None = None
+    # Circuit-breaker venue-lock (2026-06-12): durante il lock admin del testnet
+    # (rollback conto, ~09:47) ogni place_order rispondeva 'locked_by_admin' ma i
+    # worker continuavano a tentare APERTURE (leg-fail pairs + unwind + fee
+    # sprecate sui leg parziali). Dopo lock_trip errori 'locked' consecutivi le
+    # aperture sono SOSPESE (Fill failed senza chiamata API -> i worker seguono il
+    # path REAL_OPEN_FAIL/sim_fallback gia' esistente); le CHIUSURE si tentano
+    # SEMPRE (path gia' sicuro: partial/orphan/netting). Riarmo: passato
+    # lock_cooldown_s la prossima apertura fa da probe — se passa il breaker si
+    # resetta (alert di rientro), se e' ancora locked riscatta subito. Stato in
+    # memoria: al restart il primo open rifiutato lo ri-arma.
+    lock_trip: int = 3
+    lock_cooldown_s: float = 900.0
+    _lock_streak: int = field(default=0, init=False, repr=False)
+    _lock_until: float = field(default=0.0, init=False, repr=False)
     # NB leva: su Deribit la leva per-strumento NON e' impostabile (private/set_leverage
     # risponde 400 Bad Request — verificato 2026-06-03 nei log Cerbero; il set_leverage
     # di Cerbero fallisce sempre, soppresso). Il campo "leverage: 50" in get_positions
@@ -214,6 +228,46 @@ class ExecutionClient:
             pass
         return None
 
+    # --- circuit-breaker venue-lock ---
+
+    def _notify_safe(self, event: str, data: dict):
+        try:
+            from src.live.telegram_notifier import notify_event
+            notify_event(event, data)
+        except Exception:
+            pass
+
+    def lock_blocked(self) -> bool:
+        """True se le APERTURE sono sospese (breaker scattato e cooldown attivo)."""
+        return self._lock_streak >= self.lock_trip and time.monotonic() < self._lock_until
+
+    def _lock_track(self, error: str):
+        """Conta gli errori 'locked' consecutivi; al trip sospende le aperture.
+        Ogni nuovo 'locked' (anche dalle chiusure) rinfresca il cooldown: finche'
+        il venue resta bloccato le aperture non riprendono. Gli errori di altra
+        natura NON toccano lo streak (un transitorio di rete non deve ne'
+        armare ne' disarmare il breaker)."""
+        if "locked" not in (error or "").lower():
+            return
+        self._lock_streak += 1
+        self._lock_until = time.monotonic() + self.lock_cooldown_s
+        if self._lock_streak == self.lock_trip:
+            print(f"[exec] VENUE_LOCK: {self._lock_streak} reject 'locked' consecutivi "
+                  f"-> aperture sospese {self.lock_cooldown_s / 60:.0f}m (probe al termine)")
+            self._notify_safe("VENUE_LOCK", {
+                "reject_consecutivi": self._lock_streak,
+                "cooldown_min": round(self.lock_cooldown_s / 60),
+                "nota": "conto locked (admin/rollback testnet): aperture reali sospese, "
+                        "chiusure sempre tentate, sim prosegue"})
+
+    def _lock_reset(self):
+        """Ordine accettato dal venue: se il breaker era scattato, dichiara il rientro."""
+        if self._lock_streak >= self.lock_trip:
+            self._notify_safe("VENUE_LOCK", {"status": "RIENTRATO",
+                                             "dopo_reject": self._lock_streak})
+        self._lock_streak = 0
+        self._lock_until = 0.0
+
     # --- API ---
 
     def _mark_price(self, instrument: str) -> float | None:
@@ -246,9 +300,11 @@ class ExecutionClient:
         resp = self.client.place_order(instrument, side, amount, order_type=order_type,
                                        price=price, label=label, reduce_only=reduce_only)
         if not isinstance(resp, dict) or resp.get("state") == "error" or "error" in resp:
+            self._lock_track(str(resp.get("error", "")) if isinstance(resp, dict) else "")
             return Fill(instrument, side, requested_notional, amount, None, 0.0, 0.0,
                         None, "error", False, raw=resp if isinstance(resp, dict) else {},
                         notes=f"place_order error: {resp}")
+        self._lock_reset()
 
         order = resp.get("order", resp) or {}
         trades = resp.get("trades", []) or []
@@ -299,7 +355,14 @@ class ExecutionClient:
 
     def open(self, instrument: str, side: str, notional_usd: float,
              label: str | None = None) -> Fill:
-        """Apre la quota del worker (market, NON reduce_only)."""
+        """Apre la quota del worker (market, NON reduce_only). Con breaker
+        venue-lock attivo NON tocca l'API: Fill failed -> il chiamante segue il
+        path REAL_OPEN_FAIL/sim_fallback (per i pairs: entrambe le gambe
+        rifiutate localmente, nessun leg parziale da unwindare)."""
+        if self.lock_blocked():
+            return Fill(instrument, side, notional_usd, 0.0, None, 0.0, 0.0,
+                        None, "error", False,
+                        notes="venue_lock_breaker: aperture sospese (conto locked)")
         amount = self.amount_for(instrument, notional_usd)
         return self._submit(instrument, side, amount, notional_usd,
                             reduce_only=False, label=label)

src/live/strategy_worker.py

@@ -71,6 +71,12 @@ class StrategyWorker:
         self.real_dsl_order_id = ""      # STOP_MARKET disaster bracket on-book (persistito)
         self.real_trades = 0
         self.real_first_notified = False   # alert Telegram "esecuzione viva" una tantum
+        # Quote residue dei close FALLITI/cappati (2026-06-12, parità coi pairs):
+        # prima il REAL_CLOSE_PARTIAL single-leg NON registrava l'orfano e il
+        # reconciler vedeva drift NON spiegato (caso MR07 0.102 ETH nel lock
+        # testnet). Stessa semantica di PairsWorker.orphan_legs: posizioni che il
+        # conto ha ancora ma i libri hanno chiuso; le legge books.real_books.
+        self.orphan_legs: list[dict] = []
         self._tp_phantom_ts = 0            # dedup log TP_PHANTOM per barra (non persistito)
         self._tp_phantom_notified = False  # alert Telegram una tantum per processo
         self._tp_phantom_cache = (0, 0.0)  # (bar_ts, monotonic): TTL del verdetto phantom
@@ -144,6 +150,7 @@ class StrategyWorker:
         self.real_dsl_order_id = state.get("real_dsl_order_id", "")
         self.real_trades = state.get("real_trades", 0)
         self.real_first_notified = state.get("real_first_notified", False)
+        self.orphan_legs = state.get("orphan_legs", [])
 
         self._log("RESUME", {"capital": round(self.capital, 2),
                               "total_trades": self.total_trades,
@@ -178,6 +185,7 @@ class StrategyWorker:
             "real_dsl_order_id": self.real_dsl_order_id,
             "real_trades": self.real_trades,
             "real_first_notified": self.real_first_notified,
+            "orphan_legs": self.orphan_legs,
             "last_update": datetime.now(timezone.utc).isoformat(),
         }
         with open(self.status_path, "w") as f:
@@ -412,10 +420,18 @@ class StrategyWorker:
             self._log("NET_CLOSE", {"note": fill.notes})
             self._notify("NET_CLOSE", {"note": fill.notes})
         if fill and market_amt < remainder - step / 2:
+            residual = round(remainder - market_amt, 6)
+            # registra l'orfano (come PairsWorker): il conto ha ancora questa quota
+            # ma il libro chiude -> il reconciler la conta come drift SPIEGATO
+            self.orphan_legs.append({
+                "instrument": self.exec_instrument, "entry_side": self.real_side,
+                "amount": residual,
+                "ts": datetime.now(timezone.utc).isoformat(), "reason": reason})
             data = {"requested": remainder, "filled": market_amt,
-                    "residuo_orfano": round(remainder - market_amt, 6),
+                    "residuo_orfano": residual,
                     "note": ("close non completato (netting negato/leg fallito): "
-                             "quota residua NON chiusa — verificare col reconciler")}
+                             "quota residua registrata in orphan_legs — "
+                             "verificare col reconciler")}
             self._log("REAL_CLOSE_PARTIAL", data)
             self._notify("REAL_CLOSE_PARTIAL", data)
 
@@ -574,6 +590,9 @@ class StrategyWorker:
         self.tp = 0.0
         self.sl = 0.0
         self.max_bars = 0
+        # persisti il booking della chiusura SUBITO (non solo al save del tick):
+        # un crash qui perderebbe capital/orphan_legs gia' contabilizzati
+        self._save_state()
 
     def tick(self, df: pd.DataFrame, df_1h: pd.DataFrame | None = None):
         """Chiamato ad ogni poll con DataFrame OHLCV aggiornato.

src/portfolio/runner.py

@@ -224,6 +224,49 @@ def _check_stale_feed(asset: str, df: pd.DataFrame, alerted: set[str]):
                                     "gap_pct": round(gap, 2), "prezzo": float(c[i])})
 
 
+_GAP_BPS_DEFAULT = 150.0     # |close feed - mark book| oltre cui il feed non e' affidabile
+
+
+def _check_feed_book_gap(client, raw1h, instruments, threshold_bps, alerted):
+    """Osservabilita' (2026-06-12): il feed candele e il book dove fillano gli ordini
+    REALI possono divergere — caso MR02_BTC: TP resting fillato a 60481 nella notte
+    col feed mai sceso sotto 63285 (-443 bps, scoperto solo al close sim); i wick
+    TP_PHANTOM sono il caso opposto (feed stampa, book non scambia). Confronta il
+    close della candela in corso col MARK dello strumento d'ESECUZIONE (USDC):
+    oltre soglia -> alert FEED_BOOK_GAP, una notifica per episodio, recovery con
+    isteresi a soglia/2. Le decisioni restano sul feed (il sim e' la verita' che
+    guida): questo dice solo QUANDO i fill reali possono divergere dal sim."""
+    from src.live.telegram_notifier import notify_event
+    want = {a: inst for a, inst in instruments.items() if a in raw1h}
+    if not want:
+        return
+    try:
+        out = client.get_ticker_batch(list(want.values()))
+        marks = {t.get("instrument_name"): (t.get("mark_price") or t.get("last_price"))
+                 for t in out.get("tickers", [])}
+    except Exception:
+        return                       # fail-open: solo osservabilita'
+    for asset, inst in want.items():
+        mark = marks.get(inst)
+        feed = float(raw1h[asset]["close"].iloc[-1])
+        if not mark or not feed:
+            continue
+        gap_bps = abs(feed / float(mark) - 1) * 10_000
+        if gap_bps >= threshold_bps and asset not in alerted:
+            alerted.add(asset)
+            print(f"[runner] FEED_BOOK_GAP {asset}: feed {feed} vs mark {mark} "
+                  f"({gap_bps:.0f} bps)")
+            notify_event("FEED_BOOK_GAP", {
+                "asset": asset, "feed_close": feed, "mark_book": float(mark),
+                "gap_bps": round(gap_bps, 1),
+                "nota": "feed candele != book d'esecuzione: i fill reali possono "
+                        "divergere dal sim (TP fantasma / fill non visti dal feed)"})
+        elif gap_bps < threshold_bps / 2 and asset in alerted:
+            alerted.discard(asset)
+            notify_event("FEED_BOOK_GAP", {"asset": asset, "status": "RIENTRATO",
+                                           "gap_bps": round(gap_bps, 1)})
+
+
 def run(config_path: str = "portfolios.yml"):
     """Loop live a portafoglio (tutti i tipi di sleeve). Data layer Cerbero v2 con resample;
     ribilancio a cambio giornata UTC."""
@@ -380,6 +423,9 @@ def run(config_path: str = "portfolios.yml"):
     inst_map = dict(INSTRUMENT_MAP)
     last_day = ""
     stale_alerted: set[str] = set()   # asset con alert STALE_FEED attivo (dedup per episodio)
+    # guard feed-vs-book (2026-06-12): soglia bps in overrides.feed_book_gap_bps (0 = off)
+    gap_bps = float(_ov.get("feed_book_gap_bps", _GAP_BPS_DEFAULT))
+    gap_alerted: set[str] = set()
     # Osservabilita' outage (improvement-sweep 2026-06-06): il poll-loop intero e' in un
     # try/except → durante un outage i worker NON valutano gli exit. Alert Telegram dopo
     # _OUTAGE_POLLS poll falliti/DEGRADATI consecutivi + notifica di ripresa con durata.
@@ -432,6 +478,9 @@ def run(config_path: str = "portfolios.yml"):
                     raw1h[asset] = df.sort_values("timestamp").reset_index(drop=True)
                     _check_stale_feed(asset, raw1h[asset], stale_alerted)
 
+            if exec_enabled and gap_bps > 0:
+                _check_feed_book_gap(client, raw1h, exec_instr, gap_bps, gap_alerted)
+
             # fetch DIRETTO dei timeframe sub-orari (15m...) per (asset, tf)
             raw_sub: dict[tuple[str, str], pd.DataFrame] = {}
             for (asset, tf), days in subhourly_needs.items():

tests/portfolio/test_feed_book_gap.py

@@ -0,0 +1,73 @@
+"""Guard FEED_BOOK_GAP (2026-06-12): il feed candele e il book d'esecuzione possono
+divergere (MR02_BTC: fill reale a -443 bps dal sim; wick TP_PHANTOM il caso opposto).
+Alert per episodio con isteresi a soglia/2, fail-open su errori di rete."""
+import sys
+from pathlib import Path
+
+import pandas as pd
+
+sys.path.insert(0, str(Path(__file__).resolve().parents[2]))
+
+from src.portfolio import runner
+
+
+class _Client:
+    def __init__(self, marks):
+        self._marks = marks
+        self.calls = 0
+
+    def get_ticker_batch(self, instruments):
+        self.calls += 1
+        return {"tickers": [{"instrument_name": i, "mark_price": self._marks[i]}
+                            for i in instruments if i in self._marks]}
+
+
+class _Boom:
+    def get_ticker_batch(self, instruments):
+        raise RuntimeError("rete giu'")
+
+
+INSTR = {"BTC": "BTC_USDC-PERPETUAL"}
+
+
+def _feed(close):
+    return {"BTC": pd.DataFrame({"close": [100.0, close]})}
+
+
+def _events(monkeypatch):
+    sent = []
+    monkeypatch.setattr("src.live.telegram_notifier.notify_event",
+                        lambda ev, data: sent.append((ev, data)))
+    return sent
+
+
+def test_gap_alerts_once_per_episode(monkeypatch):
+    sent = _events(monkeypatch)
+    cl = _Client({"BTC_USDC-PERPETUAL": 60481.0})
+    alerted = set()
+    # feed a 63285 vs mark 60481 = il caso MR02 (~464 bps) -> alert, una volta sola
+    for _ in range(3):
+        runner._check_feed_book_gap(cl, _feed(63285.5), INSTR, 150.0, alerted)
+    assert len(sent) == 1 and sent[0][0] == "FEED_BOOK_GAP"
+    assert sent[0][1]["asset"] == "BTC" and sent[0][1]["gap_bps"] > 400
+
+
+def test_recovery_with_hysteresis(monkeypatch):
+    sent = _events(monkeypatch)
+    cl = _Client({"BTC_USDC-PERPETUAL": 60000.0})
+    alerted = {"BTC"}
+    # gap fra soglia/2 e soglia: NESSUN recovery (isteresi)
+    runner._check_feed_book_gap(cl, _feed(60000 * 1.0090), INSTR, 150.0, alerted)
+    assert sent == [] and "BTC" in alerted
+    # gap sotto soglia/2 -> RIENTRATO
+    runner._check_feed_book_gap(cl, _feed(60010.0), INSTR, 150.0, alerted)
+    assert len(sent) == 1 and sent[0][1].get("status") == "RIENTRATO"
+    assert "BTC" not in alerted
+
+
+def test_fail_open_and_no_instruments(monkeypatch):
+    sent = _events(monkeypatch)
+    runner._check_feed_book_gap(_Boom(), _feed(63285.5), INSTR, 150.0, set())
+    cl = _Client({"BTC_USDC-PERPETUAL": 60481.0})
+    runner._check_feed_book_gap(cl, {}, INSTR, 150.0, set())   # nessun feed
+    assert sent == [] and cl.calls == 0

tests/portfolio/test_reconcile_resting.py

@@ -0,0 +1,96 @@
+"""Reconcile degli ordini RESTING (2026-06-12): TP/DSL attesi dai libri vs ordini
+in book + fill non bookati (caso MR02_BTC: TP resting fillato di notte e disaster-SL
+sparito, scoperti solo al close sim ore dopo). Nessuna rete: client stubbato,
+PAPER puntato su tmp_path."""
+import json
+import sys
+from pathlib import Path
+
+sys.path.insert(0, str(Path(__file__).resolve().parents[2]))
+
+from src.live import books
+
+
+class _Client:
+    def __init__(self, open_orders=None, trades=None):
+        self._oo = open_orders or []
+        self._tr = trades or []
+
+    def get_open_orders(self, currency="USDC", type="all"):
+        # merge 'all'+'trigger_all' nel chiamante: qui si ritorna tutto due volte
+        return self._oo
+
+    def get_trade_history(self, limit=100, instrument_name=None):
+        return [t for t in self._tr
+                if not instrument_name or t["instrument"] == instrument_name]
+
+
+def _mk_worker(root: Path, wid: str, st: dict):
+    d = root / wid
+    d.mkdir(parents=True)
+    (d / "status.json").write_text(json.dumps(st))
+
+
+def _setup(tmp_path, monkeypatch, statuses: dict):
+    root = tmp_path / "portfolio_paper"
+    for wid, st in statuses.items():
+        _mk_worker(root, wid, st)
+    monkeypatch.setattr(books, "PAPER", root)
+    import importlib
+    ra = importlib.import_module("scripts.analysis.reconcile_account")
+    monkeypatch.setattr(ra, "PAPER", root)
+    return ra
+
+
+IN_POS = {"real_in_position": True, "real_tp_order_id": "TP-1",
+          "real_dsl_order_id": "DSL-1"}
+
+
+def test_expected_resting_reads_single_leg(tmp_path, monkeypatch):
+    _setup(tmp_path, monkeypatch, {
+        "MR01_bollinger_fade__ETH__1h": IN_POS,
+        # pairs e worker flat: NESSUN resting atteso
+        "PR01_pairs_reversion__ETH_BTC__1h": {"real_in_position": True,
+                                              "real_amount_a": 0.1},
+        "MR02_donchian_fade__BTC__1h": {"real_in_position": False,
+                                        "real_tp_order_id": "TP-9"},
+    })
+    exp = books.expected_resting()
+    assert {(e["order_id"], e["kind"]) for e in exp} == {("TP-1", "tp"), ("DSL-1", "dsl")}
+    assert all(e["instrument"] == "ETH_USDC-PERPETUAL" for e in exp)
+
+
+def test_resting_ok_when_on_book(tmp_path, monkeypatch):
+    ra = _setup(tmp_path, monkeypatch, {"MR01_bollinger_fade__ETH__1h": IN_POS})
+    cl = _Client(open_orders=[{"order_id": "TP-1", "label": "MR01_bollinger_fade__ETH__1h"},
+                              {"order_id": "DSL-1", "label": "MR01_bollinger_fade__ETH__1h"}])
+    rows = ra.compute_resting_drift(cl)
+    assert [r["status"] for r in rows] == ["OK", "OK"]
+
+
+def test_resting_filled_unbooked_vs_missing(tmp_path, monkeypatch):
+    # TP sparito dal book MA con fill nel trade history -> FILLED_UNBOOKED (caso MR02);
+    # DSL sparito senza fill (trigger genera order_id nuovo) -> MISSING
+    ra = _setup(tmp_path, monkeypatch, {"MR01_bollinger_fade__ETH__1h": IN_POS})
+    cl = _Client(open_orders=[],
+                 trades=[{"instrument": "ETH_USDC-PERPETUAL", "order_id": "TP-1",
+                          "amount": 0.103, "price": 1640.6}])
+    by_kind = {r["kind"]: r for r in ra.compute_resting_drift(cl)}
+    assert by_kind["tp"]["status"] == "FILLED_UNBOOKED"
+    assert abs(by_kind["tp"]["filled"] - 0.103) < 1e-9
+    assert by_kind["dsl"]["status"] == "MISSING"
+
+
+def test_resting_stale_order_from_flat_worker(tmp_path, monkeypatch):
+    # ordine in book con label di un NOSTRO worker flat -> STALE (fillerebbe a sorpresa);
+    # ordini di altri bot (label sconosciuta) ignorati
+    ra = _setup(tmp_path, monkeypatch, {
+        "MR01_bollinger_fade__ETH__1h": {"real_in_position": False}})
+    cl = _Client(open_orders=[
+        {"order_id": "OLD-7", "label": "MR01_bollinger_fade__ETH__1h",
+         "instrument": "ETH_USDC-PERPETUAL", "order_type": "limit"},
+        {"order_id": "X-1", "label": "altro_bot", "instrument": "ETH_USDC-PERPETUAL"},
+    ])
+    rows = ra.compute_resting_drift(cl)
+    assert len(rows) == 1
+    assert rows[0]["status"] == "STALE" and rows[0]["order_id"] == "OLD-7"

tests/portfolio/test_single_leg_orphan.py

@@ -0,0 +1,79 @@
+"""Orfani single-leg (2026-06-12): un close fallito/cappato registra la quota
+residua in orphan_legs (parita' coi pairs) cosi' il reconciler la conta come
+drift SPIEGATO — prima il REAL_CLOSE_PARTIAL di MR07 (0.102 ETH nel lock testnet)
+lasciava drift non spiegato. Nessuna rete: executor finto."""
+import json
+from types import SimpleNamespace
+
+from src.live.execution import Fill
+from src.live.strategy_worker import StrategyWorker
+from src.strategies.base import Signal
+from src.live import books
+
+
+class FailingCloseExec:
+    """Apre ok, chiude con fill ZERO (venue locked / netting negato)."""
+    verify_polls = 1
+    verify_sleep = 0.0
+    disaster_sl_pct = None
+
+    def open(self, instrument, side, notional, label=None):
+        amt = round(notional / 100.0, 6)
+        return Fill(instrument, side, notional, amt, 100.0, 0.0, 0.05,
+                    "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)
+
+    def cancel_order(self, oid):
+        return {"state": "cancelled"}
+
+    def resting_fills(self, instrument, oid):
+        return 0.0, None, 0.0
+
+    def close_amount(self, instrument, side, amount, label=None):
+        return Fill(instrument, "sell", 0.0, amount, None, 0.0, 0.0,
+                    None, "error", False, notes="place_order error: locked_by_admin",
+                    filled_amount=0.0)
+
+
+def _worker(tmp_path):
+    return StrategyWorker(
+        strategy=SimpleNamespace(name="MR07_return_reversal", fee_rt=0.001),
+        asset="ETH", tf="1h", capital=100.0, position_size=0.5, leverage=2.0,
+        data_dir=tmp_path, executor=FailingCloseExec(),
+        exec_instrument="ETH_USDC-PERPETUAL")
+
+
+def test_failed_close_registers_orphan(tmp_path, monkeypatch):
+    monkeypatch.setattr("src.live.strategy_worker.notify_event", lambda *a, **k: None)
+    w = _worker(tmp_path)
+    w._open_position(Signal(idx=0, direction=1, entry_price=100.0,
+                            metadata={"max_bars": 12}), 100.0)
+    amt = w.real_amount
+    assert w.real_in_position and amt > 0
+    w._close_position(105.0, "time_limit")
+    assert not w.real_in_position
+    assert len(w.orphan_legs) == 1
+    o = w.orphan_legs[0]
+    assert o["instrument"] == "ETH_USDC-PERPETUAL"
+    assert o["entry_side"] == "buy" and abs(o["amount"] - amt) < 1e-9
+
+    # persistito nello status (resume-safe) e visto da books.real_books
+    st = json.loads((tmp_path / w.worker_id / "status.json").read_text())
+    assert st["orphan_legs"] == w.orphan_legs
+    monkeypatch.setattr(books, "PAPER", tmp_path)
+    _, orphans = books.real_books()
+    assert abs(orphans["ETH_USDC-PERPETUAL"] - amt) < 1e-9   # buy = firmato +
+
+
+def test_clean_close_no_orphan(tmp_path, monkeypatch):
+    monkeypatch.setattr("src.live.strategy_worker.notify_event", lambda *a, **k: None)
+    w = _worker(tmp_path)
+    w.executor.close_amount = lambda instrument, side, amount, label=None: Fill(
+        instrument, "sell", 0.0, amount, 105.0, 0.0, 0.05, "oid-close",
+        "filled", True, filled_amount=amount)
+    w._open_position(Signal(idx=0, direction=1, entry_price=100.0,
+                            metadata={"max_bars": 12}), 100.0)
+    w._close_position(105.0, "time_limit")
+    assert w.orphan_legs == []

tests/portfolio/test_venue_lock_breaker.py

@@ -0,0 +1,86 @@
+"""Circuit-breaker venue-lock (2026-06-12): dopo lock_trip reject 'locked'
+consecutivi le APERTURE sono sospese senza toccare l'API (i worker seguono il
+path REAL_OPEN_FAIL/sim_fallback); le chiusure si tentano sempre; il probe a
+fine cooldown riarma o resetta. Nessuna rete: CerberoClient stubbato."""
+import time
+
+from src.live.execution import ExecutionClient
+
+
+class _Venue:
+    """Stub CerberoClient: locked finche' .locked=True, poi ordini ok."""
+    def __init__(self):
+        self.locked = True
+        self.place_calls = 0
+
+    def place_order(self, instrument, side, amount, order_type="market",
+                    price=None, label=None, reduce_only=False):
+        self.place_calls += 1
+        if self.locked:
+            return {"state": "error", "error": "locked_by_admin"}
+        return {"order": {"order_id": "o1", "order_state": "filled",
+                          "filled_amount": amount, "average_price": 100.0},
+                "trades": [{"amount": amount, "price": 100.0, "fee": 0.0}]}
+
+    def get_ticker(self, instrument):
+        return {"mark_price": 100.0}
+
+    def get_trade_history(self, limit=50, instrument_name=None):
+        return []
+
+
+def _ec(monkeypatch, sent):
+    monkeypatch.setattr("src.live.telegram_notifier.notify_event",
+                        lambda ev, data: sent.append((ev, data)))
+    venue = _Venue()
+    ec = ExecutionClient(client=venue)
+    return ec, venue
+
+
+INST = "ETH_USDC-PERPETUAL"
+
+
+def test_breaker_trips_and_blocks_opens(monkeypatch):
+    sent = []
+    ec, venue = _ec(monkeypatch, sent)
+    for _ in range(ec.lock_trip):
+        f = ec.open(INST, "buy", 50.0)
+        assert not f.verified
+    assert venue.place_calls == ec.lock_trip and ec.lock_blocked()
+    assert [e for e, _ in sent] == ["VENUE_LOCK"]          # un alert al trip
+    # aperture sospese: NESSUNA chiamata API, nota dedicata
+    f = ec.open(INST, "buy", 50.0)
+    assert venue.place_calls == ec.lock_trip
+    assert "venue_lock_breaker" in f.notes
+    assert sent == sent[:1]                                # niente spam
+
+
+def test_closes_still_attempted_and_refresh_cooldown(monkeypatch):
+    sent = []
+    ec, venue = _ec(monkeypatch, sent)
+    for _ in range(ec.lock_trip):
+        ec.open(INST, "buy", 50.0)
+    ec._net_close_allowance = lambda *a, **k: 0.0          # niente fallback netting
+    before = ec._lock_until
+    time.sleep(0.01)
+    f = ec.close_amount(INST, "buy", 0.5, label="w1")      # la chiusura PASSA dall'API
+    assert venue.place_calls == ec.lock_trip + 1
+    assert not f.verified
+    assert ec._lock_until > before                          # locked dal close -> cooldown esteso
+
+
+def test_probe_rearms_or_resets(monkeypatch):
+    sent = []
+    ec, venue = _ec(monkeypatch, sent)
+    for _ in range(ec.lock_trip):
+        ec.open(INST, "buy", 50.0)
+    # cooldown scaduto + venue ancora locked -> probe fallisce e riscatta
+    ec._lock_until = time.monotonic() - 1
+    ec.open(INST, "buy", 50.0)
+    assert venue.place_calls == ec.lock_trip + 1 and ec.lock_blocked()
+    # venue sbloccato -> il probe passa, breaker resettato, alert di rientro
+    ec._lock_until = time.monotonic() - 1
+    venue.locked = False
+    f = ec.open(INST, "buy", 50.0)
+    assert f.verified and not ec.lock_blocked() and ec._lock_streak == 0
+    assert sent[-1][0] == "VENUE_LOCK" and sent[-1][1].get("status") == "RIENTRATO"