feat(live): conto USDC -> strumenti lineari; entrata/uscita da Old; dashboard LIVE separato da PAPER

Correzione post-micro-test (il conto e' USDC, non BTC/ETH):
- deribit.py: INSTRUMENT -> BTC/ETH_USDC-PERPETUAL (lineari, gli unici eseguibili sul conto USDC);
  notional_to_amount gestisce i lineari (amount in base-coin = notional/price); + quantize_price;
  trade_history (read-only) per i trade reali. build_rebalance_order passa il prezzo.
- shadow.py: sizing col prezzo; espone live_trades (trade reali eseguiti su Deribit).

Entrata/uscita verificate (logica presa da Old/src/live/execution.py):
- execution.py: open() market verificato (state=='filled' + trade, fill/fee reali, filled_amount
  autorevole), close() market reduce_only (le CHIUSURE si tentano SEMPRE, senza cap), disaster-SL
  STOP_MARKET reduce_only. Cap di size SOLO sulle aperture. Fill dataclass.
- microtest.py: usa open()/close(); safe-close se l'apertura non e' verificata.

Dashboard: sezione PAPER (backtest+forward) separata da sezione LIVE (conto reale Deribit: shadow
TP01 + Trades REALI eseguiti). Test 27/27.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

src/live/shadow.py

@@ -128,7 +128,7 @@ def shadow_report(offline: bool = False, equity_override: float | None = None) -
     assets, orders = [], []
     for a in ASSETS:
         inst = INSTRUMENT[a]
-        order = build_rebalance_order(inst, targets[a], WEIGHT, equity, positions[a])
+        order = build_rebalance_order(inst, targets[a], WEIGHT, equity, positions[a], price=marks[a])
         if order:
             orders.append(order)
         parity = None
@@ -140,11 +140,26 @@ def shadow_report(offline: bool = False, equity_override: float | None = None) -
             position_usd=positions[a], mark=marks[a], mark_src=marks_src[a],
             order=order, paper=(float(paper_pos.get(a, 0.0)) if paper_pos else None), parity=parity,
         ))
+    live_trades = []
+    if client is not None:
+        for a in ASSETS:
+            try:
+                for tr in client.trade_history(INSTRUMENT[a], limit=8):
+                    live_trades.append(dict(
+                        ts=int(tr.get("timestamp") or 0), instrument=INSTRUMENT[a],
+                        direction=(tr.get("direction") or "").upper(),
+                        amount=float(tr.get("amount") or 0), price=float(tr.get("price") or 0),
+                        fee=float(tr.get("fee") or 0)))
+            except Exception:
+                pass
+        live_trades.sort(key=lambda r: r["ts"], reverse=True)
+        live_trades = live_trades[:12]
+
     return dict(
         last_data=str(pd.Timestamp(last_ts, unit="ms", tz="UTC").date()),
         online=(client is not None and marks_src.get("BTC") == "mainnet"),
         real_equity=real_eq, equity=equity, eq_basis=eq_basis,
-        pos_src=pos_src, assets=assets, orders=orders,
+        pos_src=pos_src, assets=assets, orders=orders, live_trades=live_trades,
         flat=all(abs(targets[a]) < 1e-9 for a in ASSETS),
         paper_aligned=(paper_ts == last_ts),
     )