audit: harden Oanda execution lifecycle (close-fill, netting, races, fail-closed config)

2026-08-04 Fable 5 QA audit, Batch A. All fixes are execution-robustness
only — no signal code touched (git diff scope: daemon/executor/tests).
Findings verified by runnable repros before fixing (h3 harness):

- close_trade: a 200 whose close order was created but NOT filled (e.g.
  MARKET_HALTED during the settlement pause) now raises instead of
  returning; the daemon's timeout path keeps tracking and retries. The
  old path popped state and orphaned a live position forever
  (reconciliation was boot-only).
- place_market_order: positionFill=OPEN_ONLY — on a netting account an
  opposite-side order can no longer silently close an untracked
  position; the divergence surfaces as an order cancel.
- _execute_trade: a fill without tradeOpened (netting close/reduce) and
  any placement OandaAPIError (server may have filled before a network
  timeout) now trigger _reconcile_positions instead of silent return.
- _discover_existing_positions → lock-guarded _reconcile_positions,
  callable mid-run; adoption of a position with NO broker stop now
  screams (CRITICAL + per-bar warning) instead of computing sl=entry,
  risk=0 and silently never trailing.
- _manage_trailing: snapshot deep-copies per-trade dicts (no mutation of
  live state outside the lock); write-back skips trades popped by
  _check_closed_trades mid-iteration (no ghost resurrection).
- Fail-closed config: unknown OANDA_QUALITY_GATE refuses to start
  (previously a typo silently became the most permissive gate "C");
  non-integer OANDA_LOT_SIZE/MAX_HOLD_BARS exit with a clear message.

Suite: 302 → 312 tests (Module 21), all green.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01UnZkzeFcTu9agFg8BDh2tn

oanda_executor.py

@@ -69,6 +69,13 @@ class OandaExecutor:
                 "instrument": instrument,
                 "units": signed_units,
                 "timeInForce": "FOK",
+                # The book model is one position total; on a netting
+                # account an opposite-side order would silently CLOSE an
+                # existing (possibly untracked) position instead of opening
+                # the signal trade. OPEN_ONLY makes that case fail loudly
+                # (order cancelled) so the divergence surfaces instead of
+                # executing an unintended close.
+                "positionFill": "OPEN_ONLY",
                 "stopLossOnFill": {
                     "price": self._fmt_price(stop_loss),
                 },
@@ -156,7 +163,18 @@ class OandaExecutor:
                f"/trades/{trade_id}/close")
         resp = self._request_with_retry("PUT", url, json={"units": "ALL"})
         data = self._parse_json(resp)
-        close_tx = data.get("orderFillTransaction", {})
+        close_tx = data.get("orderFillTransaction")
+        if not close_tx:
+            # A 200 whose close order was created but NOT filled (e.g.
+            # cancelled with MARKET_HALTED during the settlement pause)
+            # means the position is STILL OPEN. Raising keeps the caller
+            # tracking it and retrying — silently returning here would
+            # orphan a live position.
+            reason = data.get("orderCancelTransaction", {}).get(
+                "reason", "no orderFillTransaction in response")
+            raise OandaAPIError(
+                f"Close of trade {trade_id} did not fill: {reason}",
+                resp.status_code, str(data)[:300])
         close_price = float(close_tx.get("price", 0))
         pl = float(close_tx.get("pl", 0))
         logger.info(