PINK DITAv2 L3: fix live LIMIT cancel (kernel order-id propagation + truth-based cancel)

L3 live validation surfaced a live-only defect: a working LIMIT order could not
be cancelled (MARKET never exercised cancel — synchronous fills).

Two coupled fixes:
- Rust FSM (lib.rs): propagate the venue's order id onto the active order for
  ALL order types and event kinds (ACK/partial/full fill) whenever the exchange
  provides one — orders are created at submit with an empty venue_order_id, so a
  later cancel had no real id to reference. Only fills empty ids, never overwrites.
  Requires recompiling libdita_v2_kernel.so.
- Backend (bingx_direct.py): add cancel(order) — a properly-signed DELETE by
  orderId (clientOrderId fallback) with TRUTH-BASED confirmation: BingX can return
  transient errors ("order not exist", dup-within-1s from an internal retry) even
  when the order was removed, so the cancel succeeds iff the order is no longer
  open on the venue. The venue adapter prefers this backend cancel over its raw
  signed_delete fallback (which failed signature with an empty id).

Validated:
- Offline: 63 + new cancel-truth unit tests green (no regression post-recompile).
- Live VST: resting SHORT LIMIT (+5%) rests as ENTRY_WORKING, confirmed as a LIMIT
  open order, cancel -> CANCEL_ACK -> IDLE, exchange flat (test_pink_limit_live.py).
- Live VST MARKET run-through re-validated post-recompile: PASS, exact capital
  reconciliation, two-phase rows visible (ORDER_REQUESTED + ENTRY_FILLED/EXIT).

LIMIT remains execution-infra only; PINK policy stays MARKET. BLUE untouched.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

prod/tests/test_pink_limit_live.py

@@ -0,0 +1,112 @@
+#!/usr/bin/env python3
+"""L3 — live VST validation of the LIMIT execution path.
+
+The policy is MARKET-only (execution-infra scope), so LIMIT is validated by
+injecting a LIMIT KernelIntent into the live kernel. This places a *non-marketable*
+resting SHORT LIMIT (5% above market, so it will not fill), confirms the exchange
+holds it as an open LIMIT order (i.e. the L2 wiring actually placed a LIMIT, not a
+MARKET that would have filled), then cancels it and confirms the account is flat
+with no dangling orders.
+
+The LIMIT fill -> async-fill-pump -> settle/persist path is deterministically
+covered offline (test_pink_async_fill_pump.py); live we validate placement +
+resting + cancel against the real venue.
+
+Gates: BINGX_SMOKE_LIVE, BINGX_SMOKE_ALLOW_TRADE, PINK_DITA_E2E, PINK_RUNTHROUGH.
+Run on a FLAT account, from repo root with PYTHONPATH=/mnt/dolphinng5_predict.
+"""
+
+from __future__ import annotations
+
+import asyncio
+import os
+from datetime import datetime, timezone
+
+import pytest
+
+for _gate in ("BINGX_SMOKE_LIVE", "BINGX_SMOKE_ALLOW_TRADE", "PINK_DITA_E2E", "PINK_RUNTHROUGH"):
+    if not os.environ.get(_gate):
+        pytest.skip(f"{_gate} not set", allow_module_level=True)
+
+from prod.tests.test_pink_bingx_dita_live_e2e import (  # noqa: E402
+    _build_config, _pick_sym, _snap, _check_open_orders, _verify, _flatten,
+)
+from prod.bingx.http import BingxHttpClient  # noqa: E402
+from prod.clean_arch.dita_v2.launcher import build_launcher_bundle  # noqa: E402
+from prod.clean_arch.dita_v2.contracts import (  # noqa: E402
+    KernelCommandType, KernelIntent, TradeSide, TradeStage,
+)
+
+
+def _intent(action, *, asset, price, size, order_type="MARKET", limit_price=0.0, reason="LIMIT_TEST"):
+    return KernelIntent(
+        timestamp=datetime.now(timezone.utc), intent_id=f"{reason}-{int(datetime.now().timestamp()*1000)}",
+        trade_id=f"{reason}-T", slot_id=0, asset=asset, side=TradeSide.SHORT, action=action,
+        reference_price=price, target_size=size, leverage=1.0, exit_leg_ratios=(1.0,),
+        reason=reason, order_type=order_type, limit_price=limit_price,
+    )
+
+
+async def _run() -> dict:
+    bundle = build_launcher_bundle(venue_mode="BINGX", max_slots=1, bingx_config=_build_config())
+    k = bundle.kernel
+    k.account.snapshot.capital = 25_000.0
+    k.account.snapshot.peak_capital = 25_000.0
+    k.account.snapshot.equity = 25_000.0
+    client = BingxHttpClient(_build_config())
+
+    sym = await _pick_sym(k, client)
+    snap, vsym = await _snap(client, sym)
+    p = float(snap.price)
+    assert p > 0, f"no live price for {sym}"
+    k.venue.connect()
+    try:
+        assert k.slot(0).is_free(), f"slot not free (state={k.slot(0).fsm_state}); flatten the account first"
+
+        # Non-marketable resting SHORT LIMIT: sell 5% above market -> will not fill.
+        # Size to clear the exchange minimum order amount (~$25 notional);
+        # _format_quantity only quantizes to step, it does NOT floor to the min.
+        limit_px = round(p * 1.05, 6)
+        size = round(25.0 / p, 3)
+        out = k.process_intent(_intent(
+            KernelCommandType.ENTER, asset=sym, price=limit_px, size=size,
+            order_type="LIMIT", limit_price=limit_px,
+        ))
+        assert out.accepted, f"LIMIT entry rejected: {out.diagnostic_code} {out.details}"
+        await asyncio.sleep(1.5)
+        slot = k.slot(0)
+        # A real resting LIMIT must NOT fill synchronously (a MARKET would have).
+        assert slot.fsm_state == TradeStage.ENTRY_WORKING, f"expected ENTRY_WORKING, got {slot.fsm_state}"
+        assert abs(slot.size) < 1e-9, f"resting LIMIT should not be filled, size={slot.size}"
+
+        # Exchange truth: a resting LIMIT order exists for the symbol.
+        oos = await _check_open_orders(client, vsym)
+        types = [str(o.get("type", "")).upper() for o in oos]
+        assert oos, "no open order on the exchange — LIMIT was not placed (or filled as MARKET)"
+        assert any(t == "LIMIT" for t in types), f"open order is not a LIMIT: {types}"
+
+        # Cancel the working LIMIT -> back to IDLE, account flat, no dangling order.
+        k.process_intent(_intent(KernelCommandType.CANCEL, asset=sym, price=limit_px, size=0.001, reason="LIMIT_CANCEL"))
+        await asyncio.sleep(1.5)
+        assert k.slot(0).is_free(), f"slot not free after cancel: {k.slot(0).fsm_state}"
+        result = {"symbol": sym, "limit_px": limit_px, "open_order_types": types}
+    finally:
+        # Safety net: cancel/flatten anything left.
+        try:
+            if not k.slot(0).is_free():
+                _flatten(k, sym, p, "limit-post")
+        except Exception:
+            pass
+        try:
+            k.venue.disconnect()
+        except Exception:
+            pass
+
+    vr = await _verify(client, vsym)
+    assert vr.positions_flat, f"exchange not flat after cancel: {vr.error}"
+    return result
+
+
+def test_pink_limit_order_rests_and_cancels() -> None:
+    result = asyncio.run(_run())
+    print(f"[PINK limit live] {result}")