PINK: fix fee calibration poisoning + fee_settled trade_id linkage

Two related accounting fixes:

1. _calibrate_fee_model startup guard: before calling calibrate_fee,
   compute raw deviation from the published taker/maker rate (ignoring
   any stale calibration_ratio). If >15%, skip and log WARNING rather
   than letting a bad REST fill set calibration_ratio to ~0.8 and cause
   ESTIMATED fees to understate actuals by 20% for the entire session.

2. fee_settled_events trade_id: BingX WS does not echo back our
   clientOrderId in fill events (field "c" is empty). Was falling back
   to BingX's internal orderId (p-e-mq5.../p-x-mq5...) which can't
   be joined to trade_events. Now reads trade_id from kernel slot 0
   (which retains the trade_id until the next ENTER) so
   fee_settled_events.trade_id = BTCUSDT-T-N. Added venue_order_id
   field to persist_fee_settled for bidirectional reconciliation.

128/128 tests green.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

prod/clean_arch/persistence/pink_clickhouse.py

@@ -624,6 +624,7 @@ class PinkClickHousePersistence:
         self,
         *,
         trade_id: str,
+        venue_order_id: str = "",
         fee: float,
         fee_asset: str = "USDT",
         is_maker: bool = False,
@@ -637,6 +638,9 @@ class PinkClickHousePersistence:
         When the WS ORDER_TRADE_UPDATE frame arrives with field "n" (actual
         commission), call this method to log the settled truth.
 
+        trade_id should be our BTCUSDT-T-N format (from kernel slot).
+        venue_order_id is BingX's own orderId for bidirectional lookup.
+
         The CH spool stores both the original estimated row AND this settled row.
         Downstream queries can reconcile using:
           SELECT trade_id, MAX(fee) FILTER(WHERE fee_source='WS_SETTLED') AS settled_fee,
@@ -650,6 +654,7 @@ class PinkClickHousePersistence:
         self._sink("fee_settled_events", {
             "ts": ts_val.isoformat() if hasattr(ts_val, "isoformat") else str(ts_val),
             "trade_id": trade_id,
+            "venue_order_id": venue_order_id,
             "fee": float(fee),
             "fee_asset": fee_asset,
             "fee_source": "WS_SETTLED",

prod/clean_arch/runtime/pink_direct.py

@@ -473,6 +473,23 @@ class PinkDirectRuntime:
                 return
             order_type = str(row.get("orderType") or row.get("type") or "MARKET").upper()
             is_maker = order_type == "LIMIT"
+            # Guard: check raw deviation (ignoring any stale calibration_ratio) before
+            # mutating kernel state.  A REST fill with >15% deviation from published rate
+            # poisons calibration_ratio and causes ESTIMATED fees to drift from actuals.
+            raw_rate = (
+                self._BINGX_FEE_CONFIG.get("maker_rate", 0.0002) if is_maker
+                else self._BINGX_FEE_CONFIG.get("taker_rate", 0.0005)
+            )
+            raw_expected = fill_price * fill_qty * raw_rate
+            raw_deviation_pct = abs(actual_fee - raw_expected) / raw_expected * 100 if raw_expected > 0 else 0.0
+            if raw_deviation_pct > 15.0:
+                self.logger.warning(
+                    "Fee calibration SKIPPED: REST fill shows %.2f%% deviation from "
+                    "published %.4f%% rate (expected=%.6f actual=%.6f). "
+                    "Holding calibration_ratio=1.0 to avoid poisoning kernel fee model.",
+                    raw_deviation_pct, raw_rate * 100, raw_expected, actual_fee,
+                )
+                return
             report = self.kernel.calibrate_fee(fill_price, fill_qty, actual_fee, is_maker=is_maker)
             status = report.get("calibration_status", "?")
             log = self.logger.error if status == "ERROR" else self.logger.info
@@ -536,11 +553,25 @@ class PinkDirectRuntime:
                         # downstream can reconcile against the ESTIMATED_TAKER row.
                         if self.persistence is not None:
                             try:
-                                # trade_id: best-effort from the client_order_id field ("c")
+                                # BingX WS does not echo back our clientOrderId ("c" field
-                                # or order_id ("i") — WS may not carry our trade_id directly.
+                                # is empty).  Read trade_id from the kernel slot instead —
-                                ws_trade_id = str(event.client_order_id or event.order_id or "")
+                                # the slot retains its trade_id until the next ENTER.
+                                # Store BingX's own orderId as venue_order_id for
+                                # bidirectional reconciliation.
+                                _venue_order_id = str(event.order_id or "")
+                                try:
+                                    _slot_dict = self.kernel.slot(0).to_dict() if self.kernel.max_slots > 0 else {}
+                                    _our_trade_id = str(_slot_dict.get("trade_id") or "")
+                                except Exception:
+                                    _our_trade_id = ""
+                                # Fall back: if clientOrderId was echoed (future BingX change)
+                                # parse our trade_id prefix from "BTCUSDT-T-N:intent_id"
+                                if not _our_trade_id:
+                                    _c = str(event.client_order_id or "")
+                                    _our_trade_id = _c.split(":")[0] if ":" in _c else (_c or _venue_order_id)
                                 self.persistence.persist_fee_settled(
-                                    trade_id=ws_trade_id,
+                                    trade_id=_our_trade_id,
+                                    venue_order_id=_venue_order_id,
                                     fee=event.fee,
                                     fee_asset=event.fee_asset or "USDT",
                                     is_maker=event.is_maker,