fix: reconcile exchange-native flat closes and OKX leverage 59669

[Yhc-777]

Summary

This PR hardens live-trading reconciliation for two production failure modes observed while running OKX swap strategies on QuantDinger:

1. Ghost strategy positions after exchange-native closes
   Exchange-side TP/SL (algo), liquidation, ADL, or manual flat closes often never create a pending_orders row, so the private-stream / pending-order path cannot attribute them. Local L3 legs can remain open forever even though the venue is flat, and the strategy trade ledger stays missing a close_* fill.

2. OKX 59669 blocking reduce-only closes / leverage setup
   OKX rejects set leverage when algo orders exist on the instrument (59669). That cascaded into pending-order retries and, in practice, blocked reduce-only swap closes that first needed account configuration / leverage setup.

Both changes keep upstream's L3 ownership model: strategy positions are still produced by strategy-owned fills. The only L3 mutation added here is deleting legs that a fresh exchange snapshot confirms are flat, optionally after writing a reconciled close trade.

Related issue

• N/A (bugfix from production/demo OKX runs; happy to file a tracking issue if maintainers prefer)

Changes

A) Exchange-native flat reconcile + flat-ledger purge

• Add external_flat_close.py to backfill close_* trades when the venue is flat but the strategy ledger still has residual open size.
• Extend trade_close_reason with EXCHANGE_NATIVE_CLOSE / EXCHANGE_FLAT_RECONCILE / EXCHANGE_LIQUIDATION / EXCHANGE_ADL.
• Teach position sync to purge confirmed-flat local legs, with a grace window (POSITION_SYNC_PURGE_GRACE_SEC, default 120s) so a transient flat snapshot cannot delete a leg that just had an open/add fill.
• Allow record_trade(..., created_at=) so reconciled historical closes keep the venue close timestamp when available.
• Feature flag: POSITION_SYNC_PURGE_FLAT_LEDGER (default true).

B) OKX leverage / algo interaction (59669)

• Cancel conflicting algo orders and retry leverage setup on OKX 59669.
• Pre-clear algo orders during derivatives account configuration where needed.
• Defer / requeue pending orders that fail on leverage setup instead of leaving them stuck in a dead processing state.
• Support list JSON bodies for OKX cancel-algo payloads used by the recovery path.

Test plan

• Relevant pytest tests pass:
  • tests/test_position_sync_flat_purge.py
  • tests/test_external_flat_close.py
  • tests/test_okx_set_leverage_59669.py
  • tests/test_okx_cancel_algo_payload.py
  • tests/test_pending_order_leverage_retry.py
  • tests/test_derivatives_account_configuration.py
• Staging: live OKX swap — open position, trigger exchange-native TP/SL, confirm L3 clears and a close trade is recorded
• Staging: reproduce 59669 with an open algo order, confirm leverage setup / reduce-only close recovers after cancel-and-retry

API documentation (if routes/schemas changed)

• N/A — no HTTP route / OpenAPI schema changes in this PR.

Screenshots (if UI change)

• N/A — backend-only.

Roadmap contribution (if applicable)

• N/A — targeted live-trading reliability bugfix, not a roadmap epic slice.

Notes / scope limits

• External close price discovery is OKX-first in this PR. Non-OKX venues still get flat L3 purge; close-trade backfill may defer until a price/fill source is available.
• This does not change the distributed Kafka bar runtime, CCXT removal path, billing, or frontend assets.
• Happy to split into two PRs if maintainers prefer a narrower review surface.