Archive durable fill and transfer execution facts

[outerlook]

Summary

Adds durable CEX execution facts for the two grains that today require repeated, truncation-prone venue-history scans: broker_execution.transfer_events and broker_execution.fill_events, end to end (row builders, emit sites, forwarder support, schema).

transfer_events

• Withdrawals emit at the execute-action site, including the venue fee the ccxt transaction already carries (previously discarded) and failed attempts (status="failed" with error_summary).
• Observed deposits emit from the deposit polling path; sub↔master internal transfers emit as event_kind="internal_transfer".
• Withdrawal fees dominate measurable cost at small commits, and deposit-account attribution enables cheap wrong-account-credit detection — both currently reconstructed via paginated venue APIs.

fill_events

• Production createOrder/GetOrderDetails responses carry no per-trade data and no fees (verified against live archive rows: 0 of ~520k detail rows have trades[] or fee fields), so per-fill truth requires the trade-history endpoint.
• A FillArchivePoller (constructed only when archiving is enabled; mirrors the deposit-reconciler lifecycle) polls ccxt trade history per (account, symbol) seen through order activity, with an in-memory since-cursor. Restart re-scans a bounded lookback; duplicates resolve at read time (plain MergeTree, per the consumer contract). Symbols poll sequentially to stagger venue calls; per-symbol failures are isolated. Enclave-safe (node http/https only).

Contract alignment

Column shapes follow fiet-maker's docs/CEX_EXECUTION_ARCHIVE_CONTRACT.md (and its sandbox proof harness); a test asserts a fully-populated row covers every contract column for both tables. Deliberate divergences are additive only:

• transfer_events gains fee_amount/fee_currency (contract lacks them; ccxt provides them).
• fill_events.event_kind = trade_history_fill (the contract's create_order_fill grain would yield zero rows in production, per the finding above); fill_index is the trade's position within the poll batch.
• internal_transfer / submit_internal_transfer values in existing enum-style columns; withdrawal failures use the contract's error_summary.

These should be reflected back into the contract doc/fixture on the fiet-maker side.

Archive self-health

• Writer now emits cex_archive_rows_flushed_total and a cex_archive_last_flush_success gauge (the enqueued/shed/failure counters existed but flushed/last-success did not).
• The forwarder names rejected tables in its warning log and response body.

Verification

bun test: 405 pass / 0 fail; tsc --noEmit clean; biome clean. New tests cover builder shapes against the consumer contract, fee-as-string precision preference, forwarder acceptance of the new tables + rejected-table naming, order-activity tracking, cursor advancement, and poller failure isolation.

Rollout

• Broker and forwarder must release together: the forwarder 400-rejects any batch containing an unknown table and the writer requeues rejected batches indefinitely, so a broker emitting the new tables against an old forwarder poison-pills its archive queue.
• No new environment variables — poller tuning is constants — so the SGX/Gramine manifest allowlist is unchanged; the usual enclave redeploy applies.

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Review details

⚙️ Run configuration

Configuration used: Organization UI

Review profile: CHILL

Plan: Pro

Run ID: 0289e52b-8575-4c4d-9b1a-28af6c3db7fa

📥 Commits

Reviewing files that changed from the base of the PR and between f6b5ed7 and 84b591e.

📒 Files selected for processing (22)

• schema/clickhouse/broker_execution.sql
• services/archive-forwarder/index.ts
• services/archive-forwarder/router.ts
• services/archive-forwarder/types.ts
• src/handlers/execute-action/context.ts
• src/handlers/execute-action/deposit.ts
• src/handlers/execute-action/handler.ts
• src/handlers/execute-action/internal-transfer.ts
• src/handlers/execute-action/orders.ts
• src/handlers/execute-action/withdraw.ts
• src/helpers/broker-execution-archive/capture.ts
• src/helpers/broker-execution-archive/index.ts
• src/helpers/broker-execution-archive/rows.ts
• src/helpers/broker-execution-archive/types.ts
• src/helpers/broker-execution-archive/writer.ts
• src/helpers/fill-archive-poller.ts
• src/helpers/order-activity-tracker.ts
• src/index.ts
• src/server.ts
• test/archive-forwarder.test.ts
• test/broker-execution-archive.test.ts
• test/fill-archive-poller.test.ts

✨ Finishing Touches

🧪 Generate unit tests (beta)

• Create PR with unit tests
• Commit unit tests in branch archive-fills-transfers

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