fix(exchanges): truncate Kraken book to subscribed depth + crossed-book guard (WAY-77)

Kraken WS v2 book channel does not send deletes for levels evicted from
its top-N window; without client-side truncation those levels lingered
forever as phantom quotes, eventually crossing the local book (bid >= ask)
and feeding the engine a fake permanent arbitrage (~$62.9M bogus P&L).

- BookSide.truncate() removes levels beyond the best depth prices from
  the internal map (not just the emitted array)
- KrakenConnector uses depth 10 consistently (subscription + LocalBook)
  and truncates both sides after every update
- ExchangeConnector.emit() drops internally crossed books, logs and
  forces a resync (book reset + reconnect for a fresh snapshot)
- Unit tests for truncation and the crossed-book guard
- OpenSpec: order-book-integrity spec; change archived (2026-07-19)

Refs: Linear WAY-77
Co-authored-by: Cursor <cursoragent@cursor.com>

src/infrastructure/exchanges/base.test.ts

@@ -0,0 +1,72 @@
+import { test } from "node:test";
+import assert from "node:assert/strict";
+import type { ExchangeId, OrderBook } from "../../domain/entities/index.js";
+import { ExchangeConnector } from "./base.js";
+
+/** Minimal connector for exercising emit() without a real WebSocket. */
+class TestConnector extends ExchangeConnector {
+  readonly id: ExchangeId = "kraken";
+  protected readonly url = "ws://unused";
+  resyncCount = 0;
+
+  constructor() {
+    super(5);
+  }
+
+  protected subscribeMessage(): unknown {
+    return {};
+  }
+
+  protected handleMessage(): void {}
+
+  protected override resync(): void {
+    this.resyncCount += 1;
+    super.resync();
+  }
+
+  applyLevels(bids: [number, number][], asks: [number, number][]): void {
+    for (const [price, qty] of bids) this.book.bids.apply(price, qty);
+    for (const [price, qty] of asks) this.book.asks.apply(price, qty);
+  }
+
+  emitNow(): void {
+    this.emit(null);
+  }
+
+  get bookSize(): number {
+    return this.book.bids.size + this.book.asks.size;
+  }
+}
+
+test("normal book is emitted to listeners", () => {
+  const c = new TestConnector();
+  const received: OrderBook[] = [];
+  c.onBook((b) => received.push(b));
+
+  c.applyLevels([[64560, 1]], [[64561, 1]]);
+  c.emitNow();
+
+  assert.equal(received.length, 1);
+  assert.equal(received[0]?.bids[0]?.price, 64560);
+  assert.equal(c.resyncCount, 0);
+});
+
+test("crossed book is not emitted and triggers resync", () => {
+  const c = new TestConnector();
+  const received: OrderBook[] = [];
+  c.onBook((b) => received.push(b));
+
+  // Phantom bid above the real ask: corrupted local book.
+  c.applyLevels(
+    [
+      [64925.9, 0.15],
+      [64560, 1],
+    ],
+    [[64561, 1]],
+  );
+  c.emitNow();
+
+  assert.equal(received.length, 0, "corrupted book must not reach listeners");
+  assert.equal(c.resyncCount, 1);
+  assert.equal(c.bookSize, 0, "local book is reset for a fresh snapshot");
+});