feat(oneshot): add Anti-Flip 5m microstructure execution engine

Introduces a complete, event-driven execution engine for 5-minute
Polymarket UP/DOWN markets, implementing the Anti-Flip strategy spec.

Architecture
────────────
• EventBus          — central pub/sub bus connecting all services
• MarketFeedService — discovers 5m/15m markets via Gamma API, polls
                      CLOB orderbooks every 200–500ms, emits snapshots
• FeatureEngine     — maintains a 15s rolling buffer per market and
                      computes midSlope6s, retrace3s, imbalance, spread,
                      depthTop3 for both UP and DOWN sides
• SignalEngine      — hard gate checks (TTE, spread, depth, stale) then
                      weighted score (imbalance 35%, slope 35%,
                      spread 20%, retrace 10%) + trend confirmation
• ExecutionEngine   — limit-marketable FOK buy, market-sell FOK exit,
                      GTC limit-sell for TP; dry-run short-circuits
• RiskEngine        — consecutive loss cooldown, daily USDC loss cap,
                      session halt; all via explicit canTrade() gate
• PositionEngine    — per-market position state, TP/adverse/slope/time
                      exit evaluation on every snapshot tick
• StateMachine      — explicit state graph with guarded transitions:
                      IDLE → SETUP_READY → ORDER_PENDING → POSITION_OPEN
                      → REDUCE_ONLY → IDLE | COOLDOWN | HALTED
• Telemetry         — structured JSONL logger (data/oneshot_telemetry.jsonl)
                      recording decisions, orders, exits, and transitions

Runtime sequence (per market, per tick)
────────────────────────────────────────
A  Ingest snapshot (MarketFeedService)
B  Build features — rolling slope, retrace, imbalance (FeatureEngine)
C  Hard gate check — TTE [25,120]s, spread ≤ 0.02, depth ≥ minTopSize
D  Score + trend confirm → emit ENTER_LONG / ENTER_SHORT / NO_TRADE
E  Submit FOK limit-marketable at bestAsk
F  Fill handling — full fill / partial (reduce if TTE ≤ 25s) / timeout
G  Position management — TP, adverse (2-tick), slope drop (4s), time exits
H  Risk enforcement — P&L accounting, cooldown, daily halt

New scripts
───────────
  npm run oneshot      — live trading  (DRY_RUN=false)
  npm run oneshot-sim  — simulation    (DRY_RUN=true)
  npm run oneshot-dev  — sim + nodemon

New .env variables
──────────────────
  ONESHOT_ASSETS, ONESHOT_DURATION, ONESHOT_POLL_INTERVAL_MS,
  ONESHOT_BASE_RISK_USDC, ONESHOT_TP_TICKS, ONESHOT_SCORE_THRESHOLD,
  ONESHOT_MIN_TOP_SIZE, ONESHOT_MAX_CONSEC_LOSSES,
  ONESHOT_COOLDOWN_ROUNDS, ONESHOT_DAILY_LOSS_CAP, ONESHOT_FILL_TIMEOUT_MS

Co-Authored-By: direkturcrypto <direkturcrypto.x@mail3.me>

src/oneshot/Telemetry.js

@@ -0,0 +1,109 @@
+/**
+ * Telemetry.js
+ * Structured JSONL logger for the OneShot engine.
+ *
+ * Every decision tick, order lifecycle event, position exit, and state
+ * transition is recorded to data/oneshot_telemetry.jsonl — one JSON object
+ * per line — for offline analysis and strategy tuning.
+ */
+
+import fs from 'fs';
+import path from 'path';
+import logger from '../utils/logger.js';
+
+const DATA_DIR  = path.resolve('data');
+const LOG_FILE  = path.join(DATA_DIR, 'oneshot_telemetry.jsonl');
+
+export class Telemetry {
+    constructor() {
+        // Ensure data/ directory exists
+        if (!fs.existsSync(DATA_DIR)) {
+            fs.mkdirSync(DATA_DIR, { recursive: true });
+        }
+    }
+
+    // ── Public log methods ───────────────────────────────────────────────────
+
+    /**
+     * Log a per-decision-tick evaluation record.
+     * Called for every signal evaluation, whether entry is taken or not.
+     *
+     * @param {Object} d
+     * @param {string}  d.marketSlug
+     * @param {number}  d.ts
+     * @param {number}  d.tteSec
+     * @param {number}  d.spread
+     * @param {number}  d.imbalance
+     * @param {number}  d.slope
+     * @param {number}  d.retrace
+     * @param {number}  d.depth
+     * @param {boolean} d.gatePass
+     * @param {string}  d.reasonCode
+     * @param {number}  d.score
+     * @param {string}  d.action
+     */
+    logDecision(d) {
+        this._write({ type: 'decision', ...d });
+    }
+
+    /**
+     * Log an order lifecycle event (submit → ack → fill / cancel).
+     *
+     * @param {Object} d
+     * @param {string}  d.clientOrderId
+     * @param {string}  d.side
+     * @param {string}  d.marketSlug
+     * @param {number}  d.px
+     * @param {number}  d.qty
+     * @param {number}  d.ackMs
+     * @param {number}  d.fillMs
+     * @param {string}  d.status
+     */
+    logOrder(d) {
+        this._write({ type: 'order', ...d });
+    }
+
+    /**
+     * Log a position exit event.
+     *
+     * @param {Object} d
+     * @param {string}  d.marketSlug
+     * @param {string}  d.exitReason
+     * @param {number}  d.entryPx
+     * @param {number}  d.exitPx
+     * @param {number}  d.pnl
+     * @param {number}  d.shares
+     */
+    logExit(d) {
+        this._write({ type: 'exit', ...d });
+
+        const pnlStr = d.pnl >= 0
+            ? `+$${d.pnl.toFixed(4)}`
+            : `-$${Math.abs(d.pnl).toFixed(4)}`;
+
+        logger.money(`[Telemetry] exit ${d.marketSlug} | ${d.exitReason} | pnl=${pnlStr}`);
+    }
+
+    /**
+     * Log a state machine transition.
+     *
+     * @param {Object} d
+     * @param {string}  d.marketSlug
+     * @param {string}  d.from
+     * @param {string}  d.to
+     * @param {string}  d.reason
+     * @param {number}  d.ts
+     */
+    logTransition(d) {
+        this._write({ type: 'transition', ...d });
+    }
+
+    // ── Internal ─────────────────────────────────────────────────────────────
+
+    _write(record) {
+        const line = JSON.stringify({ ...record, ts: record.ts ?? Date.now() }) + '\n';
+        fs.appendFile(LOG_FILE, line, (err) => {
+            if (err) logger.warn(`[Telemetry] write error: ${err.message}`);
+        });
+    }
+}