fix(hyperliquid): dedup userFills to prevent position/PnL double-count

[jenish-25]

Problem

The Hyperliquid adapter double-counts fills, corrupting position and realized-PnL tracking. Message::UserFills emitted a Trade for every fill with no guard, but Hyperliquid's userFills subscription sends a historical snapshot (is_snapshot == true) on the initial subscribe and re-sends it on every transparent reconnect. Since Trade is the only canonical source of position/PnL:

• Startup: inventory is seeded from REST get_positions(), then the snapshot replays those historical fills on top → position ~doubles + phantom PnL.
• Reconnect: the snapshot replays recent fills again → more double-counting (reconnect only reconciles open orders, never re-seeds inventory).

The Bullet adapter already guards this via a RecentIds dedup keyed on trade_id; Hyperliquid didn't. Fixes #17.

Fix

• Lift Bullet's RecentIds FIFO dedup set into bb_core::helpers::RecentIds and use it from both adapters (removes duplication).
• Guard the HL fill path in a pure, unit-testable fills_to_emit:
  • record the initial snapshot's tids but don't emit them (already in the REST seed);
  • tid-dedup everything after — drops reconnect replays while still surfacing a genuinely new fill that landed during a disconnect gap.

Behavior

Scenario	Behavior
Initial snapshot (is_snapshot, first message)	recorded, not emitted
Live fill (new tid)	emitted once
Reconnect snapshot replay (seen tid)	dropped
Fill during disconnect gap (new tid in a later snapshot)	emitted once
Fill with no tid	emitted (nothing to dedup on)

Tests

• Moved RecentIds' dedup + eviction tests to bb-core.
• New fills_to_emit unit tests: initial-snapshot suppression, live-fill-once, reconnect-replay-dropped + gap-fill-emitted, other-coin filtered.
• cargo test (workspace), cargo clippy --all-targets -- -D warnings, and cargo +nightly fmt --check all pass.

Out of scope

Re-seeding inventory from get_positions() on reconnect would be a further robustness improvement (strategy-layer, larger) — not needed for this correctness fix. Happy to follow up if you'd prefer that direction.

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Summary by cubic

Deduplicates Hyperliquid userFills to stop position and realized PnL from being double-counted on startup and reconnects. Extracts a shared FIFO RecentIds helper to bb-core, clamps its capacity, and uses it in both adapters.

• Bug Fixes

  • Suppress the first snapshot: record its tids, do not emit.
  • Dedup by trade_id after that to drop reconnect replays; emit gap fills once and fills without tid.
  • Clamp RecentIds capacity to >= 1 so cap = 0 can’t disable dedup.
  • Added unit tests for fills_to_emit scenarios.

• Refactors

  • Moved RecentIds to bb-core::helpers and reused in bullet and hyperliquid.
  • Set MAX_SEEN_TRADE_IDS = 8192 to bound memory while covering reconnect windows.

^{Written for commit 7c4c4f3. Summary will update on new commits.}

[cubic-dev-ai]

1 issue found across 4 files

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