External strategy protocol v2

Version 2 is a synchronous JSON Lines protocol over child-process standard input and output. Trading Engine sends initialize, ordered event requests, and shutdown. The strategy answers with ready, intents, and stopped. It may answer any request with error.

Every message repeats strategy_protocol_version: "2" and a positive canonical strategy_sequence. A response must repeat the sequence of its request. Only one request is outstanding. Trading Engine rejects unknown or duplicate fields, invalid canonical values, oversized lines, a wrong version or sequence, unexpected response types, EOF, timeout, and a nonzero process exit.

The event context contains the replay clock, a marked base-currency portfolio, all working orders, and the latest available bar for each instrument. The portfolio reports cash, equity, net, long, short, and gross market value plus every attributed cash ledger and configured position. Position quantities and weights reflect applied fills. Weights are truncated toward zero to six decimal places. weights_available is false and all weights are null when equity is zero or negative. Event payloads cover completed market slices, fills, order updates, and rejected intents. Response intents use the scenario v3 intent shapes.

External replay requires an empty batch schedule and empty streamed intent batches. The engine records both directions in a deterministic transcript. The transcript and audit journal retain partial files after failure and finalize only after their respective success checks.

• message.schema.json validates individual requests and responses.
• transcript.schema.json validates retained transcript records.
• fixtures/external.scenario.json is the batch replay fixture.
• fixtures/external.scenario.jsonl is its bounded-memory stream form.
• fixtures/external.strategy.jsonl is the canonical protocol transcript.