Add net-delta accounting; surface that the book is directional, not neutral

[ethanterrero]

Summary

The bot is named "delta-neutral" but every position it opens is a single perp leg — full price exposure, no spot hedge. This PR adds the missing accounting primitive so we can see how directional the book is, and seeds the hedge-leg work without touching the working fill/pairing/restore paths.

• Position::signed_notional(mark) in perps-types — +notional long, −notional short. A long-spot/short-perp pair of equal notional sums to zero (the delta-neutral invariant).
• net_delta_usd + hedge_position_for in perps-risk. hedge_position_for returns the spot hedge Position that neutralizes a perp leg — the primitive the executor will call when the second leg lands.
• perps-bot digest — new delta_usd column, a net delta / gross line, and a loud warning when the book is materially directional.

The finding

Running the new digest over the existing 3.5-day testnet paper run:

totals: realized $3.42  unrealized -$16.51  funding $25.49  net $12.41
net delta: -$2016.51 (gross $2016.51)
  ⚠ book is directional, not delta-neutral — hedge leg not yet wired (single-leg perp)

Funding works (+$25.49), but the book is 100% directional and half the funding got eaten by an unhedged price wiggle (−$16.51 unrealized). The fix is the second leg — sequenced in docs/MORNING-SUMMARY.md (6 PRs: instrument tag → simulate spot leg → drift rebalancing → real spot venue/basis → reconciliation → small-size mainnet).

Deliberately scoped: ships the accounting first so every later PR is judged against one number — did net delta move toward zero.

Test plan

• cargo test — 52 pass (was 48): +1 in perps-types, +3 in perps-risk
• cargo clippy clean
• cargo run -p perps-bot -- digest renders the new delta column + warning on real state

🤖 Generated with Claude Code