strike-orderslisted

# Strike orders Every endpoint here writes. Read `strike-auth` first: signing, the API wallet and the `strike_request.py` helper live there, and none of it is repeated below. **Who may run this:** the Execution Trader, on a ticket carrying a Risk Manager PASS and the user's approval line by id. Nobody else, for any reason. Symbols here are the same `-USD` symbols the Price Service uses. There is no translation on this desk. ## 1. Before any send All of these must be true. Same pre-send checklist as `desk-execution-protocol`, in this API's terms. 1. The proposal file carries a Risk PASS and the user's `approve <ticket id>` line. 2. Live equity and positions read this minute: `GET /v2/account`, `GET /v2/positions`. 3. `size` respects the market's `LOT_SIZE.stepSize`; notional clears `MIN_NOTIONAL.notional`. 4. `price` respects `PRICE_FILTER.tickSize`. 5. Leverage on the symbol already equals the ticket's (`strike-positions`), set before the entry. 6. A fresh `client_order_id` is generated, written to the proposal file **before** the send. 7. The **preview block** has been posted to the floor and matches the ticket field for field (section 3). ## 2. Rounding Constraints come from the market, not from memory: `GET /v2/exchangeInfo` on the Price Service gives `tickSize`, `stepSize` and `MIN_NOTIONAL` per symbol. Round **size down**, never up: rounding up spends risk budget the ticket did not authorise. Round price to the tick in the direction that does not flatter your ow