refactor(engine): split giant fill functions and consolidate one-shot provenance flags into an explicit state model

[luisleo526]

Problem

The broker/fill core has grown by accretion: every TradingView quirk lands as another one-shot boolean on BacktestEngine plus a branch inside an already huge function. Measured at 95aeb9c:

Metric	Value
src/engine_fills.cpp length	9,084 lines
BacktestEngine::apply_filled_order_to_state (single function)	~1,915 lines
BacktestEngine::sort_orders_by_fill_phase	~685 lines
BacktestEngine::process_margin_call	~543 lines
include/pineforge/engine.hpp class BacktestEngine (from line 1101)	~4,100 header lines, ~208 member fields

Examples of the flag pattern (all in engine.hpp, @broker-state block):

• opening_affordability_pending_ / opening_affordability_eligible_
• commissioned_all_in_market_long_opening_affordability_
• opening_affordability_default_long_reversal_
• close_then_short_opening_requires_adverse_retry_

Each is documented by a 5–15 line comment describing a narrow admission shape and which other flags it must not be combined with. The comments are excellent, but they are a symptom: the invariants live in prose, not in types.

Why it matters

• Any refactor touching fills has a high regression surface; the test suite protects behavior but not a model, so it cannot tell a maintainer which combination of flags is legal.
• Onboarding cost for external contributors is prohibitive, which undercuts the Apache-2.0 positioning.
• The broker_state_hash coverage check already treats these fields as a flat bag, which will keep growing.

Proposal

1. Split apply_filled_order_to_state by fill phase (entry open / add / partial close / full close / reversal / margin-call) into named member functions with a small FillContext struct passed through, keeping behavior bit-identical and verifying with the existing ctest + corpus sweep.
2. Consolidate the affordability provenance flags into one OpeningAffordabilityEvent struct (or a small enum-tagged variant) with an explicit lifecycle: queued → eligible → consumed. Illegal combinations become unrepresentable.
3. Add a short docs/pages/fill-model.md (or extend lifecycle.md) with a phase diagram, so the state model has a canonical description outside the header comments.
4. Do this in behavior-preserving steps, one PR per phase, each gated by scripts/run_corpus.sh with zero CSV drift.

Acceptance

• No function in src/engine_*.cpp exceeds ~400 lines.
• All affordability-related booleans replaced by a single struct with documented transitions.
• ctest and the full corpus sweep unchanged (4,189/4,190 CSV byte-identical baseline as in README round 39).