Fix 10 critical bugs in Engine, Retention, Reconciliation and API

src/Predictalytics.Worker/Services/TradeRetentionWorker.cs

@@ -177,6 +177,18 @@ public class TradeRetentionWorker : BackgroundService
                 var totalAmount = list.Sum(t => t.Amount);
                 if (totalSize <= 0) continue;
 
+                if (positions.TryGetValue(outcomeId, out var pos))
+                {
+                    // Bug 2: Check for unapplied trades before compacting
+                    var hasUnappliedTrades = await db.Trades.AnyAsync(
+                        t => t.TraderId == traderId && t.MarketOutcomeId == outcomeId && t.Id > pos.LastAppliedTradeId, ct);
+                        
+                    if (hasUnappliedTrades)
+                    {
+                        continue;
+                    }
+                }
+
                 var weightedAvgPrice = totalAmount / totalSize;
 
                 // Grab a representative trade to copy fields
@@ -210,12 +222,12 @@ public class TradeRetentionWorker : BackgroundService
                 await db.SaveChangesAsync(ct);
 
                 // Bump the position checkpoint so it doesn't get double counted
-                if (positions.TryGetValue(outcomeId, out var pos))
+                if (positions.TryGetValue(outcomeId, out var updatePos))
                 {
-                    pos.LastAppliedTradeId = Math.Max(pos.LastAppliedTradeId, compactedTrade.Id);
+                    updatePos.LastAppliedTradeId = Math.Max(updatePos.LastAppliedTradeId, compactedTrade.Id);
                     // Mark as pruned so we don't accidentally reset and replay (which would lose the exact intraday timestamps)
-                    pos.IsHistoryPruned = true; 
-                    db.TraderPositions.Update(pos);
+                    updatePos.IsHistoryPruned = true; 
+                    db.TraderPositions.Update(updatePos);
                 }
 
                 compactedTradeCount += list.Count - 1;