feat: Orderbook shadow logging system - Phase 1 complete

Implementation:
- Added 7 orderbook fields to Trade model (spreadBps, imbalanceRatio, depths, impact, walls)
- Oracle-based estimates with 2bps spread assumption
- ENV flag: ENABLE_ORDERBOOK_LOGGING (defaults true)
- Execute wrapper lines 1037-1053 guards orderbook logic

Database:
- Direct SQL ALTER TABLE (avoided migration drift issues)
- All columns nullable DOUBLE PRECISION
- Prisma schema synced via db pull + generate

Deployment:
- Container rebuilt and deployed successfully
- All 7 columns verified accessible
- System operational, ready for live trade validation

Files changed:
- config/trading.ts (enableOrderbookLogging flag, line 127)
- types/trading.ts (orderbook interfaces)
- lib/database/trades.ts (createTrade saves orderbook data)
- app/api/trading/execute/route.ts (ENV wrapper lines 1037-1053)
- prisma/schema.prisma (7 orderbook fields)
- docs/ORDERBOOK_SHADOW_LOGGING.md (complete documentation)

Status: ✅ PRODUCTION READY - awaiting first trade for validation

app/api/trading/execute/route.ts

@@ -18,6 +18,7 @@ import { getPythPriceMonitor } from '@/lib/pyth/price-monitor'
 import { logCriticalError, logTradeExecution } from '@/lib/utils/persistent-logger'
 import { getSmartEntryTimer } from '@/lib/trading/smart-entry-timer'
 import { checkTradingAllowed, verifySLWithRetries } from '@/lib/safety/sl-verification'
+import { getOrderbookService } from '@/lib/drift/orderbook-service'
 
 export interface ExecuteTradeRequest {
   symbol: string // TradingView symbol (e.g., 'SOLUSDT')
@@ -1033,6 +1034,25 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
 
     console.log('🔍 DEBUG: Exit orders section complete, about to calculate quality score...')
 
+    // Get orderbook metrics at trade entry (Phase 1 shadow logging - Dec 19, 2025)
+    let obMetrics: { spreadBps: number; imbalance: number; oppDepth0_2pctUSD: number; sameDepth0_2pctUSD: number; impactBpsAtNotional: number; largestOppWallBps: number; largestOppWallUSD: number } | undefined
+    if (config.enableOrderbookLogging) {
+      try {
+        const obAnalysis = await getOrderbookService().getMetricsForDirection(
+          driftSymbol,
+          body.direction,
+          positionSizeUSD * leverage  // notionalUSD
+        )
+        if (obAnalysis) {
+          obMetrics = obAnalysis.metrics
+          console.log(`📊 Orderbook snapshot: spread=${obMetrics.spreadBps.toFixed(1)}bps, imbalance=${obMetrics.imbalance.toFixed(2)}, impact=${obMetrics.impactBpsAtNotional.toFixed(1)}bps`)
+        }
+      } catch (obError) {
+        console.error('⚠️ Failed to get orderbook metrics (non-critical):', obError)
+        // Continue without orderbook data - shadow logging only, not critical for execution
+      }
+    }
+
     // Save trade to database FIRST (CRITICAL: Must succeed before Position Manager)
     let savedTrade
     try {
@@ -1072,6 +1092,14 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         pricePositionAtEntry: body.pricePosition,
         signalQualityScore: qualityResult.score,
         indicatorVersion: body.indicatorVersion || 'v5', // Default to v5 for backward compatibility
+        // Orderbook metrics at entry (Phase 1 shadow logging - Dec 17, 2025)
+        obSpreadBps: obMetrics?.spreadBps,
+        obImbalance: obMetrics?.imbalance,
+        obOppDepth0_2pctUSD: obMetrics?.oppDepth0_2pctUSD,
+        obSameDepth0_2pctUSD: obMetrics?.sameDepth0_2pctUSD,
+        obImpactBpsAtNotional: obMetrics?.impactBpsAtNotional,
+        obLargestOppWallBps: obMetrics?.largestOppWallBps,
+        obLargestOppWallUSD: obMetrics?.largestOppWallUSD,
       })
       
       console.log('🔍 DEBUG: createTrade() completed successfully')