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[Reconciliation] Duplicate trade IDs and fill replay on node restart #3046

@cjdsellers

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@cjdsellers

Before opening a bug report, please confirm:

  • I’ve re-read the relevant sections of the documentation.
  • I’ve searched existing issues and discussions to avoid duplicates.
  • I’ve reviewed or skimmed the source code (or examples) to confirm the behavior is not by design.
  • I’ve tested this issue using a recent development wheel (dev develop or a nightly) and can still reproduce it.

Summary

Node restart can trigger duplicate TradeId errors when fills are replayed from cache. The system attempts to reapply previously processed fills to positions, causing KeyError on duplicate trade ID detection. Need improved reconciliation to handle cached fills vs venue state on restart.

Relates to discussion at the end of #3031.

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