Fix Binance linear market context

tests/test_binance_gateway.py

@@ -5,7 +5,7 @@ from typing import Any
 
 import pytest
 
-from llm_trade_bot.binance_gateway import BinanceError, BinanceGateway
+from llm_trade_bot.binance_gateway import BinanceError, BinanceGateway, _active_ideas
 from llm_trade_bot.config import BinanceAccountConfig, BinanceConfig, ScannerConfig
 from llm_trade_bot.models import (
     Category,
@@ -160,3 +160,36 @@ async def test_trailing_rate_outside_binance_range_rejects_before_opening():
         )
     assert not usdm.requests
     assert not usdm.mutations
+
+
+async def test_linear_market_context_uses_a_valid_binance_depth_limit():
+    class MarketClient(FakeBinanceClient):
+        async def request(self, method: str, path: str, parameters=None, **kwargs):
+            self.requests.append((method, path, parameters, kwargs))
+            if path.endswith("/ticker/24hr"):
+                return {"lastPrice": "100"}
+            if path.endswith("/depth"):
+                return {"bids": [], "asks": []}
+            if path.endswith("/klines"):
+                return [[0, "1", "101", "99", "100", "10"] for _ in range(20)]
+            return await super().request(method, path, parameters, **kwargs)
+
+    spot = MarketClient("/api/v3/exchangeInfo", [])
+    usdm = MarketClient("/fapi/v1/exchangeInfo", [])
+    context = await gateway(spot, usdm).market_context("linear", "BTCUSDT")
+    depth = next(parameters for _, path, parameters, _ in usdm.requests if path == "/fapi/v1/depth")
+    assert context["ticker"]["lastPrice"] == "100"
+    assert depth == {"symbol": "BTCUSDT", "limit": 20}
+
+
+def test_seeded_spot_assets_are_exposure_but_not_active_ideas():
+    state = {
+        "wallets": {"spot": {"balances": [{"asset": "SOL", "free": "4", "locked": "0"}]}},
+        "positions": [],
+        "open_orders": [],
+    }
+    assert _active_ideas(state) == set()
+    state["open_orders"] = [
+        {"category": "spot", "symbol": "SOLUSDT", "protective": True, "client_id": "ltb-1-tp"}
+    ]
+    assert _active_ideas(state) == {"spot:SOLUSDT"}