docs: brokers are consumer nodes (C10), several attachable for comparable curves

Correct the broker mechanism: a broker is an ordinary downstream consumer node (C8/C9), not an external plugin/subsystem. It consumes the position-event stream + price streams and emits an equity stream; several brokers (e.g. sim-optimal pip + realistic currency) can be attached to the same position table at once, yielding directly comparable equity curves. Updates C10, CLAUDE.md invariant 7, aura-engine/aura-std crate docs, and the day-in-the-life doc.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

docs/design/INDEX.md

@@ -143,7 +143,7 @@ forcing feedback through a visible delay node keeps the per-cycle determinism
 intact and the one legitimate feedback path explicit. Graph-as-data enables
 visualization, freezing, and re-parameterization for sweeps.
 
-### C10 — Strategy result is a broker-independent position table; brokers are downstream plugins
+### C10 — Strategy result is a broker-independent position table; brokers are downstream nodes
 **Guarantee.** A strategy's result is **not** an equity curve but a
 **broker-independent, time-ordered table of position events**. The chain is
 `signals (scores) → decision/sizing node → position-event output`. An event is
@@ -156,28 +156,36 @@ positions at time t** (opens minus closes with `event_ts ≤ t`) is the strategy
 *state* at t; the ordered sequence of these states is the result. Position
 sizing and risk live here (they set `volume`); the portfolio is multi-instrument.
 
-A **broker is a downstream, swappable plugin** that consumes the position table
-and produces an equity curve — never part of the strategy. Two classes:
-**(a) the sim-optimal broker** — deterministic, frictionless, perfect-fill
-execution producing a **synthetic equity curve in pips** (no real currency, no
-real-broker constraints); the neutral yardstick for comparing and optimizing
-strategy *logic*. **(b) realistic broker plugins** (Pepperstone, …) — apply real
-spread / commission / slippage / lot / margin, may reject or modify positions,
-and produce a currency equity curve for viability and deployment. Pip PnL uses
-per-instrument pip metadata (reference data beside the hot path, C7). Live: a
-realistic broker plugin consumes the position events in real time and routes
-orders; reconciliation with the real account is an external adapter.
+A **broker is a downstream consumer node** (C8 / C9): it consumes the strategy's
+position-event stream — plus the relevant price streams, to mark open positions —
+and emits an **equity stream** as its output. It is *not* part of the strategy.
+Because it is an ordinary node, **several brokers can be attached to the same
+position table at once**, each emitting its own equity stream, so the resulting
+curves are directly comparable. Two classes: **(a) the sim-optimal broker** —
+deterministic, frictionless, perfect-fill execution producing a **synthetic
+equity stream in pips** (no real currency, no real-broker constraints); the
+neutral yardstick for comparing and optimizing strategy *logic*. **(b) realistic
+broker nodes** (Pepperstone, …) — apply real spread / commission / slippage /
+lot / margin, may reject or modify positions, and produce a currency equity
+stream for viability and deployment. Pip PnL uses per-instrument pip metadata
+(reference data beside the hot path, C7). Live: a realistic broker node consumes
+the position events in real time and routes orders as a side effect;
+reconciliation with the real account is an external adapter.
 **Forbids.** Treating an equity curve as the strategy's output; baking a broker
-into the strategy; storing `open_ts` (derive it from the opening event); a
-signed-volume direction trick (use `action`); broker-specific assumptions
-leaking into the strategy logic.
+into the strategy; a special external broker subsystem (a broker is an ordinary
+node); storing `open_ts` (derive it from the opening event); a signed-volume
+direction trick (use `action`); broker-specific assumptions leaking into the
+strategy logic.
 **Why.** A strategy can be judged neutrally only if its result is independent of
 any real broker's frictions. The position table is that broker-independent
-invariant: one table feeds many brokers, each yielding its own equity — so "same
-strategy, different broker" and "same decisions sim vs live" both fall out. The
-sim-optimal pip curve is a level, currency-free playing field for comparison;
-realistic plugins then test real-world viability. This supersedes the earlier
-"broker is part of the strategy" framing.
+invariant: one table feeds many broker nodes, each yielding its own equity — so
+attaching a synthetic and a real broker side by side gives two comparable
+curves, and "same strategy, different broker" and "same decisions sim vs live"
+both fall out. The sim-optimal pip curve is a level, currency-free playing field
+for comparison; realistic broker nodes then test real-world viability. Modelling
+the broker as a node (not a bespoke subsystem) keeps it within the one Node/graph
+abstraction (C9). This supersedes the earlier "broker is part of the strategy"
+framing.
 
 ### C11 — Generalized sources; record-then-replay determinism boundary
 **Guarantee.** A source is anything that produces timestamped scalar streams —

docs/project-layout.md

@@ -73,8 +73,10 @@ recorded before it enters a backtest, and only with your per-session consent.
    **position table** (open/close events); the default **sim-optimal broker**
    projects it into a synthetic **pip**-equity, yielding a metrics table
    (trades, hit-rate, pip-P&L, max-DD, Sharpe) + a run record (manifest +
-   metrics) under `runs/`. Add `--broker pepperstone` to project the same table
-   through a realistic broker (currency, friction) for viability. (Contract C10.)
+   metrics) under `runs/`. Brokers are consumer **nodes**, and several can be
+   attached at once: add `--broker pepperstone` to get a realistic currency
+   curve *alongside* the default sim-optimal pip curve — two comparable equity
+   curves from the same position table. (Contract C10.)
 4. **Sweep + Monte-Carlo:** `aura sweep … --grid lookback=5..50,thresh=0.5..0.9
    --mc-seeds 1000` → a distribution of metrics, best params, robustness bands.
 5. **Compose:** "combine it with `momentum-filter` as a weighted sum" → Claude