audit(0068): cycle close — lift position-event-derive rationale to ledger, drop ephemera

Architect audit clean (no drift): the derive is the faithful C10 book
first-difference — Close uses the stored book volume (the actual book), never an
exposure delta (the exact inversion of the abandoned 0064 exposure-integral);
post-run reduction, no in-graph node (C14), positional type-erased Scalar reads
(C7), each event's event_ts is its own cycle (C2), the >1-event-per-instant
reversal case is why it is derived not per-eval (C8/C10); aura-engine -> aura-core
only (instrument_id a caller scalar, no InstrumentSpec import).

- Ledger C10: add a "Realization (cycle 0068, #115)" note — derive_position_events
  as the first difference of the executed book, the post-reframe replacement for
  the rolled-back 0064 derive; fixed-fractional / currency / equity-feedback
  sizing and the realistic brokers stay #116.
- Remove the ephemeral spec + plan (cycle closed; rationale in the ledger + git
  history).

Accepted low debt (architect [low]): the stop-then-same-cycle-reopen producer path
emits the same closed&&open shape as a bias-flip reversal and the derive handles it
correctly (it keys on closed/open/direction/size, not exit_reason; unit-covered via
the reversal test), but is not separately asserted end-to-end. Cosmetic; the derive
is producer-agnostic.

refs #115

docs/design/INDEX.md

@@ -674,6 +674,25 @@ member's equity/exposure/r_equity under `runs/traces/<n>/<member_key>/` via the
 refusal guard is gone, so per-member `--trace` is symmetric across all three sweep
 strategies and a swept member charts (`chart <n>/<member> --tap r_equity`).
 
+**Realization (cycle 0068, #115 — position-event derive).** The Stage-2 audit layer's
+*derivation* now landed (the schema was 0063, #114; the realistic brokers consuming it
+remain #116). `derive_position_events(record, instrument_id) -> Vec<PositionEvent>`
+(`aura-engine`, beside `summarize_r`) is the **first difference of the executed book**:
+a pure post-run reduction over the `PositionManagement` dense record (read positionally
+as type-erased `Scalar`s, C7 SoA — no in-graph node, so the hot path stays domain-free,
+C14), emitting a `Buy`/`Sell` at each open and a `Close` at each exit, a reversal (or a
+stop-then-same-cycle reopen) emitting **Close then the opposite open at one `event_ts`**
+(close first — the C8 ">1 event per instant" case that forces this to be a *derived*
+table, not a per-`eval` output). The close sizes the **actual book** (the closed
+position's stored volume), never an exposure delta — the post-reframe replacement for the
+rolled-back 0064 exposure-integral derive (#117). `instrument_id` is a caller-supplied
+scalar (`aura-engine` depends only on `aura-core`, so it never imports `InstrumentSpec`).
+A position open at window end emits its open with **no synthetic `Close`** (the table
+records actual executed events; `summarize_r`'s force-close is for the R metric only).
+The `r_col` ⟷ PM-record lockstep is now guard-pinned for `direction` too. **Still #116:**
+fixed-fractional / currency / equity-feedback sizing (the equity→Sizer z⁻¹ fill-edge
+register) and the realistic brokers that consume the table.
+
 ### C11 — Generalized sources; record-then-replay determinism boundary
 **Guarantee.** A source is anything that produces timestamped scalar streams —
 market data (`data-server`) and non-financial sources (e.g. a news-agent node