feat: sim snapshot per-position marks and margin-aware buying power

[rustyeddy]

Part of #409 (milestone: Account Margin Admission). Step 3 of 8. Depends on #410, #411.

Problem

• account.Snapshot exposes each position's AvgPrice and a single aggregate UnrealizedPnL, but no per-position current mark. An account-level rule therefore cannot value positions other than the proposal's.
• The simulator already tracks per-listing marks internally (s.marks in internal/adapters/broker/sim/account.go) but doesn't expose them.
• The simulator's BuyingPower/MarginAvailable mirror cash and MarginUsed is always zero (a documented M3 placeholder). Cash can go negative with no check.

Scope

• Expose a per-position current mark (and/or market value) on the snapshot, following ADR-066's valuation decision, and document its staleness ("as of the simulator's last observation of that listing").
• Add InitialMarginRatio to sim.Config, validated as positive; default per ADR-066.
• Make simulator snapshots margin-aware using the shared calculation from feat: shared gross-notional / initial-margin calculation #411:
  • MarginUsed = required margin on current gross notional
  • MarginAvailable = equity − MarginUsed
  • BuyingPower = MarginAvailable / ratio
  • This also makes the full-notional sizer (ADR-061), which reads BuyingPower, respect the ratio automatically. Verify that.
• Include the ratio in the simulator's model descriptor so it reaches the manifest and ConfigDigest.

Acceptance criteria

• Snapshot tests:
  • marks update on fill and on Advance
  • deterministic ordering
  • margin fields correct for flat / long / short / multi-instrument at ratio 1.0 and 0.5
  • over-limit account after an adverse move reports negative or zero MarginAvailable and no forced action
• Existing sim tests still pass. Where expected values change (margin fields), explain the reason in the PR.
• go test -race ./internal/adapters/broker/sim/... passes.

[rustyeddy]

ADR-066 (PR #420) decisions for this issue:

• Per-position marks go on account.Snapshot, each with its price and the time it was observed. A position without a mark is an error for consumers, never valued at zero or AvgPrice.
• The margin policy is an ADR-028-style model on the simulated account. With no model configured, the sim keeps today's behavior (BuyingPower = cash, MarginUsed = 0), and its ModelInfo says so explicitly. The backtest composition root always configures one (feat: backtest initial_margin_ratio config and risk-engine composition #414).

[rustyeddy]

From the PR #421 review: internal/account now exports ListingKey / KeyOf(listing), and margin.Marks is keyed by it. The per-position marks exposed on the snapshot should use the same key. sim.positionKey is identical to it and can be replaced by account.ListingKey here.