fix: register reconnected WS socket in epoll, arm ping timer after connect

- events.c: EPOLL_CTL_MOD failure falls through to EPOLL_CTL_ADD (handles
  stale fd reuse after close)
- events.c: defer timer_fd registration until ping_interval_ms is known
  (hot thread starts before WS connection is established)
- events.h: replace unused next_ping_ms with ping_timer_armed flag
- main.c: remove stale epoll entry before WS reconnect, re-register new
  socket with O_NONBLOCK
- evaluate.c: fix order_param assignment — only overwrite with fills[leg][4]
  on buy legs (leg 0) and non-leg-0 entries; sell leg 0 preserves
  original quote_volume

src/evaluate.c

@@ -447,10 +447,10 @@ bool evaluate_symbol(evaluator_t *ev, uint16_t symbol_idx, int64_t t_sock_arrive
 
             bool use_bid = tri->use_bid[leg];
             bool is_buy = !use_bid;
-            if (is_buy) {
+            if (is_buy && leg == 0) {
                 snprintf(sl->order_param, sizeof(sl->order_param), "%.8g",
                          sig.legs.legs[leg].quote_volume);
-            } else {
+            } else if (leg > 0) {
                 snprintf(sl->order_param, sizeof(sl->order_param), "%.8g", fills[leg][4]);
             }
             sl->base_increment = tri->base_increment[leg];

src/events.c

@@ -56,7 +56,13 @@ int event_loops_add_fd(epoll_set_t *set, int fd, fd_type_t type,
                 .events = events,
                 .data.ptr = &set->fds[i]
             };
-            return epoll_ctl(set->epoll_fd, EPOLL_CTL_MOD, fd, &ev);
+            if (epoll_ctl(set->epoll_fd, EPOLL_CTL_MOD, fd, &ev) == 0) return 0;
+            // MOD failed (e.g. ENOENT: close() removed fd from kernel epoll).
+            // Re-use the same tracked entry with ADD.
+            set->fds[i].type = type;
+            set->fds[i].ws_conn_idx = ws_idx;
+            set->fds[i].user_data = user_data;
+            return epoll_ctl(set->epoll_fd, EPOLL_CTL_ADD, fd, &ev);
         }
     }
 
@@ -161,13 +167,17 @@ void *event_hot_thread(void *arg) {
         }
     }
 
-    if (ws->connections[0].ping_interval_ms > 0) {
-        event_loops_add_fd(&loops->hot_epoll, loops->timer_fd, FD_TYPE_TIMER,
-                           0, NULL, EPOLLIN);
-        arm_ping_timer(loops, ws->connections[0].ping_interval_ms);
-    }
-
     while (loops->running) {
+        /* Arm ping timer once the first WS token is received (hot thread
+           starts before WS connections are established, so ping_interval_ms
+           is 0 at initialisation). */
+        if (!loops->ping_timer_armed && ws->connections[0].ping_interval_ms > 0) {
+            event_loops_add_fd(&loops->hot_epoll, loops->timer_fd, FD_TYPE_TIMER,
+                               0, NULL, EPOLLIN);
+            arm_ping_timer(loops, ws->connections[0].ping_interval_ms);
+            loops->ping_timer_armed = true;
+        }
+
         int nfds = epoll_wait(loops->hot_epoll.epoll_fd,
                               loops->hot_epoll.events, MAX_EPOLL_FDS, 100);
         if (nfds < 0) {

src/events.h

@@ -42,7 +42,7 @@ typedef struct {
     int                n_slots;         /* number of executor slots */
     executor_shared_t *executor_shared;  /* shared executor state (in_flight + stale book) */
     int                timer_fd;        /* timerfd for periodic tasks */
-    uint64_t      next_ping_ms;    /* next scheduled WebSocket ping timestamp */
+    bool          ping_timer_armed;  /* whether timer_fd is in the hot epoll set */
     bool          running;         /* false signals event loops to exit */
 } event_loops_t;
 

src/main.c

@@ -14,6 +14,7 @@
 #include <unistd.h>
 #include <pthread.h>
 #include <sys/eventfd.h>
+#include <fcntl.h>
 #include <openssl/ssl.h>
 #include <openssl/err.h>
 #include "config.h"
@@ -209,9 +210,14 @@ int main(int argc, char *argv[]) {
             ws_connection_t *conn = &ws_client.connections[i];
             if (conn->state == WS_STATE_DISCONNECTED && g_running) {
                 uint64_t now = ws_client_now_ms();
-                if (now - conn->last_activity_ms > 5000) {
-                    log_write("[MAIN] Reconnecting WS %u...\n", i);
-                    if (ws_client_connect(&ws_client, i) == 0) {
+                    if (now - conn->last_activity_ms > 5000) {
+                        log_write("[MAIN] Reconnecting WS %u...\n", i);
+                        if (conn->fd >= 0)
+                            event_loops_remove_fd(&events.hot_epoll, conn->fd);
+                        if (ws_client_connect(&ws_client, i) == 0) {
+                        int fl = fcntl(conn->fd, F_GETFL);
+                        fcntl(conn->fd, F_SETFL, fl | O_NONBLOCK);
+                        event_loops_add_fd(&events.hot_epoll, conn->fd, FD_TYPE_WS, i, NULL, EPOLLIN);
                         if (conn->symbol_count > 0) {
                             ws_client_subscribe(&ws_client, i,
                                                 conn->symbol_indices, conn->symbol_count);