# Configured broker inputs for AI team analysis

The existing JSON and streaming team-analysis endpoints can collect their own
authorised broker inputs instead of accepting caller-supplied market data:

- `POST /api/v1/ai/team/analyse`
- `POST /api/v1/ai/team/analyse/stream`

**Availability:** this integration requires authorised, already-published broker
sessions. The current native account-mutation/reconnect cutover guard on `main`
still blocks normal native account setup. This change does not remove that guard
or restore Setup → Brokers. Fresh-install native use remains unavailable until
the account-lifecycle cutover lands. Local verification uses synthetic sessions
and SDK responses; it is not live-provider verification.

Send a full FlintTrade operator-session JWT and this request:

```json
{
  "symbol": "RELIANCE",
  "exchange": "NSE",
  "mode": "flat",
  "context_source": "configured_brokers"
}
```

## What the model receives

FlintTrade reads the configured quote account for quote and optional depth, the historical
account for five-minute bars over the preceding three calendar days, and the
exact execution account for balances. Execution-account selection honours the
instrument's configured segment override. These can be different accounts and
different brokers.

The input contains the requests, copied values, account/version provenance and
observation times. Depth is limited to five levels per side and history to the
latest 128 returned bars; omitted counts are included. Unavailable balance
fields remain unknown, not zero. Quote, depth and balance observation times are
**not** market-source timestamps or freshness guarantees. History retains its
provided candle timestamps. This is analysis context, not a backtest dataset.

If the quote adapter does not implement the read-port depth capability, the
depth record explicitly contains `error_code: "unsupported"` with null value,
provenance and source timestamp. This is not an empty order book. Native
adapters' separate depth-stream and `market_depth` interfaces are not adapted
by this feature. Dhan cash-equity instruments now have an explicit in-process
read-port depth adapter using the existing `quote_data` transport, with exact
canonical instrument matching and strict ladder validation. Native HTTP reads
and account mutations remain frozen. All other depth failures still prevent
model invocation.

Before invoking the model, FlintTrade durably appends the exact input to its
existing hash-chained audit log as `AI_BROKER_ANALYSIS_INPUT`. Successful JSON
results and SSE `result` frames include:

```json
{
  "input_receipt": {
    "event_id": "<audit-event-uuid>",
    "input_digest": "<sha256-of-canonical-market-data>"
  }
}
```

The receipt sits beside the existing `analysis` and `recommendation` fields.
Its digest uses UTF-8 JSON with sorted keys, compact separators, unescaped
Unicode and no NaN/Infinity. It identifies the recorded input, not the model
version, trading performance or a strategy approval.

## Failure and compatibility

Missing or revoked sessions, account denials, unavailable/stale connections,
invalid required data, timeout and audit-write failure prevent model invocation.
Public failures use fixed `broker_context_*` codes; raw provider errors and
credentials are not returned. Grants are revoked after collection.

Do not combine `configured_brokers` with a `market_data` field, including `null`.
Sequential mode is refused for this source because its current chain does not
consume the market-context argument. Flat, DAG and debate retain their existing
team behaviour. Omitting `context_source` (or setting it to `supplied`) preserves
the existing caller-supplied-context API and does not create an input receipt.

This feature is read-only. It does not start an autonomous Practice session,
place orders, qualify a strategy or promote it to Live trading. Those workflows
still require their separate safety and evidence gates.