feat(state+runtime+gui): market_snapshots — calibrazione soglie da dati

Sistema dedicato di raccolta dati per scegliere le soglie dei filtri
sui percentili reali invece di valori a istinto.

Nuovi componenti:

* state/migrations/0003_market_snapshots.sql — tabella + index, PK
  composta (timestamp, asset). Ogni colonna numerica è NULL-able per
  preservare la continuità della serie quando un singolo MCP fallisce.
* state/models.py — MarketSnapshotRecord Pydantic.
* state/repository.py — record_market_snapshot, list_market_snapshots,
  _row_to_market_snapshot.
* runtime/market_snapshot_cycle.py — collettore best-effort che chiama
  spot/dvol/realized_vol/dealer_gamma/funding_perp/funding_cross/
  liquidation_heatmap/macro per ogni asset; raccoglie gli errori in
  fetch_errors_json e segna fetch_ok=false ma persiste comunque la
  riga.
* clients/deribit.py — generalizzati dealer_gamma_profile(currency),
  realized_vol(currency), spot_perp_price(asset). dealer_gamma_profile_eth
  resta come alias per la chiamata dell'entry cycle.
* runtime/orchestrator.py — nuovo job APScheduler `market_snapshot`
  cron */15 con assets configurabili (default ETH+BTC); il consumer
  manual_actions ora dispatcha anche kind=run_cycle cycle=market_snapshot
  per la GUI.
* gui/data_layer.py — load_market_snapshots, enqueue_run_cycle accetta
  market_snapshot; tipo MarketSnapshotRecord esposto.
* gui/pages/6_📐_Calibrazione.py — selezione asset+finestra, conteggio
  fetch_ok, per ogni metrica: istogramma, soglia da strategy.yaml come
  vline rossa, percentili P5/P10/P25/P50/P75/P90/P95, % di tick che la
  soglia avrebbe filtrato.
* gui/pages/1_📊_Status.py — bottone "📐 Forza snapshot" (4° del pannello
  Forza ciclo) per popolare la tabella senza aspettare il cron.

5 nuovi test sul collector (happy, fault tolerance, asset switch,
macro fail, empty assets); test_orchestrator job set aggiornato.
368/368 tests pass; ruff clean; mypy strict src clean.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

src/cerbero_bite/state/migrations/0003_market_snapshots.sql

@@ -0,0 +1,38 @@
+-- 0003_market_snapshots.sql — periodic market snapshot table.
+--
+-- Populated by the `market_snapshot` scheduler job (cron */15) for
+-- every asset traded by the engine (ETH primary, BTC as benchmark).
+-- The table backs the "Calibrazione" GUI page: histograms, percentiles
+-- and "% of ticks the current threshold would have blocked" let the
+-- operator pick filter thresholds from observed distributions instead
+-- of guessing.
+--
+-- Every column except (timestamp, asset, fetch_ok) is NULL-able: a
+-- single MCP call may fail and we still want to keep the row so the
+-- time series stays continuous. fetch_errors_json carries the per-feed
+-- error messages for offline debugging.
+
+CREATE TABLE market_snapshots (
+    timestamp                  TEXT    NOT NULL,
+    asset                      TEXT    NOT NULL,
+    spot                       NUMERIC,
+    dvol                       NUMERIC,
+    realized_vol_30d           NUMERIC,
+    iv_minus_rv                NUMERIC,
+    funding_perp_annualized    NUMERIC,
+    funding_cross_annualized   NUMERIC,
+    dealer_net_gamma           NUMERIC,
+    gamma_flip_level           NUMERIC,
+    oi_delta_pct_4h            NUMERIC,
+    liquidation_long_risk      TEXT,
+    liquidation_short_risk     TEXT,
+    macro_days_to_event        INTEGER,
+    fetch_ok                   INTEGER NOT NULL,
+    fetch_errors_json          TEXT,
+    PRIMARY KEY (timestamp, asset)
+);
+
+CREATE INDEX idx_market_snapshots_asset_ts
+    ON market_snapshots(asset, timestamp DESC);
+
+PRAGMA user_version = 3;