Phase 4 hardening: dealer-gamma + liquidation-heatmap entry filters

Integra due nuovi filtri dal pacchetto quant indicators rilasciato in
Cerbero_mcp (commit a13e3fe). 335 test pass, mypy strict pulito,
ruff clean.

Filtri (§2.8 — nuovo):
- dealer-gamma: blocca entry quando total_net_dealer_gamma <
  dealer_gamma_min (default 0). Long-gamma regime favorisce credit
  spread (vol-suppressing dealer flow); short-gamma flow lo amplifica
  ed è da evitare.
- liquidation-heatmap: blocca entry quando il segnale euristico di
  cerbero-sentiment riporta long o short squeeze risk = "high"
  (cluster di liquidations imminenti entro 24h).

Entrambi sono best-effort: se il tool MCP fallisce o restituisce
dati anomali l'entry_cycle popola EntryContext con None e
validate_entry salta il gate per non bloccare entry su problemi
infrastrutturali.

Wrapper:
- DeribitClient.dealer_gamma_profile_eth → DealerGammaSnapshot.
- SentimentClient.liquidation_heatmap → LiquidationHeatmap con
  property has_high_squeeze_risk.

Schema:
- EntryConfig.dealer_gamma_min, dealer_gamma_filter_enabled,
  liquidation_filter_enabled.
- EntryContext.dealer_net_gamma, liquidation_squeeze_risk_high
  opzionali.
- strategy.yaml: nuovi campi documentati con commento + hash
  ricalcolato (4c2be4c5...).

Documentazione:
- docs/04-mcp-integration.md riscritto al modello attuale (HTTP
  REST, no mcp SDK, no memory/brain-bridge, place_combo_order
  documentato, environment_info al boot).

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

tests/integration/test_entry_cycle.py

@@ -82,6 +82,9 @@ def _wire_market_snapshot(
     macro_events: list[dict[str, Any]] | None = None,
     eth_pct: float = 0.10,
     portfolio_eur: float | Decimal = 5000.0,
+    dealer_total_net_gamma: float = 12345.6,
+    liquidation_long_risk: str = "low",
+    liquidation_short_risk: str = "low",
 ) -> None:
     """Stub every MCP endpoint queried during the snapshot stage."""
     httpx_mock.add_response(
@@ -104,6 +107,29 @@ def _wire_market_snapshot(
         json={"adx": [{"value": 22.0}]},
         is_reusable=True,
     )
+    httpx_mock.add_response(
+        url="http://mcp-deribit:9011/tools/get_dealer_gamma_profile",
+        json={
+            "spot_price": spot,
+            "total_net_dealer_gamma": dealer_total_net_gamma,
+            "gamma_flip_level": spot * 0.99,
+            "strikes_analyzed": 18,
+            "by_strike": [],
+        },
+        is_reusable=True,
+    )
+    httpx_mock.add_response(
+        url="http://mcp-sentiment:9014/tools/get_liquidation_heatmap",
+        json={
+            "asset": "ETH",
+            "avg_funding_rate": funding_cross_period,
+            "oi_delta_pct_4h": 1.0,
+            "oi_delta_pct_24h": 1.0,
+            "long_squeeze_risk": liquidation_long_risk,
+            "short_squeeze_risk": liquidation_short_risk,
+        },
+        is_reusable=True,
+    )
     httpx_mock.add_response(
         url="http://mcp-hyperliquid:9012/tools/get_funding_rate",
         json={"asset": "ETH", "current_funding_rate": funding_perp_hourly},
@@ -504,6 +530,58 @@ async def test_broker_reject_marks_position_cancelled(
     assert ctx.kill_switch.is_armed() is True
 
 
+@pytest.mark.asyncio
+async def test_dealer_short_gamma_blocks_entry(
+    cfg: StrategyConfig,
+    runtime_paths: tuple[Path, Path],
+    now: datetime,
+    httpx_mock: HTTPXMock,
+) -> None:
+    _wire_market_snapshot(
+        httpx_mock,
+        portfolio_eur=3500,
+        funding_cross_period=0.0002,
+        dealer_total_net_gamma=-42000.0,
+    )
+    bull_cfg = golden_config(
+        entry=type(cfg.entry)(
+            **{**cfg.entry.model_dump(), "trend_bull_threshold_pct": Decimal("0")}
+        )
+    )
+    ctx = _ctx(bull_cfg, runtime_paths, now)
+    res = await run_entry_cycle(
+        ctx, eur_to_usd_rate=Decimal("1.075"), now=now
+    )
+    assert res.status == "no_entry"
+    assert "dealer short-gamma" in (res.reason or "")
+
+
+@pytest.mark.asyncio
+async def test_liquidation_high_risk_blocks_entry(
+    cfg: StrategyConfig,
+    runtime_paths: tuple[Path, Path],
+    now: datetime,
+    httpx_mock: HTTPXMock,
+) -> None:
+    _wire_market_snapshot(
+        httpx_mock,
+        portfolio_eur=3500,
+        funding_cross_period=0.0002,
+        liquidation_long_risk="high",
+    )
+    bull_cfg = golden_config(
+        entry=type(cfg.entry)(
+            **{**cfg.entry.model_dump(), "trend_bull_threshold_pct": Decimal("0")}
+        )
+    )
+    ctx = _ctx(bull_cfg, runtime_paths, now)
+    res = await run_entry_cycle(
+        ctx, eur_to_usd_rate=Decimal("1.075"), now=now
+    )
+    assert res.status == "no_entry"
+    assert "liquidation squeeze" in (res.reason or "")
+
+
 @pytest.mark.asyncio
 async def test_already_open_position_skips_cycle(
     cfg: StrategyConfig,