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/unit/test_clients_deribit.py

@@ -333,6 +333,35 @@ async def test_get_positions_returns_list(httpx_mock: HTTPXMock) -> None:
 # ---------------------------------------------------------------------------
 
 
+@pytest.mark.asyncio
+async def test_dealer_gamma_profile_eth_parses_payload(httpx_mock: HTTPXMock) -> None:
+    httpx_mock.add_response(
+        url="http://mcp-deribit:9011/tools/get_dealer_gamma_profile",
+        json={
+            "currency": "ETH",
+            "spot_price": 3000.0,
+            "by_strike": [],
+            "total_net_dealer_gamma": 12345.6,
+            "gamma_flip_level": 2950.5,
+            "strikes_analyzed": 18,
+        },
+    )
+    snap = await _client().dealer_gamma_profile_eth()
+    assert snap.spot_price == Decimal("3000.0")
+    assert snap.total_net_dealer_gamma == Decimal("12345.6")
+    assert snap.gamma_flip_level == Decimal("2950.5")
+    assert snap.strikes_analyzed == 18
+
+
+@pytest.mark.asyncio
+async def test_dealer_gamma_profile_anomaly_when_total_missing(
+    httpx_mock: HTTPXMock,
+) -> None:
+    httpx_mock.add_response(json={"spot_price": 3000.0})
+    with pytest.raises(McpDataAnomalyError, match="missing spot_price or total"):
+        await _client().dealer_gamma_profile_eth()
+
+
 def test_deribit_client_rejects_wrong_service() -> None:
     bad = HttpToolClient(
         service="macro", base_url="http://x:1", token="t", retry_max=1

tests/unit/test_clients_sentiment.py

@@ -99,6 +99,43 @@ def test_periods_table_covers_documented_venues() -> None:
     }
 
 
+@pytest.mark.asyncio
+async def test_liquidation_heatmap_parses_high_risk(httpx_mock: HTTPXMock) -> None:
+    httpx_mock.add_response(
+        url="http://mcp-sentiment:9014/tools/get_liquidation_heatmap",
+        json={
+            "asset": "ETH",
+            "avg_funding_rate": 0.00012,
+            "oi_delta_pct_4h": 6.5,
+            "oi_delta_pct_24h": 8.2,
+            "long_squeeze_risk": "high",
+            "short_squeeze_risk": "low",
+        },
+    )
+    out = await _client().liquidation_heatmap("eth")
+    assert out.asset == "ETH"
+    assert out.avg_funding_rate == Decimal("0.00012")
+    assert out.long_squeeze_risk == "high"
+    assert out.has_high_squeeze_risk is True
+
+
+@pytest.mark.asyncio
+async def test_liquidation_heatmap_unknown_risk_levels_default_to_low(
+    httpx_mock: HTTPXMock,
+) -> None:
+    httpx_mock.add_response(
+        json={
+            "asset": "ETH",
+            "long_squeeze_risk": "extreme",
+            "short_squeeze_risk": None,
+        }
+    )
+    out = await _client().liquidation_heatmap("ETH")
+    assert out.long_squeeze_risk == "low"
+    assert out.short_squeeze_risk == "low"
+    assert out.has_high_squeeze_risk is False
+
+
 def test_sentiment_client_rejects_wrong_service() -> None:
     bad = HttpToolClient(
         service="macro",

tests/unit/test_entry_validator.py

@@ -9,7 +9,7 @@ from decimal import Decimal
 
 import pytest
 
-from cerbero_bite.config import StrategyConfig, golden_config
+from cerbero_bite.config import EntryConfig, StrategyConfig, golden_config
 from cerbero_bite.core.entry_validator import (
     EntryContext,
     TrendContext,
@@ -144,6 +144,56 @@ def test_eth_holdings_at_cap_is_accepted(cfg: StrategyConfig) -> None:
 # ---------------------------------------------------------------------------
 
 
+def test_dealer_short_gamma_blocks_entry(cfg: StrategyConfig) -> None:
+    decision = validate_entry(_good_ctx(dealer_net_gamma=Decimal("-5")), cfg)
+    assert decision.accepted is False
+    assert any("dealer short-gamma" in r for r in decision.reasons)
+
+
+def test_dealer_long_gamma_passes(cfg: StrategyConfig) -> None:
+    decision = validate_entry(_good_ctx(dealer_net_gamma=Decimal("100")), cfg)
+    assert decision.accepted is True
+
+
+def test_dealer_gamma_none_skips_filter(cfg: StrategyConfig) -> None:
+    decision = validate_entry(_good_ctx(dealer_net_gamma=None), cfg)
+    assert decision.accepted is True
+
+
+def test_liquidation_squeeze_high_blocks_entry(cfg: StrategyConfig) -> None:
+    decision = validate_entry(
+        _good_ctx(liquidation_squeeze_risk_high=True), cfg
+    )
+    assert decision.accepted is False
+    assert any("liquidation squeeze" in r for r in decision.reasons)
+
+
+def test_liquidation_squeeze_filter_disabled_in_config(
+    cfg: StrategyConfig,
+) -> None:
+    permissive = golden_config(
+        entry=EntryConfig(
+            **{**cfg.entry.model_dump(), "liquidation_filter_enabled": False}
+        )
+    )
+    decision = validate_entry(
+        _good_ctx(liquidation_squeeze_risk_high=True), permissive
+    )
+    assert decision.accepted is True
+
+
+def test_dealer_gamma_filter_disabled_in_config(cfg: StrategyConfig) -> None:
+    permissive = golden_config(
+        entry=EntryConfig(
+            **{**cfg.entry.model_dump(), "dealer_gamma_filter_enabled": False}
+        )
+    )
+    decision = validate_entry(
+        _good_ctx(dealer_net_gamma=Decimal("-1000")), permissive
+    )
+    assert decision.accepted is True
+
+
 def test_validate_entry_accumulates_all_reasons(cfg: StrategyConfig) -> None:
     decision = validate_entry(
         _good_ctx(