Cerbero-Bite

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Author	SHA1	Message	Date
Adriano	f4faef6fd1	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>	2026-04-28 07:26:33 +02:00
Adriano	881bc8a1bf	Phase 0: project skeleton - pyproject.toml with uv, deps for runtime + gui + backtest + dev - ruff/mypy strict config, pre-commit hooks for ruff/mypy/pytest - src/cerbero_bite/ layout with empty modules ready for Phase 1+ - structlog JSONL logger with daily rotation - click CLI with placeholder subcommands (status, start, kill-switch, gui, replay, config hash, audit verify) - 6 smoke tests passing, mypy --strict clean, ruff clean Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>	2026-04-26 23:10:30 +02:00

Author

SHA1

Message

Date

Adriano

f4faef6fd1

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>

2026-04-28 07:26:33 +02:00

Adriano

881bc8a1bf

Phase 0: project skeleton

- pyproject.toml with uv, deps for runtime + gui + backtest + dev
- ruff/mypy strict config, pre-commit hooks for ruff/mypy/pytest
- src/cerbero_bite/ layout with empty modules ready for Phase 1+
- structlog JSONL logger with daily rotation
- click CLI with placeholder subcommands (status, start, kill-switch,
  gui, replay, config hash, audit verify)
- 6 smoke tests passing, mypy --strict clean, ruff clean

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

2026-04-26 23:10:30 +02:00

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