Commit Graph

4 Commits

Author SHA1 Message Date
Adriano 42b0fbe1ab Phase 4: orchestrator + cycles auto-execute
Componente runtime/ che cabla core+clients+state+safety in un engine
autonomo notify-only: nessuna conferma manuale, ordini combo
piazzati direttamente quando le regole passano. 311 test pass,
copertura totale 94%, runtime/ 90%, mypy strict pulito, ruff clean.

Moduli:
- runtime/alert_manager.py: escalation tree
  LOW/MEDIUM/HIGH/CRITICAL → audit + Telegram + kill switch.
- runtime/dependencies.py: build_runtime() costruisce
  RuntimeContext con tutti i client MCP, repository, audit log,
  kill switch, alert manager.
- runtime/entry_cycle.py: flusso settimanale (snapshot parallelo
  spot/dvol/funding/macro/holdings/equity → validate_entry →
  compute_bias → options_chain → select_strikes →
  liquidity_gate → sizing_engine → combo_builder.build →
  place_combo_order → notify_position_opened).
- runtime/monitor_cycle.py: loop 12h con dvol_history per il
  return_4h, exit_decision.evaluate, close auto-execute.
- runtime/health_check.py: probe parallelo MCP + SQLite +
  environment match; 3 strikes consecutivi → kill switch HIGH.
- runtime/recovery.py: riconciliazione SQLite vs broker
  all'avvio; mismatch → kill switch CRITICAL.
- runtime/scheduler.py: AsyncIOScheduler builder con cron entry
  (lun 14:00), monitor (02/14), health (5min).
- runtime/orchestrator.py: façade boot() + run_entry/monitor/health
  + install_scheduler + run_forever, con env check vs strategy.

CLI:
- start: avvia engine bloccante (asyncio.run + scheduler).
- dry-run --cycle entry|monitor|health: esegue un singolo ciclo
  per debug/test in produzione.
- stop: documenta lo shutdown via SIGTERM al container.

Documentazione:
- docs/06-operational-flow.md riscritto per il modello
  notify-only auto-execute (no conferma manuale, no memory,
  no brain-bridge).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-28 00:03:45 +02:00
Adriano 466e63dc19 Phase 3: MCP HTTP clients + Dockerization
Wrapper async tipizzati sui sei servizi MCP HTTP che Cerbero Bite
consuma in autonomia. 277 test pass, copertura clients 93%, mypy
strict pulito, ruff clean.

Base layer:
- clients/_base.py: HttpToolClient con httpx + tenacity (retry
  esponenziale 3x, timeout 8s, mapping HTTP→eccezioni tipizzate).
- clients/_exceptions.py: McpAuthError, McpServerError, McpToolError,
  McpDataAnomalyError, McpNotFoundError, McpTimeoutError.
- config/mcp_endpoints.py: risoluzione URL via Docker DNS
  (mcp-deribit:9011, ...) con override per servizio via env var;
  caricamento bearer token da secrets/core.token o
  CERBERO_BITE_CORE_TOKEN_FILE.

Wrapper:
- clients/macro.py: next_high_severity_within() per filtro entry §2.5.
- clients/sentiment.py: funding_cross_median_annualized() con
  annualizzazione per period nativo per exchange (Binance/Bybit/OKX
  1095, Hyperliquid 8760).
- clients/hyperliquid.py: funding_rate_annualized() per filtro §2.6.
- clients/portfolio.py: total_equity_eur(), asset_pct_of_portfolio()
  per sizing engine + filtro §2.7.
- clients/telegram.py: notify-only (no callback queue, no
  conferme — Bite auto-execute).
- clients/deribit.py: environment_info, index_price_eth,
  latest_dvol, options_chain, get_tickers, orderbook_depth_top3,
  get_account_summary, get_positions, place_combo_order (combo
  atomico), cancel_order.

CLI:
- cerbero-bite ping: health-check parallelo di tutti gli MCP con
  tabella rich (OK/FAIL/SKIPPED).

Docker:
- Dockerfile multi-stage Python 3.13 + uv, user non-root.
- docker-compose.yml con rete external "cerbero-suite", secret
  core_token montato a /run/secrets/core_token, env per ogni MCP.
- secrets/README.md documenta il setup del token.

Documentazione di intervento:
- docs/12-mcp-deribit-changes.md: spec delle modifiche apportate
  al server mcp-deribit (place_combo_order + override testnet via
  DERIBIT_TESTNET).

Dipendenze:
- aggiunto pytest-httpx per i test HTTP.
- rimosso mcp>=1.0 (non usiamo l'SDK MCP, parliamo via HTTP REST).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-27 23:36:30 +02:00
Adriano fbb7753cc6 Phase 1: core algorithms
Implementa i sette algoritmi puri di docs/03-algorithms.md con
disciplina TDD: 112 test, copertura statement+branch al 100% su
core/ e config/, mypy --strict pulito, ruff pulito.

Moduli:
- config/schema.py: StrategyConfig Pydantic v2 con validatori di
  consistenza (kelly, delta, OTM, spread width, profit/stop).
- core/types.py: OptionQuote e OptionLeg condivisi.
- core/entry_validator.py: validate_entry (accumula motivi) e
  compute_bias (bull_put/bear_call/iron_condor/None).
- core/liquidity_gate.py: check OI/volume/spread/depth + slippage
  stimato in % del credito.
- core/sizing_engine.py: Quarter Kelly con cap 200/1000 EUR e
  bande DVOL.
- core/combo_builder.py: select_strikes (DTE/OTM/delta/width/credit)
  e build (ComboProposal con credit/max_loss/breakeven).
- core/greeks_aggregator.py: somma firmata BUY/SELL, theta in USD.
- core/exit_decision.py: 6 trigger ordinati con eccezione skip-time
  vicino a profit (mark in (50%,70%] credito).
- core/kelly_recalibration.py: full/quarter Kelly, confidence per
  sample size, blend medio in fascia 30-99 trade.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-27 10:14:06 +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