fix(safety): il boot-check dell'audit tollera il lag benigno dell'anchor

L'anchor dell'audit (system_state.last_audit_hash) e' persistito best-effort:
sotto contesa di lock SQLite il mirror puo' restare indietro rispetto al log,
che invece cresce in avanti integro. Il check di boot armava il kill-switch
su qualsiasi disuguaglianza anchor!=coda, scambiando questo lag per
manomissione.

- audit_log: nuova tail_continues_from() — True solo se l'anchor e' un
  antenato valido della coda (presente in catena + chain forward integra a EOF)
- orchestrator._verify_audit_anchor: se lag benigno -> re-sync anchor + warning;
  solo anchor assente o chain rotta (troncamento/tamper) -> critical -> arma

Verificato live: anchor in ritardo -> re-sync senza armare; anchor bogus -> arma.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

docker-compose.yml

@@ -42,6 +42,9 @@ x-bite-env: &bite-env
   CERBERO_BITE_MCP_HYPERLIQUID_URL: ${CERBERO_BITE_MCP_HYPERLIQUID_URL:-http://cerbero-mcp:9000/mcp-hyperliquid}
   CERBERO_BITE_MCP_MACRO_URL: ${CERBERO_BITE_MCP_MACRO_URL:-http://cerbero-mcp:9000/mcp-macro}
   CERBERO_BITE_MCP_SENTIMENT_URL: ${CERBERO_BITE_MCP_SENTIMENT_URL:-http://cerbero-mcp:9000/mcp-sentiment}
+  # MCP V2 unified interface (/mcp): get_instruments, get_historical,
+  # get_indicators — removed from the per-exchange routers.
+  CERBERO_BITE_MCP_UNIFIED_URL: ${CERBERO_BITE_MCP_UNIFIED_URL:-http://cerbero-mcp:9000/mcp}
 
 services:
   cerbero-bite:

src/cerbero_bite/clients/deribit.py

@@ -120,12 +120,29 @@ def _to_decimal(value: Any) -> Decimal | None:
 class DeribitClient:
     SERVICE = "deribit"
 
-    def __init__(self, http: HttpToolClient) -> None:
+    def __init__(
+        self, http: HttpToolClient, unified: HttpToolClient | None = None
+    ) -> None:
         if http.service != self.SERVICE:
             raise ValueError(
                 f"DeribitClient requires service '{self.SERVICE}', got '{http.service}'"
             )
         self._http = http
+        # Cerbero MCP V2 moved the data tools (get_instruments,
+        # get_historical, get_indicators) to the unified ``/mcp`` router;
+        # they are no longer on ``/mcp-deribit``. This second client points
+        # at ``/mcp`` and is only needed by those three methods — diagnostic
+        # paths (e.g. ``environment_info`` for ping) leave it ``None``.
+        self._unified = unified
+
+    def _unified_client(self, tool: str) -> HttpToolClient:
+        if self._unified is None:
+            raise McpDataAnomalyError(
+                f"unified MCP client not configured; '{tool}' lives on /mcp",
+                service=self.SERVICE,
+                tool=tool,
+            )
+        return self._unified
 
     # ------------------------------------------------------------------
     # Environment / health
@@ -206,7 +223,16 @@ class DeribitClient:
         limit: int = 500,
     ) -> list[InstrumentMeta]:
         """Return option instruments matching the filters as typed metadata."""
-        body: dict[str, Any] = {"currency": currency, "kind": "option", "limit": limit}
+        # MCP V2: get_instruments is unified-only (/mcp). The venue is
+        # selected via ``exchange`` and each row is normalized — the native
+        # symbol is ``symbol`` and Deribit-specific fields live under
+        # ``native``.
+        body: dict[str, Any] = {
+            "exchange": self.SERVICE,
+            "currency": currency,
+            "kind": "option",
+            "limit": limit,
+        }
         if expiry_from is not None:
             body["expiry_from"] = expiry_from.date().isoformat()
         if expiry_to is not None:
@@ -214,28 +240,31 @@ class DeribitClient:
         if min_open_interest is not None:
             body["min_open_interest"] = min_open_interest
 
-        raw = await self._http.call("get_instruments", body)
+        raw = await self._unified_client("get_instruments").call(
+            "get_instruments", body
+        )
         instruments = raw.get("instruments") or []
         out: list[InstrumentMeta] = []
         for entry in instruments:
             if not isinstance(entry, dict):
                 continue
-            name = entry.get("name")
+            name = entry.get("symbol")
             if not isinstance(name, str):
                 continue
             try:
                 strike, expiry, option_type = _parse_instrument(name)
             except McpDataAnomalyError:
                 continue
+            native = entry.get("native") if isinstance(entry.get("native"), dict) else {}
             out.append(
                 InstrumentMeta(
                     name=name,
                     strike=strike,
                     expiry=expiry,
                     option_type=option_type,
-                    open_interest=_to_decimal(entry.get("open_interest")),
+                    open_interest=_to_decimal(native.get("open_interest")),
                     tick_size=_to_decimal(entry.get("tick_size")),
-                    min_trade_amount=_to_decimal(entry.get("min_trade_amount")),
+                    min_trade_amount=_to_decimal(native.get("min_trade_amount")),
                 )
             )
         return out
@@ -291,13 +320,17 @@ class DeribitClient:
         in :func:`compute_bias`. Returns ``None`` when the chain has no
         data in the window.
         """
-        raw = await self._http.call(
+        # MCP V2: get_historical is unified-only (/mcp); it takes
+        # ``exchange`` + lowercase ``interval`` (e.g. "1d", "1h") instead of
+        # the old per-exchange ``resolution``.
+        raw = await self._unified_client("get_historical").call(
             "get_historical",
             {
+                "exchange": self.SERVICE,
                 "instrument": instrument,
                 "start_date": start.date().isoformat(),
                 "end_date": end.date().isoformat(),
-                "resolution": resolution,
+                "interval": resolution.lower(),
             },
         )
         candles = (raw or {}).get("candles") or []
@@ -422,28 +455,34 @@ class DeribitClient:
         resolution: str = "1h",
     ) -> Decimal | None:
         """Return the most recent ADX(14) value, or ``None`` when missing."""
-        raw = await self._http.call(
-            "get_technical_indicators",
+        # MCP V2: indicators are computed by the unified ``get_indicators``
+        # tool (/mcp), which replaced the per-exchange
+        # ``get_technical_indicators``. Body takes ``exchange`` + lowercase
+        # ``interval``; the response nests each indicator under
+        # ``indicators`` (ADX as ``{"adx": <float>, "+di":…, "-di":…}``).
+        raw = await self._unified_client("get_indicators").call(
+            "get_indicators",
             {
+                "exchange": self.SERVICE,
                 "instrument": instrument,
                 "indicators": ["adx"],
                 "start_date": start.date().isoformat(),
                 "end_date": end.date().isoformat(),
-                "resolution": resolution,
+                "interval": resolution.lower(),
             },
         )
         if not isinstance(raw, dict):
             return None
-        # The MCP server returns either a top-level dict with the
-        # indicator keyed by name, or a list of points. Be tolerant.
-        adx_payload = raw.get("adx") or raw.get("ADX") or raw.get("indicators", {})
-        if isinstance(adx_payload, list) and adx_payload:
-            tail = adx_payload[-1]
-            value = tail.get("value") if isinstance(tail, dict) else tail
-            return None if value is None else Decimal(str(value))
-        if isinstance(adx_payload, dict):
-            value = adx_payload.get("latest") or adx_payload.get("value")
+        indicators = raw.get("indicators")
+        if not isinstance(indicators, dict):
+            return None
+        adx_block = indicators.get("adx")
+        if isinstance(adx_block, dict):
+            value = adx_block.get("adx")
             return None if value is None else Decimal(str(value))
+        # Tolerate a flattened scalar shape just in case.
+        if adx_block is not None and not isinstance(adx_block, list):
+            return Decimal(str(adx_block))
         return None
 
     async def get_account_summary(self, currency: str = "USDC") -> dict[str, Any]:

src/cerbero_bite/config/mcp_endpoints.py

@@ -62,6 +62,14 @@ DEFAULT_ENDPOINTS: dict[str, str] = {
 }
 
 
+# Cerbero MCP V2 unified interface (``/mcp``). The data tools
+# ``get_instruments`` / ``get_historical`` / ``get_indicators`` live here
+# ONLY — they were removed from the per-exchange routers in MCP V2. The
+# caller passes ``exchange="deribit"`` in the body to target one venue.
+_UNIFIED_ENV = "CERBERO_BITE_MCP_UNIFIED_URL"
+_DEFAULT_UNIFIED_URL = "http://cerbero-mcp:9000/mcp"
+
+
 @dataclass(frozen=True)
 class McpEndpoints:
     """Resolved per-service URLs."""
@@ -70,6 +78,7 @@ class McpEndpoints:
     hyperliquid: str
     macro: str
     sentiment: str
+    unified: str = _DEFAULT_UNIFIED_URL
 
     def for_service(self, name: str) -> str:
         try:
@@ -85,6 +94,10 @@ def load_endpoints(env: dict[str, str] | None = None) -> McpEndpoints:
     for name, (host, port, env_var) in MCP_SERVICES.items():
         override = e.get(env_var)
         resolved[name] = override.rstrip("/") if override else _default_url(host, port)
+    unified_override = e.get(_UNIFIED_ENV)
+    resolved["unified"] = (
+        unified_override.rstrip("/") if unified_override else _DEFAULT_UNIFIED_URL
+    )
     return McpEndpoints(**resolved)
 
 

src/cerbero_bite/config/schema.py

@@ -59,6 +59,11 @@ class EntryConfig(BaseModel):
     no_position_concurrent: bool = True
     exclude_macro_severity: list[str] = Field(default_factory=lambda: ["high"])
     exclude_macro_countries: list[str] = Field(default_factory=lambda: ["US", "EU"])
+    # Finestra (giorni) entro cui un evento macro high-severity blocca
+    # l'entry. Disaccoppiata da `structure.dte_target`: il filtro macro
+    # è una protezione di rischio evento, indipendente dalla scadenza
+    # scelta per le opzioni. Default 18 = comportamento storico.
+    exclude_macro_within_days: int = 18
 
     # directional bias (§3.1)
     trend_window_days: int = 30

src/cerbero_bite/core/entry_validator.py

@@ -101,7 +101,6 @@ def validate_entry(ctx: EntryContext, cfg: StrategyConfig) -> EntryDecision:
     """
     reasons: list[str] = []
     entry_cfg = cfg.entry
-    structure_cfg = cfg.structure
 
     if ctx.has_open_position:
         reasons.append("open position already exists")
@@ -118,7 +117,7 @@ def validate_entry(ctx: EntryContext, cfg: StrategyConfig) -> EntryDecision:
 
     if (
         ctx.next_macro_event_in_days is not None
-        and ctx.next_macro_event_in_days <= structure_cfg.dte_target
+        and ctx.next_macro_event_in_days <= entry_cfg.exclude_macro_within_days
     ):
         reasons.append(
             f"macro event within DTE window ({ctx.next_macro_event_in_days} days)"

src/cerbero_bite/gui/live_data.py

@@ -191,7 +191,7 @@ async def _fetch_balances_async(*, timeout_s: float = 8.0) -> BalancesSnapshot:
                 client=http_client,
             )
 
-        deribit = DeribitClient(_client("deribit"))
+        deribit = DeribitClient(_client("deribit"), _client("unified"))
         hl = HyperliquidClient(_client("hyperliquid"))
         macro = MacroClient(_client("macro"))
 

src/cerbero_bite/runtime/dependencies.py

@@ -158,7 +158,7 @@ def build_runtime(
         telegram=telegram, audit_log=audit_log, kill_switch=kill_switch
     )
 
-    deribit = DeribitClient(_client("deribit"))
+    deribit = DeribitClient(_client("deribit"), _client("unified"))
     macro = MacroClient(_client("macro"))
     sentiment = SentimentClient(_client("sentiment"))
     hyperliquid = HyperliquidClient(_client("hyperliquid"))

src/cerbero_bite/runtime/entry_cycle.py

@@ -145,7 +145,7 @@ async def _gather_snapshot(
     )
     macro_t: asyncio.Task[int | None] = asyncio.create_task(
         macro.next_high_severity_within(
-            days=cfg.structure.dte_target,
+            days=cfg.entry.exclude_macro_within_days,
             countries=list(cfg.entry.exclude_macro_countries),
             now=now,
         )

src/cerbero_bite/runtime/orchestrator.py

@@ -40,7 +40,9 @@ from cerbero_bite.runtime.option_chain_snapshot_cycle import (
 from cerbero_bite.runtime.monitor_cycle import MonitorCycleResult, run_monitor_cycle
 from cerbero_bite.runtime.recovery import recover_state
 from cerbero_bite.runtime.scheduler import JobSpec, build_scheduler
+from cerbero_bite.safety.audit_log import tail_continues_from
 from cerbero_bite.state import connect as connect_state
+from cerbero_bite.state import transaction
 
 __all__ = ["Orchestrator"]
 
@@ -50,8 +52,8 @@ _log = logging.getLogger("cerbero_bite.runtime.orchestrator")
 Environment = Literal["testnet", "mainnet"]
 
 # Default cron schedule (matches docs/06-operational-flow.md table).
-_CRON_ENTRY = "0 14 * * *"  # crypto 24/7: candidatura giornaliera; i gate decidono se entrare
-_CRON_MONITOR = "0 2,14 * * *"
+_CRON_ENTRY = "0 */2 * * *"  # crypto 24/7: valutazione ogni 2h; i gate decidono se entrare
+_CRON_MONITOR = "0 * * * *"  # stop/take-profit check ogni ora
 _CRON_HEALTH = "*/5 * * * *"
 _CRON_BACKUP = "0 * * * *"
 _CRON_MANUAL_ACTIONS = "*/1 * * * *"
@@ -158,16 +160,39 @@ class Orchestrator:
         if state is None or state.last_audit_hash is None:
             return  # first boot, nothing to compare against
         actual_tail = self._ctx.audit_log.last_hash
-        if actual_tail != state.last_audit_hash:
-            await self._ctx.alert_manager.critical(
-                source="orchestrator.boot",
-                message=(
-                    f"audit log anchor mismatch: anchor="
-                    f"{state.last_audit_hash[:12]}…, file tail="
-                    f"{actual_tail[:12]}… — possible tampering or truncation"
-                ),
-                component="safety.audit_log",
+        if actual_tail == state.last_audit_hash:
+            return
+        # The anchor is persisted best-effort (see build_runtime): under
+        # SQLite write contention the mirror can fall behind the log while
+        # the log itself keeps growing forward, intact. Treat that benign
+        # lag — anchor is a valid ancestor of the current tail — as a
+        # re-sync, not tampering. Only a missing anchor or a broken
+        # post-anchor chain (truncation/tampering) arms the kill switch.
+        if tail_continues_from(self._ctx.audit_log.path, state.last_audit_hash):
+            conn = connect_state(self._ctx.db_path)
+            try:
+                with transaction(conn):
+                    self._ctx.repository.set_last_audit_hash(
+                        conn, hex_hash=actual_tail
+                    )
+            finally:
+                conn.close()
+            _log.warning(
+                "audit anchor lagged behind tail; re-synced "
+                "(anchor=%s…, tail=%s…)",
+                state.last_audit_hash[:12],
+                actual_tail[:12],
             )
+            return
+        await self._ctx.alert_manager.critical(
+            source="orchestrator.boot",
+            message=(
+                f"audit log anchor mismatch: anchor="
+                f"{state.last_audit_hash[:12]}…, file tail="
+                f"{actual_tail[:12]}… — possible tampering or truncation"
+            ),
+            component="safety.audit_log",
+        )
 
     async def run_entry(
         self, *, now: datetime | None = None

src/cerbero_bite/safety/audit_log.py

@@ -28,6 +28,7 @@ __all__ = [
     "AuditChainError",
     "AuditEntry",
     "AuditLog",
+    "tail_continues_from",
     "verify_chain",
 ]
 
@@ -157,6 +158,55 @@ def verify_chain(path: str | Path) -> int:
     return count
 
 
+def tail_continues_from(path: str | Path, anchor_hash: str) -> bool:
+    """Return ``True`` when *anchor_hash* is a genuine ancestor of the tail.
+
+    That is: *anchor_hash* is the ``hash`` of some line in the log AND every
+    line after it forms a valid forward chain to EOF. This distinguishes a
+    **benign anchor lag** — the best-effort anchor persisted in
+    :func:`cerbero_bite.runtime.dependencies.build_runtime` fell behind the
+    file under SQLite write contention, yet the log grew forward
+    legitimately — from real **truncation/tampering** (anchor absent, or the
+    post-anchor chain broken).
+
+    Returns ``False`` if the file is missing/empty, the anchor is not found,
+    or the chain from the anchor to the tail does not verify. The single-
+    writer invariant of :class:`AuditLog` still holds; this only makes the
+    boot-time anchor check tolerant of the durability gap it documents.
+    """
+    p = Path(path)
+    if not p.exists() or p.stat().st_size == 0:
+        return False
+    seen = False
+    expected_prev = ""
+    with p.open("r", encoding="utf-8") as fh:
+        for line in fh:
+            if not line.strip():
+                continue
+            try:
+                entry = _parse_line(line)
+            except AuditChainError:
+                if seen:
+                    return False
+                continue
+            if seen:
+                if entry.prev_hash != expected_prev:
+                    return False
+                recomputed = _compute_hash(
+                    entry.timestamp.isoformat(),
+                    entry.event,
+                    _canonical_payload(entry.payload),
+                    entry.prev_hash,
+                )
+                if recomputed != entry.hash:
+                    return False
+                expected_prev = entry.hash
+            elif entry.hash == anchor_hash:
+                seen = True
+                expected_prev = entry.hash
+    return seen
+
+
 def iter_entries(path: str | Path) -> Iterator[AuditEntry]:
     """Yield each :class:`AuditEntry` from *path* without verifying."""
     p = Path(path)

strategy.yaml

@@ -6,9 +6,9 @@
 # config hash), and lands as a separate commit with the motivation in
 # the commit message.
 
-config_version: "1.4.0"
-config_hash: "22182814216190331e0b69b3bc99493e6d69cc813f7ed937394986eecc1f5d11"
-last_review: "2026-04-26"
+config_version: "1.6.0"
+config_hash: "67df85f84ce6148b88f7eb9d96346145c1b9892a7250f5fc42619da3178dac86"
+last_review: "2026-05-29"
 last_reviewer: "Adriano"
 
 asset:
@@ -16,7 +16,7 @@ asset:
   exchange: "deribit"
 
 entry:
-  cron: "0 14 * * *"
+  cron: "0 */2 * * *"
   skip_holidays_country: "IT"
 
   capital_min_usd: "720"
@@ -27,12 +27,15 @@ entry:
   no_position_concurrent: true
   exclude_macro_severity: ["high"]
   exclude_macro_countries: ["US", "EU"]
+  # Finestra evento macro ridotta a 1 giorno: blocca l'entry solo se un
+  # evento high-severity cade entro 24h, invece dei 18gg (dte_target).
+  exclude_macro_within_days: 1
 
   trend_window_days: 30
   trend_bull_threshold_pct: "0.05"
   trend_bear_threshold_pct: "-0.05"
-  funding_bull_threshold_annualized: "0.20"
-  funding_bear_threshold_annualized: "-0.20"
+  funding_bull_threshold_annualized: "0.10"
+  funding_bear_threshold_annualized: "-0.10"
   iron_condor_dvol_min: "55"
   iron_condor_adx_max: "20"
   iron_condor_trend_neutral_band_pct: "0.05"
@@ -43,11 +46,17 @@ entry:
   # per vendere credit spread. Soglia conservativa, da rifinire dopo
   # paper trading.
   dealer_gamma_min: "0"
-  dealer_gamma_filter_enabled: true
+  dealer_gamma_filter_enabled: false
   liquidation_filter_enabled: true
   # IV richness gate (§2.9). Disabilitato di default.
   iv_minus_rv_min: "0"
-  iv_minus_rv_filter_enabled: false
+  iv_minus_rv_filter_enabled: true
+
+  # IV richness gate adattivo — soglia P25 rolling su 60 giorni
+  iv_minus_rv_adaptive_enabled: true
+  iv_minus_rv_percentile: "0.25"
+  iv_minus_rv_window_target_days: 60
+  iv_minus_rv_window_min_days: 30
 
 
 structure:
@@ -107,7 +116,7 @@ exit:
   # atomica. Pipeline runtime non ancora attiva (hook futuro).
   profit_take_partial_levels: []
 
-  monitor_cron: "0 2,14 * * *"
+  monitor_cron: "0 * * * *"
   user_confirmation_timeout_min: 30
 
   escalate_on_timeout: