Cerbero-Bite/src/cerbero_bite/clients/portfolio.py

"""In-process portfolio aggregator.

Each Cerbero Suite bot now manages its own portfolio view: instead of
calling a shared ``mcp-portfolio`` service, this client composes the
account summaries and open positions from the exchanges the bot
actually uses (Deribit options + Hyperliquid perps) and converts them
to EUR via the macro service.

Two values are exposed:

* :py:meth:`total_equity_eur` — sum of USDC equity on Deribit and USD
  equity on Hyperliquid, converted to EUR using the live ``EURUSD``
  rate from ``mcp-macro``.
* :py:meth:`asset_pct_of_portfolio` — fraction (0..1) of total USD
  equity exposed to a specific ticker via open positions on the two
  exchanges. Used by entry filter §2.7 (``eth_holdings_pct_max``).

**Scope note**: this is the bot's own slice. Holdings on other
exchanges, in cold storage, or held by other bots in the suite are
*not* counted. The §2.7 limit is therefore a per-bot cap, not a
suite-wide one.
"""

from __future__ import annotations

import asyncio
from collections.abc import Iterable
from decimal import Decimal
from typing import Any, cast

from cerbero_bite.clients._exceptions import McpDataAnomalyError
from cerbero_bite.clients.deribit import DeribitClient
from cerbero_bite.clients.hyperliquid import HyperliquidClient
from cerbero_bite.clients.macro import MacroClient

__all__ = ["PortfolioClient"]


def _decimal_or_zero(value: Any) -> Decimal:
    if value is None:
        return Decimal(0)
    try:
        return Decimal(str(value))
    except (ValueError, ArithmeticError):
        return Decimal(0)


def _position_notional_usd(pos: dict[str, Any]) -> Decimal:
    """Best-effort USD notional of an open position.

    Prefers an explicit ``notional_usd`` / ``size_usd`` / ``value_usd``
    field. Falls back to ``|size × mark_price|`` (or ``index_price`` if
    mark is missing). Returns 0 on malformed entries.
    """
    for key in ("notional_usd", "size_usd", "value_usd", "position_value"):
        v = pos.get(key)
        if v is not None:
            return abs(_decimal_or_zero(v))
    size = _decimal_or_zero(pos.get("size") or pos.get("szi"))
    mark = _decimal_or_zero(
        pos.get("mark_price")
        or pos.get("entry_price")
        or pos.get("index_price")
    )
    return abs(size * mark)


def _instrument_label(pos: dict[str, Any]) -> str:
    for key in ("instrument_name", "instrument", "symbol", "coin", "asset"):
        v = pos.get(key)
        if v is not None:
            return str(v).upper()
    return ""


class PortfolioClient:
    """Aggregates equity + asset exposure across the bot's exchange accounts."""

    def __init__(
        self,
        *,
        deribit: DeribitClient,
        hyperliquid: HyperliquidClient,
        macro: MacroClient,
    ) -> None:
        self._deribit = deribit
        self._hyperliquid = hyperliquid
        self._macro = macro

    async def _equity_usd_components(self) -> tuple[Decimal, Decimal]:
        """Concurrent fetch of (deribit_equity_usd, hyperliquid_equity_usd)."""
        deribit_summary, hl_summary = await asyncio.gather(
            self._deribit.get_account_summary(currency="USDC"),
            self._hyperliquid.get_account_summary(),
        )
        deribit_eq = _decimal_or_zero(deribit_summary.get("equity"))
        hl_eq = _decimal_or_zero(hl_summary.get("equity"))
        return deribit_eq, hl_eq

    async def total_equity_usd(self) -> Decimal:
        """Sum equity USD across the bot's exchange accounts."""
        deribit_eq, hl_eq = await self._equity_usd_components()
        return deribit_eq + hl_eq

    async def total_equity_eur(self) -> Decimal:
        """Return aggregate bot equity in EUR.

        Concurrent: account summaries × FX. Raises
        :class:`McpDataAnomalyError` if the FX rate is non-positive.
        """
        components_t = asyncio.create_task(self._equity_usd_components())
        fx_t = asyncio.create_task(self._macro.eur_usd_rate())
        await asyncio.gather(components_t, fx_t)
        deribit_eq, hl_eq = components_t.result()
        fx = fx_t.result()
        if fx <= 0:
            raise McpDataAnomalyError(
                f"non-positive EURUSD rate: {fx}",
                service="macro",
                tool="get_asset_price",
            )
        usd_total = deribit_eq + hl_eq
        return usd_total / fx

    async def asset_pct_of_portfolio(self, ticker: str) -> Decimal:
        """Fraction of bot equity (USD) exposed to ``ticker``.

        Sums absolute USD notional of open positions whose instrument
        label contains ``ticker`` (case-insensitive) on Deribit and
        Hyperliquid, divided by the bot's total USD equity. Returns 0
        when there is no equity or no exposure.
        """
        target = ticker.upper()
        deribit_pos_t = asyncio.create_task(
            self._deribit.get_positions(currency="USDC")
        )
        hl_pos_t = asyncio.create_task(self._hyperliquid.get_positions())
        equity_t = asyncio.create_task(self._equity_usd_components())
        await asyncio.gather(deribit_pos_t, hl_pos_t, equity_t)

        exposure_usd = Decimal(0)
        for raw_pos in cast(Iterable[Any], deribit_pos_t.result()):
            if not isinstance(raw_pos, dict):
                continue
            if target in _instrument_label(raw_pos):
                exposure_usd += _position_notional_usd(raw_pos)
        for raw_pos in cast(Iterable[Any], hl_pos_t.result()):
            if not isinstance(raw_pos, dict):
                continue
            if target in _instrument_label(raw_pos):
                exposure_usd += _position_notional_usd(raw_pos)

        deribit_eq, hl_eq = equity_t.result()
        total_eq = deribit_eq + hl_eq
        if total_eq <= 0:
            return Decimal(0)
        return exposure_usd / total_eq