feat(V2): migrazione alpaca completa
Task 6.7: porting alpaca da services/mcp-alpaca a src/cerbero_mcp. client.py + leverage_cap.py copiati 1:1 (default cap 1 cash). tools.py: 17 tool senza ACL/Principal/audit. Router /mcp-alpaca con 18 route (env_info + 17 tool). Builder branch alpaca: paper=(env=="testnet"), api_key viene da settings.alpaca.api_key_id. Test client + leverage_cap migrati (15 test alpaca pass). Test builder con stub SDK alpaca-py. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
AdrianoDev
@@ -36,4 +36,12 @@ async def build_client(
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testnet=(env == "testnet"),
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api_wallet_address=settings.hyperliquid.api_wallet_address,
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)
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if exchange == "alpaca":
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from cerbero_mcp.exchanges.alpaca.client import AlpacaClient
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return AlpacaClient(
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api_key=settings.alpaca.api_key_id,
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secret_key=settings.alpaca.secret_key.get_secret_value(),
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paper=(env == "testnet"),
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)
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raise ValueError(f"unsupported exchange: {exchange}")
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@@ -0,0 +1,385 @@
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from __future__ import annotations
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import asyncio
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import datetime as _dt
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from typing import Any
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from alpaca.data.historical import (
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CryptoHistoricalDataClient,
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OptionHistoricalDataClient,
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StockHistoricalDataClient,
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)
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from alpaca.data.requests import (
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CryptoBarsRequest,
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CryptoLatestQuoteRequest,
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CryptoLatestTradeRequest,
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OptionBarsRequest,
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OptionChainRequest,
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OptionLatestQuoteRequest,
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StockBarsRequest,
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StockLatestQuoteRequest,
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StockLatestTradeRequest,
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StockSnapshotRequest,
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)
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from alpaca.data.timeframe import TimeFrame, TimeFrameUnit
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from alpaca.trading.client import TradingClient
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from alpaca.trading.enums import (
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AssetClass,
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OrderSide,
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QueryOrderStatus,
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TimeInForce,
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)
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from alpaca.trading.requests import (
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ClosePositionRequest,
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GetAssetsRequest,
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GetOrdersRequest,
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LimitOrderRequest,
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MarketOrderRequest,
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ReplaceOrderRequest,
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StopOrderRequest,
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)
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_TF_MAP = {
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"1min": TimeFrame(1, TimeFrameUnit.Minute),
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"5min": TimeFrame(5, TimeFrameUnit.Minute),
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"15min": TimeFrame(15, TimeFrameUnit.Minute),
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"30min": TimeFrame(30, TimeFrameUnit.Minute),
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"1h": TimeFrame(1, TimeFrameUnit.Hour),
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"1d": TimeFrame(1, TimeFrameUnit.Day),
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"1w": TimeFrame(1, TimeFrameUnit.Week),
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}
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_ASSET_CLASSES = {"stocks", "crypto", "options"}
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def _tf(interval: str) -> TimeFrame:
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if interval in _TF_MAP:
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return _TF_MAP[interval]
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raise ValueError(f"unsupported timeframe: {interval}")
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def _asset_class_enum(ac: str) -> AssetClass:
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ac = ac.lower()
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if ac == "stocks":
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return AssetClass.US_EQUITY
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if ac == "crypto":
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return AssetClass.CRYPTO
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if ac == "options":
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return AssetClass.US_OPTION
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raise ValueError(f"invalid asset_class: {ac}")
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def _serialize(obj: Any) -> Any:
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"""Recursively convert pydantic/datetime objects → json-safe."""
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if obj is None or isinstance(obj, str | int | float | bool):
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return obj
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if isinstance(obj, _dt.datetime | _dt.date):
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return obj.isoformat()
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if isinstance(obj, dict):
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return {k: _serialize(v) for k, v in obj.items()}
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if isinstance(obj, list | tuple):
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return [_serialize(v) for v in obj]
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if hasattr(obj, "model_dump"):
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return _serialize(obj.model_dump())
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if hasattr(obj, "__dict__"):
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return _serialize(vars(obj))
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return str(obj)
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class AlpacaClient:
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def __init__(
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self,
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api_key: str,
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secret_key: str,
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paper: bool = True,
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trading: Any | None = None,
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stock_data: Any | None = None,
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crypto_data: Any | None = None,
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option_data: Any | None = None,
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) -> None:
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self.api_key = api_key
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self.secret_key = secret_key
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self.paper = paper
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self._trading = trading or TradingClient(
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api_key=api_key, secret_key=secret_key, paper=paper
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)
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self._stock = stock_data or StockHistoricalDataClient(
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api_key=api_key, secret_key=secret_key
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)
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self._crypto = crypto_data or CryptoHistoricalDataClient(
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api_key=api_key, secret_key=secret_key
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)
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self._option = option_data or OptionHistoricalDataClient(
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api_key=api_key, secret_key=secret_key
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)
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async def _run(self, fn, /, *args, **kwargs):
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return await asyncio.to_thread(fn, *args, **kwargs)
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# ── Account / positions ──────────────────────────────────────
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async def get_account(self) -> dict:
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acc = await self._run(self._trading.get_account)
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return _serialize(acc)
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async def get_positions(self) -> list[dict]:
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pos = await self._run(self._trading.get_all_positions)
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return [_serialize(p) for p in pos]
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async def get_activities(self, limit: int = 50) -> list[dict]:
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acts = await self._run(self._trading.get_account_activities)
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data = [_serialize(a) for a in acts]
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return data[:limit]
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# ── Assets ──────────────────────────────────────────────────
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async def get_assets(
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self, asset_class: str = "stocks", status: str = "active"
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) -> list[dict]:
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req = GetAssetsRequest(
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asset_class=_asset_class_enum(asset_class),
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status=status,
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)
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assets = await self._run(self._trading.get_all_assets, req)
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return [_serialize(a) for a in assets[:500]]
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# ── Market data ─────────────────────────────────────────────
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async def get_ticker(self, symbol: str, asset_class: str = "stocks") -> dict:
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ac = asset_class.lower()
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if ac == "stocks":
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req = StockLatestTradeRequest(symbol_or_symbols=symbol)
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data = await self._run(self._stock.get_stock_latest_trade, req)
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trade = data.get(symbol)
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q_req = StockLatestQuoteRequest(symbol_or_symbols=symbol)
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qdata = await self._run(self._stock.get_stock_latest_quote, q_req)
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quote = qdata.get(symbol)
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return {
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"symbol": symbol,
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"asset_class": "stocks",
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"last_price": getattr(trade, "price", None),
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"bid": getattr(quote, "bid_price", None),
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"ask": getattr(quote, "ask_price", None),
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"bid_size": getattr(quote, "bid_size", None),
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"ask_size": getattr(quote, "ask_size", None),
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"timestamp": _serialize(getattr(trade, "timestamp", None)),
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}
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if ac == "crypto":
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req = CryptoLatestTradeRequest(symbol_or_symbols=symbol)
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data = await self._run(self._crypto.get_crypto_latest_trade, req)
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trade = data.get(symbol)
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q_req = CryptoLatestQuoteRequest(symbol_or_symbols=symbol)
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qdata = await self._run(self._crypto.get_crypto_latest_quote, q_req)
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quote = qdata.get(symbol)
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return {
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"symbol": symbol,
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"asset_class": "crypto",
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"last_price": getattr(trade, "price", None),
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"bid": getattr(quote, "bid_price", None),
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"ask": getattr(quote, "ask_price", None),
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"timestamp": _serialize(getattr(trade, "timestamp", None)),
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}
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if ac == "options":
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req = OptionLatestQuoteRequest(symbol_or_symbols=symbol)
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data = await self._run(self._option.get_option_latest_quote, req)
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quote = data.get(symbol)
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return {
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"symbol": symbol,
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"asset_class": "options",
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"bid": getattr(quote, "bid_price", None),
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"ask": getattr(quote, "ask_price", None),
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"timestamp": _serialize(getattr(quote, "timestamp", None)),
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}
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raise ValueError(f"invalid asset_class: {asset_class}")
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async def get_bars(
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self,
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symbol: str,
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asset_class: str = "stocks",
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interval: str = "1d",
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start: str | None = None,
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end: str | None = None,
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limit: int = 1000,
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) -> dict:
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tf = _tf(interval)
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start_dt = _dt.datetime.fromisoformat(start) if start else (
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_dt.datetime.now(_dt.UTC) - _dt.timedelta(days=30)
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)
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end_dt = _dt.datetime.fromisoformat(end) if end else _dt.datetime.now(_dt.UTC)
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ac = asset_class.lower()
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if ac == "stocks":
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req = StockBarsRequest(
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symbol_or_symbols=symbol, timeframe=tf,
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start=start_dt, end=end_dt, limit=limit,
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)
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data = await self._run(self._stock.get_stock_bars, req)
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elif ac == "crypto":
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req = CryptoBarsRequest(
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symbol_or_symbols=symbol, timeframe=tf,
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start=start_dt, end=end_dt, limit=limit,
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)
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data = await self._run(self._crypto.get_crypto_bars, req)
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elif ac == "options":
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req = OptionBarsRequest(
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symbol_or_symbols=symbol, timeframe=tf,
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start=start_dt, end=end_dt, limit=limit,
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)
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data = await self._run(self._option.get_option_bars, req)
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else:
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raise ValueError(f"invalid asset_class: {asset_class}")
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bars_dict = getattr(data, "data", {}) or {}
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rows = bars_dict.get(symbol, []) or []
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bars = [
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{
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"timestamp": _serialize(getattr(b, "timestamp", None)),
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"open": getattr(b, "open", None),
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"high": getattr(b, "high", None),
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"low": getattr(b, "low", None),
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"close": getattr(b, "close", None),
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"volume": getattr(b, "volume", None),
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}
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for b in rows
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]
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return {"symbol": symbol, "asset_class": ac, "interval": interval, "bars": bars}
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async def get_snapshot(self, symbol: str) -> dict:
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req = StockSnapshotRequest(symbol_or_symbols=symbol)
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data = await self._run(self._stock.get_stock_snapshot, req)
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return _serialize(data.get(symbol))
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async def get_option_chain(
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self,
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underlying: str,
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expiry: str | None = None,
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) -> dict:
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kwargs: dict[str, Any] = {"underlying_symbol": underlying}
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if expiry:
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kwargs["expiration_date"] = _dt.date.fromisoformat(expiry)
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req = OptionChainRequest(**kwargs)
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data = await self._run(self._option.get_option_chain, req)
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return {
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"underlying": underlying,
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"expiry": expiry,
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"contracts": _serialize(data),
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}
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# ── Orders ──────────────────────────────────────────────────
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async def get_open_orders(self, limit: int = 50) -> list[dict]:
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req = GetOrdersRequest(status=QueryOrderStatus.OPEN, limit=limit)
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orders = await self._run(self._trading.get_orders, filter=req)
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return [_serialize(o) for o in orders]
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async def place_order(
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self,
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symbol: str,
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side: str,
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qty: float | None = None,
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notional: float | None = None,
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order_type: str = "market",
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limit_price: float | None = None,
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stop_price: float | None = None,
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tif: str = "day",
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asset_class: str = "stocks",
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) -> dict:
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side_enum = OrderSide.BUY if side.lower() == "buy" else OrderSide.SELL
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tif_enum = TimeInForce(tif.lower())
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ot = order_type.lower()
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common = {
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"symbol": symbol,
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"side": side_enum,
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"time_in_force": tif_enum,
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}
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if qty is not None:
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common["qty"] = qty
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if notional is not None:
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common["notional"] = notional
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if ot == "market":
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req = MarketOrderRequest(**common)
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elif ot == "limit":
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if limit_price is None:
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raise ValueError("limit_price required for limit order")
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req = LimitOrderRequest(**common, limit_price=limit_price)
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elif ot == "stop":
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if stop_price is None:
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raise ValueError("stop_price required for stop order")
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req = StopOrderRequest(**common, stop_price=stop_price)
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else:
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raise ValueError(f"unsupported order_type: {order_type}")
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order = await self._run(self._trading.submit_order, req)
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return _serialize(order)
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async def amend_order(
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self,
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order_id: str,
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qty: float | None = None,
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limit_price: float | None = None,
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stop_price: float | None = None,
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tif: str | None = None,
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) -> dict:
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kwargs: dict[str, Any] = {}
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if qty is not None:
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kwargs["qty"] = qty
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if limit_price is not None:
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kwargs["limit_price"] = limit_price
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if stop_price is not None:
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kwargs["stop_price"] = stop_price
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if tif is not None:
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kwargs["time_in_force"] = TimeInForce(tif.lower())
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req = ReplaceOrderRequest(**kwargs)
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order = await self._run(self._trading.replace_order_by_id, order_id, req)
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return _serialize(order)
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async def cancel_order(self, order_id: str) -> dict:
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await self._run(self._trading.cancel_order_by_id, order_id)
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return {"order_id": order_id, "canceled": True}
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async def cancel_all_orders(self) -> list[dict]:
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resp = await self._run(self._trading.cancel_orders)
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return [_serialize(r) for r in resp]
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# ── Position close ──────────────────────────────────────────
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async def close_position(
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self, symbol: str, qty: float | None = None, percentage: float | None = None
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) -> dict:
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req = None
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if qty is not None or percentage is not None:
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kwargs: dict[str, Any] = {}
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if qty is not None:
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kwargs["qty"] = str(qty)
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if percentage is not None:
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kwargs["percentage"] = str(percentage)
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req = ClosePositionRequest(**kwargs)
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order = await self._run(
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self._trading.close_position, symbol, close_options=req
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)
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return _serialize(order)
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async def close_all_positions(self, cancel_orders: bool = True) -> list[dict]:
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resp = await self._run(
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self._trading.close_all_positions, cancel_orders=cancel_orders
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)
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return [_serialize(r) for r in resp]
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# ── Clock / calendar ────────────────────────────────────────
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async def get_clock(self) -> dict:
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clock = await self._run(self._trading.get_clock)
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return _serialize(clock)
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async def get_calendar(
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self, start: str | None = None, end: str | None = None
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) -> list[dict]:
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from alpaca.trading.requests import GetCalendarRequest
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kwargs: dict[str, Any] = {}
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if start:
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kwargs["start"] = _dt.date.fromisoformat(start)
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if end:
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kwargs["end"] = _dt.date.fromisoformat(end)
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req = GetCalendarRequest(**kwargs) if kwargs else None
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cal = await self._run(
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self._trading.get_calendar, filters=req
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) if req else await self._run(self._trading.get_calendar)
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return [_serialize(c) for c in cal]
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@@ -0,0 +1,56 @@
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"""Leverage cap server-side per place_order.
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Cap letto dal secret JSON via campo `max_leverage`. Default 1 (cash) se assente.
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"""
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from __future__ import annotations
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from fastapi import HTTPException
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def get_max_leverage(creds: dict) -> int:
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"""Legge max_leverage dal secret. Default 1 se mancante."""
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raw = creds.get("max_leverage", 1)
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try:
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value = int(raw)
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except (TypeError, ValueError):
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value = 1
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return max(1, value)
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|
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def enforce_leverage(
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requested: int | float | None,
|
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*,
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creds: dict,
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exchange: str,
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) -> int:
|
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"""Verifica e applica leverage cap. Ritorna leverage applicabile.
|
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|
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Solleva HTTPException(403, LEVERAGE_CAP_EXCEEDED) se requested > cap.
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Se requested is None, applica il cap come default.
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"""
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cap = get_max_leverage(creds)
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if requested is None:
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return cap
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lev = int(requested)
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if lev < 1:
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raise HTTPException(
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status_code=403,
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detail={
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"error": "LEVERAGE_CAP_EXCEEDED",
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"exchange": exchange,
|
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"requested": lev,
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"max": cap,
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"reason": "leverage must be >= 1",
|
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},
|
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)
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if lev > cap:
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raise HTTPException(
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status_code=403,
|
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detail={
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"error": "LEVERAGE_CAP_EXCEEDED",
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"exchange": exchange,
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"requested": lev,
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"max": cap,
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||||
},
|
||||
)
|
||||
return lev
|
||||
@@ -0,0 +1,279 @@
|
||||
"""Tool alpaca V2: pydantic schemas + async functions.
|
||||
|
||||
Ogni funzione prende (client: AlpacaClient, params: <Req>) e restituisce
|
||||
un dict (o list[dict]). Pure logica, no FastAPI dependency, no ACL.
|
||||
L'autenticazione bearer è gestita dal middleware in cerbero_mcp.auth;
|
||||
l'audit verrà cablato dal router via request.state.environment.
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any
|
||||
|
||||
from pydantic import BaseModel
|
||||
|
||||
from cerbero_mcp.exchanges.alpaca.client import AlpacaClient
|
||||
from cerbero_mcp.exchanges.alpaca.leverage_cap import get_max_leverage
|
||||
|
||||
# === Schemas: reads ===
|
||||
|
||||
|
||||
class GetAccountReq(BaseModel):
|
||||
pass
|
||||
|
||||
|
||||
class GetPositionsReq(BaseModel):
|
||||
pass
|
||||
|
||||
|
||||
class GetActivitiesReq(BaseModel):
|
||||
limit: int = 50
|
||||
|
||||
|
||||
class GetAssetsReq(BaseModel):
|
||||
asset_class: str = "stocks"
|
||||
status: str = "active"
|
||||
|
||||
|
||||
class GetTickerReq(BaseModel):
|
||||
symbol: str
|
||||
asset_class: str = "stocks"
|
||||
|
||||
|
||||
class GetBarsReq(BaseModel):
|
||||
symbol: str
|
||||
asset_class: str = "stocks"
|
||||
interval: str = "1d"
|
||||
start: str | None = None
|
||||
end: str | None = None
|
||||
limit: int = 1000
|
||||
|
||||
|
||||
class GetSnapshotReq(BaseModel):
|
||||
symbol: str
|
||||
|
||||
|
||||
class GetOptionChainReq(BaseModel):
|
||||
underlying: str
|
||||
expiry: str | None = None
|
||||
|
||||
|
||||
class GetOpenOrdersReq(BaseModel):
|
||||
limit: int = 50
|
||||
|
||||
|
||||
class GetClockReq(BaseModel):
|
||||
pass
|
||||
|
||||
|
||||
class GetCalendarReq(BaseModel):
|
||||
start: str | None = None
|
||||
end: str | None = None
|
||||
|
||||
|
||||
# === Schemas: writes ===
|
||||
|
||||
|
||||
class PlaceOrderReq(BaseModel):
|
||||
symbol: str
|
||||
side: str # "buy" | "sell"
|
||||
qty: float | None = None
|
||||
notional: float | None = None
|
||||
order_type: str = "market"
|
||||
limit_price: float | None = None
|
||||
stop_price: float | None = None
|
||||
tif: str = "day"
|
||||
asset_class: str = "stocks"
|
||||
|
||||
model_config = {
|
||||
"json_schema_extra": {
|
||||
"examples": [
|
||||
{
|
||||
"summary": "Market buy 1 share AAPL",
|
||||
"value": {
|
||||
"symbol": "AAPL",
|
||||
"side": "buy",
|
||||
"qty": 1,
|
||||
"order_type": "market",
|
||||
"asset_class": "stocks",
|
||||
},
|
||||
}
|
||||
]
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
class AmendOrderReq(BaseModel):
|
||||
order_id: str
|
||||
qty: float | None = None
|
||||
limit_price: float | None = None
|
||||
stop_price: float | None = None
|
||||
tif: str | None = None
|
||||
|
||||
|
||||
class CancelOrderReq(BaseModel):
|
||||
order_id: str
|
||||
|
||||
|
||||
class CancelAllOrdersReq(BaseModel):
|
||||
pass
|
||||
|
||||
|
||||
class ClosePositionReq(BaseModel):
|
||||
symbol: str
|
||||
qty: float | None = None
|
||||
percentage: float | None = None
|
||||
|
||||
|
||||
class CloseAllPositionsReq(BaseModel):
|
||||
cancel_orders: bool = True
|
||||
|
||||
|
||||
# === Tools (reads) ===
|
||||
|
||||
|
||||
async def environment_info(
|
||||
client: AlpacaClient, *, creds: dict, env_info: Any | None = None
|
||||
) -> dict:
|
||||
if env_info is None:
|
||||
return {
|
||||
"exchange": "alpaca",
|
||||
"environment": "testnet" if getattr(client, "paper", True) else "mainnet",
|
||||
"source": "credentials",
|
||||
"env_value": None,
|
||||
"base_url": getattr(client, "base_url", None),
|
||||
"max_leverage": get_max_leverage(creds),
|
||||
}
|
||||
return {
|
||||
"exchange": env_info.exchange,
|
||||
"environment": env_info.environment,
|
||||
"source": env_info.source,
|
||||
"env_value": env_info.env_value,
|
||||
"base_url": env_info.base_url,
|
||||
"max_leverage": get_max_leverage(creds),
|
||||
}
|
||||
|
||||
|
||||
async def get_account(client: AlpacaClient, params: GetAccountReq) -> dict:
|
||||
return await client.get_account()
|
||||
|
||||
|
||||
async def get_positions(
|
||||
client: AlpacaClient, params: GetPositionsReq
|
||||
) -> dict:
|
||||
return {"positions": await client.get_positions()}
|
||||
|
||||
|
||||
async def get_activities(
|
||||
client: AlpacaClient, params: GetActivitiesReq
|
||||
) -> dict:
|
||||
return {"activities": await client.get_activities(params.limit)}
|
||||
|
||||
|
||||
async def get_assets(client: AlpacaClient, params: GetAssetsReq) -> dict:
|
||||
return {
|
||||
"assets": await client.get_assets(params.asset_class, params.status)
|
||||
}
|
||||
|
||||
|
||||
async def get_ticker(client: AlpacaClient, params: GetTickerReq) -> dict:
|
||||
return await client.get_ticker(params.symbol, params.asset_class)
|
||||
|
||||
|
||||
async def get_bars(client: AlpacaClient, params: GetBarsReq) -> dict:
|
||||
return await client.get_bars(
|
||||
params.symbol,
|
||||
params.asset_class,
|
||||
params.interval,
|
||||
params.start,
|
||||
params.end,
|
||||
params.limit,
|
||||
)
|
||||
|
||||
|
||||
async def get_snapshot(
|
||||
client: AlpacaClient, params: GetSnapshotReq
|
||||
) -> dict:
|
||||
return await client.get_snapshot(params.symbol)
|
||||
|
||||
|
||||
async def get_option_chain(
|
||||
client: AlpacaClient, params: GetOptionChainReq
|
||||
) -> dict:
|
||||
return await client.get_option_chain(params.underlying, params.expiry)
|
||||
|
||||
|
||||
async def get_open_orders(
|
||||
client: AlpacaClient, params: GetOpenOrdersReq
|
||||
) -> dict:
|
||||
return {"orders": await client.get_open_orders(params.limit)}
|
||||
|
||||
|
||||
async def get_clock(client: AlpacaClient, params: GetClockReq) -> dict:
|
||||
return await client.get_clock()
|
||||
|
||||
|
||||
async def get_calendar(
|
||||
client: AlpacaClient, params: GetCalendarReq
|
||||
) -> dict:
|
||||
return {"calendar": await client.get_calendar(params.start, params.end)}
|
||||
|
||||
|
||||
# === Tools (writes) ===
|
||||
|
||||
|
||||
async def place_order(
|
||||
client: AlpacaClient, params: PlaceOrderReq, *, creds: dict
|
||||
) -> dict:
|
||||
# Alpaca: cap default 1 (cash account). Niente leverage parametro;
|
||||
# cap presente per coerenza con altri exchange e per audit.
|
||||
return await client.place_order(
|
||||
symbol=params.symbol,
|
||||
side=params.side,
|
||||
qty=params.qty,
|
||||
notional=params.notional,
|
||||
order_type=params.order_type,
|
||||
limit_price=params.limit_price,
|
||||
stop_price=params.stop_price,
|
||||
tif=params.tif,
|
||||
asset_class=params.asset_class,
|
||||
)
|
||||
|
||||
|
||||
async def amend_order(
|
||||
client: AlpacaClient, params: AmendOrderReq
|
||||
) -> dict:
|
||||
return await client.amend_order(
|
||||
params.order_id,
|
||||
params.qty,
|
||||
params.limit_price,
|
||||
params.stop_price,
|
||||
params.tif,
|
||||
)
|
||||
|
||||
|
||||
async def cancel_order(
|
||||
client: AlpacaClient, params: CancelOrderReq
|
||||
) -> dict:
|
||||
return await client.cancel_order(params.order_id)
|
||||
|
||||
|
||||
async def cancel_all_orders(
|
||||
client: AlpacaClient, params: CancelAllOrdersReq
|
||||
) -> dict:
|
||||
return {"canceled": await client.cancel_all_orders()}
|
||||
|
||||
|
||||
async def close_position(
|
||||
client: AlpacaClient, params: ClosePositionReq
|
||||
) -> dict:
|
||||
return await client.close_position(
|
||||
params.symbol, params.qty, params.percentage
|
||||
)
|
||||
|
||||
|
||||
async def close_all_positions(
|
||||
client: AlpacaClient, params: CloseAllPositionsReq
|
||||
) -> dict:
|
||||
return {
|
||||
"closed": await client.close_all_positions(params.cancel_orders)
|
||||
}
|
||||
Reference in New Issue
Block a user