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
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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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