feat(V2): migrazione bybit completa (client, tools, router, test, builder)

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
AdrianoDev
2026-04-30 18:31:51 +02:00
parent a8d970233e
commit 5e42ce9c69
11 changed files with 2126 additions and 0 deletions
+8
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@@ -19,4 +19,12 @@ async def build_client(
client_secret=settings.deribit.client_secret.get_secret_value(),
testnet=(env == "testnet"),
)
if exchange == "bybit":
from cerbero_mcp.exchanges.bybit.client import BybitClient
return BybitClient(
api_key=settings.bybit.api_key,
api_secret=settings.bybit.api_secret.get_secret_value(),
testnet=(env == "testnet"),
)
raise ValueError(f"unsupported exchange: {exchange}")
+672
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@@ -0,0 +1,672 @@
from __future__ import annotations
import asyncio
from typing import Any
from cerbero_mcp.common import indicators as ind
from cerbero_mcp.common import microstructure as micro
from pybit.unified_trading import HTTP
def _f(v: Any) -> float | None:
try:
return float(v)
except (TypeError, ValueError):
return None
def _i(v: Any) -> int | None:
try:
return int(v)
except (TypeError, ValueError):
return None
class BybitClient:
def __init__(
self,
api_key: str,
api_secret: str,
testnet: bool = True,
http: Any | None = None,
) -> None:
self.api_key = api_key
self.api_secret = api_secret
self.testnet = testnet
self._http = http or HTTP(
api_key=api_key,
api_secret=api_secret,
testnet=testnet,
)
async def _run(self, fn, /, **kwargs):
return await asyncio.to_thread(fn, **kwargs)
@staticmethod
def _parse_ticker(row: dict) -> dict:
return {
"symbol": row.get("symbol"),
"last_price": _f(row.get("lastPrice")),
"mark_price": _f(row.get("markPrice")),
"bid": _f(row.get("bid1Price")),
"ask": _f(row.get("ask1Price")),
"volume_24h": _f(row.get("volume24h")),
"turnover_24h": _f(row.get("turnover24h")),
"funding_rate": _f(row.get("fundingRate")),
"open_interest": _f(row.get("openInterest")),
}
async def get_ticker(self, symbol: str, category: str = "linear") -> dict:
resp = await self._run(
self._http.get_tickers, category=category, symbol=symbol
)
rows = (resp.get("result") or {}).get("list") or []
if not rows:
return {"symbol": symbol, "error": "not_found"}
return self._parse_ticker(rows[0])
async def get_ticker_batch(
self, symbols: list[str], category: str = "linear"
) -> dict[str, dict]:
out: dict[str, dict] = {}
for sym in symbols:
out[sym] = await self.get_ticker(sym, category=category)
return out
async def get_orderbook(
self, symbol: str, category: str = "linear", limit: int = 50
) -> dict:
resp = await self._run(
self._http.get_orderbook, category=category, symbol=symbol, limit=limit
)
r = resp.get("result") or {}
return {
"symbol": r.get("s"),
"bids": [[float(p), float(q)] for p, q in (r.get("b") or [])],
"asks": [[float(p), float(q)] for p, q in (r.get("a") or [])],
"timestamp": r.get("ts"),
}
async def get_historical(
self,
symbol: str,
category: str = "linear",
interval: str = "60",
start: int | None = None,
end: int | None = None,
limit: int = 1000,
) -> dict:
kwargs = dict(
category=category,
symbol=symbol,
interval=interval,
limit=limit,
)
if start is not None:
kwargs["start"] = start
if end is not None:
kwargs["end"] = end
resp = await self._run(self._http.get_kline, **kwargs)
rows = (resp.get("result") or {}).get("list") or []
rows_sorted = sorted(rows, key=lambda r: int(r[0]))
candles = [
{
"timestamp": int(r[0]),
"open": float(r[1]),
"high": float(r[2]),
"low": float(r[3]),
"close": float(r[4]),
"volume": float(r[5]),
}
for r in rows_sorted
]
return {"symbol": symbol, "candles": candles}
async def get_indicators(
self,
symbol: str,
category: str = "linear",
indicators: list[str] | None = None,
interval: str = "60",
start: int | None = None,
end: int | None = None,
) -> dict:
indicators = indicators or ["rsi", "atr", "macd", "adx"]
historical = await self.get_historical(
symbol, category=category, interval=interval, start=start, end=end
)
candles = historical.get("candles", [])
closes = [c["close"] for c in candles]
highs = [c["high"] for c in candles]
lows = [c["low"] for c in candles]
out: dict[str, Any] = {"symbol": symbol, "category": category}
for name in indicators:
n = name.lower()
if n == "sma":
out["sma"] = ind.sma(closes, 20)
elif n == "rsi":
out["rsi"] = ind.rsi(closes)
elif n == "atr":
out["atr"] = ind.atr(highs, lows, closes)
elif n == "macd":
out["macd"] = ind.macd(closes)
elif n == "adx":
out["adx"] = ind.adx(highs, lows, closes)
else:
out[n] = None
return out
async def get_funding_rate(self, symbol: str, category: str = "linear") -> dict:
resp = await self._run(
self._http.get_tickers, category=category, symbol=symbol
)
rows = (resp.get("result") or {}).get("list") or []
if not rows:
return {"symbol": symbol, "error": "not_found"}
row = rows[0]
return {
"symbol": row.get("symbol"),
"funding_rate": _f(row.get("fundingRate")),
"next_funding_time": _i(row.get("nextFundingTime")),
}
async def get_funding_history(
self, symbol: str, category: str = "linear", limit: int = 100
) -> dict:
resp = await self._run(
self._http.get_funding_rate_history,
category=category, symbol=symbol, limit=limit,
)
rows = (resp.get("result") or {}).get("list") or []
hist = [
{
"timestamp": int(r.get("fundingRateTimestamp", 0)),
"rate": float(r.get("fundingRate", 0)),
}
for r in rows
]
return {"symbol": symbol, "history": hist}
async def get_open_interest(
self,
symbol: str,
category: str = "linear",
interval: str = "5min",
limit: int = 288,
) -> dict:
resp = await self._run(
self._http.get_open_interest,
category=category, symbol=symbol, intervalTime=interval, limit=limit,
)
rows = (resp.get("result") or {}).get("list") or []
points = [
{
"timestamp": int(r.get("timestamp", 0)),
"oi": float(r.get("openInterest", 0)),
}
for r in rows
]
current_oi = points[0]["oi"] if points else None
return {
"symbol": symbol,
"category": category,
"interval": interval,
"current_oi": current_oi,
"points": points,
}
async def get_instruments(self, category: str = "linear", symbol: str | None = None) -> dict:
kwargs: dict[str, Any] = {"category": category}
if symbol:
kwargs["symbol"] = symbol
resp = await self._run(self._http.get_instruments_info, **kwargs)
rows = (resp.get("result") or {}).get("list") or []
instruments = []
for r in rows:
pf = r.get("priceFilter") or {}
lf = r.get("lotSizeFilter") or {}
instruments.append({
"symbol": r.get("symbol"),
"status": r.get("status"),
"base_coin": r.get("baseCoin"),
"quote_coin": r.get("quoteCoin"),
"tick_size": _f(pf.get("tickSize")),
"qty_step": _f(lf.get("qtyStep")),
"min_qty": _f(lf.get("minOrderQty")),
})
return {"category": category, "instruments": instruments}
async def get_option_chain(self, base_coin: str, expiry: str | None = None) -> dict:
kwargs: dict[str, Any] = {"category": "option", "baseCoin": base_coin.upper()}
resp = await self._run(self._http.get_instruments_info, **kwargs)
rows = (resp.get("result") or {}).get("list") or []
options = []
for r in rows:
delivery = r.get("deliveryTime")
if expiry and expiry not in r.get("symbol", ""):
continue
options.append({
"symbol": r.get("symbol"),
"base_coin": r.get("baseCoin"),
"settle_coin": r.get("settleCoin"),
"type": r.get("optionsType"),
"launch_time": int(r.get("launchTime", 0)),
"delivery_time": int(delivery) if delivery else None,
})
return {"base_coin": base_coin.upper(), "options": options}
async def get_positions(
self, category: str = "linear", settle_coin: str = "USDT"
) -> list[dict]:
kwargs: dict[str, Any] = {"category": category}
if category in ("linear", "inverse"):
kwargs["settleCoin"] = settle_coin
resp = await self._run(self._http.get_positions, **kwargs)
rows = (resp.get("result") or {}).get("list") or []
out = []
for r in rows:
out.append({
"symbol": r.get("symbol"),
"side": r.get("side"),
"size": _f(r.get("size")),
"entry_price": _f(r.get("avgPrice")),
"unrealized_pnl": _f(r.get("unrealisedPnl")),
"leverage": _f(r.get("leverage")),
"liquidation_price": _f(r.get("liqPrice")),
"position_value": _f(r.get("positionValue")),
})
return out
async def get_account_summary(self, account_type: str = "UNIFIED") -> dict:
resp = await self._run(
self._http.get_wallet_balance, accountType=account_type
)
rows = (resp.get("result") or {}).get("list") or []
if not rows:
return {"error": "no_account"}
a = rows[0]
coins = []
for c in a.get("coin") or []:
coins.append({
"coin": c.get("coin"),
"wallet_balance": _f(c.get("walletBalance")),
"equity": _f(c.get("equity")),
})
return {
"account_type": a.get("accountType"),
"equity": _f(a.get("totalEquity")),
"wallet_balance": _f(a.get("totalWalletBalance")),
"margin_balance": _f(a.get("totalMarginBalance")),
"available_balance": _f(a.get("totalAvailableBalance")),
"unrealized_pnl": _f(a.get("totalPerpUPL")),
"coins": coins,
}
async def get_trade_history(
self, category: str = "linear", limit: int = 50
) -> list[dict]:
resp = await self._run(
self._http.get_executions, category=category, limit=limit
)
rows = (resp.get("result") or {}).get("list") or []
return [
{
"symbol": r.get("symbol"),
"side": r.get("side"),
"size": _f(r.get("execQty")),
"price": _f(r.get("execPrice")),
"fee": _f(r.get("execFee")),
"timestamp": _i(r.get("execTime")),
"order_id": r.get("orderId"),
}
for r in rows
]
async def get_open_orders(
self,
category: str = "linear",
symbol: str | None = None,
settle_coin: str = "USDT",
) -> list[dict]:
kwargs: dict[str, Any] = {"category": category}
if category in ("linear", "inverse") and not symbol:
kwargs["settleCoin"] = settle_coin
if symbol:
kwargs["symbol"] = symbol
resp = await self._run(self._http.get_open_orders, **kwargs)
rows = (resp.get("result") or {}).get("list") or []
return [
{
"order_id": r.get("orderId"),
"symbol": r.get("symbol"),
"side": r.get("side"),
"qty": _f(r.get("qty")),
"price": _f(r.get("price")),
"type": r.get("orderType"),
"status": r.get("orderStatus"),
"reduce_only": bool(r.get("reduceOnly")),
}
for r in rows
]
async def get_orderbook_imbalance(
self,
symbol: str,
category: str = "linear",
depth: int = 10,
) -> dict:
"""Microstructure: bid/ask imbalance ratio + microprice + slope."""
ob = await self.get_orderbook(symbol=symbol, category=category, limit=max(depth, 50))
result = micro.orderbook_imbalance(ob.get("bids") or [], ob.get("asks") or [], depth=depth)
return {
"symbol": symbol,
"category": category,
"depth": depth,
**result,
"timestamp": ob.get("timestamp"),
}
async def get_basis_term_structure(self, asset: str) -> dict:
"""Basis curve futures (dated) vs perp + spot. Filtra contratti future
BTCUSDT / ETHUSDT con scadenza, calcola annualized basis per ognuno.
"""
import datetime as _dt
asset = asset.upper()
spot = await self.get_ticker(f"{asset}USDT", category="spot")
perp = await self.get_ticker(f"{asset}USDT", category="linear")
sp = spot.get("last_price")
pp = perp.get("last_price")
# Lista futures dated (linear/inverse)
instr = await self.get_instruments(category="linear")
items = (instr.get("instruments") or [])
futures = [
x for x in items
if x.get("symbol", "").startswith(f"{asset}-") or x.get("symbol", "").startswith(f"{asset}USDT-")
]
rows: list[dict[str, Any]] = []
if sp:
now_ms = int(_dt.datetime.now(_dt.UTC).timestamp() * 1000)
for f in futures[:10]:
tk = await self.get_ticker(f["symbol"], category="linear")
fp = tk.get("last_price")
expiry_ms = f.get("delivery_time")
if not fp or not expiry_ms:
continue
days = max((int(expiry_ms) - now_ms) / 86_400_000, 1)
basis_pct = 100.0 * (fp - sp) / sp
annualized = basis_pct * 365.0 / days
rows.append({
"symbol": f["symbol"],
"expiry_ms": int(expiry_ms),
"days_to_expiry": round(days, 2),
"future_price": fp,
"basis_pct": round(basis_pct, 4),
"annualized_basis_pct": round(annualized, 4),
})
rows.sort(key=lambda r: r["days_to_expiry"])
return {
"asset": asset,
"spot_price": sp,
"perp_price": pp,
"perp_basis_pct": round(100.0 * (pp - sp) / sp, 4) if (sp and pp) else None,
"term_structure": rows,
"data_timestamp": _dt.datetime.now(_dt.UTC).isoformat(),
}
async def get_basis_spot_perp(self, asset: str) -> dict:
asset = asset.upper()
symbol = f"{asset}USDT"
spot = await self.get_ticker(symbol, category="spot")
perp = await self.get_ticker(symbol, category="linear")
sp = spot.get("last_price")
pp = perp.get("last_price")
basis_abs = basis_pct = None
if sp and pp:
basis_abs = pp - sp
basis_pct = 100.0 * basis_abs / sp
return {
"asset": asset,
"symbol": symbol,
"spot_price": sp,
"perp_price": pp,
"basis_abs": basis_abs,
"basis_pct": basis_pct,
"funding_rate": perp.get("funding_rate"),
}
def _envelope(self, resp: dict, payload: dict) -> dict:
code = resp.get("retCode", 0)
if code != 0:
return {"error": resp.get("retMsg", "bybit_error"), "code": code}
return payload
async def place_order(
self,
category: str,
symbol: str,
side: str,
qty: float,
order_type: str = "Limit",
price: float | None = None,
tif: str = "GTC",
reduce_only: bool = False,
position_idx: int | None = None,
) -> dict:
kwargs: dict[str, Any] = {
"category": category,
"symbol": symbol,
"side": side,
"qty": str(qty),
"orderType": order_type,
"timeInForce": tif,
"reduceOnly": reduce_only,
}
if price is not None:
kwargs["price"] = str(price)
if position_idx is not None:
kwargs["positionIdx"] = position_idx
if category == "option":
import uuid
kwargs["orderLinkId"] = f"cerbero-{uuid.uuid4().hex[:16]}"
resp = await self._run(self._http.place_order, **kwargs)
r = resp.get("result") or {}
return self._envelope(resp, {
"order_id": r.get("orderId"),
"order_link_id": r.get("orderLinkId"),
"status": "submitted",
})
async def place_combo_order(
self,
category: str,
legs: list[dict[str, Any]],
) -> dict:
"""Atomic multi-leg via /v5/order/create-batch (Bybit option only).
Bybit supporta batch_order solo su category='option'. Per perp/linear
usare loop di place_order (non atomic).
legs: [{symbol, side, qty, order_type, price?, tif?, reduce_only?}].
"""
if category != "option":
raise ValueError("place_combo_order: Bybit batch_order è disponibile solo su category='option'")
if len(legs) < 2:
raise ValueError("combo requires at least 2 legs")
import uuid
request: list[dict[str, Any]] = []
for leg in legs:
entry: dict[str, Any] = {
"symbol": leg["symbol"],
"side": leg["side"],
"qty": str(leg["qty"]),
"orderType": leg.get("order_type", "Limit"),
"timeInForce": leg.get("tif", "GTC"),
"reduceOnly": leg.get("reduce_only", False),
"orderLinkId": f"cerbero-{uuid.uuid4().hex[:16]}",
}
if leg.get("price") is not None:
entry["price"] = str(leg["price"])
request.append(entry)
resp = await self._run(self._http.place_batch_order, category=category, request=request)
result_list = (resp.get("result") or {}).get("list") or []
orders = [
{
"order_id": r.get("orderId"),
"order_link_id": r.get("orderLinkId"),
"status": "submitted",
}
for r in result_list
]
return self._envelope(resp, {"orders": orders})
async def amend_order(
self,
category: str,
symbol: str,
order_id: str,
new_qty: float | None = None,
new_price: float | None = None,
) -> dict:
kwargs: dict[str, Any] = {
"category": category,
"symbol": symbol,
"orderId": order_id,
}
if new_qty is not None:
kwargs["qty"] = str(new_qty)
if new_price is not None:
kwargs["price"] = str(new_price)
resp = await self._run(self._http.amend_order, **kwargs)
r = resp.get("result") or {}
return self._envelope(resp, {
"order_id": r.get("orderId", order_id),
"status": "amended",
})
async def cancel_order(
self, category: str, symbol: str, order_id: str
) -> dict:
resp = await self._run(
self._http.cancel_order,
category=category, symbol=symbol, orderId=order_id,
)
r = resp.get("result") or {}
return self._envelope(resp, {
"order_id": r.get("orderId", order_id),
"status": "cancelled",
})
async def cancel_all_orders(
self, category: str, symbol: str | None = None
) -> dict:
kwargs: dict[str, Any] = {"category": category}
if symbol:
kwargs["symbol"] = symbol
resp = await self._run(self._http.cancel_all_orders, **kwargs)
r = resp.get("result") or {}
ids = [x.get("orderId") for x in (r.get("list") or [])]
return self._envelope(resp, {
"cancelled_ids": ids,
"count": len(ids),
})
async def set_stop_loss(
self, category: str, symbol: str, stop_loss: float,
position_idx: int = 0,
) -> dict:
resp = await self._run(
self._http.set_trading_stop,
category=category, symbol=symbol,
stopLoss=str(stop_loss), positionIdx=position_idx,
)
return self._envelope(resp, {
"symbol": symbol, "stop_loss": stop_loss,
"status": "stop_loss_set",
})
async def set_take_profit(
self, category: str, symbol: str, take_profit: float,
position_idx: int = 0,
) -> dict:
resp = await self._run(
self._http.set_trading_stop,
category=category, symbol=symbol,
takeProfit=str(take_profit), positionIdx=position_idx,
)
return self._envelope(resp, {
"symbol": symbol, "take_profit": take_profit,
"status": "take_profit_set",
})
async def close_position(self, category: str, symbol: str) -> dict:
positions = await self.get_positions(category=category)
target = next((p for p in positions if p["symbol"] == symbol and (p["size"] or 0) > 0), None)
if not target:
return {"error": "no_open_position", "symbol": symbol}
close_side = "Sell" if target["side"] == "Buy" else "Buy"
return await self.place_order(
category=category,
symbol=symbol,
side=close_side,
qty=target["size"],
order_type="Market",
reduce_only=True,
tif="IOC",
)
async def set_leverage(
self, category: str, symbol: str, leverage: int
) -> dict:
resp = await self._run(
self._http.set_leverage,
category=category, symbol=symbol,
buyLeverage=str(leverage), sellLeverage=str(leverage),
)
return self._envelope(resp, {
"symbol": symbol, "leverage": leverage,
"status": "leverage_set",
})
async def switch_position_mode(
self, category: str, symbol: str, mode: str
) -> dict:
mode_code = 3 if mode.lower() == "hedge" else 0
resp = await self._run(
self._http.switch_position_mode,
category=category, symbol=symbol, mode=mode_code,
)
return self._envelope(resp, {
"symbol": symbol, "mode": mode,
"status": "mode_switched",
})
async def transfer_asset(
self,
coin: str,
amount: float,
from_type: str,
to_type: str,
) -> dict:
import uuid
resp = await self._run(
self._http.create_internal_transfer,
transferId=str(uuid.uuid4()),
coin=coin,
amount=str(amount),
fromAccountType=from_type,
toAccountType=to_type,
)
r = resp.get("result") or {}
return self._envelope(resp, {
"transfer_id": r.get("transferId"),
"coin": coin,
"amount": amount,
"status": "submitted",
})
@@ -0,0 +1,56 @@
"""Leverage cap server-side per place_order.
Cap letto dal secret JSON via campo `max_leverage`. Default 1 (cash) se assente.
"""
from __future__ import annotations
from fastapi import HTTPException
def get_max_leverage(creds: dict) -> int:
"""Legge max_leverage dal secret. Default 1 se mancante."""
raw = creds.get("max_leverage", 1)
try:
value = int(raw)
except (TypeError, ValueError):
value = 1
return max(1, value)
def enforce_leverage(
requested: int | float | None,
*,
creds: dict,
exchange: str,
) -> int:
"""Verifica e applica leverage cap. Ritorna leverage applicabile.
Solleva HTTPException(403, LEVERAGE_CAP_EXCEEDED) se requested > cap.
Se requested is None, applica il cap come default.
"""
cap = get_max_leverage(creds)
if requested is None:
return cap
lev = int(requested)
if lev < 1:
raise HTTPException(
status_code=403,
detail={
"error": "LEVERAGE_CAP_EXCEEDED",
"exchange": exchange,
"requested": lev,
"max": cap,
"reason": "leverage must be >= 1",
},
)
if lev > cap:
raise HTTPException(
status_code=403,
detail={
"error": "LEVERAGE_CAP_EXCEEDED",
"exchange": exchange,
"requested": lev,
"max": cap,
},
)
return lev
+442
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@@ -0,0 +1,442 @@
"""Tool bybit V2: pydantic schemas + async functions.
Ogni funzione prende (client: BybitClient, params: <Req>) e restituisce
un dict (o un model Pydantic). 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, Field
from cerbero_mcp.exchanges.bybit.client import BybitClient
from cerbero_mcp.exchanges.bybit.leverage_cap import (
enforce_leverage as _enforce_leverage,
)
from cerbero_mcp.exchanges.bybit.leverage_cap import get_max_leverage
# === Schemas: reads ===
class TickerReq(BaseModel):
symbol: str
category: str = "linear"
class TickerBatchReq(BaseModel):
symbols: list[str]
category: str = "linear"
class OrderbookReq(BaseModel):
symbol: str
category: str = "linear"
limit: int = 50
class HistoricalReq(BaseModel):
symbol: str
category: str = "linear"
interval: str = "60"
start: int | None = None
end: int | None = None
limit: int = 1000
class IndicatorsReq(BaseModel):
symbol: str
category: str = "linear"
indicators: list[str] = ["rsi", "atr", "macd", "adx"]
interval: str = "60"
start: int | None = None
end: int | None = None
class FundingRateReq(BaseModel):
symbol: str
category: str = "linear"
class FundingHistoryReq(BaseModel):
symbol: str
category: str = "linear"
limit: int = 100
class OpenInterestReq(BaseModel):
symbol: str
category: str = "linear"
interval: str = "5min"
limit: int = 288
class InstrumentsReq(BaseModel):
category: str = "linear"
symbol: str | None = None
class OptionChainReq(BaseModel):
base_coin: str
expiry: str | None = None
class PositionsReq(BaseModel):
category: str = "linear"
class AccountSummaryReq(BaseModel):
pass
class TradeHistoryReq(BaseModel):
category: str = "linear"
limit: int = 50
class OpenOrdersReq(BaseModel):
category: str = "linear"
symbol: str | None = None
class BasisSpotPerpReq(BaseModel):
asset: str
class OrderbookImbalanceReq(BaseModel):
symbol: str
category: str = "linear"
depth: int = 10
class BasisTermStructureReq(BaseModel):
asset: str
# === Schemas: writes ===
class PlaceOrderReq(BaseModel):
category: str
symbol: str
side: str
qty: float
order_type: str = "Limit"
price: float | None = None
tif: str = "GTC"
reduce_only: bool = False
position_idx: int | None = None
model_config = {
"json_schema_extra": {
"examples": [
{
"summary": "Market buy 0.01 BTCUSDT linear perp",
"value": {
"category": "linear",
"symbol": "BTCUSDT",
"side": "Buy",
"qty": 0.01,
"order_type": "Market",
},
}
]
}
}
class ComboLegReq(BaseModel):
symbol: str
side: str
qty: float
order_type: str = "Limit"
price: float | None = None
tif: str = "GTC"
reduce_only: bool = False
class PlaceComboOrderReq(BaseModel):
category: str = "option"
legs: list[ComboLegReq] = Field(..., min_length=2)
class AmendOrderReq(BaseModel):
category: str
symbol: str
order_id: str
new_qty: float | None = None
new_price: float | None = None
class CancelOrderReq(BaseModel):
category: str
symbol: str
order_id: str
class CancelAllReq(BaseModel):
category: str
symbol: str | None = None
class SetStopLossReq(BaseModel):
category: str
symbol: str
stop_loss: float
position_idx: int = 0
class SetTakeProfitReq(BaseModel):
category: str
symbol: str
take_profit: float
position_idx: int = 0
class ClosePositionReq(BaseModel):
category: str
symbol: str
class SetLeverageReq(BaseModel):
category: str
symbol: str
leverage: int
class SwitchModeReq(BaseModel):
category: str
symbol: str
mode: str
class TransferReq(BaseModel):
coin: str
amount: float
from_type: str
to_type: str
# === Tools (reads) ===
async def environment_info(
client: BybitClient, *, creds: dict, env_info: Any | None = None
) -> dict:
if env_info is None:
return {
"exchange": "bybit",
"environment": "testnet" if client.testnet 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_ticker(client: BybitClient, params: TickerReq) -> dict:
return await client.get_ticker(params.symbol, params.category)
async def get_ticker_batch(client: BybitClient, params: TickerBatchReq) -> dict:
return await client.get_ticker_batch(params.symbols, params.category)
async def get_orderbook(client: BybitClient, params: OrderbookReq) -> dict:
return await client.get_orderbook(params.symbol, params.category, params.limit)
async def get_historical(client: BybitClient, params: HistoricalReq) -> dict:
return await client.get_historical(
params.symbol,
params.category,
params.interval,
params.start,
params.end,
params.limit,
)
async def get_indicators(client: BybitClient, params: IndicatorsReq) -> dict:
return await client.get_indicators(
params.symbol,
params.category,
params.indicators,
params.interval,
params.start,
params.end,
)
async def get_funding_rate(client: BybitClient, params: FundingRateReq) -> dict:
return await client.get_funding_rate(params.symbol, params.category)
async def get_funding_history(client: BybitClient, params: FundingHistoryReq) -> dict:
return await client.get_funding_history(
params.symbol, params.category, params.limit
)
async def get_open_interest(client: BybitClient, params: OpenInterestReq) -> dict:
return await client.get_open_interest(
params.symbol, params.category, params.interval, params.limit
)
async def get_instruments(client: BybitClient, params: InstrumentsReq) -> dict:
return await client.get_instruments(params.category, params.symbol)
async def get_option_chain(client: BybitClient, params: OptionChainReq) -> dict:
return await client.get_option_chain(params.base_coin, params.expiry)
async def get_positions(client: BybitClient, params: PositionsReq) -> dict:
return {"positions": await client.get_positions(params.category)}
async def get_account_summary(
client: BybitClient, params: AccountSummaryReq
) -> dict:
return await client.get_account_summary()
async def get_trade_history(client: BybitClient, params: TradeHistoryReq) -> dict:
return {
"trades": await client.get_trade_history(params.category, params.limit)
}
async def get_open_orders(client: BybitClient, params: OpenOrdersReq) -> dict:
return {
"orders": await client.get_open_orders(params.category, params.symbol)
}
async def get_basis_spot_perp(client: BybitClient, params: BasisSpotPerpReq) -> dict:
return await client.get_basis_spot_perp(params.asset)
async def get_orderbook_imbalance(
client: BybitClient, params: OrderbookImbalanceReq
) -> dict:
return await client.get_orderbook_imbalance(
params.symbol, params.category, params.depth
)
async def get_basis_term_structure(
client: BybitClient, params: BasisTermStructureReq
) -> dict:
return await client.get_basis_term_structure(params.asset)
# === Tools (writes) ===
async def place_order(
client: BybitClient, params: PlaceOrderReq, *, creds: dict
) -> dict:
# Bybit non ha leverage_cap parametro per place_order; cap applicato a set_leverage.
result = await client.place_order(
category=params.category,
symbol=params.symbol,
side=params.side,
qty=params.qty,
order_type=params.order_type,
price=params.price,
tif=params.tif,
reduce_only=params.reduce_only,
position_idx=params.position_idx,
)
# TODO V2: wire audit via request.state.environment in router
return result
async def place_combo_order(
client: BybitClient, params: PlaceComboOrderReq, *, creds: dict
) -> dict:
result = await client.place_combo_order(
category=params.category,
legs=[leg.model_dump() for leg in params.legs],
)
# TODO V2: wire audit via request.state.environment in router
return result
async def amend_order(client: BybitClient, params: AmendOrderReq) -> dict:
result = await client.amend_order(
params.category,
params.symbol,
params.order_id,
params.new_qty,
params.new_price,
)
return result
async def cancel_order(client: BybitClient, params: CancelOrderReq) -> dict:
result = await client.cancel_order(
params.category, params.symbol, params.order_id
)
return result
async def cancel_all_orders(client: BybitClient, params: CancelAllReq) -> dict:
result = await client.cancel_all_orders(params.category, params.symbol)
return result
async def set_stop_loss(client: BybitClient, params: SetStopLossReq) -> dict:
result = await client.set_stop_loss(
params.category, params.symbol, params.stop_loss, params.position_idx
)
return result
async def set_take_profit(client: BybitClient, params: SetTakeProfitReq) -> dict:
result = await client.set_take_profit(
params.category, params.symbol, params.take_profit, params.position_idx
)
return result
async def close_position(client: BybitClient, params: ClosePositionReq) -> dict:
result = await client.close_position(params.category, params.symbol)
return result
async def set_leverage(
client: BybitClient, params: SetLeverageReq, *, creds: dict
) -> dict:
_enforce_leverage(params.leverage, creds=creds, exchange="bybit")
result = await client.set_leverage(
params.category, params.symbol, params.leverage
)
return result
async def switch_position_mode(
client: BybitClient, params: SwitchModeReq
) -> dict:
result = await client.switch_position_mode(
params.category, params.symbol, params.mode
)
return result
async def transfer_asset(client: BybitClient, params: TransferReq) -> dict:
result = await client.transfer_asset(
params.coin, params.amount, params.from_type, params.to_type
)
return result
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"""Router /mcp-bybit/* — DI per env, client e (write) creds.
Mappa 1:1 i tool di `cerbero_mcp.exchanges.bybit.tools` a endpoint
`POST /mcp-bybit/tools/{tool_name}`. L'autenticazione bearer è gestita
dal middleware in `cerbero_mcp.auth`; qui leggiamo solo `request.state.environment`.
"""
from __future__ import annotations
from typing import Literal
from fastapi import APIRouter, Depends, Request
from cerbero_mcp.client_registry import ClientRegistry
from cerbero_mcp.exchanges.bybit import tools as t
from cerbero_mcp.exchanges.bybit.client import BybitClient
Environment = Literal["testnet", "mainnet"]
def get_environment(request: Request) -> Environment:
return request.state.environment
async def get_bybit_client(
request: Request, env: Environment = Depends(get_environment)
) -> BybitClient:
registry: ClientRegistry = request.app.state.registry
return await registry.get("bybit", env)
def _build_creds(request: Request) -> dict:
"""Costruisce dict `creds` minimale per leverage cap / metadata.
Le credenziali vere sono già iniettate nel client da ClientRegistry;
qui passiamo solo il cap di leverage e l'api_key (metadata audit).
"""
settings = request.app.state.settings
return {
"max_leverage": settings.bybit.max_leverage,
"api_key": settings.bybit.api_key,
}
def make_router() -> APIRouter:
r = APIRouter(prefix="/mcp-bybit", tags=["bybit"])
# === READ tools ===
@r.post("/tools/environment_info")
async def _environment_info(
request: Request,
client: BybitClient = Depends(get_bybit_client),
):
creds = _build_creds(request)
return await t.environment_info(client, creds=creds)
@r.post("/tools/get_ticker")
async def _get_ticker(
params: t.TickerReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_ticker(client, params)
@r.post("/tools/get_ticker_batch")
async def _get_ticker_batch(
params: t.TickerBatchReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_ticker_batch(client, params)
@r.post("/tools/get_orderbook")
async def _get_orderbook(
params: t.OrderbookReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_orderbook(client, params)
@r.post("/tools/get_historical")
async def _get_historical(
params: t.HistoricalReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_historical(client, params)
@r.post("/tools/get_indicators")
async def _get_indicators(
params: t.IndicatorsReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_indicators(client, params)
@r.post("/tools/get_funding_rate")
async def _get_funding_rate(
params: t.FundingRateReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_funding_rate(client, params)
@r.post("/tools/get_funding_history")
async def _get_funding_history(
params: t.FundingHistoryReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_funding_history(client, params)
@r.post("/tools/get_open_interest")
async def _get_open_interest(
params: t.OpenInterestReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_open_interest(client, params)
@r.post("/tools/get_instruments")
async def _get_instruments(
params: t.InstrumentsReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_instruments(client, params)
@r.post("/tools/get_option_chain")
async def _get_option_chain(
params: t.OptionChainReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_option_chain(client, params)
@r.post("/tools/get_positions")
async def _get_positions(
params: t.PositionsReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_positions(client, params)
@r.post("/tools/get_account_summary")
async def _get_account_summary(
params: t.AccountSummaryReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_account_summary(client, params)
@r.post("/tools/get_trade_history")
async def _get_trade_history(
params: t.TradeHistoryReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_trade_history(client, params)
@r.post("/tools/get_open_orders")
async def _get_open_orders(
params: t.OpenOrdersReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_open_orders(client, params)
@r.post("/tools/get_basis_spot_perp")
async def _get_basis_spot_perp(
params: t.BasisSpotPerpReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_basis_spot_perp(client, params)
@r.post("/tools/get_orderbook_imbalance")
async def _get_orderbook_imbalance(
params: t.OrderbookImbalanceReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_orderbook_imbalance(client, params)
@r.post("/tools/get_basis_term_structure")
async def _get_basis_term_structure(
params: t.BasisTermStructureReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.get_basis_term_structure(client, params)
# === WRITE tools (richiedono creds per leverage cap / audit) ===
@r.post("/tools/place_order")
async def _place_order(
params: t.PlaceOrderReq,
request: Request,
client: BybitClient = Depends(get_bybit_client),
):
creds = _build_creds(request)
return await t.place_order(client, params, creds=creds)
@r.post("/tools/place_combo_order")
async def _place_combo_order(
params: t.PlaceComboOrderReq,
request: Request,
client: BybitClient = Depends(get_bybit_client),
):
creds = _build_creds(request)
return await t.place_combo_order(client, params, creds=creds)
@r.post("/tools/amend_order")
async def _amend_order(
params: t.AmendOrderReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.amend_order(client, params)
@r.post("/tools/cancel_order")
async def _cancel_order(
params: t.CancelOrderReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.cancel_order(client, params)
@r.post("/tools/cancel_all_orders")
async def _cancel_all_orders(
params: t.CancelAllReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.cancel_all_orders(client, params)
@r.post("/tools/set_stop_loss")
async def _set_stop_loss(
params: t.SetStopLossReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.set_stop_loss(client, params)
@r.post("/tools/set_take_profit")
async def _set_take_profit(
params: t.SetTakeProfitReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.set_take_profit(client, params)
@r.post("/tools/close_position")
async def _close_position(
params: t.ClosePositionReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.close_position(client, params)
@r.post("/tools/set_leverage")
async def _set_leverage(
params: t.SetLeverageReq,
request: Request,
client: BybitClient = Depends(get_bybit_client),
):
creds = _build_creds(request)
return await t.set_leverage(client, params, creds=creds)
@r.post("/tools/switch_position_mode")
async def _switch_position_mode(
params: t.SwitchModeReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.switch_position_mode(client, params)
@r.post("/tools/transfer_asset")
async def _transfer_asset(
params: t.TransferReq,
client: BybitClient = Depends(get_bybit_client),
):
return await t.transfer_asset(client, params)
return r