test(V2): migrazione test common/

Copiati e aggiornati i test da services/common/tests/ a tests/unit/common/.
Import aggiornati da mcp_common a cerbero_mcp.common. Eliminati test di
funzionalità V1-only (app_factory, environment, auth/Principal, server_base).
Refactored test_audit.py (principal→actor str) e test_mcp_bridge.py
(TokenStore→valid_tokens set). 71/71 test passano.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

tests/unit/common/test_microstructure.py

@@ -0,0 +1,59 @@
+from __future__ import annotations
+
+from cerbero_mcp.common.microstructure import orderbook_imbalance
+
+
+def test_orderbook_imbalance_balanced():
+    bids = [[100.0, 1.0], [99.5, 1.0], [99.0, 1.0]]
+    asks = [[100.5, 1.0], [101.0, 1.0], [101.5, 1.0]]
+    out = orderbook_imbalance(bids, asks, depth=3)
+    assert abs(out["imbalance_ratio"]) < 0.01  # bilanciato
+    assert out["bid_volume"] == 3.0
+    assert out["ask_volume"] == 3.0
+    assert out["microprice"] is not None
+
+
+def test_orderbook_imbalance_bid_heavy():
+    bids = [[100.0, 5.0], [99.5, 5.0]]
+    asks = [[100.5, 1.0], [101.0, 1.0]]
+    out = orderbook_imbalance(bids, asks, depth=2)
+    assert out["imbalance_ratio"] > 0.5  # forte bid pressure
+    assert out["bid_volume"] == 10.0
+    assert out["ask_volume"] == 2.0
+
+
+def test_orderbook_imbalance_ask_heavy():
+    bids = [[100.0, 1.0], [99.5, 1.0]]
+    asks = [[100.5, 5.0], [101.0, 5.0]]
+    out = orderbook_imbalance(bids, asks, depth=2)
+    assert out["imbalance_ratio"] < -0.5
+
+
+def test_orderbook_imbalance_microprice_skew():
+    """Microprice è weighted mid: pesato bid/ask depth opposto."""
+    bids = [[100.0, 9.0]]
+    asks = [[101.0, 1.0]]
+    out = orderbook_imbalance(bids, asks, depth=1)
+    # large bid → microprice closer to ask (paradox: weighted by *opposite* size)
+    assert out["microprice"] > 100.5
+
+
+def test_orderbook_imbalance_empty():
+    out = orderbook_imbalance([], [], depth=5)
+    assert out["imbalance_ratio"] is None
+    assert out["microprice"] is None
+
+
+def test_orderbook_imbalance_one_sided():
+    out = orderbook_imbalance([[100.0, 1.0]], [], depth=1)
+    assert out["imbalance_ratio"] == 1.0  # all bid
+
+
+def test_orderbook_imbalance_slope():
+    """Slope = velocity of liquidity dropoff: ripido = poca liquidità in profondità."""
+    bids_steep = [[100.0, 10.0], [99.0, 1.0]]  # depth crolla → slope alto
+    asks_steep = [[101.0, 10.0], [102.0, 1.0]]
+    out = orderbook_imbalance(bids_steep, asks_steep, depth=2)
+    assert out["bid_slope"] is not None
+    # bid liquidity drops by 9 per 1 price unit → slope ~9
+    assert out["bid_slope"] > 5.0