feat: 15 nuovi indicatori quant (common + deribit + bybit + macro + sentiment)

Common (mcp_common):
- indicators.py: vol_cone, hurst_exponent, half_life_mean_reversion,
  garch11_forecast, autocorrelation, rolling_sharpe, var_cvar
- options.py (nuovo): oi_weighted_skew, smile_asymmetry, atm_vs_wings_vol,
  dealer_gamma_profile, vanna_charm_aggregate
- microstructure.py (nuovo): orderbook_imbalance (ratio + microprice + slope)
- stats.py (nuovo): cointegration_test Engle-Granger + ADF helper

Deribit (+6 tool MCP):
- get_dealer_gamma_profile (net dealer gamma + flip level)
- get_vanna_charm (vanna/charm aggregati pesati OI)
- get_oi_weighted_skew, get_smile_asymmetry, get_atm_vs_wings_vol
- get_orderbook_imbalance

Bybit (+2 tool MCP):
- get_orderbook_imbalance, get_basis_term_structure (futures dated curve)

Macro (+2 tool MCP):
- get_yield_curve_slope (2y10y/5y30y + butterfly + regime)
- get_breakeven_inflation (FRED T5YIE/T10YIE/T5YIFR)

Sentiment (+3 tool MCP):
- get_funding_arb_spread (opportunità arb compatte annualizzate)
- get_liquidation_heatmap (heuristic da OI delta + funding extreme,
  no feed paid Coinglass)
- get_cointegration_pairs (Engle-Granger su coppie crypto Binance hourly)

Tutto in TDD pure-Python (no numpy/scipy in mcp_common). README
aggiornato con elenco completo. 442 test totali verdi.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

services/common/tests/test_microstructure.py

@@ -0,0 +1,59 @@
+from __future__ import annotations
+
+from 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