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/mcp-bybit/src/mcp_bybit/client.py

@@ -4,6 +4,7 @@ import asyncio
 from typing import Any
 
 from mcp_common import indicators as ind
+from mcp_common import microstructure as micro
 from pybit.unified_trading import HTTP
 
 
@@ -349,6 +350,74 @@ class BybitClient:
             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"

services/mcp-bybit/src/mcp_bybit/server.py

@@ -100,6 +100,16 @@ class BasisSpotPerpReq(BaseModel):
     asset: str
 
 
+class OrderbookImbalanceReq(BaseModel):
+    symbol: str
+    category: str = "linear"
+    depth: int = 10
+
+
+class BasisTermStructureReq(BaseModel):
+    asset: str
+
+
 # --- Body models: writes ---
 
 class PlaceOrderReq(BaseModel):
@@ -311,6 +321,16 @@ def create_app(
         _check(principal, core=True, observer=True)
         return await client.get_basis_spot_perp(body.asset)
 
+    @app.post("/tools/get_orderbook_imbalance", tags=["reads"])
+    async def t_get_ob_imbalance(body: OrderbookImbalanceReq, principal: Principal = Depends(require_principal)):
+        _check(principal, core=True, observer=True)
+        return await client.get_orderbook_imbalance(body.symbol, body.category, body.depth)
+
+    @app.post("/tools/get_basis_term_structure", tags=["reads"])
+    async def t_get_basis_term_structure(body: BasisTermStructureReq, principal: Principal = Depends(require_principal)):
+        _check(principal, core=True, observer=True)
+        return await client.get_basis_term_structure(body.asset)
+
     # ── Writes ─────────────────────────────────────────────
 
     @app.post("/tools/place_order", tags=["writes"])
@@ -403,6 +423,8 @@ def create_app(
             {"name": "get_trade_history", "description": "Fills recenti."},
             {"name": "get_open_orders", "description": "Ordini pending."},
             {"name": "get_basis_spot_perp", "description": "Basis spot vs linear perp."},
+            {"name": "get_orderbook_imbalance", "description": "Microstructure: imbalance ratio + microprice + slope su top-N livelli book."},
+            {"name": "get_basis_term_structure", "description": "Basis curve futures dated vs spot, annualizzato."},
             {"name": "place_order", "description": "Invia ordine (CORE only)."},
             {"name": "place_combo_order", "description": "Multi-leg atomico via place_batch_order (solo category=option)."},
             {"name": "amend_order", "description": "Modifica ordine esistente."},

services/mcp-bybit/tests/test_server_acl.py

@@ -48,6 +48,8 @@ def mock_client():
     c.switch_position_mode = AsyncMock(return_value={"status": "mode_switched"})
     c.transfer_asset = AsyncMock(return_value={"transfer_id": "tx"})
     c.place_combo_order = AsyncMock(return_value={"orders": [{"order_id": "ord-1"}, {"order_id": "ord-2"}]})
+    c.get_orderbook_imbalance = AsyncMock(return_value={"imbalance_ratio": 0.0, "microprice": 100.0})
+    c.get_basis_term_structure = AsyncMock(return_value={"asset": "BTC", "term_structure": []})
     return c
 
 
@@ -76,6 +78,8 @@ READ_ENDPOINTS = [
     ("/tools/get_trade_history", {}),
     ("/tools/get_open_orders", {}),
     ("/tools/get_basis_spot_perp", {"asset": "BTC"}),
+    ("/tools/get_orderbook_imbalance", {"symbol": "BTCUSDT"}),
+    ("/tools/get_basis_term_structure", {"asset": "BTC"}),
 ]
 
 WRITE_ENDPOINTS = [