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feat(mcp-deribit,mcp-bybit): add place_combo_order

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Deribit: private/create_combo + place_order sul combo instrument → una
sola crociata di spread invece di N (slippage atteso ridotto su
strutture liquide). ACL core + leverage cap su tutti i leg.

Bybit: place_batch_order su category=option (atomic multi-leg, 1
round-trip API). Reject su category != option (perp/linear non
supportano batch nativo). orderLinkId auto-generato per leg.

Tutti i test: deribit 48/48, bybit 123/123.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
AdrianoDev
2026-04-27 23:12:09 +02:00
parent bacd5aab33
commit c2fd8330ca
9 changed files with 358 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files
services/mcp-bybit/src/mcp_bybit/client.py
+45
View File
@@ -412,6 +412,51 @@ class BybitClient:
"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,
services/mcp-bybit/src/mcp_bybit/server.py
+25 -1
View File
@@ -7,7 +7,7 @@ from mcp_common.auth import Principal, TokenStore, require_principal
from mcp_common.environment import EnvironmentInfo
from mcp_common.mcp_bridge import mount_mcp_endpoint
from mcp_common.server import build_app
from pydantic import BaseModel
from pydantic import BaseModel, Field
from mcp_bybit.client import BybitClient
from mcp_bybit.leverage_cap import enforce_leverage as _enforce_leverage
@@ -114,6 +114,21 @@ class PlaceOrderReq(BaseModel):
position_idx: int | None = None
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
@@ -306,6 +321,14 @@ def create_app(
body.order_type, body.price, body.tif, body.reduce_only, body.position_idx,
)
@app.post("/tools/place_combo_order", tags=["writes"])
async def t_place_combo_order(body: PlaceComboOrderReq, principal: Principal = Depends(require_principal)):
_check(principal, core=True)
return await client.place_combo_order(
category=body.category,
legs=[leg.model_dump() for leg in body.legs],
)
@app.post("/tools/amend_order", tags=["writes"])
async def t_amend_order(body: AmendOrderReq, principal: Principal = Depends(require_principal)):
_check(principal, core=True)
@@ -381,6 +404,7 @@ def create_app(
{"name": "get_open_orders", "description": "Ordini pending."},
{"name": "get_basis_spot_perp", "description": "Basis spot vs linear perp."},
{"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."},
{"name": "cancel_order", "description": "Cancella ordine."},
{"name": "cancel_all_orders", "description": "Cancella tutti ordini."},
services/mcp-bybit/tests/test_client.py
+58
View File
@@ -423,6 +423,64 @@ async def test_place_order_linear_no_link_id(client, mock_http):
assert "orderLinkId" not in kwargs
@pytest.mark.asyncio
async def test_place_combo_order_batch_option(client, mock_http):
"""Combo order via place_batch_order su category=option (atomic, 1 round-trip)."""
mock_http.place_batch_order.return_value = {
"retCode": 0,
"result": {
"list": [
{"orderId": "ord-1", "orderLinkId": "cerbero-leg1"},
{"orderId": "ord-2", "orderLinkId": "cerbero-leg2"},
]
},
}
legs = [
{"symbol": "BTC-30APR26-75000-C-USDT", "side": "Buy", "qty": 0.01, "order_type": "Limit", "price": 5.0},
{"symbol": "BTC-30APR26-80000-C-USDT", "side": "Sell", "qty": 0.01, "order_type": "Limit", "price": 3.0},
]
out = await client.place_combo_order(category="option", legs=legs)
assert len(out["orders"]) == 2
assert out["orders"][0]["order_id"] == "ord-1"
kwargs = mock_http.place_batch_order.call_args.kwargs
assert kwargs["category"] == "option"
request = kwargs["request"]
assert len(request) == 2
assert request[0]["symbol"] == "BTC-30APR26-75000-C-USDT"
assert request[0]["qty"] == "0.01"
assert request[0]["orderType"] == "Limit"
# CER: orderLinkId obbligatorio per option
assert "orderLinkId" in request[0]
@pytest.mark.asyncio
async def test_place_combo_order_error(client, mock_http):
mock_http.place_batch_order.return_value = {"retCode": 10001, "retMsg": "invalid leg"}
out = await client.place_combo_order(
category="option",
legs=[
{"symbol": "X", "side": "Buy", "qty": 1, "order_type": "Limit", "price": 1.0},
{"symbol": "Y", "side": "Sell", "qty": 1, "order_type": "Limit", "price": 1.0},
],
)
assert out["error"] == "invalid leg"
assert out["code"] == 10001
@pytest.mark.asyncio
async def test_place_combo_order_rejects_non_option(client, mock_http):
"""Bybit batch_order è disponibile solo su option category."""
import pytest as _pytest
with _pytest.raises(ValueError, match="option"):
await client.place_combo_order(
category="linear",
legs=[
{"symbol": "BTCUSDT", "side": "Buy", "qty": 0.01, "order_type": "Market"},
{"symbol": "ETHUSDT", "side": "Sell", "qty": 0.01, "order_type": "Market"},
],
)
@pytest.mark.asyncio
async def test_cancel_order(client, mock_http):
mock_http.cancel_order.return_value = {"retCode": 0, "result": {"orderId": "ord1"}}
services/mcp-bybit/tests/test_server_acl.py
+20
View File
@@ -47,6 +47,7 @@ def mock_client():
c.set_leverage = AsyncMock(return_value={"status": "leverage_set"})
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"}]})
return c
@@ -88,9 +89,28 @@ WRITE_ENDPOINTS = [
("/tools/set_leverage", {"category": "linear", "symbol": "BTCUSDT", "leverage": 5}),
("/tools/switch_position_mode", {"category": "linear", "symbol": "BTCUSDT", "mode": "hedge"}),
("/tools/transfer_asset", {"coin": "USDT", "amount": 10.0, "from_type": "UNIFIED", "to_type": "FUND"}),
("/tools/place_combo_order", {
"category": "option",
"legs": [
{"symbol": "BTC-30APR26-75000-C-USDT", "side": "Buy", "qty": 0.01, "order_type": "Limit", "price": 5.0},
{"symbol": "BTC-30APR26-80000-C-USDT", "side": "Sell", "qty": 0.01, "order_type": "Limit", "price": 3.0},
],
}),
]
def test_place_combo_order_min_legs(http):
r = http.post(
"/tools/place_combo_order",
json={
"category": "option",
"legs": [{"symbol": "X", "side": "Buy", "qty": 1, "order_type": "Limit", "price": 1.0}],
},
headers=CORE,
)
assert r.status_code == 422
@pytest.mark.parametrize("path,payload", READ_ENDPOINTS)
def test_read_core_ok(http, path, payload):
r = http.post(path, json=payload, headers=CORE)