feat(mcp-deribit,mcp-bybit): add place_combo_order
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>
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@@ -412,6 +412,51 @@ class BybitClient:
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"status": "submitted",
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})
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async def place_combo_order(
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self,
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category: str,
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legs: list[dict[str, Any]],
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) -> dict:
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"""Atomic multi-leg via /v5/order/create-batch (Bybit option only).
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Bybit supporta batch_order solo su category='option'. Per perp/linear
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usare loop di place_order (non atomic).
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legs: [{symbol, side, qty, order_type, price?, tif?, reduce_only?}].
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"""
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if category != "option":
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raise ValueError("place_combo_order: Bybit batch_order è disponibile solo su category='option'")
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if len(legs) < 2:
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raise ValueError("combo requires at least 2 legs")
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import uuid
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request: list[dict[str, Any]] = []
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for leg in legs:
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entry: dict[str, Any] = {
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"symbol": leg["symbol"],
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"side": leg["side"],
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"qty": str(leg["qty"]),
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"orderType": leg.get("order_type", "Limit"),
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"timeInForce": leg.get("tif", "GTC"),
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"reduceOnly": leg.get("reduce_only", False),
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"orderLinkId": f"cerbero-{uuid.uuid4().hex[:16]}",
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}
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if leg.get("price") is not None:
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entry["price"] = str(leg["price"])
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request.append(entry)
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resp = await self._run(self._http.place_batch_order, category=category, request=request)
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result_list = (resp.get("result") or {}).get("list") or []
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orders = [
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{
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"order_id": r.get("orderId"),
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"order_link_id": r.get("orderLinkId"),
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"status": "submitted",
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}
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for r in result_list
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]
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return self._envelope(resp, {"orders": orders})
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async def amend_order(
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self,
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category: str,
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@@ -7,7 +7,7 @@ from mcp_common.auth import Principal, TokenStore, require_principal
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from mcp_common.environment import EnvironmentInfo
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from mcp_common.mcp_bridge import mount_mcp_endpoint
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from mcp_common.server import build_app
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from pydantic import BaseModel
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from pydantic import BaseModel, Field
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from mcp_bybit.client import BybitClient
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from mcp_bybit.leverage_cap import enforce_leverage as _enforce_leverage
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@@ -114,6 +114,21 @@ class PlaceOrderReq(BaseModel):
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position_idx: int | None = None
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class ComboLegReq(BaseModel):
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symbol: str
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side: str
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qty: float
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order_type: str = "Limit"
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price: float | None = None
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tif: str = "GTC"
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reduce_only: bool = False
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class PlaceComboOrderReq(BaseModel):
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category: str = "option"
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legs: list[ComboLegReq] = Field(..., min_length=2)
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class AmendOrderReq(BaseModel):
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category: str
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symbol: str
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@@ -306,6 +321,14 @@ def create_app(
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body.order_type, body.price, body.tif, body.reduce_only, body.position_idx,
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)
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@app.post("/tools/place_combo_order", tags=["writes"])
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async def t_place_combo_order(body: PlaceComboOrderReq, principal: Principal = Depends(require_principal)):
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_check(principal, core=True)
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return await client.place_combo_order(
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category=body.category,
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legs=[leg.model_dump() for leg in body.legs],
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)
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@app.post("/tools/amend_order", tags=["writes"])
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async def t_amend_order(body: AmendOrderReq, principal: Principal = Depends(require_principal)):
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_check(principal, core=True)
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@@ -381,6 +404,7 @@ def create_app(
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{"name": "get_open_orders", "description": "Ordini pending."},
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{"name": "get_basis_spot_perp", "description": "Basis spot vs linear perp."},
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{"name": "place_order", "description": "Invia ordine (CORE only)."},
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{"name": "place_combo_order", "description": "Multi-leg atomico via place_batch_order (solo category=option)."},
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{"name": "amend_order", "description": "Modifica ordine esistente."},
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{"name": "cancel_order", "description": "Cancella ordine."},
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{"name": "cancel_all_orders", "description": "Cancella tutti ordini."},
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