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>
2026-04-27 23:12:09 +02:00
parent bacd5aab33
commit c2fd8330ca
9 changed files with 358 additions and 1 deletions
@@ -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"}}