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>

services/mcp-deribit/src/mcp_deribit/client.py

@@ -1401,6 +1401,38 @@ class DeribitClient:
             return {"error": raw.get("error", "unknown"), "state": "error"}
         return r
 
+    async def place_combo_order(
+        self,
+        legs: list[dict[str, Any]],
+        side: str,
+        amount: float,
+        type: str = "limit",
+        price: float | None = None,
+        label: str | None = None,
+    ) -> dict:
+        """Crea un combo via private/create_combo poi piazza un singolo ordine
+        (buy/sell) sull'instrument_name del combo. Una sola crociata di spread
+        invece di N (uno per leg) → minor slippage su strutture liquide.
+
+        legs: [{instrument_name, direction: 'buy'|'sell', ratio: int}].
+        """
+        combo_raw = await self._request("private/create_combo", {"trades": legs})
+        combo = combo_raw.get("result")
+        if combo is None:
+            return {"state": "error", "error": combo_raw.get("error", "unknown")}
+        combo_instrument = combo.get("instrument_name") or combo.get("id")
+        order = await self.place_order(
+            instrument_name=combo_instrument,
+            side=side,
+            amount=amount,
+            type=type,
+            price=price,
+            label=label,
+        )
+        if order.get("state") == "error":
+            return {"state": "error", "error": order.get("error"), "combo_instrument": combo_instrument}
+        return {"combo_instrument": combo_instrument, **order}
+
     async def set_leverage(self, instrument_name: str, leverage: int) -> dict:
         """CER-016: pre-set account leverage per evitare default 50x testnet."""
         raw = await self._request(

services/mcp-deribit/src/mcp_deribit/server.py

@@ -188,6 +188,28 @@ class PlaceOrderReq(BaseModel):
     leverage: int | None = None  # CER-016: None → default cap (3x)
 
 
+class ComboLeg(BaseModel):
+    instrument_name: str
+    direction: str  # "buy" | "sell"
+    ratio: int = 1
+
+
+class PlaceComboOrderReq(BaseModel):
+    legs: list[ComboLeg]
+    side: str  # "buy" | "sell"
+    amount: float
+    type: str = "limit"
+    price: float | None = None
+    label: str | None = None
+    leverage: int | None = None
+
+    @model_validator(mode="after")
+    def _at_least_two_legs(self):
+        if len(self.legs) < 2:
+            raise ValueError("combo requires at least 2 legs")
+        return self
+
+
 class CancelOrderReq(BaseModel):
     order_id: str
 
@@ -477,6 +499,27 @@ def create_app(
             label=body.label,
         )
 
+    @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)
+        lev = _enforce_leverage(body.leverage, creds=creds, exchange="deribit")
+        if lev != cap_default:
+            for leg in body.legs:
+                try:
+                    await client.set_leverage(leg.instrument_name, lev)
+                except Exception:
+                    pass
+        return await client.place_combo_order(
+            legs=[leg.model_dump() for leg in body.legs],
+            side=body.side,
+            amount=body.amount,
+            type=body.type,
+            price=body.price,
+            label=body.label,
+        )
+
     @app.post("/tools/cancel_order", tags=["writes"])
     async def t_cancel_order(
         body: CancelOrderReq, principal: Principal = Depends(require_principal)
@@ -537,6 +580,7 @@ def create_app(
             {"name": "get_technical_indicators", "description": "Indicatori tecnici (RSI, MACD, ATR, ADX)."},
             {"name": "get_realized_vol", "description": "Volatilità realizzata annualizzata (log-return std) BTC/ETH + spread IV−RV."},
             {"name": "place_order", "description": "Invia ordine (CORE only, testnet)."},
+            {"name": "place_combo_order", "description": "Crea combo via private/create_combo + piazza ordine sul combo (1 cross spread invece di N)."},
             {"name": "cancel_order", "description": "Cancella ordine."},
             {"name": "set_stop_loss", "description": "Setta stop loss su posizione."},
             {"name": "set_take_profit", "description": "Setta take profit su posizione."},