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>
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
@@ -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 IVRV."},
{"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."},