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
+61
View File
@@ -221,6 +221,67 @@ async def test_get_dvol(httpx_mock: HTTPXMock, client: DeribitClient):
assert result["candles"][0]["close"] == 57.0
@pytest.mark.asyncio
async def test_place_combo_order(httpx_mock: HTTPXMock, client: DeribitClient):
httpx_mock.add_response(
url=re.compile(r"https://test\.deribit\.com/api/v2/public/auth"),
json=AUTH_RESP,
)
httpx_mock.add_response(
url=re.compile(r"https://test\.deribit\.com/api/v2/private/create_combo"),
json={
"result": {
"id": "BTC-COMBO-1",
"instrument_name": "BTC-COMBO-1",
"state": "active",
}
},
)
httpx_mock.add_response(
url=re.compile(r"https://test\.deribit\.com/api/v2/private/buy"),
json={
"result": {
"order": {"order_id": "ord-1", "order_state": "open"},
"trades": [],
}
},
)
legs = [
{"instrument_name": "BTC-30APR26-75000-C", "direction": "buy", "ratio": 1},
{"instrument_name": "BTC-30APR26-80000-C", "direction": "sell", "ratio": 1},
]
result = await client.place_combo_order(
legs=legs,
side="buy",
amount=1,
type="limit",
price=0.05,
label="vert-spread",
)
assert result["combo_instrument"] == "BTC-COMBO-1"
assert result["order"]["order_id"] == "ord-1"
@pytest.mark.asyncio
async def test_place_combo_order_create_combo_error(httpx_mock: HTTPXMock, client: DeribitClient):
httpx_mock.add_response(
url=re.compile(r"https://test\.deribit\.com/api/v2/public/auth"),
json=AUTH_RESP,
)
httpx_mock.add_response(
url=re.compile(r"https://test\.deribit\.com/api/v2/private/create_combo"),
json={"error": {"code": -32602, "message": "Invalid leg"}},
)
result = await client.place_combo_order(
legs=[{"instrument_name": "BTC-X", "direction": "buy", "ratio": 1}],
side="buy",
amount=1,
type="market",
)
assert result["state"] == "error"
assert "Invalid leg" in str(result.get("error"))
@pytest.mark.asyncio
async def test_cancel_order(httpx_mock: HTTPXMock, client: DeribitClient):
httpx_mock.add_response(