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feat(mcp-deribit,mcp-bybit): add place_combo_order

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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
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services/mcp-deribit/tests/test_server_acl.py
+68
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@@ -20,6 +20,7 @@ def mock_client():
c.get_historical = AsyncMock(return_value={"candles": []})
c.get_technical_indicators = AsyncMock(return_value={"rsi": 55.0})
c.place_order = AsyncMock(return_value={"order_id": "x"})
c.place_combo_order = AsyncMock(return_value={"combo_instrument": "BTC-COMBO-1", "order": {"order_id": "x"}})
c.cancel_order = AsyncMock(return_value={"order_id": "x", "state": "cancelled"})
c.set_stop_loss = AsyncMock(return_value={"order_id": "x", "stop_price": 45000})
c.set_take_profit = AsyncMock(return_value={"order_id": "x", "tp_price": 55000})
@@ -94,6 +95,73 @@ def test_place_order_observer_forbidden(http):
assert r.status_code == 403
def test_place_combo_order_core_ok(http):
r = http.post(
"/tools/place_combo_order",
headers={"Authorization": "Bearer ct"},
json={
"legs": [
{"instrument_name": "BTC-30APR26-75000-C", "direction": "buy", "ratio": 1},
{"instrument_name": "BTC-30APR26-80000-C", "direction": "sell", "ratio": 1},
],
"side": "buy",
"amount": 1,
"type": "limit",
"price": 0.05,
},
)
assert r.status_code == 200
assert r.json()["combo_instrument"] == "BTC-COMBO-1"
def test_place_combo_order_observer_forbidden(http):
r = http.post(
"/tools/place_combo_order",
headers={"Authorization": "Bearer ot"},
json={
"legs": [
{"instrument_name": "BTC-X", "direction": "buy", "ratio": 1},
{"instrument_name": "BTC-Y", "direction": "sell", "ratio": 1},
],
"side": "buy",
"amount": 1,
},
)
assert r.status_code == 403
def test_place_combo_order_min_legs(http):
r = http.post(
"/tools/place_combo_order",
headers={"Authorization": "Bearer ct"},
json={
"legs": [{"instrument_name": "BTC-X", "direction": "buy", "ratio": 1}],
"side": "buy",
"amount": 1,
},
)
assert r.status_code == 422
def test_place_combo_order_leverage_cap_enforced(http):
r = http.post(
"/tools/place_combo_order",
headers={"Authorization": "Bearer ct"},
json={
"legs": [
{"instrument_name": "BTC-X", "direction": "buy", "ratio": 1},
{"instrument_name": "BTC-Y", "direction": "sell", "ratio": 1},
],
"side": "buy",
"amount": 1,
"leverage": 50,
},
)
assert r.status_code == 403
err = r.json()["error"]
assert err["code"] == "LEVERAGE_CAP_EXCEEDED"
def test_place_order_leverage_cap_enforced(http):
"""Reject leverage > max_leverage (da secret, default 3)."""
r = http.post(