feat(V2): router deribit + test migrati

Router /mcp-deribit/* monta 34 tool (28 read + 6 write) come endpoint POST /mcp-deribit/tools/{tool_name}, con DI per env (request.state) e client (ClientRegistry). Write tools costruiscono creds minimale {max_leverage, client_id} da settings per leverage cap enforcement. Test deribit migrati: test_client.py + test_leverage_cap.py riassegnati sotto tests/unit/exchanges/deribit/ con import rewrite mcp_* -> cerbero_mcp.*. Skip dei legacy V1-only test_environment_info / test_server_acl / test_env_validation (ACL e resolve_environment eliminati in V2). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-30 18:26:34 +02:00
parent daa4e02971
commit d3ec2ee588
5 changed files with 638 additions and 0 deletions
@@ -0,0 +1,297 @@
+from __future__ import annotations
+
+import re
+
+import pytest
+from cerbero_mcp.exchanges.deribit.client import DeribitClient
+from pytest_httpx import HTTPXMock
+
+
+@pytest.fixture
+def client():
+    return DeribitClient(client_id="cid", client_secret="csec", testnet=True)
+
+
+AUTH_RESP = {"result": {"access_token": "tok", "expires_in": 3600}}
+
+
+@pytest.mark.asyncio
+async def test_get_ticker(httpx_mock: HTTPXMock, client: DeribitClient):
+    # public endpoint — no auth needed
+    httpx_mock.add_response(
+        url=re.compile(r"https://test\.deribit\.com/api/v2/public/ticker"),
+        json={
+            "result": {
+                "mark_price": 50000,
+                "last_price": 49900,
+                "best_bid_price": 49950,
+                "best_ask_price": 50050,
+                "instrument_name": "BTC-PERPETUAL",
+                "stats": {"volume": 1234.5},
+                "open_interest": 9999,
+                "greeks": None,
+                "mark_iv": None,
+            }
+        },
+    )
+    result = await client.get_ticker("BTC-PERPETUAL")
+    assert result["mark_price"] == 50000
+    assert result["bid"] == 49950
+    assert result["ask"] == 50050
+    # CER-003: perpetual returns conceptual greeks, not None
+    assert result["greeks"] == {"delta": 1.0, "gamma": 0.0, "vega": 0.0, "theta": 0.0, "rho": 0.0}
+    # CER-007: testnet flag present
+    assert result["testnet"] is True
+
+
+@pytest.mark.asyncio
+async def test_get_ticker_option_preserves_greeks(httpx_mock: HTTPXMock, client: DeribitClient):
+    real_greeks = {"delta": 0.42, "gamma": 0.001, "vega": 0.05, "theta": -0.02, "rho": 0.003}
+    httpx_mock.add_response(
+        url=re.compile(r"https://test\.deribit\.com/api/v2/public/ticker"),
+        json={
+            "result": {
+                "mark_price": 2500,
+                "last_price": 2500,
+                "best_bid_price": 2490,
+                "best_ask_price": 2510,
+                "instrument_name": "BTC-30APR26-75000-C",
+                "stats": {"volume": 5.0},
+                "open_interest": 100,
+                "greeks": real_greeks,
+                "mark_iv": 62.5,
+            }
+        },
+    )
+    result = await client.get_ticker("BTC-30APR26-75000-C")
+    assert result["greeks"] == real_greeks
+    assert result["mark_iv"] == 62.5
+
+
+def test_is_testnet(client: DeribitClient):
+    info = client.is_testnet()
+    assert info["testnet"] is True
+    assert "test.deribit.com" in info["base_url"]
+
+
+@pytest.mark.asyncio
+async def test_get_instruments_pagination_and_filter(httpx_mock: HTTPXMock, client: DeribitClient):
+    items = []
+    for i, exp_ms in enumerate([1700000000000, 1776000000000, 1800000000000]):
+        items.append({
+            "instrument_name": f"BTC-inst-{i}",
+            "strike": 50000 + i * 10000,
+            "expiration_timestamp": exp_ms,
+            "option_type": "call",
+            "tick_size": 0.5,
+            "min_trade_amount": 0.1,
+            # CER-008: public/get_instruments non include OI in produzione
+        })
+    httpx_mock.add_response(
+        url=re.compile(r"https://test\.deribit\.com/api/v2/public/get_instruments"),
+        json={"result": items},
+    )
+    httpx_mock.add_response(
+        url=re.compile(r"https://test\.deribit\.com/api/v2/public/get_book_summary_by_currency"),
+        json={"result": [
+            {"instrument_name": "BTC-inst-0", "open_interest": 100.0},
+            {"instrument_name": "BTC-inst-1", "open_interest": 200.0},
+            {"instrument_name": "BTC-inst-2", "open_interest": 300.0},
+        ]},
+    )
+    result = await client.get_instruments(
+        "BTC", kind="option", strike_min=55000, limit=1, offset=0
+    )
+    assert result["total"] == 2
+    assert len(result["instruments"]) == 1
+    assert result["has_more"] is True
+    assert result["testnet"] is True
+    assert result["instruments"][0]["strike"] >= 55000
+    # CER-008: OI merge da book_summary
+    assert result["instruments"][0]["open_interest"] in (200.0, 300.0)
+
+
+@pytest.mark.asyncio
+async def test_get_instruments_min_oi_filter(httpx_mock: HTTPXMock, client: DeribitClient):
+    """CER-008: min_open_interest filtra server-side usando book_summary."""
+    items = [
+        {"instrument_name": "BTC-low-OI", "strike": 60000, "expiration_timestamp": 1800000000000,
+         "option_type": "call", "tick_size": 0.5, "min_trade_amount": 0.1},
+        {"instrument_name": "BTC-high-OI", "strike": 60000, "expiration_timestamp": 1800000000000,
+         "option_type": "call", "tick_size": 0.5, "min_trade_amount": 0.1},
+    ]
+    httpx_mock.add_response(
+        url=re.compile(r"https://test\.deribit\.com/api/v2/public/get_instruments"),
+        json={"result": items},
+    )
+    httpx_mock.add_response(
+        url=re.compile(r"https://test\.deribit\.com/api/v2/public/get_book_summary_by_currency"),
+        json={"result": [
+            {"instrument_name": "BTC-low-OI", "open_interest": 5.0},
+            {"instrument_name": "BTC-high-OI", "open_interest": 500.0},
+        ]},
+    )
+    result = await client.get_instruments("BTC", kind="option", min_open_interest=100)
+    assert result["total"] == 1
+    assert result["instruments"][0]["name"] == "BTC-high-OI"
+    assert result["instruments"][0]["open_interest"] == 500.0
+
+
+@pytest.mark.asyncio
+async def test_get_account_summary(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/get_account_summary"),
+        json={"result": {"equity": 1000.0, "balance": 900.0, "currency": "USDC",
+                         "margin_balance": 800.0, "available_funds": 700.0,
+                         "unrealized_pnl": 50.0, "total_pnl": 100.0}},
+    )
+    result = await client.get_account_summary("USDC")
+    assert result["equity"] == 1000.0
+    assert result["balance"] == 900.0
+
+
+@pytest.mark.asyncio
+async def test_place_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/buy"),
+        json={"result": {"order": {"order_id": "abc", "amount": 10, "order_state": "open"}, "trades": []}},
+    )
+    result = await client.place_order(
+        instrument_name="BTC-PERPETUAL",
+        side="buy",
+        amount=10,
+        type="limit",
+        price=50000,
+    )
+    assert result["order"]["order_id"] == "abc"
+
+
+@pytest.mark.asyncio
+async def test_get_positions(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/get_positions"),
+        json={"result": [
+            {
+                "instrument_name": "BTC-PERPETUAL",
+                "size": 100.0,
+                "average_price": 48000.0,
+                "mark_price": 50000.0,
+                "floating_profit_loss": 200.0,
+                "realized_profit_loss": 50.0,
+                "leverage": 10,
+            }
+        ]},
+    )
+    result = await client.get_positions("USDC")
+    assert len(result) == 1
+    assert result[0]["instrument"] == "BTC-PERPETUAL"
+    assert result[0]["direction"] == "long"
+
+
+@pytest.mark.asyncio
+async def test_get_dvol(httpx_mock: HTTPXMock, client: DeribitClient):
+    httpx_mock.add_response(
+        url=re.compile(r"https://test\.deribit\.com/api/v2/public/get_volatility_index_data"),
+        json={
+            "result": {
+                "data": [
+                    [1700000000000, 55.0, 58.0, 54.0, 57.0],
+                    [1700086400000, 57.0, 60.0, 56.0, 59.5],
+                ],
+                "continuation": None,
+            }
+        },
+    )
+    result = await client.get_dvol("btc", "2024-01-01", "2024-01-02", "1D")
+    assert result["currency"] == "BTC"
+    assert result["latest"] == 59.5
+    assert len(result["candles"]) == 2
+    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(
+        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/cancel"),
+        json={"result": {"order_id": "abc123", "order_state": "cancelled"}},
+    )
+    result = await client.cancel_order("abc123")
+    assert result["order_id"] == "abc123"
+    assert result["state"] == "cancelled"
@@ -0,0 +1,50 @@
+from __future__ import annotations
+
+import pytest
+from fastapi import HTTPException
+from cerbero_mcp.exchanges.deribit.leverage_cap import enforce_leverage, get_max_leverage
+
+
+def test_get_max_leverage_returns_creds_value():
+    creds = {"max_leverage": 5}
+    assert get_max_leverage(creds) == 5
+
+
+def test_get_max_leverage_default_when_missing():
+    """Default 1 (cash) se il secret non ha max_leverage."""
+    assert get_max_leverage({}) == 1
+
+
+def test_enforce_leverage_pass_under_cap():
+    creds = {"max_leverage": 3}
+    enforce_leverage(2, creds=creds, exchange="deribit")  # no raise
+
+
+def test_enforce_leverage_pass_at_cap():
+    creds = {"max_leverage": 3}
+    enforce_leverage(3, creds=creds, exchange="deribit")  # no raise
+
+
+def test_enforce_leverage_reject_over_cap():
+    creds = {"max_leverage": 3}
+    with pytest.raises(HTTPException) as exc:
+        enforce_leverage(10, creds=creds, exchange="deribit")
+    assert exc.value.status_code == 403
+    assert exc.value.detail["error"] == "LEVERAGE_CAP_EXCEEDED"
+    assert exc.value.detail["exchange"] == "deribit"
+    assert exc.value.detail["requested"] == 10
+    assert exc.value.detail["max"] == 3
+
+
+def test_enforce_leverage_reject_when_below_one():
+    creds = {"max_leverage": 3}
+    with pytest.raises(HTTPException) as exc:
+        enforce_leverage(0, creds=creds, exchange="deribit")
+    assert exc.value.status_code == 403
+
+
+def test_enforce_leverage_default_when_none():
+    """Se requested è None, applica il cap come default."""
+    creds = {"max_leverage": 3}
+    result = enforce_leverage(None, creds=creds, exchange="deribit")
+    assert result == 3