refactor(mcp-deribit): replace risk_guard with local leverage_cap

This commit is contained in:
AdrianoDev
2026-04-27 17:49:35 +02:00
parent a163947205
commit ecb2d0e4c2
3 changed files with 18 additions and 95 deletions
@@ -36,7 +36,7 @@ def main():
core_token_file=os.environ.get("CORE_TOKEN_FILE"), core_token_file=os.environ.get("CORE_TOKEN_FILE"),
observer_token_file=os.environ.get("OBSERVER_TOKEN_FILE"), observer_token_file=os.environ.get("OBSERVER_TOKEN_FILE"),
) )
app = create_app(client=client, token_store=token_store) app = create_app(client=client, token_store=token_store, creds=creds)
uvicorn.run( uvicorn.run(
app, app,
log_config=None, # CER-P5-009: delega al root JSON logger log_config=None, # CER-P5-009: delega al root JSON logger
+9 -60
View File
@@ -5,11 +5,8 @@ import os
from fastapi import Depends, FastAPI, HTTPException from fastapi import Depends, FastAPI, HTTPException
from mcp_common.auth import Principal, TokenStore, require_principal from mcp_common.auth import Principal, TokenStore, require_principal
from mcp_common.mcp_bridge import mount_mcp_endpoint from mcp_common.mcp_bridge import mount_mcp_endpoint
from mcp_common.risk_guard import ( from mcp_deribit.leverage_cap import enforce_leverage as _enforce_leverage
enforce_aggregate, from mcp_deribit.leverage_cap import get_max_leverage
enforce_leverage,
enforce_single_notional,
)
from mcp_common.server import build_app from mcp_common.server import build_app
from pydantic import BaseModel, field_validator, model_validator from pydantic import BaseModel, field_validator, model_validator
@@ -208,48 +205,6 @@ class ClosePositionReq(BaseModel):
instrument_name: str instrument_name: str
# --- CER-016 notional helpers ---
async def _compute_notional_deribit(client: DeribitClient, body: PlaceOrderReq) -> float:
"""Stima notional in USD per un ordine Deribit.
- Perp USDC: contract size = 1 USD → amount è già notional USD.
- Options: amount è in base asset (BTC/ETH) → moltiplica per index price.
- Altri perp BTC/ETH: amount in USD notional.
"""
name = body.instrument_name.upper()
if name.endswith("-PERPETUAL"):
return float(body.amount)
ref_price: float | None = body.price
if ref_price is None:
try:
tk = await client.get_ticker(body.instrument_name)
ref_price = tk.get("mark_price") or tk.get("last_price")
except Exception:
ref_price = None
if not ref_price:
return float(body.amount)
return float(body.amount) * float(ref_price)
async def _current_aggregate_deribit(client: DeribitClient) -> float:
"""Somma notional posizioni aperte su Deribit (USDC)."""
try:
positions = await client.get_positions("USDC")
except Exception:
return 0.0
total = 0.0
for p in positions or []:
size = abs(float(p.get("size") or 0))
name = str(p.get("instrument") or "").upper()
if name.endswith("-PERPETUAL"):
total += size
else:
mark = float(p.get("mark_price") or 0)
total += size * mark
return total
# --- ACL helper --- # --- ACL helper ---
def _check(principal: Principal, *, core: bool = False, observer: bool = False) -> None: def _check(principal: Principal, *, core: bool = False, observer: bool = False) -> None:
@@ -264,16 +219,17 @@ def _check(principal: Principal, *, core: bool = False, observer: bool = False)
# --- App factory --- # --- App factory ---
def create_app(*, client: DeribitClient, token_store: TokenStore) -> FastAPI: def create_app(*, client: DeribitClient, token_store: TokenStore, creds: dict) -> FastAPI:
from contextlib import asynccontextmanager from contextlib import asynccontextmanager
# CER-016: pre-set leverage 3x su perp principali al boot (best-effort). cap_default = get_max_leverage(creds)
# CER-016: pre-set leverage cap su perp principali al boot (best-effort).
@asynccontextmanager @asynccontextmanager
async def _lifespan(_app: FastAPI): async def _lifespan(_app: FastAPI):
cap = enforce_leverage(None)
for inst in ("BTC-PERPETUAL", "ETH-PERPETUAL"): for inst in ("BTC-PERPETUAL", "ETH-PERPETUAL"):
try: try:
await client.set_leverage(inst, cap) await client.set_leverage(inst, cap_default)
except Exception: except Exception:
pass pass
yield yield
@@ -476,15 +432,8 @@ def create_app(*, client: DeribitClient, token_store: TokenStore) -> FastAPI:
body: PlaceOrderReq, principal: Principal = Depends(require_principal) body: PlaceOrderReq, principal: Principal = Depends(require_principal)
): ):
_check(principal, core=True) _check(principal, core=True)
lev = enforce_leverage(body.leverage) lev = _enforce_leverage(body.leverage, creds=creds, exchange="deribit")
if not body.reduce_only: if lev != cap_default:
notional = await _compute_notional_deribit(client, body)
enforce_single_notional(
notional, exchange="deribit", instrument=body.instrument_name
)
agg = await _current_aggregate_deribit(client)
enforce_aggregate(agg, notional)
if lev != enforce_leverage(None):
try: try:
await client.set_leverage(body.instrument_name, lev) await client.set_leverage(body.instrument_name, lev)
except Exception: except Exception:
+8 -34
View File
@@ -34,7 +34,7 @@ def http(mock_client):
"ct": Principal("core", {"core"}), "ct": Principal("core", {"core"}),
"ot": Principal("observer", {"observer"}), "ot": Principal("observer", {"observer"}),
}) })
app = create_app(client=mock_client, token_store=store) app = create_app(client=mock_client, token_store=store, creds={"max_leverage": 3})
return TestClient(app) return TestClient(app)
@@ -94,24 +94,8 @@ def test_place_order_observer_forbidden(http):
assert r.status_code == 403 assert r.status_code == 403
def test_place_order_notional_cap_enforced(http):
"""CER-016: reject se notional > CERBERO_MAX_NOTIONAL (default 200)."""
r = http.post(
"/tools/place_order",
headers={"Authorization": "Bearer ct"},
json={
"instrument_name": "ETH-PERPETUAL",
"side": "buy",
"amount": 335, # USD — cap 200
},
)
assert r.status_code == 403
body = r.json()
assert body["error"]["code"] == "HARD_PROHIBITION"
def test_place_order_leverage_cap_enforced(http): def test_place_order_leverage_cap_enforced(http):
"""CER-016: reject leverage > 3x.""" """Reject leverage > max_leverage (da secret, default 3)."""
r = http.post( r = http.post(
"/tools/place_order", "/tools/place_order",
headers={"Authorization": "Bearer ct"}, headers={"Authorization": "Bearer ct"},
@@ -124,22 +108,12 @@ def test_place_order_leverage_cap_enforced(http):
) )
assert r.status_code == 403 assert r.status_code == 403
body = r.json() body = r.json()
assert body["error"]["code"] == "HARD_PROHIBITION" err = body["error"]
assert err["code"] == "LEVERAGE_CAP_EXCEEDED"
details = err["details"]
def test_place_order_reduce_only_skips_cap(http): assert details["exchange"] == "deribit"
"""CER-016: reduce_only orders bypassano cap notional (è close).""" assert details["requested"] == 50
r = http.post( assert details["max"] == 3
"/tools/place_order",
headers={"Authorization": "Bearer ct"},
json={
"instrument_name": "ETH-PERPETUAL",
"side": "sell",
"amount": 10000,
"reduce_only": True,
},
)
assert r.status_code == 200
def test_close_position_core_ok(http): def test_close_position_core_ok(http):