Commit Graph

4 Commits

Author SHA1 Message Date
AdrianoDev 66bcab05f9 feat(mcp-macro): fetch_cot_tff async fetcher with cache 2026-04-29 00:02:06 +02:00
AdrianoDev 6b7b3f7658 chore: httpx retry transport + healthcheck stdlib + mypy config
- mcp_common/http.py: nuovo helper async_client() con
  AsyncHTTPTransport(retries=3) per gestire connection error transient
  + call_with_retry() generic async retry decorator. Sostituite 25
  occorrenze httpx.AsyncClient(...) in deribit/hyperliquid/sentiment/
  macro client. 5 nuovi test.

- Dockerfile healthcheck: passato da python+httpx subprocess a
  stdlib urllib.request.urlopen() su tutti i 6 servizi MCP. Zero
  dipendenze esterne nel runtime check, timeout esplicito 3s, image
  leggermente più snella.

- pyproject.toml: aggiunto [tool.mypy] python_version=3.13 con
  mypy_path multi-package + override ignore_missing_imports per i
  vendor SDK (pybit, alpaca, hyperliquid, pythonjsonlogger). mypy 1.20
  in dev deps; ruff pinned 0.5.x. mcp_common passa mypy clean; 44
  errori tipo pre-esistenti nei servizi affiorati ma non bloccanti —
  fix da pianificare separatamente.

- 455 test verdi.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-28 07:26:17 +02:00
AdrianoDev a13e3fe045 feat: 15 nuovi indicatori quant (common + deribit + bybit + macro + sentiment)
Common (mcp_common):
- indicators.py: vol_cone, hurst_exponent, half_life_mean_reversion,
  garch11_forecast, autocorrelation, rolling_sharpe, var_cvar
- options.py (nuovo): oi_weighted_skew, smile_asymmetry, atm_vs_wings_vol,
  dealer_gamma_profile, vanna_charm_aggregate
- microstructure.py (nuovo): orderbook_imbalance (ratio + microprice + slope)
- stats.py (nuovo): cointegration_test Engle-Granger + ADF helper

Deribit (+6 tool MCP):
- get_dealer_gamma_profile (net dealer gamma + flip level)
- get_vanna_charm (vanna/charm aggregati pesati OI)
- get_oi_weighted_skew, get_smile_asymmetry, get_atm_vs_wings_vol
- get_orderbook_imbalance

Bybit (+2 tool MCP):
- get_orderbook_imbalance, get_basis_term_structure (futures dated curve)

Macro (+2 tool MCP):
- get_yield_curve_slope (2y10y/5y30y + butterfly + regime)
- get_breakeven_inflation (FRED T5YIE/T10YIE/T5YIFR)

Sentiment (+3 tool MCP):
- get_funding_arb_spread (opportunità arb compatte annualizzate)
- get_liquidation_heatmap (heuristic da OI delta + funding extreme,
  no feed paid Coinglass)
- get_cointegration_pairs (Engle-Granger su coppie crypto Binance hourly)

Tutto in TDD pure-Python (no numpy/scipy in mcp_common). README
aggiornato con elenco completo. 442 test totali verdi.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-27 23:58:07 +02:00
AdrianoDev 6fc3d1d94f feat: import 6 MCP services + common workspace 2026-04-27 17:34:14 +02:00