Consolidate the cross-cutting data tools onto the unified interface and
remove their per-exchange duplicates.
- /mcp/tools/get_historical: single call, `exchange` now optional. Set →
that venue's candles (native symbol); omitted → cross-exchange consensus
(canonical symbol, median OHLC + div_pct). Folds in the former
/mcp-cross consensus, whose router is deleted.
- /mcp/tools/get_indicators: new common tool computing sma/rsi/atr/macd/adx
over the single-or-consensus series. Computation centralized in
common/indicators.py::compute_indicators (was duplicated per exchange).
- Remove get_historical from /mcp-deribit and /mcp-hyperliquid; remove
get_technical_indicators (deribit) and get_indicators (hyperliquid),
including the now-dead client methods, Req schemas and tool wrappers.
The client get_historical METHODS stay (used by the unified dispatch).
Tests: rewrite cross tests into test_unified (instruments, historical
single + consensus + failures, indicators single + consensus); drop the
old CrossClient test; tighten app-boot surface assertions (/mcp owns the
data tools; no /mcp-cross, no per-exchange historical/indicators).
Docs: API_REFERENCE / README / CLAUDE updated; smoke run_unified.sh now
covers consensus + indicators.
324 passed, ruff clean. Verified live against Deribit/Hyperliquid.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Add a common cross-exchange interface (/mcp) over the integrated venues
(deribit, hyperliquid):
- get_instruments: uniform schema where each row carries its own
`exchange`, `fees` (maker/taker, live from Deribit, null where the
venue has no per-instrument schedule) and `history_start` (listing
date, live from Deribit creation_timestamp), plus type/tick_size and a
lossless `native` blob. Optional `exchange` filter; fan-out otherwise.
- get_historical: generalized to {exchange, instrument, interval,
start_date, end_date}, returning a single chosen venue's candles.
Consensus merge stays available on /mcp-cross.
New: routers/unified.py, exchanges/cross/instruments.py (normalizers),
UnifiedClient in cross/client.py, schemas in cross/tools.py. Deribit
get_instruments now also surfaces maker/taker_commission and
creation_timestamp (additive).
Retire Bybit and Alpaca from the API surface: move clients, routers,
settings classes and their tests under old/ (history preserved via
git mv); drop them from the builder, /mcp-cross dispatch and symbol_map.
Bybit remains a public funding/OI data source in sentiment (not the
trading client). IBKR is intentionally excluded from /mcp for now.
Docs: rewrite API_REFERENCE.md (remove Bybit/Alpaca, document /mcp,
clarify that data_timestamp is injected globally by middleware).
Tests: add unified-interface coverage; update cross/settings/builder/boot
tests for the reduced venue set. Fix a pre-existing flaky assertion in
the Hyperliquid signing test (r/s use eth_utils.to_hex like the official
SDK, so a leading zero byte yields <66 chars ~1/256 of the time).
323 passed, ruff clean.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Add a unified historical endpoint that fans out to every exchange
supporting the requested (asset_class, symbol) pair, then merges the
results into a single consensus candle series with per-bar divergence
metrics:
- candles[i].close = median across sources
- candles[i].sources = count of contributing exchanges
- candles[i].div_pct = (max-min)/median for that bar's close
Crypto routes BTC/ETH/SOL across Bybit + Hyperliquid + Deribit; equities
route to Alpaca for now (IBKR omitted from MVP because its bars endpoint
takes a relative period instead of start/end). Partial failures return a
warning envelope (failed_sources) instead of failing the whole request;
all sources failing → HTTP 502.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Adriano