Commit Graph

5 Commits

Author SHA1 Message Date
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 867180f4bf feat(gateway): TLS auto + rate limit + IP allowlist su write endpoint
Configura il gateway Caddy per il deploy su cerbero-mcp.tielogic.xyz:

- Build custom Caddy con plugin mholt/caddy-ratelimit (Dockerfile +
  build via xcaddy).
- TLS automatico via Let's Encrypt (richiede DNS A record + porte
  80/443 raggiungibili), HSTS preload, header di sicurezza.
- Rate limit per IP (60 req/min sui read, 10 req/min sui write,
  sliding window).
- Allowlist IP sui write endpoint (place_*, cancel_*, set_*, close_*,
  transfer_*, amend_*, switch_*): IP non in WRITE_ALLOWLIST → 403.
- Default WRITE_ALLOWLIST copre loopback + Docker bridge: bot sulla
  stessa macchina (host o container) funziona senza configurazione,
  IP pubblici esterni vanno aggiunti esplicitamente.
- Smoke test e README aggiornati per il nuovo URL gateway.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-27 23:24:06 +02:00
AdrianoDev c2fd8330ca feat(mcp-deribit,mcp-bybit): add place_combo_order
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>
2026-04-27 23:12:09 +02:00
AdrianoDev bacd5aab33 docs: aggiornati README e smoke con live checks + resolver kwargs
Documentata la precedenza di risoluzione environment e l'utilizzo dei
nuovi kwargs default_base_url_live/testnet di resolve_environment.
Smoke README estesa con i 6 live tool check read-only.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-27 22:29:46 +02:00
AdrianoDev 46986e2bae chore: init Cerbero_mcp from Cerbero@pre-split-2026-04-27 2026-04-27 17:31:46 +02:00