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
c2fd8330ca
feat(mcp-deribit,mcp-bybit): add place_combo_order
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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
21da74e8a1
refactor(mcp-common): centralize base_url defaults in resolve_environment
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Aggiunti kwargs opzionali default_base_url_live / default_base_url_testnet
a resolve_environment. Rimosse 8 chiamate creds.setdefault duplicate dai
4 servizi (alpaca, bybit, deribit, hyperliquid) ora passano gli URL
canonici direttamente al resolver.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com >
2026-04-27 22:28:18 +02:00
1dbf9bbd7b
fix(mcp-bybit): wire creds + env_info into create_app (was missing)
2026-04-27 21:39:25 +02:00
de19d42850
feat(mcp-alpaca): leverage_cap + paper resolver + environment_info
2026-04-27 17:57:17 +02:00
fb8c43cc61
feat(mcp-hyperliquid): leverage_cap + testnet resolver + environment_info
2026-04-27 17:55:26 +02:00
e958422fe5
feat(mcp-bybit): leverage_cap + testnet resolver + environment_info
2026-04-27 17:53:07 +02:00
0b471f207a
feat(mcp-deribit): testnet resolver + environment_info tool + env override
2026-04-27 17:50:48 +02:00
ecb2d0e4c2
refactor(mcp-deribit): replace risk_guard with local leverage_cap
2026-04-27 17:49:35 +02:00
a163947205
feat(mcp-deribit): leverage_cap module with TDD
2026-04-27 17:46:54 +02:00
b16b26e2e3
refactor(mcp-deribit): localize env_validation as service-internal util
2026-04-27 17:45:08 +02:00
37e5024acc
feat(mcp_common): add environment.resolve_environment with TDD
2026-04-27 17:39:52 +02:00
888a3cde84
refactor(mcp_common): remove risk_guard, models, env_validation, storage
2026-04-27 17:38:44 +02:00
e888fc373d
refactor(common): rename package option_mcp_common → mcp_common
2026-04-27 17:37:35 +02:00
6fc3d1d94f
feat: import 6 MCP services + common workspace
2026-04-27 17:34:14 +02:00
AdrianoDev