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| 201f263c77 |
@@ -1,215 +0,0 @@
|
||||
name: ci
|
||||
|
||||
on:
|
||||
push:
|
||||
branches: [main]
|
||||
pull_request:
|
||||
branches: [main]
|
||||
|
||||
env:
|
||||
REGISTRY: git.tielogic.xyz
|
||||
IMAGE_PREFIX: git.tielogic.xyz/adriano/cerbero-mcp
|
||||
|
||||
jobs:
|
||||
lint:
|
||||
name: ruff lint
|
||||
runs-on: ubuntu-22.04
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
- uses: astral-sh/setup-uv@v3
|
||||
with:
|
||||
version: "latest"
|
||||
enable-cache: true
|
||||
- name: Install deps
|
||||
run: uv sync --frozen --group dev
|
||||
- name: Ruff check
|
||||
run: uv run ruff check services/
|
||||
|
||||
typecheck:
|
||||
name: mypy mcp_common
|
||||
runs-on: ubuntu-22.04
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
- uses: astral-sh/setup-uv@v3
|
||||
with:
|
||||
version: "latest"
|
||||
enable-cache: true
|
||||
- name: Install deps
|
||||
run: uv sync --frozen --group dev
|
||||
- name: Mypy on mcp_common (gating)
|
||||
run: uv run mypy services/common/src/mcp_common
|
||||
- name: Mypy on services (warn-only)
|
||||
run: uv run mypy services/ || true
|
||||
|
||||
test:
|
||||
name: pytest
|
||||
runs-on: ubuntu-22.04
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
- uses: astral-sh/setup-uv@v3
|
||||
with:
|
||||
version: "latest"
|
||||
enable-cache: true
|
||||
- name: Install deps
|
||||
run: uv sync --frozen --group dev
|
||||
- name: Pytest full suite
|
||||
run: uv run pytest services/ --tb=short
|
||||
|
||||
validate-config:
|
||||
name: validate compose + Caddyfile
|
||||
runs-on: ubuntu-22.04
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
|
||||
- name: Validate dev compose
|
||||
run: docker compose -f docker-compose.yml config -q
|
||||
|
||||
- name: Validate prod compose
|
||||
run: docker compose -f docker-compose.prod.yml config -q
|
||||
env:
|
||||
ACME_EMAIL: test@example.com
|
||||
WRITE_ALLOWLIST: "127.0.0.1/32"
|
||||
|
||||
- name: Set up Docker Buildx
|
||||
uses: docker/setup-buildx-action@v3
|
||||
|
||||
- name: Build gateway image (local, no push)
|
||||
uses: docker/build-push-action@v6
|
||||
with:
|
||||
context: ./gateway
|
||||
file: gateway/Dockerfile
|
||||
tags: cerbero-gateway:validate
|
||||
load: true
|
||||
|
||||
- name: Validate Caddyfile syntax
|
||||
run: |
|
||||
docker run --rm \
|
||||
-v "$PWD/gateway/Caddyfile:/etc/caddy/Caddyfile:ro" \
|
||||
-e ACME_EMAIL=test@example.com \
|
||||
-e WRITE_ALLOWLIST="127.0.0.1/32" \
|
||||
cerbero-gateway:validate \
|
||||
caddy validate --config /etc/caddy/Caddyfile
|
||||
|
||||
build-and-push:
|
||||
name: build & push to registry
|
||||
runs-on: ubuntu-22.04
|
||||
needs: [lint, test, validate-config]
|
||||
if: github.event_name == 'push' && github.ref == 'refs/heads/main'
|
||||
permissions:
|
||||
packages: write
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
|
||||
- name: Set up Docker Buildx
|
||||
uses: docker/setup-buildx-action@v3
|
||||
|
||||
- name: Log in to Gitea registry
|
||||
uses: docker/login-action@v3
|
||||
with:
|
||||
registry: ${{ env.REGISTRY }}
|
||||
username: ${{ gitea.actor }}
|
||||
password: ${{ secrets.GITEA_TOKEN }}
|
||||
|
||||
- name: Compute short SHA
|
||||
id: meta
|
||||
run: echo "sha=$(git rev-parse --short HEAD)" >> $GITHUB_OUTPUT
|
||||
|
||||
- name: Build base image (load to local daemon)
|
||||
uses: docker/build-push-action@v6
|
||||
with:
|
||||
context: .
|
||||
file: docker/base.Dockerfile
|
||||
tags: cerbero-base:latest
|
||||
load: true
|
||||
cache-from: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:base
|
||||
cache-to: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:base,mode=max
|
||||
|
||||
- name: Build & push gateway
|
||||
uses: docker/build-push-action@v6
|
||||
with:
|
||||
context: ./gateway
|
||||
file: gateway/Dockerfile
|
||||
push: true
|
||||
tags: |
|
||||
${{ env.IMAGE_PREFIX }}/gateway:latest
|
||||
${{ env.IMAGE_PREFIX }}/gateway:sha-${{ steps.meta.outputs.sha }}
|
||||
cache-from: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:gateway
|
||||
cache-to: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:gateway,mode=max
|
||||
|
||||
- name: Build & push mcp-deribit
|
||||
uses: docker/build-push-action@v6
|
||||
with:
|
||||
context: .
|
||||
file: docker/mcp-deribit.Dockerfile
|
||||
build-args: BASE_TAG=latest
|
||||
push: true
|
||||
tags: |
|
||||
${{ env.IMAGE_PREFIX }}/mcp-deribit:latest
|
||||
${{ env.IMAGE_PREFIX }}/mcp-deribit:sha-${{ steps.meta.outputs.sha }}
|
||||
cache-from: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:mcp-deribit
|
||||
cache-to: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:mcp-deribit,mode=max
|
||||
|
||||
- name: Build & push mcp-bybit
|
||||
uses: docker/build-push-action@v6
|
||||
with:
|
||||
context: .
|
||||
file: docker/mcp-bybit.Dockerfile
|
||||
build-args: BASE_TAG=latest
|
||||
push: true
|
||||
tags: |
|
||||
${{ env.IMAGE_PREFIX }}/mcp-bybit:latest
|
||||
${{ env.IMAGE_PREFIX }}/mcp-bybit:sha-${{ steps.meta.outputs.sha }}
|
||||
cache-from: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:mcp-bybit
|
||||
cache-to: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:mcp-bybit,mode=max
|
||||
|
||||
- name: Build & push mcp-hyperliquid
|
||||
uses: docker/build-push-action@v6
|
||||
with:
|
||||
context: .
|
||||
file: docker/mcp-hyperliquid.Dockerfile
|
||||
build-args: BASE_TAG=latest
|
||||
push: true
|
||||
tags: |
|
||||
${{ env.IMAGE_PREFIX }}/mcp-hyperliquid:latest
|
||||
${{ env.IMAGE_PREFIX }}/mcp-hyperliquid:sha-${{ steps.meta.outputs.sha }}
|
||||
cache-from: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:mcp-hyperliquid
|
||||
cache-to: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:mcp-hyperliquid,mode=max
|
||||
|
||||
- name: Build & push mcp-alpaca
|
||||
uses: docker/build-push-action@v6
|
||||
with:
|
||||
context: .
|
||||
file: docker/mcp-alpaca.Dockerfile
|
||||
build-args: BASE_TAG=latest
|
||||
push: true
|
||||
tags: |
|
||||
${{ env.IMAGE_PREFIX }}/mcp-alpaca:latest
|
||||
${{ env.IMAGE_PREFIX }}/mcp-alpaca:sha-${{ steps.meta.outputs.sha }}
|
||||
cache-from: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:mcp-alpaca
|
||||
cache-to: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:mcp-alpaca,mode=max
|
||||
|
||||
- name: Build & push mcp-macro
|
||||
uses: docker/build-push-action@v6
|
||||
with:
|
||||
context: .
|
||||
file: docker/mcp-macro.Dockerfile
|
||||
build-args: BASE_TAG=latest
|
||||
push: true
|
||||
tags: |
|
||||
${{ env.IMAGE_PREFIX }}/mcp-macro:latest
|
||||
${{ env.IMAGE_PREFIX }}/mcp-macro:sha-${{ steps.meta.outputs.sha }}
|
||||
cache-from: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:mcp-macro
|
||||
cache-to: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:mcp-macro,mode=max
|
||||
|
||||
- name: Build & push mcp-sentiment
|
||||
uses: docker/build-push-action@v6
|
||||
with:
|
||||
context: .
|
||||
file: docker/mcp-sentiment.Dockerfile
|
||||
build-args: BASE_TAG=latest
|
||||
push: true
|
||||
tags: |
|
||||
${{ env.IMAGE_PREFIX }}/mcp-sentiment:latest
|
||||
${{ env.IMAGE_PREFIX }}/mcp-sentiment:sha-${{ steps.meta.outputs.sha }}
|
||||
cache-from: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:mcp-sentiment
|
||||
cache-to: type=registry,ref=${{ env.IMAGE_PREFIX }}/buildcache:mcp-sentiment,mode=max
|
||||
@@ -36,3 +36,6 @@ config/*.env
|
||||
|
||||
# MCP config con token (solo .example tracciato)
|
||||
.mcp.json
|
||||
|
||||
# Override locale compose (specifico macchina, fix daemon vecchi, ecc.)
|
||||
docker-compose.local.yml
|
||||
|
||||
+271
-47
@@ -1,43 +1,256 @@
|
||||
# Deployment Cerbero_mcp
|
||||
|
||||
Guida operativa per il deploy della suite MCP su un VPS pubblico.
|
||||
L'architettura è: Gitea ospita codice + container registry; il VPS produzione
|
||||
non builda nulla, ma fa pull dei container già pronti dalla registry e usa
|
||||
Watchtower per il rollover automatico delle versioni.
|
||||
L'architettura è: Gitea ospita codice + container registry; le immagini
|
||||
vengono buildate e pushate dalla **macchina di sviluppo** (laptop) verso
|
||||
il registry; il VPS produzione non builda nulla, fa solo pull dei
|
||||
container già pronti e usa Watchtower per il rollover automatico.
|
||||
|
||||
```
|
||||
┌─────────────────────────┐ ┌──────────────────────────────────┐
|
||||
│ Gitea git.tielogic.xyz │ │ VPS produzione │
|
||||
│ │ │ cerbero-mcp.tielogic.xyz │
|
||||
│ ┌──────────────────┐ │ push │ │
|
||||
│ │ Cerbero-mcp repo │───┼─CI/CD──▶│ ┌────────────────────────────┐ │
|
||||
│ └──────────────────┘ │ image │ │ docker compose │ │
|
||||
│ ┌──────────────────┐ │ │ │ (docker-compose.prod.yml) │ │
|
||||
│ │ Container reg. │◀──┼─ pull ──┤ │ gateway, mcp-* │ │
|
||||
│ └──────────────────┘ │ │ │ watchtower (poll 5min) │ │
|
||||
│ ┌──────────────────┐ │ │ └────────────────────────────┘ │
|
||||
│ │ Actions runner │ │ │ │
|
||||
│ └──────────────────┘ │ │ │
|
||||
└─────────────────────────┘ └──────────────────────────────────┘
|
||||
┌──────────────────────────┐ ┌─────────────────────────┐ ┌──────────────────────────────────┐
|
||||
│ Laptop dev │ │ Gitea git.tielogic.xyz │ │ VPS produzione │
|
||||
│ │ │ │ │ cerbero-mcp.tielogic.xyz │
|
||||
│ build-push.sh ──push──▶ │───▶│ ┌────────────────────┐ │ │ │
|
||||
│ (8 image) │ │ │ Container registry │ │ │ ┌────────────────────────────┐ │
|
||||
│ git push ─────────────▶ │───▶│ └────────────────────┘ │◀──┼──┤ docker compose │ │
|
||||
│ │ │ ┌────────────────────┐ │ pull │ (docker-compose.prod.yml) │ │
|
||||
│ │ │ │ Cerbero-mcp repo │ │ │ │ gateway, mcp-* │ │
|
||||
│ │ │ └────────────────────┘ │ │ │ watchtower (poll 5min) │ │
|
||||
│ │ │ │ │ └────────────────────────────┘ │
|
||||
└──────────────────────────┘ └─────────────────────────┘ └──────────────────────────────────┘
|
||||
```
|
||||
|
||||
## 1. Pipeline CI/CD (Gitea Actions)
|
||||
Niente CI/CD su Gitea — qualità e build sono responsabilità del laptop
|
||||
prima del push (lint/test in locale, poi `scripts/build-push.sh`).
|
||||
|
||||
`.gitea/workflows/ci.yml` ad ogni push su `main` esegue, in sequenza:
|
||||
## 1. Build & push image (dal laptop)
|
||||
|
||||
1. **lint** (`ruff check`) — gating
|
||||
2. **typecheck** (`mypy mcp_common`) — gating su mcp_common, warn-only sui servizi
|
||||
3. **test** (`pytest services/`) — gating, 455 test
|
||||
4. **build-and-push** — solo su push a `main`:
|
||||
- Logga al registry `git.tielogic.xyz` con `secrets.GITEA_TOKEN`
|
||||
- Builda `docker/base.Dockerfile` (cache)
|
||||
- Builda e pusha `gateway` + 6 servizi MCP con tag:
|
||||
- `:latest` (mobile, Watchtower polla questo)
|
||||
- `:sha-XXXXXXX` (immutabile, per rollback puntuali)
|
||||
Lo script `scripts/build-push.sh` builda e pusha le 8 image al registry
|
||||
Gitea, replicando il vecchio job CI ma in locale. Pre-requisiti:
|
||||
|
||||
Le PR fanno girare solo lint+typecheck+test, niente build/push.
|
||||
- `docker` + `buildx` sul laptop.
|
||||
- Personal Access Token Gitea con scope `write:package` (User Settings
|
||||
→ Applications → Generate Token).
|
||||
|
||||
## 2. Setup iniziale del VPS
|
||||
```bash
|
||||
export GITEA_PAT='<PAT_write:package>'
|
||||
export GITEA_USER=adriano
|
||||
|
||||
# Tutte le 8 image (base + gateway + 6 mcp-*)
|
||||
./scripts/build-push.sh
|
||||
|
||||
# Solo specifiche (es. dopo modifica a un singolo servizio)
|
||||
./scripts/build-push.sh base mcp-bybit
|
||||
```
|
||||
|
||||
Lo script:
|
||||
- Fa `docker login git.tielogic.xyz`.
|
||||
- Builda con `docker buildx build --push` (cache buildx locale del
|
||||
laptop, niente cache registry: build successivi rapidi senza pesare
|
||||
sul registry).
|
||||
- Tagga `:latest` + `:sha-<short_HEAD>`.
|
||||
- Per le mcp-* passa `BASE_IMAGE`/`BASE_TAG` come build-arg in modo da
|
||||
ereditare dall'image `base` appena pushata.
|
||||
|
||||
Ordine consigliato: builda `base` prima delle `mcp-*` (lo script lo fa
|
||||
di default se chiamato senza argomenti).
|
||||
|
||||
## 1b. Quality gate locale (consigliato prima del push)
|
||||
|
||||
Prima di `build-push.sh` esegui in locale i check che prima girava il CI:
|
||||
|
||||
```bash
|
||||
uv run ruff check services/
|
||||
uv run mypy services/common/src/mcp_common
|
||||
uv run pytest services/ --tb=short
|
||||
docker compose -f docker-compose.prod.yml config -q
|
||||
```
|
||||
|
||||
Tutti devono essere verdi prima di pushare image al registry.
|
||||
|
||||
## 2a. Topologia: standalone vs behind-Traefik
|
||||
|
||||
Cerbero_mcp supporta due topologie di deploy:
|
||||
|
||||
### Standalone (Caddy gestisce TLS direttamente)
|
||||
|
||||
```
|
||||
Internet ──[443]──► Caddy gateway ──► mcp-* services
|
||||
(ACME Let's Encrypt)
|
||||
```
|
||||
|
||||
Setto: `docker-compose.prod.yml` da solo. Caddy bind sulle porte
|
||||
80/443 host, fa cert auto via ACME. Adatto a un VPS dedicato senza
|
||||
altri servizi sulle 80/443.
|
||||
|
||||
### Behind-Traefik (Traefik termina TLS)
|
||||
|
||||
```
|
||||
Internet ──[443]──► Traefik ──[traefik network]──► Caddy gateway ──► mcp-* services
|
||||
(TLS+ACME) (rate-limit, IP allowlist)
|
||||
```
|
||||
|
||||
Setto: `docker-compose.prod.yml` + `docker-compose.traefik.yml` overlay.
|
||||
Caddy non bind su host, ascolta plain HTTP `:80` interno alla
|
||||
`traefik` network. Traefik fa routing per `Host(cerbero-mcp.tielogic.xyz)`,
|
||||
TLS, ACME. Adatto a VPS condiviso con altri servizi (Gitea, ecc.).
|
||||
|
||||
## 2. Deploy automatizzato (script no-clone)
|
||||
|
||||
Il modo più rapido è `scripts/deploy-noclone.sh`, idempotente. Sul VPS
|
||||
**non** viene clonato il repo: lo script scarica via raw HTTP solo i
|
||||
file strettamente necessari al runtime (compose, Caddyfile, public
|
||||
assets). Esegui sul VPS:
|
||||
|
||||
```bash
|
||||
# Prerequisiti
|
||||
export GITEA_PAT="<PAT con scope read:package>"
|
||||
export GITEA_USER=adriano
|
||||
|
||||
# Crea la dir di deploy e mettici i secrets via scp dal posto sicuro
|
||||
sudo mkdir -p /docker/cerbero_mcp/secrets
|
||||
sudo chown -R "$USER" /docker/cerbero_mcp
|
||||
# scp deribit.json bybit.json hyperliquid.json alpaca.json \
|
||||
# macro.json sentiment.json core.token observer.token \
|
||||
# vps:/docker/cerbero_mcp/secrets/
|
||||
|
||||
# Behind Traefik (opzionale, solo se VPS condiviso con Gitea o altri)
|
||||
# export BEHIND_TRAEFIK=true
|
||||
# export TRAEFIK_NETWORK=gitea_traefik-public
|
||||
|
||||
curl -sL -o /tmp/deploy-noclone.sh \
|
||||
https://git.tielogic.xyz/Adriano/Cerbero-mcp/raw/branch/main/scripts/deploy-noclone.sh
|
||||
chmod +x /tmp/deploy-noclone.sh
|
||||
/tmp/deploy-noclone.sh
|
||||
```
|
||||
|
||||
Lo script esegue: docker login registry → scarica `docker-compose.prod.yml`,
|
||||
`docker-compose.traefik.yml`, `gateway/Caddyfile`, `gateway/public/*` in
|
||||
`/docker/cerbero_mcp/` → chmod 600 sui secrets → genera `.env` iniziale
|
||||
(testnet) → crea `/var/log/cerbero-mcp` con permessi `1000:1000` → pull
|
||||
image dal registry → `docker compose up -d` → smoke test pubblico.
|
||||
|
||||
Per aggiornare in seguito: ri-esegui lo stesso script (preserva `.env`
|
||||
e secrets, ricarica config dal branch `main` aggiornato).
|
||||
|
||||
**Override paths**: `DEPLOY_DIR` (default `/docker/cerbero_mcp`),
|
||||
`SECRETS_SRC` (default `$DEPLOY_DIR/secrets`), `AUDIT_LOG_DIR` (default
|
||||
`/var/log/cerbero-mcp`).
|
||||
|
||||
**Override compose locale (`docker-compose.local.yml`)**: lo script
|
||||
include automaticamente come ultimo `-f` un eventuale
|
||||
`$DEPLOY_DIR/docker-compose.local.yml`. Utile per fix specifici della
|
||||
macchina (es. forzare `DOCKER_API_VERSION` su watchtower se il daemon
|
||||
del VPS è più vecchio dell'API attesa). File gitignored per design —
|
||||
non viene scaricato dal repo, lo crei a mano sul VPS. Esempio:
|
||||
|
||||
```yaml
|
||||
# /docker/cerbero_mcp/docker-compose.local.yml
|
||||
services:
|
||||
watchtower:
|
||||
environment:
|
||||
DOCKER_API_VERSION: "1.44"
|
||||
```
|
||||
|
||||
### Modalità behind-Traefik
|
||||
|
||||
Se sul VPS gira già un Traefik (es. lo stesso VPS di Gitea), prima di
|
||||
lanciare lo script aggiungi al tuo `.env`:
|
||||
|
||||
```bash
|
||||
BEHIND_TRAEFIK=true
|
||||
TRAEFIK_NETWORK=gitea_traefik-public # nome network esterna di Traefik
|
||||
TRAEFIK_CERTRESOLVER=letsencrypt # nome resolver in Traefik
|
||||
TRAEFIK_ENTRYPOINT=websecure # entrypoint HTTPS Traefik
|
||||
|
||||
# Porte gateway non più necessarie (Traefik bind 80/443):
|
||||
# GATEWAY_HTTP_PORT, GATEWAY_HTTPS_PORT non vengono usate.
|
||||
```
|
||||
|
||||
Lo script rileva `BEHIND_TRAEFIK=true` e usa
|
||||
`docker compose -f docker-compose.prod.yml -f docker-compose.traefik.yml`.
|
||||
Il gateway Caddy NON bind su 80/443 host; viene esposto via Traefik con
|
||||
labels per `Host(cerbero-mcp.tielogic.xyz)`.
|
||||
|
||||
Verifica della network Traefik:
|
||||
|
||||
```bash
|
||||
docker network ls | grep -i traefik
|
||||
# Tipicamente vedrai: gitea_traefik-public, traefik_default, ecc.
|
||||
# Usa il nome ESATTO come TRAEFIK_NETWORK in .env.
|
||||
```
|
||||
|
||||
## 3. Safety: switch testnet → mainnet
|
||||
|
||||
`mcp_common.environment.consistency_check` (richiamato dal boot
|
||||
`run_exchange_main`) PREVIENE switch accidentali:
|
||||
|
||||
- Se l'ambiente risolto è **mainnet** ma il secret JSON corrispondente
|
||||
non contiene `"environment": "mainnet"` esplicito → boot abort con
|
||||
`EnvironmentMismatchError`.
|
||||
- Se il secret dichiara un environment diverso da quello risolto (es.
|
||||
`creds["environment"]="mainnet"` ma env var setta testnet) → boot abort.
|
||||
|
||||
**Per passare a mainnet su un exchange specifico** (es. bybit):
|
||||
|
||||
1. Edita `secrets/bybit.json`: aggiungi `"environment": "mainnet"`.
|
||||
2. Modifica `.env`: `BYBIT_TESTNET=false`.
|
||||
3. `docker compose -f docker-compose.prod.yml --env-file .env restart mcp-bybit`.
|
||||
|
||||
Senza il flag esplicito nel secret, il container mcp-bybit fallirà al
|
||||
boot e Watchtower NON aggiornerà su versioni con cred mainnet rotti.
|
||||
|
||||
Override `STRICT_MAINNET=false` in `.env` permette mainnet senza la
|
||||
conferma esplicita (downgrade safety, sconsigliato in produzione).
|
||||
|
||||
## 4. Audit log persistente
|
||||
|
||||
Tutti i write endpoint (`place_order`, `place_combo_order`, `cancel_*`,
|
||||
`set_*`, `close_*`, `transfer_*`, `amend_*`, `switch_*`) emettono un
|
||||
record JSON strutturato sul logger `mcp.audit`.
|
||||
|
||||
**Sink**:
|
||||
- stdout/stderr container (sempre, visibile via `docker logs`).
|
||||
- File JSONL persistente su volume host:
|
||||
`${AUDIT_LOG_DIR:-/var/log/cerbero-mcp}/<service>.audit.jsonl`.
|
||||
Rotation a mezzanotte UTC con retention `AUDIT_LOG_BACKUP_DAYS`
|
||||
(default 30 giorni).
|
||||
|
||||
**Esempio record**:
|
||||
|
||||
```json
|
||||
{
|
||||
"audit_event": "write_op",
|
||||
"action": "place_order",
|
||||
"exchange": "bybit",
|
||||
"principal": "core",
|
||||
"target": "BTCUSDT",
|
||||
"payload": {"side": "Buy", "qty": 0.01, "price": 60000, "leverage": 3},
|
||||
"result": {"order_id": "abc123", "status": "submitted"}
|
||||
}
|
||||
```
|
||||
|
||||
**Query operative**:
|
||||
|
||||
```bash
|
||||
# Tutto l'audit log oggi
|
||||
tail -f /var/log/cerbero-mcp/*.audit.jsonl
|
||||
|
||||
# Solo place_order su bybit
|
||||
jq -c 'select(.action=="place_order" and .exchange=="bybit")' \
|
||||
/var/log/cerbero-mcp/bybit.audit.jsonl
|
||||
|
||||
# Errori
|
||||
jq -c 'select(.error)' /var/log/cerbero-mcp/*.audit.jsonl
|
||||
|
||||
# Operazioni di un principal
|
||||
jq -c 'select(.principal=="core")' /var/log/cerbero-mcp/*.audit.jsonl
|
||||
```
|
||||
|
||||
I secret (api_key, password) sono filtrati automaticamente da
|
||||
`SecretsFilter` prima di arrivare al sink.
|
||||
|
||||
## 5. Setup iniziale del VPS (manuale, alternativa allo script)
|
||||
|
||||
**Pre-requisiti**: Docker Engine ≥ 24, `docker compose` plugin, accesso SSH
|
||||
sudo, dominio DNS A record `cerbero-mcp.tielogic.xyz` → IP del VPS, porte 80
|
||||
@@ -55,12 +268,23 @@ echo "$GITEA_PAT" | docker login git.tielogic.xyz -u <gitea-username> --password
|
||||
Le credenziali vengono salvate in `~/.docker/config.json`. Watchtower lo
|
||||
bind-monta in sola lettura per fare i pull autenticati.
|
||||
|
||||
### b) Clona repository (solo per i file di compose, secret e Caddyfile)
|
||||
### b) Crea dir di deploy e scarica i file di config
|
||||
|
||||
Sul VPS NON serve clonare il repo. Bastano i file di compose, il
|
||||
`Caddyfile` e i public assets del gateway:
|
||||
|
||||
```bash
|
||||
sudo mkdir -p /opt/cerbero-mcp && sudo chown $USER /opt/cerbero-mcp
|
||||
cd /opt/cerbero-mcp
|
||||
git clone ssh://git@git.tielogic.xyz:222/Adriano/Cerbero-mcp.git .
|
||||
sudo mkdir -p /docker/cerbero_mcp/{secrets,gateway/public}
|
||||
sudo chown -R "$USER" /docker/cerbero_mcp
|
||||
cd /docker/cerbero_mcp
|
||||
|
||||
BASE=https://git.tielogic.xyz/Adriano/Cerbero-mcp/raw/branch/main
|
||||
curl -fsSL -o docker-compose.prod.yml $BASE/docker-compose.prod.yml
|
||||
curl -fsSL -o docker-compose.traefik.yml $BASE/docker-compose.traefik.yml
|
||||
curl -fsSL -o gateway/Caddyfile $BASE/gateway/Caddyfile
|
||||
curl -fsSL -o gateway/public/index.html $BASE/gateway/public/index.html
|
||||
curl -fsSL -o gateway/public/status.js $BASE/gateway/public/status.js
|
||||
curl -fsSL -o gateway/public/style.css $BASE/gateway/public/style.css
|
||||
```
|
||||
|
||||
Il VPS NON ha bisogno di buildare; usa `docker-compose.prod.yml` che fa solo
|
||||
@@ -79,7 +303,7 @@ chmod 600 secrets/*
|
||||
|
||||
### d) `.env` con configurazione runtime
|
||||
|
||||
Crea `/opt/cerbero-mcp/.env`:
|
||||
Crea `/docker/cerbero_mcp/.env`:
|
||||
|
||||
```bash
|
||||
# Gateway
|
||||
@@ -113,7 +337,7 @@ docker compose -f docker-compose.prod.yml logs -f gateway
|
||||
Caddy chiede automaticamente il certificato Let's Encrypt al primo
|
||||
contatto su `https://cerbero-mcp.tielogic.xyz`.
|
||||
|
||||
## 3. Auto-update via Watchtower
|
||||
## 6. Auto-update via Watchtower
|
||||
|
||||
Watchtower (servizio `watchtower` nel compose) polla il registry ogni
|
||||
`WATCHTOWER_POLL_INTERVAL` secondi. Se trova un nuovo digest dietro al tag
|
||||
@@ -147,7 +371,7 @@ Rimuovi la label `com.centurylinklabs.watchtower.enable=true` per quel
|
||||
servizio nel compose (oppure imposta `=false`). Watchtower lo ignora ma
|
||||
continua a tenere aggiornati gli altri.
|
||||
|
||||
## 4. Rollback
|
||||
## 7. Rollback
|
||||
|
||||
```bash
|
||||
# Trova lo SHA della versione precedente
|
||||
@@ -162,7 +386,7 @@ docker compose -f docker-compose.prod.yml --env-file .env up -d
|
||||
Watchtower NON downgraderà perché il digest del tag pin corrisponde a quello
|
||||
locale.
|
||||
|
||||
## 5. Smoke test post-deploy
|
||||
## 8. Smoke test post-deploy
|
||||
|
||||
```bash
|
||||
# Da fuori VPS (laptop)
|
||||
@@ -179,7 +403,7 @@ curl -X POST https://cerbero-mcp.tielogic.xyz/mcp-deribit/tools/place_order \
|
||||
GATEWAY=http://localhost bash tests/smoke/run.sh
|
||||
```
|
||||
|
||||
## 6. Sicurezza VPS
|
||||
## 9. Sicurezza VPS
|
||||
|
||||
- Firewall `ufw`: `allow 22, 80, 443`. Tutto il resto deny in.
|
||||
- `fail2ban` su SSH e (opz) sul log Caddy 401.
|
||||
@@ -189,7 +413,7 @@ GATEWAY=http://localhost bash tests/smoke/run.sh
|
||||
- Audit log in `docker compose logs <service> | grep audit_event` — per
|
||||
produzione meglio redirezionare a syslog o a un servizio dedicato.
|
||||
|
||||
## 7. Note Traefik / reverse proxy davanti a Gitea
|
||||
## 10. Note Traefik / reverse proxy davanti a Gitea
|
||||
|
||||
Gitea è esposto via Traefik (ROOT_URL `https://git.tielogic.xyz`). Per il push
|
||||
di image Docker il reverse proxy deve consentire upload di body grossi (un
|
||||
@@ -209,16 +433,16 @@ http:
|
||||
|
||||
Applicalo come middleware al router Gitea.
|
||||
|
||||
## 8. Aggiornamento del compose stesso (file YAML)
|
||||
## 11. Aggiornamento del compose stesso (file YAML)
|
||||
|
||||
Watchtower aggiorna le **image**, non il `docker-compose.prod.yml`. Se cambi
|
||||
struttura (nuovi servizi, nuove env var) devi:
|
||||
Watchtower aggiorna le **image**, non `docker-compose.prod.yml` né
|
||||
`Caddyfile`. Se cambi struttura (nuovi servizi, nuove env var, modifiche
|
||||
al gateway), ri-esegui sul VPS lo script no-clone, che ri-scarica i file
|
||||
di config dal branch `main` di Gitea e applica:
|
||||
|
||||
```bash
|
||||
cd /opt/cerbero-mcp
|
||||
git pull
|
||||
docker compose -f docker-compose.prod.yml --env-file .env up -d
|
||||
/tmp/deploy-noclone.sh
|
||||
```
|
||||
|
||||
Per automatizzare anche questo serve un cron job o uno step CD push-based
|
||||
(vedi backlog).
|
||||
Lo script è idempotente: preserva `.env` e `secrets/`, aggiorna solo i
|
||||
file di config + fa `pull` + `up -d`.
|
||||
|
||||
@@ -42,7 +42,10 @@ basis spot/perp, indicatori tecnici. **Nuovi**: `get_orderbook_imbalance`,
|
||||
### Macro
|
||||
Treasury yields, FRED indicators, equity futures, asset prices, calendar.
|
||||
**Nuovi**: `get_yield_curve_slope` (slope 2y10y/5y30y + butterfly + regime),
|
||||
`get_breakeven_inflation` (T5YIE/T10YIE/T5YIFR).
|
||||
`get_breakeven_inflation` (T5YIE/T10YIE/T5YIFR), `get_cot_tff` (TFF report
|
||||
CFTC equity/financial: ES/NQ/RTY/ZN/ZB/6E/6J/DX), `get_cot_disaggregated`
|
||||
(Disaggregated report CFTC commodities: CL/GC/SI/HG/ZW/ZC/ZS),
|
||||
`get_cot_extreme_positioning` (scanner percentile ≤5/≥95 su watchlist).
|
||||
|
||||
### Sentiment
|
||||
News (CryptoPanic/CoinDesk), social (LunarCrush), funding multi-exchange,
|
||||
@@ -50,7 +53,31 @@ OI history. **Nuovi**: `get_funding_arb_spread` (opportunità arb compatte),
|
||||
`get_liquidation_heatmap` (heuristic da OI delta + funding extreme),
|
||||
`get_cointegration_pairs` (Engle-Granger su coppie crypto).
|
||||
|
||||
## Avvio locale
|
||||
## Build & deploy pipeline
|
||||
|
||||
Niente CI/CD su Gitea: la build delle 8 image è responsabilità della
|
||||
macchina di sviluppo, fatta da `scripts/build-push.sh`. Il flusso è:
|
||||
|
||||
1. **Quality gate locale** (sul laptop, prima di pushare):
|
||||
- `uv run ruff check services/`
|
||||
- `uv run mypy services/common/src/mcp_common`
|
||||
- `uv run pytest services/`
|
||||
- `docker compose -f docker-compose.prod.yml config -q`
|
||||
2. **Build & push** (sul laptop):
|
||||
```bash
|
||||
export GITEA_PAT='<PAT_write:package>'
|
||||
./scripts/build-push.sh # tutte le 8 image
|
||||
./scripts/build-push.sh base mcp-bybit # solo specifiche
|
||||
```
|
||||
Tagga `:latest` + `:sha-<short_HEAD>` per rollback puntuali. Cache
|
||||
buildx via registry stesso (run successivi 5-10× più veloci).
|
||||
3. **Auto-rollover su VPS**: Watchtower polla il registry ogni 5 min e
|
||||
aggiorna i container quando il digest del tag `:latest` cambia.
|
||||
|
||||
Vedi [`DEPLOYMENT.md`](DEPLOYMENT.md) per build & push, deploy VPS
|
||||
no-clone (`scripts/deploy-noclone.sh`), smoke test, rollback.
|
||||
|
||||
## Avvio locale (dev)
|
||||
|
||||
```bash
|
||||
docker compose up -d
|
||||
@@ -64,11 +91,7 @@ Vedi `secrets/*.json` e variabili `*_TESTNET` / `ALPACA_PAPER` in
|
||||
|
||||
### Deploy su VPS pubblica (`cerbero-mcp.tielogic.xyz`)
|
||||
|
||||
Vedi [`DEPLOYMENT.md`](DEPLOYMENT.md) per la guida completa: pipeline CI/CD
|
||||
(Gitea Actions → registry → Watchtower auto-update), setup VPS step-by-step,
|
||||
rollback, smoke test post-deploy.
|
||||
|
||||
|
||||
Vedi [`DEPLOYMENT.md`](DEPLOYMENT.md) per il runbook completo end-to-end.
|
||||
|
||||
Il gateway Caddy è configurato per:
|
||||
- TLS automatico via Let's Encrypt (richiede DNS A/AAAA che punti al
|
||||
|
||||
@@ -53,6 +53,8 @@ x-common-security: &common-security
|
||||
networks: [internal]
|
||||
labels:
|
||||
com.centurylinklabs.watchtower.enable: "true"
|
||||
volumes:
|
||||
- ${AUDIT_LOG_DIR:-/var/log/cerbero-mcp}:/var/log/cerbero-mcp:rw
|
||||
|
||||
x-image-prefix: &image_prefix git.tielogic.xyz/adriano/cerbero-mcp
|
||||
|
||||
@@ -103,6 +105,7 @@ services:
|
||||
OBSERVER_TOKEN_FILE: /run/secrets/observer_token
|
||||
DERIBIT_TESTNET: "${DERIBIT_TESTNET:-true}"
|
||||
ROOT_PATH: /mcp-deribit
|
||||
AUDIT_LOG_FILE: /var/log/cerbero-mcp/deribit.audit.jsonl
|
||||
|
||||
mcp-hyperliquid:
|
||||
image: ${IMAGE_PREFIX:-git.tielogic.xyz/adriano/cerbero-mcp}/mcp-hyperliquid:${IMAGE_TAG:-latest}
|
||||
@@ -118,6 +121,7 @@ services:
|
||||
OBSERVER_TOKEN_FILE: /run/secrets/observer_token
|
||||
HYPERLIQUID_TESTNET: "${HYPERLIQUID_TESTNET:-true}"
|
||||
ROOT_PATH: /mcp-hyperliquid
|
||||
AUDIT_LOG_FILE: /var/log/cerbero-mcp/hyperliquid.audit.jsonl
|
||||
|
||||
mcp-bybit:
|
||||
image: ${IMAGE_PREFIX:-git.tielogic.xyz/adriano/cerbero-mcp}/mcp-bybit:${IMAGE_TAG:-latest}
|
||||
@@ -133,6 +137,7 @@ services:
|
||||
OBSERVER_TOKEN_FILE: /run/secrets/observer_token
|
||||
BYBIT_TESTNET: "${BYBIT_TESTNET:-true}"
|
||||
ROOT_PATH: /mcp-bybit
|
||||
AUDIT_LOG_FILE: /var/log/cerbero-mcp/bybit.audit.jsonl
|
||||
PORT: "9019"
|
||||
|
||||
mcp-alpaca:
|
||||
@@ -149,6 +154,7 @@ services:
|
||||
OBSERVER_TOKEN_FILE: /run/secrets/observer_token
|
||||
ALPACA_PAPER: "${ALPACA_PAPER:-true}"
|
||||
ROOT_PATH: /mcp-alpaca
|
||||
AUDIT_LOG_FILE: /var/log/cerbero-mcp/alpaca.audit.jsonl
|
||||
PORT: "9020"
|
||||
|
||||
mcp-macro:
|
||||
|
||||
@@ -0,0 +1,60 @@
|
||||
# docker-compose.traefik.yml — overlay per integrare Cerbero_mcp con un
|
||||
# Traefik già esistente sull'host (es. lo stesso VPS che ospita Gitea).
|
||||
#
|
||||
# USO:
|
||||
# docker compose -f docker-compose.prod.yml -f docker-compose.traefik.yml \
|
||||
# --env-file .env up -d
|
||||
#
|
||||
# Differenze vs docker-compose.prod.yml standalone:
|
||||
# - Gateway Caddy NON ha ports binding host (Traefik è il punto di ingresso
|
||||
# pubblico su 80/443).
|
||||
# - Gateway è connesso anche alla network esterna `traefik` (override env
|
||||
# TRAEFIK_NETWORK se diversa, es. `gitea_traefik-public`).
|
||||
# - Caddy NON fa auto-TLS — Traefik termina TLS e fa ACME Let's Encrypt.
|
||||
# Caddy ascolta in chiaro su :80 dentro Docker network.
|
||||
# - Trusted proxies: Caddy rispetta X-Forwarded-For ricevuto da Traefik
|
||||
# per il match `remote_ip` (rate limit + WRITE_ALLOWLIST).
|
||||
# - Labels Traefik su gateway: routing Host(`cerbero-mcp.tielogic.xyz`) +
|
||||
# TLS automatic.
|
||||
#
|
||||
# Variabili .env aggiuntive richieste:
|
||||
# TRAEFIK_NETWORK=gitea_traefik-public # nome network di Traefik
|
||||
# TRAEFIK_CERTRESOLVER=letsencrypt # nome resolver in tua config Traefik
|
||||
# TRAEFIK_ENTRYPOINT=websecure # entrypoint HTTPS Traefik
|
||||
|
||||
networks:
|
||||
traefik:
|
||||
external: true
|
||||
name: ${TRAEFIK_NETWORK:-gitea_traefik-public}
|
||||
|
||||
services:
|
||||
gateway:
|
||||
# Override: niente port binding host, traffica solo via Traefik
|
||||
ports: !reset []
|
||||
networks:
|
||||
- internal
|
||||
- traefik
|
||||
environment:
|
||||
ACME_EMAIL: ${ACME_EMAIL:-adrianodalpastro@tielogic.com}
|
||||
WRITE_ALLOWLIST: ${WRITE_ALLOWLIST:-127.0.0.1/32 ::1/128 172.16.0.0/12}
|
||||
# Mode behind-proxy: Caddy ascolta plain HTTP su :80, no auto_https
|
||||
LISTEN: ":80"
|
||||
AUTO_HTTPS: "off"
|
||||
# Traefik è il proxy che inoltra; trusta range privati + opz. CIDR Traefik
|
||||
TRUSTED_PROXIES: ${TRUSTED_PROXIES:-private_ranges}
|
||||
labels:
|
||||
com.centurylinklabs.watchtower.enable: "true"
|
||||
traefik.enable: "true"
|
||||
traefik.docker.network: ${TRAEFIK_NETWORK:-gitea_traefik-public}
|
||||
traefik.http.routers.cerbero-mcp.rule: "Host(`cerbero-mcp.tielogic.xyz`)"
|
||||
traefik.http.routers.cerbero-mcp.entrypoints: ${TRAEFIK_ENTRYPOINT:-websecure}
|
||||
traefik.http.routers.cerbero-mcp.tls: "true"
|
||||
traefik.http.routers.cerbero-mcp.tls.certresolver: ${TRAEFIK_CERTRESOLVER:-letsencrypt}
|
||||
traefik.http.services.cerbero-mcp.loadbalancer.server.port: "80"
|
||||
# Security headers a livello Traefik (ridondante con Caddy ma utile se
|
||||
# in futuro Caddy viene rimosso). Commenta se non vuoi duplicazione.
|
||||
traefik.http.routers.cerbero-mcp.middlewares: cerbero-mcp-secheaders@docker
|
||||
traefik.http.middlewares.cerbero-mcp-secheaders.headers.stsSeconds: "31536000"
|
||||
traefik.http.middlewares.cerbero-mcp-secheaders.headers.stsIncludeSubdomains: "true"
|
||||
traefik.http.middlewares.cerbero-mcp-secheaders.headers.contentTypeNosniff: "true"
|
||||
traefik.http.middlewares.cerbero-mcp-secheaders.headers.referrerPolicy: "no-referrer"
|
||||
@@ -1,6 +1,7 @@
|
||||
ARG BASE_IMAGE=cerbero-base
|
||||
ARG BASE_TAG=latest
|
||||
|
||||
FROM cerbero-base:${BASE_TAG} AS builder
|
||||
FROM ${BASE_IMAGE}:${BASE_TAG} AS builder
|
||||
COPY services/mcp-alpaca ./services/mcp-alpaca
|
||||
RUN uv sync --frozen --no-dev --package mcp-alpaca
|
||||
|
||||
|
||||
@@ -1,6 +1,7 @@
|
||||
ARG BASE_IMAGE=cerbero-base
|
||||
ARG BASE_TAG=latest
|
||||
|
||||
FROM cerbero-base:${BASE_TAG} AS builder
|
||||
FROM ${BASE_IMAGE}:${BASE_TAG} AS builder
|
||||
COPY services/mcp-bybit ./services/mcp-bybit
|
||||
RUN uv sync --frozen --no-dev --package mcp-bybit
|
||||
|
||||
|
||||
@@ -1,8 +1,9 @@
|
||||
# CER-P5-012 multi-stage slim: builder da cerbero-base (con uv + toolchain),
|
||||
# runtime da python:3.11-slim (solo venv + source).
|
||||
ARG BASE_IMAGE=cerbero-base
|
||||
ARG BASE_TAG=latest
|
||||
|
||||
FROM cerbero-base:${BASE_TAG} AS builder
|
||||
FROM ${BASE_IMAGE}:${BASE_TAG} AS builder
|
||||
COPY services/mcp-deribit ./services/mcp-deribit
|
||||
RUN uv sync --frozen --no-dev --package mcp-deribit
|
||||
|
||||
|
||||
@@ -1,6 +1,7 @@
|
||||
ARG BASE_IMAGE=cerbero-base
|
||||
ARG BASE_TAG=latest
|
||||
|
||||
FROM cerbero-base:${BASE_TAG} AS builder
|
||||
FROM ${BASE_IMAGE}:${BASE_TAG} AS builder
|
||||
COPY services/mcp-hyperliquid ./services/mcp-hyperliquid
|
||||
RUN uv sync --frozen --no-dev --package mcp-hyperliquid
|
||||
|
||||
|
||||
@@ -1,6 +1,7 @@
|
||||
ARG BASE_IMAGE=cerbero-base
|
||||
ARG BASE_TAG=latest
|
||||
|
||||
FROM cerbero-base:${BASE_TAG} AS builder
|
||||
FROM ${BASE_IMAGE}:${BASE_TAG} AS builder
|
||||
COPY services/mcp-macro ./services/mcp-macro
|
||||
RUN uv sync --frozen --no-dev --package mcp-macro
|
||||
|
||||
|
||||
@@ -1,6 +1,7 @@
|
||||
ARG BASE_IMAGE=cerbero-base
|
||||
ARG BASE_TAG=latest
|
||||
|
||||
FROM cerbero-base:${BASE_TAG} AS builder
|
||||
FROM ${BASE_IMAGE}:${BASE_TAG} AS builder
|
||||
COPY services/mcp-sentiment ./services/mcp-sentiment
|
||||
RUN uv sync --frozen --no-dev --package mcp-sentiment
|
||||
|
||||
|
||||
+8
-1
@@ -1,12 +1,19 @@
|
||||
{
|
||||
admin off
|
||||
email {$ACME_EMAIL:adrianodalpastro@tielogic.com}
|
||||
auto_https {$AUTO_HTTPS:on}
|
||||
|
||||
# Plugin mholt/caddy-ratelimit
|
||||
order rate_limit before basicauth
|
||||
|
||||
# Trusted proxies: rispetta X-Forwarded-For quando dietro reverse proxy
|
||||
# (es. Traefik). Default = solo private ranges.
|
||||
servers {
|
||||
trusted_proxies static {$TRUSTED_PROXIES:private_ranges}
|
||||
}
|
||||
}
|
||||
|
||||
cerbero-mcp.tielogic.xyz {
|
||||
{$LISTEN:cerbero-mcp.tielogic.xyz} {
|
||||
log {
|
||||
output stdout
|
||||
format json
|
||||
|
||||
+1
-1
@@ -15,7 +15,7 @@ target-version = "py313"
|
||||
|
||||
[tool.ruff.lint]
|
||||
select = ["E", "F", "I", "W", "UP", "B", "SIM"]
|
||||
ignore = ["E501"]
|
||||
ignore = ["E501", "E741"]
|
||||
|
||||
[tool.ruff.lint.flake8-bugbear]
|
||||
extend-immutable-calls = [
|
||||
|
||||
Executable
+90
@@ -0,0 +1,90 @@
|
||||
#!/usr/bin/env bash
|
||||
# Cerbero_mcp — build & push image al registry Gitea da macchina locale.
|
||||
#
|
||||
# Sostituisce il job CI `build-and-push` di .gitea/workflows/ci.yml.
|
||||
# Usalo dopo `git push` (o senza, se vuoi pushare un build "dirty").
|
||||
# Watchtower sul VPS pulla automaticamente entro WATCHTOWER_POLL_INTERVAL.
|
||||
#
|
||||
# Pre-requisiti:
|
||||
# - docker + buildx
|
||||
# - PAT Gitea con scope `write:package` in env $GITEA_PAT
|
||||
# - $GITEA_USER (default: adriano)
|
||||
#
|
||||
# Uso:
|
||||
# ./scripts/build-push.sh # tutte le image
|
||||
# ./scripts/build-push.sh base gateway # solo specifiche
|
||||
|
||||
set -euo pipefail
|
||||
|
||||
REGISTRY="${REGISTRY:-git.tielogic.xyz}"
|
||||
IMAGE_PREFIX="${IMAGE_PREFIX:-$REGISTRY/adriano/cerbero-mcp}"
|
||||
GITEA_USER="${GITEA_USER:-adriano}"
|
||||
SHA="$(git rev-parse --short HEAD)"
|
||||
|
||||
# Ordine di build: base prima (parent delle mcp-*), poi le altre.
|
||||
ALL_TARGETS=(base gateway mcp-deribit mcp-bybit mcp-hyperliquid mcp-alpaca mcp-macro mcp-sentiment)
|
||||
TARGETS=("${@:-${ALL_TARGETS[@]}}")
|
||||
|
||||
command -v docker >/dev/null || { echo "FATAL: docker non installato"; exit 1; }
|
||||
docker buildx version >/dev/null || { echo "FATAL: docker buildx non disponibile"; exit 1; }
|
||||
|
||||
# Login solo se non già autenticato sul registry. Per primo login fai:
|
||||
# echo "<PAT>" | docker login $REGISTRY -u $GITEA_USER --password-stdin
|
||||
if grep -q "\"$REGISTRY\"" ~/.docker/config.json 2>/dev/null; then
|
||||
echo "=== docker già loggato su $REGISTRY (skip login) ==="
|
||||
elif [ -n "${GITEA_PAT:-}" ]; then
|
||||
echo "=== docker login $REGISTRY ==="
|
||||
echo "$GITEA_PAT" | docker login "$REGISTRY" -u "$GITEA_USER" --password-stdin
|
||||
else
|
||||
echo "FATAL: non autenticato su $REGISTRY e GITEA_PAT non settata."
|
||||
echo " Esegui una volta: docker login $REGISTRY -u $GITEA_USER"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
build_one() {
|
||||
local name="$1"
|
||||
local context file
|
||||
case "$name" in
|
||||
base)
|
||||
context="."; file="docker/base.Dockerfile" ;;
|
||||
gateway)
|
||||
context="./gateway"; file="gateway/Dockerfile" ;;
|
||||
mcp-*)
|
||||
context="."; file="docker/${name}.Dockerfile" ;;
|
||||
*)
|
||||
echo "FATAL: target sconosciuto '$name'"; exit 1 ;;
|
||||
esac
|
||||
|
||||
if [ ! -f "$file" ]; then
|
||||
echo "FATAL: Dockerfile non trovato: $file"; exit 1
|
||||
fi
|
||||
|
||||
local tag_latest="$IMAGE_PREFIX/$name:latest"
|
||||
local tag_sha="$IMAGE_PREFIX/$name:sha-$SHA"
|
||||
|
||||
echo "=== [$name] build & push ==="
|
||||
local args=(buildx build --push
|
||||
-f "$file"
|
||||
-t "$tag_latest"
|
||||
-t "$tag_sha"
|
||||
)
|
||||
if [[ "$name" == mcp-* ]]; then
|
||||
args+=(--build-arg "BASE_IMAGE=$IMAGE_PREFIX/base"
|
||||
--build-arg "BASE_TAG=latest")
|
||||
fi
|
||||
args+=("$context")
|
||||
|
||||
docker "${args[@]}"
|
||||
echo " pushed: $tag_latest"
|
||||
echo " pushed: $tag_sha"
|
||||
}
|
||||
|
||||
for t in "${TARGETS[@]}"; do
|
||||
build_one "$t"
|
||||
done
|
||||
|
||||
echo
|
||||
echo "=== Tutto pushato (commit $SHA) ==="
|
||||
echo "VPS Watchtower farà pull entro WATCHTOWER_POLL_INTERVAL (default 5min)."
|
||||
echo "Per forzare subito:"
|
||||
echo " ssh <vps> 'cd /docker/cerbero_mcp && docker compose -f docker-compose.prod.yml pull && docker compose -f docker-compose.prod.yml up -d'"
|
||||
Executable
+202
@@ -0,0 +1,202 @@
|
||||
#!/usr/bin/env bash
|
||||
# Cerbero_mcp — deploy script per VPS produzione.
|
||||
#
|
||||
# Sul VPS NON viene clonato il repo: lo script scarica solo i file
|
||||
# strettamente necessari al runtime (compose, Caddyfile, public assets)
|
||||
# via raw HTTP da Gitea. Le image vengono pullate pre-built dal registry
|
||||
# Gitea (buildate dal laptop dev con scripts/build-push.sh).
|
||||
#
|
||||
# Pre-requisiti sul VPS (NON gestiti da questo script):
|
||||
# 1. Docker Engine ≥ 24 + plugin docker compose installati.
|
||||
# 2. DNS A record `cerbero-mcp.tielogic.xyz` → IP del VPS (warn-only).
|
||||
# 3. Porte 80 e 443 aperte sul firewall (per ACME + traffico HTTPS).
|
||||
# 4. PAT Gitea con scope `read:package`, salvato in env `$GITEA_PAT`.
|
||||
# 5. Username Gitea in env `$GITEA_USER` (default: adriano).
|
||||
# 6. Secret JSON exchange + token bearer disponibili in $SECRETS_SRC
|
||||
# (default: $DEPLOY_DIR/secrets/), che lo script copierà in
|
||||
# $DEPLOY_DIR/secrets/ con permessi 600 (ignorato se SECRETS_SRC == DEPLOY_DIR/secrets).
|
||||
#
|
||||
# Idempotente: rieseguibile per aggiornamenti (riscarica i file di config
|
||||
# dal branch corrente, NON tocca .env esistente).
|
||||
|
||||
set -euo pipefail
|
||||
|
||||
DEPLOY_DIR="${DEPLOY_DIR:-/docker/cerbero_mcp}"
|
||||
SECRETS_SRC="${SECRETS_SRC:-$DEPLOY_DIR/secrets}"
|
||||
GITEA_USER="${GITEA_USER:-adriano}"
|
||||
GITEA_RAW_BASE="${GITEA_RAW_BASE:-https://git.tielogic.xyz/Adriano/Cerbero-mcp/raw/branch/main}"
|
||||
REGISTRY="${REGISTRY:-git.tielogic.xyz}"
|
||||
DOMAIN="${DOMAIN:-cerbero-mcp.tielogic.xyz}"
|
||||
AUDIT_LOG_DIR="${AUDIT_LOG_DIR:-/var/log/cerbero-mcp}"
|
||||
|
||||
echo "=== Cerbero_mcp deploy (no-clone) → $DEPLOY_DIR (domain $DOMAIN) ==="
|
||||
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
# 1. Verifica pre-requisiti
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
command -v docker >/dev/null || { echo "FATAL: docker non installato"; exit 1; }
|
||||
command -v curl >/dev/null || { echo "FATAL: curl non installato"; exit 1; }
|
||||
docker compose version >/dev/null || { echo "FATAL: docker compose plugin assente"; exit 1; }
|
||||
|
||||
if [ -z "${GITEA_PAT:-}" ]; then
|
||||
echo "FATAL: env GITEA_PAT non settata. Export del PAT con scope read:package prima."
|
||||
exit 1
|
||||
fi
|
||||
|
||||
# Check DNS resolution (warning only, non blocca)
|
||||
ip_resolved=$(getent hosts "$DOMAIN" | awk '{print $1}' | head -1 || true)
|
||||
if [ -z "$ip_resolved" ]; then
|
||||
echo "WARN: $DOMAIN non risolve via DNS — TLS Let's Encrypt fallirà finché DNS non propaga."
|
||||
else
|
||||
echo "DNS $DOMAIN → $ip_resolved"
|
||||
fi
|
||||
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
# 2. Login al container registry
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
echo "=== docker login $REGISTRY ==="
|
||||
echo "$GITEA_PAT" | docker login "$REGISTRY" -u "$GITEA_USER" --password-stdin
|
||||
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
# 3. Setup dir + scarica i file di config dal repo (no clone)
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
sudo mkdir -p "$DEPLOY_DIR"
|
||||
sudo chown "$USER:$USER" "$DEPLOY_DIR"
|
||||
mkdir -p "$DEPLOY_DIR/secrets" "$DEPLOY_DIR/gateway/public"
|
||||
|
||||
# File di config necessari al runtime. Scaricati come raw da Gitea.
|
||||
# Idempotente: ricarica sempre la versione di main.
|
||||
download() {
|
||||
local rel="$1"
|
||||
local dst="$DEPLOY_DIR/$rel"
|
||||
echo " fetch: $rel"
|
||||
curl -fsSL -o "$dst" "$GITEA_RAW_BASE/$rel" \
|
||||
|| { echo "FATAL: download $rel fallito"; exit 1; }
|
||||
}
|
||||
|
||||
echo "=== Download config da $GITEA_RAW_BASE ==="
|
||||
download docker-compose.prod.yml
|
||||
download docker-compose.traefik.yml
|
||||
download gateway/Caddyfile
|
||||
download gateway/public/index.html
|
||||
download gateway/public/status.js
|
||||
download gateway/public/style.css
|
||||
|
||||
cd "$DEPLOY_DIR"
|
||||
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
# 4. Copia secrets con permessi 600
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
if [ "$(realpath "$SECRETS_SRC")" != "$(realpath "$DEPLOY_DIR/secrets")" ]; then
|
||||
if [ ! -d "$SECRETS_SRC" ]; then
|
||||
echo "FATAL: secrets src dir $SECRETS_SRC non esiste."
|
||||
echo " Atteso contenere: deribit.json bybit.json hyperliquid.json alpaca.json"
|
||||
echo " macro.json sentiment.json core.token observer.token"
|
||||
exit 1
|
||||
fi
|
||||
echo "=== Copia secrets da $SECRETS_SRC ==="
|
||||
for f in deribit.json bybit.json hyperliquid.json alpaca.json macro.json sentiment.json core.token observer.token; do
|
||||
if [ -f "$SECRETS_SRC/$f" ]; then
|
||||
cp "$SECRETS_SRC/$f" "secrets/$f"
|
||||
chmod 600 "secrets/$f"
|
||||
echo " ok: secrets/$f"
|
||||
else
|
||||
echo " WARN: $SECRETS_SRC/$f assente — il servizio relativo fallirà al boot."
|
||||
fi
|
||||
done
|
||||
else
|
||||
echo "=== Secrets già in $DEPLOY_DIR/secrets — solo chmod 600 ==="
|
||||
for f in deribit.json bybit.json hyperliquid.json alpaca.json macro.json sentiment.json core.token observer.token; do
|
||||
[ -f "secrets/$f" ] && chmod 600 "secrets/$f" && echo " ok: secrets/$f" \
|
||||
|| echo " WARN: secrets/$f assente — il servizio relativo fallirà al boot."
|
||||
done
|
||||
fi
|
||||
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
# 5. Crea/aggiorna .env (preserva esistente)
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
if [ ! -f .env ]; then
|
||||
echo "=== Creazione .env iniziale (testnet di default) ==="
|
||||
cat > .env <<EOF
|
||||
# Cerbero_mcp deploy config — modifica per passare a mainnet
|
||||
ACME_EMAIL=adrianodalpastro@tielogic.com
|
||||
GATEWAY_HTTP_PORT=80
|
||||
GATEWAY_HTTPS_PORT=443
|
||||
WRITE_ALLOWLIST="127.0.0.1/32 ::1/128 172.16.0.0/12"
|
||||
|
||||
IMAGE_TAG=latest
|
||||
IMAGE_PREFIX=git.tielogic.xyz/adriano/cerbero-mcp
|
||||
|
||||
# Environment exchange (true=testnet, false=mainnet).
|
||||
# IMPORTANTE: per mainnet aggiungi anche "environment":"mainnet" al secret JSON
|
||||
# corrispondente, altrimenti il boot abortisce per safety (vedi consistency_check).
|
||||
DERIBIT_TESTNET=true
|
||||
BYBIT_TESTNET=true
|
||||
HYPERLIQUID_TESTNET=true
|
||||
ALPACA_PAPER=true
|
||||
|
||||
# Permette mainnet senza creds["environment"]="mainnet" esplicito (sconsigliato).
|
||||
STRICT_MAINNET=true
|
||||
|
||||
# Audit log persistente per write endpoint (place_order, cancel, ecc.).
|
||||
AUDIT_LOG_DIR=$AUDIT_LOG_DIR
|
||||
|
||||
# Watchtower polling auto-update (sec).
|
||||
WATCHTOWER_POLL_INTERVAL=300
|
||||
EOF
|
||||
echo " $DEPLOY_DIR/.env creato. Rivedi prima del primo up."
|
||||
else
|
||||
echo "=== .env preesistente — non sovrascritto ==="
|
||||
fi
|
||||
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
# 6. Audit log dir host (volume bind)
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
sudo mkdir -p "$AUDIT_LOG_DIR"
|
||||
sudo chown 1000:1000 "$AUDIT_LOG_DIR"
|
||||
echo "Audit log dir: $AUDIT_LOG_DIR (chown 1000:1000)"
|
||||
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
# 7. Pull image + up
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
COMPOSE_FILES=("-f" "docker-compose.prod.yml")
|
||||
if [ "${BEHIND_TRAEFIK:-false}" = "true" ]; then
|
||||
echo "=== Modalità behind-traefik attiva (network ${TRAEFIK_NETWORK:-gitea_traefik-public}) ==="
|
||||
COMPOSE_FILES+=("-f" "docker-compose.traefik.yml")
|
||||
fi
|
||||
# Override locale specifico macchina (es. fix DOCKER_API_VERSION watchtower).
|
||||
# Non versionato (in .gitignore), creato a mano sul VPS se serve.
|
||||
if [ -f "docker-compose.local.yml" ]; then
|
||||
echo "=== Override locale rilevato: docker-compose.local.yml ==="
|
||||
COMPOSE_FILES+=("-f" "docker-compose.local.yml")
|
||||
fi
|
||||
|
||||
echo "=== docker compose pull + up ==="
|
||||
docker compose "${COMPOSE_FILES[@]}" --env-file .env pull
|
||||
docker compose "${COMPOSE_FILES[@]}" --env-file .env up -d
|
||||
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
# 8. Verifica stato
|
||||
# ──────────────────────────────────────────────────────────────
|
||||
sleep 5
|
||||
echo "=== Stato container ==="
|
||||
docker compose "${COMPOSE_FILES[@]}" --env-file .env ps
|
||||
|
||||
echo
|
||||
echo "=== Smoke test (health check via gateway pubblico) ==="
|
||||
sleep 10
|
||||
if curl -sf -o /dev/null -m 10 "https://$DOMAIN/mcp-macro/health"; then
|
||||
echo " OK: https://$DOMAIN/mcp-macro/health → 200"
|
||||
else
|
||||
echo " WARN: https://$DOMAIN/mcp-macro/health non risponde (DNS o cert non ancora pronti?)"
|
||||
echo " Riprova fra 30s o controlla: docker compose -f docker-compose.prod.yml logs gateway"
|
||||
fi
|
||||
|
||||
echo
|
||||
echo "=== Deploy completato ==="
|
||||
echo "Comandi utili (compose files: ${COMPOSE_FILES[*]}):"
|
||||
echo " Logs: docker compose ${COMPOSE_FILES[*]} --env-file .env logs -f <service>"
|
||||
echo " Audit: tail -f $AUDIT_LOG_DIR/*.audit.jsonl"
|
||||
echo " Restart: docker compose ${COMPOSE_FILES[*]} --env-file .env restart <service>"
|
||||
echo " Stop: docker compose ${COMPOSE_FILES[*]} --env-file .env down"
|
||||
echo " Update: ri-esegui questo script (riscarica config + pull image)"
|
||||
@@ -24,7 +24,11 @@ import uvicorn
|
||||
|
||||
from mcp_common.auth import load_token_store_from_files
|
||||
from mcp_common.env_validation import fail_fast_if_missing, require_env, summarize
|
||||
from mcp_common.environment import EnvironmentInfo, resolve_environment
|
||||
from mcp_common.environment import (
|
||||
EnvironmentInfo,
|
||||
consistency_check,
|
||||
resolve_environment,
|
||||
)
|
||||
from mcp_common.logging import configure_root_logging
|
||||
|
||||
|
||||
@@ -69,6 +73,11 @@ def run_exchange_main(spec: ExchangeAppSpec) -> None:
|
||||
default_base_url_testnet=spec.default_base_url_testnet,
|
||||
)
|
||||
|
||||
# Safety: previene switch accidentali a mainnet senza conferma esplicita
|
||||
# nel secret. Solleva EnvironmentMismatchError → boot abort se mismatch.
|
||||
strict_mainnet = os.environ.get("STRICT_MAINNET", "true").lower() not in ("0", "false", "no")
|
||||
consistency_check(env_info, creds, strict_mainnet=strict_mainnet)
|
||||
|
||||
client = spec.build_client(creds, env_info)
|
||||
|
||||
token_store = load_token_store_from_files(
|
||||
|
||||
@@ -1,22 +1,68 @@
|
||||
"""Audit log strutturato per write endpoint MCP (place_order, cancel,
|
||||
set_*, close_*, transfer_*). Usa un logger dedicato `mcp.audit` su stream
|
||||
JSON: in deployment può essere redirezionato a file/syslog/SIEM separato.
|
||||
JSON.
|
||||
|
||||
Logica:
|
||||
- `audit_write_op(principal, action, exchange, target, payload, result)`
|
||||
emette UN record JSON per ogni operazione con esito (ok/error).
|
||||
- Payload sensibile (api_key, secret) già filtrato dal SecretsFilter
|
||||
globale; qui non si include creds.
|
||||
Sink:
|
||||
- stdout/stderr (sempre): tramite root JSON logger configurato da
|
||||
`mcp_common.logging.configure_root_logging`.
|
||||
- File JSONL persistente (opzionale): se env var `AUDIT_LOG_FILE` è
|
||||
settata, aggiunge un `TimedRotatingFileHandler` che ruota a mezzanotte
|
||||
con `AUDIT_LOG_BACKUP_DAYS` di retention (default 30). Una riga JSON
|
||||
per record (formato `.jsonl`).
|
||||
|
||||
Per VPS produzione: setta `AUDIT_LOG_FILE=/var/log/cerbero-mcp/<service>.audit.jsonl`
|
||||
con bind mount del volume `/var/log/cerbero-mcp` nel docker-compose.
|
||||
|
||||
Payload sensibile (api_key, secret) già filtrato dal SecretsFilter
|
||||
globale; qui non si include creds.
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import os
|
||||
from logging.handlers import TimedRotatingFileHandler
|
||||
from typing import Any
|
||||
|
||||
from mcp_common.auth import Principal
|
||||
from mcp_common.logging import get_json_logger
|
||||
from mcp_common.logging import SecretsFilter, get_json_logger
|
||||
|
||||
try:
|
||||
from pythonjsonlogger.json import JsonFormatter as _JsonFormatter # noqa: N813
|
||||
except ImportError:
|
||||
from pythonjsonlogger.jsonlogger import JsonFormatter as _JsonFormatter # noqa: N813
|
||||
|
||||
_logger = get_json_logger("mcp.audit", level=logging.INFO)
|
||||
_file_handler_attached = False
|
||||
|
||||
|
||||
def _configure_audit_sink() -> None:
|
||||
"""Aggiunge FileHandler al logger mcp.audit se AUDIT_LOG_FILE è settato.
|
||||
Idempotente: chiamato la prima volta da audit_write_op, poi no-op.
|
||||
"""
|
||||
global _file_handler_attached
|
||||
if _file_handler_attached:
|
||||
return
|
||||
|
||||
file_path = os.environ.get("AUDIT_LOG_FILE", "").strip()
|
||||
if not file_path:
|
||||
_file_handler_attached = True
|
||||
return
|
||||
|
||||
backup_days = int(os.environ.get("AUDIT_LOG_BACKUP_DAYS", "30"))
|
||||
|
||||
os.makedirs(os.path.dirname(file_path) or ".", exist_ok=True)
|
||||
handler = TimedRotatingFileHandler(
|
||||
file_path,
|
||||
when="midnight",
|
||||
interval=1,
|
||||
backupCount=backup_days,
|
||||
encoding="utf-8",
|
||||
utc=True,
|
||||
)
|
||||
handler.setFormatter(_JsonFormatter("%(asctime)s %(name)s %(levelname)s %(message)s"))
|
||||
handler.addFilter(SecretsFilter())
|
||||
_logger.addHandler(handler)
|
||||
_file_handler_attached = True
|
||||
|
||||
|
||||
def audit_write_op(
|
||||
@@ -40,6 +86,7 @@ def audit_write_op(
|
||||
result: output del client (order_id, status, ecc.).
|
||||
error: stringa errore se l'operazione ha fallito.
|
||||
"""
|
||||
_configure_audit_sink()
|
||||
record: dict[str, Any] = {
|
||||
"audit_event": "write_op",
|
||||
"action": action,
|
||||
|
||||
@@ -1,18 +1,31 @@
|
||||
"""Resolver di ambiente (testnet/mainnet) per MCP exchange.
|
||||
|
||||
Precedenza: env var > campo secret > default True (testnet).
|
||||
|
||||
Safety: `consistency_check` previene switch accidentali a mainnet senza
|
||||
conferma esplicita nel secret JSON.
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import os
|
||||
from dataclasses import dataclass
|
||||
from typing import Literal
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
Environment = Literal["testnet", "mainnet"]
|
||||
Source = Literal["env", "credentials", "default"]
|
||||
|
||||
TRUTHY = {"1", "true", "yes", "on"}
|
||||
|
||||
# Tokens nel base_url che indicano endpoint testnet (case-insensitive).
|
||||
TESTNET_URL_HINTS = ("test", "testnet", "paper")
|
||||
|
||||
|
||||
class EnvironmentMismatchError(RuntimeError):
|
||||
"""Boot abort: ambiente risolto non matcha conferma esplicita nel secret."""
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class EnvironmentInfo:
|
||||
@@ -67,3 +80,59 @@ def resolve_environment(
|
||||
env_value=env_value,
|
||||
base_url=base_url,
|
||||
)
|
||||
|
||||
|
||||
def consistency_check(
|
||||
env_info: EnvironmentInfo,
|
||||
creds: dict,
|
||||
*,
|
||||
strict_mainnet: bool = True,
|
||||
) -> list[str]:
|
||||
"""Verifica coerenza environment risolto vs secret JSON. Restituisce
|
||||
lista di warning string. Solleva EnvironmentMismatchError per mismatch
|
||||
bloccanti.
|
||||
|
||||
Regole:
|
||||
- Se `creds["environment"]` è presente e DIVERSO da `env_info.environment`:
|
||||
→ raise EnvironmentMismatchError (declared vs resolved mismatch).
|
||||
- Se `env_info.environment == "mainnet"` e `creds.get("environment") !=
|
||||
"mainnet"`: con `strict_mainnet=True` → raise (richiede conferma
|
||||
esplicita). Con `strict_mainnet=False` → warning.
|
||||
- Se `env_info.base_url` contiene token testnet ("test", "testnet",
|
||||
"paper") ma `env_info.environment == "mainnet"` (o viceversa): warning
|
||||
(URL/environment incoerenti).
|
||||
"""
|
||||
warnings: list[str] = []
|
||||
|
||||
declared = creds.get("environment")
|
||||
if declared and declared != env_info.environment:
|
||||
raise EnvironmentMismatchError(
|
||||
f"{env_info.exchange}: secret declared environment={declared!r} "
|
||||
f"but resolver resolved environment={env_info.environment!r}"
|
||||
)
|
||||
|
||||
if env_info.environment == "mainnet" and declared != "mainnet":
|
||||
msg = (
|
||||
f"{env_info.exchange}: resolved mainnet without explicit confirmation "
|
||||
"in secret. Add `\"environment\": \"mainnet\"` to the credentials JSON."
|
||||
)
|
||||
if strict_mainnet:
|
||||
raise EnvironmentMismatchError(msg)
|
||||
warnings.append(msg)
|
||||
|
||||
url_lower = (env_info.base_url or "").lower()
|
||||
has_test_hint = any(token in url_lower for token in TESTNET_URL_HINTS)
|
||||
if env_info.environment == "mainnet" and has_test_hint:
|
||||
warnings.append(
|
||||
f"{env_info.exchange}: environment=mainnet but base_url contains "
|
||||
f"testnet hint ({env_info.base_url!r})"
|
||||
)
|
||||
if env_info.environment == "testnet" and not has_test_hint and url_lower:
|
||||
warnings.append(
|
||||
f"{env_info.exchange}: environment=testnet but base_url does not "
|
||||
f"appear to be a testnet endpoint ({env_info.base_url!r})"
|
||||
)
|
||||
|
||||
for w in warnings:
|
||||
logger.warning("environment consistency: %s", w)
|
||||
return warnings
|
||||
|
||||
@@ -21,6 +21,7 @@ Claude Code config esempio:
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import contextlib
|
||||
from typing import Any
|
||||
|
||||
import httpx
|
||||
@@ -63,10 +64,8 @@ def _derive_input_schemas(app: FastAPI, tool_names: list[str]) -> dict[str, dict
|
||||
if pname == "return":
|
||||
continue
|
||||
if isinstance(ann, type) and issubclass(ann, BaseModel):
|
||||
try:
|
||||
with contextlib.suppress(Exception):
|
||||
out[name] = ann.model_json_schema()
|
||||
except Exception:
|
||||
pass
|
||||
break
|
||||
return out
|
||||
|
||||
|
||||
@@ -36,10 +36,7 @@ def orderbook_imbalance(
|
||||
ask_vol = sum(q for _, q in top_asks)
|
||||
total = bid_vol + ask_vol
|
||||
|
||||
if total == 0:
|
||||
ratio = None
|
||||
else:
|
||||
ratio = (bid_vol - ask_vol) / total
|
||||
ratio = None if total == 0 else (bid_vol - ask_vol) / total
|
||||
|
||||
# Microprice: best bid, best ask. Weighted by opposite-side size.
|
||||
microprice = None
|
||||
|
||||
@@ -3,6 +3,7 @@ from __future__ import annotations
|
||||
import json
|
||||
from unittest.mock import MagicMock, patch
|
||||
|
||||
import pytest
|
||||
from mcp_common.app_factory import ExchangeAppSpec, run_exchange_main
|
||||
from mcp_common.environment import EnvironmentInfo
|
||||
|
||||
@@ -75,7 +76,9 @@ def test_run_exchange_main_uses_default_port(tmp_path, monkeypatch):
|
||||
|
||||
def test_run_exchange_main_env_var_overrides_creds(tmp_path, monkeypatch):
|
||||
creds_file = tmp_path / "creds.json"
|
||||
creds_file.write_text(json.dumps({"testnet": True}))
|
||||
# `environment: mainnet` esplicito perché env var override → mainnet
|
||||
# e consistency_check richiede conferma per evitare switch accidentale.
|
||||
creds_file.write_text(json.dumps({"testnet": True, "environment": "mainnet"}))
|
||||
monkeypatch.setenv("TESTEX_CREDENTIALS_FILE", str(creds_file))
|
||||
monkeypatch.setenv("TESTEX_TESTNET", "false")
|
||||
|
||||
@@ -95,6 +98,35 @@ def test_run_exchange_main_env_var_overrides_creds(tmp_path, monkeypatch):
|
||||
assert captured["env_info"].source == "env"
|
||||
|
||||
|
||||
def test_run_exchange_main_aborts_on_mainnet_without_confirmation(tmp_path, monkeypatch):
|
||||
"""Mainnet senza creds['environment']='mainnet' → boot abort fail-fast."""
|
||||
from mcp_common.environment import EnvironmentMismatchError
|
||||
creds_file = tmp_path / "creds.json"
|
||||
creds_file.write_text(json.dumps({"testnet": False}))
|
||||
monkeypatch.setenv("TESTEX_CREDENTIALS_FILE", str(creds_file))
|
||||
monkeypatch.delenv("TESTEX_TESTNET", raising=False)
|
||||
monkeypatch.delenv("STRICT_MAINNET", raising=False)
|
||||
|
||||
spec = _make_spec()
|
||||
with (
|
||||
pytest.raises(EnvironmentMismatchError),
|
||||
patch("mcp_common.app_factory.uvicorn.run"),
|
||||
):
|
||||
run_exchange_main(spec)
|
||||
|
||||
|
||||
def test_run_exchange_main_strict_mainnet_disabled_via_env(tmp_path, monkeypatch):
|
||||
"""STRICT_MAINNET=false permette mainnet senza conferma (warning soltanto)."""
|
||||
creds_file = tmp_path / "creds.json"
|
||||
creds_file.write_text(json.dumps({"testnet": False}))
|
||||
monkeypatch.setenv("TESTEX_CREDENTIALS_FILE", str(creds_file))
|
||||
monkeypatch.setenv("STRICT_MAINNET", "false")
|
||||
|
||||
spec = _make_spec()
|
||||
with patch("mcp_common.app_factory.uvicorn.run"):
|
||||
run_exchange_main(spec) # non solleva
|
||||
|
||||
|
||||
def test_run_exchange_main_missing_creds_file_exits(monkeypatch):
|
||||
monkeypatch.delenv("TESTEX_CREDENTIALS_FILE", raising=False)
|
||||
|
||||
|
||||
@@ -95,3 +95,61 @@ def test_audit_write_op_no_principal(captured_records):
|
||||
)
|
||||
rec = captured_records[0]
|
||||
assert rec.principal is None
|
||||
|
||||
|
||||
def test_audit_write_op_writes_to_file_when_AUDIT_LOG_FILE_set(tmp_path, monkeypatch):
|
||||
"""Con env AUDIT_LOG_FILE settato, una riga JSON appare nel file."""
|
||||
import json
|
||||
|
||||
from mcp_common import audit as audit_mod
|
||||
|
||||
audit_file = tmp_path / "audit.jsonl"
|
||||
monkeypatch.setenv("AUDIT_LOG_FILE", str(audit_file))
|
||||
# Reset state idempotency flag così il test riesegue setup
|
||||
audit_mod._file_handler_attached = False
|
||||
# Pulisci handlers preesistenti dal logger (potrebbe avere file vecchio)
|
||||
for h in list(audit_mod._logger.handlers):
|
||||
from logging.handlers import TimedRotatingFileHandler
|
||||
if isinstance(h, TimedRotatingFileHandler):
|
||||
audit_mod._logger.removeHandler(h)
|
||||
|
||||
audit_write_op(
|
||||
principal=Principal("core", {"core"}),
|
||||
action="place_order",
|
||||
exchange="bybit",
|
||||
target="BTCUSDT",
|
||||
payload={"side": "Buy", "qty": 0.01},
|
||||
result={"order_id": "abc123", "status": "submitted"},
|
||||
)
|
||||
|
||||
# Forza flush dei file handler
|
||||
for h in audit_mod._logger.handlers:
|
||||
h.flush()
|
||||
|
||||
assert audit_file.exists()
|
||||
content = audit_file.read_text().strip()
|
||||
assert content, "audit file empty"
|
||||
record = json.loads(content.splitlines()[-1])
|
||||
assert record["audit_event"] == "write_op"
|
||||
assert record["action"] == "place_order"
|
||||
assert record["exchange"] == "bybit"
|
||||
assert record["target"] == "BTCUSDT"
|
||||
assert record["principal"] == "core"
|
||||
|
||||
|
||||
def test_audit_no_file_when_env_unset(tmp_path, monkeypatch):
|
||||
"""Senza AUDIT_LOG_FILE, nessun file viene creato."""
|
||||
from mcp_common import audit as audit_mod
|
||||
monkeypatch.delenv("AUDIT_LOG_FILE", raising=False)
|
||||
audit_mod._file_handler_attached = False
|
||||
|
||||
audit_write_op(
|
||||
principal=Principal("core", {"core"}),
|
||||
action="cancel_order",
|
||||
exchange="bybit",
|
||||
target="ord-1",
|
||||
payload={},
|
||||
)
|
||||
# Niente file creato in tmp_path
|
||||
files = list(tmp_path.iterdir())
|
||||
assert files == []
|
||||
|
||||
@@ -1,7 +1,12 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import pytest
|
||||
from mcp_common.environment import resolve_environment
|
||||
from mcp_common.environment import (
|
||||
EnvironmentInfo,
|
||||
EnvironmentMismatchError,
|
||||
consistency_check,
|
||||
resolve_environment,
|
||||
)
|
||||
|
||||
|
||||
def test_env_var_overrides_secret(monkeypatch):
|
||||
@@ -114,3 +119,71 @@ def test_alpaca_paper_flag_key(monkeypatch):
|
||||
)
|
||||
assert info.environment == "mainnet"
|
||||
assert info.source == "credentials"
|
||||
|
||||
|
||||
# ───────── consistency_check ─────────
|
||||
|
||||
|
||||
def _info(env: str, exchange: str = "deribit") -> EnvironmentInfo:
|
||||
"""Helper costruisce EnvironmentInfo per test."""
|
||||
return EnvironmentInfo(
|
||||
exchange=exchange,
|
||||
environment=env,
|
||||
source="env",
|
||||
env_value="false" if env == "mainnet" else "true",
|
||||
base_url=f"https://api.{exchange}.com" if env == "mainnet" else f"https://test.{exchange}.com",
|
||||
)
|
||||
|
||||
|
||||
def test_consistency_check_testnet_no_confirmation_ok():
|
||||
"""Testnet senza conferma esplicita → ok, ritorna []. Default safe."""
|
||||
info = _info("testnet")
|
||||
creds = {"api_key": "k", "api_secret": "s"}
|
||||
warnings = consistency_check(info, creds)
|
||||
assert warnings == []
|
||||
|
||||
|
||||
def test_consistency_check_mainnet_no_confirmation_raises():
|
||||
"""Mainnet senza creds['environment']='mainnet' esplicito → fail-fast."""
|
||||
info = _info("mainnet")
|
||||
creds = {"api_key": "k", "api_secret": "s"}
|
||||
with pytest.raises(EnvironmentMismatchError, match="mainnet.*explicit confirmation"):
|
||||
consistency_check(info, creds)
|
||||
|
||||
|
||||
def test_consistency_check_mainnet_with_confirmation_ok():
|
||||
info = _info("mainnet")
|
||||
creds = {"api_key": "k", "api_secret": "s", "environment": "mainnet"}
|
||||
warnings = consistency_check(info, creds)
|
||||
assert warnings == []
|
||||
|
||||
|
||||
def test_consistency_check_explicit_mismatch_raises():
|
||||
"""Secret dichiara mainnet ma resolver risolve testnet → fail-fast."""
|
||||
info = _info("testnet")
|
||||
creds = {"environment": "mainnet"}
|
||||
with pytest.raises(EnvironmentMismatchError, match="declared.*resolved"):
|
||||
consistency_check(info, creds)
|
||||
|
||||
|
||||
def test_consistency_check_strict_mainnet_disabled():
|
||||
"""Con strict_mainnet=False mainnet senza conferma logga warning ma non raise."""
|
||||
info = _info("mainnet")
|
||||
creds = {"api_key": "k", "api_secret": "s"}
|
||||
warnings = consistency_check(info, creds, strict_mainnet=False)
|
||||
assert any("mainnet" in w for w in warnings)
|
||||
|
||||
|
||||
def test_consistency_check_url_does_not_match_environment_warns():
|
||||
"""Base URL contiene 'test' ma environment='mainnet' → warning."""
|
||||
from mcp_common.environment import EnvironmentInfo
|
||||
info = EnvironmentInfo(
|
||||
exchange="bybit",
|
||||
environment="mainnet",
|
||||
source="env",
|
||||
env_value="false",
|
||||
base_url="https://api-testnet.bybit.com", # url DICE testnet ma resolver MAINNET
|
||||
)
|
||||
creds = {"environment": "mainnet"}
|
||||
warnings = consistency_check(info, creds)
|
||||
assert any("base_url" in w.lower() for w in warnings)
|
||||
|
||||
@@ -4,7 +4,6 @@ import asyncio
|
||||
|
||||
import httpx
|
||||
import pytest
|
||||
|
||||
from mcp_common.http import async_client, call_with_retry
|
||||
|
||||
|
||||
|
||||
@@ -112,7 +112,7 @@ def test_vol_cone_returns_percentiles_per_window():
|
||||
closes = _gbm_series(mu=0.0, sigma=0.5, n=400)
|
||||
out = vol_cone(closes, windows=[10, 30, 60])
|
||||
assert set(out.keys()) == {10, 30, 60}
|
||||
for w, stats in out.items():
|
||||
for _w, stats in out.items():
|
||||
assert "current" in stats
|
||||
assert "p10" in stats and "p50" in stats and "p90" in stats
|
||||
assert stats["p10"] <= stats["p50"] <= stats["p90"]
|
||||
@@ -200,7 +200,7 @@ def test_autocorrelation_white_noise_low():
|
||||
assert len(out) == 5
|
||||
# white noise → all autocorr ≈ 0 (within ±2/sqrt(N))
|
||||
bound = 2.0 / math.sqrt(len(rets))
|
||||
for lag, val in out.items():
|
||||
for _lag, val in out.items():
|
||||
assert abs(val) < bound * 2 # generous
|
||||
|
||||
|
||||
|
||||
@@ -71,13 +71,13 @@ def _asset_class_enum(ac: str) -> AssetClass:
|
||||
|
||||
def _serialize(obj: Any) -> Any:
|
||||
"""Recursively convert pydantic/datetime objects → json-safe."""
|
||||
if obj is None or isinstance(obj, (str, int, float, bool)):
|
||||
if obj is None or isinstance(obj, str | int | float | bool):
|
||||
return obj
|
||||
if isinstance(obj, (_dt.datetime, _dt.date)):
|
||||
if isinstance(obj, _dt.datetime | _dt.date):
|
||||
return obj.isoformat()
|
||||
if isinstance(obj, dict):
|
||||
return {k: _serialize(v) for k, v in obj.items()}
|
||||
if isinstance(obj, (list, tuple)):
|
||||
if isinstance(obj, list | tuple):
|
||||
return [_serialize(v) for v in obj]
|
||||
if hasattr(obj, "model_dump"):
|
||||
return _serialize(obj.model_dump())
|
||||
|
||||
@@ -1,10 +1,10 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import contextlib
|
||||
import time
|
||||
from dataclasses import dataclass, field
|
||||
from typing import Any
|
||||
|
||||
import httpx
|
||||
from mcp_common import indicators as ind
|
||||
from mcp_common import microstructure as micro
|
||||
from mcp_common import options as opt
|
||||
@@ -196,10 +196,8 @@ class DeribitClient:
|
||||
name = s.get("instrument_name")
|
||||
oi = s.get("open_interest")
|
||||
if name and oi is not None:
|
||||
try:
|
||||
with contextlib.suppress(TypeError, ValueError):
|
||||
oi_by_name[name] = float(oi)
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
|
||||
all_items = raw.get("result") or []
|
||||
filtered: list[dict] = []
|
||||
@@ -882,8 +880,7 @@ class DeribitClient:
|
||||
shape = "backwardation"
|
||||
short_term = next((x for x in ts if 8 <= x["dte"] <= 14), None)
|
||||
mid_term = next((x for x in ts if 35 <= x["dte"] <= 45), None)
|
||||
if short_term and mid_term:
|
||||
if mid_term["atm_iv"] - short_term["atm_iv"] > 5:
|
||||
if short_term and mid_term and mid_term["atm_iv"] - short_term["atm_iv"] > 5:
|
||||
contango_steep = True
|
||||
calendar_opp = True
|
||||
|
||||
@@ -1131,7 +1128,7 @@ class DeribitClient:
|
||||
|
||||
structure = self._guess_structure(enriched)
|
||||
|
||||
notional = sum(l["quantity"] * spot for l in enriched) if spot else 0.0
|
||||
sum(l["quantity"] * spot for l in enriched) if spot else 0.0
|
||||
fee_per_leg = min(0.0003 * (spot or 1) * sum(l["quantity"] for l in enriched),
|
||||
0.125 * abs(net_premium)) if spot else 0.0
|
||||
fees_open = round(fee_per_leg, 4)
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import contextlib
|
||||
import os
|
||||
|
||||
from fastapi import Depends, FastAPI, HTTPException
|
||||
@@ -272,10 +273,8 @@ def create_app(
|
||||
@asynccontextmanager
|
||||
async def _lifespan(_app: FastAPI):
|
||||
for inst in ("BTC-PERPETUAL", "ETH-PERPETUAL"):
|
||||
try:
|
||||
with contextlib.suppress(Exception):
|
||||
await client.set_leverage(inst, cap_default)
|
||||
except Exception:
|
||||
pass
|
||||
yield
|
||||
|
||||
app = build_app(
|
||||
@@ -551,10 +550,8 @@ def create_app(
|
||||
_check(principal, core=True)
|
||||
lev = _enforce_leverage(body.leverage, creds=creds, exchange="deribit")
|
||||
if lev != cap_default:
|
||||
try:
|
||||
with contextlib.suppress(Exception):
|
||||
await client.set_leverage(body.instrument_name, lev)
|
||||
except Exception:
|
||||
pass
|
||||
result = await client.place_order(
|
||||
instrument_name=body.instrument_name,
|
||||
side=body.side,
|
||||
@@ -582,10 +579,8 @@ def create_app(
|
||||
lev = _enforce_leverage(body.leverage, creds=creds, exchange="deribit")
|
||||
if lev != cap_default:
|
||||
for leg in body.legs:
|
||||
try:
|
||||
with contextlib.suppress(Exception):
|
||||
await client.set_leverage(leg.instrument_name, lev)
|
||||
except Exception:
|
||||
pass
|
||||
result = await client.place_combo_order(
|
||||
legs=[leg.model_dump() for leg in body.legs],
|
||||
side=body.side,
|
||||
|
||||
@@ -6,7 +6,6 @@ import asyncio
|
||||
import datetime as _dt
|
||||
from typing import Any
|
||||
|
||||
import httpx
|
||||
from mcp_common import indicators as ind
|
||||
from mcp_common.http import async_client
|
||||
|
||||
|
||||
@@ -0,0 +1,91 @@
|
||||
"""Pure-logic helpers per COT report parsing e analytics.
|
||||
|
||||
Niente HTTP qui — orchestrazione fetch sta in fetchers.py. Tutto testabile
|
||||
in isolamento.
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Literal
|
||||
|
||||
ExtremeSignal = Literal["extreme_short", "extreme_long", "neutral"]
|
||||
|
||||
|
||||
def compute_percentile(value: float, history: list[float]) -> float | None:
|
||||
"""Percentile di `value` rispetto ad `history` (0-100, inclusive).
|
||||
|
||||
Restituisce None se history vuoto. Clipped a [0, 100] se value fuori range.
|
||||
"""
|
||||
if not history:
|
||||
return None
|
||||
n = len(history)
|
||||
below_or_eq = sum(1 for h in history if h <= value)
|
||||
pct = 100.0 * below_or_eq / n
|
||||
return max(0.0, min(100.0, pct))
|
||||
|
||||
|
||||
def classify_extreme(percentile: float | None, threshold: float = 5.0) -> ExtremeSignal:
|
||||
"""Classifica un percentile come estremo short/long o neutral.
|
||||
|
||||
threshold default 5 → flagga ≤ 5 come short, ≥ 100-5=95 come long.
|
||||
"""
|
||||
if percentile is None:
|
||||
return "neutral"
|
||||
if percentile <= threshold:
|
||||
return "extreme_short"
|
||||
if percentile >= 100.0 - threshold:
|
||||
return "extreme_long"
|
||||
return "neutral"
|
||||
|
||||
|
||||
def _to_int(v) -> int:
|
||||
try:
|
||||
return int(float(v))
|
||||
except (TypeError, ValueError):
|
||||
return 0
|
||||
|
||||
|
||||
def _date_only(s: str) -> str:
|
||||
"""Estrae 'YYYY-MM-DD' da una data ISO con o senza timestamp."""
|
||||
if not s:
|
||||
return ""
|
||||
return s.split("T", 1)[0]
|
||||
|
||||
|
||||
def parse_tff_row(raw: dict) -> dict:
|
||||
"""Mappa una row Socrata TFF al formato API output."""
|
||||
dl = _to_int(raw.get("dealer_positions_long_all"))
|
||||
ds = _to_int(raw.get("dealer_positions_short_all"))
|
||||
al = _to_int(raw.get("asset_mgr_positions_long"))
|
||||
as_ = _to_int(raw.get("asset_mgr_positions_short"))
|
||||
ll = _to_int(raw.get("lev_money_positions_long"))
|
||||
ls = _to_int(raw.get("lev_money_positions_short"))
|
||||
ol = _to_int(raw.get("other_rept_positions_long"))
|
||||
os_ = _to_int(raw.get("other_rept_positions_short"))
|
||||
return {
|
||||
"report_date": _date_only(raw.get("report_date_as_yyyy_mm_dd", "")),
|
||||
"dealer_long": dl, "dealer_short": ds, "dealer_net": dl - ds,
|
||||
"asset_mgr_long": al, "asset_mgr_short": as_, "asset_mgr_net": al - as_,
|
||||
"lev_funds_long": ll, "lev_funds_short": ls, "lev_funds_net": ll - ls,
|
||||
"other_long": ol, "other_short": os_, "other_net": ol - os_,
|
||||
"open_interest": _to_int(raw.get("open_interest_all")),
|
||||
}
|
||||
|
||||
|
||||
def parse_disagg_row(raw: dict) -> dict:
|
||||
"""Mappa una row Socrata Disaggregated F&O combined al formato API output."""
|
||||
pl = _to_int(raw.get("prod_merc_positions_long_all"))
|
||||
ps = _to_int(raw.get("prod_merc_positions_short_all"))
|
||||
sl = _to_int(raw.get("swap_positions_long_all"))
|
||||
ss = _to_int(raw.get("swap_positions_short_all"))
|
||||
ml = _to_int(raw.get("m_money_positions_long_all"))
|
||||
ms = _to_int(raw.get("m_money_positions_short_all"))
|
||||
ol = _to_int(raw.get("other_rept_positions_long_all"))
|
||||
os_ = _to_int(raw.get("other_rept_positions_short_all"))
|
||||
return {
|
||||
"report_date": _date_only(raw.get("report_date_as_yyyy_mm_dd", "")),
|
||||
"producer_long": pl, "producer_short": ps, "producer_net": pl - ps,
|
||||
"swap_long": sl, "swap_short": ss, "swap_net": sl - ss,
|
||||
"managed_money_long": ml, "managed_money_short": ms, "managed_money_net": ml - ms,
|
||||
"other_long": ol, "other_short": os_, "other_net": ol - os_,
|
||||
"open_interest": _to_int(raw.get("open_interest_all")),
|
||||
}
|
||||
@@ -0,0 +1,36 @@
|
||||
"""Costanti CFTC: ticker → contract_market_code per TFF e Disaggregated.
|
||||
|
||||
I codici CFTC (`cftc_contract_market_code`) sono pubblici e stabili nel tempo.
|
||||
Riferimento: https://www.cftc.gov/MarketReports/CommitmentsofTraders/
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
CFTC_BASE_URL = "https://publicreporting.cftc.gov/resource"
|
||||
TFF_DATASET_ID = "gpe5-46if"
|
||||
DISAGG_DATASET_ID = "72hh-3qpy"
|
||||
|
||||
# TFF: equity/financial. Mapping ticker → cftc_contract_market_code.
|
||||
SYMBOL_TO_CFTC_CODE_TFF: dict[str, str] = {
|
||||
"ES": "13874A", # E-mini S&P 500
|
||||
"NQ": "209742", # E-mini Nasdaq-100
|
||||
"RTY": "239742", # E-mini Russell 2000
|
||||
"ZN": "043602", # 10-Year T-Note
|
||||
"ZB": "020601", # 30-Year T-Bond
|
||||
"6E": "099741", # Euro FX
|
||||
"6J": "097741", # Japanese Yen
|
||||
"DX": "098662", # US Dollar Index
|
||||
}
|
||||
|
||||
# Disaggregated: commodities.
|
||||
SYMBOL_TO_CFTC_CODE_DISAGG: dict[str, str] = {
|
||||
"CL": "067651", # Crude Oil WTI
|
||||
"GC": "088691", # Gold
|
||||
"SI": "084691", # Silver
|
||||
"HG": "085692", # Copper
|
||||
"ZW": "001602", # Wheat
|
||||
"ZC": "002602", # Corn
|
||||
"ZS": "005602", # Soybeans
|
||||
}
|
||||
|
||||
ALL_TFF_SYMBOLS: list[str] = list(SYMBOL_TO_CFTC_CODE_TFF.keys())
|
||||
ALL_DISAGG_SYMBOLS: list[str] = list(SYMBOL_TO_CFTC_CODE_DISAGG.keys())
|
||||
@@ -6,6 +6,17 @@ from typing import Any
|
||||
import httpx
|
||||
from mcp_common.http import async_client
|
||||
|
||||
from mcp_macro.cot import classify_extreme, compute_percentile, parse_disagg_row, parse_tff_row
|
||||
from mcp_macro.cot_contracts import (
|
||||
ALL_DISAGG_SYMBOLS,
|
||||
ALL_TFF_SYMBOLS,
|
||||
CFTC_BASE_URL,
|
||||
DISAGG_DATASET_ID,
|
||||
SYMBOL_TO_CFTC_CODE_DISAGG,
|
||||
SYMBOL_TO_CFTC_CODE_TFF,
|
||||
TFF_DATASET_ID,
|
||||
)
|
||||
|
||||
FRED_BASE = "https://api.stlouisfed.org/fred/series/observations"
|
||||
FINNHUB_CALENDAR = "https://finnhub.io/api/v1/calendar/economic"
|
||||
COINGECKO_GLOBAL = "https://api.coingecko.com/api/v3/global"
|
||||
@@ -609,3 +620,152 @@ async def fetch_market_overview() -> dict[str, Any]:
|
||||
_MARKET_CACHE["data"] = out
|
||||
_MARKET_CACHE["ts"] = now
|
||||
return out
|
||||
|
||||
|
||||
_COT_TTL = 3600.0 # 1h
|
||||
_COT_CACHE: dict[tuple[str, str, int], dict[str, Any]] = {}
|
||||
_COT_CACHE_TS: dict[tuple[str, str, int], float] = {}
|
||||
|
||||
|
||||
async def fetch_cot_tff(symbol: str, lookback_weeks: int = 52) -> dict[str, Any]:
|
||||
"""Fetch COT TFF report per simbolo equity/financial. Returns ASC by date."""
|
||||
import time
|
||||
|
||||
symbol = symbol.upper()
|
||||
if symbol not in SYMBOL_TO_CFTC_CODE_TFF:
|
||||
return {"error": "unknown_symbol", "available": ALL_TFF_SYMBOLS}
|
||||
|
||||
key = (symbol, "tff", lookback_weeks)
|
||||
now = time.monotonic()
|
||||
if key in _COT_CACHE and (now - _COT_CACHE_TS[key]) < _COT_TTL:
|
||||
return _COT_CACHE[key]
|
||||
|
||||
code = SYMBOL_TO_CFTC_CODE_TFF[symbol]
|
||||
url = f"{CFTC_BASE_URL}/{TFF_DATASET_ID}.json"
|
||||
async with async_client(timeout=10.0) as client:
|
||||
resp = await client.get(
|
||||
url,
|
||||
params={
|
||||
"cftc_contract_market_code": code,
|
||||
"$order": "report_date_as_yyyy_mm_dd DESC",
|
||||
"$limit": str(lookback_weeks),
|
||||
},
|
||||
)
|
||||
if resp.status_code != 200:
|
||||
return {"symbol": symbol, "report_type": "tff", "rows": [], "error": "cftc_unavailable"}
|
||||
raw_rows = resp.json() or []
|
||||
parsed = [parse_tff_row(r) for r in raw_rows]
|
||||
parsed.sort(key=lambda r: r["report_date"]) # ASC by date
|
||||
out = {
|
||||
"symbol": symbol,
|
||||
"report_type": "tff",
|
||||
"rows": parsed,
|
||||
"data_timestamp": datetime.now(UTC).isoformat(),
|
||||
}
|
||||
_COT_CACHE[key] = out
|
||||
_COT_CACHE_TS[key] = now
|
||||
return out
|
||||
|
||||
|
||||
async def fetch_cot_disaggregated(symbol: str, lookback_weeks: int = 52) -> dict[str, Any]:
|
||||
"""Fetch COT Disaggregated report per simbolo commodity. Returns ASC by date."""
|
||||
import time
|
||||
|
||||
symbol = symbol.upper()
|
||||
if symbol not in SYMBOL_TO_CFTC_CODE_DISAGG:
|
||||
return {"error": "unknown_symbol", "available": ALL_DISAGG_SYMBOLS}
|
||||
|
||||
key = (symbol, "disaggregated", lookback_weeks)
|
||||
now = time.monotonic()
|
||||
if key in _COT_CACHE and (now - _COT_CACHE_TS[key]) < _COT_TTL:
|
||||
return _COT_CACHE[key]
|
||||
|
||||
code = SYMBOL_TO_CFTC_CODE_DISAGG[symbol]
|
||||
url = f"{CFTC_BASE_URL}/{DISAGG_DATASET_ID}.json"
|
||||
async with async_client(timeout=10.0) as client:
|
||||
resp = await client.get(
|
||||
url,
|
||||
params={
|
||||
"cftc_contract_market_code": code,
|
||||
"$order": "report_date_as_yyyy_mm_dd DESC",
|
||||
"$limit": str(lookback_weeks),
|
||||
},
|
||||
)
|
||||
if resp.status_code != 200:
|
||||
return {"symbol": symbol, "report_type": "disaggregated", "rows": [], "error": "cftc_unavailable"}
|
||||
raw_rows = resp.json() or []
|
||||
parsed = [parse_disagg_row(r) for r in raw_rows]
|
||||
parsed.sort(key=lambda r: r["report_date"])
|
||||
out = {
|
||||
"symbol": symbol,
|
||||
"report_type": "disaggregated",
|
||||
"rows": parsed,
|
||||
"data_timestamp": datetime.now(UTC).isoformat(),
|
||||
}
|
||||
_COT_CACHE[key] = out
|
||||
_COT_CACHE_TS[key] = now
|
||||
return out
|
||||
|
||||
|
||||
async def fetch_cot_extreme_positioning(lookback_weeks: int = 156) -> dict[str, Any]:
|
||||
"""Scanner posizionamento estremo (percentile <=5 o >=95) sui simboli watchlist.
|
||||
|
||||
TFF -> key_role = lev_funds (lev_funds_net).
|
||||
Disaggregated -> key_role = managed_money (managed_money_net).
|
||||
"""
|
||||
import asyncio
|
||||
|
||||
tff_tasks = [fetch_cot_tff(s, lookback_weeks) for s in ALL_TFF_SYMBOLS]
|
||||
disagg_tasks = [fetch_cot_disaggregated(s, lookback_weeks) for s in ALL_DISAGG_SYMBOLS]
|
||||
tff_results, disagg_results = await asyncio.gather(
|
||||
asyncio.gather(*tff_tasks, return_exceptions=True),
|
||||
asyncio.gather(*disagg_tasks, return_exceptions=True),
|
||||
)
|
||||
|
||||
extremes: list[dict[str, Any]] = []
|
||||
|
||||
for res in tff_results:
|
||||
if isinstance(res, BaseException) or not isinstance(res, dict):
|
||||
continue
|
||||
rows = res.get("rows") or []
|
||||
if len(rows) < 4:
|
||||
continue
|
||||
series = [r["lev_funds_net"] for r in rows]
|
||||
current = series[-1]
|
||||
history = series[:-1]
|
||||
pct = compute_percentile(current, history)
|
||||
extremes.append({
|
||||
"symbol": res["symbol"],
|
||||
"report_type": "tff",
|
||||
"key_role": "lev_funds",
|
||||
"current_net": current,
|
||||
"percentile": pct,
|
||||
"signal": classify_extreme(pct),
|
||||
"report_date": rows[-1]["report_date"],
|
||||
})
|
||||
|
||||
for res in disagg_results:
|
||||
if isinstance(res, BaseException) or not isinstance(res, dict):
|
||||
continue
|
||||
rows = res.get("rows") or []
|
||||
if len(rows) < 4:
|
||||
continue
|
||||
series = [r["managed_money_net"] for r in rows]
|
||||
current = series[-1]
|
||||
history = series[:-1]
|
||||
pct = compute_percentile(current, history)
|
||||
extremes.append({
|
||||
"symbol": res["symbol"],
|
||||
"report_type": "disaggregated",
|
||||
"key_role": "managed_money",
|
||||
"current_net": current,
|
||||
"percentile": pct,
|
||||
"signal": classify_extreme(pct),
|
||||
"report_date": rows[-1]["report_date"],
|
||||
})
|
||||
|
||||
return {
|
||||
"lookback_weeks": lookback_weeks,
|
||||
"extremes": extremes,
|
||||
"data_timestamp": datetime.now(UTC).isoformat(),
|
||||
}
|
||||
|
||||
@@ -6,11 +6,14 @@ from fastapi import Depends, FastAPI, HTTPException
|
||||
from mcp_common.auth import Principal, TokenStore, require_principal
|
||||
from mcp_common.mcp_bridge import mount_mcp_endpoint
|
||||
from mcp_common.server import build_app
|
||||
from pydantic import BaseModel
|
||||
from pydantic import BaseModel, Field
|
||||
|
||||
from mcp_macro.fetchers import (
|
||||
fetch_asset_price,
|
||||
fetch_breakeven_inflation,
|
||||
fetch_cot_disaggregated,
|
||||
fetch_cot_extreme_positioning,
|
||||
fetch_cot_tff,
|
||||
fetch_economic_indicators,
|
||||
fetch_equity_futures,
|
||||
fetch_macro_calendar,
|
||||
@@ -57,6 +60,20 @@ class GetBreakevenInflationReq(BaseModel):
|
||||
pass
|
||||
|
||||
|
||||
class GetCotTffReq(BaseModel):
|
||||
symbol: str
|
||||
lookback_weeks: int = Field(default=52, ge=4, le=520)
|
||||
|
||||
|
||||
class GetCotDisaggregatedReq(BaseModel):
|
||||
symbol: str
|
||||
lookback_weeks: int = Field(default=52, ge=4, le=520)
|
||||
|
||||
|
||||
class GetCotExtremeReq(BaseModel):
|
||||
lookback_weeks: int = Field(default=156, ge=4, le=520)
|
||||
|
||||
|
||||
# --- ACL helper ---
|
||||
|
||||
def _check(principal: Principal, *, core: bool = False, observer: bool = False) -> None:
|
||||
@@ -139,6 +156,27 @@ def create_app(*, fred_api_key: str = "", finnhub_api_key: str = "", token_store
|
||||
_check(principal, core=True, observer=True)
|
||||
return await fetch_breakeven_inflation(fred_api_key=fred_api_key)
|
||||
|
||||
@app.post("/tools/get_cot_tff", tags=["reads"])
|
||||
async def t_get_cot_tff(
|
||||
body: GetCotTffReq, principal: Principal = Depends(require_principal)
|
||||
):
|
||||
_check(principal, core=True, observer=True)
|
||||
return await fetch_cot_tff(body.symbol, body.lookback_weeks)
|
||||
|
||||
@app.post("/tools/get_cot_disaggregated", tags=["reads"])
|
||||
async def t_get_cot_disaggregated(
|
||||
body: GetCotDisaggregatedReq, principal: Principal = Depends(require_principal)
|
||||
):
|
||||
_check(principal, core=True, observer=True)
|
||||
return await fetch_cot_disaggregated(body.symbol, body.lookback_weeks)
|
||||
|
||||
@app.post("/tools/get_cot_extreme_positioning", tags=["reads"])
|
||||
async def t_get_cot_extreme(
|
||||
body: GetCotExtremeReq, principal: Principal = Depends(require_principal)
|
||||
):
|
||||
_check(principal, core=True, observer=True)
|
||||
return await fetch_cot_extreme_positioning(body.lookback_weeks)
|
||||
|
||||
# ───── MCP endpoint (/mcp) — bridge verso /tools/* ─────
|
||||
port = int(os.environ.get("PORT", "9013"))
|
||||
mount_mcp_endpoint(
|
||||
@@ -156,6 +194,9 @@ def create_app(*, fred_api_key: str = "", finnhub_api_key: str = "", token_store
|
||||
{"name": "get_equity_futures", "description": "Futures ES/NQ/YM/RTY con session status."},
|
||||
{"name": "get_yield_curve_slope", "description": "Slope 2y10y/5y30y + butterfly + regime (steep/normal/flat/inverted)."},
|
||||
{"name": "get_breakeven_inflation", "description": "Breakeven inflation 5Y/10Y + 5y5y forward (FRED T5YIE/T10YIE/T5YIFR)."},
|
||||
{"name": "get_cot_tff", "description": "COT TFF report (CFTC) per equity/financial: ES/NQ/RTY/ZN/ZB/6E/6J/DX. Roles: dealer, asset manager, leveraged funds, other."},
|
||||
{"name": "get_cot_disaggregated", "description": "COT Disaggregated report (CFTC) per commodities: CL/GC/SI/HG/ZW/ZC/ZS. Roles: producer/merchant, swap dealer, managed money, other."},
|
||||
{"name": "get_cot_extreme_positioning", "description": "Scanner posizionamento estremo (percentile ≤5 o ≥95) sui simboli watchlist."},
|
||||
],
|
||||
)
|
||||
|
||||
|
||||
@@ -0,0 +1,117 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from mcp_macro.cot import (
|
||||
classify_extreme,
|
||||
compute_percentile,
|
||||
parse_disagg_row,
|
||||
parse_tff_row,
|
||||
)
|
||||
|
||||
|
||||
def test_compute_percentile_basic():
|
||||
history = [10, 20, 30, 40, 50, 60, 70, 80, 90, 100]
|
||||
assert compute_percentile(50, history) == 50.0
|
||||
assert compute_percentile(10, history) == 10.0
|
||||
assert compute_percentile(100, history) == 100.0
|
||||
|
||||
|
||||
def test_compute_percentile_value_below_min():
|
||||
history = [10, 20, 30]
|
||||
assert compute_percentile(5, history) == 0.0
|
||||
|
||||
|
||||
def test_compute_percentile_value_above_max():
|
||||
history = [10, 20, 30]
|
||||
assert compute_percentile(40, history) == 100.0
|
||||
|
||||
|
||||
def test_compute_percentile_empty_history():
|
||||
assert compute_percentile(50, []) is None
|
||||
|
||||
|
||||
def test_classify_extreme_below_threshold():
|
||||
assert classify_extreme(3.0) == "extreme_short"
|
||||
assert classify_extreme(5.0) == "extreme_short" # boundary inclusive
|
||||
|
||||
|
||||
def test_classify_extreme_above_threshold():
|
||||
assert classify_extreme(96.0) == "extreme_long"
|
||||
assert classify_extreme(95.0) == "extreme_long" # boundary inclusive
|
||||
|
||||
|
||||
def test_classify_extreme_neutral():
|
||||
assert classify_extreme(50.0) == "neutral"
|
||||
assert classify_extreme(94.99) == "neutral"
|
||||
assert classify_extreme(5.01) == "neutral"
|
||||
|
||||
|
||||
def test_classify_extreme_none_input():
|
||||
assert classify_extreme(None) == "neutral"
|
||||
|
||||
|
||||
# Payload Socrata reale (subset campi rilevanti, valori arbitrari per test)
|
||||
TFF_SOCRATA_ROW = {
|
||||
"report_date_as_yyyy_mm_dd": "2026-04-22T00:00:00.000",
|
||||
"dealer_positions_long_all": "12345",
|
||||
"dealer_positions_short_all": "23456",
|
||||
"asset_mgr_positions_long": "654321",
|
||||
"asset_mgr_positions_short": "200000",
|
||||
"lev_money_positions_long": "100000",
|
||||
"lev_money_positions_short": "350000",
|
||||
"other_rept_positions_long": "50000",
|
||||
"other_rept_positions_short": "50000",
|
||||
"open_interest_all": "2500000",
|
||||
}
|
||||
|
||||
DISAGG_SOCRATA_ROW = {
|
||||
"report_date_as_yyyy_mm_dd": "2026-04-22T00:00:00.000",
|
||||
"prod_merc_positions_long_all": "100000",
|
||||
"prod_merc_positions_short_all": "300000",
|
||||
"swap_positions_long_all": "50000",
|
||||
"swap_positions_short_all": "60000",
|
||||
"m_money_positions_long_all": "200000",
|
||||
"m_money_positions_short_all": "80000",
|
||||
"other_rept_positions_long_all": "10000",
|
||||
"other_rept_positions_short_all": "10000",
|
||||
"open_interest_all": "1500000",
|
||||
}
|
||||
|
||||
|
||||
def test_parse_tff_row_extracts_all_fields():
|
||||
row = parse_tff_row(TFF_SOCRATA_ROW)
|
||||
assert row["report_date"] == "2026-04-22"
|
||||
assert row["dealer_long"] == 12345
|
||||
assert row["dealer_short"] == 23456
|
||||
assert row["dealer_net"] == 12345 - 23456
|
||||
assert row["asset_mgr_long"] == 654321
|
||||
assert row["asset_mgr_net"] == 654321 - 200000
|
||||
assert row["lev_funds_long"] == 100000
|
||||
assert row["lev_funds_short"] == 350000
|
||||
assert row["lev_funds_net"] == 100000 - 350000
|
||||
assert row["other_long"] == 50000
|
||||
assert row["other_net"] == 0
|
||||
assert row["open_interest"] == 2500000
|
||||
|
||||
|
||||
def test_parse_tff_row_handles_missing_field():
|
||||
payload = {"report_date_as_yyyy_mm_dd": "2026-04-22T00:00:00.000"}
|
||||
row = parse_tff_row(payload)
|
||||
assert row["report_date"] == "2026-04-22"
|
||||
assert row["dealer_long"] == 0
|
||||
assert row["dealer_net"] == 0
|
||||
|
||||
|
||||
def test_parse_disagg_row_extracts_all_fields():
|
||||
row = parse_disagg_row(DISAGG_SOCRATA_ROW)
|
||||
assert row["report_date"] == "2026-04-22"
|
||||
assert row["producer_long"] == 100000
|
||||
assert row["producer_short"] == 300000
|
||||
assert row["producer_net"] == -200000
|
||||
assert row["swap_long"] == 50000
|
||||
assert row["swap_net"] == -10000
|
||||
assert row["managed_money_long"] == 200000
|
||||
assert row["managed_money_short"] == 80000
|
||||
assert row["managed_money_net"] == 120000
|
||||
assert row["other_long"] == 10000
|
||||
assert row["other_net"] == 0
|
||||
assert row["open_interest"] == 1500000
|
||||
@@ -260,3 +260,143 @@ async def test_breakeven_high_inflation(httpx_mock: pytest_httpx.HTTPXMock):
|
||||
out = await fetch_breakeven_inflation(fred_api_key="k")
|
||||
assert out["interpretation"] == "high_inflation_expected"
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_fetch_cot_tff_happy_path(httpx_mock: pytest_httpx.HTTPXMock):
|
||||
from mcp_macro.fetchers import fetch_cot_tff
|
||||
httpx_mock.add_response(
|
||||
url=httpx.URL(
|
||||
"https://publicreporting.cftc.gov/resource/gpe5-46if.json",
|
||||
params={
|
||||
"cftc_contract_market_code": "13874A",
|
||||
"$order": "report_date_as_yyyy_mm_dd DESC",
|
||||
"$limit": "52",
|
||||
},
|
||||
),
|
||||
json=[
|
||||
{
|
||||
"report_date_as_yyyy_mm_dd": "2026-04-22T00:00:00.000",
|
||||
"dealer_positions_long_all": "12345",
|
||||
"dealer_positions_short_all": "23456",
|
||||
"asset_mgr_positions_long": "654321",
|
||||
"asset_mgr_positions_short": "200000",
|
||||
"lev_money_positions_long": "100000",
|
||||
"lev_money_positions_short": "350000",
|
||||
"other_rept_positions_long": "50000",
|
||||
"other_rept_positions_short": "50000",
|
||||
"open_interest_all": "2500000",
|
||||
},
|
||||
{
|
||||
"report_date_as_yyyy_mm_dd": "2026-04-15T00:00:00.000",
|
||||
"dealer_positions_long_all": "11000",
|
||||
"dealer_positions_short_all": "22000",
|
||||
"asset_mgr_positions_long": "640000",
|
||||
"asset_mgr_positions_short": "210000",
|
||||
"lev_money_positions_long": "110000",
|
||||
"lev_money_positions_short": "320000",
|
||||
"other_rept_positions_long": "48000",
|
||||
"other_rept_positions_short": "52000",
|
||||
"open_interest_all": "2480000",
|
||||
},
|
||||
],
|
||||
)
|
||||
out = await fetch_cot_tff("ES", lookback_weeks=52)
|
||||
assert out["symbol"] == "ES"
|
||||
assert out["report_type"] == "tff"
|
||||
assert len(out["rows"]) == 2
|
||||
# Ordering ASC by date (oldest first)
|
||||
assert out["rows"][0]["report_date"] == "2026-04-15"
|
||||
assert out["rows"][1]["report_date"] == "2026-04-22"
|
||||
assert out["rows"][1]["lev_funds_net"] == -250000
|
||||
assert "data_timestamp" in out
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_fetch_cot_tff_unknown_symbol():
|
||||
from mcp_macro.fetchers import fetch_cot_tff
|
||||
out = await fetch_cot_tff("INVALID", lookback_weeks=52)
|
||||
assert out.get("error") == "unknown_symbol"
|
||||
assert "ES" in out.get("available", [])
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_fetch_cot_disagg_happy_path(httpx_mock: pytest_httpx.HTTPXMock):
|
||||
from mcp_macro.fetchers import fetch_cot_disaggregated
|
||||
httpx_mock.add_response(
|
||||
url=httpx.URL(
|
||||
"https://publicreporting.cftc.gov/resource/72hh-3qpy.json",
|
||||
params={
|
||||
"cftc_contract_market_code": "067651",
|
||||
"$order": "report_date_as_yyyy_mm_dd DESC",
|
||||
"$limit": "52",
|
||||
},
|
||||
),
|
||||
json=[
|
||||
{
|
||||
"report_date_as_yyyy_mm_dd": "2026-04-22T00:00:00.000",
|
||||
"prod_merc_positions_long_all": "100000",
|
||||
"prod_merc_positions_short_all": "300000",
|
||||
"swap_positions_long_all": "50000",
|
||||
"swap_positions_short_all": "60000",
|
||||
"m_money_positions_long_all": "200000",
|
||||
"m_money_positions_short_all": "80000",
|
||||
"other_rept_positions_long_all": "10000",
|
||||
"other_rept_positions_short_all": "10000",
|
||||
"open_interest_all": "1500000",
|
||||
},
|
||||
],
|
||||
)
|
||||
out = await fetch_cot_disaggregated("CL", lookback_weeks=52)
|
||||
assert out["symbol"] == "CL"
|
||||
assert out["report_type"] == "disaggregated"
|
||||
assert len(out["rows"]) == 1
|
||||
assert out["rows"][0]["managed_money_net"] == 120000
|
||||
assert out["rows"][0]["producer_net"] == -200000
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_fetch_cot_disagg_unknown_symbol():
|
||||
from mcp_macro.fetchers import fetch_cot_disaggregated
|
||||
out = await fetch_cot_disaggregated("XYZ", lookback_weeks=52)
|
||||
assert out.get("error") == "unknown_symbol"
|
||||
assert "CL" in out.get("available", [])
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_fetch_cot_extreme_positioning_flags_outliers(monkeypatch):
|
||||
"""Mock fetch_cot_tff e fetch_cot_disagg per simulare history e ultimo punto."""
|
||||
from unittest.mock import AsyncMock
|
||||
|
||||
from mcp_macro import fetchers as f
|
||||
|
||||
# Simula una serie ES dove ultimo lev_funds_net è in basso (extreme_short)
|
||||
es_rows = [
|
||||
{"report_date": f"2026-{m:02d}-01", "lev_funds_net": v}
|
||||
for m, v in [(1, 0), (2, 50), (3, 100), (4, -500)]
|
||||
]
|
||||
cl_rows = [
|
||||
{"report_date": f"2026-{m:02d}-01", "managed_money_net": v}
|
||||
for m, v in [(1, 100), (2, 200), (3, 300), (4, 1000)]
|
||||
]
|
||||
|
||||
async def fake_tff(symbol, lookback_weeks):
|
||||
if symbol == "ES":
|
||||
return {"symbol": "ES", "report_type": "tff", "rows": es_rows}
|
||||
return {"symbol": symbol, "report_type": "tff", "rows": []}
|
||||
|
||||
async def fake_disagg(symbol, lookback_weeks):
|
||||
if symbol == "CL":
|
||||
return {"symbol": "CL", "report_type": "disaggregated", "rows": cl_rows}
|
||||
return {"symbol": symbol, "report_type": "disaggregated", "rows": []}
|
||||
|
||||
monkeypatch.setattr(f, "fetch_cot_tff", AsyncMock(side_effect=fake_tff))
|
||||
monkeypatch.setattr(f, "fetch_cot_disaggregated", AsyncMock(side_effect=fake_disagg))
|
||||
|
||||
out = await f.fetch_cot_extreme_positioning(lookback_weeks=4)
|
||||
assert "extremes" in out
|
||||
by_sym = {e["symbol"]: e for e in out["extremes"]}
|
||||
assert by_sym["ES"]["signal"] == "extreme_short"
|
||||
assert by_sym["ES"]["key_role"] == "lev_funds"
|
||||
assert by_sym["CL"]["signal"] == "extreme_long"
|
||||
assert by_sym["CL"]["key_role"] == "managed_money"
|
||||
|
||||
|
||||
@@ -125,3 +125,78 @@ def test_get_market_overview_observer_ok(http):
|
||||
def test_get_market_overview_no_auth_401(http):
|
||||
r = http.post("/tools/get_market_overview", json={})
|
||||
assert r.status_code == 401
|
||||
|
||||
|
||||
|
||||
|
||||
def test_get_cot_tff_core_ok(http):
|
||||
with patch(
|
||||
"mcp_macro.server.fetch_cot_tff",
|
||||
new=AsyncMock(return_value={"symbol": "ES", "rows": []}),
|
||||
):
|
||||
r = http.post(
|
||||
"/tools/get_cot_tff",
|
||||
headers={"Authorization": "Bearer ct"},
|
||||
json={"symbol": "ES"},
|
||||
)
|
||||
assert r.status_code == 200
|
||||
assert r.json()["symbol"] == "ES"
|
||||
|
||||
|
||||
def test_get_cot_tff_observer_ok(http):
|
||||
with patch(
|
||||
"mcp_macro.server.fetch_cot_tff",
|
||||
new=AsyncMock(return_value={"symbol": "ES", "rows": []}),
|
||||
):
|
||||
r = http.post(
|
||||
"/tools/get_cot_tff",
|
||||
headers={"Authorization": "Bearer ot"},
|
||||
json={"symbol": "ES"},
|
||||
)
|
||||
assert r.status_code == 200
|
||||
|
||||
|
||||
def test_get_cot_tff_no_auth_401(http):
|
||||
r = http.post("/tools/get_cot_tff", json={"symbol": "ES"})
|
||||
assert r.status_code == 401
|
||||
|
||||
|
||||
def test_get_cot_disagg_observer_ok(http):
|
||||
with patch(
|
||||
"mcp_macro.server.fetch_cot_disaggregated",
|
||||
new=AsyncMock(return_value={"symbol": "CL", "rows": []}),
|
||||
):
|
||||
r = http.post(
|
||||
"/tools/get_cot_disaggregated",
|
||||
headers={"Authorization": "Bearer ot"},
|
||||
json={"symbol": "CL"},
|
||||
)
|
||||
assert r.status_code == 200
|
||||
|
||||
|
||||
def test_get_cot_disagg_no_auth_401(http):
|
||||
r = http.post("/tools/get_cot_disaggregated", json={"symbol": "CL"})
|
||||
assert r.status_code == 401
|
||||
|
||||
|
||||
def test_get_cot_extreme_positioning_ok(http):
|
||||
with patch(
|
||||
"mcp_macro.server.fetch_cot_extreme_positioning",
|
||||
new=AsyncMock(return_value={"extremes": []}),
|
||||
):
|
||||
r = http.post(
|
||||
"/tools/get_cot_extreme_positioning",
|
||||
headers={"Authorization": "Bearer ot"},
|
||||
json={},
|
||||
)
|
||||
assert r.status_code == 200
|
||||
|
||||
|
||||
def test_get_cot_extreme_positioning_lookback_too_short(http):
|
||||
"""Pydantic validation: lookback_weeks < 4 → 422."""
|
||||
r = http.post(
|
||||
"/tools/get_cot_extreme_positioning",
|
||||
headers={"Authorization": "Bearer ct"},
|
||||
json={"lookback_weeks": 2},
|
||||
)
|
||||
assert r.status_code == 422
|
||||
|
||||
@@ -5,7 +5,6 @@ import re
|
||||
import xml.etree.ElementTree as ET
|
||||
from typing import Any
|
||||
|
||||
import httpx
|
||||
from mcp_common.http import async_client
|
||||
|
||||
CRYPTOPANIC_URL = "https://cryptopanic.com/api/v1/posts/"
|
||||
|
||||
@@ -9,8 +9,6 @@ from mcp_common.mcp_bridge import mount_mcp_endpoint
|
||||
from mcp_common.server import build_app
|
||||
from pydantic import BaseModel
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
from mcp_sentiment.fetchers import (
|
||||
fetch_cointegration_pairs,
|
||||
fetch_cross_exchange_funding,
|
||||
@@ -23,6 +21,8 @@ from mcp_sentiment.fetchers import (
|
||||
fetch_world_news,
|
||||
)
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
# --- Body models ---
|
||||
|
||||
class GetCryptoNewsReq(BaseModel):
|
||||
|
||||
Reference in New Issue
Block a user