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# CLAUDE.md
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Guida per Claude Code che lavora su **Cerbero MCP** — server MCP multi-exchange
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(FastAPI) distribuito come singola immagine Docker, con routing testnet/mainnet
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per-request basato sul token bearer.
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## Comandi
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Gestione progetto con `uv` (Python ≥ 3.11):
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```bash
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uv sync # installa dipendenze (incl. dev)
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uv run cerbero-mcp # avvia il server (porta da .env, default 9000)
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uv run pytest # suite completa (~323 test attesi)
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uv run pytest tests/unit -v # solo unit
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uv run pytest tests/unit/exchanges/cross/test_unified.py::test_get_historical_single_exchange # singolo test
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uv run ruff check src tests # lint (E,F,I,W,UP,B,SIM; line-length 100)
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uv run mypy src/cerbero_mcp # type check (non-strict)
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```
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Tutti e quattro (pytest, ruff, mypy) devono essere verdi prima di committare.
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`testpaths = ["tests"]` → `old/` non viene mai raccolto dai test.
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## Architettura
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Flusso runtime:
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```
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Bot → Authorization: Bearer <TESTNET|MAINNET>_TOKEN (+ header X-Bot-Tag)
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→ auth middleware → request.state.environment ∈ {testnet, mainnet}
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→ Router (/mcp/... , /mcp-{exchange}/... , /mcp-cross/...)
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→ ClientRegistry.get(exchange, env) → client cached lazy per (exchange, env)
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→ tool function (logica pura) → exchange API
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```
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File chiave:
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- `src/cerbero_mcp/__main__.py` — `_make_app()` registra tutti i router.
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- `src/cerbero_mcp/server.py` — `build_app()`, Swagger, exception handler,
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e `_TimestampInjectorMiddleware` che inietta `data_timestamp` (ISO UTC) nel
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top level di **ogni** risposta JSON sotto `/tools/*` (+ header `X-Data-Timestamp`).
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- `src/cerbero_mcp/auth.py` — bearer → env, e `X-Bot-Tag` obbligatorio (path
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whitelisted: `/health`, `/health/ready`, `/apidocs`, `/openapi.json`).
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- `src/cerbero_mcp/client_registry.py` — cache `{(exchange, env): client}`.
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- `src/cerbero_mcp/exchanges/__init__.py` — `build_client()`: factory per exchange.
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- `src/cerbero_mcp/settings.py` — Pydantic Settings da `.env`.
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- `src/cerbero_mcp/routers/` — un file per exchange + `unified.py` (`/mcp`) +
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`cross.py` (`/mcp-cross`).
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- `src/cerbero_mcp/exchanges/<ex>/{client.py,tools.py}` — client HTTP + schemi
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Pydantic / wrapper tool. `cross/` contiene aggregatore consensus, interfaccia
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unificata, normalizzatori e symbol-map.
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## Exchange attivi
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Trading: **deribit, hyperliquid, ibkr**. Data-provider read-only: **macro,
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sentiment**. **Bybit e Alpaca sono ritirati** dalla superficie API in V2:
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codice archiviato in `old/` (fuori dal package, non importato, non testato).
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Nota: nel modulo `sentiment` "bybit" resta come **fonte dati pubblica**
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(funding/OI), non come client di trading.
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## Interfacce dati
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- **`/mcp` (comune, raccomandata)** — `get_instruments` con schema uniforme
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(ogni elemento porta `exchange`, `fees`, `history_start`, `type`, `tick_size`,
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`native`); `get_historical` con `exchange` selezionabile (singolo venue).
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Supporta deribit + hyperliquid (IBKR non ancora integrato).
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- **`/mcp-cross`** — `get_historical` a consenso multi-exchange (mediana OHLC,
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`sources`, `div_pct`).
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- **`/mcp-{exchange}`** — router per-exchange legacy, ancora attivi.
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Convenzione: ogni `get_historical` ritorna la chiave uniforme
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`candles: [{timestamp(ms), open, high, low, close, volume}]` (validatore in
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`common/candles.py`). `fees`/`history_start` sono popolati **live dove
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l'upstream li espone** (oggi: Deribit), altrimenti `null`.
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## Convenzioni
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- Schemi richiesta = modelli Pydantic in `<ex>/tools.py`; il router fa solo
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dependency-injection di env + client e chiama il wrapper del tool.
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- Errori applicativi: sollevare `fastapi.HTTPException`; gli handler in
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`server.py` li avvolgono in un envelope con `request_id`.
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- Firme/crittografia: il signing L1 Hyperliquid usa `eth_utils.to_hex` come
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l'SDK ufficiale → `r`/`s` hex possono essere < 66 char (byte alto a zero,
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~1/256); non assumere lunghezza fissa.
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- Branch di produzione: **`V2.0.0`** (non `main`). Deploy via
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`scripts/deploy-vps.sh`.
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## Documentazione
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- `README.md` — overview, setup, deploy, migrazione V1→V2, IBKR OAuth.
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- `docs/API_REFERENCE.md` — catalogo completo endpoint/tool. Aggiornarlo
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quando si aggiungono/rimuovono tool o si cambiano gli schemi.
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@@ -9,20 +9,24 @@ sul token bearer fornito dal client.
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- **Una singola immagine Docker** (`cerbero-mcp`) ospita tutti i router
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- **Una singola immagine Docker** (`cerbero-mcp`) ospita tutti i router
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exchange in un unico processo FastAPI
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exchange in un unico processo FastAPI
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- **Cinque exchange** (Deribit, Bybit, Hyperliquid, Alpaca, IBKR) e **due
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- **Tre exchange** (Deribit, Hyperliquid, IBKR) e **due data provider**
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data provider** read-only (Macro, Sentiment)
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read-only (Macro, Sentiment). Bybit e Alpaca sono stati ritirati dalla
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superficie API in V2 (codice archiviato in `old/`)
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- **Interfaccia comune `/mcp`** trasversale agli exchange: `get_instruments`
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con schema uniforme (ogni elemento porta `exchange`, `fees`,
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`history_start`) e `get_historical` per-exchange selezionabile
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- **Switch testnet/mainnet per-request** tramite header
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- **Switch testnet/mainnet per-request** tramite header
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`Authorization: Bearer <TOKEN>`: lo stesso container serve entrambi gli
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`Authorization: Bearer <TOKEN>`: lo stesso container serve entrambi gli
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ambienti senza riavvii
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ambienti senza riavvii
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- **Configurazione interamente in `.env`**: nessun file JSON di credenziali
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- **Configurazione interamente in `.env`**: nessun file JSON di credenziali
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separato; le URL upstream (live/testnet) di ciascun exchange sono
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separato; le URL upstream (live/testnet) di ciascun exchange sono
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override-abili tramite variabili dedicate (`DERIBIT_URL_*`,
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override-abili tramite variabili dedicate (`DERIBIT_URL_*`,
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`BYBIT_URL_*`, `HYPERLIQUID_URL_*`, `ALPACA_URL_*`)
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`HYPERLIQUID_URL_*`, `IBKR_URL_*`)
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- **Documentazione interattiva** OpenAPI/Swagger esposta a `/apidocs`
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- **Documentazione interattiva** OpenAPI/Swagger esposta a `/apidocs`
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- **Endpoint cross-exchange unificato** (`/mcp-cross/tools/get_historical`):
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- **Endpoint cross-exchange a consenso** (`/mcp-cross/tools/get_historical`):
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fan-out a tutti gli exchange che supportano (symbol, asset_class) e
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fan-out agli exchange che supportano (symbol, asset_class) e consensus
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consensus per-bar (mediana OHLC + `div_pct` + `sources`)
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per-bar (mediana OHLC + `div_pct` + `sources`)
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- **Qualità verificata**: 399 test (unit + integration + smoke), mypy
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- **Qualità verificata**: 323 test (unit + integration + smoke), mypy
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pulito, ruff pulito
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pulito, ruff pulito
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## Avvio rapido (sviluppo, senza Docker)
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## Avvio rapido (sviluppo, senza Docker)
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@@ -87,10 +91,10 @@ non è richiesto sugli endpoint pubblici (`/health`, `/apidocs`,
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| `GET /health/ready` | Readiness check con ping client exchange (no auth) |
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| `GET /health/ready` | Readiness check con ping client exchange (no auth) |
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| `GET /apidocs` | Swagger UI (no auth) |
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| `GET /apidocs` | Swagger UI (no auth) |
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| `GET /openapi.json` | Schema OpenAPI 3.1 (no auth) |
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| `GET /openapi.json` | Schema OpenAPI 3.1 (no auth) |
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| `POST /mcp/tools/get_instruments` | Lista strumenti uniforme cross-exchange (deribit, hyperliquid) |
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| `POST /mcp/tools/get_historical` | Storico di un singolo exchange selezionabile |
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| `POST /mcp-deribit/tools/{tool}` | Tool exchange Deribit |
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| `POST /mcp-deribit/tools/{tool}` | Tool exchange Deribit |
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| `POST /mcp-bybit/tools/{tool}` | Tool exchange Bybit |
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| `POST /mcp-hyperliquid/tools/{tool}` | Tool exchange Hyperliquid |
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| `POST /mcp-hyperliquid/tools/{tool}` | Tool exchange Hyperliquid |
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| `POST /mcp-alpaca/tools/{tool}` | Tool exchange Alpaca |
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| `POST /mcp-ibkr/tools/{tool}` | Tool exchange Interactive Brokers |
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| `POST /mcp-ibkr/tools/{tool}` | Tool exchange Interactive Brokers |
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| `POST /mcp-macro/tools/{tool}` | Tool macro/market data |
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| `POST /mcp-macro/tools/{tool}` | Tool macro/market data |
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| `POST /mcp-sentiment/tools/{tool}` | Tool sentiment/news |
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| `POST /mcp-sentiment/tools/{tool}` | Tool sentiment/news |
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@@ -145,7 +149,7 @@ Parametri di query (tutti opzionali):
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- `from`, `to`: ISO 8601 datetime (es. `2026-05-01` o `2026-05-01T12:34:56Z`)
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- `from`, `to`: ISO 8601 datetime (es. `2026-05-01` o `2026-05-01T12:34:56Z`)
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- `actor`: `testnet` | `mainnet`
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- `actor`: `testnet` | `mainnet`
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- `exchange`: nome dell'exchange (`deribit`, `bybit`, `hyperliquid`, `alpaca`, `ibkr`)
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- `exchange`: nome dell'exchange (`deribit`, `hyperliquid`, `ibkr`)
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- `action`: nome del tool (es. `place_order`)
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- `action`: nome del tool (es. `place_order`)
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- `bot_tag`: identificatore del bot
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- `bot_tag`: identificatore del bot
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- `limit`: massimo record restituiti, default `1000`, massimo `10000`
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- `limit`: massimo record restituiti, default `1000`, massimo `10000`
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@@ -178,19 +182,10 @@ get_dealer_gamma_profile, get_vanna_charm, get_oi_weighted_skew,
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get_smile_asymmetry, get_atm_vs_wings_vol, get_orderbook_imbalance,
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get_smile_asymmetry, get_atm_vs_wings_vol, get_orderbook_imbalance,
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place_combo_order.
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place_combo_order.
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### Bybit
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Ticker, orderbook, OHLCV, funding rate, open interest, basis spot/perp,
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indicatori tecnici, place_batch_order, get_orderbook_imbalance,
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get_basis_term_structure.
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### Hyperliquid
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### Hyperliquid
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Account summary, positions, orderbook, historical, indicators, funding
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Account summary, positions, orderbook, historical, indicators, funding
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rate, basis spot/perp, place_order, set_stop_loss, set_take_profit.
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rate, basis spot/perp, place_order, set_stop_loss, set_take_profit.
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### Alpaca
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Account, positions, bars, snapshot, option chain, place_order,
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amend_order, cancel_order, close_position.
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### IBKR (Interactive Brokers)
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### IBKR (Interactive Brokers)
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Account, positions, activities, ticker, bars, snapshot, option chain,
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Account, positions, activities, ticker, bars, snapshot, option chain,
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search_contracts, clock, streaming (tick + depth via WebSocket
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search_contracts, clock, streaming (tick + depth via WebSocket
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@@ -208,15 +203,25 @@ News (CryptoPanic/CoinDesk), social (LunarCrush), funding multi-exchange,
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OI history, get_funding_arb_spread, get_liquidation_heatmap,
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OI history, get_funding_arb_spread, get_liquidation_heatmap,
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get_cointegration_pairs.
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get_cointegration_pairs.
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### Cross (storico unificato)
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### Unified (`/mcp`) — interfaccia comune
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`get_instruments` ritorna una lista strumenti **uniforme**: ogni elemento
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porta in sé `exchange`, `fees` (maker/taker, popolati live da Deribit, `null`
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dove l'exchange non li espone per-strumento), `history_start` (data inizio
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storico, live da Deribit), oltre a `type`, `tick_size` e un blocco `native`
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lossless. Con `exchange` opzionale filtra una singola sorgente; se omesso fa
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fan-out su tutti gli exchange integrati. `get_historical` è generalizzato a
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`{exchange, instrument, interval, start_date, end_date}` e ritorna le candele
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del **singolo exchange scelto**. Exchange supportati: `deribit`, `hyperliquid`
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(IBKR non ancora integrato — usa `/mcp-ibkr`).
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### Cross (storico a consenso)
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`get_historical` aggrega le candele dello stesso simbolo da tutti gli
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`get_historical` aggrega le candele dello stesso simbolo da tutti gli
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exchange che lo supportano e ritorna una serie consensus: la chiusura è
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exchange che lo supportano e ritorna una serie consensus: la chiusura è
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la mediana, `sources` è il numero di exchange che hanno contribuito al
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la mediana, `sources` è il numero di exchange che hanno contribuito al
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bar e `div_pct = (max-min)/median` segnala il disaccordo tra fonti — un
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bar e `div_pct = (max-min)/median` segnala il disaccordo tra fonti — un
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quality gate per i bot. Crypto: BTC/ETH/SOL via Bybit + Hyperliquid +
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quality gate per i bot. Crypto: BTC/ETH via Hyperliquid + Deribit, SOL via
|
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Deribit. Stocks: AAPL/SPY/QQQ/TSLA/NVDA via Alpaca. In caso di fallimento
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Hyperliquid. In caso di fallimento parziale ritorna i dati disponibili più
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parziale ritorna i dati disponibili più `failed_sources`; se *tutti* gli
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`failed_sources`; se *tutti* gli upstream falliscono → HTTP 502 retryable.
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upstream falliscono → HTTP 502 retryable.
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## Deploy su VPS con Traefik
|
## Deploy su VPS con Traefik
|
||||||
|
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@@ -302,7 +307,7 @@ PORT=9000 TESTNET_TOKEN="$TESTNET_TOKEN" bash tests/smoke/run.sh
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|
|
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```bash
|
```bash
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uv sync
|
uv sync
|
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uv run pytest # tutta la suite (399 test attesi)
|
uv run pytest # tutta la suite (323 test attesi)
|
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uv run pytest tests/unit -v # solo unit
|
uv run pytest tests/unit -v # solo unit
|
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uv run pytest tests/integration -v
|
uv run pytest tests/integration -v
|
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uv run ruff check src/ tests/
|
uv run ruff check src/ tests/
|
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@@ -320,9 +325,11 @@ src/cerbero_mcp/
|
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├── auth.py # middleware bearer → request.state.environment
|
├── auth.py # middleware bearer → request.state.environment
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||||||
├── server.py # build_app() + Swagger + middleware + handlers
|
├── server.py # build_app() + Swagger + middleware + handlers
|
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├── client_registry.py # cache lazy {(exchange, env): client}
|
├── client_registry.py # cache lazy {(exchange, env): client}
|
||||||
├── routers/ # un file per exchange (deribit, bybit, ...)
|
├── routers/ # un file per exchange + unified.py (/mcp) + cross.py
|
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├── exchanges/ # logica per-exchange: client + tools
|
├── exchanges/ # logica per-exchange: client + tools (+ cross/)
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└── common/ # indicators, options, microstructure, stats, ...
|
└── common/ # indicators, options, microstructure, stats, ...
|
||||||
|
|
||||||
|
old/ # codice ritirato (bybit, alpaca) — fuori dal package
|
||||||
```
|
```
|
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|
|
||||||
## Migrazione da V1 (1.x → 2.0.0)
|
## Migrazione da V1 (1.x → 2.0.0)
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@@ -336,12 +343,13 @@ Per chi è in produzione su V1:
|
|||||||
| V1 (file JSON) | V2 (variabile `.env`) |
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| V1 (file JSON) | V2 (variabile `.env`) |
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|---|---|
|
|---|---|
|
||||||
| `secrets/deribit.json` `client_id` / `client_secret` | `DERIBIT_CLIENT_ID` / `DERIBIT_CLIENT_SECRET` |
|
| `secrets/deribit.json` `client_id` / `client_secret` | `DERIBIT_CLIENT_ID` / `DERIBIT_CLIENT_SECRET` |
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||||||
| `secrets/bybit.json` `api_key` / `api_secret` | `BYBIT_API_KEY` / `BYBIT_API_SECRET` |
|
|
||||||
| `secrets/hyperliquid.json` `wallet_address` / `private_key` | `HYPERLIQUID_WALLET_ADDRESS` / `HYPERLIQUID_PRIVATE_KEY` |
|
| `secrets/hyperliquid.json` `wallet_address` / `private_key` | `HYPERLIQUID_WALLET_ADDRESS` / `HYPERLIQUID_PRIVATE_KEY` |
|
||||||
| `secrets/alpaca.json` `api_key_id` / `secret_key` | `ALPACA_API_KEY_ID` / `ALPACA_SECRET_KEY` |
|
|
||||||
| `secrets/macro.json` `fred_api_key` / `finnhub_api_key` | `FRED_API_KEY` / `FINNHUB_API_KEY` |
|
| `secrets/macro.json` `fred_api_key` / `finnhub_api_key` | `FRED_API_KEY` / `FINNHUB_API_KEY` |
|
||||||
| `secrets/sentiment.json` `cryptopanic_key` / `lunarcrush_key` | `CRYPTOPANIC_KEY` / `LUNARCRUSH_KEY` |
|
| `secrets/sentiment.json` `cryptopanic_key` / `lunarcrush_key` | `CRYPTOPANIC_KEY` / `LUNARCRUSH_KEY` |
|
||||||
|
|
||||||
|
> Bybit e Alpaca non sono più esposti in V2 (vedi `old/`); le rispettive
|
||||||
|
> variabili `BYBIT_*` / `ALPACA_*` non sono più lette.
|
||||||
|
|
||||||
4. Aggiornare i client bot:
|
4. Aggiornare i client bot:
|
||||||
- i path API restano identici (`/mcp-{exchange}/tools/{tool}`)
|
- i path API restano identici (`/mcp-{exchange}/tools/{tool}`)
|
||||||
- sostituire `core.token` / `observer.token` con `TESTNET_TOKEN` o
|
- sostituire `core.token` / `observer.token` con `TESTNET_TOKEN` o
|
||||||
@@ -378,10 +386,8 @@ Bot → Authorization: Bearer <TESTNET|MAINNET>_TOKEN
|
|||||||
### Override URL upstream
|
### Override URL upstream
|
||||||
|
|
||||||
L'override delle URL upstream da `.env` è completo per Deribit e
|
L'override delle URL upstream da `.env` è completo per Deribit e
|
||||||
Hyperliquid. Per Bybit funziona tramite l'attributo `endpoint` interno di
|
Hyperliquid (`DERIBIT_URL_*`, `HYPERLIQUID_URL_*`). IBKR usa
|
||||||
pybit (workaround documentato nel client). Per Alpaca l'override è
|
`IBKR_URL_*` / `IBKR_WS_URL_*`.
|
||||||
applicato al solo trading endpoint: gli endpoint dati
|
|
||||||
(`data.alpaca.markets`) restano quelli predefiniti dell'SDK.
|
|
||||||
|
|
||||||
## IBKR Setup
|
## IBKR Setup
|
||||||
|
|
||||||
|
|||||||
+124
-72
@@ -4,11 +4,16 @@ Documento di riferimento completo per tutti gli endpoint HTTP e i tool MCP
|
|||||||
esposti dal container `cerbero-mcp`. Generato dall'analisi diretta dei
|
esposti dal container `cerbero-mcp`. Generato dall'analisi diretta dei
|
||||||
router FastAPI in `src/cerbero_mcp/routers/`.
|
router FastAPI in `src/cerbero_mcp/routers/`.
|
||||||
|
|
||||||
|
> **Nota V2** — Bybit e Alpaca sono stati ritirati dalla superficie API
|
||||||
|
> (codice archiviato in `old/`). Gli exchange di trading attivi sono
|
||||||
|
> **Deribit**, **Hyperliquid** e **IBKR**; **Macro** e **Sentiment** restano
|
||||||
|
> data-provider read-only.
|
||||||
|
|
||||||
---
|
---
|
||||||
|
|
||||||
## 1. Autenticazione
|
## 1. Autenticazione
|
||||||
|
|
||||||
Tutte le chiamate ai namespace `/mcp-*` richiedono:
|
Tutte le chiamate ai namespace `/mcp*` richiedono:
|
||||||
|
|
||||||
| Header | Valore | Note |
|
| Header | Valore | Note |
|
||||||
|---|---|---|
|
|---|---|---|
|
||||||
@@ -45,20 +50,78 @@ richiede `X-Bot-Tag`.
|
|||||||
|
|
||||||
| Namespace | Tool | Tipo | Note |
|
| Namespace | Tool | Tipo | Note |
|
||||||
|---|---|---|---|
|
|---|---|---|---|
|
||||||
|
| `/mcp/tools/*` | 2 | **interfaccia comune** | schema strumenti uniforme + storico per-exchange |
|
||||||
| `/mcp-deribit/tools/*` | 33 | exchange (options-first) | DVOL, GEX, dealer gamma, spread payoff |
|
| `/mcp-deribit/tools/*` | 33 | exchange (options-first) | DVOL, GEX, dealer gamma, spread payoff |
|
||||||
| `/mcp-bybit/tools/*` | 30 | exchange (spot + perp + options) | basis, funding, batch orders |
|
|
||||||
| `/mcp-hyperliquid/tools/*` | 16 | exchange (perp DEX) | L1 signing, leverage cap |
|
| `/mcp-hyperliquid/tools/*` | 16 | exchange (perp DEX) | L1 signing, leverage cap |
|
||||||
| `/mcp-alpaca/tools/*` | 18 | exchange (US stocks + options) | clock/calendar, fractional |
|
|
||||||
| `/mcp-ibkr/tools/*` | 24 | exchange (multi-asset broker) | OAuth 1.0a, streaming WS, bracket/OCO/OTO |
|
| `/mcp-ibkr/tools/*` | 24 | exchange (multi-asset broker) | OAuth 1.0a, streaming WS, bracket/OCO/OTO |
|
||||||
| `/mcp-macro/tools/*` | 11 | data provider (read-only) | yields, FRED, COT |
|
| `/mcp-macro/tools/*` | 11 | data provider (read-only) | yields, FRED, COT |
|
||||||
| `/mcp-sentiment/tools/*` | 9 | data provider (read-only) | news, social, funding cross-exchange |
|
| `/mcp-sentiment/tools/*` | 9 | data provider (read-only) | news, social, funding cross-exchange |
|
||||||
| `/mcp-cross/tools/*` | 1 | aggregator | storico consensus multi-exchange |
|
| `/mcp-cross/tools/*` | 1 | aggregator | storico consensus multi-exchange |
|
||||||
|
|
||||||
**Totale**: ~142 tool MCP.
|
I router per-exchange (`/mcp-deribit`, …) restano disponibili durante la
|
||||||
|
transizione; per nuovi consumatori è raccomandata l'interfaccia comune `/mcp`.
|
||||||
|
|
||||||
---
|
---
|
||||||
|
|
||||||
## 5. `/mcp-deribit/tools/*`
|
## 5. `/mcp/tools/*` — interfaccia comune (raccomandata)
|
||||||
|
|
||||||
|
Interfaccia unica trasversale agli exchange integrati: il **campo `exchange`
|
||||||
|
è dentro ogni risultato**, non nel path. Exchange supportati: `deribit`,
|
||||||
|
`hyperliquid`.
|
||||||
|
|
||||||
|
### `get_instruments` — schema strumenti uniforme
|
||||||
|
|
||||||
|
Request body:
|
||||||
|
|
||||||
|
| Campo | Tipo | Default | Note |
|
||||||
|
|---|---|---|---|
|
||||||
|
| `exchange` | `"deribit"\|"hyperliquid"` \| null | `null` | se omesso → fan-out su tutti gli exchange integrati |
|
||||||
|
| `currency` | str | `"BTC"` | solo Deribit |
|
||||||
|
| `kind` | str \| null | `"future"` | solo Deribit (`future`/`option`/`spot`) |
|
||||||
|
|
||||||
|
Ogni elemento di `instruments[]` ha **schema uniforme**:
|
||||||
|
|
||||||
|
```json
|
||||||
|
{
|
||||||
|
"exchange": "deribit",
|
||||||
|
"symbol": "BTC-PERPETUAL",
|
||||||
|
"asset_class": "crypto",
|
||||||
|
"type": "perpetual", // perpetual | future | option | spot
|
||||||
|
"fees": {"maker": 0.0, "taker": 0.0005}, // null se l'exchange non lo espone
|
||||||
|
"history_start": "2018-08-13", // data inizio storico, null se ignota
|
||||||
|
"tick_size": 0.5,
|
||||||
|
"native": { /* campi specifici dell'exchange, lossless */ }
|
||||||
|
}
|
||||||
|
```
|
||||||
|
|
||||||
|
Risposta: `{ "instruments": [...], "failed_sources": [{exchange, error}] }`.
|
||||||
|
|
||||||
|
> **Copertura `fees` / `history_start`** — popolati live dall'upstream dove
|
||||||
|
> disponibili. Oggi: **Deribit** li espone (commissioni maker/taker +
|
||||||
|
> `creation_timestamp` → `history_start`); **Hyperliquid** ha fee a livello
|
||||||
|
> account e nessuna data di listing per-strumento → entrambi `null`.
|
||||||
|
|
||||||
|
### `get_historical` — storico di un singolo exchange
|
||||||
|
|
||||||
|
Request body:
|
||||||
|
|
||||||
|
| Campo | Tipo | Default | Note |
|
||||||
|
|---|---|---|---|
|
||||||
|
| `exchange` | `"deribit"\|"hyperliquid"` | — | **obbligatorio**: sceglie la sorgente |
|
||||||
|
| `instrument` | str | — | simbolo nativo sull'exchange scelto |
|
||||||
|
| `interval` | str | `"1h"` | `1m`/`5m`/`15m`/`1h`/`4h`/`1d` |
|
||||||
|
| `start_date` | str | — | `YYYY-MM-DD` o ISO datetime (UTC) |
|
||||||
|
| `end_date` | str | — | idem |
|
||||||
|
|
||||||
|
Risposta: `{ "exchange", "instrument", "interval", "candles": [...] }` con la
|
||||||
|
chiave uniforme `candles: [{timestamp(ms), open, high, low, close, volume}]`.
|
||||||
|
|
||||||
|
Per il **consenso** multi-exchange (mediana cross-venue) usare invece
|
||||||
|
`/mcp-cross/tools/get_historical` (sezione 11).
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## 6. `/mcp-deribit/tools/*`
|
||||||
|
|
||||||
### Info
|
### Info
|
||||||
- `is_testnet` — flag ambiente corrente
|
- `is_testnet` — flag ambiente corrente
|
||||||
@@ -108,38 +171,6 @@ richiede `X-Bot-Tag`.
|
|||||||
|
|
||||||
---
|
---
|
||||||
|
|
||||||
## 6. `/mcp-bybit/tools/*`
|
|
||||||
|
|
||||||
### Info
|
|
||||||
- `environment_info`
|
|
||||||
|
|
||||||
### Market data
|
|
||||||
- `get_ticker`, `get_ticker_batch`
|
|
||||||
- `get_orderbook`, `get_orderbook_imbalance`
|
|
||||||
- `get_historical`
|
|
||||||
- `get_instruments`, `get_option_chain`
|
|
||||||
- `get_trade_history`
|
|
||||||
|
|
||||||
### Derivati
|
|
||||||
- `get_funding_rate`, `get_funding_history`
|
|
||||||
- `get_open_interest`
|
|
||||||
- `get_basis_spot_perp`, `get_basis_term_structure`
|
|
||||||
|
|
||||||
### Account
|
|
||||||
- `get_positions`, `get_account_summary`, `get_open_orders`
|
|
||||||
|
|
||||||
### Technicals
|
|
||||||
- `get_indicators`
|
|
||||||
|
|
||||||
### Write
|
|
||||||
- `place_order`, `place_combo_order`
|
|
||||||
- `amend_order`, `cancel_order`, `cancel_all_orders`
|
|
||||||
- `set_stop_loss`, `set_take_profit`, `close_position`
|
|
||||||
- `set_leverage`, `switch_position_mode`
|
|
||||||
- `transfer_asset`
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 7. `/mcp-hyperliquid/tools/*`
|
## 7. `/mcp-hyperliquid/tools/*`
|
||||||
|
|
||||||
### Info
|
### Info
|
||||||
@@ -163,35 +194,16 @@ richiede `X-Bot-Tag`.
|
|||||||
|
|
||||||
---
|
---
|
||||||
|
|
||||||
## 8. `/mcp-alpaca/tools/*`
|
## 8. `/mcp-ibkr/tools/*`
|
||||||
|
|
||||||
### Info / calendar
|
|
||||||
- `environment_info`, `get_clock`, `get_calendar`
|
|
||||||
|
|
||||||
### Market data
|
|
||||||
- `get_assets`, `get_ticker`
|
|
||||||
- `get_bars`, `get_snapshot`
|
|
||||||
- `get_option_chain`
|
|
||||||
|
|
||||||
### Account
|
|
||||||
- `get_account`, `get_positions`, `get_activities`, `get_open_orders`
|
|
||||||
|
|
||||||
### Write
|
|
||||||
- `place_order`, `amend_order`
|
|
||||||
- `cancel_order`, `cancel_all_orders`
|
|
||||||
- `close_position`, `close_all_positions`
|
|
||||||
|
|
||||||
> **Nota**: override URL applicato solo all'endpoint trading. Gli
|
|
||||||
> endpoint dati (`data.alpaca.markets`) restano i default SDK.
|
|
||||||
|
|
||||||
---
|
|
||||||
|
|
||||||
## 9. `/mcp-ibkr/tools/*`
|
|
||||||
|
|
||||||
Auth via OAuth 1.0a Self-Service con minting di session token
|
Auth via OAuth 1.0a Self-Service con minting di session token
|
||||||
unattended. Setup one-time per ambiente (paper + live) — vedi sezione
|
unattended. Setup one-time per ambiente (paper + live) — vedi sezione
|
||||||
"IBKR Setup" del README.
|
"IBKR Setup" del README.
|
||||||
|
|
||||||
|
> IBKR non è ancora integrato nell'interfaccia comune `/mcp` (il suo endpoint
|
||||||
|
> bars usa un `period` relativo invece di `(start, end)`); usare il router
|
||||||
|
> dedicato `/mcp-ibkr`.
|
||||||
|
|
||||||
### Info / clock
|
### Info / clock
|
||||||
- `environment_info`, `get_clock`
|
- `environment_info`, `get_clock`
|
||||||
|
|
||||||
@@ -219,7 +231,7 @@ unattended. Setup one-time per ambiente (paper + live) — vedi sezione
|
|||||||
|
|
||||||
---
|
---
|
||||||
|
|
||||||
## 10. `/mcp-macro/tools/*` (read-only)
|
## 9. `/mcp-macro/tools/*` (read-only)
|
||||||
|
|
||||||
| Tool | Sorgente |
|
| Tool | Sorgente |
|
||||||
|---|---|
|
|---|---|
|
||||||
@@ -237,7 +249,7 @@ unattended. Setup one-time per ambiente (paper + live) — vedi sezione
|
|||||||
|
|
||||||
---
|
---
|
||||||
|
|
||||||
## 11. `/mcp-sentiment/tools/*` (read-only)
|
## 10. `/mcp-sentiment/tools/*` (read-only)
|
||||||
|
|
||||||
| Tool | Fonte |
|
| Tool | Fonte |
|
||||||
|---|---|
|
|---|---|
|
||||||
@@ -251,9 +263,13 @@ unattended. Setup one-time per ambiente (paper + live) — vedi sezione
|
|||||||
| `get_liquidation_heatmap` | heatmap liquidazioni |
|
| `get_liquidation_heatmap` | heatmap liquidazioni |
|
||||||
| `get_cointegration_pairs` | screening coppie cointegrate |
|
| `get_cointegration_pairs` | screening coppie cointegrate |
|
||||||
|
|
||||||
|
> Le fonti di funding/OI includono endpoint pubblici multi-venue (Binance,
|
||||||
|
> Bybit, OKX, Hyperliquid): qui Bybit è una **sorgente dati pubblica**, non il
|
||||||
|
> client di trading ritirato.
|
||||||
|
|
||||||
---
|
---
|
||||||
|
|
||||||
## 12. `/mcp-cross/tools/*`
|
## 11. `/mcp-cross/tools/*`
|
||||||
|
|
||||||
### `get_historical`
|
### `get_historical`
|
||||||
Aggregatore cross-exchange. Fan-out a tutti gli exchange che supportano
|
Aggregatore cross-exchange. Fan-out a tutti gli exchange che supportano
|
||||||
@@ -264,10 +280,8 @@ Aggregatore cross-exchange. Fan-out a tutti gli exchange che supportano
|
|||||||
- `sources` = numero di exchange che hanno contribuito al bar
|
- `sources` = numero di exchange che hanno contribuito al bar
|
||||||
- `div_pct = (max - min) / median` → quality gate per i bot
|
- `div_pct = (max - min) / median` → quality gate per i bot
|
||||||
|
|
||||||
**Crypto** (`asset_class: "crypto"`): BTC, ETH, SOL via Bybit +
|
**Crypto** (`asset_class: "crypto"`): BTC, ETH via Hyperliquid + Deribit;
|
||||||
Hyperliquid + Deribit.
|
SOL via Hyperliquid.
|
||||||
**Stocks** (`asset_class: "stocks"`): AAPL, SPY, QQQ, TSLA, NVDA via
|
|
||||||
Alpaca.
|
|
||||||
|
|
||||||
In caso di fallimento parziale ritorna i bar disponibili più
|
In caso di fallimento parziale ritorna i bar disponibili più
|
||||||
`failed_sources: [...]`. Se *tutti* gli upstream falliscono → `502
|
`failed_sources: [...]`. Se *tutti* gli upstream falliscono → `502
|
||||||
@@ -275,7 +289,7 @@ Bad Gateway` retryable.
|
|||||||
|
|
||||||
---
|
---
|
||||||
|
|
||||||
## 13. Observability
|
## 12. Observability
|
||||||
|
|
||||||
### Request log (`mcp.request`)
|
### Request log (`mcp.request`)
|
||||||
Una riga JSON per richiesta con: `request_id`, `method`, `path`,
|
Una riga JSON per richiesta con: `request_id`, `method`, `path`,
|
||||||
@@ -290,17 +304,55 @@ Rotazione configurabile via `AUDIT_LOG_BACKUP_DAYS`.
|
|||||||
Lo stesso `request_id` appare in `mcp.request`, `mcp.audit` e
|
Lo stesso `request_id` appare in `mcp.request`, `mcp.audit` e
|
||||||
nell'envelope di errore restituito al client.
|
nell'envelope di errore restituito al client.
|
||||||
|
|
||||||
|
### `data_timestamp`
|
||||||
|
Ogni risposta JSON sotto `/tools/*` riceve dal middleware un campo
|
||||||
|
`data_timestamp` (ISO UTC) al top level — oltre all'header `X-Data-Timestamp`.
|
||||||
|
|
||||||
---
|
---
|
||||||
|
|
||||||
## 14. Esempio chiamata
|
## 13. Esempio chiamata
|
||||||
|
|
||||||
```bash
|
```bash
|
||||||
curl -X POST http://localhost:9000/mcp-bybit/tools/get_ticker \
|
# Interfaccia comune: storico Deribit
|
||||||
|
curl -X POST http://localhost:9000/mcp/tools/get_historical \
|
||||||
-H "Authorization: Bearer $MAINNET_TOKEN" \
|
-H "Authorization: Bearer $MAINNET_TOKEN" \
|
||||||
-H "X-Bot-Tag: scanner-alpha-prod" \
|
-H "X-Bot-Tag: scanner-alpha-prod" \
|
||||||
-H "Content-Type: application/json" \
|
-H "Content-Type: application/json" \
|
||||||
-d '{"symbol":"BTCUSDT","category":"linear"}'
|
-d '{"exchange":"deribit","instrument":"BTC-PERPETUAL","interval":"1h","start_date":"2026-05-01","end_date":"2026-05-29"}'
|
||||||
```
|
```
|
||||||
|
|
||||||
Per lo schema completo dei body di richiesta e risposta:
|
Per lo schema completo dei body di richiesta e risposta:
|
||||||
<http://localhost:9000/apidocs>.
|
<http://localhost:9000/apidocs>.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
## 14. Discovery strumenti & schemi candele
|
||||||
|
|
||||||
|
Schemi verificati sulle risposte live. Tutti i `get_historical` ritornano la
|
||||||
|
chiave uniforme `candles: [{timestamp(ms), open, high, low, close, volume}]`.
|
||||||
|
|
||||||
|
### Lista strumenti
|
||||||
|
| Interfaccia | Tool | Request body | Risposta (campi principali) |
|
||||||
|
|---|---|---|---|
|
||||||
|
| `/mcp` (comune) | `get_instruments` | `{exchange?, currency:"BTC", kind:"future"}` | `instruments[]` uniforme: `exchange`, `symbol`, `asset_class`, `type`, `fees`, `history_start`, `tick_size`, `native` · `failed_sources[]` |
|
||||||
|
| Deribit (`/mcp-deribit`) | `get_instruments` | `{currency:"BTC"\|…, kind:"future", offset:int, limit:100}` — **paginato** (`has_more`) | `instruments[]`: `name`, `expiry`, `option_type`, `tick_size`, `min_trade_amount`, `maker_commission`, `taker_commission`, `creation_timestamp` · meta: `total`, `offset`, `limit`, `has_more`, `testnet`, `data_timestamp` |
|
||||||
|
| Hyperliquid (`/mcp-hyperliquid`) | `get_markets` | `{}` | lista `{asset, mark_price, funding_rate, open_interest, volume_24h, max_leverage}` |
|
||||||
|
|
||||||
|
### `get_historical` — body per exchange
|
||||||
|
| Interfaccia | Body | Note risoluzione |
|
||||||
|
|---|---|---|
|
||||||
|
| `/mcp` (comune) | `{exchange, instrument, interval, start_date, end_date}` | `1m`/`5m`/`15m`/`1h`/`4h`/`1d` · ritorna il singolo exchange |
|
||||||
|
| Deribit | `{instrument, start_date:"YYYY-MM-DD", end_date, resolution}` | `1`/`5`/`15`/`60`/`1D` (paginazione interna, no cap) |
|
||||||
|
| Hyperliquid | `{asset\|instrument, start_date, end_date, resolution, interval?, limit:50}` | `1m`/`5m`/`15m`/`1h`/`1d` · `limit` default **50** (alzare per finestre lunghe) |
|
||||||
|
|
||||||
|
### Convenzione simboli Deribit
|
||||||
|
- **BTC/ETH** → perpetui *inverse*: `BTC-PERPETUAL`, `ETH-PERPETUAL`
|
||||||
|
- **Altcoin** → perpetui *lineari USDC*: `<COIN>_USDC-PERPETUAL` (es. `SOL_USDC-PERPETUAL`), storia da ~2022
|
||||||
|
- Esistono anche `BTC_USDC-PERPETUAL` / `ETH_USDC-PERPETUAL` (varianti lineari)
|
||||||
|
- ⚠️ `LTC-PERPETUAL` / `ADA-PERPETUAL` (inverse) **non esistono** (0 candele); `SOL-PERPETUAL` è elencato ma è un contratto vuoto/stale (prezzo ~9.6 vs SOL reale ~82) → usare `SOL_USDC-PERPETUAL`
|
||||||
|
|
||||||
|
### Nota testnet
|
||||||
|
Con `TESTNET_TOKEN` le risposte includono `"testnet": true` (ticker,
|
||||||
|
get_instruments, …) e i prezzi possono divergere dal mainnet. Su testnet
|
||||||
|
alcuni feed sono inaffidabili: validare la congruenza cross-exchange prima di
|
||||||
|
usare i dati per backtest/trading.
|
||||||
|
|||||||
@@ -21,14 +21,13 @@ from cerbero_mcp.client_registry import ClientRegistry
|
|||||||
from cerbero_mcp.common.logging import configure_root_logging
|
from cerbero_mcp.common.logging import configure_root_logging
|
||||||
from cerbero_mcp.exchanges import build_client
|
from cerbero_mcp.exchanges import build_client
|
||||||
from cerbero_mcp.routers import (
|
from cerbero_mcp.routers import (
|
||||||
alpaca,
|
|
||||||
bybit,
|
|
||||||
cross,
|
cross,
|
||||||
deribit,
|
deribit,
|
||||||
hyperliquid,
|
hyperliquid,
|
||||||
ibkr,
|
ibkr,
|
||||||
macro,
|
macro,
|
||||||
sentiment,
|
sentiment,
|
||||||
|
unified,
|
||||||
)
|
)
|
||||||
from cerbero_mcp.server import build_app
|
from cerbero_mcp.server import build_app
|
||||||
from cerbero_mcp.settings import Settings
|
from cerbero_mcp.settings import Settings
|
||||||
@@ -66,13 +65,12 @@ def _make_app(settings: Settings) -> FastAPI:
|
|||||||
app.router.lifespan_context = lifespan
|
app.router.lifespan_context = lifespan
|
||||||
|
|
||||||
app.include_router(deribit.make_router())
|
app.include_router(deribit.make_router())
|
||||||
app.include_router(bybit.make_router())
|
|
||||||
app.include_router(hyperliquid.make_router())
|
app.include_router(hyperliquid.make_router())
|
||||||
app.include_router(alpaca.make_router())
|
|
||||||
app.include_router(ibkr.make_router())
|
app.include_router(ibkr.make_router())
|
||||||
app.include_router(macro.make_router())
|
app.include_router(macro.make_router())
|
||||||
app.include_router(sentiment.make_router())
|
app.include_router(sentiment.make_router())
|
||||||
app.include_router(cross.make_router())
|
app.include_router(cross.make_router())
|
||||||
|
app.include_router(unified.make_router())
|
||||||
app.include_router(admin.make_admin_router())
|
app.include_router(admin.make_admin_router())
|
||||||
|
|
||||||
return app
|
return app
|
||||||
|
|||||||
@@ -22,16 +22,6 @@ async def build_client(
|
|||||||
testnet=(env == "testnet"),
|
testnet=(env == "testnet"),
|
||||||
base_url_override=url,
|
base_url_override=url,
|
||||||
)
|
)
|
||||||
if exchange == "bybit":
|
|
||||||
from cerbero_mcp.exchanges.bybit.client import BybitClient
|
|
||||||
|
|
||||||
url = settings.bybit.url_testnet if env == "testnet" else settings.bybit.url_live
|
|
||||||
return BybitClient(
|
|
||||||
api_key=settings.bybit.api_key,
|
|
||||||
api_secret=settings.bybit.api_secret.get_secret_value(),
|
|
||||||
testnet=(env == "testnet"),
|
|
||||||
base_url=url,
|
|
||||||
)
|
|
||||||
if exchange == "hyperliquid":
|
if exchange == "hyperliquid":
|
||||||
from cerbero_mcp.exchanges.hyperliquid.client import HyperliquidClient
|
from cerbero_mcp.exchanges.hyperliquid.client import HyperliquidClient
|
||||||
|
|
||||||
@@ -43,16 +33,6 @@ async def build_client(
|
|||||||
api_wallet_address=settings.hyperliquid.api_wallet_address,
|
api_wallet_address=settings.hyperliquid.api_wallet_address,
|
||||||
base_url=url,
|
base_url=url,
|
||||||
)
|
)
|
||||||
if exchange == "alpaca":
|
|
||||||
from cerbero_mcp.exchanges.alpaca.client import AlpacaClient
|
|
||||||
|
|
||||||
url = settings.alpaca.url_testnet if env == "testnet" else settings.alpaca.url_live
|
|
||||||
return AlpacaClient(
|
|
||||||
api_key=settings.alpaca.api_key_id,
|
|
||||||
secret_key=settings.alpaca.secret_key.get_secret_value(),
|
|
||||||
paper=(env == "testnet"),
|
|
||||||
base_url=url,
|
|
||||||
)
|
|
||||||
if exchange == "macro":
|
if exchange == "macro":
|
||||||
# Read-only data provider — env ignored. Il registry
|
# Read-only data provider — env ignored. Il registry
|
||||||
# istanzia comunque 2 entry (testnet/mainnet); costo trascurabile
|
# istanzia comunque 2 entry (testnet/mainnet); costo trascurabile
|
||||||
|
|||||||
@@ -7,12 +7,15 @@ a single consensus candle series with per-bar divergence metrics.
|
|||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
import asyncio
|
import asyncio
|
||||||
import datetime as _dt
|
|
||||||
from typing import Any, Literal, Protocol
|
from typing import Any, Literal, Protocol
|
||||||
|
|
||||||
from fastapi import HTTPException
|
from fastapi import HTTPException
|
||||||
|
|
||||||
from cerbero_mcp.exchanges.cross.consensus import merge_candles
|
from cerbero_mcp.exchanges.cross.consensus import merge_candles
|
||||||
|
from cerbero_mcp.exchanges.cross.instruments import (
|
||||||
|
normalize_deribit,
|
||||||
|
normalize_hyperliquid,
|
||||||
|
)
|
||||||
from cerbero_mcp.exchanges.cross.symbol_map import (
|
from cerbero_mcp.exchanges.cross.symbol_map import (
|
||||||
get_sources,
|
get_sources,
|
||||||
supported_intervals,
|
supported_intervals,
|
||||||
@@ -20,6 +23,9 @@ from cerbero_mcp.exchanges.cross.symbol_map import (
|
|||||||
to_native_symbol,
|
to_native_symbol,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
# Venues exposed through the unified /mcp interface.
|
||||||
|
UNIFIED_EXCHANGES = ("deribit", "hyperliquid")
|
||||||
|
|
||||||
|
|
||||||
Environment = Literal["testnet", "mainnet"]
|
Environment = Literal["testnet", "mainnet"]
|
||||||
|
|
||||||
@@ -28,21 +34,6 @@ class _Registry(Protocol):
|
|||||||
async def get(self, exchange: str, env: Environment) -> Any: ...
|
async def get(self, exchange: str, env: Environment) -> Any: ...
|
||||||
|
|
||||||
|
|
||||||
def _iso_to_ms(s: str) -> int:
|
|
||||||
return int(_dt.datetime.fromisoformat(
|
|
||||||
s.replace("Z", "+00:00")
|
|
||||||
).timestamp() * 1000)
|
|
||||||
|
|
||||||
|
|
||||||
async def _call_bybit(client: Any, sym: str, interval: str,
|
|
||||||
start: str, end: str) -> dict[str, Any]:
|
|
||||||
resp: dict[str, Any] = await client.get_historical(
|
|
||||||
symbol=sym, category="linear", interval=interval,
|
|
||||||
start=_iso_to_ms(start), end=_iso_to_ms(end),
|
|
||||||
)
|
|
||||||
return resp
|
|
||||||
|
|
||||||
|
|
||||||
async def _call_hyperliquid(client: Any, sym: str, interval: str,
|
async def _call_hyperliquid(client: Any, sym: str, interval: str,
|
||||||
start: str, end: str) -> dict[str, Any]:
|
start: str, end: str) -> dict[str, Any]:
|
||||||
resp: dict[str, Any] = await client.get_historical(
|
resp: dict[str, Any] = await client.get_historical(
|
||||||
@@ -59,20 +50,9 @@ async def _call_deribit(client: Any, sym: str, interval: str,
|
|||||||
return resp
|
return resp
|
||||||
|
|
||||||
|
|
||||||
async def _call_alpaca(client: Any, sym: str, interval: str,
|
|
||||||
start: str, end: str) -> dict[str, Any]:
|
|
||||||
resp: dict[str, Any] = await client.get_bars(
|
|
||||||
symbol=sym, asset_class="stocks", interval=interval,
|
|
||||||
start=start, end=end,
|
|
||||||
)
|
|
||||||
return resp
|
|
||||||
|
|
||||||
|
|
||||||
_DISPATCH = {
|
_DISPATCH = {
|
||||||
"bybit": _call_bybit,
|
|
||||||
"hyperliquid": _call_hyperliquid,
|
"hyperliquid": _call_hyperliquid,
|
||||||
"deribit": _call_deribit,
|
"deribit": _call_deribit,
|
||||||
"alpaca": _call_alpaca,
|
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
@@ -144,3 +124,92 @@ class CrossClient:
|
|||||||
"sources_used": sorted(by_source.keys()),
|
"sources_used": sorted(by_source.keys()),
|
||||||
"failed_sources": failed,
|
"failed_sources": failed,
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
|
class UnifiedClient:
|
||||||
|
"""Single common interface over the integrated venues.
|
||||||
|
|
||||||
|
`get_instruments` returns one uniform instrument list (each row carries
|
||||||
|
its own `exchange`, `fees` and `history_start`); `get_historical`
|
||||||
|
returns candles from one explicitly chosen exchange. Cross-exchange
|
||||||
|
consensus stays available separately via `CrossClient`.
|
||||||
|
"""
|
||||||
|
|
||||||
|
def __init__(self, registry: _Registry, *, env: Environment):
|
||||||
|
self._registry = registry
|
||||||
|
self._env = env
|
||||||
|
|
||||||
|
async def _instruments_one(
|
||||||
|
self, exchange: str, currency: str, kind: str | None,
|
||||||
|
) -> tuple[str, list[dict[str, Any]] | Exception]:
|
||||||
|
try:
|
||||||
|
client = await self._registry.get(exchange, self._env)
|
||||||
|
if exchange == "deribit":
|
||||||
|
resp = await client.get_instruments(currency=currency, kind=kind)
|
||||||
|
return exchange, normalize_deribit(resp.get("instruments", []))
|
||||||
|
if exchange == "hyperliquid":
|
||||||
|
rows = await client.get_markets()
|
||||||
|
return exchange, normalize_hyperliquid(rows)
|
||||||
|
raise ValueError(f"no instrument normalizer for {exchange}")
|
||||||
|
except Exception as e: # noqa: BLE001
|
||||||
|
return exchange, e
|
||||||
|
|
||||||
|
async def get_instruments(
|
||||||
|
self, *, exchange: str | None = None,
|
||||||
|
currency: str = "BTC", kind: str | None = "future",
|
||||||
|
) -> dict[str, Any]:
|
||||||
|
if exchange is not None and exchange not in UNIFIED_EXCHANGES:
|
||||||
|
raise HTTPException(
|
||||||
|
status_code=400,
|
||||||
|
detail=f"unsupported exchange: {exchange}; "
|
||||||
|
f"supported: {list(UNIFIED_EXCHANGES)}",
|
||||||
|
)
|
||||||
|
targets = [exchange] if exchange else list(UNIFIED_EXCHANGES)
|
||||||
|
|
||||||
|
results = await asyncio.gather(
|
||||||
|
*(self._instruments_one(ex, currency, kind) for ex in targets)
|
||||||
|
)
|
||||||
|
|
||||||
|
instruments: list[dict[str, Any]] = []
|
||||||
|
failed: list[dict[str, str]] = []
|
||||||
|
for ex, payload in results:
|
||||||
|
if isinstance(payload, Exception):
|
||||||
|
failed.append({"exchange": ex, "error": f"{type(payload).__name__}: {payload}"})
|
||||||
|
else:
|
||||||
|
instruments.extend(payload)
|
||||||
|
|
||||||
|
if not instruments and failed:
|
||||||
|
raise HTTPException(
|
||||||
|
status_code=502,
|
||||||
|
detail={"error": "all sources failed", "failed_sources": failed},
|
||||||
|
)
|
||||||
|
|
||||||
|
return {"instruments": instruments, "failed_sources": failed}
|
||||||
|
|
||||||
|
async def get_historical(
|
||||||
|
self, *, exchange: str, instrument: str, interval: str,
|
||||||
|
start_date: str, end_date: str,
|
||||||
|
) -> dict[str, Any]:
|
||||||
|
if exchange not in _DISPATCH:
|
||||||
|
raise HTTPException(
|
||||||
|
status_code=400,
|
||||||
|
detail=f"unsupported exchange: {exchange}; "
|
||||||
|
f"supported: {list(_DISPATCH.keys())}",
|
||||||
|
)
|
||||||
|
if interval not in supported_intervals():
|
||||||
|
raise HTTPException(
|
||||||
|
status_code=400,
|
||||||
|
detail=f"unsupported interval: {interval}; "
|
||||||
|
f"supported: {supported_intervals()}",
|
||||||
|
)
|
||||||
|
native_interval = to_native_interval(interval, exchange)
|
||||||
|
client = await self._registry.get(exchange, self._env)
|
||||||
|
resp = await _DISPATCH[exchange](
|
||||||
|
client, instrument, native_interval, start_date, end_date,
|
||||||
|
)
|
||||||
|
return {
|
||||||
|
"exchange": exchange,
|
||||||
|
"instrument": instrument,
|
||||||
|
"interval": interval,
|
||||||
|
"candles": resp.get("candles", []),
|
||||||
|
}
|
||||||
|
|||||||
@@ -0,0 +1,109 @@
|
|||||||
|
"""Normalizers: per-exchange instrument listings → a uniform schema.
|
||||||
|
|
||||||
|
Every integrated venue exposes its own instrument shape. This module maps
|
||||||
|
each native row onto a single `UnifiedInstrument` dict so that callers see
|
||||||
|
one consistent contract regardless of exchange:
|
||||||
|
|
||||||
|
{
|
||||||
|
"exchange": "deribit", # which venue this row came from
|
||||||
|
"symbol": "BTC-PERPETUAL", # native symbol on that venue
|
||||||
|
"asset_class": "crypto",
|
||||||
|
"type": "perpetual", # perpetual | future | option | spot
|
||||||
|
"fees": {"maker": 0.0, "taker": 0.0005} | None, # None if unknown
|
||||||
|
"history_start": "2018-08-13" | None, # None if unknown
|
||||||
|
"tick_size": 0.5 | None,
|
||||||
|
"native": { ...venue-specific fields, lossless... },
|
||||||
|
}
|
||||||
|
|
||||||
|
`fees` and `history_start` are populated live where the upstream API
|
||||||
|
provides them (today: Deribit), otherwise left None.
|
||||||
|
"""
|
||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import datetime as _dt
|
||||||
|
from typing import Any
|
||||||
|
|
||||||
|
|
||||||
|
def _ms_to_iso_date(ms: Any) -> str | None:
|
||||||
|
if ms is None:
|
||||||
|
return None
|
||||||
|
try:
|
||||||
|
ts = int(ms) / 1000
|
||||||
|
except (TypeError, ValueError):
|
||||||
|
return None
|
||||||
|
return _dt.datetime.fromtimestamp(ts, tz=_dt.UTC).date().isoformat()
|
||||||
|
|
||||||
|
|
||||||
|
def _as_float(v: Any) -> float | None:
|
||||||
|
if v is None:
|
||||||
|
return None
|
||||||
|
try:
|
||||||
|
return float(v)
|
||||||
|
except (TypeError, ValueError):
|
||||||
|
return None
|
||||||
|
|
||||||
|
|
||||||
|
def _deribit_type(kind: Any, name: str) -> str:
|
||||||
|
if kind == "option":
|
||||||
|
return "option"
|
||||||
|
if kind == "spot":
|
||||||
|
return "spot"
|
||||||
|
if kind == "future":
|
||||||
|
return "perpetual" if str(name).upper().endswith("PERPETUAL") else "future"
|
||||||
|
return str(kind or "unknown")
|
||||||
|
|
||||||
|
|
||||||
|
def normalize_deribit(rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||||
|
"""Map Deribit get_instruments rows onto the uniform schema."""
|
||||||
|
out: list[dict[str, Any]] = []
|
||||||
|
for i in rows:
|
||||||
|
name = i.get("name")
|
||||||
|
maker = _as_float(i.get("maker_commission"))
|
||||||
|
taker = _as_float(i.get("taker_commission"))
|
||||||
|
fees = {"maker": maker, "taker": taker} if (
|
||||||
|
maker is not None or taker is not None
|
||||||
|
) else None
|
||||||
|
out.append({
|
||||||
|
"exchange": "deribit",
|
||||||
|
"symbol": name,
|
||||||
|
"asset_class": "crypto",
|
||||||
|
"type": _deribit_type(i.get("kind"), name or ""),
|
||||||
|
"fees": fees,
|
||||||
|
"history_start": _ms_to_iso_date(i.get("creation_timestamp")),
|
||||||
|
"tick_size": _as_float(i.get("tick_size")),
|
||||||
|
"native": {
|
||||||
|
"strike": i.get("strike"),
|
||||||
|
"expiry": i.get("expiry"),
|
||||||
|
"option_type": i.get("option_type"),
|
||||||
|
"min_trade_amount": i.get("min_trade_amount"),
|
||||||
|
"open_interest": i.get("open_interest"),
|
||||||
|
},
|
||||||
|
})
|
||||||
|
return out
|
||||||
|
|
||||||
|
|
||||||
|
def normalize_hyperliquid(rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||||
|
"""Map Hyperliquid get_markets rows onto the uniform schema.
|
||||||
|
|
||||||
|
Hyperliquid charges account-tiered fees (no per-instrument schedule) and
|
||||||
|
exposes no listing date, so `fees` and `history_start` stay None.
|
||||||
|
"""
|
||||||
|
out: list[dict[str, Any]] = []
|
||||||
|
for m in rows:
|
||||||
|
out.append({
|
||||||
|
"exchange": "hyperliquid",
|
||||||
|
"symbol": m.get("asset"),
|
||||||
|
"asset_class": "crypto",
|
||||||
|
"type": "perpetual",
|
||||||
|
"fees": None,
|
||||||
|
"history_start": None,
|
||||||
|
"tick_size": None,
|
||||||
|
"native": {
|
||||||
|
"mark_price": m.get("mark_price"),
|
||||||
|
"funding_rate": m.get("funding_rate"),
|
||||||
|
"open_interest": m.get("open_interest"),
|
||||||
|
"volume_24h": m.get("volume_24h"),
|
||||||
|
"max_leverage": m.get("max_leverage"),
|
||||||
|
},
|
||||||
|
})
|
||||||
|
return out
|
||||||
@@ -1,40 +1,30 @@
|
|||||||
"""Routing table: canonical (asset_class, symbol, interval) → per-exchange native.
|
"""Routing table: canonical (asset_class, symbol, interval) → per-exchange native.
|
||||||
|
|
||||||
Crypto canonical symbols default to USD/USDT-quoted perpetuals on the most
|
Crypto canonical symbols default to USD-quoted perpetuals on the most liquid
|
||||||
liquid pair available. Equities currently route to Alpaca only — IBKR is
|
pair available. Only the integrated derivatives venues (Deribit, Hyperliquid)
|
||||||
omitted from the cross MVP because its bars endpoint takes a relative
|
participate in the cross-exchange consensus.
|
||||||
period instead of (start, end).
|
|
||||||
"""
|
"""
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
AssetClass = str
|
AssetClass = str
|
||||||
|
|
||||||
_CRYPTO_SYMBOLS: dict[str, dict[str, str]] = {
|
_CRYPTO_SYMBOLS: dict[str, dict[str, str]] = {
|
||||||
"BTC": {"bybit": "BTCUSDT", "hyperliquid": "BTC", "deribit": "BTC-PERPETUAL"},
|
"BTC": {"hyperliquid": "BTC", "deribit": "BTC-PERPETUAL"},
|
||||||
"ETH": {"bybit": "ETHUSDT", "hyperliquid": "ETH", "deribit": "ETH-PERPETUAL"},
|
"ETH": {"hyperliquid": "ETH", "deribit": "ETH-PERPETUAL"},
|
||||||
"SOL": {"bybit": "SOLUSDT", "hyperliquid": "SOL"},
|
"SOL": {"hyperliquid": "SOL"},
|
||||||
}
|
|
||||||
|
|
||||||
_STOCK_SYMBOLS: dict[str, dict[str, str]] = {
|
|
||||||
"AAPL": {"alpaca": "AAPL"},
|
|
||||||
"SPY": {"alpaca": "SPY"},
|
|
||||||
"QQQ": {"alpaca": "QQQ"},
|
|
||||||
"TSLA": {"alpaca": "TSLA"},
|
|
||||||
"NVDA": {"alpaca": "NVDA"},
|
|
||||||
}
|
}
|
||||||
|
|
||||||
_SYMBOLS: dict[AssetClass, dict[str, dict[str, str]]] = {
|
_SYMBOLS: dict[AssetClass, dict[str, dict[str, str]]] = {
|
||||||
"crypto": _CRYPTO_SYMBOLS,
|
"crypto": _CRYPTO_SYMBOLS,
|
||||||
"stocks": _STOCK_SYMBOLS,
|
|
||||||
}
|
}
|
||||||
|
|
||||||
_INTERVALS: dict[str, dict[str, str]] = {
|
_INTERVALS: dict[str, dict[str, str]] = {
|
||||||
"1m": {"bybit": "1", "hyperliquid": "1m", "deribit": "1m", "alpaca": "1m"},
|
"1m": {"hyperliquid": "1m", "deribit": "1m"},
|
||||||
"5m": {"bybit": "5", "hyperliquid": "5m", "deribit": "5m", "alpaca": "5m"},
|
"5m": {"hyperliquid": "5m", "deribit": "5m"},
|
||||||
"15m": {"bybit": "15", "hyperliquid": "15m", "deribit": "15m", "alpaca": "15m"},
|
"15m": {"hyperliquid": "15m", "deribit": "15m"},
|
||||||
"1h": {"bybit": "60", "hyperliquid": "1h", "deribit": "1h", "alpaca": "1h"},
|
"1h": {"hyperliquid": "1h", "deribit": "1h"},
|
||||||
"4h": {"bybit": "240", "hyperliquid": "4h", "deribit": "4h", "alpaca": "4h"},
|
"4h": {"hyperliquid": "4h", "deribit": "4h"},
|
||||||
"1d": {"bybit": "D", "hyperliquid": "1d", "deribit": "1d", "alpaca": "1d"},
|
"1d": {"hyperliquid": "1d", "deribit": "1d"},
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
|
|||||||
@@ -1,13 +1,14 @@
|
|||||||
"""Pydantic schemas + thin tool wrappers for the /mcp-cross router."""
|
"""Pydantic schemas + thin tool wrappers for the /mcp-cross and /mcp routers."""
|
||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
from typing import Literal
|
from typing import Literal
|
||||||
|
|
||||||
from pydantic import BaseModel
|
from pydantic import BaseModel
|
||||||
|
|
||||||
from cerbero_mcp.exchanges.cross.client import CrossClient
|
from cerbero_mcp.exchanges.cross.client import CrossClient, UnifiedClient
|
||||||
|
|
||||||
AssetClass = Literal["crypto", "stocks"]
|
AssetClass = Literal["crypto"]
|
||||||
|
Exchange = Literal["deribit", "hyperliquid"]
|
||||||
|
|
||||||
|
|
||||||
class GetHistoricalReq(BaseModel):
|
class GetHistoricalReq(BaseModel):
|
||||||
@@ -26,3 +27,39 @@ async def get_historical(client: CrossClient, params: GetHistoricalReq) -> dict:
|
|||||||
start_date=params.start_date,
|
start_date=params.start_date,
|
||||||
end_date=params.end_date,
|
end_date=params.end_date,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
# ── Unified /mcp interface ────────────────────────────────────────────
|
||||||
|
|
||||||
|
class GetInstrumentsReq(BaseModel):
|
||||||
|
exchange: Exchange | None = None # None → fan-out over all integrated venues
|
||||||
|
currency: str = "BTC" # Deribit only
|
||||||
|
kind: str | None = "future" # Deribit only: future | option | spot
|
||||||
|
|
||||||
|
|
||||||
|
class UnifiedGetHistoricalReq(BaseModel):
|
||||||
|
exchange: Exchange
|
||||||
|
instrument: str
|
||||||
|
interval: str = "1h"
|
||||||
|
start_date: str
|
||||||
|
end_date: str
|
||||||
|
|
||||||
|
|
||||||
|
async def get_instruments(client: UnifiedClient, params: GetInstrumentsReq) -> dict:
|
||||||
|
return await client.get_instruments(
|
||||||
|
exchange=params.exchange,
|
||||||
|
currency=params.currency,
|
||||||
|
kind=params.kind,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
async def unified_get_historical(
|
||||||
|
client: UnifiedClient, params: UnifiedGetHistoricalReq
|
||||||
|
) -> dict:
|
||||||
|
return await client.get_historical(
|
||||||
|
exchange=params.exchange,
|
||||||
|
instrument=params.instrument,
|
||||||
|
interval=params.interval,
|
||||||
|
start_date=params.start_date,
|
||||||
|
end_date=params.end_date,
|
||||||
|
)
|
||||||
|
|||||||
@@ -327,6 +327,10 @@ class DeribitClient:
|
|||||||
"tick_size": i.get("tick_size"),
|
"tick_size": i.get("tick_size"),
|
||||||
"min_trade_amount": i.get("min_trade_amount"),
|
"min_trade_amount": i.get("min_trade_amount"),
|
||||||
"open_interest": i.get("open_interest"),
|
"open_interest": i.get("open_interest"),
|
||||||
|
"kind": i.get("kind"),
|
||||||
|
"maker_commission": i.get("maker_commission"),
|
||||||
|
"taker_commission": i.get("taker_commission"),
|
||||||
|
"creation_timestamp": i.get("creation_timestamp"),
|
||||||
}
|
}
|
||||||
for i in page
|
for i in page
|
||||||
]
|
]
|
||||||
|
|||||||
@@ -0,0 +1,50 @@
|
|||||||
|
"""Router /mcp/* — unified common interface across integrated exchanges.
|
||||||
|
|
||||||
|
`get_instruments` returns one uniform instrument list (each row carries its
|
||||||
|
own `exchange`, `fees` and `history_start`); `get_historical` returns candles
|
||||||
|
from one explicitly chosen exchange. This is the forward-looking interface;
|
||||||
|
the per-exchange routers (/mcp-deribit, …) and the consensus aggregator
|
||||||
|
(/mcp-cross) remain available during the transition.
|
||||||
|
"""
|
||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
from typing import Literal, cast
|
||||||
|
|
||||||
|
from fastapi import APIRouter, Depends, Request
|
||||||
|
|
||||||
|
from cerbero_mcp.client_registry import ClientRegistry
|
||||||
|
from cerbero_mcp.exchanges.cross import tools as t
|
||||||
|
from cerbero_mcp.exchanges.cross.client import UnifiedClient
|
||||||
|
|
||||||
|
Environment = Literal["testnet", "mainnet"]
|
||||||
|
|
||||||
|
|
||||||
|
def get_environment(request: Request) -> Environment:
|
||||||
|
return cast(Environment, request.state.environment)
|
||||||
|
|
||||||
|
|
||||||
|
def get_unified_client(
|
||||||
|
request: Request, env: Environment = Depends(get_environment),
|
||||||
|
) -> UnifiedClient:
|
||||||
|
registry: ClientRegistry = request.app.state.registry
|
||||||
|
return UnifiedClient(registry, env=env)
|
||||||
|
|
||||||
|
|
||||||
|
def make_router() -> APIRouter:
|
||||||
|
r = APIRouter(prefix="/mcp", tags=["unified"])
|
||||||
|
|
||||||
|
@r.post("/tools/get_instruments")
|
||||||
|
async def _get_instruments(
|
||||||
|
params: t.GetInstrumentsReq,
|
||||||
|
client: UnifiedClient = Depends(get_unified_client),
|
||||||
|
):
|
||||||
|
return await t.get_instruments(client, params)
|
||||||
|
|
||||||
|
@r.post("/tools/get_historical")
|
||||||
|
async def _get_historical(
|
||||||
|
params: t.UnifiedGetHistoricalReq,
|
||||||
|
client: UnifiedClient = Depends(get_unified_client),
|
||||||
|
):
|
||||||
|
return await t.unified_get_historical(client, params)
|
||||||
|
|
||||||
|
return r
|
||||||
@@ -61,20 +61,6 @@ class DeribitSettings(_Sub):
|
|||||||
return cid, csec.get_secret_value()
|
return cid, csec.get_secret_value()
|
||||||
|
|
||||||
|
|
||||||
class BybitSettings(_Sub):
|
|
||||||
model_config = SettingsConfigDict(
|
|
||||||
env_file=".env",
|
|
||||||
env_file_encoding="utf-8",
|
|
||||||
env_prefix="BYBIT_",
|
|
||||||
extra="ignore",
|
|
||||||
)
|
|
||||||
api_key: str
|
|
||||||
api_secret: SecretStr
|
|
||||||
url_live: str
|
|
||||||
url_testnet: str
|
|
||||||
max_leverage: int = 3
|
|
||||||
|
|
||||||
|
|
||||||
class HyperliquidSettings(_Sub):
|
class HyperliquidSettings(_Sub):
|
||||||
model_config = SettingsConfigDict(
|
model_config = SettingsConfigDict(
|
||||||
env_file=".env",
|
env_file=".env",
|
||||||
@@ -90,20 +76,6 @@ class HyperliquidSettings(_Sub):
|
|||||||
max_leverage: int = 3
|
max_leverage: int = 3
|
||||||
|
|
||||||
|
|
||||||
class AlpacaSettings(_Sub):
|
|
||||||
model_config = SettingsConfigDict(
|
|
||||||
env_file=".env",
|
|
||||||
env_file_encoding="utf-8",
|
|
||||||
env_prefix="ALPACA_",
|
|
||||||
extra="ignore",
|
|
||||||
)
|
|
||||||
api_key_id: str
|
|
||||||
secret_key: SecretStr
|
|
||||||
url_live: str
|
|
||||||
url_testnet: str
|
|
||||||
max_leverage: int = 1
|
|
||||||
|
|
||||||
|
|
||||||
class IBKRSettings(_Sub):
|
class IBKRSettings(_Sub):
|
||||||
model_config = SettingsConfigDict(
|
model_config = SettingsConfigDict(
|
||||||
env_file=".env",
|
env_file=".env",
|
||||||
@@ -216,9 +188,7 @@ class Settings(_Sub):
|
|||||||
mainnet_token: SecretStr
|
mainnet_token: SecretStr
|
||||||
|
|
||||||
deribit: DeribitSettings = Field(default_factory=lambda: DeribitSettings()) # type: ignore[call-arg]
|
deribit: DeribitSettings = Field(default_factory=lambda: DeribitSettings()) # type: ignore[call-arg]
|
||||||
bybit: BybitSettings = Field(default_factory=lambda: BybitSettings()) # type: ignore[call-arg]
|
|
||||||
hyperliquid: HyperliquidSettings = Field(default_factory=lambda: HyperliquidSettings()) # type: ignore[call-arg]
|
hyperliquid: HyperliquidSettings = Field(default_factory=lambda: HyperliquidSettings()) # type: ignore[call-arg]
|
||||||
alpaca: AlpacaSettings = Field(default_factory=lambda: AlpacaSettings()) # type: ignore[call-arg]
|
|
||||||
ibkr: IBKRSettings = Field(default_factory=lambda: IBKRSettings()) # type: ignore[call-arg]
|
ibkr: IBKRSettings = Field(default_factory=lambda: IBKRSettings()) # type: ignore[call-arg]
|
||||||
macro: MacroSettings = Field(default_factory=lambda: MacroSettings()) # type: ignore[call-arg]
|
macro: MacroSettings = Field(default_factory=lambda: MacroSettings()) # type: ignore[call-arg]
|
||||||
sentiment: SentimentSettings = Field(default_factory=lambda: SentimentSettings()) # type: ignore[call-arg]
|
sentiment: SentimentSettings = Field(default_factory=lambda: SentimentSettings()) # type: ignore[call-arg]
|
||||||
|
|||||||
@@ -23,11 +23,14 @@ def test_app_boots_and_health_responds(monkeypatch):
|
|||||||
spec = r.json()
|
spec = r.json()
|
||||||
paths = spec["paths"].keys()
|
paths = spec["paths"].keys()
|
||||||
assert any(p.startswith("/mcp-deribit/") for p in paths)
|
assert any(p.startswith("/mcp-deribit/") for p in paths)
|
||||||
assert any(p.startswith("/mcp-bybit/") for p in paths)
|
|
||||||
assert any(p.startswith("/mcp-hyperliquid/") for p in paths)
|
assert any(p.startswith("/mcp-hyperliquid/") for p in paths)
|
||||||
assert any(p.startswith("/mcp-alpaca/") for p in paths)
|
|
||||||
assert any(p.startswith("/mcp-macro/") for p in paths)
|
assert any(p.startswith("/mcp-macro/") for p in paths)
|
||||||
assert any(p.startswith("/mcp-sentiment/") for p in paths)
|
assert any(p.startswith("/mcp-sentiment/") for p in paths)
|
||||||
|
# Unified common interface
|
||||||
|
assert any(p.startswith("/mcp/tools/") for p in paths)
|
||||||
|
# Bybit and Alpaca have been retired from the API surface
|
||||||
|
assert not any(p.startswith("/mcp-bybit/") for p in paths)
|
||||||
|
assert not any(p.startswith("/mcp-alpaca/") for p in paths)
|
||||||
|
|
||||||
|
|
||||||
def test_apidocs_available_after_boot(monkeypatch):
|
def test_apidocs_available_after_boot(monkeypatch):
|
||||||
|
|||||||
@@ -98,40 +98,6 @@ def test_deribit_mainnet_bearer_constructs_mainnet_client(app, monkeypatch):
|
|||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
# ── Bybit ────────────────────────────────────────────────────────────────────
|
|
||||||
|
|
||||||
def test_bybit_testnet_bearer(app, monkeypatch):
|
|
||||||
capture = {}
|
|
||||||
_spy_constructor(monkeypatch,
|
|
||||||
"cerbero_mcp.exchanges.bybit.client", "BybitClient",
|
|
||||||
capture)
|
|
||||||
_force_rebuild(app)
|
|
||||||
|
|
||||||
c = TestClient(app, raise_server_exceptions=False)
|
|
||||||
c.post("/mcp-bybit/tools/environment_info", headers=_bearer_test())
|
|
||||||
|
|
||||||
assert capture, "BybitClient constructor non chiamato"
|
|
||||||
assert capture["kwargs"].get("testnet") is True, (
|
|
||||||
f"atteso testnet=True, kwargs={capture['kwargs']}"
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def test_bybit_mainnet_bearer(app, monkeypatch):
|
|
||||||
capture = {}
|
|
||||||
_spy_constructor(monkeypatch,
|
|
||||||
"cerbero_mcp.exchanges.bybit.client", "BybitClient",
|
|
||||||
capture)
|
|
||||||
_force_rebuild(app)
|
|
||||||
|
|
||||||
c = TestClient(app, raise_server_exceptions=False)
|
|
||||||
c.post("/mcp-bybit/tools/environment_info", headers=_bearer_live())
|
|
||||||
|
|
||||||
assert capture, "BybitClient constructor non chiamato"
|
|
||||||
assert capture["kwargs"].get("testnet") is False, (
|
|
||||||
f"atteso testnet=False, kwargs={capture['kwargs']}"
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
# ── Hyperliquid ──────────────────────────────────────────────────────────────
|
# ── Hyperliquid ──────────────────────────────────────────────────────────────
|
||||||
|
|
||||||
def test_hyperliquid_testnet_bearer(app, monkeypatch):
|
def test_hyperliquid_testnet_bearer(app, monkeypatch):
|
||||||
@@ -166,41 +132,6 @@ def test_hyperliquid_mainnet_bearer(app, monkeypatch):
|
|||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
# ── Alpaca ───────────────────────────────────────────────────────────────────
|
|
||||||
|
|
||||||
def test_alpaca_testnet_bearer_uses_paper(app, monkeypatch):
|
|
||||||
"""Alpaca usa paper=True al posto di testnet=True."""
|
|
||||||
capture = {}
|
|
||||||
_spy_constructor(monkeypatch,
|
|
||||||
"cerbero_mcp.exchanges.alpaca.client", "AlpacaClient",
|
|
||||||
capture)
|
|
||||||
_force_rebuild(app)
|
|
||||||
|
|
||||||
c = TestClient(app, raise_server_exceptions=False)
|
|
||||||
c.post("/mcp-alpaca/tools/environment_info", headers=_bearer_test())
|
|
||||||
|
|
||||||
assert capture, "AlpacaClient constructor non chiamato"
|
|
||||||
assert capture["kwargs"].get("paper") is True, (
|
|
||||||
f"atteso paper=True, kwargs={capture['kwargs']}"
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
def test_alpaca_mainnet_bearer_uses_paper_false(app, monkeypatch):
|
|
||||||
capture = {}
|
|
||||||
_spy_constructor(monkeypatch,
|
|
||||||
"cerbero_mcp.exchanges.alpaca.client", "AlpacaClient",
|
|
||||||
capture)
|
|
||||||
_force_rebuild(app)
|
|
||||||
|
|
||||||
c = TestClient(app, raise_server_exceptions=False)
|
|
||||||
c.post("/mcp-alpaca/tools/environment_info", headers=_bearer_live())
|
|
||||||
|
|
||||||
assert capture, "AlpacaClient constructor non chiamato"
|
|
||||||
assert capture["kwargs"].get("paper") is False, (
|
|
||||||
f"atteso paper=False, kwargs={capture['kwargs']}"
|
|
||||||
)
|
|
||||||
|
|
||||||
|
|
||||||
# ── Auth sanity ──────────────────────────────────────────────────────────────
|
# ── Auth sanity ──────────────────────────────────────────────────────────────
|
||||||
|
|
||||||
def test_no_bearer_returns_401(app):
|
def test_no_bearer_returns_401(app):
|
||||||
|
|||||||
+18
-17
@@ -1,25 +1,26 @@
|
|||||||
# Smoke locale Cerbero_mcp
|
# Smoke locale Cerbero_mcp
|
||||||
|
|
||||||
```bash
|
```bash
|
||||||
# da repo root Cerbero_mcp/
|
# da repo root, con il server attivo (docker compose up -d)
|
||||||
docker compose up -d
|
PORT=9000 TESTNET_TOKEN="$TESTNET_TOKEN" bash tests/smoke/run.sh
|
||||||
bash tests/smoke/run.sh
|
MAINNET_TOKEN="$MAINNET_TOKEN" bash tests/smoke/run_unified.sh
|
||||||
docker compose down
|
|
||||||
```
|
```
|
||||||
|
|
||||||
Il file `run.sh` verifica:
|
## `run.sh` — endpoint pubblici + un tool per-exchange
|
||||||
- `/health` di tutti i 6 MCP (atteso `200`)
|
Verifica `/health`, `/apidocs`, `/openapi.json` (schema bearer) e, se
|
||||||
- `environment_info` dei 4 exchange (atteso shape `{environment, source, env_value, base_url, max_leverage}`)
|
`TESTNET_TOKEN` è settato, che un tool senza bearer dia `401` e con bearer
|
||||||
- live tool check read-only contro upstream testnet:
|
testnet venga instradato (deribit `get_ticker BTC-PERPETUAL`).
|
||||||
- deribit `get_ticker BTC-PERPETUAL`
|
|
||||||
- bybit `get_ticker BTCUSDT` (linear)
|
## `run_unified.sh` — interfaccia comune `/mcp` (upstream reali)
|
||||||
- hyperliquid `get_ticker BTC`
|
Verifica end-to-end contro Deribit/Hyperliquid (endpoint pubblici):
|
||||||
- alpaca `get_clock` (richiede credenziali paper valide)
|
- `get_instruments exchange=deribit` → `fees` e `history_start` popolati live
|
||||||
- macro `get_treasury_yields`
|
- `get_instruments` fan-out → contribuiscono sia deribit sia hyperliquid
|
||||||
- sentiment `get_funding_rates BTC`
|
- `get_historical` deribit + hyperliquid → candele non vuote, schema uniforme
|
||||||
|
- `get_historical exchange=bybit` → `422` (rifiutato a livello schema)
|
||||||
|
|
||||||
Variabili di ambiente:
|
Variabili di ambiente:
|
||||||
- `GATEWAY` — URL base gateway (default `http://localhost`; in produzione `https://cerbero-mcp.tielogic.xyz`)
|
- `PORT` (default `9000`) o `GATEWAY` (URL base, default `http://localhost:PORT`)
|
||||||
- `TOKEN_FILE` — path al token bearer di lettura (default `secrets/observer.token`)
|
- `MAINNET_TOKEN` / `TESTNET_TOKEN` — bearer (uno dei due basta; mainnet per dati reali)
|
||||||
|
- `BOT_TAG` (default `smoke`) — header `X-Bot-Tag`
|
||||||
|
|
||||||
Exit code 0 = tutto OK, 1 = uno o più check falliti.
|
Exit code 0 = tutto OK, 1 = uno o più check falliti, 0 con skip se nessun token.
|
||||||
|
|||||||
Executable
+60
@@ -0,0 +1,60 @@
|
|||||||
|
#!/usr/bin/env bash
|
||||||
|
# Smoke test interfaccia comune /mcp contro un server vivo + upstream reali.
|
||||||
|
# get_instruments e get_historical di Deribit/Hyperliquid sono pubblici, ma il
|
||||||
|
# bearer (testnet o mainnet) e X-Bot-Tag sono comunque richiesti dall'auth.
|
||||||
|
set -euo pipefail
|
||||||
|
|
||||||
|
PORT="${PORT:-9000}"
|
||||||
|
BASE="${GATEWAY:-http://localhost:${PORT}}"
|
||||||
|
TOKEN="${MAINNET_TOKEN:-${TESTNET_TOKEN:-}}"
|
||||||
|
TAG="${BOT_TAG:-smoke}"
|
||||||
|
|
||||||
|
if [[ -z "${TOKEN}" ]]; then
|
||||||
|
echo "==> skip: né MAINNET_TOKEN né TESTNET_TOKEN settati"
|
||||||
|
exit 0
|
||||||
|
fi
|
||||||
|
|
||||||
|
PY="$(command -v python3 || command -v python)"
|
||||||
|
auth=(-H "Authorization: Bearer ${TOKEN}" -H "X-Bot-Tag: ${TAG}" -H "Content-Type: application/json")
|
||||||
|
start="$(date -u -d '7 days ago' +%F)"
|
||||||
|
end="$(date -u +%F)"
|
||||||
|
|
||||||
|
# post PATH JSON_BODY EXPECTED_STATUS PY_ASSERT
|
||||||
|
post() {
|
||||||
|
local path="$1" body="$2" want="$3" assert="${4:-}"
|
||||||
|
local resp status out
|
||||||
|
resp="$(curl -s -w '\n%{http_code}' -X POST "${BASE}${path}" "${auth[@]}" -d "${body}")"
|
||||||
|
status="$(printf '%s' "${resp}" | tail -n1)"
|
||||||
|
out="$(printf '%s' "${resp}" | sed '$d')"
|
||||||
|
if [[ "${status}" != "${want}" ]]; then
|
||||||
|
echo " FAIL ${path}: atteso HTTP ${want}, got ${status}"
|
||||||
|
printf '%s\n' "${out}" | head -c 400; echo
|
||||||
|
exit 1
|
||||||
|
fi
|
||||||
|
if [[ -n "${assert}" ]]; then
|
||||||
|
printf '%s' "${out}" | "${PY}" -c "import sys,json; d=json.load(sys.stdin); ${assert}" \
|
||||||
|
|| { echo " FAIL ${path}: assert"; exit 1; }
|
||||||
|
fi
|
||||||
|
echo " OK ${path} → HTTP ${status}"
|
||||||
|
}
|
||||||
|
|
||||||
|
echo "==> get_instruments exchange=deribit (fees + history_start live)"
|
||||||
|
post "/mcp/tools/get_instruments" '{"exchange":"deribit","currency":"BTC","kind":"future"}' 200 \
|
||||||
|
"assert d['instruments'], 'no instruments'; i=d['instruments'][0]; assert i['exchange']=='deribit'; assert 'fees' in i and 'history_start' in i; print(' ', i['symbol'], i['fees'], i['history_start'])"
|
||||||
|
|
||||||
|
echo "==> get_instruments fan-out (deribit + hyperliquid)"
|
||||||
|
post "/mcp/tools/get_instruments" '{}' 200 \
|
||||||
|
"exs={i['exchange'] for i in d['instruments']}; assert {'deribit','hyperliquid'} <= exs, exs; print(' venues:', sorted(exs), '| failed:', d['failed_sources'])"
|
||||||
|
|
||||||
|
echo "==> get_historical deribit BTC-PERPETUAL 1h"
|
||||||
|
post "/mcp/tools/get_historical" "{\"exchange\":\"deribit\",\"instrument\":\"BTC-PERPETUAL\",\"interval\":\"1h\",\"start_date\":\"${start}\",\"end_date\":\"${end}\"}" 200 \
|
||||||
|
"assert d['exchange']=='deribit'; assert d['candles'], 'no candles'; c=d['candles'][0]; assert {'timestamp','open','high','low','close','volume'} <= set(c); print(' candles:', len(d['candles']))"
|
||||||
|
|
||||||
|
echo "==> get_historical hyperliquid BTC 1h"
|
||||||
|
post "/mcp/tools/get_historical" "{\"exchange\":\"hyperliquid\",\"instrument\":\"BTC\",\"interval\":\"1h\",\"start_date\":\"${start}\",\"end_date\":\"${end}\"}" 200 \
|
||||||
|
"assert d['exchange']=='hyperliquid'; assert d['candles'], 'no candles'; print(' candles:', len(d['candles']))"
|
||||||
|
|
||||||
|
echo "==> get_historical exchange non supportato → 422"
|
||||||
|
post "/mcp/tools/get_historical" "{\"exchange\":\"bybit\",\"instrument\":\"BTCUSDT\",\"interval\":\"1h\",\"start_date\":\"${start}\",\"end_date\":\"${end}\"}" 422
|
||||||
|
|
||||||
|
echo "==> SMOKE /mcp OK"
|
||||||
@@ -20,12 +20,6 @@ class _Fake:
|
|||||||
self.calls.append(kwargs)
|
self.calls.append(kwargs)
|
||||||
return {"candles": list(self._candles)}
|
return {"candles": list(self._candles)}
|
||||||
|
|
||||||
async def get_bars(self, **kwargs: Any) -> dict[str, Any]:
|
|
||||||
if self._raises:
|
|
||||||
raise self._raises
|
|
||||||
self.calls.append(kwargs)
|
|
||||||
return {"candles": list(self._candles)}
|
|
||||||
|
|
||||||
|
|
||||||
class _FakeRegistry:
|
class _FakeRegistry:
|
||||||
def __init__(self, clients: dict[str, _Fake]):
|
def __init__(self, clients: dict[str, _Fake]):
|
||||||
@@ -43,9 +37,8 @@ def _c(ts: int, close: float = 100.0) -> dict[str, Any]:
|
|||||||
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_crypto_three_sources_aggregates():
|
async def test_crypto_two_sources_aggregates():
|
||||||
fakes = {
|
fakes = {
|
||||||
"bybit": _Fake([_c(1, 100), _c(2, 200)]),
|
|
||||||
"hyperliquid": _Fake([_c(1, 100), _c(2, 200)]),
|
"hyperliquid": _Fake([_c(1, 100), _c(2, 200)]),
|
||||||
"deribit": _Fake([_c(1, 100), _c(2, 200)]),
|
"deribit": _Fake([_c(1, 100), _c(2, 200)]),
|
||||||
}
|
}
|
||||||
@@ -57,16 +50,15 @@ async def test_crypto_three_sources_aggregates():
|
|||||||
assert out["symbol"] == "BTC"
|
assert out["symbol"] == "BTC"
|
||||||
assert out["asset_class"] == "crypto"
|
assert out["asset_class"] == "crypto"
|
||||||
assert len(out["candles"]) == 2
|
assert len(out["candles"]) == 2
|
||||||
assert out["candles"][0]["sources"] == 3
|
assert out["candles"][0]["sources"] == 2
|
||||||
assert out["candles"][0]["div_pct"] == 0.0
|
assert out["candles"][0]["div_pct"] == 0.0
|
||||||
assert set(out["sources_used"]) == {"bybit", "hyperliquid", "deribit"}
|
assert set(out["sources_used"]) == {"hyperliquid", "deribit"}
|
||||||
assert out["failed_sources"] == []
|
assert out["failed_sources"] == []
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_crypto_partial_failure_returns_partial_with_warning():
|
async def test_crypto_partial_failure_returns_partial_with_warning():
|
||||||
fakes = {
|
fakes = {
|
||||||
"bybit": _Fake([_c(1, 100)]),
|
|
||||||
"hyperliquid": _Fake([_c(1, 100)]),
|
"hyperliquid": _Fake([_c(1, 100)]),
|
||||||
"deribit": _Fake(raises=RuntimeError("upstream down")),
|
"deribit": _Fake(raises=RuntimeError("upstream down")),
|
||||||
}
|
}
|
||||||
@@ -75,8 +67,8 @@ async def test_crypto_partial_failure_returns_partial_with_warning():
|
|||||||
symbol="BTC", asset_class="crypto", interval="1h",
|
symbol="BTC", asset_class="crypto", interval="1h",
|
||||||
start_date="2026-05-09T00:00:00", end_date="2026-05-10T00:00:00",
|
start_date="2026-05-09T00:00:00", end_date="2026-05-10T00:00:00",
|
||||||
)
|
)
|
||||||
assert out["candles"][0]["sources"] == 2
|
assert out["candles"][0]["sources"] == 1
|
||||||
assert set(out["sources_used"]) == {"bybit", "hyperliquid"}
|
assert set(out["sources_used"]) == {"hyperliquid"}
|
||||||
assert len(out["failed_sources"]) == 1
|
assert len(out["failed_sources"]) == 1
|
||||||
assert out["failed_sources"][0]["exchange"] == "deribit"
|
assert out["failed_sources"][0]["exchange"] == "deribit"
|
||||||
assert "upstream down" in out["failed_sources"][0]["error"]
|
assert "upstream down" in out["failed_sources"][0]["error"]
|
||||||
@@ -85,7 +77,6 @@ async def test_crypto_partial_failure_returns_partial_with_warning():
|
|||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_all_sources_fail_raises_502():
|
async def test_all_sources_fail_raises_502():
|
||||||
fakes = {
|
fakes = {
|
||||||
"bybit": _Fake(raises=RuntimeError("a")),
|
|
||||||
"hyperliquid": _Fake(raises=RuntimeError("b")),
|
"hyperliquid": _Fake(raises=RuntimeError("b")),
|
||||||
"deribit": _Fake(raises=RuntimeError("c")),
|
"deribit": _Fake(raises=RuntimeError("c")),
|
||||||
}
|
}
|
||||||
@@ -109,20 +100,6 @@ async def test_unsupported_symbol_raises_400():
|
|||||||
assert exc_info.value.status_code == 400
|
assert exc_info.value.status_code == 400
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
|
||||||
async def test_stocks_routes_to_alpaca_only():
|
|
||||||
fake = _Fake([_c(1, 175.0)])
|
|
||||||
cc = CrossClient(_FakeRegistry({"alpaca": fake}), env="mainnet")
|
|
||||||
out = await cc.get_historical(
|
|
||||||
symbol="AAPL", asset_class="stocks", interval="1d",
|
|
||||||
start_date="2026-04-09T00:00:00", end_date="2026-04-10T00:00:00",
|
|
||||||
)
|
|
||||||
assert out["sources_used"] == ["alpaca"]
|
|
||||||
assert out["candles"][0]["close"] == 175.0
|
|
||||||
# Alpaca was called with native symbol
|
|
||||||
assert fake.calls[0]["symbol"] == "AAPL"
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_unsupported_interval_raises_400():
|
async def test_unsupported_interval_raises_400():
|
||||||
cc = CrossClient(_FakeRegistry({}), env="mainnet")
|
cc = CrossClient(_FakeRegistry({}), env="mainnet")
|
||||||
|
|||||||
@@ -9,23 +9,22 @@ from cerbero_mcp.exchanges.cross.symbol_map import (
|
|||||||
|
|
||||||
|
|
||||||
def test_btc_crypto_sources():
|
def test_btc_crypto_sources():
|
||||||
assert set(get_sources("crypto", "BTC")) == {"bybit", "hyperliquid", "deribit"}
|
assert set(get_sources("crypto", "BTC")) == {"hyperliquid", "deribit"}
|
||||||
|
|
||||||
|
|
||||||
def test_eth_crypto_sources():
|
def test_eth_crypto_sources():
|
||||||
assert set(get_sources("crypto", "ETH")) == {"bybit", "hyperliquid", "deribit"}
|
assert set(get_sources("crypto", "ETH")) == {"hyperliquid", "deribit"}
|
||||||
|
|
||||||
|
|
||||||
def test_unknown_crypto_symbol_returns_empty():
|
def test_unknown_crypto_symbol_returns_empty():
|
||||||
assert get_sources("crypto", "DOGEFAKE") == []
|
assert get_sources("crypto", "DOGEFAKE") == []
|
||||||
|
|
||||||
|
|
||||||
def test_stocks_aapl_sources():
|
def test_unknown_asset_class_returns_empty():
|
||||||
assert set(get_sources("stocks", "AAPL")) == {"alpaca"}
|
assert get_sources("stocks", "AAPL") == []
|
||||||
|
|
||||||
|
|
||||||
def test_native_symbol_btc():
|
def test_native_symbol_btc():
|
||||||
assert to_native_symbol("crypto", "BTC", "bybit") == "BTCUSDT"
|
|
||||||
assert to_native_symbol("crypto", "BTC", "hyperliquid") == "BTC"
|
assert to_native_symbol("crypto", "BTC", "hyperliquid") == "BTC"
|
||||||
assert to_native_symbol("crypto", "BTC", "deribit") == "BTC-PERPETUAL"
|
assert to_native_symbol("crypto", "BTC", "deribit") == "BTC-PERPETUAL"
|
||||||
|
|
||||||
@@ -36,12 +35,10 @@ def test_native_symbol_unsupported_pair_raises():
|
|||||||
|
|
||||||
|
|
||||||
def test_native_interval_1h():
|
def test_native_interval_1h():
|
||||||
assert to_native_interval("1h", "bybit") == "60"
|
|
||||||
assert to_native_interval("1h", "hyperliquid") == "1h"
|
assert to_native_interval("1h", "hyperliquid") == "1h"
|
||||||
assert to_native_interval("1h", "deribit") == "1h"
|
assert to_native_interval("1h", "deribit") == "1h"
|
||||||
assert to_native_interval("1h", "alpaca") == "1h"
|
|
||||||
|
|
||||||
|
|
||||||
def test_native_interval_unknown_canonical_raises():
|
def test_native_interval_unknown_canonical_raises():
|
||||||
with pytest.raises(KeyError):
|
with pytest.raises(KeyError):
|
||||||
to_native_interval("3h", "bybit")
|
to_native_interval("3h", "deribit")
|
||||||
|
|||||||
@@ -0,0 +1,183 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
from typing import Any
|
||||||
|
|
||||||
|
import pytest
|
||||||
|
from cerbero_mcp.exchanges.cross.client import UnifiedClient
|
||||||
|
from cerbero_mcp.exchanges.cross.instruments import (
|
||||||
|
normalize_deribit,
|
||||||
|
normalize_hyperliquid,
|
||||||
|
)
|
||||||
|
from fastapi import HTTPException
|
||||||
|
|
||||||
|
# ── Normalizers ──────────────────────────────────────────────────────
|
||||||
|
|
||||||
|
def test_normalize_deribit_populates_fees_and_history_start():
|
||||||
|
rows = [{
|
||||||
|
"name": "BTC-PERPETUAL",
|
||||||
|
"kind": "future",
|
||||||
|
"tick_size": 0.5,
|
||||||
|
"maker_commission": 0.0,
|
||||||
|
"taker_commission": 0.0005,
|
||||||
|
"creation_timestamp": 1534377600000, # 2018-08-16
|
||||||
|
"strike": None,
|
||||||
|
"expiry": None,
|
||||||
|
"option_type": None,
|
||||||
|
"min_trade_amount": 10,
|
||||||
|
"open_interest": 123.0,
|
||||||
|
}]
|
||||||
|
out = normalize_deribit(rows)
|
||||||
|
assert len(out) == 1
|
||||||
|
inst = out[0]
|
||||||
|
assert inst["exchange"] == "deribit"
|
||||||
|
assert inst["symbol"] == "BTC-PERPETUAL"
|
||||||
|
assert inst["asset_class"] == "crypto"
|
||||||
|
assert inst["type"] == "perpetual"
|
||||||
|
assert inst["fees"] == {"maker": 0.0, "taker": 0.0005}
|
||||||
|
assert inst["history_start"] == "2018-08-16"
|
||||||
|
assert inst["tick_size"] == 0.5
|
||||||
|
assert inst["native"]["open_interest"] == 123.0
|
||||||
|
|
||||||
|
|
||||||
|
def test_normalize_deribit_dated_future_is_future_not_perpetual():
|
||||||
|
out = normalize_deribit([{"name": "BTC-27JUN25", "kind": "future"}])
|
||||||
|
assert out[0]["type"] == "future"
|
||||||
|
|
||||||
|
|
||||||
|
def test_normalize_deribit_option_type():
|
||||||
|
out = normalize_deribit([{"name": "BTC-27JUN25-100000-C", "kind": "option"}])
|
||||||
|
assert out[0]["type"] == "option"
|
||||||
|
|
||||||
|
|
||||||
|
def test_normalize_deribit_fees_none_when_absent():
|
||||||
|
out = normalize_deribit([{"name": "X", "kind": "future"}])
|
||||||
|
assert out[0]["fees"] is None
|
||||||
|
assert out[0]["history_start"] is None
|
||||||
|
|
||||||
|
|
||||||
|
def test_normalize_hyperliquid_leaves_fees_and_history_none():
|
||||||
|
rows = [{
|
||||||
|
"asset": "BTC", "mark_price": 100.0, "funding_rate": 0.0001,
|
||||||
|
"open_interest": 5.0, "volume_24h": 9.0, "max_leverage": 50,
|
||||||
|
}]
|
||||||
|
out = normalize_hyperliquid(rows)
|
||||||
|
assert out[0]["exchange"] == "hyperliquid"
|
||||||
|
assert out[0]["symbol"] == "BTC"
|
||||||
|
assert out[0]["type"] == "perpetual"
|
||||||
|
assert out[0]["fees"] is None
|
||||||
|
assert out[0]["history_start"] is None
|
||||||
|
assert out[0]["native"]["max_leverage"] == 50
|
||||||
|
|
||||||
|
|
||||||
|
# ── UnifiedClient ────────────────────────────────────────────────────
|
||||||
|
|
||||||
|
class _FakeDeribit:
|
||||||
|
async def get_instruments(self, **kwargs: Any) -> dict[str, Any]:
|
||||||
|
self.last_call = kwargs
|
||||||
|
return {"instruments": [{
|
||||||
|
"name": "BTC-PERPETUAL", "kind": "future", "tick_size": 0.5,
|
||||||
|
"maker_commission": 0.0, "taker_commission": 0.0005,
|
||||||
|
"creation_timestamp": 1534377600000,
|
||||||
|
}]}
|
||||||
|
|
||||||
|
async def get_historical(self, **kwargs: Any) -> dict[str, Any]:
|
||||||
|
self.hist_call = kwargs
|
||||||
|
return {"candles": [{"timestamp": 1, "open": 1, "high": 1,
|
||||||
|
"low": 1, "close": 1, "volume": 1}]}
|
||||||
|
|
||||||
|
|
||||||
|
class _FakeHyperliquid:
|
||||||
|
async def get_markets(self) -> list[dict[str, Any]]:
|
||||||
|
return [{"asset": "BTC", "mark_price": 1.0, "funding_rate": 0.0,
|
||||||
|
"open_interest": 1.0, "volume_24h": 1.0, "max_leverage": 50}]
|
||||||
|
|
||||||
|
async def get_historical(self, **kwargs: Any) -> dict[str, Any]:
|
||||||
|
return {"candles": []}
|
||||||
|
|
||||||
|
|
||||||
|
class _FakeRegistry:
|
||||||
|
def __init__(self, clients: dict[str, Any]):
|
||||||
|
self._clients = clients
|
||||||
|
|
||||||
|
async def get(self, exchange: str, env: str) -> Any:
|
||||||
|
if exchange not in self._clients:
|
||||||
|
raise KeyError(exchange)
|
||||||
|
return self._clients[exchange]
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_get_instruments_fans_out_all_venues():
|
||||||
|
uc = UnifiedClient(
|
||||||
|
_FakeRegistry({"deribit": _FakeDeribit(), "hyperliquid": _FakeHyperliquid()}),
|
||||||
|
env="mainnet",
|
||||||
|
)
|
||||||
|
out = await uc.get_instruments()
|
||||||
|
venues = {i["exchange"] for i in out["instruments"]}
|
||||||
|
assert venues == {"deribit", "hyperliquid"}
|
||||||
|
assert out["failed_sources"] == []
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_get_instruments_single_exchange_filter():
|
||||||
|
uc = UnifiedClient(
|
||||||
|
_FakeRegistry({"deribit": _FakeDeribit(), "hyperliquid": _FakeHyperliquid()}),
|
||||||
|
env="mainnet",
|
||||||
|
)
|
||||||
|
out = await uc.get_instruments(exchange="deribit")
|
||||||
|
assert {i["exchange"] for i in out["instruments"]} == {"deribit"}
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_get_instruments_unsupported_exchange_raises_400():
|
||||||
|
uc = UnifiedClient(_FakeRegistry({}), env="mainnet")
|
||||||
|
with pytest.raises(HTTPException) as exc:
|
||||||
|
await uc.get_instruments(exchange="bybit")
|
||||||
|
assert exc.value.status_code == 400
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_get_instruments_partial_failure_reports_failed():
|
||||||
|
uc = UnifiedClient(
|
||||||
|
_FakeRegistry({"deribit": _FakeDeribit()}), # hyperliquid missing → KeyError
|
||||||
|
env="mainnet",
|
||||||
|
)
|
||||||
|
out = await uc.get_instruments()
|
||||||
|
assert {i["exchange"] for i in out["instruments"]} == {"deribit"}
|
||||||
|
assert [f["exchange"] for f in out["failed_sources"]] == ["hyperliquid"]
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_get_historical_single_exchange():
|
||||||
|
fake = _FakeDeribit()
|
||||||
|
uc = UnifiedClient(_FakeRegistry({"deribit": fake}), env="mainnet")
|
||||||
|
out = await uc.get_historical(
|
||||||
|
exchange="deribit", instrument="BTC-PERPETUAL", interval="1h",
|
||||||
|
start_date="2026-05-09", end_date="2026-05-10",
|
||||||
|
)
|
||||||
|
assert out["exchange"] == "deribit"
|
||||||
|
assert out["instrument"] == "BTC-PERPETUAL"
|
||||||
|
assert out["interval"] == "1h"
|
||||||
|
assert len(out["candles"]) == 1
|
||||||
|
assert fake.hist_call["instrument"] == "BTC-PERPETUAL"
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_get_historical_unsupported_exchange_raises_400():
|
||||||
|
uc = UnifiedClient(_FakeRegistry({}), env="mainnet")
|
||||||
|
with pytest.raises(HTTPException) as exc:
|
||||||
|
await uc.get_historical(
|
||||||
|
exchange="bybit", instrument="BTCUSDT", interval="1h",
|
||||||
|
start_date="2026-05-09", end_date="2026-05-10",
|
||||||
|
)
|
||||||
|
assert exc.value.status_code == 400
|
||||||
|
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_get_historical_unsupported_interval_raises_400():
|
||||||
|
uc = UnifiedClient(_FakeRegistry({"deribit": _FakeDeribit()}), env="mainnet")
|
||||||
|
with pytest.raises(HTTPException) as exc:
|
||||||
|
await uc.get_historical(
|
||||||
|
exchange="deribit", instrument="BTC-PERPETUAL", interval="3h",
|
||||||
|
start_date="2026-05-09", end_date="2026-05-10",
|
||||||
|
)
|
||||||
|
assert exc.value.status_code == 400
|
||||||
@@ -277,8 +277,14 @@ async def test_place_order_limit(httpx_mock: HTTPXMock, client: HyperliquidClien
|
|||||||
assert order["t"] == {"limit": {"tif": "Gtc"}}
|
assert order["t"] == {"limit": {"tif": "Gtc"}}
|
||||||
sig = body["signature"]
|
sig = body["signature"]
|
||||||
assert set(sig.keys()) == {"r", "s", "v"}
|
assert set(sig.keys()) == {"r", "s", "v"}
|
||||||
assert sig["r"].startswith("0x") and len(sig["r"]) == 66
|
# r/s are serialized with eth_utils.to_hex (same as the Hyperliquid SDK),
|
||||||
assert sig["s"].startswith("0x") and len(sig["s"]) == 66
|
# which emits minimal-length hex: a leading zero byte yields < 66 chars
|
||||||
|
# (~1/256 of signatures). Assert a valid <= 32-byte big-endian int, not a
|
||||||
|
# fixed length.
|
||||||
|
assert sig["r"].startswith("0x") and 2 < len(sig["r"]) <= 66
|
||||||
|
assert sig["s"].startswith("0x") and 2 < len(sig["s"]) <= 66
|
||||||
|
assert 0 < int(sig["r"], 16) < 2**256
|
||||||
|
assert 0 < int(sig["s"], 16) < 2**256
|
||||||
assert sig["v"] in (27, 28)
|
assert sig["v"] in (27, 28)
|
||||||
|
|
||||||
|
|
||||||
|
|||||||
@@ -22,27 +22,6 @@ async def test_build_client_deribit_returns_correct_url(monkeypatch):
|
|||||||
assert "test" not in c_live.base_url.lower()
|
assert "test" not in c_live.base_url.lower()
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
|
||||||
async def test_build_client_bybit_returns_correct_env(monkeypatch):
|
|
||||||
from tests.unit.test_settings import _minimal_env
|
|
||||||
|
|
||||||
for k, v in _minimal_env().items():
|
|
||||||
monkeypatch.setenv(k, v)
|
|
||||||
|
|
||||||
# BybitClient costruisce internamente httpx.AsyncClient: nessuna
|
|
||||||
# connessione reale finché non si invoca un metodo di rete.
|
|
||||||
from cerbero_mcp.exchanges import build_client
|
|
||||||
from cerbero_mcp.settings import Settings
|
|
||||||
|
|
||||||
s = Settings()
|
|
||||||
c_test = await build_client(s, "bybit", "testnet")
|
|
||||||
c_live = await build_client(s, "bybit", "mainnet")
|
|
||||||
|
|
||||||
assert c_test is not c_live
|
|
||||||
assert c_test.testnet is True
|
|
||||||
assert c_live.testnet is False
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_build_client_hyperliquid_returns_correct_env(monkeypatch):
|
async def test_build_client_hyperliquid_returns_correct_env(monkeypatch):
|
||||||
from tests.unit.test_settings import _minimal_env
|
from tests.unit.test_settings import _minimal_env
|
||||||
@@ -64,31 +43,6 @@ async def test_build_client_hyperliquid_returns_correct_env(monkeypatch):
|
|||||||
assert "test" not in c_live.base_url.lower()
|
assert "test" not in c_live.base_url.lower()
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
|
||||||
async def test_build_client_alpaca_returns_correct_env(monkeypatch):
|
|
||||||
from tests.unit.test_settings import _minimal_env
|
|
||||||
|
|
||||||
for k, v in _minimal_env().items():
|
|
||||||
monkeypatch.setenv(k, v)
|
|
||||||
|
|
||||||
# AlpacaClient (V2) usa httpx puro: il costruttore non apre connessioni
|
|
||||||
# reali (httpx.AsyncClient è lazy fino alla prima request), quindi nessuno
|
|
||||||
# stub SDK è necessario.
|
|
||||||
from cerbero_mcp.exchanges import build_client
|
|
||||||
from cerbero_mcp.settings import Settings
|
|
||||||
|
|
||||||
s = Settings()
|
|
||||||
c_test = await build_client(s, "alpaca", "testnet")
|
|
||||||
c_live = await build_client(s, "alpaca", "mainnet")
|
|
||||||
try:
|
|
||||||
assert c_test is not c_live
|
|
||||||
assert c_test.paper is True
|
|
||||||
assert c_live.paper is False
|
|
||||||
finally:
|
|
||||||
await c_test.aclose()
|
|
||||||
await c_live.aclose()
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_build_client_macro_no_env_distinction(monkeypatch):
|
async def test_build_client_macro_no_env_distinction(monkeypatch):
|
||||||
from tests.unit.test_settings import _minimal_env
|
from tests.unit.test_settings import _minimal_env
|
||||||
@@ -187,45 +141,6 @@ async def test_hyperliquid_url_from_env_overrides_default(monkeypatch):
|
|||||||
assert c._base_url_override == "https://hl-custom.example.com"
|
assert c._base_url_override == "https://hl-custom.example.com"
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
|
||||||
async def test_bybit_url_from_env_overrides_default(monkeypatch):
|
|
||||||
"""Bybit (httpx): override BYBIT_URL_TESTNET applica direttamente a
|
|
||||||
`self.base_url`, usato come base di ogni richiesta REST V5."""
|
|
||||||
from tests.unit.test_settings import _minimal_env
|
|
||||||
|
|
||||||
env = _minimal_env(BYBIT_URL_TESTNET="https://bybit-custom.example.com")
|
|
||||||
for k, v in env.items():
|
|
||||||
monkeypatch.setenv(k, v)
|
|
||||||
|
|
||||||
from cerbero_mcp.exchanges import build_client
|
|
||||||
from cerbero_mcp.settings import Settings
|
|
||||||
|
|
||||||
s = Settings()
|
|
||||||
c = await build_client(s, "bybit", "testnet")
|
|
||||||
assert c.base_url == "https://bybit-custom.example.com"
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
|
||||||
async def test_alpaca_url_from_env_overrides_default(monkeypatch):
|
|
||||||
"""Alpaca V2 (httpx): `base_url` override applica al solo trading
|
|
||||||
endpoint; data endpoints (data.alpaca.markets) restano hardcoded."""
|
|
||||||
from tests.unit.test_settings import _minimal_env
|
|
||||||
|
|
||||||
env = _minimal_env(ALPACA_URL_TESTNET="https://alpaca-custom.example.com")
|
|
||||||
for k, v in env.items():
|
|
||||||
monkeypatch.setenv(k, v)
|
|
||||||
|
|
||||||
from cerbero_mcp.exchanges import build_client
|
|
||||||
from cerbero_mcp.settings import Settings
|
|
||||||
|
|
||||||
s = Settings()
|
|
||||||
c = await build_client(s, "alpaca", "testnet")
|
|
||||||
try:
|
|
||||||
assert c.base_url == "https://alpaca-custom.example.com"
|
|
||||||
finally:
|
|
||||||
await c.aclose()
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.asyncio
|
@pytest.mark.asyncio
|
||||||
async def test_build_client_unknown_exchange_raises(monkeypatch):
|
async def test_build_client_unknown_exchange_raises(monkeypatch):
|
||||||
from tests.unit.test_settings import _minimal_env
|
from tests.unit.test_settings import _minimal_env
|
||||||
|
|||||||
@@ -14,19 +14,11 @@ def _minimal_env(**overrides) -> dict:
|
|||||||
"DERIBIT_CLIENT_SECRET": "secret",
|
"DERIBIT_CLIENT_SECRET": "secret",
|
||||||
"DERIBIT_URL_LIVE": "https://www.deribit.com/api/v2",
|
"DERIBIT_URL_LIVE": "https://www.deribit.com/api/v2",
|
||||||
"DERIBIT_URL_TESTNET": "https://test.deribit.com/api/v2",
|
"DERIBIT_URL_TESTNET": "https://test.deribit.com/api/v2",
|
||||||
"BYBIT_API_KEY": "k",
|
|
||||||
"BYBIT_API_SECRET": "s",
|
|
||||||
"BYBIT_URL_LIVE": "https://api.bybit.com",
|
|
||||||
"BYBIT_URL_TESTNET": "https://api-testnet.bybit.com",
|
|
||||||
"HYPERLIQUID_WALLET_ADDRESS": "0xabc",
|
"HYPERLIQUID_WALLET_ADDRESS": "0xabc",
|
||||||
"HYPERLIQUID_API_WALLET_ADDRESS": "0xdef",
|
"HYPERLIQUID_API_WALLET_ADDRESS": "0xdef",
|
||||||
"HYPERLIQUID_PRIVATE_KEY": "0x123",
|
"HYPERLIQUID_PRIVATE_KEY": "0x123",
|
||||||
"HYPERLIQUID_URL_LIVE": "https://api.hyperliquid.xyz",
|
"HYPERLIQUID_URL_LIVE": "https://api.hyperliquid.xyz",
|
||||||
"HYPERLIQUID_URL_TESTNET": "https://api.hyperliquid-testnet.xyz",
|
"HYPERLIQUID_URL_TESTNET": "https://api.hyperliquid-testnet.xyz",
|
||||||
"ALPACA_API_KEY_ID": "k",
|
|
||||||
"ALPACA_SECRET_KEY": "s",
|
|
||||||
"ALPACA_URL_LIVE": "https://api.alpaca.markets",
|
|
||||||
"ALPACA_URL_TESTNET": "https://paper-api.alpaca.markets",
|
|
||||||
"FRED_API_KEY": "x",
|
"FRED_API_KEY": "x",
|
||||||
"FINNHUB_API_KEY": "y",
|
"FINNHUB_API_KEY": "y",
|
||||||
"CRYPTOPANIC_KEY": "z",
|
"CRYPTOPANIC_KEY": "z",
|
||||||
@@ -49,8 +41,7 @@ def test_settings_load_minimal(monkeypatch):
|
|||||||
assert s.testnet_token.get_secret_value() == "t_test_123"
|
assert s.testnet_token.get_secret_value() == "t_test_123"
|
||||||
assert s.mainnet_token.get_secret_value() == "t_live_456"
|
assert s.mainnet_token.get_secret_value() == "t_live_456"
|
||||||
assert s.deribit.url_testnet.endswith("test.deribit.com/api/v2")
|
assert s.deribit.url_testnet.endswith("test.deribit.com/api/v2")
|
||||||
assert s.bybit.max_leverage == 3
|
assert s.deribit.max_leverage == 3
|
||||||
assert s.alpaca.max_leverage == 1
|
|
||||||
|
|
||||||
|
|
||||||
def test_settings_missing_token_fails(monkeypatch, tmp_path):
|
def test_settings_missing_token_fails(monkeypatch, tmp_path):
|
||||||
|
|||||||
Reference in New Issue
Block a user