Adriano
bc75d3980a
Add a common cross-exchange interface (/mcp) over the integrated venues
(deribit, hyperliquid):
- get_instruments: uniform schema where each row carries its own
`exchange`, `fees` (maker/taker, live from Deribit, null where the
venue has no per-instrument schedule) and `history_start` (listing
date, live from Deribit creation_timestamp), plus type/tick_size and a
lossless `native` blob. Optional `exchange` filter; fan-out otherwise.
- get_historical: generalized to {exchange, instrument, interval,
start_date, end_date}, returning a single chosen venue's candles.
Consensus merge stays available on /mcp-cross.
New: routers/unified.py, exchanges/cross/instruments.py (normalizers),
UnifiedClient in cross/client.py, schemas in cross/tools.py. Deribit
get_instruments now also surfaces maker/taker_commission and
creation_timestamp (additive).
Retire Bybit and Alpaca from the API surface: move clients, routers,
settings classes and their tests under old/ (history preserved via
git mv); drop them from the builder, /mcp-cross dispatch and symbol_map.
Bybit remains a public funding/OI data source in sentiment (not the
trading client). IBKR is intentionally excluded from /mcp for now.
Docs: rewrite API_REFERENCE.md (remove Bybit/Alpaca, document /mcp,
clarify that data_timestamp is injected globally by middleware).
Tests: add unified-interface coverage; update cross/settings/builder/boot
tests for the reduced venue set. Fix a pre-existing flaky assertion in
the Hyperliquid signing test (r/s use eth_utils.to_hex like the official
SDK, so a leading zero byte yields <66 chars ~1/256 of the time).
323 passed, ruff clean.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
112 lines
3.8 KiB
Python
112 lines
3.8 KiB
Python
from __future__ import annotations
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from typing import Any
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import pytest
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from cerbero_mcp.exchanges.cross.client import CrossClient
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from fastapi import HTTPException
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class _Fake:
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def __init__(self, candles: list[dict[str, Any]] | None = None,
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*, raises: Exception | None = None):
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self._candles = candles or []
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self._raises = raises
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self.calls: list[dict[str, Any]] = []
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async def get_historical(self, **kwargs: Any) -> dict[str, Any]:
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if self._raises:
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raise self._raises
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self.calls.append(kwargs)
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return {"candles": list(self._candles)}
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class _FakeRegistry:
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def __init__(self, clients: dict[str, _Fake]):
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self._clients = clients
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async def get(self, exchange: str, env: str) -> _Fake:
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if exchange not in self._clients:
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raise KeyError(exchange)
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return self._clients[exchange]
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def _c(ts: int, close: float = 100.0) -> dict[str, Any]:
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return {"timestamp": ts, "open": close, "high": close, "low": close,
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"close": close, "volume": 1.0}
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@pytest.mark.asyncio
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async def test_crypto_two_sources_aggregates():
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fakes = {
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"hyperliquid": _Fake([_c(1, 100), _c(2, 200)]),
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"deribit": _Fake([_c(1, 100), _c(2, 200)]),
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}
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cc = CrossClient(_FakeRegistry(fakes), env="mainnet")
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out = await cc.get_historical(
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symbol="BTC", asset_class="crypto", interval="1h",
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start_date="2026-05-09T00:00:00", end_date="2026-05-10T00:00:00",
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)
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assert out["symbol"] == "BTC"
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assert out["asset_class"] == "crypto"
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assert len(out["candles"]) == 2
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assert out["candles"][0]["sources"] == 2
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assert out["candles"][0]["div_pct"] == 0.0
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assert set(out["sources_used"]) == {"hyperliquid", "deribit"}
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assert out["failed_sources"] == []
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@pytest.mark.asyncio
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async def test_crypto_partial_failure_returns_partial_with_warning():
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fakes = {
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"hyperliquid": _Fake([_c(1, 100)]),
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"deribit": _Fake(raises=RuntimeError("upstream down")),
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}
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cc = CrossClient(_FakeRegistry(fakes), env="mainnet")
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out = await cc.get_historical(
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symbol="BTC", asset_class="crypto", interval="1h",
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start_date="2026-05-09T00:00:00", end_date="2026-05-10T00:00:00",
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)
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assert out["candles"][0]["sources"] == 1
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assert set(out["sources_used"]) == {"hyperliquid"}
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assert len(out["failed_sources"]) == 1
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assert out["failed_sources"][0]["exchange"] == "deribit"
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assert "upstream down" in out["failed_sources"][0]["error"]
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@pytest.mark.asyncio
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async def test_all_sources_fail_raises_502():
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fakes = {
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"hyperliquid": _Fake(raises=RuntimeError("b")),
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"deribit": _Fake(raises=RuntimeError("c")),
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}
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cc = CrossClient(_FakeRegistry(fakes), env="mainnet")
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with pytest.raises(HTTPException) as exc_info:
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await cc.get_historical(
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symbol="BTC", asset_class="crypto", interval="1h",
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start_date="2026-05-09T00:00:00", end_date="2026-05-10T00:00:00",
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)
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assert exc_info.value.status_code == 502
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@pytest.mark.asyncio
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async def test_unsupported_symbol_raises_400():
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cc = CrossClient(_FakeRegistry({}), env="mainnet")
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with pytest.raises(HTTPException) as exc_info:
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await cc.get_historical(
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symbol="NONEXISTENT", asset_class="crypto", interval="1h",
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start_date="2026-05-09T00:00:00", end_date="2026-05-10T00:00:00",
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)
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assert exc_info.value.status_code == 400
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@pytest.mark.asyncio
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async def test_unsupported_interval_raises_400():
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cc = CrossClient(_FakeRegistry({}), env="mainnet")
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with pytest.raises(HTTPException) as exc_info:
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await cc.get_historical(
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symbol="BTC", asset_class="crypto", interval="3h",
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start_date="2026-05-09T00:00:00", end_date="2026-05-10T00:00:00",
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)
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assert exc_info.value.status_code == 400
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