Adriano
6faf21369d
Consolidate the cross-cutting data tools onto the unified interface and remove their per-exchange duplicates. - /mcp/tools/get_historical: single call, `exchange` now optional. Set → that venue's candles (native symbol); omitted → cross-exchange consensus (canonical symbol, median OHLC + div_pct). Folds in the former /mcp-cross consensus, whose router is deleted. - /mcp/tools/get_indicators: new common tool computing sma/rsi/atr/macd/adx over the single-or-consensus series. Computation centralized in common/indicators.py::compute_indicators (was duplicated per exchange). - Remove get_historical from /mcp-deribit and /mcp-hyperliquid; remove get_technical_indicators (deribit) and get_indicators (hyperliquid), including the now-dead client methods, Req schemas and tool wrappers. The client get_historical METHODS stay (used by the unified dispatch). Tests: rewrite cross tests into test_unified (instruments, historical single + consensus + failures, indicators single + consensus); drop the old CrossClient test; tighten app-boot surface assertions (/mcp owns the data tools; no /mcp-cross, no per-exchange historical/indicators). Docs: API_REFERENCE / README / CLAUDE updated; smoke run_unified.sh now covers consensus + indicators. 324 passed, ruff clean. Verified live against Deribit/Hyperliquid. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
265 lines
10 KiB
Python
265 lines
10 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 UnifiedClient
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from cerbero_mcp.exchanges.cross.instruments import (
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normalize_deribit,
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normalize_hyperliquid,
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)
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from fastapi import HTTPException
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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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# ── Normalizers ──────────────────────────────────────────────────────
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def test_normalize_deribit_populates_fees_and_history_start():
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rows = [{
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"name": "BTC-PERPETUAL", "kind": "future", "tick_size": 0.5,
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"maker_commission": 0.0, "taker_commission": 0.0005,
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"creation_timestamp": 1534377600000, # 2018-08-16
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"open_interest": 123.0,
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}]
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inst = normalize_deribit(rows)[0]
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assert inst["exchange"] == "deribit"
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assert inst["symbol"] == "BTC-PERPETUAL"
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assert inst["type"] == "perpetual"
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assert inst["fees"] == {"maker": 0.0, "taker": 0.0005}
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assert inst["history_start"] == "2018-08-16"
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assert inst["tick_size"] == 0.5
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assert inst["native"]["open_interest"] == 123.0
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def test_normalize_deribit_dated_future_is_future():
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assert normalize_deribit([{"name": "BTC-27JUN25", "kind": "future"}])[0]["type"] == "future"
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def test_normalize_deribit_option():
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assert normalize_deribit([{"name": "BTC-27JUN25-100000-C", "kind": "option"}])[0]["type"] == "option"
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def test_normalize_deribit_fees_none_when_absent():
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inst = normalize_deribit([{"name": "X", "kind": "future"}])[0]
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assert inst["fees"] is None and inst["history_start"] is None
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def test_normalize_hyperliquid_leaves_fees_and_history_none():
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rows = [{"asset": "BTC", "mark_price": 100.0, "funding_rate": 0.0001,
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"open_interest": 5.0, "volume_24h": 9.0, "max_leverage": 50}]
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inst = normalize_hyperliquid(rows)[0]
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assert inst["exchange"] == "hyperliquid"
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assert inst["symbol"] == "BTC"
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assert inst["type"] == "perpetual"
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assert inst["fees"] is None and inst["history_start"] is None
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assert inst["native"]["max_leverage"] == 50
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# ── Fakes ────────────────────────────────────────────────────────────
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class _FakeDeribit:
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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 [_c(1, 100), _c(2, 200)]
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self._raises = raises
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async def get_instruments(self, **kwargs: Any) -> dict[str, Any]:
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return {"instruments": [{
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"name": "BTC-PERPETUAL", "kind": "future", "tick_size": 0.5,
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"maker_commission": 0.0, "taker_commission": 0.0005,
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"creation_timestamp": 1534377600000,
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}]}
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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.hist_call = kwargs
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return {"candles": list(self._candles)}
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class _FakeHyperliquid:
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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 [_c(1, 100), _c(2, 200)]
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self._raises = raises
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async def get_markets(self) -> list[dict[str, Any]]:
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return [{"asset": "BTC", "mark_price": 1.0, "funding_rate": 0.0,
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"open_interest": 1.0, "volume_24h": 1.0, "max_leverage": 50}]
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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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return {"candles": list(self._candles)}
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class _FakeRegistry:
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def __init__(self, clients: dict[str, Any]):
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self._clients = clients
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async def get(self, exchange: str, env: str) -> Any:
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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 _both() -> UnifiedClient:
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return UnifiedClient(
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_FakeRegistry({"deribit": _FakeDeribit(), "hyperliquid": _FakeHyperliquid()}),
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env="mainnet",
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)
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# ── get_instruments ──────────────────────────────────────────────────
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@pytest.mark.asyncio
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async def test_get_instruments_fans_out_all_venues():
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out = await _both().get_instruments()
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assert {i["exchange"] for i in out["instruments"]} == {"deribit", "hyperliquid"}
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assert out["failed_sources"] == []
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@pytest.mark.asyncio
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async def test_get_instruments_single_exchange_filter():
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out = await _both().get_instruments(exchange="deribit")
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assert {i["exchange"] for i in out["instruments"]} == {"deribit"}
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@pytest.mark.asyncio
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async def test_get_instruments_unsupported_exchange_raises_400():
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with pytest.raises(HTTPException) as exc:
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await UnifiedClient(_FakeRegistry({}), env="mainnet").get_instruments(exchange="bybit")
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assert exc.value.status_code == 400
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@pytest.mark.asyncio
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async def test_get_instruments_partial_failure_reports_failed():
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uc = UnifiedClient(_FakeRegistry({"deribit": _FakeDeribit()}), env="mainnet")
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out = await uc.get_instruments()
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assert {i["exchange"] for i in out["instruments"]} == {"deribit"}
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assert [f["exchange"] for f in out["failed_sources"]] == ["hyperliquid"]
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# ── get_historical: single exchange ──────────────────────────────────
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@pytest.mark.asyncio
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async def test_get_historical_single_exchange():
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fake = _FakeDeribit()
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uc = UnifiedClient(_FakeRegistry({"deribit": fake}), env="mainnet")
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out = await uc.get_historical(
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exchange="deribit", instrument="BTC-PERPETUAL", interval="1h",
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start_date="2026-05-09", end_date="2026-05-10",
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)
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assert out["exchange"] == "deribit"
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assert out["instrument"] == "BTC-PERPETUAL"
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assert out["sources_used"] == ["deribit"]
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assert len(out["candles"]) == 2
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assert fake.hist_call["instrument"] == "BTC-PERPETUAL"
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@pytest.mark.asyncio
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async def test_get_historical_unsupported_exchange_raises_400():
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with pytest.raises(HTTPException) as exc:
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await UnifiedClient(_FakeRegistry({}), env="mainnet").get_historical(
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exchange="bybit", instrument="BTCUSDT", interval="1h",
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start_date="2026-05-09", end_date="2026-05-10",
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)
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assert exc.value.status_code == 400
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@pytest.mark.asyncio
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async def test_get_historical_unsupported_interval_raises_400():
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with pytest.raises(HTTPException) as exc:
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await _both().get_historical(
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exchange="deribit", instrument="BTC-PERPETUAL", interval="3h",
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start_date="2026-05-09", end_date="2026-05-10",
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)
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assert exc.value.status_code == 400
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# ── get_historical: consensus (exchange omitted) ─────────────────────
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@pytest.mark.asyncio
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async def test_get_historical_consensus_merges_sources():
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out = await _both().get_historical(
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instrument="BTC", interval="1h",
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start_date="2026-05-09", end_date="2026-05-10",
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)
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assert out["exchange"] is None
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assert out["instrument"] == "BTC"
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assert set(out["sources_used"]) == {"deribit", "hyperliquid"}
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assert out["candles"][0]["sources"] == 2
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assert out["failed_sources"] == []
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@pytest.mark.asyncio
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async def test_get_historical_consensus_partial_failure():
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uc = UnifiedClient(
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_FakeRegistry({"deribit": _FakeDeribit(raises=RuntimeError("down")),
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"hyperliquid": _FakeHyperliquid()}),
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env="mainnet",
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)
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out = await uc.get_historical(instrument="BTC", interval="1h",
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start_date="2026-05-09", end_date="2026-05-10")
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assert out["sources_used"] == ["hyperliquid"]
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assert [f["exchange"] for f in out["failed_sources"]] == ["deribit"]
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@pytest.mark.asyncio
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async def test_get_historical_consensus_all_fail_raises_502():
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uc = UnifiedClient(
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_FakeRegistry({"deribit": _FakeDeribit(raises=RuntimeError("a")),
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"hyperliquid": _FakeHyperliquid(raises=RuntimeError("b"))}),
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env="mainnet",
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)
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with pytest.raises(HTTPException) as exc:
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await uc.get_historical(instrument="BTC", interval="1h",
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start_date="2026-05-09", end_date="2026-05-10")
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assert exc.value.status_code == 502
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@pytest.mark.asyncio
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async def test_get_historical_consensus_unsupported_symbol_raises_400():
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with pytest.raises(HTTPException) as exc:
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await _both().get_historical(instrument="NOPE", interval="1h",
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start_date="2026-05-09", end_date="2026-05-10")
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assert exc.value.status_code == 400
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# ── get_indicators ───────────────────────────────────────────────────
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@pytest.mark.asyncio
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async def test_get_indicators_single_exchange():
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fake = _FakeDeribit(candles=[_c(i, 100 + i) for i in range(1, 40)])
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uc = UnifiedClient(_FakeRegistry({"deribit": fake}), env="mainnet")
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out = await uc.get_indicators(
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indicators=["rsi", "sma", "unknownX"], exchange="deribit",
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instrument="BTC-PERPETUAL", interval="1h",
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start_date="2026-05-01", end_date="2026-05-10",
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)
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assert out["exchange"] == "deribit"
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assert out["candles_used"] == 39
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assert set(out["indicators"].keys()) == {"rsi", "sma", "unknownx"}
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assert out["indicators"]["unknownx"] is None
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@pytest.mark.asyncio
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async def test_get_indicators_consensus():
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candles = [_c(i, 100 + i) for i in range(1, 40)]
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uc = UnifiedClient(
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_FakeRegistry({"deribit": _FakeDeribit(candles=candles),
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"hyperliquid": _FakeHyperliquid(candles=candles)}),
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env="mainnet",
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)
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out = await uc.get_indicators(
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indicators=["rsi"], instrument="BTC", interval="1h",
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start_date="2026-05-01", end_date="2026-05-10",
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)
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assert out["exchange"] is None
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assert set(out["sources_used"]) == {"deribit", "hyperliquid"}
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assert "rsi" in out["indicators"]
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