AdrianoDev
570 lines
20 KiB
Python
570 lines
20 KiB
Python
from __future__ import annotations
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import os
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from fastapi import Depends, FastAPI, HTTPException
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from mcp_common.auth import Principal, TokenStore, require_principal
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from mcp_common.mcp_bridge import mount_mcp_endpoint
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from mcp_common.risk_guard import (
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enforce_aggregate,
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enforce_leverage,
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enforce_single_notional,
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)
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from mcp_common.server import build_app
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from pydantic import BaseModel, field_validator, model_validator
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from mcp_deribit.client import DeribitClient
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# --- Body models ---
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class GetTickerReq(BaseModel):
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instrument_name: str | None = None
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instrument: str | None = None
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model_config = {"extra": "allow"}
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@model_validator(mode="after")
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def _normalize(self):
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sym = self.instrument_name or self.instrument
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if not sym:
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raise ValueError("instrument_name (or instrument) is required")
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self.instrument_name = sym
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return self
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class GetTickerBatchReq(BaseModel):
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instrument_names: list[str] | None = None
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instruments: list[str] | None = None
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model_config = {"extra": "allow"}
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@model_validator(mode="after")
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def _normalize(self):
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names = self.instrument_names or self.instruments
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if not names:
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raise ValueError("instrument_names (or instruments) is required")
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self.instrument_names = names
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return self
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class GetInstrumentsReq(BaseModel):
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currency: str
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kind: str | None = None
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expiry_from: str | None = None
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expiry_to: str | None = None
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strike_min: float | None = None
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strike_max: float | None = None
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min_open_interest: float | None = None
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limit: int = 100
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offset: int = 0
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class GetOrderbookReq(BaseModel):
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instrument_name: str
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depth: int = 10
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class GetPositionsReq(BaseModel):
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currency: str = "USDC"
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class GetAccountSummaryReq(BaseModel):
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currency: str = "USDC"
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class GetTradeHistoryReq(BaseModel):
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limit: int = 100
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instrument_name: str | None = None
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class GetHistoricalReq(BaseModel):
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instrument: str
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start_date: str
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end_date: str
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resolution: str = "1h"
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class GetDvolReq(BaseModel):
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currency: str = "BTC"
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start_date: str
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end_date: str
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resolution: str = "1D"
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class GetDvolHistoryReq(BaseModel):
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currency: str = "BTC"
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lookback_days: int = 90
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class GetIvRankReq(BaseModel):
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instrument: str
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class GetRealizedVolReq(BaseModel):
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currency: str = "BTC"
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windows: list[int] = [14, 30]
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class GetGexReq(BaseModel):
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currency: str
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expiry_from: str | None = None
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expiry_to: str | None = None
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top_n_strikes: int = 50
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class GetPcRatioReq(BaseModel):
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currency: str
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class GetSkew25dReq(BaseModel):
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currency: str
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expiry: str
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class GetTermStructureReq(BaseModel):
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currency: str
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class CalculateSpreadPayoffReq(BaseModel):
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legs: list[dict]
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quote_currency: str = "USD"
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class RunBacktestReq(BaseModel):
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strategy_name: str
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underlying: str = "BTC"
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lookback_days: int = 30
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resolution: str = "4h"
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entry_rules: dict | None = None
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exit_rules: dict | None = None
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class FindByDeltaReq(BaseModel):
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currency: str
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expiry: str
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target_delta: float
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option_type: str
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max_results: int = 3
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min_open_interest: float = 100.0
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min_volume_24h: float = 20.0
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class GetIndicatorsReq(BaseModel):
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instrument: str
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indicators: list[str]
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start_date: str
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end_date: str
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resolution: str = "1h"
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@field_validator("indicators", mode="before")
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@classmethod
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def _coerce_indicators(cls, v):
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if isinstance(v, str):
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import json
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s = v.strip()
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if s.startswith("["):
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try:
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parsed = json.loads(s)
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if isinstance(parsed, list):
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return [str(x).strip() for x in parsed if str(x).strip()]
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except json.JSONDecodeError:
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pass
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return [x.strip() for x in s.split(",") if x.strip()]
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if isinstance(v, list):
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return v
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raise ValueError(
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"indicators must be a list like ['rsi','atr','macd'] "
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"or a comma-separated string like 'rsi,atr,macd'"
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)
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class PlaceOrderReq(BaseModel):
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instrument_name: str
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side: str # "buy" | "sell"
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amount: float
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type: str = "limit"
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price: float | None = None
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reduce_only: bool = False
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post_only: bool = False
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label: str | None = None
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leverage: int | None = None # CER-016: None → default cap (3x)
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class CancelOrderReq(BaseModel):
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order_id: str
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class SetStopLossReq(BaseModel):
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order_id: str
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stop_price: float
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class SetTakeProfitReq(BaseModel):
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order_id: str
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tp_price: float
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class ClosePositionReq(BaseModel):
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instrument_name: str
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# --- CER-016 notional helpers ---
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async def _compute_notional_deribit(client: DeribitClient, body: PlaceOrderReq) -> float:
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"""Stima notional in USD per un ordine Deribit.
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- Perp USDC: contract size = 1 USD → amount è già notional USD.
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- Options: amount è in base asset (BTC/ETH) → moltiplica per index price.
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- Altri perp BTC/ETH: amount in USD notional.
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"""
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name = body.instrument_name.upper()
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if name.endswith("-PERPETUAL"):
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return float(body.amount)
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ref_price: float | None = body.price
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if ref_price is None:
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try:
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tk = await client.get_ticker(body.instrument_name)
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ref_price = tk.get("mark_price") or tk.get("last_price")
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except Exception:
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ref_price = None
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if not ref_price:
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return float(body.amount)
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return float(body.amount) * float(ref_price)
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async def _current_aggregate_deribit(client: DeribitClient) -> float:
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"""Somma notional posizioni aperte su Deribit (USDC)."""
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try:
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positions = await client.get_positions("USDC")
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except Exception:
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return 0.0
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total = 0.0
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for p in positions or []:
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size = abs(float(p.get("size") or 0))
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name = str(p.get("instrument") or "").upper()
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if name.endswith("-PERPETUAL"):
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total += size
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else:
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mark = float(p.get("mark_price") or 0)
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total += size * mark
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return total
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# --- ACL helper ---
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def _check(principal: Principal, *, core: bool = False, observer: bool = False) -> None:
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allowed: set[str] = set()
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if core:
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allowed.add("core")
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if observer:
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allowed.add("observer")
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if not (principal.capabilities & allowed):
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raise HTTPException(403, f"capability required: {allowed}")
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# --- App factory ---
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def create_app(*, client: DeribitClient, token_store: TokenStore) -> FastAPI:
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from contextlib import asynccontextmanager
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# CER-016: pre-set leverage 3x su perp principali al boot (best-effort).
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@asynccontextmanager
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async def _lifespan(_app: FastAPI):
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cap = enforce_leverage(None)
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for inst in ("BTC-PERPETUAL", "ETH-PERPETUAL"):
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try:
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await client.set_leverage(inst, cap)
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except Exception:
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pass
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yield
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app = build_app(
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name="mcp-deribit",
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version="0.1.0",
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token_store=token_store,
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lifespan=_lifespan,
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)
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# --- Read tools: core + observer ---
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@app.post("/tools/is_testnet", tags=["reads"])
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async def t_is_testnet(principal: Principal = Depends(require_principal)):
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_check(principal, core=True, observer=True)
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return client.is_testnet()
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@app.post("/tools/get_ticker", tags=["reads"])
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async def t_get_ticker(
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body: GetTickerReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_ticker(body.instrument_name)
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@app.post("/tools/get_ticker_batch", tags=["reads"])
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async def t_get_ticker_batch(
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body: GetTickerBatchReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_ticker_batch(body.instrument_names)
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@app.post("/tools/get_instruments", tags=["reads"])
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async def t_get_instruments(
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body: GetInstrumentsReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_instruments(
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currency=body.currency,
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kind=body.kind,
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expiry_from=body.expiry_from,
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expiry_to=body.expiry_to,
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strike_min=body.strike_min,
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strike_max=body.strike_max,
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min_open_interest=body.min_open_interest,
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limit=body.limit,
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offset=body.offset,
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)
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@app.post("/tools/get_orderbook", tags=["reads"])
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async def t_get_orderbook(
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body: GetOrderbookReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_orderbook(body.instrument_name, body.depth)
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@app.post("/tools/get_positions", tags=["reads"])
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async def t_get_positions(
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body: GetPositionsReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_positions(body.currency)
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@app.post("/tools/get_account_summary", tags=["reads"])
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async def t_get_account_summary(
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body: GetAccountSummaryReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_account_summary(body.currency)
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@app.post("/tools/get_trade_history", tags=["reads"])
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async def t_get_trade_history(
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body: GetTradeHistoryReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_trade_history(body.limit, body.instrument_name)
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@app.post("/tools/get_historical", tags=["reads"])
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async def t_get_historical(
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body: GetHistoricalReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_historical(
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body.instrument, body.start_date, body.end_date, body.resolution
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)
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@app.post("/tools/get_dvol", tags=["reads"])
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async def t_get_dvol(
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body: GetDvolReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_dvol(
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body.currency, body.start_date, body.end_date, body.resolution
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)
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@app.post("/tools/get_gex", tags=["reads"])
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async def t_get_gex(
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body: GetGexReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_gex(
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body.currency, body.expiry_from, body.expiry_to, body.top_n_strikes
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)
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@app.post("/tools/get_pc_ratio", tags=["reads"])
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async def t_get_pc_ratio(
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body: GetPcRatioReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_pc_ratio(body.currency)
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@app.post("/tools/get_skew_25d", tags=["reads"])
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async def t_get_skew_25d(
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body: GetSkew25dReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_skew_25d(body.currency, body.expiry)
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@app.post("/tools/get_term_structure", tags=["reads"])
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async def t_get_term_structure(
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body: GetTermStructureReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_term_structure(body.currency)
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@app.post("/tools/run_backtest", tags=["writes"])
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async def t_run_backtest(
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body: RunBacktestReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.run_backtest(
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strategy_name=body.strategy_name,
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underlying=body.underlying,
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lookback_days=body.lookback_days,
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resolution=body.resolution,
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entry_rules=body.entry_rules,
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exit_rules=body.exit_rules,
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)
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@app.post("/tools/calculate_spread_payoff", tags=["writes"])
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async def t_calculate_spread_payoff(
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body: CalculateSpreadPayoffReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.calculate_spread_payoff(body.legs, body.quote_currency)
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@app.post("/tools/find_by_delta", tags=["writes"])
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async def t_find_by_delta(
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body: FindByDeltaReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.find_by_delta(
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currency=body.currency,
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expiry=body.expiry,
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target_delta=body.target_delta,
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option_type=body.option_type,
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max_results=body.max_results,
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min_open_interest=body.min_open_interest,
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min_volume_24h=body.min_volume_24h,
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)
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@app.post("/tools/get_iv_rank", tags=["reads"])
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async def t_get_iv_rank(
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body: GetIvRankReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_iv_rank(body.instrument)
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@app.post("/tools/get_dvol_history", tags=["reads"])
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async def t_get_dvol_history(
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body: GetDvolHistoryReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_dvol_history(body.currency, body.lookback_days)
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@app.post("/tools/get_realized_vol", tags=["reads"])
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async def t_get_realized_vol(
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body: GetRealizedVolReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_realized_vol(body.currency, body.windows)
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@app.post("/tools/get_technical_indicators", tags=["reads"])
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async def t_get_indicators(
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body: GetIndicatorsReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True, observer=True)
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return await client.get_technical_indicators(
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body.instrument,
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body.indicators,
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body.start_date,
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body.end_date,
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body.resolution,
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)
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# --- Write tools: core only ---
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@app.post("/tools/place_order", tags=["writes"])
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async def t_place_order(
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body: PlaceOrderReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True)
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lev = enforce_leverage(body.leverage)
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if not body.reduce_only:
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notional = await _compute_notional_deribit(client, body)
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enforce_single_notional(
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notional, exchange="deribit", instrument=body.instrument_name
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)
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agg = await _current_aggregate_deribit(client)
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enforce_aggregate(agg, notional)
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if lev != enforce_leverage(None):
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try:
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await client.set_leverage(body.instrument_name, lev)
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except Exception:
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pass
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return await client.place_order(
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instrument_name=body.instrument_name,
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side=body.side,
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amount=body.amount,
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type=body.type,
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price=body.price,
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reduce_only=body.reduce_only,
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post_only=body.post_only,
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label=body.label,
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)
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@app.post("/tools/cancel_order", tags=["writes"])
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async def t_cancel_order(
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body: CancelOrderReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True)
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return await client.cancel_order(body.order_id)
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@app.post("/tools/set_stop_loss", tags=["writes"])
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async def t_set_sl(
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body: SetStopLossReq, principal: Principal = Depends(require_principal)
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):
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_check(principal, core=True)
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return await client.set_stop_loss(body.order_id, body.stop_price)
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@app.post("/tools/set_take_profit", tags=["writes"])
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async def t_set_tp(
|
||
body: SetTakeProfitReq, principal: Principal = Depends(require_principal)
|
||
):
|
||
_check(principal, core=True)
|
||
return await client.set_take_profit(body.order_id, body.tp_price)
|
||
|
||
@app.post("/tools/close_position", tags=["writes"])
|
||
async def t_close_position(
|
||
body: ClosePositionReq, principal: Principal = Depends(require_principal)
|
||
):
|
||
_check(principal, core=True)
|
||
return await client.close_position(body.instrument_name)
|
||
|
||
# ───── MCP endpoint (/mcp) — bridge verso /tools/* ─────
|
||
port = int(os.environ.get("PORT", "9011"))
|
||
mount_mcp_endpoint(
|
||
app,
|
||
name="cerbero-deribit",
|
||
version="0.1.0",
|
||
token_store=token_store,
|
||
internal_base_url=f"http://localhost:{port}",
|
||
tools=[
|
||
{"name": "is_testnet", "description": "True se client Deribit è in modalità testnet."},
|
||
{"name": "get_ticker", "description": "Ticker di un instrument Deribit."},
|
||
{"name": "get_ticker_batch", "description": "Ticker per N instruments in parallelo (max 20)."},
|
||
{"name": "get_instruments", "description": "Lista instruments per currency."},
|
||
{"name": "get_orderbook", "description": "Orderbook L1/L2 per instrument."},
|
||
{"name": "get_positions", "description": "Posizioni aperte."},
|
||
{"name": "get_account_summary", "description": "Summary account (equity, balance)."},
|
||
{"name": "get_trade_history", "description": "Storia trade recenti."},
|
||
{"name": "get_historical", "description": "OHLCV storico."},
|
||
{"name": "get_dvol", "description": "Deribit Volatility Index (DVOL) OHLC per currency (BTC/ETH)."},
|
||
{"name": "get_dvol_history", "description": "DVOL time series + percentili su lookback_days."},
|
||
{"name": "get_iv_rank", "description": "IV rank 30/90/365d di un instrument vs DVOL storico della currency."},
|
||
{"name": "find_by_delta", "description": "Trova strike con delta più vicino a target, filtrato per liquidità (OI/vol)."},
|
||
{"name": "calculate_spread_payoff", "description": "Payoff/greci/max P-L/break-even/fee per struttura multi-leg."},
|
||
{"name": "run_backtest", "description": "Heuristic backtest RSI-based su storia OHLCV per threshold accept/marginal/reject."},
|
||
{"name": "get_term_structure", "description": "IV ATM per ogni expiry disponibile, detect contango/backwardation."},
|
||
{"name": "get_skew_25d", "description": "Skew 25-delta put/call IV + risk reversal + butterfly per expiry."},
|
||
{"name": "get_pc_ratio", "description": "Put/Call ratio aggregato su OI e volume 24h."},
|
||
{"name": "get_gex", "description": "Gamma exposure per strike + zero gamma level (top N strikes per OI)."},
|
||
{"name": "get_technical_indicators", "description": "Indicatori tecnici (RSI, MACD, ATR, ADX)."},
|
||
{"name": "get_realized_vol", "description": "Volatilità realizzata annualizzata (log-return std) BTC/ETH + spread IV−RV."},
|
||
{"name": "place_order", "description": "Invia ordine (CORE only, testnet)."},
|
||
{"name": "cancel_order", "description": "Cancella ordine."},
|
||
{"name": "set_stop_loss", "description": "Setta stop loss su posizione."},
|
||
{"name": "set_take_profit", "description": "Setta take profit su posizione."},
|
||
{"name": "close_position", "description": "Chiude posizione aperta."},
|
||
],
|
||
)
|
||
|
||
return app
|