feat(goal50): CC01 regime watch (funding 30g HL, trigger 10/15% ann.) + diario R1 yield/basis

R1 (web): carry al fondo del ciclo (BTC 0-4%, ETH negativo), Aave 4-5% = pavimento, 0k -> 2.5-4 eur/g; MiCA lascia a IT esattamente Deribit+HL; fisco 33% dal 2026 (muro capitale x1.5). Watcher read-only, oggi: BTC +8.4% / ETH +7.4% 30g = QUIET. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-24 20:57:13 +00:00
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+"""cc01_regime_watch — trigger di regime per riaprire il dossier CASH-AND-CARRY (2026-07-24).
+
+CONTESTO. CC01 (basis/funding carry) e' un LEAD archiviato: premio REALE ma procyclico
+(diario 2026-06-26-cash-carry-hl.md), non uno sleeve. La ricerca 2026-07-24 (goal50, R1)
+ha confermato il ciclo live: funding BTC +70% ann. (gen 2026) -> -3.4% (mag) -> ~0-4% (lug).
+Regola decisa: il dossier si riapre SOLO quando il funding medio 1-MESE e' sostenutamente
+ricco — non sugli spike (gen-2026 style, spariti in settimane).
+
+Questo watcher legge gli ultimi ~35g di funding orario BTC/ETH dall'API pubblica
+Hyperliquid (tokenless, stessa fonte certificata di fetch_hl_funding.py) e stampa:
+  - media 30g e 7g annualizzate per BTC/ETH
+  - stato trigger: QUIET (<10% ann.) | WARN (>=10%) | ALERT (>=15% -> riaprire CC01,
+    che resta comunque vincolato a ~$20k+ di capitale e venue con funding eseguibile).
+
+Uso: `uv run python scripts/live/cc01_regime_watch.py`
+(candidato a una riga in cron_daily.sh: e' read-only, nessun ordine, nessuno stato.)
+"""
+from __future__ import annotations
+
+import datetime as dt
+import time
+
+import numpy as np
+import requests
+
+HL_INFO = "https://api.hyperliquid.xyz/info"
+HOURS_PER_YEAR = 24 * 365
+WARN_ANN = 0.10    # >=10% ann. su media 30g -> WARN
+ALERT_ANN = 0.15   # >=15% ann. su media 30g -> ALERT: riaprire il dossier CC01
+
+
+def _post(payload: dict, max_retry: int = 6):
+    delay = 1.0
+    for _ in range(max_retry):
+        r = requests.post(HL_INFO, json=payload, timeout=30)
+        if r.status_code == 429 or r.status_code >= 500:
+            time.sleep(delay)
+            delay = min(delay * 2, 20)
+            continue
+        r.raise_for_status()
+        return r.json()
+    r.raise_for_status()
+    return r.json()
+
+
+def fetch_recent_funding(coin: str, days: int = 35) -> np.ndarray:
+    """Funding orario degli ultimi `days` giorni (paginato, max 500/req)."""
+    start = int((dt.datetime.now(dt.timezone.utc)
+                 - dt.timedelta(days=days)).timestamp() * 1000)
+    rows, seen = [], set()
+    while True:
+        d = _post({"type": "fundingHistory", "coin": coin, "startTime": start})
+        if not d:
+            break
+        new = [x for x in d if x["time"] not in seen]
+        if not new:
+            break
+        for x in new:
+            seen.add(x["time"])
+            rows.append((x["time"], float(x["fundingRate"])))
+        start = new[-1]["time"] + 1
+        if len(d) < 500:
+            break
+    rows.sort()
+    return np.array([r for _, r in rows], dtype=float)
+
+
+def main() -> None:
+    print("=" * 78)
+    print("  CC01 REGIME WATCH — funding medio 1-mese (Hyperliquid, orario, tokenless)")
+    print("=" * 78)
+    worst = "QUIET"
+    for coin in ("BTC", "ETH"):
+        f = fetch_recent_funding(coin)
+        if len(f) < 24 * 7:
+            print(f"  {coin}: dati insufficienti ({len(f)} ore) — check API")
+            continue
+        ann30 = float(f[-24 * 30:].mean()) * HOURS_PER_YEAR
+        ann7 = float(f[-24 * 7:].mean()) * HOURS_PER_YEAR
+        state = ("ALERT" if ann30 >= ALERT_ANN else
+                 "WARN" if ann30 >= WARN_ANN else "QUIET")
+        if state == "ALERT" or (state == "WARN" and worst == "QUIET"):
+            worst = state
+        print(f"  {coin}:  media 30g {ann30:+7.1%} ann.   media 7g {ann7:+7.1%} ann.   -> {state}")
+    print("-" * 78)
+    if worst == "ALERT":
+        print("  >>> ALERT CC01: funding 30g >= 15% ann. — regime ricco SOSTENUTO.")
+        print("      Riaprire il dossier cash-and-carry (vincoli invariati: ~$20k+,")
+        print("      venue con funding eseguibile, tail risk NON nel dataset).")
+    elif worst == "WARN":
+        print("  >> WARN: funding 30g >= 10% ann. — osservare, non agire.")
+    else:
+        print("  regime QUIET: carry non raccoglibile (coerente con luglio 2026).")
+
+
+if __name__ == "__main__":
+    main()