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feat(live): micro-test esecuzione REALE su Deribit mainnet (USDC linear) — round-trip validato

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Primo ordine reale post-reset, a rischio ~0 ($6 notional, leva 0.011x). Scoperto che il conto e'
USDC -> strumento eseguibile = perp LINEARE BTC_USDC-PERPETUAL (l'inverse BTC-PERPETUAL fallisce
'not_enough_funds'). Round-trip BUY/SELL reduce_only verificato: fill reali, fee reali (0.0064 USDC),
posizione tornata a FLAT, costo totale $0.0071.

- src/live/execution.py  : DeribitTrader (estende DeribitRead) con market order + verifica posizione,
  GUARDRAIL hard (solo BTC_USDC-PERPETUAL, amount <= 0.0002 BTC). Niente leva per-ordine (Deribit non
  la accetta: l'esposizione la decide la SIZE).
- scripts/live/microtest.py : runner round-trip, default DRY-RUN, --live per inviare. Pre-flight ABORT
  se posizione preesistente; chiusura reduce_only; verifica ritorno a FLAT.
- src/live/deribit.py    : aggiunti spec contratto LINEARI USDC (BTC/ETH_USDC-PERPETUAL).

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
This commit is contained in:
Adriano Dal Pastro
2026-06-20 15:06:53 +00:00
parent 715f197cf2
commit c00f6016df
3 changed files with 175 additions and 1 deletions
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src/live/deribit.py
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@@ -21,10 +21,14 @@ PROJECT_ROOT = Path(__file__).resolve().parents[2]
BASE_URL = os.environ.get("CERBERO_BASE_URL", "https://cerbero-mcp.tielogic.xyz")
TIMEOUT = 15
# Inverse perp: amount = USD notional, step in USD. settle = base-coin (per get_positions/fee).
# Inverse perp: amount = USD notional, step in USD, settle = base-coin (BTC/ETH).
# Linear USDC perp: amount = base-coin (BTC/ETH), step in base-coin, settle = USDC (margine USDC).
# NB il conto reale e' USDC -> gli strumenti ESEGUIBILI sono i LINEARI _USDC-PERPETUAL.
_CONTRACT = {
"BTC-PERPETUAL": {"min": 10.0, "step": 10.0, "tick": 0.5, "settle": "BTC"},
"ETH-PERPETUAL": {"min": 1.0, "step": 1.0, "tick": 0.05, "settle": "ETH"},
"BTC_USDC-PERPETUAL": {"min": 0.0001, "step": 0.0001, "tick": 0.5, "settle": "USDC", "linear": True},
"ETH_USDC-PERPETUAL": {"min": 0.001, "step": 0.001, "tick": 0.05, "settle": "USDC", "linear": True},
}
INSTRUMENT = {"BTC": "BTC-PERPETUAL", "ETH": "ETH-PERPETUAL"}