feat(live): esecuzione REALE su Deribit testnet (shadow) per i 6 fade sui lineari USDC
- ExecutionClient: notional->amount (lineare USDC + inverse), open/close_amount reduce-only, verifica sul trade (order_id), fee reali lette dai trades[] - CerberoClient: place_order market + reduce_only, get_trade_history - StrategyWorker: shadow (REAL_OPEN/REAL_CLOSE accanto al sim), ledger reale parallelo persistito, confronto slippage/fee sim-vs-reale - runner+portfolios.yml: config execution (6 fade MR01/MR02/MR07 x BTC/ETH su BTC_USDC/ETH_USDC-PERPETUAL), capitale 2000 - smoke: live_exec_smoke (layer) + live_shadow_smoke (catena worker), provati su testnet Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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# (definito in scripts/portfolios/_defs.py) e ne fa l'override dei parametri operativi.
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active: PORT06 # default raccomandato: master + shape
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overrides:
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total_capital: 1000
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total_capital: 2000
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weighting: cap # equal | cap | inverse_vol | cluster_rp | manual
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caps: {PAIRS: 0.33}
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leverage: 2 # sobrio per il live reale
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rebalance: 1D
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poll_seconds: 60
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# Esecuzione REALE su Deribit testnet, in SHADOW (sim + reale in parallelo).
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# Solo i 6 fade single-leg (MR01/MR02/MR07 x BTC/ETH); ordini sui LINEARI USDC
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# (payoff lineare = matematica del backtest; fee/PnL in USDC). Gli altri sleeve
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# (pairs/rotation/tsmom/shape/dip) restano simulati.
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execution:
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enabled: true
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sleeves: [MR01, MR02, MR07]
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instruments:
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BTC: BTC_USDC-PERPETUAL
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ETH: ETH_USDC-PERPETUAL
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