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>
2026-06-03 10:11:26 +00:00
parent 1f0c1ab02a
commit cb1b6ea46a
7 changed files with 563 additions and 6 deletions
@@ -0,0 +1,80 @@
+"""Smoke end-to-end dell'esecuzione REALE su Deribit testnet.
+
+Dimostra il giro completo che serve al live:
+  account → OPEN (ordine reale minimo) → VERIFICA posizione su Deribit →
+  FEE reale dai trade → CLOSE → VERIFICA flat → riepilogo.
+
+Usa il sizing MINIMO del contratto (BTC $10, ETH $1): costo testnet = €0.
+NON tocca il runner: e' solo una prova della macchina di esecuzione.
+
+    uv run python scripts/analysis/live_exec_smoke.py            # ETH + BTC
+    uv run python scripts/analysis/live_exec_smoke.py ETH-PERPETUAL
+"""
+from __future__ import annotations
+
+import sys
+
+from src.live.cerbero_client import CerberoClient
+from src.live.execution import ExecutionClient, contract_spec, settlement_currency
+
+
+def smoke_one(ex: ExecutionClient, instrument: str, notional: float = 10.0) -> bool:
+    spec = contract_spec(instrument)
+    cur = settlement_currency(instrument)
+    kind = "lineare USDC" if spec.get("linear") else "inverse"
+    print(f"\n===== {instrument} ({kind}, ~${notional:.0f} notional) =====")
+
+    pre = ex._position_size(instrument)
+    print(f"  posizione pre: {pre} USD (atteso 0)")
+
+    print(f"  → OPEN buy ${notional:.0f} notional ...")
+    f = ex.open(instrument, "buy", notional, label="smoke-exec")
+    print(f"    order_id={f.order_id} state={f.order_state} verified={f.verified}")
+    print(f"    fill_price={f.fill_price}  amount={f.amount} ({'BTC' if spec.get('linear') else 'USD'})")
+    print(f"    FEE reale: {f.fee_coin:.10f} {cur}  (~${f.fee_usd:.4f})")
+    if f.notes:
+        print(f"    note: {f.notes}")
+    if not f.verified:
+        print("    ✗ OPEN NON verificato — interrompo questo strumento")
+        return False
+    print("    ✓ posizione confermata su Deribit (riletta da get_positions)")
+
+    print("  → CLOSE ...")
+    c = ex.close(instrument, label="smoke-exec")
+    print(f"    order_id={c.order_id} state={c.order_state} verified(flat)={c.verified}")
+    print(f"    fill_price={c.fill_price}  FEE reale: {c.fee_coin:.10f} {cur} (~${c.fee_usd:.4f})")
+    if c.notes:
+        print(f"    note: {c.notes}")
+
+    post = ex._position_size(instrument)
+    ok = f.verified and c.verified and post == 0
+    # fee RT reale osservata vs assunto 0.10% RT sul notional
+    fee_usd_rt = f.fee_usd + c.fee_usd
+    assumed_rt = notional * 0.001
+    print(f"    posizione post: {post} USD (atteso 0)")
+    print(f"    FEE RT reale ~${fee_usd_rt:.4f} vs assunto 0.10% RT ~${assumed_rt:.4f}")
+    print(f"  {'✓ OK' if ok else '✗ FALLITO'} — giro completo {instrument}")
+    return ok
+
+
+def main() -> None:
+    instruments = sys.argv[1:] or ["ETH-PERPETUAL", "BTC-PERPETUAL"]
+    client = CerberoClient()
+
+    acct = client.get_account_summary(currency="USDC")
+    print(f"Account testnet: equity={acct.get('equity')} USDC  testnet={acct.get('testnet')}")
+    if not acct.get("testnet"):
+        print("✗ ABORT: non e' testnet — niente ordini reali su mainnet.")
+        sys.exit(1)
+
+    ex = ExecutionClient(client=client)
+    results = {inst: smoke_one(ex, inst) for inst in instruments}
+
+    print("\n===== RIEPILOGO =====")
+    for inst, ok in results.items():
+        print(f"  {inst:16s} {'✓ OK' if ok else '✗ FALLITO'}")
+    sys.exit(0 if all(results.values()) else 1)
+
+
+if __name__ == "__main__":
+    main()