"""Flatten one-shot del conto Deribit testnet per il RESET del portafoglio (2026-06-10). Cancella gli ordini resting noti (TP limit / disaster-SL dai status.json dei worker), poi chiude TUTTE le posizioni USDC con market reduce-only (close_position di cerbero non supporta i lineari USDC) e verifica che il conto sia flat. Uso: uv run python scripts/analysis/reset_flatten.py """ import glob import json import time from src.live.cerbero_client import CerberoClient from src.live.execution import ExecutionClient, contract_spec, register_contract def main(): c = CerberoClient() ex = ExecutionClient(client=c) # 1) ordini resting noti dai status.json (TP limit + disaster bracket) oids = set() for f in glob.glob("data/portfolio_paper/*/status.json"): s = json.load(open(f)) for k in ("real_tp_order_id", "real_dsl_order_id"): if s.get(k): oids.add(s[k]) for oid in sorted(oids): r = ex.cancel_order(oid) print(f"cancel {oid}: {r.get('state', r)}") # 2) flatten posizioni USDC (market reduce-only, max 5 passate) for attempt in range(5): live = [p for p in c.get_positions("USDC") if abs(float(p.get("size", 0) or 0)) > 0] if not live: print("FLAT — conto pulito") return True for p in live: inst = p["instrument"] register_contract(inst, c) size_usd = abs(float(p["size"])) mark = float(p.get("mark_price") or 0) step = contract_spec(inst)["step"] entry_side = "buy" if p["direction"] == "long" else "sell" units = size_usd / mark if mark else 0 # _quantize_step (Decimal): round(units/step)*step in float binario # produce artefatti (0.07200000000000001) che Deribit rifiuta con # 'Invalid params' — il bug e' documentato in execution.py from src.live.execution import _quantize_step amount = _quantize_step(units, step, contract_spec(inst)["min"]) if units >= step / 2 else 0.0 if amount <= 0: print(f" {inst}: residuo {size_usd:.2f} USD sotto mezzo step, ok") continue f = ex.close_amount(inst, entry_side, amount, label="reset_flatten") print(f" close {inst} amt={amount} -> {f.order_state} fill={f.fill_price} " f"verified={f.verified} {f.notes[:60]}") time.sleep(3) left = [(p["instrument"], round(float(p["size"]), 4)) for p in c.get_positions("USDC") if abs(float(p.get("size", 0) or 0)) > 0] print("RESIDUO FINALE:", left or "FLAT") return not left if __name__ == "__main__": ok = main() raise SystemExit(0 if ok else 1)