feat: BTC/ETH/XAG support and Vol Lab (live Deribit SVI surface, vol cone, VRP)

Volatile instruments
- Add XAGUSD (SI=F, silver lease rate as r_f), BTCUSD and ETHUSD end to end:
  pair metadata, live rates/OHLC/signals, CFTC positioning mappings
- Asset-class calendars: crypto annualised on 365 days, FX/metals on 252,
  threaded through the signal engine
- Pair switch loads a typical ATM vol, rescales legs by moneyness, and
  strategy templates use a ~1%-of-spot strike step

Vol Lab tab
- /api/vol/crypto/{BTC,ETH}: Deribit book summaries -> raw SVI fit per
  expiry with Durrleman butterfly-arbitrage check, ATM / 25d RR / 25d BF
  (Black-76 forward delta), DVOL, 30d constant-maturity IV, realised vol
  and vol risk premium; cached 60s, 503 when Deribit is unreachable
- /api/vol/cone/{pair}: Burghardt-Lane realised-vol cone on the asset's
  calendar
- UI: KPIs, cone with implied term-structure overlay, per-expiry smile
  (market vs SVI), term-structure table with 'Use' to load T/sigma/RR/BF
  into pricing and the Vol Smile tab

Fixes in the signal engine
- OU half-life divided by 252 twice; stationary sd used sqrt(252k) not sqrt(2k)
- Fallback realised vol returned decimals under *_pct keys

Tests: backend/tests (pytest) validate SVI recovery, exact 25d strikes,
cone calibration on both calendars and the endpoints with mocked feeds.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01FpiqUMAyo4RL5DdQHMWbwE

README.md

@@ -38,6 +38,7 @@ NEXUS TERMINAL is a Bloomberg-style web application for professional forex optio
 | **Monte Carlo** | GBM path simulation — up to 5,000 paths, terminal P&L distribution, probability of profit |
 | **Strategy Library** | Pre-built multi-leg strategies: straddle, strangle, bull/bear spreads, iron condor, butterfly |
 | **Vol Smile (Vanna-Volga)** | Builds the FX smile from ATM / 25Δ risk reversal / 25Δ butterfly quotes (Castagna-Mercurio) and reprices each leg off the smile vs flat vol |
+| **Vol Lab** | Live Deribit BTC/ETH surface with a raw-SVI fit per expiry (Durrleman butterfly-arb check), ATM / 25Δ RR / 25Δ BF term structure, DVOL, vol risk premium, and a Burghardt-Lane realised-vol cone for every pair. Tests: `cd backend && python -m pytest tests` |
 
 ### Live Intelligence