fdeb1287b4
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Proof: targeted pair-native strategy, preflight, outcome, dashboard, and ops tests pass; full npm test passes 237/237; operator dashboard production bundle builds; ops watcher Python test passes. Assumptions: DB asset, pair, strategy config, and price route rows remain canonical; legacy EURe fields stay only for old-row/API compatibility; local shell has no Kubernetes context for direct live namespace recheck. Still fake: venue-native terminal fill ids and realized fee/PnL attribution remain unavailable; live deployment verification must happen through the repo workflow because manual cluster repair is out of scope.
345 lines
10 KiB
JavaScript
345 lines
10 KiB
JavaScript
import test from 'node:test';
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import assert from 'node:assert/strict';
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import { evaluateTradeOpportunity } from '../src/core/strategy.mjs';
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function makeConfig() {
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const tradingBtc = {
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assetId: 'nep141:btc.omft.near',
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symbol: 'BTC',
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decimals: 8,
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chain: 'btc:mainnet',
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};
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const tradingEure = {
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assetId: 'nep141:eure.omft.near',
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symbol: 'EURe',
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decimals: 18,
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chain: 'eth:100',
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};
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return {
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tradingBtc,
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tradingEure,
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activePair: `${tradingBtc.assetId}->${tradingEure.assetId}`,
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assetRegistry: new Map([
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[tradingBtc.assetId, tradingBtc],
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[tradingEure.assetId, tradingEure],
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]),
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strategyGrossThresholdPct: 2,
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strategyMaxNotionalEure: 5,
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strategyPriceMaxAgeMs: 30_000,
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strategyInventoryMaxAgeMs: 30_000,
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};
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}
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function makePriceEvent(overrides = {}) {
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return {
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ingested_at: new Date('2026-04-02T10:00:00.000Z').toISOString(),
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payload: {
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price_id: 'price-1',
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pair: 'nep141:btc.omft.near->nep141:eure.omft.near',
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eur_per_btc: '100000.00000000',
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eure_per_btc: '100000.00000000',
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btc_per_eur: '0.000010000000',
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btc_per_eure: '0.000010000000',
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...overrides,
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},
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};
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}
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function makeInventoryEvent(overrides = {}) {
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return {
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ingested_at: new Date('2026-04-02T10:00:00.000Z').toISOString(),
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payload: {
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inventory_id: 'inventory-1',
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spendable: {
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'nep141:btc.omft.near': '1000000',
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'nep141:eure.omft.near': '10000000000000000000',
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},
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pending_inbound: {
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'nep141:btc.omft.near': '0',
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'nep141:eure.omft.near': '0',
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},
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...overrides,
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},
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};
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}
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test('strategy emits actionable exact-in BTC -> EURe command when armed and inventory is fresh', () => {
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const config = makeConfig();
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const result = evaluateTradeOpportunity({
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demandEvent: {
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payload: {
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quote_id: 'quote-1',
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pair: config.activePair,
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asset_in: config.tradingBtc.assetId,
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asset_out: config.tradingEure.assetId,
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request_kind: 'exact_in',
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amount_in: '5000',
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min_deadline_ms: '60000',
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},
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},
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priceEvent: makePriceEvent(),
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inventoryEvent: makeInventoryEvent(),
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config,
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armed: true,
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now: Date.parse('2026-04-02T10:00:05.000Z'),
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});
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assert.equal(result.decision.decision, 'actionable');
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assert.equal(result.decision.decision_at, '2026-04-02T10:00:05.000Z');
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assert.equal(result.decision.decision_reason, 'actionable');
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assert.ok(result.command);
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assert.equal(result.command.decision_at, '2026-04-02T10:00:05.000Z');
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assert.equal(result.command.direction, 'btc_to_eure');
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assert.equal(result.command.quote_output.amount_out, '4900000000000000000');
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});
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test('strategy blocks when pending deposit exists but credited inventory is insufficient', () => {
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const config = makeConfig();
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const result = evaluateTradeOpportunity({
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demandEvent: {
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payload: {
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quote_id: 'quote-2',
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pair: config.activePair,
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asset_in: config.tradingBtc.assetId,
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asset_out: config.tradingEure.assetId,
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request_kind: 'exact_in',
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amount_in: '5000',
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min_deadline_ms: '60000',
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},
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},
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priceEvent: makePriceEvent(),
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inventoryEvent: makeInventoryEvent({
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spendable: {
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'nep141:btc.omft.near': '1000000',
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'nep141:eure.omft.near': '1000000000000000000',
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},
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pending_inbound: {
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'nep141:btc.omft.near': '0',
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'nep141:eure.omft.near': '5000000000000000000',
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},
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}),
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config,
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armed: true,
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now: Date.parse('2026-04-02T10:00:05.000Z'),
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});
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assert.equal(result.decision.decision, 'rejected');
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assert.equal(result.decision.decision_reason, 'pending_deposit_not_credited');
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assert.equal(result.command, undefined);
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});
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test('strategy blocks stale prices before command emission', () => {
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const config = makeConfig();
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const result = evaluateTradeOpportunity({
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demandEvent: {
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payload: {
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quote_id: 'quote-3',
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pair: config.activePair,
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asset_in: config.tradingEure.assetId,
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asset_out: config.tradingBtc.assetId,
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request_kind: 'exact_out',
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amount_out: '10000',
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min_deadline_ms: '60000',
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},
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},
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priceEvent: makePriceEvent(),
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inventoryEvent: makeInventoryEvent(),
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config,
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armed: true,
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now: Date.parse('2026-04-02T10:00:45.000Z'),
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});
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assert.equal(result.decision.decision_reason, 'stale_reference_price');
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assert.equal(result.command, undefined);
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});
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test('strategy emits actionable exact-in BTC -> USDC command from DB price route', () => {
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const config = makeBtcUsdcDbConfig();
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const result = evaluateTradeOpportunity({
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demandEvent: {
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payload: {
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quote_id: 'quote-usdc-1',
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pair: config.activePair,
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asset_in: config.tradingBtc.assetId,
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asset_out: config.tradingUsdc.assetId,
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request_kind: 'exact_in',
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amount_in: '10000',
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min_deadline_ms: '60000',
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},
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},
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priceEvent: makeBtcUsdcPriceEvent(),
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inventoryEvent: makeBtcUsdcInventoryEvent(),
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config,
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armed: true,
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now: Date.parse('2026-04-02T10:00:05.000Z'),
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});
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assert.equal(result.decision.decision, 'actionable');
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assert.equal(result.decision.direction, 'base_to_quote');
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assert.equal(result.decision.edge_bps, '49');
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assert.equal(result.decision.price_route_id, 'btc-usdc:v1');
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assert.equal(result.decision.notional, '8.000000');
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assert.equal(result.decision.notional_symbol, 'USDC');
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assert.equal(result.decision.eure_notional, null);
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assert.equal(result.command.direction, 'base_to_quote');
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assert.equal(result.command.decision_at, '2026-04-02T10:00:05.000Z');
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assert.equal(result.command.max_notional_eure, null);
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assert.equal(result.command.quote_output.amount_out, '7960800');
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assert.equal(result.command.notional_symbol, 'USDC');
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assert.equal(result.command.expected_inventory_delta_units[config.tradingBtc.assetId], '10000');
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assert.equal(result.command.expected_inventory_delta_units[config.tradingUsdc.assetId], '-7960800');
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assert.equal(result.command.asset_out_decimals, 6);
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});
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test('strategy blocks BTC -> USDC when route-specific reference price is stale', () => {
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const config = makeBtcUsdcDbConfig();
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const result = evaluateTradeOpportunity({
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demandEvent: {
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payload: {
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quote_id: 'quote-usdc-stale',
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pair: config.activePair,
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asset_in: config.tradingBtc.assetId,
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asset_out: config.tradingUsdc.assetId,
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request_kind: 'exact_in',
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amount_in: '10000',
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},
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},
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priceEvent: makeBtcUsdcPriceEvent(),
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inventoryEvent: makeBtcUsdcInventoryEvent(),
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config,
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armed: true,
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now: Date.parse('2026-04-02T10:00:45.000Z'),
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});
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assert.equal(result.decision.decision_reason, 'stale_reference_price');
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assert.equal(result.command, undefined);
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});
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test('strategy blocks BTC -> USDC when price event lacks USDC route fields', () => {
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const config = makeBtcUsdcDbConfig();
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const result = evaluateTradeOpportunity({
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demandEvent: {
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payload: {
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quote_id: 'quote-usdc-missing-price',
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pair: config.activePair,
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asset_in: config.tradingBtc.assetId,
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asset_out: config.tradingUsdc.assetId,
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request_kind: 'exact_in',
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amount_in: '10000',
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},
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},
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priceEvent: makePriceEvent(),
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inventoryEvent: makeBtcUsdcInventoryEvent(),
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config,
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armed: true,
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now: Date.parse('2026-04-02T10:00:05.000Z'),
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});
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assert.equal(result.decision.decision_reason, 'reference_price_missing');
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assert.equal(result.command, undefined);
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});
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function makeBtcUsdcDbConfig() {
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const tradingBtc = {
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assetId: 'nep141:nbtc.bridge.near',
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symbol: 'BTC',
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decimals: 8,
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chain: 'btc:mainnet',
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};
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const tradingUsdc = {
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assetId: 'nep141:gnosis-0x2a22f9c3b484c3629090feed35f17ff8f88f76f0.omft.near',
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symbol: 'USDC',
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decimals: 6,
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chain: 'gnosis',
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};
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const activePair = `${tradingBtc.assetId}->${tradingUsdc.assetId}`;
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const strategyConfig = {
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configId: `${activePair}:v1`,
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version: 1,
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edgeBps: 49,
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maxNotional: '150',
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priceMaxAgeMs: 30_000,
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inventoryMaxAgeMs: 30_000,
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minNotional: '0',
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};
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const priceRoute = {
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routeId: 'btc-usdc:v1',
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source: 'btc_usdc_reference',
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baseAssetId: tradingBtc.assetId,
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quoteAssetId: tradingUsdc.assetId,
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};
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const pair = {
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pairId: activePair,
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key: activePair,
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assetIn: tradingBtc,
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assetOut: tradingUsdc,
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asset_in: tradingBtc.assetId,
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asset_out: tradingUsdc.assetId,
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enabled: true,
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observeEnabled: true,
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makerEnabled: true,
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takerEnabled: false,
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canTrade: true,
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blockReason: null,
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strategyConfig,
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priceRoute,
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};
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return {
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tradingBtc,
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tradingUsdc,
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activePair,
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ok: true,
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tradingConfigLoaded: true,
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requireDbTradingConfig: true,
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assetRegistry: new Map([
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[tradingBtc.assetId, tradingBtc],
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[tradingUsdc.assetId, tradingUsdc],
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]),
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pairByKey: new Map([[activePair, pair]]),
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strategyGrossThresholdPct: 0.49,
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strategyMaxNotionalEure: 150,
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strategyPriceMaxAgeMs: 30_000,
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strategyInventoryMaxAgeMs: 30_000,
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};
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}
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function makeBtcUsdcPriceEvent(overrides = {}) {
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return {
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ingested_at: new Date('2026-04-02T10:00:00.000Z').toISOString(),
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payload: {
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price_id: 'price-usdc-1',
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pair: 'nep141:nbtc.bridge.near->nep141:gnosis-0x2a22f9c3b484c3629090feed35f17ff8f88f76f0.omft.near',
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price_route_id: 'btc-usdc:v1',
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eur_per_btc: '75000.00000000',
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eure_per_btc: '75000.00000000',
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btc_per_eur: '0.000013333333',
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btc_per_eure: '0.000013333333',
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usd_per_btc: '80000.00000000',
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usdc_per_btc: '80000.00000000',
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btc_per_usd: '0.000012500000',
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btc_per_usdc: '0.000012500000',
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...overrides,
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},
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};
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}
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function makeBtcUsdcInventoryEvent(overrides = {}) {
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return {
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ingested_at: new Date('2026-04-02T10:00:00.000Z').toISOString(),
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payload: {
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inventory_id: 'inventory-usdc-1',
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spendable: {
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'nep141:nbtc.bridge.near': '1000000',
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'nep141:gnosis-0x2a22f9c3b484c3629090feed35f17ff8f88f76f0.omft.near': '1000000000',
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},
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pending_inbound: {
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'nep141:nbtc.bridge.near': '0',
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'nep141:gnosis-0x2a22f9c3b484c3629090feed35f17ff8f88f76f0.omft.near': '0',
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},
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...overrides,
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},
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};
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}
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