16e7b79978
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Proof: Persist portfolio value and PnL snapshots from the live inventory and reference-price path so operators can inspect trading performance from repo-controlled data. Assumptions: The last credited inventory snapshot before the first live command is the correct baseline for trade-driven PnL, and EURe remains explicit 1:1 with EUR. Still fake: The new portfolio metrics and watch output are implemented and tested locally but are not live until the updated app image is deployed to k3s.
106 lines
3.1 KiB
JavaScript
106 lines
3.1 KiB
JavaScript
import test from 'node:test';
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import assert from 'node:assert/strict';
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import { buildPortfolioMetricId, computePortfolioMetric } from '../src/core/portfolio-metrics.mjs';
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const btcAsset = {
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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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};
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const eureAsset = {
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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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};
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test('portfolio metrics compute trade pnl and mark-to-market pnl from baseline funding inventory', () => {
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const metric = computePortfolioMetric({
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baseline: {
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anchor: 'latest_inventory_before_first_command',
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command_at: '2026-04-02T18:10:43.569Z',
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inventory: {
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inventory_id: 'baseline-1',
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synced_at: '2026-04-02T18:10:33.381Z',
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spendable: {
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'nep141:btc.omft.near': '100000',
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'nep141:eure.omft.near': '60000000000000000000',
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},
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},
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price: {
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price_id: 'price-baseline-1',
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observed_at: '2026-04-02T18:10:30.109Z',
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eure_per_btc: '57792.20000000',
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},
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},
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currentInventory: {
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inventory_id: 'current-1',
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synced_at: '2026-04-02T20:46:48.492Z',
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spendable: {
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'nep141:btc.omft.near': '137014',
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'nep141:eure.omft.near': '38999978799978799978',
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},
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},
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currentPrice: {
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price_id: 'price-current-1',
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observed_at: '2026-04-02T20:46:55.305Z',
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eure_per_btc: '58079.20000000',
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},
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btcAsset,
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eureAsset,
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commandCount: 7,
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resultCount: 7,
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});
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assert.equal(metric.baseline_status, 'active');
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assert.equal(metric.current_portfolio_value_eure, '118.576613887978799978');
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assert.equal(metric.trade_pnl_eure, '0.391183707978799978');
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assert.equal(metric.mark_to_market_pnl_eure, '0.497413887978799978');
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assert.equal(metric.price_move_pnl_eure, '0.10623018');
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assert.deepEqual(metric.inventory_delta, {
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btc_units: '37014',
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btc: '0.00037014',
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eure_units: '-21000021200021200022',
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eure: '-21.000021200021200022',
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});
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});
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test('portfolio metrics stay available before the first live execution', () => {
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const metric = computePortfolioMetric({
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baseline: null,
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currentInventory: {
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inventory_id: 'current-2',
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synced_at: '2026-04-02T20:46:48.492Z',
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spendable: {
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'nep141:btc.omft.near': '100000',
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'nep141:eure.omft.near': '60000000000000000000',
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},
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},
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currentPrice: {
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price_id: 'price-current-2',
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observed_at: '2026-04-02T20:46:55.305Z',
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eure_per_btc: '58079.20000000',
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},
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btcAsset,
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eureAsset,
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commandCount: 0,
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resultCount: 0,
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});
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assert.equal(metric.baseline_status, 'awaiting_first_execution');
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assert.equal(metric.current_portfolio_value_eure, '118.0792');
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assert.equal(metric.trade_pnl_eure, null);
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assert.equal(metric.mark_to_market_pnl_eure, null);
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assert.equal(metric.price_move_pnl_eure, null);
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});
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test('portfolio metric id keys off the baseline and current snapshots', () => {
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const metricId = buildPortfolioMetricId({
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baselineInventoryId: 'baseline-1',
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currentInventoryId: 'current-1',
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currentPriceId: 'price-current-1',
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});
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assert.equal(metricId, 'portfolio-metric:baseline-1:current-1:price-current-1');
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});
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