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Proof: Dashboard portfolio metrics now include DB-tracked USDC balances valued from live BTC/EUR and BTC/USDC reference prices, with regression coverage for the observed USDC inventory case. Assumptions: USDC is cash-equivalent for valuation when a fresh BTC/USDC reference event is available; live trading safety remains governed by pair config and price route checks. Still fake: Portfolio valuation still does not provide fee-complete realized PnL or generalized valuation for every imported non-stable asset.
274 lines
8.4 KiB
JavaScript
274 lines
8.4 KiB
JavaScript
import test from 'node:test';
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import assert from 'node:assert/strict';
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import {
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buildCashEquivalentValuationAssets,
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buildPortfolioMetricId,
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computePortfolioMetric,
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} 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 nbtcAsset = {
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assetId: 'nep141:nbtc.bridge.near',
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symbol: 'BTC',
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label: 'BTC / nBTC reserve',
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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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const usdcAsset = {
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assetId: 'nep141:eth-0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48.omft.near',
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symbol: 'USDC',
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decimals: 6,
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};
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test('portfolio metrics compute portfolio comparison 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.portfolio_vs_simple_hold_eure, '0.497413887978799978');
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assert.equal(metric.trade_pnl_eure, null);
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assert.equal(metric.mark_to_market_pnl_eure, '0.784413887978799978');
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assert.equal(metric.price_move_pnl_eure, '0.287');
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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.portfolio_vs_simple_hold_eure, null);
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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 metrics value both tracked BTC wrappers as BTC-equivalent inventory', () => {
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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-dual-btc',
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synced_at: '2026-05-07T13:45:00.000Z',
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spendable: {
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'nep141:nbtc.bridge.near': '100000',
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'nep141:btc.omft.near': '201051',
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'nep141:eure.omft.near': '0',
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},
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},
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currentPrice: {
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price_id: 'price-dual-btc',
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observed_at: '2026-05-07T13:45:00.000Z',
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eure_per_btc: '50000',
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},
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btcAsset: nbtcAsset,
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btcAssets: [nbtcAsset, btcAsset],
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eureAsset,
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});
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assert.equal(metric.current_inventory.btc_units, '301051');
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assert.equal(metric.current_inventory.btc, '0.00301051');
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assert.equal(metric.current_portfolio_value_eure, '150.5255');
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assert.deepEqual(metric.current_inventory.btc_assets.map((asset) => asset.asset_id), [
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'nep141:nbtc.bridge.near',
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'nep141:btc.omft.near',
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]);
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});
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test('portfolio metrics include tracked USDC valued from live BTC/USDC reference', () => {
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const currentPrice = {
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price_id: 'price-usdc-current',
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observed_at: '2026-05-18T15:41:08.837Z',
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eure_per_btc: '65495.20000000',
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usdc_per_btc: '76316.32000000',
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};
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const valuationAssets = buildCashEquivalentValuationAssets({
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trackedAssets: [nbtcAsset, btcAsset, eureAsset, usdcAsset],
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btcAssets: [nbtcAsset, btcAsset],
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eureAsset,
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priceEvents: [currentPrice],
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});
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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-usdc',
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synced_at: '2026-05-18T15:40:38.976Z',
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spendable: {
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'nep141:nbtc.bridge.near': '45186',
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[usdcAsset.assetId]: '366395170',
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[eureAsset.assetId]: '0',
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},
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},
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currentPrice,
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btcAsset: nbtcAsset,
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btcAssets: [nbtcAsset, btcAsset],
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eureAsset,
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valuationAssets,
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});
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assert.equal(valuationAssets[0].currentUnitValueEure, '0.858206999498927621');
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assert.equal(metric.current_btc_mark_value_eure, '29.594661072');
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assert.equal(metric.current_valued_asset_value_eure, '314.442899476599500513');
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assert.equal(metric.current_portfolio_value_eure, '344.037560548599500513');
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assert.deepEqual(metric.current_inventory.valued_assets.map((asset) => ({
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asset_id: asset.asset_id,
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amount: asset.amount,
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value_eure: asset.value_eure,
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valuation_source: asset.valuation_source,
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})), [
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{
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asset_id: usdcAsset.assetId,
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amount: '366.39517',
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value_eure: '314.442899476599500513',
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valuation_source: 'btc_usdc_reference',
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},
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]);
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});
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test('portfolio metrics treat later deposits and withdrawals as external cash flows instead of PnL', () => {
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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-2',
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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-2',
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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-3',
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synced_at: '2026-04-07T15:43:30.463Z',
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spendable: {
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'nep141:btc.omft.near': '137014',
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'nep141:eure.omft.near': '63999978599978799978',
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},
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},
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currentPrice: {
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price_id: 'price-current-3',
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observed_at: '2026-04-07T15:43:29.885Z',
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eure_per_btc: '58845.90000000',
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},
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externalFlows: [
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{
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flow_id: 'withdrawal-1',
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kind: 'withdrawal',
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asset_id: eureAsset.assetId,
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effective_at: '2026-04-02T10:52:27.863Z',
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signed_units: '-1000000000000000000',
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reference_price_eure_per_btc_at_flow_time: null,
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},
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{
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flow_id: 'deposit-1',
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kind: 'deposit',
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asset_id: eureAsset.assetId,
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effective_at: '2026-04-07T15:20:54.757Z',
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signed_units: '24999999800000000000',
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reference_price_eure_per_btc_at_flow_time: null,
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},
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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.external_cash_flows.flow_count, 2);
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assert.equal(metric.external_cash_flows.net_eure, '23.9999998');
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assert.equal(metric.external_cash_flows.net_value_eure_at_flow_time, '23.9999998');
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assert.equal(metric.baseline_portfolio_value_eure_at_baseline_price, '141.7921998');
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assert.equal(metric.baseline_portfolio_value_eure_at_current_price, '142.8458998');
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assert.equal(metric.mark_to_market_pnl_eure, '2.834900225978799978');
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assert.equal(metric.price_move_pnl_eure, '1.0537');
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assert.equal(metric.portfolio_vs_simple_hold_eure, '1.781200225978799978');
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assert.equal(metric.trade_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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