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Proof: Maker competitiveness now persists edge_bps into quote outcome payloads, groups summaries by edge, and shows the edge in the operator dashboard so filled versus not-filled responses can be compared against configured strategy edge. Assumptions: Edge bps remains DB-owned pair strategy config; this change is observational and does not change live pair enablement, notional limits, inventory checks, response policy, or relay submission behavior. Still fake: Venue-native terminal fill ids and fee-complete realized PnL remain unavailable; relay acceptance is still only submission evidence.
193 lines
6.9 KiB
JavaScript
193 lines
6.9 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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buildInitialMakerTiming,
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extendMakerTiming,
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quoteAgeMsAt,
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} from '../src/core/maker-timing.mjs';
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import { buildMakerCompetitivenessSummary } from '../src/core/maker-competitiveness.mjs';
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import { classifyRelaySubmissionFailure } from '../src/core/relay-failure-classification.mjs';
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test('maker timing computes waterfall fields and marks clock skew unavailable', () => {
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const initial = buildInitialMakerTiming({
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quoteReceivedAt: '2026-05-18T10:00:00.000Z',
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quoteNormalizedAt: '2026-05-18T10:00:00.010Z',
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quotePublishedAt: '2026-05-18T10:00:00.020Z',
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});
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const timing = extendMakerTiming(initial, {
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strategy_received_at: '2026-05-18T10:00:00.030Z',
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strategy_decided_at: '2026-05-18T10:00:00.040Z',
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command_published_at: '2026-05-18T10:00:00.050Z',
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executor_received_at: '2026-05-18T10:00:00.075Z',
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relay_result_at: '2026-05-18T10:00:00.140Z',
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outcome_observed_at: '2026-05-18T10:00:02.000Z',
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});
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assert.equal(timing.quote_to_decision_ms, 40);
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assert.equal(timing.decision_to_command_ms, 10);
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assert.equal(timing.command_to_executor_ms, 25);
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assert.equal(timing.executor_to_relay_result_ms, 65);
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assert.equal(timing.quote_to_relay_result_ms, 140);
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assert.equal(timing.quote_to_outcome_ms, 2000);
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assert.equal(quoteAgeMsAt(timing, '2026-05-18T10:00:00.050Z'), 50);
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const skewed = extendMakerTiming(initial, {
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strategy_decided_at: '2026-05-18T09:59:59.999Z',
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});
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assert.equal(skewed.quote_to_decision_ms, null);
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assert.equal(skewed.unavailable_reasons.quote_to_decision_ms, 'clock_skew_or_negative_duration');
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});
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test('relay submission failure classifier preserves specific already-finished category', () => {
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assert.equal(
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classifyRelaySubmissionFailure(new Error('quote not found or already finished')),
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'quote_not_found_or_finished',
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);
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assert.equal(
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classifyRelaySubmissionFailure({ error_message: 'quote not found or already finished' }),
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'quote_not_found_or_finished',
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);
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assert.equal(
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classifyRelaySubmissionFailure(new Error('quote_response timed out')),
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'relay_timeout',
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);
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assert.equal(
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classifyRelaySubmissionFailure(new Error('Socket not connected')),
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'relay_disconnected',
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);
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assert.equal(
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classifyRelaySubmissionFailure(new Error('current_salt unavailable')),
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'salt_unavailable',
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);
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});
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test('maker competitiveness aggregates pair, direction, request kind, result, failure, age, notional, and outcome', () => {
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const nbtc = 'nep141:nbtc.bridge.near';
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const eure = 'nep141:eure.omft.near';
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const usdc = 'nep141:eth-0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48.omft.near';
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const baseTiming = buildInitialMakerTiming({
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quoteReceivedAt: '2026-05-18T10:00:00.000Z',
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});
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const summary = buildMakerCompetitivenessSummary({
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generatedAt: '2026-05-18T10:01:00.000Z',
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lifecycleRows: [
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{
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quote_id: 'quote-eure-ok',
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pair: `${nbtc}->${eure}`,
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direction: 'base_to_quote',
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request_kind: 'exact_in',
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edge_bps: '49',
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notional: '5',
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notional_symbol: 'EURe',
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outcome_status: 'submitted',
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execution_result_at: '2026-05-18T10:00:00.080Z',
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maker_timing: extendMakerTiming(baseTiming, {
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strategy_decided_at: '2026-05-18T10:00:00.010Z',
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command_published_at: '2026-05-18T10:00:00.020Z',
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executor_received_at: '2026-05-18T10:00:00.030Z',
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relay_result_at: '2026-05-18T10:00:00.080Z',
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}),
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execution: {
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status: 'submitted',
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result_code: 'quote_response_ok',
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timing: { current_salt_source: 'cache' },
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},
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},
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{
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quote_id: 'quote-usdc-failed',
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pair: `${nbtc}->${usdc}`,
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direction: 'base_to_quote',
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request_kind: 'exact_in',
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edge_bps: '20',
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notional: '8',
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notional_symbol: 'USDC',
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execution_result_at: '2026-05-18T10:00:00.400Z',
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maker_timing: extendMakerTiming(baseTiming, {
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strategy_decided_at: '2026-05-18T10:00:00.100Z',
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command_published_at: '2026-05-18T10:00:00.150Z',
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executor_received_at: '2026-05-18T10:00:00.250Z',
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relay_result_at: '2026-05-18T10:00:00.400Z',
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}),
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execution: {
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status: 'failed',
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result_code: 'submission_failed',
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failure_category: 'quote_not_found_or_finished',
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error_message: 'quote not found or already finished',
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timing: { current_salt_source: 'cache' },
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},
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},
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{
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quote_id: 'quote-usdc-skip',
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pair: `${nbtc}->${usdc}`,
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direction: 'base_to_quote',
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request_kind: 'exact_in',
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edge_bps: '20',
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notional: '12',
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notional_symbol: 'USDC',
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maker_timing: extendMakerTiming(baseTiming, {
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strategy_decided_at: '2026-05-18T10:00:00.600Z',
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}),
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decision: {
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decision: 'blocked',
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decision_reason: 'maker_quote_too_old',
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response_policy: {
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measured_quote_age_ms: 600,
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max_quote_age_ms: 250,
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},
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},
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},
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],
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});
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assert.equal(summary.total.count, 3);
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assert.equal(summary.total.accepted_count, 1);
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assert.equal(summary.total.relay_failed_count, 1);
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assert.equal(summary.total.policy_skip_count, 1);
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assert.equal(summary.total.quote_not_found_or_finished_count, 1);
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assert.ok(summary.groups.some((group) => (
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group.pair === `${nbtc}->${usdc}`
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&& group.request_kind === 'exact_in'
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&& group.edge_bps === '20'
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&& group.result_code === 'submission_failed'
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&& group.failure_category === 'quote_not_found_or_finished'
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&& group.quote_age_bucket === '250-500ms'
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&& group.notional_bucket === '5-25 USDC'
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&& group.outcome_status === 'relay_failed'
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)));
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assert.ok(summary.age_buckets.some((bucket) => (
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bucket.pair === `${nbtc}->${usdc}`
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&& bucket.quote_age_bucket === '500-1000ms'
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&& bucket.outcome_status === 'policy_skip'
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)));
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assert.equal(summary.latest_errors[0].error_message, 'quote not found or already finished');
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assert.equal(summary.policy_skips[0].reason_code, 'maker_quote_too_old');
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});
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test('maker competitiveness keeps edge bps as a grouping dimension', () => {
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const nbtc = 'nep141:nbtc.bridge.near';
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const usdc = 'nep141:usdc.omft.near';
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const base = {
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pair: `${nbtc}->${usdc}`,
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direction: 'base_to_quote',
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request_kind: 'exact_in',
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notional: '8',
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notional_symbol: 'USDC',
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outcome_status: 'not_filled',
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execution: {
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status: 'submitted',
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result_code: 'quote_response_ok',
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},
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};
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const summary = buildMakerCompetitivenessSummary({
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lifecycleRows: [
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{ ...base, quote_id: 'quote-edge-1', edge_bps: '1' },
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{ ...base, quote_id: 'quote-edge-20', edge_bps: '20' },
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],
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});
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const edgeGroups = summary.groups.filter((group) => group.pair === `${nbtc}->${usdc}`);
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assert.equal(edgeGroups.length, 2);
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assert.deepEqual(edgeGroups.map((group) => group.edge_bps).sort(), ['1', '20']);
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});
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