2d329c9b2f
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Proof: DB-backed quote lifecycle retention policy, rollup-before-prune maintenance, dashboard storage visibility, and regression tests for preservation and fail-closed behavior. Assumptions: Completed quote outcome attribution remains the current durable successful-trade evidence; venue-native terminal fill ids and fee-complete PnL remain unavailable. Still fake: Historical non-success detail already pruned cannot be recovered; rollups are aggregate analytics, not per-quote settled trade proof.
299 lines
10 KiB
JavaScript
299 lines
10 KiB
JavaScript
import test from 'node:test';
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import assert from 'node:assert/strict';
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import { extendMakerTiming } from '../src/core/maker-timing.mjs';
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import {
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DEFAULT_QUOTE_LIFECYCLE_RETENTION_POLICY,
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QUOTE_LIFECYCLE_DATA_CLASSES,
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buildQuoteLifecycleRollups,
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classifyQuoteLifecycleDataClass,
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decideQuoteLifecycleRetentionMode,
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normalizeQuoteLifecycleRetentionPolicy,
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} from '../src/core/quote-lifecycle-retention.mjs';
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import {
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countQuoteLifecyclePruneCandidates,
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runQuoteLifecycleRetentionMaintenance,
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} from '../src/lib/postgres.mjs';
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test('quote lifecycle classifier separates success, in-flight, non-success, raw firehose, and rollups', () => {
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assert.equal(
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classifyQuoteLifecycleDataClass({
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table: 'quote_outcome_attributions',
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row: { outcome_status: 'completed', attribution_status: 'heuristic_match' },
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}),
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QUOTE_LIFECYCLE_DATA_CLASSES.successfulTradeEvidence,
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);
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assert.equal(
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classifyQuoteLifecycleDataClass({
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table: 'quote_outcome_attributions',
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row: { outcome_status: 'submitted', attribution_status: 'linked_settlement' },
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}),
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QUOTE_LIFECYCLE_DATA_CLASSES.successfulTradeEvidence,
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);
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assert.equal(
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classifyQuoteLifecycleDataClass({
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table: 'raw_near_intents_quotes',
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row: { ingested_at: '2026-06-06T10:00:00.000Z', quote_id: null },
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now: '2026-06-06T11:00:00.000Z',
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}),
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QUOTE_LIFECYCLE_DATA_CLASSES.rawDebugFirehose,
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);
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assert.equal(
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classifyQuoteLifecycleDataClass({
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table: 'trade_decisions',
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row: { ingested_at: '2026-06-06T10:55:00.000Z', quote_id: 'quote-recent' },
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now: '2026-06-06T11:00:00.000Z',
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detailRetentionMs: 10 * 60 * 1000,
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}),
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QUOTE_LIFECYCLE_DATA_CLASSES.inFlightDetail,
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);
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assert.equal(
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classifyQuoteLifecycleDataClass({
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table: 'trade_execution_results',
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row: { ingested_at: '2026-06-06T09:00:00.000Z', quote_id: 'quote-old' },
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now: '2026-06-06T11:00:00.000Z',
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detailRetentionMs: 10 * 60 * 1000,
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}),
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QUOTE_LIFECYCLE_DATA_CLASSES.nonSuccessDetail,
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);
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assert.equal(
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classifyQuoteLifecycleDataClass({
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table: 'quote_lifecycle_rollups',
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row: { data_class: 'aggregate_rollup' },
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}),
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QUOTE_LIFECYCLE_DATA_CLASSES.aggregateRollup,
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);
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});
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test('retention policy validation fails closed on missing or unsafe policy fields', () => {
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assert.equal(normalizeQuoteLifecycleRetentionPolicy(null).ok, false);
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assert.match(normalizeQuoteLifecycleRetentionPolicy(null).block_reason, /missing/);
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const unsafe = normalizeQuoteLifecycleRetentionPolicy({
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...DEFAULT_QUOTE_LIFECYCLE_RETENTION_POLICY,
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preserve_successful_evidence: false,
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});
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assert.equal(unsafe.ok, false);
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assert.match(unsafe.block_reason, /preserve_successful_evidence/);
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});
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test('retention mode enters pressure only from DB-backed policy thresholds', () => {
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const normal = decideQuoteLifecycleRetentionMode({
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policy: DEFAULT_QUOTE_LIFECYCLE_RETENTION_POLICY,
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storageMetrics: {
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database: { total_bytes: 10 },
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tables: [{ table: 'trade_decisions', total_bytes: 100 }],
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},
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});
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assert.equal(normal.mode, 'normal');
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assert.equal(normal.detail_retention_ms, DEFAULT_QUOTE_LIFECYCLE_RETENTION_POLICY.normal_detail_retention_ms);
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const pressure = decideQuoteLifecycleRetentionMode({
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policy: DEFAULT_QUOTE_LIFECYCLE_RETENTION_POLICY,
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storageMetrics: {
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database: { total_bytes: 10 },
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tables: [{
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table: 'trade_decisions',
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total_bytes: DEFAULT_QUOTE_LIFECYCLE_RETENTION_POLICY.pressure_table_bytes,
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}],
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},
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});
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assert.equal(pressure.mode, 'pressure');
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assert.equal(pressure.detail_retention_ms, DEFAULT_QUOTE_LIFECYCLE_RETENTION_POLICY.pressure_detail_retention_ms);
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});
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test('quote lifecycle rollups group by pair, direction, request, edge, 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:usdc.omft.near';
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const rows = [
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{
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quote_id: 'quote-completed',
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activity_at: '2026-06-06T10:00:00.010Z',
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quote: {
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quote_id: 'quote-completed',
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pair: `${nbtc}->${eure}`,
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request_kind: 'exact_in',
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maker_timing: { quote_received_at: '2026-06-06T10:00:00.000Z' },
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},
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decision: {
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decision_id: 'decision-completed',
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quote_id: 'quote-completed',
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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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},
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command: {
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command_id: 'command-completed',
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quote_id: 'quote-completed',
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},
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execution: {
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quote_id: 'quote-completed',
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status: 'submitted',
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result_code: 'quote_response_ok',
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maker_timing: extendMakerTiming({ quote_received_at: '2026-06-06T10:00:00.000Z' }, {
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relay_result_at: '2026-06-06T10:00:00.090Z',
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}),
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},
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outcome: {
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quote_id: 'quote-completed',
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outcome_status: 'completed',
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attribution_status: 'heuristic_match',
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},
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},
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{
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quote_id: 'quote-failed',
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activity_at: '2026-06-06T10:00:00.020Z',
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decision: {
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decision_id: 'decision-failed',
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quote_id: 'quote-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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},
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execution: {
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quote_id: 'quote-failed',
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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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maker_timing: extendMakerTiming({ quote_received_at: '2026-06-06T10:00:00.000Z' }, {
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relay_result_at: '2026-06-06T10:00:00.400Z',
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}),
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},
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},
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];
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const first = buildQuoteLifecycleRollups({
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rows,
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now: '2026-06-06T11:00:00.000Z',
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computedAt: '2026-06-06T11:00:00.000Z',
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});
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const second = buildQuoteLifecycleRollups({
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rows,
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now: '2026-06-06T11:00:00.000Z',
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computedAt: '2026-06-06T11:00:00.000Z',
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});
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assert.deepEqual(first, second);
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assert.ok(first.some((rollup) => (
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rollup.pair === `${nbtc}->${eure}`
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&& rollup.request_kind === 'exact_in'
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&& rollup.edge_bps === '49'
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&& rollup.notional_bucket === '5-25 EURe'
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&& rollup.outcome_status === 'completed'
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&& rollup.completed_count === 1
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&& rollup.relay_accepted_count === 1
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)));
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assert.ok(first.some((rollup) => (
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rollup.pair === `${nbtc}->${usdc}`
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&& rollup.result_code === 'submission_failed'
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&& rollup.failure_category === 'quote_not_found_or_finished'
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&& rollup.quote_age_bucket === '250-500ms'
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&& rollup.notional_bucket === '5-25 USDC'
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&& rollup.relay_failed_count === 1
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)));
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});
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test('policy-driven prune candidate counting fails closed when policy is invalid', async () => {
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const pool = {
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async query() {
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throw new Error('query should not run for invalid policy');
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},
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};
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const result = await countQuoteLifecyclePruneCandidates(pool, {
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policy: {
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...DEFAULT_QUOTE_LIFECYCLE_RETENTION_POLICY,
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enabled: false,
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},
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});
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assert.equal(result.ok, false);
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assert.equal(result.total, 0);
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assert.match(result.block_reason, /enabled/);
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});
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test('retention maintenance writes rollups before deleting detail and preserves successful predicates', async () => {
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const queries = [];
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let watermarkReads = 0;
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const policyRow = {
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...DEFAULT_QUOTE_LIFECYCLE_RETENTION_POLICY,
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updated_at: '2026-06-06T09:00:00.000Z',
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};
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const pool = {
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async query(sql, params = []) {
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queries.push({ sql, params });
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if (sql.includes('FROM retention_policies')) return { rows: [policyRow], rowCount: 1 };
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if (sql.includes('pg_database_size')) return { rows: [{ total_bytes: 10 }], rowCount: 1 };
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if (sql.includes('pg_stat_user_tables')) return { rows: [], rowCount: 0 };
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if (sql.includes('COUNT(*)::INT AS count') && sql.includes('quote_outcome_attributions')) {
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return { rows: [{ count: 1 }], rowCount: 1 };
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}
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if (sql.includes('FROM quote_lifecycle_rollup_watermarks')) {
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watermarkReads += 1;
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return watermarkReads === 1
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? { rows: [], rowCount: 0 }
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: {
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rows: [{
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rollup_key: 'quote_lifecycle',
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covered_until: '2026-06-06T10:30:00.000Z',
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computed_at: '2026-06-06T11:00:00.000Z',
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status: 'success',
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row_count: 1,
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rollup_count: 1,
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}],
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rowCount: 1,
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};
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}
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if (sql.includes('MIN(activity_at)')) {
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return { rows: [{ earliest_at: '2026-06-06T10:00:00.000Z' }], rowCount: 1 };
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}
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if (sql.includes('WITH subject_events')) {
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return { rows: [], rowCount: 0 };
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}
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if (sql.includes('quote_id IS NULL')) {
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return {
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rows: [{
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event_id: 'raw-old',
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quote_id: null,
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activity_at: '2026-06-06T10:00:00.000Z',
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pair: 'a->b',
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quote_payload: {
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pair: 'a->b',
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request_kind: 'exact_in',
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maker_timing: { quote_received_at: '2026-06-06T10:00:00.000Z' },
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},
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quote_observed_at: '2026-06-06T10:00:00.000Z',
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quote_ingested_at: '2026-06-06T10:00:00.001Z',
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}],
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rowCount: 1,
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};
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}
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if (sql.includes('INSERT INTO quote_lifecycle_rollups')) return { rows: [], rowCount: 1 };
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if (sql.includes('INSERT INTO quote_lifecycle_rollup_watermarks')) return { rows: [], rowCount: 1 };
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if (sql.includes('DELETE FROM')) return { rows: [], rowCount: 2 };
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if (sql.includes('INSERT INTO quote_lifecycle_retention_runs')) return { rows: [], rowCount: 1 };
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return { rows: [], rowCount: 0 };
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},
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};
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const result = await runQuoteLifecycleRetentionMaintenance(pool, {
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now: '2026-06-06T11:00:00.000Z',
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});
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const rollupIndex = queries.findIndex((query) => query.sql.includes('INSERT INTO quote_lifecycle_rollups'));
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const firstDeleteIndex = queries.findIndex((query) => query.sql.includes('DELETE FROM'));
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assert.equal(result.status, 'success');
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assert.ok(rollupIndex >= 0);
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assert.ok(firstDeleteIndex > rollupIndex);
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assert.ok(queries.some((query) => (
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query.sql.includes('DELETE FROM quote_outcome_attributions')
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&& query.sql.includes("target.outcome_status = 'completed'")
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&& query.sql.includes('linked_settlement')
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)));
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});
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