04c59ee93d
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Proof: strategy now enforces DB-backed pair min_notional and verifies rounded gross edge remains at or above configured edge before emitting commands; dust exact-out quotes persist as strategy skips instead of relay attempts. Assumptions: 1 USD/EUR-equivalent minimum is an approved strategy policy for active maker pairs; this changes only stricter DB-backed strategy gating and does not loosen edge, max notional, inventory, arming, pair enablement, or response-age behavior. Still fake: venue-native terminal fill ids and fee-complete realized PnL remain unavailable.
27 lines
1.1 KiB
JavaScript
27 lines
1.1 KiB
JavaScript
import test from 'node:test';
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import assert from 'node:assert/strict';
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import { readFileSync } from 'node:fs';
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const source = readFileSync(new URL('../src/apps/strategy-engine.mjs', import.meta.url), 'utf8');
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test('strategy duplicate quote tracking is bounded and state-safe', () => {
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assert.match(source, /createRecentIdCache\(\{ limit: 5000 \}\)/);
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assert.match(source, /seenQuotes\.has/);
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assert.match(source, /seenQuotes\.getState\(\)/);
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assert.doesNotMatch(source, /seen_quotes:\s*\{\}/);
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});
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test('strategy execute commands stamp command publish time into durable observed time', () => {
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assert.match(
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source,
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/const commandPublishedAt = new Date\(\)\.toISOString\(\)/,
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);
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assert.match(source, /command_published_at: commandPublishedAt/);
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assert.match(source, /quote_age_at_command_ms: makerTiming\.quote_age_at_command_ms/);
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assert.match(source, /observedAt:\s*commandPublishedAt/);
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});
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test('strategy control edge updates preserve DB-backed min notional policy', () => {
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assert.match(source, /path: '\/pair-config\/edge'/);
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assert.match(source, /minNotional: body\.min_notional/);
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});
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