zwitschi
ef22e217c7
CI / lint-test-build (push) Failing after 11s
- Added PG_PASSWORD to .env.example for database connection. - Removed unnecessary imports and streamlined code in various modules. - Enhanced error handling in ConfigSettingRepository and ConfigPairingRepository. - Updated test files to remove unused imports and improve clarity.
104 lines
3.2 KiB
Python
104 lines
3.2 KiB
Python
from __future__ import annotations
|
|
|
|
from collections.abc import AsyncIterator
|
|
from contextlib import asynccontextmanager
|
|
from dataclasses import dataclass
|
|
from datetime import UTC, datetime
|
|
|
|
import pytest
|
|
|
|
from arbitrade.config.settings import get_settings
|
|
from arbitrade.detection.engine import OpportunityEvent
|
|
from arbitrade.execution.sequencer import TriangularExecutionSequencer
|
|
from arbitrade.storage.executions import AsyncExecutionWriter
|
|
from arbitrade.storage.pg_store import PgStore
|
|
from arbitrade.storage.repositories import OrderRepository, PnLRepository, TradeRepository
|
|
|
|
pytestmark = pytest.mark.integration
|
|
|
|
|
|
@dataclass(slots=True)
|
|
class _FakeRestClient:
|
|
calls: int = 0
|
|
|
|
async def place_market_order(self, *, pair: str, side: str, volume: float) -> dict[str, object]:
|
|
self.calls += 1
|
|
return {"txid": [f"tx-{self.calls}"], "status": "submitted"}
|
|
|
|
|
|
def _sample_event() -> OpportunityEvent:
|
|
return OpportunityEvent(
|
|
detected_at=datetime.now(UTC),
|
|
cycle="USD->BTC->ETH->USD",
|
|
updated_pair="BTC/USD",
|
|
gross_rate=1.04,
|
|
net_rate=1.03,
|
|
gross_pct=4.0,
|
|
net_pct=3.0,
|
|
est_profit=0.03,
|
|
)
|
|
|
|
|
|
@asynccontextmanager
|
|
async def _pg() -> AsyncIterator[PgStore]:
|
|
s = get_settings()
|
|
store = PgStore(s)
|
|
try:
|
|
await store.start()
|
|
await store.migrate()
|
|
yield store
|
|
finally:
|
|
await store.stop()
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_execution_writer_persists_trade_order_and_pnl() -> None:
|
|
async with _pg() as store:
|
|
writer = AsyncExecutionWriter(
|
|
TradeRepository(store),
|
|
OrderRepository(store),
|
|
PnLRepository(store),
|
|
max_queue_size=10,
|
|
)
|
|
await writer.start()
|
|
|
|
client = _FakeRestClient()
|
|
sequencer = TriangularExecutionSequencer(
|
|
client,
|
|
available_pairs=["BTC/USD", "ETH/BTC", "ETH/USD"],
|
|
execution_writer=writer,
|
|
)
|
|
|
|
result = await sequencer.execute(_sample_event())
|
|
await writer.stop()
|
|
|
|
assert result.success
|
|
assert client.calls == 3
|
|
|
|
async with store.pool.acquire() as conn:
|
|
trades = await conn.fetch(
|
|
"SELECT trade_ref, status, estimated_pnl, capital_used, cycle, leg_count FROM trades"
|
|
)
|
|
orders = await conn.fetch(
|
|
"SELECT trade_ref, order_ref, leg_index, pair, side, volume, status "
|
|
"FROM orders ORDER BY leg_index"
|
|
)
|
|
pnls = await conn.fetch("SELECT trade_ref, kind, pnl_usd, source FROM pnl_events")
|
|
|
|
assert len(trades) == 1
|
|
assert trades[0]["status"] == "filled"
|
|
assert trades[0]["estimated_pnl"] == 0.03
|
|
assert trades[0]["capital_used"] == 1.0
|
|
assert trades[0]["cycle"] == "USD->BTC->ETH->USD"
|
|
assert trades[0]["leg_count"] == 3
|
|
|
|
assert len(orders) == 3
|
|
assert orders[0]["leg_index"] == 0
|
|
assert orders[1]["leg_index"] == 1
|
|
assert orders[2]["leg_index"] == 2
|
|
assert orders[0]["status"] == "submitted"
|
|
|
|
assert len(pnls) == 1
|
|
assert pnls[0]["kind"] == "estimated"
|
|
assert pnls[0]["pnl_usd"] == 0.03
|