import { describe, it, expect, beforeEach, afterEach } from '@jest/globals' /** * 行情数据failover集成测试 * 基于 quickstart.md 场景 2:行情主源失效 10 秒内回退 */ describe('Market Data Failover Integration Tests', () => { beforeEach(() => { // 设置测试环境 }) afterEach(() => { // 清理测试环境 }) describe('WebSocket Connection Failure Detection', () => { it('should detect WebSocket disconnection within 2 seconds', async () => { const disconnectionScenario = { websocketUrl: 'wss://ws.pacifica.fi/ws', lastHeartbeat: Date.now() - 3000, // 3秒前 heartbeatInterval: 30000, // 30秒心跳 staleDataThreshold: 2000, // 2秒陈旧阈值 shouldTriggerFailover: true } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('WebSocket disconnection detection not implemented yet') }).toThrow('WebSocket disconnection detection not implemented yet') }) it('should identify stale data from WebSocket stream', async () => { const staleDataDetection = { lastPriceUpdate: Date.now() - 2500, // 2.5秒前 currentTime: Date.now(), freshnessThreshold: 2000, // 2秒 expectedAction: 'trigger-http-fallback' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Stale data detection not implemented yet') }).toThrow('Stale data detection not implemented yet') }) it('should handle WebSocket authentication failures', async () => { const authFailureScenarios = [ { error: 'invalid-api-key', action: 'switch-to-http' }, { error: 'rate-limit-exceeded', action: 'wait-and-retry' }, { error: 'subscription-expired', action: 'reauthorize' }, { error: 'server-maintenance', action: 'immediate-failover' } ] // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('WebSocket authentication failure handling not implemented yet') }).toThrow('WebSocket authentication failure handling not implemented yet') }) }) describe('HTTP Fallback Mechanism', () => { it('should switch to HTTP polling within 2 seconds of WebSocket failure', async () => { const failoverTimeline = { websocketFailureTime: Date.now(), httpFirstRequestTime: Date.now() + 1500, // 1.5秒后 maxAllowedSwitchTime: 2000, // 2秒内 switchSuccess: true } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('WebSocket to HTTP switching not implemented yet') }).toThrow('WebSocket to HTTP switching not implemented yet') }) it('should fetch market data via HTTP REST endpoints', async () => { const httpEndpoints = { pacifica: 'https://api.pacifica.fi/v1/book', aster: 'https://api.asterdex.com/v1/depth', binance: 'https://api.binance.com/api/v3/depth' } const expectedResponse = { symbol: 'BTC', bid: 109300.5, ask: 109305.2, timestamp: Date.now(), source: 'http' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('HTTP market data fetching not implemented yet') }).toThrow('HTTP market data fetching not implemented yet') }) it('should handle HTTP request timeouts gracefully', async () => { const timeoutHandling = { requestTimeout: 5000, // 5秒超时 retryAttempts: 3, retryBackoff: [1000, 2000, 4000], // 指数退避 fallbackToSynthetic: true } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('HTTP timeout handling not implemented yet') }).toThrow('HTTP timeout handling not implemented yet') }) it('should validate HTTP response data integrity', async () => { const dataValidation = { requiredFields: ['bid', 'ask', 'timestamp'], priceReasonabilityCheck: true, timestampFreshnessCheck: true, bidAskSpreadValidation: true } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('HTTP response validation not implemented yet') }).toThrow('HTTP response validation not implemented yet') }) }) describe('Synthetic Price Generation', () => { it('should generate synthetic prices when HTTP fails', async () => { const syntheticPriceGeneration = { availableSources: ['cached-pacifica', 'cached-aster'], aggregationMethod: 'weighted-average', weights: { pacifica: 0.6, aster: 0.4 }, maxCacheAge: 30000, // 30秒 minimumSources: 2 } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Synthetic price generation not implemented yet') }).toThrow('Synthetic price generation not implemented yet') }) it('should calculate weighted average from multiple sources', async () => { const multiSourceAggregation = { sources: [ { exchange: 'pacifica', price: 109300, weight: 0.5, age: 10000 }, { exchange: 'aster', price: 109310, weight: 0.3, age: 15000 }, { exchange: 'binance', price: 109305, weight: 0.2, age: 5000 } ], expectedSynthPrice: 109303.5, // 加权平均 confidenceLevel: 0.85 } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Multi-source price aggregation not implemented yet') }).toThrow('Multi-source price aggregation not implemented yet') }) it('should reject synthetic pricing with insufficient data sources', async () => { const insufficientDataScenario = { availableSources: 1, // 只有1个数据源 minimumRequired: 2, // 需要至少2个 action: 'halt-trading-for-symbol', alertSeverity: 'CRITICAL' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Insufficient data source handling not implemented yet') }).toThrow('Insufficient data source handling not implemented yet') }) }) describe('10-Second Failover SLA Compliance', () => { it('should complete entire failover process within 10 seconds', async () => { const failoverSLA = { detectionTime: 2000, // 2秒检测 httpSwitchTime: 2000, // 2秒切换到HTTP httpResponseTime: 3000, // 3秒HTTP响应 processingTime: 1000, // 1秒处理 resumeTradingTime: 2000, // 2秒恢复交易 totalTime: 10000, // 总计10秒 slaCompliant: true } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('10-second failover SLA not implemented yet') }).toThrow('10-second failover SLA not implemented yet') }) it('should prioritize speed over precision during emergency failover', async () => { const emergencyMode = { normalPrecision: 0.01, // 正常情况下0.01%精度 emergencyPrecision: 0.1, // 紧急情况下0.1%精度 tradeoff: 'speed-over-accuracy', maxAcceptableDeviation: 0.5 // 最大可接受偏差0.5% } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Emergency failover prioritization not implemented yet') }).toThrow('Emergency failover prioritization not implemented yet') }) it('should track and report failover performance metrics', async () => { const performanceMetrics = { detectionLatency: 'milliseconds', switchoverLatency: 'milliseconds', dataQualityScore: 'percentage', tradingDowntime: 'milliseconds', slaCompliance: 'boolean' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Failover performance tracking not implemented yet') }).toThrow('Failover performance tracking not implemented yet') }) }) describe('Trading Resumption After Failover', () => { it('should recalculate delta after market data recovery', async () => { const deltaRecalculation = { preFailoverDelta: 0.0003, duringFailoverDelta: 'unknown', postFailoverDelta: 0.0007, requiresHedging: true, // 0.0007 > 0.0005 threshold hedgePriority: 'high' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Post-failover delta recalculation not implemented yet') }).toThrow('Post-failover delta recalculation not implemented yet') }) it('should resume normal trading operations', async () => { const tradingResumption = { preFailoverState: 'normal-trading', failoverState: 'limited-trading', postFailoverState: 'normal-trading', resumptionChecks: [ 'data-quality-ok', 'delta-within-range', 'system-health-ok' ] } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Trading resumption not implemented yet') }).toThrow('Trading resumption not implemented yet') }) it('should validate data quality before resuming automated trading', async () => { const qualityChecks = { priceStability: 'check-for-price-spikes', dataConsistency: 'cross-source-validation', latencyTest: 'response-time-validation', spreadValidation: 'bid-ask-spread-normal' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Data quality validation not implemented yet') }).toThrow('Data quality validation not implemented yet') }) }) describe('Primary Source Recovery', () => { it('should detect primary WebSocket source recovery', async () => { const recoveryDetection = { primarySource: 'websocket', healthCheckInterval: 30000, // 30秒检查一次 validationPeriod: 30000, // 30秒验证期 switchBackCriteria: [ 'stable-connection', 'data-quality-superior', 'lower-latency' ] } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Primary source recovery detection not implemented yet') }).toThrow('Primary source recovery detection not implemented yet') }) it('should switch back to primary source after validation period', async () => { const switchBackProcess = { currentSource: 'http', targetSource: 'websocket', validationDuration: 30000, // 30秒验证 gradualSwitchover: true, // 逐步切换 rollbackCapability: true // 支持回滚 } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Primary source switchback not implemented yet') }).toThrow('Primary source switchback not implemented yet') }) it('should handle multiple failover cycles gracefully', async () => { const cyclicFailover = { pattern: 'ws -> http -> ws -> http -> synthetic', maxCyclesPerHour: 5, circuitBreakerThreshold: 10, backoffStrategy: 'exponential' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Cyclic failover handling not implemented yet') }).toThrow('Cyclic failover handling not implemented yet') }) }) describe('Cross-Exchange Failover Coordination', () => { it('should coordinate failover across multiple exchanges', async () => { const multiExchangeFailover = { exchanges: ['pacifica', 'aster', 'binance'], failurePattern: { pacifica: 'websocket-down', aster: 'operational', binance: 'rate-limited' }, coordinationStrategy: 'intelligent-routing' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Multi-exchange failover coordination not implemented yet') }).toThrow('Multi-exchange failover coordination not implemented yet') }) it('should rebalance data source weights during partial failures', async () => { const dynamicWeighting = { normalWeights: { pacifica: 0.5, aster: 0.3, binance: 0.2 }, failoverWeights: { pacifica: 0.0, aster: 0.7, binance: 0.3 }, // pacifica故障 rebalancingLogic: 'maintain-accuracy' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Dynamic source weight rebalancing not implemented yet') }).toThrow('Dynamic source weight rebalancing not implemented yet') }) }) describe('Monitoring and Alerting', () => { it('should generate comprehensive failover event logs', async () => { const expectedLogStructure = { eventId: 'uuid', eventType: 'market-data-failover-complete', exchange: 'string', symbol: 'string', timeline: { detectionTime: 'timestamp', switchoverTime: 'timestamp', recoveryTime: 'timestamp' }, metrics: { downtimeMs: 'number', dataQualityImpact: 'percentage', tradingImpact: 'boolean' } } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Failover event logging not implemented yet') }).toThrow('Failover event logging not implemented yet') }) it('should send real-time alerts during failover events', async () => { const alertingSystem = { channels: ['dashboard', 'webhook', 'email'], severityLevels: ['INFO', 'WARN', 'CRITICAL'], alertTypes: [ 'failover-started', 'failover-completed', 'failover-failed', 'primary-recovered' ] } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Real-time failover alerting not implemented yet') }).toThrow('Real-time failover alerting not implemented yet') }) it('should update dashboard with market data source status', async () => { const dashboardUpdates = { sourceStatus: { pacifica: { status: 'degraded', latency: 2500, lastUpdate: 'timestamp' }, aster: { status: 'healthy', latency: 150, lastUpdate: 'timestamp' }, binance: { status: 'healthy', latency: 200, lastUpdate: 'timestamp' } }, overallStatus: 'partially-degraded', failoverActive: true } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Dashboard market data status not implemented yet') }).toThrow('Dashboard market data status not implemented yet') }) }) describe('Edge Cases and Error Handling', () => { it('should handle simultaneous failure of multiple data sources', async () => { const catastrophicFailure = { failedSources: ['websocket', 'http'], remainingSources: ['synthetic'], emergencyProtocol: 'halt-all-trading', operatorNotification: 'immediate' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Catastrophic failure handling not implemented yet') }).toThrow('Catastrophic failure handling not implemented yet') }) it('should handle corrupted or invalid market data', async () => { const dataCorruption = { corruptionTypes: ['negative-prices', 'extreme-spreads', 'stale-timestamps'], detectionMethods: ['statistical-analysis', 'range-validation', 'cross-validation'], correctionActions: ['discard-data', 'request-refresh', 'switch-source'] } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Data corruption handling not implemented yet') }).toThrow('Data corruption handling not implemented yet') }) it('should handle network partitioning between exchanges', async () => { const networkPartitioning = { scenario: 'isolated-exchange', affectedExchange: 'pacifica', isolationDuration: 300000, // 5分钟 adaptationStrategy: 'exclude-from-pricing', recoveryValidation: 'price-convergence-check' } // 这个测试应该失败,因为还没有实现 expect(() => { throw new Error('Network partitioning handling not implemented yet') }).toThrow('Network partitioning handling not implemented yet') }) }) })