import { describe, test, expect, beforeEach, afterEach } from '@jest/globals' /** * 对冲执行指令契约测试 * 基于 contracts/hedge-execution.md 的规范 */ describe('Hedge Execution Contract Tests', () => { beforeEach(() => { // 设置测试环境 }) afterEach(() => { // 清理测试环境 }) describe('Hedge Execution Command', () => { it('should accept valid hedge execution command', async () => { const command = { commandId: 'test-command-uuid', trigger: 'delta-breach', primaryAccountId: 'pacifica-1', hedgeAccountId: 'aster-1', symbol: 'BTC', deltaBefore: 0.00072, targetDelta: 0.00000, orders: [ { side: 'sell', type: 'limit', amount: '0.0007', price: '109310', timeInForce: 'GTC', proxyProfile: 'proxy-main' }, { side: 'buy', type: 'market', amount: '0.0007', routing: { exchange: 'aster', slippageTolerance: 0.0005 } } ], riskEnvelope: { maxSlippage: 0.001, emergencyStopLossSeconds: 30 }, createdAt: '2025-09-27T12:05:00Z' } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Hedge execution command not implemented yet') }).toThrow('Hedge execution command not implemented yet') }) it('should return successful execution response', async () => { const expectedResponse = { commandId: 'test-command-uuid', status: 'completed', deltaAfter: 0.00008, executionDetails: [ { accountId: 'pacifica-1', exchangeOrderId: '1234567', filledSize: '0.0007', avgPrice: '109309.8', fees: '0.02', result: 'filled' }, { accountId: 'aster-1', exchangeOrderId: '9876543', filledSize: '0.0007', avgPrice: '109312.0', fees: '0.03', result: 'filled' } ], durationMs: 4200, alerts: [], completedAt: '2025-09-27T12:05:04Z' } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Hedge execution response not implemented yet') }).toThrow('Hedge execution response not implemented yet') }) it('should handle partial execution', async () => { const partialResponse = { commandId: 'test-command-partial', status: 'partial', deltaAfter: 0.00035, executionDetails: [ { accountId: 'pacifica-1', exchangeOrderId: '1234567', filledSize: '0.0003', avgPrice: '109309.8', fees: '0.01', result: 'partially_filled' }, { accountId: 'aster-1', exchangeOrderId: '9876543', filledSize: '0.0007', avgPrice: '109312.0', fees: '0.03', result: 'filled' } ], durationMs: 15000, alerts: [ { type: 'partial-execution', message: 'Pacifica order partially filled, retrying', severity: 'WARN' } ], completedAt: '2025-09-27T12:05:15Z' } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Partial execution handling not implemented yet') }).toThrow('Partial execution handling not implemented yet') }) it('should handle execution failure', async () => { const failureResponse = { commandId: 'test-command-failed', status: 'failed', deltaAfter: 0.00070, executionDetails: [ { accountId: 'pacifica-1', result: 'partially_filled', filledSize: '0.0003', error: { code: 'ORDER_CANCELLED', message: 'Post-only limit order removed' } } ], alerts: [ { type: 'utilization-high', message: 'Account aster-1 utilization still 82%', severity: 'WARN' } ], completedAt: '2025-09-27T12:05:05Z' } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Execution failure handling not implemented yet') }).toThrow('Execution failure handling not implemented yet') }) it('should validate trigger types', async () => { const validTriggers = ['utilization', 'delta', 'failover', 'manual'] validTriggers.forEach(trigger => { const command = { commandId: 'test-command', trigger, primaryAccountId: 'pacifica-1', hedgeAccountId: 'aster-1', symbol: 'BTC', deltaBefore: 0.0005, targetDelta: 0.0000, orders: [], riskEnvelope: {}, createdAt: '2025-09-27T12:05:00Z' } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Trigger validation not implemented yet') }).toThrow('Trigger validation not implemented yet') }) }) it('should support parallel order execution', async () => { const command = { commandId: 'test-parallel', trigger: 'delta-breach', primaryAccountId: 'pacifica-1', hedgeAccountId: 'aster-1', symbol: 'BTC', deltaBefore: 0.00072, targetDelta: 0.00000, orders: [ { side: 'sell', type: 'limit', amount: '0.0007', price: '109310', timeInForce: 'GTC', proxyProfile: 'proxy-main', parallel: true }, { side: 'buy', type: 'market', amount: '0.0007', routing: { exchange: 'aster', slippageTolerance: 0.0005 }, parallel: true } ], riskEnvelope: { maxSlippage: 0.001, emergencyStopLossSeconds: 30 }, createdAt: '2025-09-27T12:05:00Z' } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Parallel execution not implemented yet') }).toThrow('Parallel execution not implemented yet') }) it('should respect emergency stop-loss timeout', async () => { const startTime = Date.now() // 模拟超时情况 const command = { commandId: 'test-timeout', trigger: 'delta-breach', primaryAccountId: 'pacifica-1', hedgeAccountId: 'aster-1', symbol: 'BTC', deltaBefore: 0.00072, targetDelta: 0.00000, orders: [ { side: 'sell', type: 'market', amount: '0.0007', proxyProfile: 'proxy-main' } ], riskEnvelope: { maxSlippage: 0.001, emergencyStopLossSeconds: 30 }, createdAt: '2025-09-27T12:05:00Z' } // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Emergency stop-loss timeout not implemented yet') }).toThrow('Emergency stop-loss timeout not implemented yet') }) }) describe('Hedge Execution Business Rules', () => { it('should complete within 30 seconds or trigger emergency stop', () => { // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('30-second timeout enforcement not implemented yet') }).toThrow('30-second timeout enforcement not implemented yet') }) it('should recalculate Delta after partial fills', () => { // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Delta recalculation not implemented yet') }).toThrow('Delta recalculation not implemented yet') }) it('should write results to HedgeExecution and MonitoringEvent', () => { // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Result persistence not implemented yet') }).toThrow('Result persistence not implemented yet') }) it('should validate proxy profile exists', () => { // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Proxy profile validation not implemented yet') }).toThrow('Proxy profile validation not implemented yet') }) it('should enforce risk envelope constraints', () => { // 这个测试应该失败，因为还没有实现 expect(() => { throw new Error('Risk envelope enforcement not implemented yet') }).toThrow('Risk envelope enforcement not implemented yet') }) }) })