binance-api/tests/integration/test_utilization_rebalance.test.ts

import { describe, it, expect, beforeEach, afterEach } from '@jest/globals'

/**
 * 资金利用率再平衡集成测试
 * 基于 quickstart.md 场景 1：资金利用率低于 50% 自动补仓
 */
describe('Utilization Rebalancing Integration Tests', () => {
  beforeEach(() => {
    // 设置测试环境
  })

  afterEach(() => {
    // 清理测试环境
  })

  describe('Low Utilization Auto-Positioning (< 50%)', () => {
    it('should detect low utilization and trigger rebalancing', async () => {
      // 模拟账户利用率低于50%
      const mockAccountState = {
        accountId: 'pacifica-1',
        totalBalance: 1000,
        availableBalance: 600, // 利用率 = (1000-600)/1000 = 40%
        utilization: 0.4
      }

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Low utilization detection not implemented yet')
      }).toThrow('Low utilization detection not implemented yet')
    })

    it('should generate limit buy orders to increase utilization', async () => {
      const rebalancingConfig = {
        targetUtilization: 0.65, // 目标65%
        currentUtilization: 0.35, // 当前35%
        symbol: 'BTC',
        orderType: 'limit'
      }

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Limit buy order generation not implemented yet')
      }).toThrow('Limit buy order generation not implemented yet')
    })

    it('should maintain delta neutrality during rebalancing', async () => {
      const rebalancingScenario = {
        primaryAccount: {
          id: 'pacifica-1',
          currentDelta: 0.0001, // 轻微正Delta
          utilization: 0.35
        },
        hedgeAccount: {
          id: 'pacifica-2',
          currentDelta: -0.0001, // 对应负Delta
          utilization: 0.75
        },
        targetNetDelta: 0.0 // ±0.0005 BTC范围内
      }

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Delta neutrality during rebalancing not implemented yet')
      }).toThrow('Delta neutrality during rebalancing not implemented yet')
    })

    it('should complete rebalancing within 8 seconds', async () => {
      const startTime = Date.now()
      const maxExecutionTime = 8000 // 8秒

      // 模拟完整的利用率再平衡流程
      const rebalancingProcess = {
        detection: 'low-utilization',
        orderGeneration: 'limit-orders',
        hedgeCalculation: 'delta-neutral',
        execution: 'multi-account'
      }

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('8-second rebalancing execution not implemented yet')
      }).toThrow('8-second rebalancing execution not implemented yet')
    })

    it('should update utilization to target range (50-80%)', async () => {
      const beforeRebalancing = {
        utilization: 0.35,
        targetMin: 0.50,
        targetMax: 0.80
      }

      const expectedAfterRebalancing = {
        utilization: 0.65, // 应该在目标范围内
        deltaDeviation: 0.0002 // Delta偏差应该在±0.0005内
      }

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Utilization target range update not implemented yet')
      }).toThrow('Utilization target range update not implemented yet')
    })

    it('should generate monitoring events for utilization alerts', async () => {
      const expectedMonitoringEvents = [
        {
          type: 'utilization-low',
          severity: 'WARN',
          accountId: 'pacifica-1',
          currentUtilization: 0.35,
          targetRange: { min: 0.50, max: 0.80 }
        },
        {
          type: 'utilization-rebalanced',
          severity: 'INFO',
          accountId: 'pacifica-1',
          newUtilization: 0.65,
          executionTime: 6800
        }
      ]

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Utilization monitoring events not implemented yet')
      }).toThrow('Utilization monitoring events not implemented yet')
    })
  })

  describe('High Utilization Position Reduction (> 80%)', () => {
    it('should detect high utilization and trigger position reduction', async () => {
      const mockAccountState = {
        accountId: 'aster-1',
        totalBalance: 1000,
        availableBalance: 150, // 利用率 = (1000-150)/1000 = 85%
        utilization: 0.85
      }

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('High utilization detection not implemented yet')
      }).toThrow('High utilization detection not implemented yet')
    })

    it('should close positions or reduce leverage to lower utilization', async () => {
      const positionReductionStrategies = [
        'close-partial-positions',
        'reduce-leverage',
        'exercise-options',
        'release-margin'
      ]

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Position reduction strategies not implemented yet')
      }).toThrow('Position reduction strategies not implemented yet')
    })

    it('should prioritize delta adjustment over utilization when both are violated', async () => {
      const conflictScenario = {
        utilization: 0.85, // 超过80%限制
        delta: 0.0008, // 超过±0.0005 BTC限制
        priorityRule: 'delta-first'
      }

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Delta priority over utilization not implemented yet')
      }).toThrow('Delta priority over utilization not implemented yet')
    })
  })

  describe('Utilization-Delta Coordination', () => {
    it('should coordinate utilization adjustment with delta hedging', async () => {
      const coordinationScenario = {
        account1: { utilization: 0.85, delta: 0.0003 },
        account2: { utilization: 0.45, delta: -0.0003 },
        netDelta: 0.0, // 已经平衡
        action: 'transfer-positions-between-accounts'
      }

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Utilization-delta coordination not implemented yet')
      }).toThrow('Utilization-delta coordination not implemented yet')
    })

    it('should avoid creating new delta imbalances during utilization fixes', async () => {
      const safeRebalancing = {
        beforeAction: { netDelta: 0.0001 },
        duringAction: { preventDeltaIncrease: true },
        afterAction: { netDelta: 0.0001, allowedDeviation: 0.0002 }
      }

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Delta imbalance prevention not implemented yet')
      }).toThrow('Delta imbalance prevention not implemented yet')
    })
  })

  describe('Market Condition Awareness', () => {
    it('should adjust rebalancing strategy based on market volatility', async () => {
      const marketConditions = [
        { volatility: 'high', strategy: 'conservative-rebalancing' },
        { volatility: 'low', strategy: 'aggressive-rebalancing' },
        { volatility: 'extreme', strategy: 'halt-rebalancing' }
      ]

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Market condition based rebalancing not implemented yet')
      }).toThrow('Market condition based rebalancing not implemented yet')
    })

    it('should respect market data freshness before rebalancing', async () => {
      const marketDataRequirements = {
        maxAge: 2000, // 最新2秒内的价格数据
        minSources: 2, // 至少2个数据源确认
        priceDeviation: 0.1 // 价格偏差不超过0.1%
      }

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Market data freshness validation not implemented yet')
      }).toThrow('Market data freshness validation not implemented yet')
    })
  })

  describe('Risk Controls During Rebalancing', () => {
    it('should enforce maximum position size during rebalancing', async () => {
      const riskLimits = {
        maxPositionValue: 1000, // $1000 per position
        maxLeverage: 1.0,
        maxDrawdown: 0.02 // 2%
      }

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Position size enforcement not implemented yet')
      }).toThrow('Position size enforcement not implemented yet')
    })

    it('should abort rebalancing if risk limits would be violated', async () => {
      const abortConditions = [
        'position-size-exceeded',
        'leverage-limit-exceeded',
        'drawdown-limit-exceeded',
        'delta-deviation-exceeded'
      ]

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Rebalancing abort conditions not implemented yet')
      }).toThrow('Rebalancing abort conditions not implemented yet')
    })
  })

  describe('Performance and Monitoring', () => {
    it('should log detailed rebalancing execution metrics', async () => {
      const expectedMetrics = {
        executionTime: 'number',
        orderCount: 'number',
        utilizationBefore: 'number',
        utilizationAfter: 'number',
        deltaBefore: 'number',
        deltaAfter: 'number',
        feesIncurred: 'number',
        riskScore: 'number'
      }

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Rebalancing metrics logging not implemented yet')
      }).toThrow('Rebalancing metrics logging not implemented yet')
    })

    it('should update dashboard with real-time utilization status', async () => {
      const dashboardUpdates = {
        utilizationGauge: 'real-time',
        deltaStatus: 'color-coded',
        lastRebalancing: 'timestamp',
        nextScheduledCheck: 'countdown'
      }

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Dashboard utilization updates not implemented yet')
      }).toThrow('Dashboard utilization updates not implemented yet')
    })
  })

  describe('Multi-Exchange Coordination', () => {
    it('should coordinate utilization across different exchanges', async () => {
      const multiExchangeScenario = {
        pacifica: { utilization: 0.30, weight: 0.6 },
        aster: { utilization: 0.90, weight: 0.4 },
        targetAverageUtilization: 0.65
      }

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Multi-exchange utilization coordination not implemented yet')
      }).toThrow('Multi-exchange utilization coordination not implemented yet')
    })

    it('should handle exchange-specific utilization calculation differences', async () => {
      const exchangeSpecificFormulas = {
        pacifica: '(totalBalance - availableBalance) / totalBalance',
        aster: '(usedMargin) / (totalMargin)',
        binance: '(totalWalletBalance - availableBalance) / totalWalletBalance'
      }

      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Exchange-specific utilization calculations not implemented yet')
      }).toThrow('Exchange-specific utilization calculations not implemented yet')
    })
  })
})