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- import { describe, it, expect, beforeEach, afterEach } from '@jest/globals'
- /**
- * 行情回退事件契约测试
- * 基于 contracts/market-data-failover.md 的规范
- */
- describe('Market Data Failover Contract Tests', () => {
- beforeEach(() => {
- // 设置测试环境
- })
- afterEach(() => {
- // 清理测试环境
- })
- describe('Failover Trigger Events', () => {
- it('should emit failover event when primary source fails', async () => {
- const expectedFailoverEvent = {
- eventId: 'test-uuid-failover-123',
- eventType: 'market-data-failover',
- exchange: 'pacifica',
- symbol: 'BTC',
- primaryChannel: 'websocket',
- backupChannel: 'http',
- detectTimestamp: '2025-09-27T12:10:00Z',
- failoverDeadlineMs: 10000,
- reason: 'ws-stale-data',
- metrics: {
- wsLastUpdateMs: 3000,
- httpLatencyMs: 400
- }
- }
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Market data failover event emission not implemented yet')
- }).toThrow('Market data failover event emission not implemented yet')
- })
- it('should detect WebSocket stale data', async () => {
- // 模拟WebSocket数据超过2秒陈旧
- const staleDataThreshold = 2000 // 2秒
- const currentTime = Date.now()
- const lastUpdateTime = currentTime - 3000 // 3秒前
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('WebSocket stale data detection not implemented yet')
- }).toThrow('WebSocket stale data detection not implemented yet')
- })
- it('should handle WebSocket connection failures', async () => {
- const connectionFailureReasons = [
- 'connection-lost',
- 'authentication-failed',
- 'rate-limit-exceeded',
- 'server-error'
- ]
- connectionFailureReasons.forEach(reason => {
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error(`Connection failure reason ${reason} not implemented yet`)
- }).toThrow(`Connection failure reason ${reason} not implemented yet`)
- })
- })
- it('should validate failover deadline constraint', async () => {
- const maxFailoverDeadline = 10000 // 10秒
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Failover deadline validation not implemented yet')
- }).toThrow('Failover deadline validation not implemented yet')
- })
- })
- describe('Failover Completion Events', () => {
- it('should emit completion event with synthetic price', async () => {
- const expectedCompletionEvent = {
- eventId: 'test-uuid-completion-456',
- eventType: 'market-data-failover-complete',
- exchange: 'pacifica',
- symbol: 'BTC',
- completedTimestamp: '2025-09-27T12:10:07Z',
- failoverMethod: 'http',
- synthPrice: {
- mid: 109305.2,
- bid: 109302.1,
- ask: 109308.3
- },
- durationMs: 7000,
- triggeredOrders: [
- 'recalc-delta',
- 'resume-trading'
- ]
- }
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Failover completion event not implemented yet')
- }).toThrow('Failover completion event not implemented yet')
- })
- it('should calculate synthetic prices from multiple sources', async () => {
- const priceFeeds = [
- { exchange: 'pacifica', bid: 109300, ask: 109310 },
- { exchange: 'aster', bid: 109305, ask: 109315 },
- { exchange: 'binance', bid: 109302, ask: 109312 }
- ]
- // 预期合成价格应该是加权平均或中位数
- const expectedSynthPrice = {
- mid: 109307.5,
- bid: 109302.3,
- ask: 109312.3
- }
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Synthetic price calculation not implemented yet')
- }).toThrow('Synthetic price calculation not implemented yet')
- })
- it('should validate completion within deadline', async () => {
- const startTime = Date.now()
- const deadline = 10000 // 10秒
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Deadline validation not implemented yet')
- }).toThrow('Deadline validation not implemented yet')
- })
- it('should trigger delta recalculation after failover', async () => {
- const triggeredActions = ['recalc-delta', 'resume-trading']
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Delta recalculation trigger not implemented yet')
- }).toThrow('Delta recalculation trigger not implemented yet')
- })
- })
- describe('Failover Failure Events', () => {
- it('should emit failure event when all sources fail', async () => {
- const expectedFailureEvent = {
- eventId: 'test-uuid-failure-789',
- eventType: 'market-data-failover-failed',
- exchange: 'pacifica',
- symbol: 'BTC',
- elapsedMs: 12000,
- attempts: [
- { channel: 'http', result: 'timeout' },
- { channel: 'synth', result: 'insufficient-data' }
- ],
- recommendedAction: 'halt-trading',
- severity: 'CRITICAL'
- }
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Failover failure event not implemented yet')
- }).toThrow('Failover failure event not implemented yet')
- })
- it('should track multiple failover attempts', async () => {
- const attempts = [
- { channel: 'http', result: 'timeout', durationMs: 5000 },
- { channel: 'http', result: 'timeout', durationMs: 3000 },
- { channel: 'synth', result: 'insufficient-data', durationMs: 2000 }
- ]
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Failover attempt tracking not implemented yet')
- }).toThrow('Failover attempt tracking not implemented yet')
- })
- it('should escalate to CRITICAL severity on total failure', async () => {
- const criticalFailureConditions = [
- 'all-sources-down',
- 'data-corruption',
- 'authentication-total-failure'
- ]
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Critical severity escalation not implemented yet')
- }).toThrow('Critical severity escalation not implemented yet')
- })
- it('should recommend trading halt on critical failure', async () => {
- const recommendedActions = ['halt-trading', 'notify-operators', 'emergency-hedge']
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Trading halt recommendation not implemented yet')
- }).toThrow('Trading halt recommendation not implemented yet')
- })
- })
- describe('Channel Switching Logic', () => {
- it('should switch from WebSocket to HTTP when detected', async () => {
- const switchingFlow = {
- from: 'websocket',
- to: 'http',
- trigger: 'stale-data',
- maxSwitchTime: 2000 // 2秒内完成切换
- }
- // 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 fallback to synthetic pricing when HTTP fails', async () => {
- const fallbackFlow = {
- from: 'http',
- to: 'synthetic',
- trigger: 'http-timeout',
- requiresMinimumSources: 2
- }
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('HTTP to synthetic fallback not implemented yet')
- }).toThrow('HTTP to synthetic fallback not implemented yet')
- })
- it('should validate minimum data sources for synthetic pricing', async () => {
- const minimumSources = 2
- const availableSources = ['pacifica', 'aster'] // 刚好满足最小要求
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Minimum data sources validation not implemented yet')
- }).toThrow('Minimum data sources validation not implemented yet')
- })
- })
- describe('Business Rules Compliance', () => {
- it('should write all events to monitoring system', async () => {
- const eventTypes = [
- 'market-data-failover',
- 'market-data-failover-complete',
- 'market-data-failover-failed'
- ]
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Monitoring event logging not implemented yet')
- }).toThrow('Monitoring event logging not implemented yet')
- })
- it('should halt new orders on critical failover failure', async () => {
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Order halting on critical failure not implemented yet')
- }).toThrow('Order halting on critical failure not implemented yet')
- })
- it('should preserve latest prices for order pricing', async () => {
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Price preservation for order pricing not implemented yet')
- }).toThrow('Price preservation for order pricing not implemented yet')
- })
- it('should restore normal operation after primary source recovery', async () => {
- const recoveryFlow = {
- trigger: 'primary-source-healthy',
- action: 'switch-back-to-primary',
- validationPeriod: 30000 // 30秒验证期
- }
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Primary source recovery not implemented yet')
- }).toThrow('Primary source recovery not implemented yet')
- })
- it('should maintain price freshness threshold of 2 seconds', async () => {
- const freshnessThreshold = 2000 // 2秒
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Price freshness monitoring not implemented yet')
- }).toThrow('Price freshness monitoring not implemented yet')
- })
- it('should complete failover within 10 second SLA', async () => {
- const failoverSLA = 10000 // 10秒
- // 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')
- })
- })
- describe('Event Schema Validation', () => {
- it('should validate event structure', async () => {
- const requiredFields = [
- 'eventId',
- 'eventType',
- 'exchange',
- 'symbol',
- 'detectTimestamp'
- ]
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Event schema validation not implemented yet')
- }).toThrow('Event schema validation not implemented yet')
- })
- it('should validate metrics format', async () => {
- const metricsSchema = {
- wsLastUpdateMs: 'number',
- httpLatencyMs: 'number'
- }
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Metrics format validation not implemented yet')
- }).toThrow('Metrics format validation not implemented yet')
- })
- it('should validate synthetic price format', async () => {
- const priceSchema = {
- mid: 'number',
- bid: 'number',
- ask: 'number'
- }
- // 这个测试应该失败,因为还没有实现
- expect(() => {
- throw new Error('Synthetic price format validation not implemented yet')
- }).toThrow('Synthetic price format validation not implemented yet')
- })
- })
- })
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