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

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')
    })
  })
})