test_market_data_failover.test.ts 12 KB

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  1. import { describe, it, expect, beforeEach, afterEach } from '@jest/globals'
  2. /**
  3. * 行情回退事件契约测试
  4. * 基于 contracts/market-data-failover.md 的规范
  5. */
  6. describe('Market Data Failover Contract Tests', () => {
  7. beforeEach(() => {
  8. // 设置测试环境
  9. })
  10. afterEach(() => {
  11. // 清理测试环境
  12. })
  13. describe('Failover Trigger Events', () => {
  14. it('should emit failover event when primary source fails', async () => {
  15. const expectedFailoverEvent = {
  16. eventId: 'test-uuid-failover-123',
  17. eventType: 'market-data-failover',
  18. exchange: 'pacifica',
  19. symbol: 'BTC',
  20. primaryChannel: 'websocket',
  21. backupChannel: 'http',
  22. detectTimestamp: '2025-09-27T12:10:00Z',
  23. failoverDeadlineMs: 10000,
  24. reason: 'ws-stale-data',
  25. metrics: {
  26. wsLastUpdateMs: 3000,
  27. httpLatencyMs: 400
  28. }
  29. }
  30. // 这个测试应该失败,因为还没有实现
  31. expect(() => {
  32. throw new Error('Market data failover event emission not implemented yet')
  33. }).toThrow('Market data failover event emission not implemented yet')
  34. })
  35. it('should detect WebSocket stale data', async () => {
  36. // 模拟WebSocket数据超过2秒陈旧
  37. const staleDataThreshold = 2000 // 2秒
  38. const currentTime = Date.now()
  39. const lastUpdateTime = currentTime - 3000 // 3秒前
  40. // 这个测试应该失败,因为还没有实现
  41. expect(() => {
  42. throw new Error('WebSocket stale data detection not implemented yet')
  43. }).toThrow('WebSocket stale data detection not implemented yet')
  44. })
  45. it('should handle WebSocket connection failures', async () => {
  46. const connectionFailureReasons = [
  47. 'connection-lost',
  48. 'authentication-failed',
  49. 'rate-limit-exceeded',
  50. 'server-error'
  51. ]
  52. connectionFailureReasons.forEach(reason => {
  53. // 这个测试应该失败,因为还没有实现
  54. expect(() => {
  55. throw new Error(`Connection failure reason ${reason} not implemented yet`)
  56. }).toThrow(`Connection failure reason ${reason} not implemented yet`)
  57. })
  58. })
  59. it('should validate failover deadline constraint', async () => {
  60. const maxFailoverDeadline = 10000 // 10秒
  61. // 这个测试应该失败,因为还没有实现
  62. expect(() => {
  63. throw new Error('Failover deadline validation not implemented yet')
  64. }).toThrow('Failover deadline validation not implemented yet')
  65. })
  66. })
  67. describe('Failover Completion Events', () => {
  68. it('should emit completion event with synthetic price', async () => {
  69. const expectedCompletionEvent = {
  70. eventId: 'test-uuid-completion-456',
  71. eventType: 'market-data-failover-complete',
  72. exchange: 'pacifica',
  73. symbol: 'BTC',
  74. completedTimestamp: '2025-09-27T12:10:07Z',
  75. failoverMethod: 'http',
  76. synthPrice: {
  77. mid: 109305.2,
  78. bid: 109302.1,
  79. ask: 109308.3
  80. },
  81. durationMs: 7000,
  82. triggeredOrders: [
  83. 'recalc-delta',
  84. 'resume-trading'
  85. ]
  86. }
  87. // 这个测试应该失败,因为还没有实现
  88. expect(() => {
  89. throw new Error('Failover completion event not implemented yet')
  90. }).toThrow('Failover completion event not implemented yet')
  91. })
  92. it('should calculate synthetic prices from multiple sources', async () => {
  93. const priceFeeds = [
  94. { exchange: 'pacifica', bid: 109300, ask: 109310 },
  95. { exchange: 'aster', bid: 109305, ask: 109315 },
  96. { exchange: 'binance', bid: 109302, ask: 109312 }
  97. ]
  98. // 预期合成价格应该是加权平均或中位数
  99. const expectedSynthPrice = {
  100. mid: 109307.5,
  101. bid: 109302.3,
  102. ask: 109312.3
  103. }
  104. // 这个测试应该失败,因为还没有实现
  105. expect(() => {
  106. throw new Error('Synthetic price calculation not implemented yet')
  107. }).toThrow('Synthetic price calculation not implemented yet')
  108. })
  109. it('should validate completion within deadline', async () => {
  110. const startTime = Date.now()
  111. const deadline = 10000 // 10秒
  112. // 这个测试应该失败,因为还没有实现
  113. expect(() => {
  114. throw new Error('Deadline validation not implemented yet')
  115. }).toThrow('Deadline validation not implemented yet')
  116. })
  117. it('should trigger delta recalculation after failover', async () => {
  118. const triggeredActions = ['recalc-delta', 'resume-trading']
  119. // 这个测试应该失败,因为还没有实现
  120. expect(() => {
  121. throw new Error('Delta recalculation trigger not implemented yet')
  122. }).toThrow('Delta recalculation trigger not implemented yet')
  123. })
  124. })
  125. describe('Failover Failure Events', () => {
  126. it('should emit failure event when all sources fail', async () => {
  127. const expectedFailureEvent = {
  128. eventId: 'test-uuid-failure-789',
  129. eventType: 'market-data-failover-failed',
  130. exchange: 'pacifica',
  131. symbol: 'BTC',
  132. elapsedMs: 12000,
  133. attempts: [
  134. { channel: 'http', result: 'timeout' },
  135. { channel: 'synth', result: 'insufficient-data' }
  136. ],
  137. recommendedAction: 'halt-trading',
  138. severity: 'CRITICAL'
  139. }
  140. // 这个测试应该失败,因为还没有实现
  141. expect(() => {
  142. throw new Error('Failover failure event not implemented yet')
  143. }).toThrow('Failover failure event not implemented yet')
  144. })
  145. it('should track multiple failover attempts', async () => {
  146. const attempts = [
  147. { channel: 'http', result: 'timeout', durationMs: 5000 },
  148. { channel: 'http', result: 'timeout', durationMs: 3000 },
  149. { channel: 'synth', result: 'insufficient-data', durationMs: 2000 }
  150. ]
  151. // 这个测试应该失败,因为还没有实现
  152. expect(() => {
  153. throw new Error('Failover attempt tracking not implemented yet')
  154. }).toThrow('Failover attempt tracking not implemented yet')
  155. })
  156. it('should escalate to CRITICAL severity on total failure', async () => {
  157. const criticalFailureConditions = [
  158. 'all-sources-down',
  159. 'data-corruption',
  160. 'authentication-total-failure'
  161. ]
  162. // 这个测试应该失败,因为还没有实现
  163. expect(() => {
  164. throw new Error('Critical severity escalation not implemented yet')
  165. }).toThrow('Critical severity escalation not implemented yet')
  166. })
  167. it('should recommend trading halt on critical failure', async () => {
  168. const recommendedActions = ['halt-trading', 'notify-operators', 'emergency-hedge']
  169. // 这个测试应该失败,因为还没有实现
  170. expect(() => {
  171. throw new Error('Trading halt recommendation not implemented yet')
  172. }).toThrow('Trading halt recommendation not implemented yet')
  173. })
  174. })
  175. describe('Channel Switching Logic', () => {
  176. it('should switch from WebSocket to HTTP when detected', async () => {
  177. const switchingFlow = {
  178. from: 'websocket',
  179. to: 'http',
  180. trigger: 'stale-data',
  181. maxSwitchTime: 2000 // 2秒内完成切换
  182. }
  183. // 这个测试应该失败,因为还没有实现
  184. expect(() => {
  185. throw new Error('WebSocket to HTTP switching not implemented yet')
  186. }).toThrow('WebSocket to HTTP switching not implemented yet')
  187. })
  188. it('should fallback to synthetic pricing when HTTP fails', async () => {
  189. const fallbackFlow = {
  190. from: 'http',
  191. to: 'synthetic',
  192. trigger: 'http-timeout',
  193. requiresMinimumSources: 2
  194. }
  195. // 这个测试应该失败,因为还没有实现
  196. expect(() => {
  197. throw new Error('HTTP to synthetic fallback not implemented yet')
  198. }).toThrow('HTTP to synthetic fallback not implemented yet')
  199. })
  200. it('should validate minimum data sources for synthetic pricing', async () => {
  201. const minimumSources = 2
  202. const availableSources = ['pacifica', 'aster'] // 刚好满足最小要求
  203. // 这个测试应该失败,因为还没有实现
  204. expect(() => {
  205. throw new Error('Minimum data sources validation not implemented yet')
  206. }).toThrow('Minimum data sources validation not implemented yet')
  207. })
  208. })
  209. describe('Business Rules Compliance', () => {
  210. it('should write all events to monitoring system', async () => {
  211. const eventTypes = [
  212. 'market-data-failover',
  213. 'market-data-failover-complete',
  214. 'market-data-failover-failed'
  215. ]
  216. // 这个测试应该失败,因为还没有实现
  217. expect(() => {
  218. throw new Error('Monitoring event logging not implemented yet')
  219. }).toThrow('Monitoring event logging not implemented yet')
  220. })
  221. it('should halt new orders on critical failover failure', async () => {
  222. // 这个测试应该失败,因为还没有实现
  223. expect(() => {
  224. throw new Error('Order halting on critical failure not implemented yet')
  225. }).toThrow('Order halting on critical failure not implemented yet')
  226. })
  227. it('should preserve latest prices for order pricing', async () => {
  228. // 这个测试应该失败,因为还没有实现
  229. expect(() => {
  230. throw new Error('Price preservation for order pricing not implemented yet')
  231. }).toThrow('Price preservation for order pricing not implemented yet')
  232. })
  233. it('should restore normal operation after primary source recovery', async () => {
  234. const recoveryFlow = {
  235. trigger: 'primary-source-healthy',
  236. action: 'switch-back-to-primary',
  237. validationPeriod: 30000 // 30秒验证期
  238. }
  239. // 这个测试应该失败,因为还没有实现
  240. expect(() => {
  241. throw new Error('Primary source recovery not implemented yet')
  242. }).toThrow('Primary source recovery not implemented yet')
  243. })
  244. it('should maintain price freshness threshold of 2 seconds', async () => {
  245. const freshnessThreshold = 2000 // 2秒
  246. // 这个测试应该失败,因为还没有实现
  247. expect(() => {
  248. throw new Error('Price freshness monitoring not implemented yet')
  249. }).toThrow('Price freshness monitoring not implemented yet')
  250. })
  251. it('should complete failover within 10 second SLA', async () => {
  252. const failoverSLA = 10000 // 10秒
  253. // 这个测试应该失败,因为还没有实现
  254. expect(() => {
  255. throw new Error('10-second failover SLA not implemented yet')
  256. }).toThrow('10-second failover SLA not implemented yet')
  257. })
  258. })
  259. describe('Event Schema Validation', () => {
  260. it('should validate event structure', async () => {
  261. const requiredFields = [
  262. 'eventId',
  263. 'eventType',
  264. 'exchange',
  265. 'symbol',
  266. 'detectTimestamp'
  267. ]
  268. // 这个测试应该失败,因为还没有实现
  269. expect(() => {
  270. throw new Error('Event schema validation not implemented yet')
  271. }).toThrow('Event schema validation not implemented yet')
  272. })
  273. it('should validate metrics format', async () => {
  274. const metricsSchema = {
  275. wsLastUpdateMs: 'number',
  276. httpLatencyMs: 'number'
  277. }
  278. // 这个测试应该失败,因为还没有实现
  279. expect(() => {
  280. throw new Error('Metrics format validation not implemented yet')
  281. }).toThrow('Metrics format validation not implemented yet')
  282. })
  283. it('should validate synthetic price format', async () => {
  284. const priceSchema = {
  285. mid: 'number',
  286. bid: 'number',
  287. ask: 'number'
  288. }
  289. // 这个测试应该失败,因为还没有实现
  290. expect(() => {
  291. throw new Error('Synthetic price format validation not implemented yet')
  292. }).toThrow('Synthetic price format validation not implemented yet')
  293. })
  294. })
  295. })