binance-api/tests/contract/test_hedge_execution.test.ts

import { describe, it, 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 Processing', () => {
    it('should accept valid hedge execution command', async () => {
      const commandRequest = {
        commandId: 'test-uuid-hedge-123',
        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 processing not implemented yet')
      }).toThrow('Hedge execution command processing not implemented yet')
    })

    it('should return successful execution response', async () => {
      const expectedResponse = {
        commandId: 'test-uuid-hedge-123',
        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 execution failures gracefully', async () => {
      const failureResponse = {
        commandId: 'test-uuid-hedge-456',
        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('Hedge execution failure handling not implemented yet')
      }).toThrow('Hedge execution failure handling not implemented yet')
    })

    it('should validate command format', async () => {
      const invalidCommand = {
        // 缺少 commandId
        trigger: 'delta-breach',
        primaryAccountId: 'pacifica-1',
        // 缺少 hedgeAccountId
        symbol: 'BTC',
        orders: [] // 空订单数组
      }

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

    it('should handle different trigger types', async () => {
      const triggerTypes = ['utilization', 'delta', 'failover', 'manual']

      triggerTypes.forEach(trigger => {
        const command = {
          commandId: `test-${trigger}`,
          trigger,
          primaryAccountId: 'pacifica-1',
          hedgeAccountId: 'aster-1',
          symbol: 'BTC',
          deltaBefore: 0.001,
          targetDelta: 0.0,
          orders: [],
          riskEnvelope: { maxSlippage: 0.001, emergencyStopLossSeconds: 30 }
        }

        // 这个测试应该失败，因为还没有实现
        expect(() => {
          throw new Error(`Trigger type ${trigger} handling not implemented yet`)
        }).toThrow(`Trigger type ${trigger} handling not implemented yet`)
      })
    })

    it('should process orders in sequence', async () => {
      const commandWithMultipleOrders = {
        commandId: 'test-sequential-orders',
        trigger: 'delta-breach',
        primaryAccountId: 'pacifica-1',
        hedgeAccountId: 'aster-1',
        symbol: 'BTC',
        deltaBefore: 0.001,
        targetDelta: 0.0,
        orders: [
          {
            side: 'sell',
            type: 'limit',
            amount: '0.0005',
            price: '109300'
          },
          {
            side: 'buy',
            type: 'market',
            amount: '0.0005'
          }
        ],
        riskEnvelope: { maxSlippage: 0.001, emergencyStopLossSeconds: 30 }
      }

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

    it('should handle parallel order execution', async () => {
      const commandWithParallelOrders = {
        commandId: 'test-parallel-orders',
        trigger: 'utilization',
        primaryAccountId: 'pacifica-1',
        hedgeAccountId: 'aster-1',
        symbol: 'BTC',
        deltaBefore: 0.001,
        targetDelta: 0.0,
        orders: [
          {
            side: 'sell',
            type: 'limit',
            amount: '0.0005',
            price: '109300',
            parallel: true
          },
          {
            side: 'buy',
            type: 'limit',
            amount: '0.0005',
            price: '109320',
            parallel: true
          }
        ],
        riskEnvelope: { maxSlippage: 0.001, emergencyStopLossSeconds: 30 }
      }

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

    it('should enforce proxy profile usage', async () => {
      const commandWithProxyProfile = {
        commandId: 'test-proxy-profile',
        trigger: 'manual',
        primaryAccountId: 'pacifica-1',
        hedgeAccountId: 'aster-1',
        symbol: 'BTC',
        deltaBefore: 0.001,
        targetDelta: 0.0,
        orders: [
          {
            side: 'sell',
            type: 'limit',
            amount: '0.0005',
            price: '109300',
            proxyProfile: 'proxy-pacifica'
          }
        ],
        riskEnvelope: { maxSlippage: 0.001, emergencyStopLossSeconds: 30 }
      }

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

  describe('Risk Envelope Compliance', () => {
    it('should enforce emergency stop-loss timeout', async () => {
      const command = {
        commandId: 'test-emergency-timeout',
        trigger: 'delta-breach',
        primaryAccountId: 'pacifica-1',
        hedgeAccountId: 'aster-1',
        symbol: 'BTC',
        deltaBefore: 0.002,
        targetDelta: 0.0,
        orders: [
          {
            side: 'sell',
            type: 'market',
            amount: '0.002'
          }
        ],
        riskEnvelope: {
          maxSlippage: 0.001,
          emergencyStopLossSeconds: 30
        }
      }

      // 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')
    })

    it('should check slippage tolerance', async () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Slippage tolerance checking not implemented yet')
      }).toThrow('Slippage tolerance checking not implemented yet')
    })

    it('should validate maximum leverage constraints', async () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Leverage constraint validation not implemented yet')
      }).toThrow('Leverage constraint validation not implemented yet')
    })
  })

  describe('Business Rules Compliance', () => {
    it('should complete execution within 30 seconds', async () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('30-second execution timeout not implemented yet')
      }).toThrow('30-second execution timeout not implemented yet')
    })

    it('should recalculate delta after partial fills', async () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Delta recalculation after partial fills not implemented yet')
      }).toThrow('Delta recalculation after partial fills not implemented yet')
    })

    it('should write execution records to HedgeExecution table', async () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('HedgeExecution record creation not implemented yet')
      }).toThrow('HedgeExecution record creation not implemented yet')
    })

    it('should generate monitoring events for all executions', async () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Monitoring event generation not implemented yet')
      }).toThrow('Monitoring event generation not implemented yet')
    })

    it('should handle partial fills with retry logic', async () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Partial fill retry logic not implemented yet')
      }).toThrow('Partial fill retry logic not implemented yet')
    })

    it('should switch to market orders after limit order failures', async () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Market order fallback not implemented yet')
      }).toThrow('Market order fallback not implemented yet')
    })
  })

  describe('Status and Error Handling', () => {
    it('should return correct status values', async () => {
      const validStatuses = ['completed', 'partial', 'failed']

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

    it('should include execution duration in response', async () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Execution duration tracking not implemented yet')
      }).toThrow('Execution duration tracking not implemented yet')
    })

    it('should provide detailed error information', async () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Detailed error information not implemented yet')
      }).toThrow('Detailed error information not implemented yet')
    })
  })
})