binance-api/tests/performance/test_control_loop_latency.ts

import { describe, it, expect, beforeEach, afterEach } from '@jest/globals'
import { performance } from 'perf_hooks'
import { DeltaNeutralController } from '../../src/controllers/DeltaNeutralController.js'
import { AccountManager } from '../../src/modules/account/AccountManager.js'
import { HedgeExecutionService } from '../../src/services/HedgeExecutionService.js'
import { RiskMonitoringService } from '../../src/services/RiskMonitoringService.js'

/**
 * 控制循环延迟性能测试
 * 验证 8 秒控制循环延迟要求 (T043)
 * 验证 10 秒故障转移 SLA 要求 (T044)
 */
describe('Control Loop Latency Performance Tests', () => {
  let controller: DeltaNeutralController
  let mockAccountManager: jest.Mocked<AccountManager>
  let mockHedgeService: jest.Mocked<HedgeExecutionService>
  let mockRiskService: jest.Mocked<RiskMonitoringService>

  beforeEach(() => {
    // 创建快速响应的模拟服务
    mockAccountManager = {
      getAccounts: jest.fn().mockReturnValue(new Map([
        ['account-1', { netPosition: 0.5, unrealizedPnl: 100 }],
        ['account-2', { netPosition: -0.3, unrealizedPnl: -50 }],
        ['account-3', { netPosition: 0.2, unrealizedPnl: 25 }]
      ])),
      getAccountState: jest.fn().mockResolvedValue({ netPosition: 0.1, unrealizedPnl: 10 }),
      updateAccountState: jest.fn().mockResolvedValue(undefined),
    } as any

    mockHedgeService = {
      executeHedge: jest.fn().mockImplementation(async () => {
        // 模拟实际执行时间 (100-500ms)
        await new Promise(resolve => setTimeout(resolve, Math.random() * 400 + 100))
        return {
          success: true,
          executedOrders: [
            { accountId: 'account-1', symbol: 'BTC-USD', amount: 0.2, side: 'sell' }
          ],
          totalCost: 1000,
          executionTime: 150,
          netDeltaChange: -0.2
        }
      }),
      getStatus: jest.fn().mockReturnValue('running'),
    } as any

    mockRiskService = {
      getRiskMetrics: jest.fn().mockImplementation(async () => {
        // 模拟风险评估时间 (50-200ms)
        await new Promise(resolve => setTimeout(resolve, Math.random() * 150 + 50))
        return {
          accountId: 'test-account',
          deltaDeviation: 0.5,
          utilizationRate: 0.7,
          leverageRatio: 2,
          unrealizedPnl: 100,
          maxDrawdown: 200,
          timestamp: Date.now()
        }
      }),
      updateAccountRisk: jest.fn().mockResolvedValue(undefined),
      getActiveAlerts: jest.fn().mockReturnValue([]),
      getStatus: jest.fn().mockReturnValue('running'),
    } as any

    controller = new DeltaNeutralController(
      mockAccountManager,
      mockHedgeService,
      mockRiskService
    )
  })

  afterEach(async () => {
    await controller.stop()
  })

  describe('8-Second Control Loop Latency (T043)', () => {
    beforeEach(async () => {
      await controller.start()
    })

    it('should complete delta control within 8 seconds - single account', async () => {
      const startTime = performance.now()

      const request = {
        targetDelta: 0.0,
        accounts: ['account-1'],
        maxDeviation: 0.1,
        symbol: 'BTC-USD'
      }

      const response = await controller.executeDeltaControl(request)

      const endTime = performance.now()
      const executionTime = endTime - startTime

      expect(response.success).toBe(true)
      expect(executionTime).toBeLessThan(8000) // 8秒要求
      console.log(`Delta控制执行时间 (单账户): ${executionTime.toFixed(2)}ms`)
    })

    it('should complete delta control within 8 seconds - multiple accounts', async () => {
      const startTime = performance.now()

      const request = {
        targetDelta: 0.0,
        accounts: ['account-1', 'account-2', 'account-3'],
        maxDeviation: 0.1,
        symbol: 'BTC-USD'
      }

      const response = await controller.executeDeltaControl(request)

      const endTime = performance.now()
      const executionTime = endTime - startTime

      expect(response.success).toBe(true)
      expect(executionTime).toBeLessThan(8000) // 8秒要求
      console.log(`Delta控制执行时间 (多账户): ${executionTime.toFixed(2)}ms`)
    })

    it('should complete utilization rebalancing within 8 seconds', async () => {
      const startTime = performance.now()

      const request = {
        targetUtilization: 0.75,
        accounts: ['account-1', 'account-2', 'account-3'],
        symbol: 'BTC-USD'
      }

      const response = await controller.executeUtilizationRebalance(request)

      const endTime = performance.now()
      const executionTime = endTime - startTime

      expect(response.success).toBe(true)
      expect(executionTime).toBeLessThan(8000) // 8秒要求
      console.log(`利用率再平衡执行时间: ${executionTime.toFixed(2)}ms`)
    })

    it('should maintain consistent performance under load', async () => {
      const iterations = 10
      const executionTimes: number[] = []

      for (let i = 0; i < iterations; i++) {
        const startTime = performance.now()

        const request = {
          targetDelta: 0.0,
          accounts: ['account-1', 'account-2'],
          maxDeviation: 0.1,
          symbol: 'BTC-USD'
        }

        const response = await controller.executeDeltaControl(request)

        const endTime = performance.now()
        const executionTime = endTime - startTime

        expect(response.success).toBe(true)
        expect(executionTime).toBeLessThan(8000)
        executionTimes.push(executionTime)

        // 短暂间隔避免资源争用
        await new Promise(resolve => setTimeout(resolve, 100))
      }

      const avgExecutionTime = executionTimes.reduce((a, b) => a + b) / iterations
      const maxExecutionTime = Math.max(...executionTimes)
      const minExecutionTime = Math.min(...executionTimes)

      console.log(`性能统计 (${iterations}次迭代):`)
      console.log(`  平均执行时间: ${avgExecutionTime.toFixed(2)}ms`)
      console.log(`  最大执行时间: ${maxExecutionTime.toFixed(2)}ms`)
      console.log(`  最小执行时间: ${minExecutionTime.toFixed(2)}ms`)

      expect(avgExecutionTime).toBeLessThan(5000) // 平均应该更快
      expect(maxExecutionTime).toBeLessThan(8000) // 最大也要符合要求
    })
  })

  describe('10-Second Failover SLA (T044)', () => {
    beforeEach(async () => {
      await controller.start()
    })

    it('should handle hedge service failure within 10 seconds', async () => {
      // 模拟对冲服务失败
      mockHedgeService.executeHedge.mockImplementation(async () => {
        await new Promise(resolve => setTimeout(resolve, 2000)) // 2秒延迟
        throw new Error('Hedge service temporarily unavailable')
      })

      const startTime = performance.now()

      const request = {
        targetDelta: 0.0,
        accounts: ['account-1'],
        maxDeviation: 0.1,
        symbol: 'BTC-USD'
      }

      const response = await controller.executeDeltaControl(request)

      const endTime = performance.now()
      const failoverTime = endTime - startTime

      expect(response.success).toBe(false)
      expect(failoverTime).toBeLessThan(10000) // 10秒故障转移SLA
      console.log(`故障检测和处理时间: ${failoverTime.toFixed(2)}ms`)
    })

    it('should handle risk service timeout within 10 seconds', async () => {
      // 模拟风险服务超时
      mockRiskService.getRiskMetrics.mockImplementation(async () => {
        await new Promise(resolve => setTimeout(resolve, 8000)) // 8秒超时
        throw new Error('Risk service timeout')
      })

      const startTime = performance.now()

      const request = {
        targetUtilization: 0.75,
        accounts: ['account-1'],
        symbol: 'BTC-USD'
      }

      const response = await controller.executeUtilizationRebalance(request)

      const endTime = performance.now()
      const failoverTime = endTime - startTime

      expect(response.success).toBe(false)
      expect(failoverTime).toBeLessThan(10000) // 10秒故障转移SLA
      console.log(`服务超时处理时间: ${failoverTime.toFixed(2)}ms`)
    })

    it('should gracefully degrade when account manager is slow', async () => {
      // 模拟账户管理器响应缓慢
      mockAccountManager.getAccounts.mockImplementation(() => {
        const slowResponse = new Promise(resolve => {
          setTimeout(() => {
            resolve(new Map([
              ['account-1', { netPosition: 0.5, unrealizedPnl: 100 }]
            ]))
          }, 5000) // 5秒延迟
        })
        return slowResponse as any
      })

      const startTime = performance.now()

      const request = {
        targetDelta: 0.0,
        accounts: ['account-1'],
        maxDeviation: 0.1,
        symbol: 'BTC-USD'
      }

      const response = await controller.executeDeltaControl(request)

      const endTime = performance.now()
      const responseTime = endTime - startTime

      // 应该在合理时间内响应，即使依赖服务慢
      expect(responseTime).toBeLessThan(10000) // 10秒SLA
      console.log(`慢速服务降级处理时间: ${responseTime.toFixed(2)}ms`)
    })

    it('should maintain system stability during partial failures', async () => {
      // 模拟部分账户故障
      let callCount = 0
      mockRiskService.getRiskMetrics.mockImplementation(async (accountId) => {
        callCount++
        if (accountId === 'account-2' && callCount <= 2) {
          throw new Error('Account 2 temporarily unavailable')
        }
        await new Promise(resolve => setTimeout(resolve, 100))
        return {
          accountId,
          deltaDeviation: 0.3,
          utilizationRate: 0.7,
          leverageRatio: 2,
          unrealizedPnl: 50,
          maxDrawdown: 100,
          timestamp: Date.now()
        }
      })

      const startTime = performance.now()

      const request = {
        targetUtilization: 0.75,
        accounts: ['account-1', 'account-2', 'account-3'],
        symbol: 'BTC-USD'
      }

      const response = await controller.executeUtilizationRebalance(request)

      const endTime = performance.now()
      const recoveryTime = endTime - startTime

      expect(recoveryTime).toBeLessThan(10000) // 10秒SLA
      console.log(`部分故障恢复时间: ${recoveryTime.toFixed(2)}ms`)

      // 系统应该能够处理部分成功的情况
      expect(response.success).toBeDefined()
    })
  })

  describe('Stress Testing and Performance Benchmarks', () => {
    beforeEach(async () => {
      await controller.start()
    })

    it('should handle high-frequency requests efficiently', async () => {
      const concurrentRequests = 5
      const requests = []

      const startTime = performance.now()

      for (let i = 0; i < concurrentRequests; i++) {
        requests.push(
          controller.executeDeltaControl({
            targetDelta: 0.0,
            accounts: [`account-${i % 3 + 1}`],
            maxDeviation: 0.1,
            symbol: 'BTC-USD'
          })
        )
      }

      const responses = await Promise.all(requests)

      const endTime = performance.now()
      const totalTime = endTime - startTime

      expect(totalTime).toBeLessThan(15000) // 并发请求应在15秒内完成
      console.log(`${concurrentRequests}个并发请求总时间: ${totalTime.toFixed(2)}ms`)

      // 验证所有请求都有响应
      expect(responses).toHaveLength(concurrentRequests)
      responses.forEach(response => {
        expect(response).toBeDefined()
      })
    })

    it('should demonstrate target performance benchmarks', async () => {
      const benchmarks = {
        singleAccountDelta: 0,
        multiAccountDelta: 0,
        utilizationRebalance: 0,
        riskAssessment: 0
      }

      // 单账户Delta控制基准
      let startTime = performance.now()
      await controller.executeDeltaControl({
        targetDelta: 0.0,
        accounts: ['account-1'],
        maxDeviation: 0.1,
        symbol: 'BTC-USD'
      })
      benchmarks.singleAccountDelta = performance.now() - startTime

      // 多账户Delta控制基准
      startTime = performance.now()
      await controller.executeDeltaControl({
        targetDelta: 0.0,
        accounts: ['account-1', 'account-2', 'account-3'],
        maxDeviation: 0.1,
        symbol: 'BTC-USD'
      })
      benchmarks.multiAccountDelta = performance.now() - startTime

      // 利用率再平衡基准
      startTime = performance.now()
      await controller.executeUtilizationRebalance({
        targetUtilization: 0.75,
        accounts: ['account-1', 'account-2'],
        symbol: 'BTC-USD'
      })
      benchmarks.utilizationRebalance = performance.now() - startTime

      console.log('性能基准测试结果:')
      console.log(`  单账户Delta控制: ${benchmarks.singleAccountDelta.toFixed(2)}ms`)
      console.log(`  多账户Delta控制: ${benchmarks.multiAccountDelta.toFixed(2)}ms`)
      console.log(`  利用率再平衡: ${benchmarks.utilizationRebalance.toFixed(2)}ms`)

      // 验证性能基准
      expect(benchmarks.singleAccountDelta).toBeLessThan(2000) // 2秒目标
      expect(benchmarks.multiAccountDelta).toBeLessThan(5000) // 5秒目标
      expect(benchmarks.utilizationRebalance).toBeLessThan(3000) // 3秒目标
    })

    it('should measure memory usage and cleanup efficiency', async () => {
      const initialMemory = process.memoryUsage()

      // 执行多次操作以测试内存泄漏
      for (let i = 0; i < 50; i++) {
        await controller.executeDeltaControl({
          targetDelta: 0.0,
          accounts: ['account-1'],
          maxDeviation: 0.1,
          symbol: 'BTC-USD'
        })

        if (i % 10 === 0) {
          // 强制垃圾回收测试
          if (global.gc) {
            global.gc()
          }
        }
      }

      const finalMemory = process.memoryUsage()
      const memoryIncrease = finalMemory.heapUsed - initialMemory.heapUsed

      console.log('内存使用情况:')
      console.log(`  初始堆内存: ${(initialMemory.heapUsed / 1024 / 1024).toFixed(2)} MB`)
      console.log(`  最终堆内存: ${(finalMemory.heapUsed / 1024 / 1024).toFixed(2)} MB`)
      console.log(`  内存增长: ${(memoryIncrease / 1024 / 1024).toFixed(2)} MB`)

      // 内存增长应该在合理范围内 (< 50MB for 50 operations)
      expect(memoryIncrease).toBeLessThan(50 * 1024 * 1024)
    })
  })
})