binance-api/__tests__/contract/hedge_execution.test.ts

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

    it('should return successful execution response', async () => {
      const expectedResponse = {
        commandId: 'test-command-uuid',
        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 partial execution', async () => {
      const partialResponse = {
        commandId: 'test-command-partial',
        status: 'partial',
        deltaAfter: 0.00035,
        executionDetails: [
          {
            accountId: 'pacifica-1',
            exchangeOrderId: '1234567',
            filledSize: '0.0003',
            avgPrice: '109309.8',
            fees: '0.01',
            result: 'partially_filled'
          },
          {
            accountId: 'aster-1',
            exchangeOrderId: '9876543',
            filledSize: '0.0007',
            avgPrice: '109312.0',
            fees: '0.03',
            result: 'filled'
          }
        ],
        durationMs: 15000,
        alerts: [
          {
            type: 'partial-execution',
            message: 'Pacifica order partially filled, retrying',
            severity: 'WARN'
          }
        ],
        completedAt: '2025-09-27T12:05:15Z'
      }

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

    it('should handle execution failure', async () => {
      const failureResponse = {
        commandId: 'test-command-failed',
        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('Execution failure handling not implemented yet')
      }).toThrow('Execution failure handling not implemented yet')
    })

    it('should validate trigger types', async () => {
      const validTriggers = ['utilization', 'delta', 'failover', 'manual']
      
      validTriggers.forEach(trigger => {
        const command = {
          commandId: 'test-command',
          trigger,
          primaryAccountId: 'pacifica-1',
          hedgeAccountId: 'aster-1',
          symbol: 'BTC',
          deltaBefore: 0.0005,
          targetDelta: 0.0000,
          orders: [],
          riskEnvelope: {},
          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('Trigger validation not implemented yet')
        }).toThrow('Trigger validation not implemented yet')
      })
    })

    it('should support parallel order execution', async () => {
      const command = {
        commandId: 'test-parallel',
        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',
            parallel: true
          },
          {
            side: 'buy',
            type: 'market',
            amount: '0.0007',
            routing: {
              exchange: 'aster',
              slippageTolerance: 0.0005
            },
            parallel: true
          }
        ],
        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('Parallel execution not implemented yet')
      }).toThrow('Parallel execution not implemented yet')
    })

    it('should respect emergency stop-loss timeout', async () => {
      const startTime = Date.now()
      
      // 模拟超时情况
      const command = {
        commandId: 'test-timeout',
        trigger: 'delta-breach',
        primaryAccountId: 'pacifica-1',
        hedgeAccountId: 'aster-1',
        symbol: 'BTC',
        deltaBefore: 0.00072,
        targetDelta: 0.00000,
        orders: [
          {
            side: 'sell',
            type: 'market',
            amount: '0.0007',
            proxyProfile: 'proxy-main'
          }
        ],
        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('Emergency stop-loss timeout not implemented yet')
      }).toThrow('Emergency stop-loss timeout not implemented yet')
    })
  })

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

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

    it('should write results to HedgeExecution and MonitoringEvent', () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Result persistence not implemented yet')
      }).toThrow('Result persistence not implemented yet')
    })

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

    it('should enforce risk envelope constraints', () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Risk envelope enforcement not implemented yet')
      }).toThrow('Risk envelope enforcement not implemented yet')
    })
  })
})