market_data_failover.test.ts 9.2 KB

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  1. import { describe, test, 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('Market Data Failover Events', () => {
  14. it('should emit failover initiation event', async () => {
  15. const failoverEvent = {
  16. eventId: 'test-failover-uuid',
  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('Failover initiation event not implemented yet')
  33. }).toThrow('Failover initiation event not implemented yet')
  34. })
  35. it('should emit failover completion event', async () => {
  36. const completionEvent = {
  37. eventId: 'test-failover-uuid',
  38. eventType: 'market-data-failover-complete',
  39. exchange: 'pacifica',
  40. symbol: 'BTC',
  41. completedTimestamp: '2025-09-27T12:10:07Z',
  42. failoverMethod: 'http',
  43. synthPrice: {
  44. mid: 109305.2,
  45. bid: 109302.1,
  46. ask: 109308.3
  47. },
  48. durationMs: 7000,
  49. triggeredOrders: [
  50. 'recalc-delta',
  51. 'resume-trading'
  52. ]
  53. }
  54. // 这个测试应该失败,因为还没有实现
  55. expect(() => {
  56. throw new Error('Failover completion event not implemented yet')
  57. }).toThrow('Failover completion event not implemented yet')
  58. })
  59. it('should emit failover failure alert', async () => {
  60. const failureEvent = {
  61. eventId: 'test-failover-failed-uuid',
  62. eventType: 'market-data-failover-failed',
  63. exchange: 'pacifica',
  64. symbol: 'BTC',
  65. elapsedMs: 12000,
  66. attempts: [
  67. { channel: 'http', result: 'timeout' },
  68. { channel: 'synth', result: 'insufficient-data' }
  69. ],
  70. recommendedAction: 'halt-trading',
  71. severity: 'CRITICAL'
  72. }
  73. // 这个测试应该失败,因为还没有实现
  74. expect(() => {
  75. throw new Error('Failover failure alert not implemented yet')
  76. }).toThrow('Failover failure alert not implemented yet')
  77. })
  78. it('should handle WebSocket stale data detection', async () => {
  79. const staleDataEvent = {
  80. eventId: 'test-stale-data-uuid',
  81. eventType: 'market-data-failover',
  82. exchange: 'aster',
  83. symbol: 'ETH',
  84. primaryChannel: 'websocket',
  85. backupChannel: 'http',
  86. detectTimestamp: '2025-09-27T12:11:00Z',
  87. failoverDeadlineMs: 10000,
  88. reason: 'ws-stale-data',
  89. metrics: {
  90. wsLastUpdateMs: 5000, // 超过 2s 阈值
  91. httpLatencyMs: 200
  92. }
  93. }
  94. // 这个测试应该失败,因为还没有实现
  95. expect(() => {
  96. throw new Error('Stale data detection not implemented yet')
  97. }).toThrow('Stale data detection not implemented yet')
  98. })
  99. it('should handle WebSocket connection failure', async () => {
  100. const connectionFailureEvent = {
  101. eventId: 'test-connection-fail-uuid',
  102. eventType: 'market-data-failover',
  103. exchange: 'binance',
  104. symbol: 'BTC',
  105. primaryChannel: 'websocket',
  106. backupChannel: 'http',
  107. detectTimestamp: '2025-09-27T12:12:00Z',
  108. failoverDeadlineMs: 10000,
  109. reason: 'ws-connection-lost',
  110. metrics: {
  111. wsLastUpdateMs: 0,
  112. httpLatencyMs: 300
  113. }
  114. }
  115. // 这个测试应该失败,因为还没有实现
  116. expect(() => {
  117. throw new Error('Connection failure handling not implemented yet')
  118. }).toThrow('Connection failure handling not implemented yet')
  119. })
  120. it('should complete failover within deadline', async () => {
  121. const startTime = Date.now()
  122. // 模拟快速回退(7秒内完成)
  123. const quickFailoverEvent = {
  124. eventId: 'test-quick-failover-uuid',
  125. eventType: 'market-data-failover-complete',
  126. exchange: 'pacifica',
  127. symbol: 'BTC',
  128. completedTimestamp: '2025-09-27T12:13:07Z',
  129. failoverMethod: 'http',
  130. synthPrice: {
  131. mid: 109305.2,
  132. bid: 109302.1,
  133. ask: 109308.3
  134. },
  135. durationMs: 7000,
  136. triggeredOrders: ['resume-trading']
  137. }
  138. // 这个测试应该失败,因为还没有实现
  139. expect(() => {
  140. throw new Error('Deadline compliance not implemented yet')
  141. }).toThrow('Deadline compliance not implemented yet')
  142. })
  143. it('should handle synthetic price generation', async () => {
  144. const synthPriceEvent = {
  145. eventId: 'test-synth-price-uuid',
  146. eventType: 'market-data-failover-complete',
  147. exchange: 'aster',
  148. symbol: 'ETH',
  149. completedTimestamp: '2025-09-27T12:14:00Z',
  150. failoverMethod: 'synth',
  151. synthPrice: {
  152. mid: 3421.5,
  153. bid: 3420.1,
  154. ask: 3422.9
  155. },
  156. durationMs: 8500,
  157. triggeredOrders: ['resume-trading']
  158. }
  159. // 这个测试应该失败,因为还没有实现
  160. expect(() => {
  161. throw new Error('Synthetic price generation not implemented yet')
  162. }).toThrow('Synthetic price generation not implemented yet')
  163. })
  164. it('should validate failover reason codes', async () => {
  165. const validReasons = [
  166. 'ws-stale-data',
  167. 'ws-connection-lost',
  168. 'ws-timeout',
  169. 'ws-auth-failed',
  170. 'http-timeout',
  171. 'http-rate-limit'
  172. ]
  173. validReasons.forEach(reason => {
  174. const event = {
  175. eventId: 'test-reason-uuid',
  176. eventType: 'market-data-failover',
  177. exchange: 'pacifica',
  178. symbol: 'BTC',
  179. primaryChannel: 'websocket',
  180. backupChannel: 'http',
  181. detectTimestamp: '2025-09-27T12:15:00Z',
  182. failoverDeadlineMs: 10000,
  183. reason,
  184. metrics: {
  185. wsLastUpdateMs: 3000,
  186. httpLatencyMs: 400
  187. }
  188. }
  189. // 这个测试应该失败,因为还没有实现
  190. expect(() => {
  191. throw new Error('Reason code validation not implemented yet')
  192. }).toThrow('Reason code validation not implemented yet')
  193. })
  194. })
  195. it('should handle multiple exchange failover simultaneously', async () => {
  196. const multiExchangeEvents = [
  197. {
  198. eventId: 'test-pacifica-failover',
  199. eventType: 'market-data-failover',
  200. exchange: 'pacifica',
  201. symbol: 'BTC',
  202. primaryChannel: 'websocket',
  203. backupChannel: 'http',
  204. detectTimestamp: '2025-09-27T12:16:00Z',
  205. failoverDeadlineMs: 10000,
  206. reason: 'ws-stale-data',
  207. metrics: { wsLastUpdateMs: 3000, httpLatencyMs: 400 }
  208. },
  209. {
  210. eventId: 'test-aster-failover',
  211. eventType: 'market-data-failover',
  212. exchange: 'aster',
  213. symbol: 'BTC',
  214. primaryChannel: 'websocket',
  215. backupChannel: 'http',
  216. detectTimestamp: '2025-09-27T12:16:01Z',
  217. failoverDeadlineMs: 10000,
  218. reason: 'ws-connection-lost',
  219. metrics: { wsLastUpdateMs: 0, httpLatencyMs: 200 }
  220. }
  221. ]
  222. // 这个测试应该失败,因为还没有实现
  223. expect(() => {
  224. throw new Error('Multi-exchange failover not implemented yet')
  225. }).toThrow('Multi-exchange failover not implemented yet')
  226. })
  227. })
  228. describe('Market Data Failover Business Rules', () => {
  229. it('should write all events to logs and MonitoringEvent', () => {
  230. // 这个测试应该失败,因为还没有实现
  231. expect(() => {
  232. throw new Error('Event persistence not implemented yet')
  233. }).toThrow('Event persistence not implemented yet')
  234. })
  235. it('should halt trading on critical failover failure', () => {
  236. // 这个测试应该失败,因为还没有实现
  237. expect(() => {
  238. throw new Error('Trading halt on failure not implemented yet')
  239. }).toThrow('Trading halt on failure not implemented yet')
  240. })
  241. it('should provide latest price data in completion events', () => {
  242. // 这个测试应该失败,因为还没有实现
  243. expect(() => {
  244. throw new Error('Price data provision not implemented yet')
  245. }).toThrow('Price data provision not implemented yet')
  246. })
  247. it('should track failover metrics for performance monitoring', () => {
  248. // 这个测试应该失败,因为还没有实现
  249. expect(() => {
  250. throw new Error('Failover metrics tracking not implemented yet')
  251. }).toThrow('Failover metrics tracking not implemented yet')
  252. })
  253. it('should support manual recovery after automatic failover', () => {
  254. // 这个测试应该失败,因为还没有实现
  255. expect(() => {
  256. throw new Error('Manual recovery support not implemented yet')
  257. }).toThrow('Manual recovery support not implemented yet')
  258. })
  259. })
  260. })