binance-api/__tests__/integration/utilization_rebalance.test.ts

import { describe, test, expect, beforeEach, afterEach } from '@jest/globals'

/**
 * 资金利用率再平衡集成测试
 * 基于 quickstart.md 场景 1 的规范
 */
describe('Utilization Rebalancing Integration Tests', () => {
  beforeEach(() => {
    // 设置测试环境
  })

  afterEach(() => {
    // 清理测试环境
  })

  describe('Scenario 1: Utilization Below 50% Auto Rebalancing', () => {
    it('should detect low utilization and generate buy orders', async () => {
      // 模拟 pacifica-1 账户利用率 < 50%
      const accountState = {
        accountId: 'pacifica-1',
        balances: [
          { asset: 'USDT', total: '1000.00', available: '800.00' } // 利用率 = 20%
        ],
        utilization: 0.2
      }

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

    it('should execute limit buy orders within 8 seconds', async () => {
      const startTime = Date.now()
      
      // 模拟生成限价买单
      const buyOrder = {
        symbol: 'BTC',
        side: 'buy',
        type: 'limit',
        amount: '0.001',
        price: '109000',
        accountId: 'pacifica-1'
      }

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

    it('should maintain Delta neutrality through hedging', async () => {
      // 模拟对冲维持 Delta ≈ 0
      const deltaBefore = 0.0001 // 很小的偏离
      const deltaAfter = 0.00005 // 更小的偏离

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

    it('should restore utilization to 50% target range', async () => {
      // 模拟利用率恢复到目标范围
      const utilizationAfter = 0.52 // 52% 在 50%-80% 范围内

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

    it('should generate utilization-low alert and recovery logs', async () => {
      const expectedLogs = [
        'utilization-low alert',
        'subsequent recovery record'
      ]

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

    it('should record successful HedgeExecution with Delta < ±0.0005 BTC', async () => {
      const hedgeExecution = {
        executionId: 'hedge-exec-123',
        deltaBefore: 0.0003,
        deltaAfter: 0.00008,
        result: 'success',
        durationMs: 4200
      }

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

  describe('Utilization Rebalancing Edge Cases', () => {
    it('should handle utilization exactly at 50% boundary', async () => {
      const accountState = {
        accountId: 'pacifica-1',
        balances: [
          { asset: 'USDT', total: '1000.00', available: '500.00' } // 利用率 = 50%
        ],
        utilization: 0.5
      }

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

    it('should handle utilization above 80% by selling positions', async () => {
      const accountState = {
        accountId: 'pacifica-1',
        balances: [
          { asset: 'USDT', total: '1000.00', available: '150.00' } // 利用率 = 85%
        ],
        utilization: 0.85,
        positions: [
          { symbol: 'BTC', side: 'long', size: '0.005' }
        ]
      }

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

    it('should handle insufficient balance for rebalancing', async () => {
      const accountState = {
        accountId: 'pacifica-1',
        balances: [
          { asset: 'USDT', total: '10.00', available: '8.00' } // 资金不足
        ],
        utilization: 0.2
      }

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

    it('should handle multiple accounts with different utilization levels', async () => {
      const accounts = [
        { accountId: 'pacifica-1', utilization: 0.3 }, // 需要买入
        { accountId: 'aster-1', utilization: 0.85 },   // 需要卖出
        { accountId: 'pacifica-2', utilization: 0.65 } // 正常范围
      ]

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

    it('should handle rapid utilization changes during execution', async () => {
      // 模拟执行过程中利用率快速变化
      const utilizationSequence = [0.2, 0.35, 0.52, 0.48, 0.51]

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

  describe('Utilization Rebalancing Performance', () => {
    it('should complete rebalancing within 8 second cycle', async () => {
      const startTime = Date.now()
      
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('8-second cycle compliance not implemented yet')
      }).toThrow('8-second cycle compliance not implemented yet')
    })

    it('should handle concurrent rebalancing requests', async () => {
      // 模拟多个账户同时需要再平衡
      const concurrentRequests = [
        { accountId: 'pacifica-1', utilization: 0.3 },
        { accountId: 'aster-1', utilization: 0.2 },
        { accountId: 'pacifica-2', utilization: 0.85 }
      ]

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

    it('should maintain system stability during high-frequency rebalancing', async () => {
      // 模拟高频再平衡场景
      const highFrequencyScenario = {
        rebalancingEvents: 100,
        timeWindow: 60000, // 1分钟
        expectedSuccessRate: 0.95
      }

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

  describe('Utilization Rebalancing Integration', () => {
    it('should integrate with account sync service', () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Account sync integration not implemented yet')
      }).toThrow('Account sync integration not implemented yet')
    })

    it('should integrate with risk monitoring service', () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Risk monitoring integration not implemented yet')
      }).toThrow('Risk monitoring integration not implemented yet')
    })

    it('should integrate with hedge execution service', () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Hedge execution integration not implemented yet')
      }).toThrow('Hedge execution integration not implemented yet')
    })

    it('should update dashboard with real-time utilization status', () => {
      // 这个测试应该失败，因为还没有实现
      expect(() => {
        throw new Error('Dashboard integration not implemented yet')
      }).toThrow('Dashboard integration not implemented yet')
    })

    it('should generate monitoring events for audit trail', () => {
      // 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')
    })
  })
})