"use strict"; /** * Integration tests for risk management * These tests MUST fail before implementation - TDD approach */ var __importDefault = (this && this.__importDefault) || function (mod) { return (mod && mod.__esModule) ? mod : { "default": mod }; }; Object.defineProperty(exports, "__esModule", { value: true }); const supertest_1 = __importDefault(require("supertest")); // Mock Express app - this will fail until implementation let app; describe('Risk Management Integration Tests', () => { beforeAll(() => { // This will fail until we implement the API // app = require('../../src/app').default; }); describe('Risk Monitoring and Alerts', () => { it('should trigger position limit alerts', async () => { // Create account with low position limit const accountData = { name: 'Low Limit Account', apiKey: 'low-limit-api-key', privateKey: 'low-limit-private-key-32-characters-long', address: '0x1234567890123456789012345678901234567890' }; const accountResponse = await (0, supertest_1.default)(app) .post('/api/v1/accounts') .send(accountData) .expect(201); const account = accountResponse.body.data; // Set very low position limit await (0, supertest_1.default)(app) .put(`/api/v1/accounts/${account.id}`) .send({ riskLimits: { maxPositionSize: 0.01, // Very low limit stopLossThreshold: 0.05, maxSlippage: 0.02 } }) .expect(200); // Create session that will exceed limit const sessionData = { name: 'Position Limit Test', strategyId: 'equal-volume-btc', accountIds: [account.id], targetVolume: 0.05, // Exceeds limit duration: 30000 }; const sessionResponse = await (0, supertest_1.default)(app) .post('/api/v1/sessions') .send(sessionData) .expect(201); const session = sessionResponse.body.data; // Start session await (0, supertest_1.default)(app) .post(`/api/v1/sessions/${session.id}/start`) .expect(200); // Wait for risk alert await new Promise(resolve => setTimeout(resolve, 5000)); // Check for risk alerts const riskResponse = await (0, supertest_1.default)(app) .get(`/api/v1/sessions/${session.id}/risk`) .expect(200); expect(riskResponse.body.data.riskMetrics).toHaveProperty('alerts'); expect(riskResponse.body.data.riskMetrics.alerts.length).toBeGreaterThan(0); const positionLimitAlert = riskResponse.body.data.riskMetrics.alerts.find(alert => alert.type === 'position_limit'); expect(positionLimitAlert).toBeDefined(); expect(positionLimitAlert.severity).toBe('high'); }); it('should trigger stop loss alerts', async () => { // Create account const accountData = { name: 'Stop Loss Account', apiKey: 'stop-loss-api-key', privateKey: 'stop-loss-private-key-32-characters-long', address: '0x2345678901234567890123456789012345678901' }; const accountResponse = await (0, supertest_1.default)(app) .post('/api/v1/accounts') .send(accountData) .expect(201); const account = accountResponse.body.data; // Set low stop loss threshold await (0, supertest_1.default)(app) .put(`/api/v1/accounts/${account.id}`) .send({ riskLimits: { maxPositionSize: 0.1, stopLossThreshold: 0.02, // Very low threshold maxSlippage: 0.02 } }) .expect(200); // Create session const sessionData = { name: 'Stop Loss Test', strategyId: 'equal-volume-btc', accountIds: [account.id], targetVolume: 0.1, duration: 30000 }; const sessionResponse = await (0, supertest_1.default)(app) .post('/api/v1/sessions') .send(sessionData) .expect(201); const session = sessionResponse.body.data; // Start session await (0, supertest_1.default)(app) .post(`/api/v1/sessions/${session.id}/start`) .expect(200); // Wait for potential stop loss trigger await new Promise(resolve => setTimeout(resolve, 10000)); // Check for stop loss alerts const riskResponse = await (0, supertest_1.default)(app) .get(`/api/v1/sessions/${session.id}/risk`) .expect(200); const alerts = riskResponse.body.data.riskMetrics.alerts || []; const stopLossAlert = alerts.find(alert => alert.type === 'stop_loss'); if (stopLossAlert) { expect(stopLossAlert.severity).toBe('critical'); expect(stopLossAlert.isResolved).toBe(false); } }); it('should trigger slippage alerts', async () => { // Create account with low slippage tolerance const accountData = { name: 'Slippage Account', apiKey: 'slippage-api-key', privateKey: 'slippage-private-key-32-characters-long', address: '0x3456789012345678901234567890123456789012' }; const accountResponse = await (0, supertest_1.default)(app) .post('/api/v1/accounts') .send(accountData) .expect(201); const account = accountResponse.body.data; // Set very low slippage tolerance await (0, supertest_1.default)(app) .put(`/api/v1/accounts/${account.id}`) .send({ riskLimits: { maxPositionSize: 0.1, stopLossThreshold: 0.05, maxSlippage: 0.005 // Very low slippage tolerance } }) .expect(200); // Create session const sessionData = { name: 'Slippage Test', strategyId: 'equal-volume-btc', accountIds: [account.id], targetVolume: 0.1, duration: 30000 }; const sessionResponse = await (0, supertest_1.default)(app) .post('/api/v1/sessions') .send(sessionData) .expect(201); const session = sessionResponse.body.data; // Start session await (0, supertest_1.default)(app) .post(`/api/v1/sessions/${session.id}/start`) .expect(200); // Wait for potential slippage alert await new Promise(resolve => setTimeout(resolve, 10000)); // Check for slippage alerts const riskResponse = await (0, supertest_1.default)(app) .get(`/api/v1/sessions/${session.id}/risk`) .expect(200); const alerts = riskResponse.body.data.riskMetrics.alerts || []; const slippageAlert = alerts.find(alert => alert.type === 'slippage'); if (slippageAlert) { expect(slippageAlert.severity).toBe('medium'); expect(slippageAlert.value).toBeGreaterThan(0.005); } }); it('should trigger balance low alerts', async () => { // Create account with low balance const accountData = { name: 'Low Balance Account', apiKey: 'low-balance-api-key', privateKey: 'low-balance-private-key-32-characters-long', address: '0x4567890123456789012345678901234567890123' }; const accountResponse = await (0, supertest_1.default)(app) .post('/api/v1/accounts') .send(accountData) .expect(201); const account = accountResponse.body.data; // Simulate low balance by setting low balance threshold await (0, supertest_1.default)(app) .put(`/api/v1/accounts/${account.id}`) .send({ riskLimits: { maxPositionSize: 0.1, stopLossThreshold: 0.05, maxSlippage: 0.02, minBalance: 1000 // High minimum balance requirement } }) .expect(200); // Create session const sessionData = { name: 'Balance Test', strategyId: 'equal-volume-btc', accountIds: [account.id], targetVolume: 0.1, duration: 30000 }; const sessionResponse = await (0, supertest_1.default)(app) .post('/api/v1/sessions') .send(sessionData) .expect(201); const session = sessionResponse.body.data; // Start session await (0, supertest_1.default)(app) .post(`/api/v1/sessions/${session.id}/start`) .expect(200); // Wait for balance check await new Promise(resolve => setTimeout(resolve, 5000)); // Check for balance alerts const accountRiskResponse = await (0, supertest_1.default)(app) .get(`/api/v1/accounts/${account.id}/risk`) .expect(200); const alerts = accountRiskResponse.body.data.riskMetrics.alerts || []; const balanceAlert = alerts.find(alert => alert.type === 'balance_low'); if (balanceAlert) { expect(balanceAlert.severity).toBe('high'); expect(balanceAlert.value).toBeLessThan(1000); } }); it('should auto-stop session on critical risk breach', async () => { // Create account with very strict limits const accountData = { name: 'Auto Stop Account', apiKey: 'auto-stop-api-key', privateKey: 'auto-stop-private-key-32-characters-long', address: '0x5678901234567890123456789012345678901234' }; const accountResponse = await (0, supertest_1.default)(app) .post('/api/v1/accounts') .send(accountData) .expect(201); const account = accountResponse.body.data; // Set very strict limits await (0, supertest_1.default)(app) .put(`/api/v1/accounts/${account.id}`) .send({ riskLimits: { maxPositionSize: 0.001, // Extremely low stopLossThreshold: 0.01, // Very low maxSlippage: 0.001 // Very low } }) .expect(200); // Create session that will breach limits const sessionData = { name: 'Auto Stop Test', strategyId: 'equal-volume-btc', accountIds: [account.id], targetVolume: 0.1, // Will breach limits duration: 60000 }; const sessionResponse = await (0, supertest_1.default)(app) .post('/api/v1/sessions') .send(sessionData) .expect(201); const session = sessionResponse.body.data; // Start session await (0, supertest_1.default)(app) .post(`/api/v1/sessions/${session.id}/start`) .expect(200); // Wait for auto-stop await new Promise(resolve => setTimeout(resolve, 10000)); // Check if session was auto-stopped const statusResponse = await (0, supertest_1.default)(app) .get(`/api/v1/sessions/${session.id}/status`) .expect(200); const status = statusResponse.body.data.status; expect(['failed', 'cancelled']).toContain(status); // Verify risk alerts show auto-stop reason const riskResponse = await (0, supertest_1.default)(app) .get(`/api/v1/sessions/${session.id}/risk`) .expect(200); const alerts = riskResponse.body.data.riskMetrics.alerts || []; const criticalAlerts = alerts.filter(alert => alert.severity === 'critical'); expect(criticalAlerts.length).toBeGreaterThan(0); }); it('should calculate risk metrics correctly', async () => { // Create multiple accounts const accounts = []; for (let i = 1; i <= 3; i++) { const accountData = { name: `Risk Metrics Account ${i}`, apiKey: `risk-metrics-api-key-${i}`, privateKey: `risk-metrics-private-key-${i}-32-characters-long`, address: `0x${i.toString().padStart(40, '0')}` }; const response = await (0, supertest_1.default)(app) .post('/api/v1/accounts') .send(accountData) .expect(201); accounts.push(response.body.data); } // Create session const sessionData = { name: 'Risk Metrics Test', strategyId: 'equal-volume-btc', accountIds: accounts.map(acc => acc.id), targetVolume: 1.5, duration: 45000 }; const sessionResponse = await (0, supertest_1.default)(app) .post('/api/v1/sessions') .send(sessionData) .expect(201); const session = sessionResponse.body.data; // Start session await (0, supertest_1.default)(app) .post(`/api/v1/sessions/${session.id}/start`) .expect(200); // Wait for some activity await new Promise(resolve => setTimeout(resolve, 20000)); // Check risk metrics const riskResponse = await (0, supertest_1.default)(app) .get(`/api/v1/sessions/${session.id}/risk`) .expect(200); const riskMetrics = riskResponse.body.data.riskMetrics; expect(riskMetrics).toHaveProperty('totalExposure'); expect(riskMetrics).toHaveProperty('maxDrawdown'); expect(riskMetrics).toHaveProperty('currentDrawdown'); expect(riskMetrics).toHaveProperty('volatility'); expect(riskMetrics).toHaveProperty('sharpeRatio'); expect(riskMetrics).toHaveProperty('calculatedAt'); // Verify metrics are reasonable expect(riskMetrics.totalExposure).toBeGreaterThanOrEqual(0); expect(riskMetrics.maxDrawdown).toBeGreaterThanOrEqual(0); expect(riskMetrics.currentDrawdown).toBeGreaterThanOrEqual(0); expect(riskMetrics.volatility).toBeGreaterThanOrEqual(0); }); it('should maintain position neutrality under risk pressure', async () => { // Create accounts with different risk profiles const accounts = []; for (let i = 1; i <= 4; i++) { const accountData = { name: `Neutrality Risk Account ${i}`, apiKey: `neutrality-risk-api-key-${i}`, privateKey: `neutrality-risk-private-key-${i}-32-characters-long`, address: `0x${i.toString().padStart(40, '0')}` }; const response = await (0, supertest_1.default)(app) .post('/api/v1/accounts') .send(accountData) .expect(201); // Set different risk limits await (0, supertest_1.default)(app) .put(`/api/v1/accounts/${response.body.data.id}`) .send({ riskLimits: { maxPositionSize: 0.05 + (i * 0.01), stopLossThreshold: 0.03 + (i * 0.005), maxSlippage: 0.015 + (i * 0.002) } }) .expect(200); accounts.push(response.body.data); } // Create session const sessionData = { name: 'Neutrality Risk Test', strategyId: 'equal-volume-btc', accountIds: accounts.map(acc => acc.id), targetVolume: 1.0, duration: 60000 }; const sessionResponse = await (0, supertest_1.default)(app) .post('/api/v1/sessions') .send(sessionData) .expect(201); const session = sessionResponse.body.data; // Start session await (0, supertest_1.default)(app) .post(`/api/v1/sessions/${session.id}/start`) .expect(200); // Wait for completion await new Promise(resolve => setTimeout(resolve, 65000)); // Verify position neutrality maintained despite risk management const positionsResponse = await (0, supertest_1.default)(app) .get('/api/v1/hedging/positions') .expect(200); const positions = positionsResponse.body.data; expect(positions.isNeutral).toBe(true); expect(positions.totalExposure).toBe(0); expect(positions.netPositions).toEqual({}); }); }); }); //# sourceMappingURL=test-risk-management.js.map