pacifica/tests/performance/test_order_execution_latency.ts

/**
 * Performance tests for order execution latency
 * Tests that order execution meets the <100ms requirement
 */

import { HedgingManager } from '../../src/core/HedgingManager';
import { OrderCoordinator } from '../../src/core/OrderCoordinator';
import { HedgingOrderExecutorAdapter } from '../../src/core/HedgingOrderExecutorAdapter';
import { HedgingSessionRequest, HedgingOrder } from '../../src/types/hedging';
import { Logger } from '../../src/utils/Logger';

// Mock dependencies
jest.mock('../../src/utils/Logger');
jest.mock('../../src/core/RiskManager');
jest.mock('../../src/core/HedgingStrategyEngine');
jest.mock('../../src/core/HedgingConfigManager');
jest.mock('../../src/core/OrderExecutor');

describe('Order Execution Performance Tests', () => {
  let hedgingManager: HedgingManager;
  let orderCoordinator: OrderCoordinator;
  let orderExecutorAdapter: HedgingOrderExecutorAdapter;
  let mockConfig: any;

  beforeEach(() => {
    mockConfig = {
      maxConcurrentSessions: 10,
      sessionTimeout: 60000,
      riskCheckInterval: 1000
    };

    hedgingManager = new HedgingManager(mockConfig);
    orderCoordinator = new OrderCoordinator({
      maxConcurrentOrders: 20,
      orderTimeout: 30000,
      retryAttempts: 3,
      retryDelay: 1000
    });
  });

  afterEach(() => {
    jest.clearAllMocks();
  });

  describe('Order Execution Latency Tests', () => {
    beforeEach(async () => {
      await hedgingManager.initialize();
      await orderCoordinator.initialize();
    });

    it('should execute single order pair within 100ms', async () => {
      const hedgingOrder: HedgingOrder = {
        id: 'perf-test-order',
        sessionId: 'perf-test-session',
        strategyId: 'perf-test-strategy',
        orderPair: {
          buyOrder: {
            accountId: 'account1',
            side: 'buy',
            type: 'limit',
            size: 100,
            price: 2500
          },
          sellOrder: {
            accountId: 'account2',
            side: 'sell',
            type: 'limit',
            size: 100,
            price: 2500
          }
        },
        status: 'pending',
        fees: 0,
        slippage: 0,
        createdAt: new Date(),
        updatedAt: new Date()
      };

      const startTime = performance.now();
      
      const result = await orderCoordinator.executeHedgingOrderPair(hedgingOrder);
      
      const endTime = performance.now();
      const executionTime = endTime - startTime;

      expect(executionTime).toBeLessThan(100); // Must be under 100ms
      expect(result).toBeDefined();
      expect(result.success).toBeDefined();
      
      console.log(`Single order pair execution time: ${executionTime.toFixed(2)}ms`);
    });

    it('should execute multiple order pairs concurrently within 100ms', async () => {
      const orders: HedgingOrder[] = [];
      
      // Create 5 concurrent orders
      for (let i = 0; i < 5; i++) {
        orders.push({
          id: `perf-concurrent-order-${i}`,
          sessionId: 'perf-concurrent-session',
          strategyId: 'perf-concurrent-strategy',
          orderPair: {
            buyOrder: {
              accountId: `account${i * 2 + 1}`,
              side: 'buy',
              type: 'limit',
              size: 100,
              price: 2500
            },
            sellOrder: {
              accountId: `account${i * 2 + 2}`,
              side: 'sell',
              type: 'limit',
              size: 100,
              price: 2500
            }
          },
          status: 'pending',
          fees: 0,
          slippage: 0,
          createdAt: new Date(),
          updatedAt: new Date()
        });
      }

      const startTime = performance.now();
      
      const results = await Promise.all(
        orders.map(order => orderCoordinator.executeHedgingOrderPair(order))
      );
      
      const endTime = performance.now();
      const executionTime = endTime - startTime;

      expect(executionTime).toBeLessThan(100); // Must be under 100ms
      expect(results).toHaveLength(5);
      results.forEach(result => {
        expect(result).toBeDefined();
        expect(result.success).toBeDefined();
      });
      
      console.log(`5 concurrent order pairs execution time: ${executionTime.toFixed(2)}ms`);
    });

    it('should execute 10 order pairs within 100ms', async () => {
      const orders: HedgingOrder[] = [];
      
      // Create 10 orders
      for (let i = 0; i < 10; i++) {
        orders.push({
          id: `perf-batch-order-${i}`,
          sessionId: 'perf-batch-session',
          strategyId: 'perf-batch-strategy',
          orderPair: {
            buyOrder: {
              accountId: `account${i * 2 + 1}`,
              side: 'buy',
              type: 'limit',
              size: 100,
              price: 2500
            },
            sellOrder: {
              accountId: `account${i * 2 + 2}`,
              side: 'sell',
              type: 'limit',
              size: 100,
              price: 2500
            }
          },
          status: 'pending',
          fees: 0,
          slippage: 0,
          createdAt: new Date(),
          updatedAt: new Date()
        });
      }

      const startTime = performance.now();
      
      const results = await Promise.all(
        orders.map(order => orderCoordinator.executeHedgingOrderPair(order))
      );
      
      const endTime = performance.now();
      const executionTime = endTime - startTime;

      expect(executionTime).toBeLessThan(100); // Must be under 100ms
      expect(results).toHaveLength(10);
      results.forEach(result => {
        expect(result).toBeDefined();
        expect(result.success).toBeDefined();
      });
      
      console.log(`10 order pairs execution time: ${executionTime.toFixed(2)}ms`);
    });

    it('should execute 20 order pairs within 100ms', async () => {
      const orders: HedgingOrder[] = [];
      
      // Create 20 orders
      for (let i = 0; i < 20; i++) {
        orders.push({
          id: `perf-stress-order-${i}`,
          sessionId: 'perf-stress-session',
          strategyId: 'perf-stress-strategy',
          orderPair: {
            buyOrder: {
              accountId: `account${i * 2 + 1}`,
              side: 'buy',
              type: 'limit',
              size: 100,
              price: 2500
            },
            sellOrder: {
              accountId: `account${i * 2 + 2}`,
              side: 'sell',
              type: 'limit',
              size: 100,
              price: 2500
            }
          },
          status: 'pending',
          fees: 0,
          slippage: 0,
          createdAt: new Date(),
          updatedAt: new Date()
        });
      }

      const startTime = performance.now();
      
      const results = await Promise.all(
        orders.map(order => orderCoordinator.executeHedgingOrderPair(order))
      );
      
      const endTime = performance.now();
      const executionTime = endTime - startTime;

      expect(executionTime).toBeLessThan(100); // Must be under 100ms
      expect(results).toHaveLength(20);
      results.forEach(result => {
        expect(result).toBeDefined();
        expect(result.success).toBeDefined();
      });
      
      console.log(`20 order pairs execution time: ${executionTime.toFixed(2)}ms`);
    });

    it('should maintain performance under high load', async () => {
      const orders: HedgingOrder[] = [];
      
      // Create 50 orders for high load test
      for (let i = 0; i < 50; i++) {
        orders.push({
          id: `perf-highload-order-${i}`,
          sessionId: 'perf-highload-session',
          strategyId: 'perf-highload-strategy',
          orderPair: {
            buyOrder: {
              accountId: `account${i * 2 + 1}`,
              side: 'buy',
              type: 'limit',
              size: 100,
              price: 2500
            },
            sellOrder: {
              accountId: `account${i * 2 + 2}`,
              side: 'sell',
              type: 'limit',
              size: 100,
              price: 2500
            }
          },
          status: 'pending',
          fees: 0,
          slippage: 0,
          createdAt: new Date(),
          updatedAt: new Date()
        });
      }

      const startTime = performance.now();
      
      const results = await Promise.all(
        orders.map(order => orderCoordinator.executeHedgingOrderPair(order))
      );
      
      const endTime = performance.now();
      const executionTime = endTime - startTime;

      // High load test - allow up to 200ms for 50 orders
      expect(executionTime).toBeLessThan(200);
      expect(results).toHaveLength(50);
      results.forEach(result => {
        expect(result).toBeDefined();
        expect(result.success).toBeDefined();
      });
      
      console.log(`50 order pairs (high load) execution time: ${executionTime.toFixed(2)}ms`);
    });
  });

  describe('Session Creation Performance Tests', () => {
    beforeEach(async () => {
      await hedgingManager.initialize();
    });

    it('should create session within 50ms', async () => {
      const sessionRequest: HedgingSessionRequest = {
        strategy: {
          symbol: 'ETH/USD',
          volumeDistribution: 'equal',
          priceRange: { min: 0.001, max: 0.01 },
          timing: { minInterval: 30, maxInterval: 120, orderSize: { min: 100, max: 500 } },
          riskLimits: { maxPositionSize: 0.1, stopLossThreshold: 0.05, maxSlippage: 0.02 },
          orderTypes: { primary: 'limit', fallback: 'market' }
        },
        accounts: ['account1', 'account2'],
        duration: 300000
      };

      const startTime = performance.now();
      
      const session = await hedgingManager.createSession(sessionRequest);
      
      const endTime = performance.now();
      const creationTime = endTime - startTime;

      expect(creationTime).toBeLessThan(50); // Must be under 50ms
      expect(session).toBeDefined();
      expect(session.id).toBeDefined();
      
      console.log(`Session creation time: ${creationTime.toFixed(2)}ms`);
    });

    it('should create multiple sessions concurrently within 100ms', async () => {
      const sessionRequests: HedgingSessionRequest[] = [];
      
      // Create 5 concurrent session requests
      for (let i = 0; i < 5; i++) {
        sessionRequests.push({
          strategy: {
            symbol: 'ETH/USD',
            volumeDistribution: 'equal',
            priceRange: { min: 0.001, max: 0.01 },
            timing: { minInterval: 30, maxInterval: 120, orderSize: { min: 100, max: 500 } },
            riskLimits: { maxPositionSize: 0.1, stopLossThreshold: 0.05, maxSlippage: 0.02 },
            orderTypes: { primary: 'limit', fallback: 'market' }
          },
          accounts: [`account${i * 2 + 1}`, `account${i * 2 + 2}`],
          duration: 300000
        });
      }

      const startTime = performance.now();
      
      const sessions = await Promise.all(
        sessionRequests.map(request => hedgingManager.createSession(request))
      );
      
      const endTime = performance.now();
      const creationTime = endTime - startTime;

      expect(creationTime).toBeLessThan(100); // Must be under 100ms
      expect(sessions).toHaveLength(5);
      sessions.forEach(session => {
        expect(session).toBeDefined();
        expect(session.id).toBeDefined();
      });
      
      console.log(`5 concurrent session creation time: ${creationTime.toFixed(2)}ms`);
    });
  });

  describe('Risk Assessment Performance Tests', () => {
    beforeEach(async () => {
      await hedgingManager.initialize();
    });

    it('should assess risk within 10ms', async () => {
      const sessionRequest: HedgingSessionRequest = {
        strategy: {
          symbol: 'ETH/USD',
          volumeDistribution: 'equal',
          priceRange: { min: 0.001, max: 0.01 },
          timing: { minInterval: 30, maxInterval: 120, orderSize: { min: 100, max: 500 } },
          riskLimits: { maxPositionSize: 0.1, stopLossThreshold: 0.05, maxSlippage: 0.02 },
          orderTypes: { primary: 'limit', fallback: 'market' }
        },
        accounts: ['account1', 'account2'],
        duration: 300000
      };

      const session = await hedgingManager.createSession(sessionRequest);
      
      const startTime = performance.now();
      
      const riskStatus = hedgingManager.getSessionRiskStatus(session.id);
      
      const endTime = performance.now();
      const assessmentTime = endTime - startTime;

      expect(assessmentTime).toBeLessThan(10); // Must be under 10ms
      expect(riskStatus).toBeDefined();
      expect(riskStatus.overallRisk).toBeDefined();
      
      console.log(`Risk assessment time: ${assessmentTime.toFixed(2)}ms`);
    });

    it('should assess risk for multiple sessions within 50ms', async () => {
      const sessions = [];
      
      // Create 10 sessions
      for (let i = 0; i < 10; i++) {
        const sessionRequest: HedgingSessionRequest = {
          strategy: {
            symbol: 'ETH/USD',
            volumeDistribution: 'equal',
            priceRange: { min: 0.001, max: 0.01 },
            timing: { minInterval: 30, maxInterval: 120, orderSize: { min: 100, max: 500 } },
            riskLimits: { maxPositionSize: 0.1, stopLossThreshold: 0.05, maxSlippage: 0.02 },
            orderTypes: { primary: 'limit', fallback: 'market' }
          },
          accounts: [`account${i * 2 + 1}`, `account${i * 2 + 2}`],
          duration: 300000
        };
        
        const session = await hedgingManager.createSession(sessionRequest);
        sessions.push(session);
      }

      const startTime = performance.now();
      
      const riskStatuses = await Promise.all(
        sessions.map(session => hedgingManager.getSessionRiskStatus(session.id))
      );
      
      const endTime = performance.now();
      const assessmentTime = endTime - startTime;

      expect(assessmentTime).toBeLessThan(50); // Must be under 50ms
      expect(riskStatuses).toHaveLength(10);
      riskStatuses.forEach(riskStatus => {
        expect(riskStatus).toBeDefined();
        expect(riskStatus.overallRisk).toBeDefined();
      });
      
      console.log(`10 concurrent risk assessments time: ${assessmentTime.toFixed(2)}ms`);
    });
  });

  describe('Memory Usage Performance Tests', () => {
    beforeEach(async () => {
      await hedgingManager.initialize();
    });

    it('should not exceed memory limits during high volume operations', async () => {
      const initialMemory = process.memoryUsage();
      
      // Create 100 sessions
      const sessions = [];
      for (let i = 0; i < 100; i++) {
        const sessionRequest: HedgingSessionRequest = {
          strategy: {
            symbol: 'ETH/USD',
            volumeDistribution: 'equal',
            priceRange: { min: 0.001, max: 0.01 },
            timing: { minInterval: 30, maxInterval: 120, orderSize: { min: 100, max: 500 } },
            riskLimits: { maxPositionSize: 0.1, stopLossThreshold: 0.05, maxSlippage: 0.02 },
            orderTypes: { primary: 'limit', fallback: 'market' }
          },
          accounts: [`account${i * 2 + 1}`, `account${i * 2 + 2}`],
          duration: 300000
        };
        
        const session = await hedgingManager.createSession(sessionRequest);
        sessions.push(session);
      }

      const finalMemory = process.memoryUsage();
      const memoryIncrease = finalMemory.heapUsed - initialMemory.heapUsed;
      
      // Memory increase should be reasonable (less than 100MB)
      expect(memoryIncrease).toBeLessThan(100 * 1024 * 1024);
      
      console.log(`Memory increase for 100 sessions: ${(memoryIncrease / 1024 / 1024).toFixed(2)}MB`);
    });

    it('should clean up memory after session completion', async () => {
      const sessionRequest: HedgingSessionRequest = {
        strategy: {
          symbol: 'ETH/USD',
          volumeDistribution: 'equal',
          priceRange: { min: 0.001, max: 0.01 },
          timing: { minInterval: 30, maxInterval: 120, orderSize: { min: 100, max: 500 } },
          riskLimits: { maxPositionSize: 0.1, stopLossThreshold: 0.05, maxSlippage: 0.02 },
          orderTypes: { primary: 'limit', fallback: 'market' }
        },
        accounts: ['account1', 'account2'],
        duration: 300000
      };

      const initialMemory = process.memoryUsage();
      
      const session = await hedgingManager.createSession(sessionRequest);
      await hedgingManager.startSession(session.id);
      await hedgingManager.stopSession(session.id);
      
      // Force garbage collection if available
      if (global.gc) {
        global.gc();
      }
      
      const finalMemory = process.memoryUsage();
      const memoryIncrease = finalMemory.heapUsed - initialMemory.heapUsed;
      
      // Memory increase should be minimal after cleanup
      expect(memoryIncrease).toBeLessThan(10 * 1024 * 1024); // Less than 10MB
      
      console.log(`Memory increase after session cleanup: ${(memoryIncrease / 1024 / 1024).toFixed(2)}MB`);
    });
  });

  describe('Throughput Performance Tests', () => {
    beforeEach(async () => {
      await hedgingManager.initialize();
      await orderCoordinator.initialize();
    });

    it('should handle 1000 orders per minute', async () => {
      const orders: HedgingOrder[] = [];
      
      // Create 1000 orders
      for (let i = 0; i < 1000; i++) {
        orders.push({
          id: `throughput-order-${i}`,
          sessionId: 'throughput-session',
          strategyId: 'throughput-strategy',
          orderPair: {
            buyOrder: {
              accountId: `account${i * 2 + 1}`,
              side: 'buy',
              type: 'limit',
              size: 100,
              price: 2500
            },
            sellOrder: {
              accountId: `account${i * 2 + 2}`,
              side: 'sell',
              type: 'limit',
              size: 100,
              price: 2500
            }
          },
          status: 'pending',
          fees: 0,
          slippage: 0,
          createdAt: new Date(),
          updatedAt: new Date()
        });
      }

      const startTime = performance.now();
      
      const results = await Promise.all(
        orders.map(order => orderCoordinator.executeHedgingOrderPair(order))
      );
      
      const endTime = performance.now();
      const totalTime = endTime - startTime;
      const ordersPerSecond = (1000 / totalTime) * 1000;
      const ordersPerMinute = ordersPerSecond * 60;

      expect(ordersPerMinute).toBeGreaterThan(1000); // Must handle 1000+ orders per minute
      expect(results).toHaveLength(1000);
      
      console.log(`Throughput: ${ordersPerMinute.toFixed(0)} orders per minute`);
      console.log(`Total time for 1000 orders: ${totalTime.toFixed(2)}ms`);
    });
  });
});