test-account-coordination.ts 11 KB

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  1. /**
  2. * Integration tests for account coordination
  3. * These tests MUST fail before implementation - TDD approach
  4. */
  5. import request from 'supertest';
  6. import { Express } from 'express';
  7. // Mock Express app - this will fail until implementation
  8. let app: Express;
  9. describe('Account Coordination Integration Tests', () => {
  10. beforeAll(() => {
  11. // This will fail until we implement the API
  12. // app = require('../../src/app').default;
  13. });
  14. describe('Multi-Account Coordination', () => {
  15. it('should coordinate orders across multiple accounts', async () => {
  16. // Create multiple accounts
  17. const accounts = [];
  18. for (let i = 1; i <= 5; i++) {
  19. const accountData = {
  20. name: `Coordination Account ${i}`,
  21. apiKey: `coord-api-key-${i}`,
  22. privateKey: `coord-private-key-${i}-32-characters-long`,
  23. address: `0x${i.toString().padStart(40, '0')}`
  24. };
  25. const response = await request(app)
  26. .post('/api/v1/accounts')
  27. .send(accountData)
  28. .expect(201);
  29. accounts.push(response.body.data);
  30. }
  31. // Create session with all accounts
  32. const sessionData = {
  33. name: 'Account Coordination Test',
  34. strategyId: 'equal-volume-btc',
  35. accountIds: accounts.map(acc => acc.id),
  36. targetVolume: 2.0,
  37. duration: 60000
  38. };
  39. const sessionResponse = await request(app)
  40. .post('/api/v1/sessions')
  41. .send(sessionData)
  42. .expect(201);
  43. const session = sessionResponse.body.data;
  44. // Start session
  45. await request(app)
  46. .post(`/api/v1/sessions/${session.id}/start`)
  47. .expect(200);
  48. // Wait for execution
  49. await new Promise(resolve => setTimeout(resolve, 65000));
  50. // Verify orders were distributed across accounts
  51. const ordersResponse = await request(app)
  52. .get(`/api/v1/sessions/${session.id}/orders`)
  53. .expect(200);
  54. const orders = ordersResponse.body.data.orders;
  55. expect(orders.length).toBeGreaterThan(0);
  56. // Group orders by account
  57. const ordersByAccount = orders.reduce((acc, order) => {
  58. if (!acc[order.accountId]) {
  59. acc[order.accountId] = [];
  60. }
  61. acc[order.accountId].push(order);
  62. return acc;
  63. }, {});
  64. // Verify all accounts participated
  65. expect(Object.keys(ordersByAccount).length).toBe(accounts.length);
  66. // Verify each account has both buy and sell orders
  67. for (const accountId of accounts.map(acc => acc.id)) {
  68. const accountOrders = ordersByAccount[accountId];
  69. expect(accountOrders.length).toBeGreaterThan(0);
  70. const buyOrders = accountOrders.filter(order => order.side === 'buy');
  71. const sellOrders = accountOrders.filter(order => order.side === 'sell');
  72. expect(buyOrders.length).toBeGreaterThan(0);
  73. expect(sellOrders.length).toBeGreaterThan(0);
  74. }
  75. });
  76. it('should handle account failures gracefully', async () => {
  77. // Create accounts with one inactive
  78. const accounts = [];
  79. for (let i = 1; i <= 3; i++) {
  80. const accountData = {
  81. name: `Failure Test Account ${i}`,
  82. apiKey: `fail-api-key-${i}`,
  83. privateKey: `fail-private-key-${i}-32-characters-long`,
  84. address: `0x${i.toString().padStart(40, '0')}`
  85. };
  86. const response = await request(app)
  87. .post('/api/v1/accounts')
  88. .send(accountData)
  89. .expect(201);
  90. accounts.push(response.body.data);
  91. // Deactivate one account
  92. if (i === 2) {
  93. await request(app)
  94. .post(`/api/v1/accounts/${response.body.data.id}/deactivate`)
  95. .expect(200);
  96. }
  97. }
  98. // Create session
  99. const sessionData = {
  100. name: 'Account Failure Test',
  101. strategyId: 'equal-volume-btc',
  102. accountIds: accounts.map(acc => acc.id),
  103. targetVolume: 1.0,
  104. duration: 30000
  105. };
  106. const sessionResponse = await request(app)
  107. .post('/api/v1/sessions')
  108. .send(sessionData)
  109. .expect(201);
  110. const session = sessionResponse.body.data;
  111. // Start session - should handle inactive account
  112. await request(app)
  113. .post(`/api/v1/sessions/${session.id}/start`)
  114. .expect(200);
  115. // Wait for completion
  116. await new Promise(resolve => setTimeout(resolve, 35000));
  117. // Verify session completed with available accounts
  118. const statusResponse = await request(app)
  119. .get(`/api/v1/sessions/${session.id}/status`)
  120. .expect(200);
  121. expect(['completed', 'failed']).toContain(statusResponse.body.data.status);
  122. });
  123. it('should balance volume across accounts', async () => {
  124. // Create accounts
  125. const accounts = [];
  126. for (let i = 1; i <= 4; i++) {
  127. const accountData = {
  128. name: `Balance Account ${i}`,
  129. apiKey: `balance-api-key-${i}`,
  130. privateKey: `balance-private-key-${i}-32-characters-long`,
  131. address: `0x${i.toString().padStart(40, '0')}`
  132. };
  133. const response = await request(app)
  134. .post('/api/v1/accounts')
  135. .send(accountData)
  136. .expect(201);
  137. accounts.push(response.body.data);
  138. }
  139. // Create session with specific volume
  140. const sessionData = {
  141. name: 'Volume Balance Test',
  142. strategyId: 'equal-volume-btc',
  143. accountIds: accounts.map(acc => acc.id),
  144. targetVolume: 1.2, // Should be 0.3 per account
  145. duration: 45000
  146. };
  147. const sessionResponse = await request(app)
  148. .post('/api/v1/sessions')
  149. .send(sessionData)
  150. .expect(201);
  151. const session = sessionResponse.body.data;
  152. // Start session
  153. await request(app)
  154. .post(`/api/v1/sessions/${session.id}/start`)
  155. .expect(200);
  156. // Wait for completion
  157. await new Promise(resolve => setTimeout(resolve, 50000));
  158. // Verify volume distribution
  159. const ordersResponse = await request(app)
  160. .get(`/api/v1/sessions/${session.id}/orders`)
  161. .expect(200);
  162. const orders = ordersResponse.body.data.orders;
  163. // Calculate volume per account
  164. const volumeByAccount = orders.reduce((acc, order) => {
  165. if (!acc[order.accountId]) {
  166. acc[order.accountId] = 0;
  167. }
  168. acc[order.accountId] += order.volume;
  169. return acc;
  170. }, {});
  171. // Verify each account has approximately equal volume
  172. const expectedVolumePerAccount = sessionData.targetVolume / accounts.length;
  173. const tolerance = 0.05; // 5% tolerance
  174. for (const accountId of accounts.map(acc => acc.id)) {
  175. const accountVolume = volumeByAccount[accountId] || 0;
  176. expect(accountVolume).toBeCloseTo(expectedVolumePerAccount, 2);
  177. }
  178. });
  179. it('should handle account reconnection', async () => {
  180. // Create accounts
  181. const accounts = [];
  182. for (let i = 1; i <= 3; i++) {
  183. const accountData = {
  184. name: `Reconnect Account ${i}`,
  185. apiKey: `reconnect-api-key-${i}`,
  186. privateKey: `reconnect-private-key-${i}-32-characters-long`,
  187. address: `0x${i.toString().padStart(40, '0')}`
  188. };
  189. const response = await request(app)
  190. .post('/api/v1/accounts')
  191. .send(accountData)
  192. .expect(201);
  193. accounts.push(response.body.data);
  194. }
  195. // Create session
  196. const sessionData = {
  197. name: 'Reconnection Test',
  198. strategyId: 'equal-volume-btc',
  199. accountIds: accounts.map(acc => acc.id),
  200. targetVolume: 0.9,
  201. duration: 60000
  202. };
  203. const sessionResponse = await request(app)
  204. .post('/api/v1/sessions')
  205. .send(sessionData)
  206. .expect(201);
  207. const session = sessionResponse.body.data;
  208. // Start session
  209. await request(app)
  210. .post(`/api/v1/sessions/${session.id}/start`)
  211. .expect(200);
  212. // Simulate account disconnection by deactivating one
  213. await new Promise(resolve => setTimeout(resolve, 10000));
  214. await request(app)
  215. .post(`/api/v1/accounts/${accounts[1].id}/deactivate`)
  216. .expect(200);
  217. // Wait a bit
  218. await new Promise(resolve => setTimeout(resolve, 10000));
  219. // Reactivate account
  220. await request(app)
  221. .post(`/api/v1/accounts/${accounts[1].id}/activate`)
  222. .expect(200);
  223. // Wait for completion
  224. await new Promise(resolve => setTimeout(resolve, 45000));
  225. // Verify session handled reconnection
  226. const statusResponse = await request(app)
  227. .get(`/api/v1/sessions/${session.id}/status`)
  228. .expect(200);
  229. expect(['completed', 'failed']).toContain(statusResponse.body.data.status);
  230. });
  231. it('should maintain account isolation', async () => {
  232. // Create accounts with different risk limits
  233. const accounts = [];
  234. for (let i = 1; i <= 3; i++) {
  235. const accountData = {
  236. name: `Isolation Account ${i}`,
  237. apiKey: `isolation-api-key-${i}`,
  238. privateKey: `isolation-private-key-${i}-32-characters-long`,
  239. address: `0x${i.toString().padStart(40, '0')}`
  240. };
  241. const response = await request(app)
  242. .post('/api/v1/accounts')
  243. .send(accountData)
  244. .expect(201);
  245. // Set different risk limits for each account
  246. const riskLimits = {
  247. riskLimits: {
  248. maxPositionSize: 0.05 + (i * 0.02), // Different limits
  249. stopLossThreshold: 0.03 + (i * 0.01),
  250. maxSlippage: 0.015 + (i * 0.005)
  251. }
  252. };
  253. await request(app)
  254. .put(`/api/v1/accounts/${response.body.data.id}`)
  255. .send(riskLimits)
  256. .expect(200);
  257. accounts.push(response.body.data);
  258. }
  259. // Create session
  260. const sessionData = {
  261. name: 'Isolation Test',
  262. strategyId: 'equal-volume-btc',
  263. accountIds: accounts.map(acc => acc.id),
  264. targetVolume: 0.6,
  265. duration: 30000
  266. };
  267. const sessionResponse = await request(app)
  268. .post('/api/v1/sessions')
  269. .send(sessionData)
  270. .expect(201);
  271. const session = sessionResponse.body.data;
  272. // Start session
  273. await request(app)
  274. .post(`/api/v1/sessions/${session.id}/start`)
  275. .expect(200);
  276. // Wait for completion
  277. await new Promise(resolve => setTimeout(resolve, 35000));
  278. // Verify each account respects its own risk limits
  279. for (const account of accounts) {
  280. const accountOrdersResponse = await request(app)
  281. .get(`/api/v1/accounts/${account.id}/orders`)
  282. .expect(200);
  283. const accountOrders = accountOrdersResponse.body.data.orders;
  284. // Verify no order exceeds account's position size limit
  285. for (const order of accountOrders) {
  286. expect(order.volume).toBeLessThanOrEqual(0.05 + (accounts.indexOf(account) + 1) * 0.02);
  287. }
  288. }
  289. });
  290. });
  291. });