test-wash-trading-session.js 10 KB

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  1. "use strict";
  2. /**
  3. * Integration tests for multi-account wash trading session
  4. * These tests MUST fail before implementation - TDD approach
  5. */
  6. var __importDefault = (this && this.__importDefault) || function (mod) {
  7. return (mod && mod.__esModule) ? mod : { "default": mod };
  8. };
  9. Object.defineProperty(exports, "__esModule", { value: true });
  10. const supertest_1 = __importDefault(require("supertest"));
  11. // Mock Express app - this will fail until implementation
  12. let app;
  13. describe('Multi-Account Wash Trading Session Integration Tests', () => {
  14. beforeAll(() => {
  15. // This will fail until we implement the API
  16. // app = require('../../src/app').default;
  17. });
  18. describe('Complete Wash Trading Session Flow', () => {
  19. it('should execute complete wash trading session with multiple accounts', async () => {
  20. // Step 1: Create accounts
  21. const accounts = [];
  22. for (let i = 1; i <= 3; i++) {
  23. const accountData = {
  24. name: `Test Account ${i}`,
  25. apiKey: `test-api-key-${i}`,
  26. privateKey: `test-private-key-${i}-32-characters-long`,
  27. address: `0x${i.toString().padStart(40, '0')}`
  28. };
  29. const response = await (0, supertest_1.default)(app)
  30. .post('/api/v1/accounts')
  31. .send(accountData)
  32. .expect(201);
  33. accounts.push(response.body.data);
  34. }
  35. // Step 2: Create wash trading session
  36. const sessionData = {
  37. name: 'Integration Test Session',
  38. strategyId: 'equal-volume-btc',
  39. accountIds: accounts.map(acc => acc.id),
  40. targetVolume: 1.0,
  41. duration: 60000 // 1 minute for testing
  42. };
  43. const sessionResponse = await (0, supertest_1.default)(app)
  44. .post('/api/v1/sessions')
  45. .send(sessionData)
  46. .expect(201);
  47. const session = sessionResponse.body.data;
  48. // Step 3: Start session
  49. await (0, supertest_1.default)(app)
  50. .post(`/api/v1/sessions/${session.id}/start`)
  51. .expect(200);
  52. // Step 4: Monitor session progress
  53. let attempts = 0;
  54. let sessionCompleted = false;
  55. while (attempts < 10 && !sessionCompleted) {
  56. const statusResponse = await (0, supertest_1.default)(app)
  57. .get(`/api/v1/sessions/${session.id}/status`)
  58. .expect(200);
  59. const status = statusResponse.body.data;
  60. if (status.status === 'completed' || status.status === 'failed') {
  61. sessionCompleted = true;
  62. }
  63. // Wait 1 second before next check
  64. await new Promise(resolve => setTimeout(resolve, 1000));
  65. attempts++;
  66. }
  67. // Step 5: Verify session completed successfully
  68. const finalStatusResponse = await (0, supertest_1.default)(app)
  69. .get(`/api/v1/sessions/${session.id}/status`)
  70. .expect(200);
  71. const finalStatus = finalStatusResponse.body.data;
  72. expect(finalStatus.status).toBe('completed');
  73. expect(finalStatus.currentVolume).toBeGreaterThan(0);
  74. // Step 6: Verify orders were created
  75. const ordersResponse = await (0, supertest_1.default)(app)
  76. .get(`/api/v1/sessions/${session.id}/orders`)
  77. .expect(200);
  78. expect(ordersResponse.body.data.orders.length).toBeGreaterThan(0);
  79. // Step 7: Verify position neutrality
  80. const positionsResponse = await (0, supertest_1.default)(app)
  81. .get('/api/v1/hedging/positions')
  82. .expect(200);
  83. const positions = positionsResponse.body.data;
  84. expect(positions.isNeutral).toBe(true);
  85. expect(positions.totalExposure).toBe(0);
  86. });
  87. it('should handle session failure gracefully', async () => {
  88. // Create session with invalid configuration
  89. const sessionData = {
  90. name: 'Failing Session',
  91. strategyId: 'invalid-strategy',
  92. accountIds: ['non-existent-account'],
  93. targetVolume: 1.0,
  94. duration: 30000
  95. };
  96. const sessionResponse = await (0, supertest_1.default)(app)
  97. .post('/api/v1/sessions')
  98. .send(sessionData)
  99. .expect(201);
  100. const session = sessionResponse.body.data;
  101. // Try to start session - should fail
  102. await (0, supertest_1.default)(app)
  103. .post(`/api/v1/sessions/${session.id}/start`)
  104. .expect(400);
  105. // Verify session status is failed
  106. const statusResponse = await (0, supertest_1.default)(app)
  107. .get(`/api/v1/sessions/${session.id}/status`)
  108. .expect(200);
  109. expect(statusResponse.body.data.status).toBe('failed');
  110. });
  111. it('should pause and resume session correctly', async () => {
  112. // Create and start session
  113. const sessionData = {
  114. name: 'Pause Resume Test Session',
  115. strategyId: 'equal-volume-btc',
  116. accountIds: ['account-1', 'account-2'],
  117. targetVolume: 0.5,
  118. duration: 120000
  119. };
  120. const sessionResponse = await (0, supertest_1.default)(app)
  121. .post('/api/v1/sessions')
  122. .send(sessionData)
  123. .expect(201);
  124. const session = sessionResponse.body.data;
  125. // Start session
  126. await (0, supertest_1.default)(app)
  127. .post(`/api/v1/sessions/${session.id}/start`)
  128. .expect(200);
  129. // Wait a bit
  130. await new Promise(resolve => setTimeout(resolve, 2000));
  131. // Pause session
  132. await (0, supertest_1.default)(app)
  133. .post(`/api/v1/sessions/${session.id}/pause`)
  134. .expect(200);
  135. // Verify session is paused
  136. const pausedStatusResponse = await (0, supertest_1.default)(app)
  137. .get(`/api/v1/sessions/${session.id}/status`)
  138. .expect(200);
  139. expect(pausedStatusResponse.body.data.status).toBe('paused');
  140. // Resume session
  141. await (0, supertest_1.default)(app)
  142. .post(`/api/v1/sessions/${session.id}/resume`)
  143. .expect(200);
  144. // Verify session is active again
  145. const resumedStatusResponse = await (0, supertest_1.default)(app)
  146. .get(`/api/v1/sessions/${session.id}/status`)
  147. .expect(200);
  148. expect(resumedStatusResponse.body.data.status).toBe('active');
  149. // Stop session
  150. await (0, supertest_1.default)(app)
  151. .post(`/api/v1/sessions/${session.id}/stop`)
  152. .expect(200);
  153. });
  154. it('should maintain position neutrality across all accounts', async () => {
  155. // Create session with multiple accounts
  156. const sessionData = {
  157. name: 'Neutrality Test Session',
  158. strategyId: 'equal-volume-btc',
  159. accountIds: ['account-1', 'account-2', 'account-3'],
  160. targetVolume: 0.3,
  161. duration: 30000
  162. };
  163. const sessionResponse = await (0, supertest_1.default)(app)
  164. .post('/api/v1/sessions')
  165. .send(sessionData)
  166. .expect(201);
  167. const session = sessionResponse.body.data;
  168. // Start and let it run
  169. await (0, supertest_1.default)(app)
  170. .post(`/api/v1/sessions/${session.id}/start`)
  171. .expect(200);
  172. // Wait for completion
  173. await new Promise(resolve => setTimeout(resolve, 35000));
  174. // Check position neutrality
  175. const positionsResponse = await (0, supertest_1.default)(app)
  176. .get('/api/v1/hedging/positions')
  177. .expect(200);
  178. const positions = positionsResponse.body.data;
  179. expect(positions.isNeutral).toBe(true);
  180. expect(positions.netPositions).toEqual({});
  181. expect(positions.totalExposure).toBe(0);
  182. });
  183. it('should handle concurrent sessions', async () => {
  184. // Create multiple sessions
  185. const sessions = [];
  186. for (let i = 1; i <= 3; i++) {
  187. const sessionData = {
  188. name: `Concurrent Session ${i}`,
  189. strategyId: 'equal-volume-btc',
  190. accountIds: ['account-1', 'account-2'],
  191. targetVolume: 0.1,
  192. duration: 20000
  193. };
  194. const sessionResponse = await (0, supertest_1.default)(app)
  195. .post('/api/v1/sessions')
  196. .send(sessionData)
  197. .expect(201);
  198. sessions.push(sessionResponse.body.data);
  199. }
  200. // Start all sessions
  201. for (const session of sessions) {
  202. await (0, supertest_1.default)(app)
  203. .post(`/api/v1/sessions/${session.id}/start`)
  204. .expect(200);
  205. }
  206. // Wait for completion
  207. await new Promise(resolve => setTimeout(resolve, 25000));
  208. // Verify all sessions completed
  209. for (const session of sessions) {
  210. const statusResponse = await (0, supertest_1.default)(app)
  211. .get(`/api/v1/sessions/${session.id}/status`)
  212. .expect(200);
  213. expect(['completed', 'failed']).toContain(statusResponse.body.data.status);
  214. }
  215. // Verify overall position neutrality
  216. const positionsResponse = await (0, supertest_1.default)(app)
  217. .get('/api/v1/hedging/positions')
  218. .expect(200);
  219. expect(positionsResponse.body.data.isNeutral).toBe(true);
  220. });
  221. });
  222. });
  223. //# sourceMappingURL=test-wash-trading-session.js.map