test-wash-trading-session.ts 8.1 KB

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