mirror of
https://github.com/OpenByteInc/QuantDinger.git
synced 2026-09-28 23:32:55 +08:00
TIANHE
6f82a5f5b0
Normalize venue contract quantities before posting and derive incremental prices and fees from cumulative order snapshots. Serialize ledger, position and grid state updates; reconcile delayed fees and preserve rebates, fractional quantities and native fee currencies across supported venues. Fix product/account routing, REST adapter contracts, initial grid recovery, and migration bootstrap registration. Add PostgreSQL concurrency and rollback regression coverage to CI and document venue contracts/deployment. Validation: 2716 passed, 7 environment skips, 23 integration/stress deselected; critical lint, compile, structure, lockfile and documentation checks passed. Real exchange order placement was not exercised. Refs #248.
100 lines
4.7 KiB
Python
100 lines
4.7 KiB
Python
"""Tests for grid poller scheduling and runtime state helpers."""
|
|
|
|
from __future__ import annotations
|
|
|
|
import time
|
|
from unittest.mock import MagicMock, patch
|
|
|
|
import pytest
|
|
|
|
from app.services.grid.poller import GridFillPoller
|
|
from app.services.grid.resting_orders_repo import GridRestingOrder
|
|
from app.services.grid.runtime_state import load_grid_resting_state
|
|
|
|
|
|
def test_load_grid_resting_state_initial_flag():
|
|
tc = {"script_runtime_state": {"grid_resting": {"initial_market_done": True}}}
|
|
assert load_grid_resting_state(tc).get("initial_market_done") is True
|
|
|
|
|
|
def test_poller_select_orders_respects_interval():
|
|
poller = GridFillPoller()
|
|
poller._min_order_interval = 100.0
|
|
order = GridRestingOrder(id=1, strategy_id=99, symbol="BTC/USDT", status="open")
|
|
poller._last_poll_by_order[1] = time.time()
|
|
with patch("app.services.grid.poller.get_runner", return_value=MagicMock()):
|
|
selected = poller._select_orders([order])
|
|
assert selected == []
|
|
|
|
|
|
def test_poller_select_orders_prioritizes_partial():
|
|
poller = GridFillPoller()
|
|
poller._min_order_interval = 0.0
|
|
partial = GridRestingOrder(id=1, strategy_id=1, symbol="BTC/USDT", status="partial")
|
|
open_o = GridRestingOrder(id=2, strategy_id=1, symbol="BTC/USDT", status="open")
|
|
runner = MagicMock()
|
|
with patch("app.services.grid.poller.get_runner", return_value=runner):
|
|
selected = poller._select_orders([open_o, partial])
|
|
assert selected[0].status == "partial"
|
|
|
|
|
|
@pytest.mark.parametrize('status', ['partial', 'filled', 'cancelled'])
|
|
@pytest.mark.parametrize('fee', [0.0, 0.05, -0.01])
|
|
def test_poller_passes_one_consistent_cumulative_snapshot(monkeypatch, status, fee):
|
|
from contextlib import nullcontext
|
|
from app.services.execution_streams.processor import ExecutionEventProcessor
|
|
worker = GridFillPoller()
|
|
runner = MagicMock()
|
|
runner.exchange_config = {'exchange_id': 'gate'}
|
|
order = GridRestingOrder(id=13, strategy_id=1, symbol='BTC/USDT', quantity=1,
|
|
price=100, exchange_order_id='gate-13')
|
|
monkeypatch.setattr('app.services.grid.poller.query_grid_order_fill', lambda *a, **k: (.25, 100, status))
|
|
def snapshot(*args, **kwargs):
|
|
kwargs['details'].update(fee=fee, fee_ccy='USDT', fee_status='actual_zero' if fee == 0 else 'actual')
|
|
return .5, 105
|
|
monkeypatch.setattr('app.services.grid.poller.wait_grid_market_fill', snapshot)
|
|
monkeypatch.setattr('app.utils.db.get_db_transaction', nullcontext)
|
|
monkeypatch.setattr('app.services.live_trading.fill_accounting.lock_strategy_fills', lambda *a: None)
|
|
project = MagicMock()
|
|
monkeypatch.setattr(ExecutionEventProcessor, '_project_grid', project)
|
|
worker._poll_order(runner, object(), order, 'swap')
|
|
event, binding = project.call_args.args
|
|
assert event['cumulative_quantity'] == .5
|
|
assert event['cumulative_average_price'] == 105
|
|
assert event['order_status'] == status
|
|
assert event['fees_cumulative'] is True
|
|
assert event['_snapshot_fees'].get('USDT', 0) == fee
|
|
assert binding['owner_id'] == 13
|
|
if status == 'cancelled':
|
|
runner.engine.sync_held_cell_exits.assert_called_once_with(105)
|
|
|
|
|
|
def test_terminal_status_without_quantity_does_not_invent_fill(monkeypatch):
|
|
worker = GridFillPoller()
|
|
runner = MagicMock()
|
|
order = GridRestingOrder(id=1, quantity=10)
|
|
monkeypatch.setattr('app.services.grid.poller.query_grid_order_fill', lambda *a, **k: (0, 0, 'filled'))
|
|
worker._poll_order(runner, object(), order, 'swap')
|
|
runner.engine.on_order_filled.assert_not_called()
|
|
|
|
|
|
def test_same_credential_never_reuses_spot_client_for_swap(monkeypatch):
|
|
from types import SimpleNamespace
|
|
from app.services.grid import poller as module
|
|
worker = GridFillPoller()
|
|
orders = [GridRestingOrder(id=1, strategy_id=1, symbol="ETH/USDT"),
|
|
GridRestingOrder(id=2, strategy_id=2, symbol="ETH/USDT")]
|
|
runners = {sid: SimpleNamespace(strategy_id=sid, user_id=1,
|
|
exchange_config={"credential_id": 7, "exchange_id": "gate"},
|
|
engine=SimpleNamespace(cfg=SimpleNamespace(market_type=market), trading_config={}))
|
|
for sid, market in [(1, "spot"), (2, "swap")]}
|
|
worker._repo = SimpleNamespace(list_open=lambda: orders, list_reconciliation=lambda: [])
|
|
monkeypatch.setattr(worker, "_select_orders", lambda rows: rows)
|
|
monkeypatch.setattr(module, "get_runner", lambda sid: runners[sid])
|
|
monkeypatch.setattr(module, "resolve_exchange_config", lambda cfg, **kw: cfg)
|
|
monkeypatch.setattr(module, "create_client", lambda cfg, market_type: market_type)
|
|
observed = []
|
|
monkeypatch.setattr(worker, "_poll_order", lambda runner, client, order, market: observed.append((client, market)))
|
|
worker._poll_once()
|
|
assert observed == [("spot", "spot"), ("swap", "swap")]
|