@3rd-eye-labs/openmm 0.1.1 → 0.1.3
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/cli/cli.js +4 -0
- package/dist/cli/cli.js.map +1 -1
- package/dist/cli/commands/ohlcv.d.ts +3 -0
- package/dist/cli/commands/ohlcv.d.ts.map +1 -0
- package/dist/cli/commands/ohlcv.js +115 -0
- package/dist/cli/commands/ohlcv.js.map +1 -0
- package/dist/cli/commands/wallet.d.ts +7 -0
- package/dist/cli/commands/wallet.d.ts.map +1 -0
- package/dist/cli/commands/wallet.js +271 -0
- package/dist/cli/commands/wallet.js.map +1 -0
- package/dist/core/exchange/base-exchange-connector.d.ts +2 -1
- package/dist/core/exchange/base-exchange-connector.d.ts.map +1 -1
- package/dist/core/exchange/base-exchange-connector.js.map +1 -1
- package/dist/exchanges/bitget/bitget-connector.d.ts +11 -1
- package/dist/exchanges/bitget/bitget-connector.d.ts.map +1 -1
- package/dist/exchanges/bitget/bitget-connector.js +52 -0
- package/dist/exchanges/bitget/bitget-connector.js.map +1 -1
- package/dist/exchanges/gateio/gateio-connector.d.ts +11 -1
- package/dist/exchanges/gateio/gateio-connector.d.ts.map +1 -1
- package/dist/exchanges/gateio/gateio-connector.js +54 -0
- package/dist/exchanges/gateio/gateio-connector.js.map +1 -1
- package/dist/exchanges/kraken/kraken-connector.d.ts +6 -1
- package/dist/exchanges/kraken/kraken-connector.d.ts.map +1 -1
- package/dist/exchanges/kraken/kraken-connector.js +44 -0
- package/dist/exchanges/kraken/kraken-connector.js.map +1 -1
- package/dist/exchanges/mexc/mexc-auth.d.ts +1 -0
- package/dist/exchanges/mexc/mexc-auth.d.ts.map +1 -1
- package/dist/exchanges/mexc/mexc-auth.js +4 -1
- package/dist/exchanges/mexc/mexc-auth.js.map +1 -1
- package/dist/exchanges/mexc/mexc-connector.d.ts +6 -1
- package/dist/exchanges/mexc/mexc-connector.d.ts.map +1 -1
- package/dist/exchanges/mexc/mexc-connector.js +37 -0
- package/dist/exchanges/mexc/mexc-connector.js.map +1 -1
- package/dist/index.d.ts +1 -0
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +25 -1
- package/dist/index.js.map +1 -1
- package/dist/types/market.d.ts +15 -0
- package/dist/types/market.d.ts.map +1 -1
- package/dist/x402/crypto.d.ts +79 -0
- package/dist/x402/crypto.d.ts.map +1 -0
- package/dist/x402/crypto.js +300 -0
- package/dist/x402/crypto.js.map +1 -0
- package/dist/x402/evm.d.ts +41 -0
- package/dist/x402/evm.d.ts.map +1 -0
- package/dist/x402/evm.js +229 -0
- package/dist/x402/evm.js.map +1 -0
- package/dist/x402/handler.d.ts +53 -0
- package/dist/x402/handler.d.ts.map +1 -0
- package/dist/x402/handler.js +233 -0
- package/dist/x402/handler.js.map +1 -0
- package/dist/x402/index.d.ts +29 -0
- package/dist/x402/index.d.ts.map +1 -0
- package/dist/x402/index.js +67 -0
- package/dist/x402/index.js.map +1 -0
- package/dist/x402/types.d.ts +185 -0
- package/dist/x402/types.d.ts.map +1 -0
- package/dist/x402/types.js +7 -0
- package/dist/x402/types.js.map +1 -0
- package/dist/x402/wallet.d.ts +65 -0
- package/dist/x402/wallet.d.ts.map +1 -0
- package/dist/x402/wallet.js +282 -0
- package/dist/x402/wallet.js.map +1 -0
- package/package.json +1 -1
- package/dist/cli/commands/grid.d.ts +0 -3
- package/dist/cli/commands/grid.d.ts.map +0 -1
- package/dist/cli/commands/grid.js +0 -103
- package/dist/cli/commands/grid.js.map +0 -1
- package/dist/cli/commands/multi-trade.d.ts +0 -3
- package/dist/cli/commands/multi-trade.d.ts.map +0 -1
- package/dist/cli/commands/multi-trade.js +0 -175
- package/dist/cli/commands/multi-trade.js.map +0 -1
- package/dist/cli/pool-discovery.d.ts +0 -56
- package/dist/cli/pool-discovery.d.ts.map +0 -1
- package/dist/cli/pool-discovery.js +0 -283
- package/dist/cli/pool-discovery.js.map +0 -1
- package/dist/core/price-aggregation/price-cache.d.ts +0 -55
- package/dist/core/price-aggregation/price-cache.d.ts.map +0 -1
- package/dist/core/price-aggregation/price-cache.js +0 -152
- package/dist/core/price-aggregation/price-cache.js.map +0 -1
- package/dist/examples/mexc-connector-comprehensive-test.d.ts +0 -15
- package/dist/examples/mexc-connector-comprehensive-test.d.ts.map +0 -1
- package/dist/examples/mexc-connector-comprehensive-test.js +0 -514
- package/dist/examples/mexc-connector-comprehensive-test.js.map +0 -1
- package/dist/examples/mexc-order-update-test.d.ts +0 -4
- package/dist/examples/mexc-order-update-test.d.ts.map +0 -1
- package/dist/examples/mexc-order-update-test.js +0 -186
- package/dist/examples/mexc-order-update-test.js.map +0 -1
- package/dist/examples/mexc-test.d.ts +0 -9
- package/dist/examples/mexc-test.d.ts.map +0 -1
- package/dist/examples/mexc-test.js +0 -218
- package/dist/examples/mexc-test.js.map +0 -1
- package/dist/examples/mexc-trades-debug.d.ts +0 -2
- package/dist/examples/mexc-trades-debug.d.ts.map +0 -1
- package/dist/examples/mexc-trades-debug.js +0 -101
- package/dist/examples/mexc-trades-debug.js.map +0 -1
- package/dist/examples/mexc-trades-subscription-debug.d.ts +0 -2
- package/dist/examples/mexc-trades-subscription-debug.d.ts.map +0 -1
- package/dist/examples/mexc-trades-subscription-debug.js +0 -150
- package/dist/examples/mexc-trades-subscription-debug.js.map +0 -1
- package/dist/examples/mexc-websocket-test.d.ts +0 -8
- package/dist/examples/mexc-websocket-test.d.ts.map +0 -1
- package/dist/examples/mexc-websocket-test.js +0 -115
- package/dist/examples/mexc-websocket-test.js.map +0 -1
- package/dist/examples/test-protobuf-status-detection.d.ts +0 -9
- package/dist/examples/test-protobuf-status-detection.d.ts.map +0 -1
- package/dist/examples/test-protobuf-status-detection.js +0 -83
- package/dist/examples/test-protobuf-status-detection.js.map +0 -1
- package/dist/exchanges/base-exchange-connector.d.ts +0 -33
- package/dist/exchanges/base-exchange-connector.d.ts.map +0 -1
- package/dist/exchanges/base-exchange-connector.js +0 -55
- package/dist/exchanges/base-exchange-connector.js.map +0 -1
- package/dist/exchanges/kraken/test-kraken-websocket.d.ts +0 -19
- package/dist/exchanges/kraken/test-kraken-websocket.d.ts.map +0 -1
- package/dist/exchanges/kraken/test-kraken-websocket.js +0 -413
- package/dist/exchanges/kraken/test-kraken-websocket.js.map +0 -1
- package/dist/mcp/resources/index.d.ts +0 -3
- package/dist/mcp/resources/index.d.ts.map +0 -1
- package/dist/mcp/resources/index.js +0 -11
- package/dist/mcp/resources/index.js.map +0 -1
- package/dist/mcp/server.d.ts +0 -4
- package/dist/mcp/server.d.ts.map +0 -1
- package/dist/mcp/server.js +0 -29
- package/dist/mcp/server.js.map +0 -1
- package/dist/mcp/tools/index.d.ts +0 -3
- package/dist/mcp/tools/index.d.ts.map +0 -1
- package/dist/mcp/tools/index.js +0 -12
- package/dist/mcp/tools/index.js.map +0 -1
- package/dist/tests/fixtures/test-helpers.d.ts +0 -5
- package/dist/tests/fixtures/test-helpers.d.ts.map +0 -1
- package/dist/tests/fixtures/test-helpers.js +0 -8
- package/dist/tests/fixtures/test-helpers.js.map +0 -1
- package/dist/tests/integration/exchanges/mexc/mexc-integration.test.d.ts +0 -2
- package/dist/tests/integration/exchanges/mexc/mexc-integration.test.d.ts.map +0 -1
- package/dist/tests/integration/exchanges/mexc/mexc-integration.test.js +0 -237
- package/dist/tests/integration/exchanges/mexc/mexc-integration.test.js.map +0 -1
- package/dist/tests/integration/price-aggregation/cardano-price-service.test.d.ts +0 -2
- package/dist/tests/integration/price-aggregation/cardano-price-service.test.d.ts.map +0 -1
- package/dist/tests/integration/price-aggregation/cardano-price-service.test.js +0 -57
- package/dist/tests/integration/price-aggregation/cardano-price-service.test.js.map +0 -1
- package/dist/tests/integration/price-aggregation/price-aggregation-integration.test.d.ts +0 -2
- package/dist/tests/integration/price-aggregation/price-aggregation-integration.test.d.ts.map +0 -1
- package/dist/tests/integration/price-aggregation/price-aggregation-integration.test.js +0 -141
- package/dist/tests/integration/price-aggregation/price-aggregation-integration.test.js.map +0 -1
- package/dist/tests/integration/strategies/grid/grid-strategy-e2e.test.d.ts +0 -2
- package/dist/tests/integration/strategies/grid/grid-strategy-e2e.test.d.ts.map +0 -1
- package/dist/tests/integration/strategies/grid/grid-strategy-e2e.test.js +0 -375
- package/dist/tests/integration/strategies/grid/grid-strategy-e2e.test.js.map +0 -1
- package/dist/tests/unit/cli/exchange-factory.test.d.ts +0 -2
- package/dist/tests/unit/cli/exchange-factory.test.d.ts.map +0 -1
- package/dist/tests/unit/cli/exchange-factory.test.js +0 -148
- package/dist/tests/unit/cli/exchange-factory.test.js.map +0 -1
- package/dist/tests/unit/config/environment.test.d.ts +0 -2
- package/dist/tests/unit/config/environment.test.d.ts.map +0 -1
- package/dist/tests/unit/config/environment.test.js +0 -158
- package/dist/tests/unit/config/environment.test.js.map +0 -1
- package/dist/tests/unit/config/launcher-config.test.d.ts +0 -2
- package/dist/tests/unit/config/launcher-config.test.d.ts.map +0 -1
- package/dist/tests/unit/config/launcher-config.test.js +0 -117
- package/dist/tests/unit/config/launcher-config.test.js.map +0 -1
- package/dist/tests/unit/config/price-aggregation.test.d.ts +0 -2
- package/dist/tests/unit/config/price-aggregation.test.d.ts.map +0 -1
- package/dist/tests/unit/config/price-aggregation.test.js +0 -144
- package/dist/tests/unit/config/price-aggregation.test.js.map +0 -1
- package/dist/tests/unit/core/exchange/base-exchange-connector.test.d.ts +0 -2
- package/dist/tests/unit/core/exchange/base-exchange-connector.test.d.ts.map +0 -1
- package/dist/tests/unit/core/exchange/base-exchange-connector.test.js +0 -191
- package/dist/tests/unit/core/exchange/base-exchange-connector.test.js.map +0 -1
- package/dist/tests/unit/core/exchange/base-exchange-data-mapper.test.d.ts +0 -2
- package/dist/tests/unit/core/exchange/base-exchange-data-mapper.test.d.ts.map +0 -1
- package/dist/tests/unit/core/exchange/base-exchange-data-mapper.test.js +0 -324
- package/dist/tests/unit/core/exchange/base-exchange-data-mapper.test.js.map +0 -1
- package/dist/tests/unit/core/price-aggregation/cardano-price-service.test.d.ts +0 -2
- package/dist/tests/unit/core/price-aggregation/cardano-price-service.test.d.ts.map +0 -1
- package/dist/tests/unit/core/price-aggregation/cardano-price-service.test.js +0 -177
- package/dist/tests/unit/core/price-aggregation/cardano-price-service.test.js.map +0 -1
- package/dist/tests/unit/core/price-aggregation/iris-api-client.test.d.ts +0 -2
- package/dist/tests/unit/core/price-aggregation/iris-api-client.test.d.ts.map +0 -1
- package/dist/tests/unit/core/price-aggregation/iris-api-client.test.js +0 -168
- package/dist/tests/unit/core/price-aggregation/iris-api-client.test.js.map +0 -1
- package/dist/tests/unit/core/price-aggregation/iris-pool-discovery.test.d.ts +0 -2
- package/dist/tests/unit/core/price-aggregation/iris-pool-discovery.test.d.ts.map +0 -1
- package/dist/tests/unit/core/price-aggregation/iris-pool-discovery.test.js +0 -217
- package/dist/tests/unit/core/price-aggregation/iris-pool-discovery.test.js.map +0 -1
- package/dist/tests/unit/core/price-aggregation/price-calculator.test.d.ts +0 -2
- package/dist/tests/unit/core/price-aggregation/price-calculator.test.d.ts.map +0 -1
- package/dist/tests/unit/core/price-aggregation/price-calculator.test.js +0 -229
- package/dist/tests/unit/core/price-aggregation/price-calculator.test.js.map +0 -1
- package/dist/tests/unit/core/risk-management/risk-manager.test.d.ts +0 -2
- package/dist/tests/unit/core/risk-management/risk-manager.test.d.ts.map +0 -1
- package/dist/tests/unit/core/risk-management/risk-manager.test.js +0 -194
- package/dist/tests/unit/core/risk-management/risk-manager.test.js.map +0 -1
- package/dist/tests/unit/core/strategy/base-strategy.test.d.ts +0 -2
- package/dist/tests/unit/core/strategy/base-strategy.test.d.ts.map +0 -1
- package/dist/tests/unit/core/strategy/base-strategy.test.js +0 -254
- package/dist/tests/unit/core/strategy/base-strategy.test.js.map +0 -1
- package/dist/tests/unit/core/strategy/strategy-factory.test.d.ts +0 -2
- package/dist/tests/unit/core/strategy/strategy-factory.test.d.ts.map +0 -1
- package/dist/tests/unit/core/strategy/strategy-factory.test.js +0 -213
- package/dist/tests/unit/core/strategy/strategy-factory.test.js.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-auth.test.d.ts +0 -2
- package/dist/tests/unit/exchanges/mexc/mexc-auth.test.d.ts.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-auth.test.js +0 -452
- package/dist/tests/unit/exchanges/mexc/mexc-auth.test.js.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-connector.test.d.ts +0 -2
- package/dist/tests/unit/exchanges/mexc/mexc-connector.test.d.ts.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-connector.test.js +0 -1419
- package/dist/tests/unit/exchanges/mexc/mexc-connector.test.js.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-data-mapper.test.d.ts +0 -2
- package/dist/tests/unit/exchanges/mexc/mexc-data-mapper.test.d.ts.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-data-mapper.test.js +0 -435
- package/dist/tests/unit/exchanges/mexc/mexc-data-mapper.test.js.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-protobuf-decoder.test.d.ts +0 -2
- package/dist/tests/unit/exchanges/mexc/mexc-protobuf-decoder.test.d.ts.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-protobuf-decoder.test.js +0 -314
- package/dist/tests/unit/exchanges/mexc/mexc-protobuf-decoder.test.js.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-protobuf-status-detection.test.d.ts +0 -2
- package/dist/tests/unit/exchanges/mexc/mexc-protobuf-status-detection.test.d.ts.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-protobuf-status-detection.test.js +0 -178
- package/dist/tests/unit/exchanges/mexc/mexc-protobuf-status-detection.test.js.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-user-stream.test.d.ts +0 -2
- package/dist/tests/unit/exchanges/mexc/mexc-user-stream.test.d.ts.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-user-stream.test.js +0 -502
- package/dist/tests/unit/exchanges/mexc/mexc-user-stream.test.js.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-utils.test.d.ts +0 -2
- package/dist/tests/unit/exchanges/mexc/mexc-utils.test.d.ts.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-utils.test.js +0 -317
- package/dist/tests/unit/exchanges/mexc/mexc-utils.test.js.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-websocket.test.d.ts +0 -2
- package/dist/tests/unit/exchanges/mexc/mexc-websocket.test.d.ts.map +0 -1
- package/dist/tests/unit/exchanges/mexc/mexc-websocket.test.js +0 -843
- package/dist/tests/unit/exchanges/mexc/mexc-websocket.test.js.map +0 -1
- package/dist/tests/unit/strategies/grid/grid-calculator.test.d.ts +0 -2
- package/dist/tests/unit/strategies/grid/grid-calculator.test.d.ts.map +0 -1
- package/dist/tests/unit/strategies/grid/grid-calculator.test.js +0 -67
- package/dist/tests/unit/strategies/grid/grid-calculator.test.js.map +0 -1
- package/dist/tests/unit/strategies/grid/grid-order-manager.test.d.ts +0 -2
- package/dist/tests/unit/strategies/grid/grid-order-manager.test.d.ts.map +0 -1
- package/dist/tests/unit/strategies/grid/grid-order-manager.test.js +0 -211
- package/dist/tests/unit/strategies/grid/grid-order-manager.test.js.map +0 -1
- package/dist/tests/unit/strategies/grid/grid-strategy-simple.test.d.ts +0 -2
- package/dist/tests/unit/strategies/grid/grid-strategy-simple.test.d.ts.map +0 -1
- package/dist/tests/unit/strategies/grid/grid-strategy-simple.test.js +0 -197
- package/dist/tests/unit/strategies/grid/grid-strategy-simple.test.js.map +0 -1
- package/dist/tests/unit/strategies/grid/grid-strategy.test.d.ts +0 -2
- package/dist/tests/unit/strategies/grid/grid-strategy.test.d.ts.map +0 -1
- package/dist/tests/unit/strategies/grid/grid-strategy.test.js +0 -429
- package/dist/tests/unit/strategies/grid/grid-strategy.test.js.map +0 -1
- package/dist/tests/unit/utils/logger.test.d.ts +0 -2
- package/dist/tests/unit/utils/logger.test.d.ts.map +0 -1
- package/dist/tests/unit/utils/logger.test.js +0 -260
- package/dist/tests/unit/utils/logger.test.js.map +0 -1
- package/dist/tests/unit/utils/symbol-utils.test.d.ts +0 -2
- package/dist/tests/unit/utils/symbol-utils.test.d.ts.map +0 -1
- package/dist/tests/unit/utils/symbol-utils.test.js +0 -178
- package/dist/tests/unit/utils/symbol-utils.test.js.map +0 -1
- package/dist/types/price-aggregation.d.ts +0 -31
- package/dist/types/price-aggregation.d.ts.map +0 -1
- package/dist/types/price-aggregation.js +0 -6
- package/dist/types/price-aggregation.js.map +0 -1
- package/dist/utils/crypto.d.ts +0 -15
- package/dist/utils/crypto.d.ts.map +0 -1
- package/dist/utils/crypto.js +0 -50
- package/dist/utils/crypto.js.map +0 -1
- package/dist/utils/validation.d.ts +0 -36
- package/dist/utils/validation.d.ts.map +0 -1
- package/dist/utils/validation.js +0 -174
- package/dist/utils/validation.js.map +0 -1
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Object.defineProperty(exports, "__esModule", { value: true });
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const price_calculator_1 = require("../../../../core/price-aggregation/price-calculator");
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describe('PriceCalculator', () => {
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calculator = new price_calculator_1.PriceCalculator();
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describe('calculateLiquidityWeightedPrice', () => {
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it('should calculate correct weighted price for multiple pools', () => {
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{
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dex: 'MinswapV2',
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identifier: 'pool1',
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state: {
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tvl: 1000000,
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},
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},
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{
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dex: 'SundaeSwap',
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identifier: 'pool2',
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state: {
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tvl: 500000,
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}
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];
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const result = calculator.calculateLiquidityWeightedPrice(pools);
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expect(result.price).toBeCloseTo(0.533, 3);
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expect(result.confidence).toBeGreaterThan(0.5);
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expect(result.poolsUsed).toBe(2);
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expect(result.totalLiquidity).toBe(1500000);
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expect(result.timestamp).toBeInstanceOf(Date);
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});
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it('should handle single pool correctly', () => {
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{
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dex: 'MinswapV2',
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identifier: 'pool1',
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state: {
|
|
46
|
-
tvl: 2000000,
|
|
47
|
-
reserveA: 1000000,
|
|
48
|
-
reserveB: 750000 // price = 0.75 ADA/token
|
|
49
|
-
},
|
|
50
|
-
isActive: true
|
|
51
|
-
}
|
|
52
|
-
];
|
|
53
|
-
const result = calculator.calculateLiquidityWeightedPrice(pools);
|
|
54
|
-
expect(result.price).toBeCloseTo(0.75, 3);
|
|
55
|
-
expect(result.confidence).toBe(0.7); // Single pool confidence
|
|
56
|
-
expect(result.poolsUsed).toBe(1);
|
|
57
|
-
expect(result.totalLiquidity).toBe(2000000);
|
|
58
|
-
});
|
|
59
|
-
it('should filter out invalid pools', () => {
|
|
60
|
-
const pools = [
|
|
61
|
-
{
|
|
62
|
-
dex: 'ValidPool',
|
|
63
|
-
identifier: 'pool1',
|
|
64
|
-
state: {
|
|
65
|
-
tvl: 1000000,
|
|
66
|
-
reserveA: 1000000,
|
|
67
|
-
reserveB: 500000
|
|
68
|
-
},
|
|
69
|
-
isActive: true
|
|
70
|
-
},
|
|
71
|
-
{
|
|
72
|
-
dex: 'InvalidPool',
|
|
73
|
-
identifier: 'pool2',
|
|
74
|
-
state: {
|
|
75
|
-
tvl: 0,
|
|
76
|
-
reserveA: 0,
|
|
77
|
-
reserveB: 0
|
|
78
|
-
},
|
|
79
|
-
isActive: true
|
|
80
|
-
},
|
|
81
|
-
{
|
|
82
|
-
dex: 'AnotherInvalid',
|
|
83
|
-
identifier: 'pool3'
|
|
84
|
-
}
|
|
85
|
-
];
|
|
86
|
-
const result = calculator.calculateLiquidityWeightedPrice(pools);
|
|
87
|
-
expect(result.poolsUsed).toBe(1);
|
|
88
|
-
expect(result.price).toBe(0.5);
|
|
89
|
-
});
|
|
90
|
-
it('should throw error for empty pools array', () => {
|
|
91
|
-
expect(() => {
|
|
92
|
-
calculator.calculateLiquidityWeightedPrice([]);
|
|
93
|
-
}).toThrow('No pools provided for price calculation');
|
|
94
|
-
});
|
|
95
|
-
it('should throw error when no valid pools found', () => {
|
|
96
|
-
const invalidPools = [
|
|
97
|
-
{
|
|
98
|
-
dex: 'InvalidPool',
|
|
99
|
-
identifier: 'pool1',
|
|
100
|
-
state: {
|
|
101
|
-
tvl: 0,
|
|
102
|
-
reserveA: 0,
|
|
103
|
-
reserveB: 0
|
|
104
|
-
}
|
|
105
|
-
}
|
|
106
|
-
];
|
|
107
|
-
expect(() => {
|
|
108
|
-
calculator.calculateLiquidityWeightedPrice(invalidPools);
|
|
109
|
-
}).toThrow('No valid pools found for price calculation');
|
|
110
|
-
});
|
|
111
|
-
it('should throw error when total liquidity is zero', () => {
|
|
112
|
-
const pools = [
|
|
113
|
-
{
|
|
114
|
-
dex: 'ZeroLiquidity',
|
|
115
|
-
identifier: 'pool1',
|
|
116
|
-
state: {
|
|
117
|
-
tvl: 0,
|
|
118
|
-
reserveA: 1000000,
|
|
119
|
-
reserveB: 500000
|
|
120
|
-
}
|
|
121
|
-
}
|
|
122
|
-
];
|
|
123
|
-
expect(() => {
|
|
124
|
-
calculator.calculateLiquidityWeightedPrice(pools);
|
|
125
|
-
}).toThrow('No valid pools found for price calculation');
|
|
126
|
-
});
|
|
127
|
-
it('should calculate higher confidence for more diverse pools', () => {
|
|
128
|
-
const singlePool = [
|
|
129
|
-
{
|
|
130
|
-
dex: 'MinswapV2',
|
|
131
|
-
identifier: 'pool1',
|
|
132
|
-
state: { tvl: 1000000, reserveA: 1000000, reserveB: 500000 }
|
|
133
|
-
}
|
|
134
|
-
];
|
|
135
|
-
const multiplePools = [
|
|
136
|
-
{
|
|
137
|
-
dex: 'MinswapV2',
|
|
138
|
-
identifier: 'pool1',
|
|
139
|
-
state: { tvl: 600000, reserveA: 1000000, reserveB: 500000 }
|
|
140
|
-
},
|
|
141
|
-
{
|
|
142
|
-
dex: 'SundaeSwap',
|
|
143
|
-
identifier: 'pool2',
|
|
144
|
-
state: { tvl: 400000, reserveA: 500000, reserveB: 250000 }
|
|
145
|
-
}
|
|
146
|
-
];
|
|
147
|
-
const singleResult = calculator.calculateLiquidityWeightedPrice(singlePool);
|
|
148
|
-
const multipleResult = calculator.calculateLiquidityWeightedPrice(multiplePools);
|
|
149
|
-
expect(multipleResult.confidence).toBeGreaterThanOrEqual(singleResult.confidence);
|
|
150
|
-
});
|
|
151
|
-
it('should reduce confidence for high concentration pools', () => {
|
|
152
|
-
const highConcentration = [
|
|
153
|
-
{
|
|
154
|
-
dex: 'DominantPool',
|
|
155
|
-
identifier: 'pool1',
|
|
156
|
-
state: { tvl: 9000000, reserveA: 1000000, reserveB: 500000 }
|
|
157
|
-
},
|
|
158
|
-
{
|
|
159
|
-
dex: 'SmallPool',
|
|
160
|
-
identifier: 'pool2',
|
|
161
|
-
state: { tvl: 1000000, reserveA: 500000, reserveB: 250000 }
|
|
162
|
-
}
|
|
163
|
-
];
|
|
164
|
-
const balanced = [
|
|
165
|
-
{
|
|
166
|
-
dex: 'Pool1',
|
|
167
|
-
identifier: 'pool1',
|
|
168
|
-
state: { tvl: 5000000, reserveA: 1000000, reserveB: 500000 }
|
|
169
|
-
},
|
|
170
|
-
{
|
|
171
|
-
dex: 'Pool2',
|
|
172
|
-
identifier: 'pool2',
|
|
173
|
-
state: { tvl: 5000000, reserveA: 500000, reserveB: 250000 }
|
|
174
|
-
}
|
|
175
|
-
];
|
|
176
|
-
const concentratedResult = calculator.calculateLiquidityWeightedPrice(highConcentration);
|
|
177
|
-
const balancedResult = calculator.calculateLiquidityWeightedPrice(balanced);
|
|
178
|
-
expect(balancedResult.confidence).toBeGreaterThan(concentratedResult.confidence);
|
|
179
|
-
});
|
|
180
|
-
});
|
|
181
|
-
describe('private method validation', () => {
|
|
182
|
-
it('should validate pool data correctly', () => {
|
|
183
|
-
const validPool = {
|
|
184
|
-
dex: 'MinswapV2',
|
|
185
|
-
identifier: 'pool1',
|
|
186
|
-
state: {
|
|
187
|
-
tvl: 1000000,
|
|
188
|
-
reserveA: 1000000,
|
|
189
|
-
reserveB: 500000
|
|
190
|
-
}
|
|
191
|
-
};
|
|
192
|
-
const invalidPools = [
|
|
193
|
-
{
|
|
194
|
-
dex: 'NoState',
|
|
195
|
-
identifier: 'pool1'
|
|
196
|
-
},
|
|
197
|
-
{
|
|
198
|
-
dex: 'ZeroTVL',
|
|
199
|
-
identifier: 'pool2',
|
|
200
|
-
state: { tvl: 0, reserveA: 1000000, reserveB: 500000 }
|
|
201
|
-
},
|
|
202
|
-
{
|
|
203
|
-
dex: 'ZeroReserveA',
|
|
204
|
-
identifier: 'pool3',
|
|
205
|
-
state: { tvl: 1000000, reserveA: 0, reserveB: 500000 }
|
|
206
|
-
},
|
|
207
|
-
{
|
|
208
|
-
dex: 'ZeroReserveB',
|
|
209
|
-
identifier: 'pool4',
|
|
210
|
-
state: { tvl: 1000000, reserveA: 1000000, reserveB: 0 }
|
|
211
|
-
},
|
|
212
|
-
{
|
|
213
|
-
dex: 'InfiniteReserve',
|
|
214
|
-
identifier: 'pool5',
|
|
215
|
-
state: { tvl: 1000000, reserveA: Infinity, reserveB: 500000 }
|
|
216
|
-
}
|
|
217
|
-
];
|
|
218
|
-
expect(() => {
|
|
219
|
-
calculator.calculateLiquidityWeightedPrice([validPool]);
|
|
220
|
-
}).not.toThrow();
|
|
221
|
-
invalidPools.forEach(pool => {
|
|
222
|
-
expect(() => {
|
|
223
|
-
calculator.calculateLiquidityWeightedPrice([pool]);
|
|
224
|
-
}).toThrow();
|
|
225
|
-
});
|
|
226
|
-
});
|
|
227
|
-
});
|
|
228
|
-
});
|
|
229
|
-
//# sourceMappingURL=price-calculator.test.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"price-calculator.test.js","sourceRoot":"","sources":["../../../../../src/tests/unit/core/price-aggregation/price-calculator.test.ts"],"names":[],"mappings":";;AAAA,0FAAsF;AAGtF,QAAQ,CAAC,iBAAiB,EAAE,GAAG,EAAE;IAC/B,IAAI,UAA2B,CAAC;IAEhC,UAAU,CAAC,GAAG,EAAE;QACd,UAAU,GAAG,IAAI,kCAAe,EAAE,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,QAAQ,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC/C,EAAE,CAAC,4DAA4D,EAAE,GAAG,EAAE;YACpE,MAAM,KAAK,GAAoB;gBAC7B;oBACE,GAAG,EAAE,WAAW;oBAChB,UAAU,EAAE,OAAO;oBACnB,KAAK,EAAE;wBACL,GAAG,EAAE,OAAO;wBACZ,QAAQ,EAAE,OAAO;wBACjB,QAAQ,EAAE,MAAM;qBACjB;oBACD,QAAQ,EAAE,IAAI;iBACf;gBACD;oBACE,GAAG,EAAE,YAAY;oBACjB,UAAU,EAAE,OAAO;oBACnB,KAAK,EAAE;wBACL,GAAG,EAAE,MAAM;wBACX,QAAQ,EAAE,MAAM;wBAChB,QAAQ,EAAE,MAAM;qBACjB;oBACD,QAAQ,EAAE,IAAI;iBACf;aACF,CAAC;YAEF,MAAM,MAAM,GAAG,UAAU,CAAC,+BAA+B,CAAC,KAAK,CAAC,CAAC;YAEjE,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,WAAW,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC;YAC3C,MAAM,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC,eAAe,CAAC,GAAG,CAAC,CAAC;YAC/C,MAAM,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;YACjC,MAAM,CAAC,MAAM,CAAC,cAAc,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;YAC5C,MAAM,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,cAAc,CAAC,IAAI,CAAC,CAAC;QAChD,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,qCAAqC,EAAE,GAAG,EAAE;YAC7C,MAAM,KAAK,GAAoB;gBAC7B;oBACE,GAAG,EAAE,WAAW;oBAChB,UAAU,EAAE,OAAO;oBACnB,KAAK,EAAE;wBACL,GAAG,EAAE,OAAO;wBACZ,QAAQ,EAAE,OAAO;wBACjB,QAAQ,EAAE,MAAM,CAAE,yBAAyB;qBAC5C;oBACD,QAAQ,EAAE,IAAI;iBACf;aACF,CAAC;YAEF,MAAM,MAAM,GAAG,UAAU,CAAC,+BAA+B,CAAC,KAAK,CAAC,CAAC;YAEjE,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,WAAW,CAAC,IAAI,EAAE,CAAC,CAAC,CAAC;YAC1C,MAAM,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,yBAAyB;YAC9D,MAAM,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;YACjC,MAAM,CAAC,MAAM,CAAC,cAAc,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;QAC9C,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,iCAAiC,EAAE,GAAG,EAAE;YACzC,MAAM,KAAK,GAAoB;gBAC7B;oBACE,GAAG,EAAE,WAAW;oBAChB,UAAU,EAAE,OAAO;oBACnB,KAAK,EAAE;wBACL,GAAG,EAAE,OAAO;wBACZ,QAAQ,EAAE,OAAO;wBACjB,QAAQ,EAAE,MAAM;qBACjB;oBACD,QAAQ,EAAE,IAAI;iBACf;gBACD;oBACE,GAAG,EAAE,aAAa;oBAClB,UAAU,EAAE,OAAO;oBACnB,KAAK,EAAE;wBACL,GAAG,EAAE,CAAC;wBACN,QAAQ,EAAE,CAAC;wBACX,QAAQ,EAAE,CAAC;qBACZ;oBACD,QAAQ,EAAE,IAAI;iBACf;gBACD;oBACE,GAAG,EAAE,gBAAgB;oBACrB,UAAU,EAAE,OAAO;iBACpB;aACF,CAAC;YAEF,MAAM,MAAM,GAAG,UAAU,CAAC,+BAA+B,CAAC,KAAK,CAAC,CAAC;YAEjE,MAAM,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;YACjC,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QACjC,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,0CAA0C,EAAE,GAAG,EAAE;YAClD,MAAM,CAAC,GAAG,EAAE;gBACV,UAAU,CAAC,+BAA+B,CAAC,EAAE,CAAC,CAAC;YACjD,CAAC,CAAC,CAAC,OAAO,CAAC,yCAAyC,CAAC,CAAC;QACxD,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,8CAA8C,EAAE,GAAG,EAAE;YACtD,MAAM,YAAY,GAAoB;gBACpC;oBACE,GAAG,EAAE,aAAa;oBAClB,UAAU,EAAE,OAAO;oBACnB,KAAK,EAAE;wBACL,GAAG,EAAE,CAAC;wBACN,QAAQ,EAAE,CAAC;wBACX,QAAQ,EAAE,CAAC;qBACZ;iBACF;aACF,CAAC;YAEF,MAAM,CAAC,GAAG,EAAE;gBACV,UAAU,CAAC,+BAA+B,CAAC,YAAY,CAAC,CAAC;YAC3D,CAAC,CAAC,CAAC,OAAO,CAAC,4CAA4C,CAAC,CAAC;QAC3D,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,iDAAiD,EAAE,GAAG,EAAE;YACzD,MAAM,KAAK,GAAoB;gBAC7B;oBACE,GAAG,EAAE,eAAe;oBACpB,UAAU,EAAE,OAAO;oBACnB,KAAK,EAAE;wBACL,GAAG,EAAE,CAAC;wBACN,QAAQ,EAAE,OAAO;wBACjB,QAAQ,EAAE,MAAM;qBACjB;iBACF;aACF,CAAC;YAEF,MAAM,CAAC,GAAG,EAAE;gBACV,UAAU,CAAC,+BAA+B,CAAC,KAAK,CAAC,CAAC;YACpD,CAAC,CAAC,CAAC,OAAO,CAAC,4CAA4C,CAAC,CAAC;QAC3D,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,2DAA2D,EAAE,GAAG,EAAE;YACnE,MAAM,UAAU,GAAoB;gBAClC;oBACE,GAAG,EAAE,WAAW;oBAChB,UAAU,EAAE,OAAO;oBACnB,KAAK,EAAE,EAAE,GAAG,EAAE,OAAO,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE;iBAC7D;aACF,CAAC;YAEF,MAAM,aAAa,GAAoB;gBACrC;oBACE,GAAG,EAAE,WAAW;oBAChB,UAAU,EAAE,OAAO;oBACnB,KAAK,EAAE,EAAE,GAAG,EAAE,MAAM,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE;iBAC5D;gBACD;oBACE,GAAG,EAAE,YAAY;oBACjB,UAAU,EAAE,OAAO;oBACnB,KAAK,EAAE,EAAE,GAAG,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,EAAE;iBAC3D;aACF,CAAC;YAEF,MAAM,YAAY,GAAG,UAAU,CAAC,+BAA+B,CAAC,UAAU,CAAC,CAAC;YAC5E,MAAM,cAAc,GAAG,UAAU,CAAC,+BAA+B,CAAC,aAAa,CAAC,CAAC;YAEjF,MAAM,CAAC,cAAc,CAAC,UAAU,CAAC,CAAC,sBAAsB,CAAC,YAAY,CAAC,UAAU,CAAC,CAAC;QACpF,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,uDAAuD,EAAE,GAAG,EAAE;YAC/D,MAAM,iBAAiB,GAAoB;gBACzC;oBACE,GAAG,EAAE,cAAc;oBACnB,UAAU,EAAE,OAAO;oBACnB,KAAK,EAAE,EAAE,GAAG,EAAE,OAAO,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE;iBAC7D;gBACD;oBACE,GAAG,EAAE,WAAW;oBAChB,UAAU,EAAE,OAAO;oBACnB,KAAK,EAAE,EAAE,GAAG,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,EAAE;iBAC5D;aACF,CAAC;YAEF,MAAM,QAAQ,GAAoB;gBAChC;oBACE,GAAG,EAAE,OAAO;oBACZ,UAAU,EAAE,OAAO;oBACnB,KAAK,EAAE,EAAE,GAAG,EAAE,OAAO,EAAE,QAAQ,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE;iBAC7D;gBACD;oBACE,GAAG,EAAE,OAAO;oBACZ,UAAU,EAAE,OAAO;oBACnB,KAAK,EAAE,EAAE,GAAG,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,EAAE;iBAC5D;aACF,CAAC;YAEF,MAAM,kBAAkB,GAAG,UAAU,CAAC,+BAA+B,CAAC,iBAAiB,CAAC,CAAC;YACzF,MAAM,cAAc,GAAG,UAAU,CAAC,+BAA+B,CAAC,QAAQ,CAAC,CAAC;YAE5E,MAAM,CAAC,cAAc,CAAC,UAAU,CAAC,CAAC,eAAe,CAAC,kBAAkB,CAAC,UAAU,CAAC,CAAC;QACnF,CAAC,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;IAEH,QAAQ,CAAC,2BAA2B,EAAE,GAAG,EAAE;QACzC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{"version":3,"file":"risk-manager.test.d.ts","sourceRoot":"","sources":["../../../../../src/tests/unit/core/risk-management/risk-manager.test.ts"],"names":[],"mappings":""}
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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const risk_manager_1 = require("../../../../core/risk-management/risk-manager");
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describe('RiskManager', () => {
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let riskManager;
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beforeEach(() => {
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riskManager = new risk_manager_1.RiskManager({
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maxPositionSize: 0.8,
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safetyReservePercentage: 0.2,
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minConfidence: 0.6
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});
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});
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describe('validatePosition', () => {
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it('should allow orders within 80% position limit', () => {
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const order = {
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id: 'test-order',
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symbol: 'INDY/USDT',
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type: 'limit',
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side: 'buy',
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amount: 100,
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price: 0.42,
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filled: 0,
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remaining: 100,
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status: 'open',
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timestamp: Date.now()
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};
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const balance = {
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asset: 'USDT',
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free: 600,
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used: 200,
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total: 1000,
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available: 600
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};
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const isValid = riskManager.validatePosition(order, balance);
|
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35
|
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expect(isValid).toBe(true);
|
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});
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37
|
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it('should reject orders exceeding 80% position limit', () => {
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const order = {
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id: 'test-order',
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40
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symbol: 'INDY/USDT',
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type: 'limit',
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side: 'buy',
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amount: 1000,
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price: 0.42,
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filled: 0,
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remaining: 1000,
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status: 'open',
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timestamp: Date.now()
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|
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};
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const balance = {
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asset: 'USDT',
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free: 200,
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used: 400,
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total: 1000,
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available: 200
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};
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57
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const isValid = riskManager.validatePosition(order, balance);
|
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expect(isValid).toBe(false);
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59
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});
|
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60
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-
});
|
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61
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-
describe('checkPriceConfidence', () => {
|
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62
|
-
it('should accept price confidence above threshold', () => {
|
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63
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const aggregatedPrice = {
|
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64
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symbol: 'INDY/USDT',
|
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65
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price: 0.42,
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66
|
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confidence: 0.8,
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67
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timestamp: new Date(),
|
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68
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sources: []
|
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69
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};
|
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70
|
-
const isValid = riskManager.checkPriceConfidence(aggregatedPrice);
|
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71
|
-
expect(isValid).toBe(true);
|
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72
|
-
});
|
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73
|
-
it('should reject price confidence below threshold', () => {
|
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74
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const aggregatedPrice = {
|
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75
|
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symbol: 'INDY/USDT',
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76
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price: 0.42,
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77
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confidence: 0.4,
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78
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timestamp: new Date(),
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79
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sources: []
|
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80
|
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};
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81
|
-
const isValid = riskManager.checkPriceConfidence(aggregatedPrice);
|
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82
|
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expect(isValid).toBe(false);
|
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83
|
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});
|
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84
|
-
});
|
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85
|
-
describe('calculateAvailableBalance', () => {
|
|
86
|
-
it('should calculate 80% of total balance as available', () => {
|
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87
|
-
const balance = {
|
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88
|
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asset: 'USDT',
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89
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free: 800,
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90
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used: 200,
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91
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total: 1000,
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92
|
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available: 800
|
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93
|
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};
|
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94
|
-
const available = riskManager.calculateAvailableBalance(balance);
|
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95
|
-
expect(available).toBe(800);
|
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96
|
-
});
|
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97
|
-
});
|
|
98
|
-
describe('validateTrade', () => {
|
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99
|
-
it('should validate trade with good confidence and position size', () => {
|
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100
|
-
const order = {
|
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101
|
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id: 'test-order',
|
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102
|
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symbol: 'INDY/USDT',
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103
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type: 'limit',
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104
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side: 'buy',
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105
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amount: 100,
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106
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price: 0.42,
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107
|
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filled: 0,
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remaining: 100,
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109
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status: 'open',
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110
|
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timestamp: Date.now()
|
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111
|
-
};
|
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112
|
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const balance = {
|
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113
|
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asset: 'USDT',
|
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114
|
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free: 600,
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115
|
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used: 200,
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total: 1000,
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available: 600
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|
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};
|
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|
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const aggregatedPrice = {
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|
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symbol: 'INDY/USDT',
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121
|
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price: 0.42,
|
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122
|
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confidence: 0.8,
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123
|
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timestamp: new Date(),
|
|
124
|
-
sources: []
|
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125
|
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};
|
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126
|
-
const result = riskManager.validateTrade(order, balance, aggregatedPrice);
|
|
127
|
-
expect(result.valid).toBe(true);
|
|
128
|
-
expect(result.reason).toBeUndefined();
|
|
129
|
-
});
|
|
130
|
-
it('should reject trade with low confidence', () => {
|
|
131
|
-
const order = {
|
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|
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id: 'test-order',
|
|
133
|
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symbol: 'INDY/USDT',
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type: 'limit',
|
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side: 'buy',
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136
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amount: 100,
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price: 0.42,
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filled: 0,
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remaining: 100,
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|
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status: 'open',
|
|
141
|
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timestamp: Date.now()
|
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142
|
-
};
|
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143
|
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const balance = {
|
|
144
|
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asset: 'USDT',
|
|
145
|
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free: 600,
|
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used: 200,
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total: 1000,
|
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|
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available: 600
|
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149
|
-
};
|
|
150
|
-
const aggregatedPrice = {
|
|
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|
-
symbol: 'INDY/USDT',
|
|
152
|
-
price: 0.42,
|
|
153
|
-
confidence: 0.4,
|
|
154
|
-
timestamp: new Date(),
|
|
155
|
-
sources: []
|
|
156
|
-
};
|
|
157
|
-
const result = riskManager.validateTrade(order, balance, aggregatedPrice);
|
|
158
|
-
expect(result.valid).toBe(false);
|
|
159
|
-
expect(result.reason).toContain('Price confidence too low');
|
|
160
|
-
});
|
|
161
|
-
it('should reject trade exceeding position limit', () => {
|
|
162
|
-
const order = {
|
|
163
|
-
id: 'test-order',
|
|
164
|
-
symbol: 'INDY/USDT',
|
|
165
|
-
type: 'limit',
|
|
166
|
-
side: 'buy',
|
|
167
|
-
amount: 2000,
|
|
168
|
-
price: 0.42,
|
|
169
|
-
filled: 0,
|
|
170
|
-
remaining: 2000,
|
|
171
|
-
status: 'open',
|
|
172
|
-
timestamp: Date.now()
|
|
173
|
-
};
|
|
174
|
-
const balance = {
|
|
175
|
-
asset: 'USDT',
|
|
176
|
-
free: 200,
|
|
177
|
-
used: 600,
|
|
178
|
-
total: 1000,
|
|
179
|
-
available: 200
|
|
180
|
-
};
|
|
181
|
-
const aggregatedPrice = {
|
|
182
|
-
symbol: 'INDY/USDT',
|
|
183
|
-
price: 0.42,
|
|
184
|
-
confidence: 0.8,
|
|
185
|
-
timestamp: new Date(),
|
|
186
|
-
sources: []
|
|
187
|
-
};
|
|
188
|
-
const result = riskManager.validateTrade(order, balance, aggregatedPrice);
|
|
189
|
-
expect(result.valid).toBe(false);
|
|
190
|
-
expect(result.reason).toContain('Position size would exceed 80% limit');
|
|
191
|
-
});
|
|
192
|
-
});
|
|
193
|
-
});
|
|
194
|
-
//# sourceMappingURL=risk-manager.test.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
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|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"base-strategy.test.d.ts","sourceRoot":"","sources":["../../../../../src/tests/unit/core/strategy/base-strategy.test.ts"],"names":[],"mappings":""}
|