@3rd-eye-labs/openmm 0.1.6 → 0.1.7

package/dist/tests/unit/core/price-aggregation/price-calculator.test.js

@@ -0,0 +1,229 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const price_calculator_1 = require("../../../../core/price-aggregation/price-calculator");
+describe('PriceCalculator', () => {
+    let calculator;
+    beforeEach(() => {
+        calculator = new price_calculator_1.PriceCalculator();
+    });
+    describe('calculateLiquidityWeightedPrice', () => {
+        it('should calculate correct weighted price for multiple pools', () => {
+            const pools = [
+                {
+                    dex: 'MinswapV2',
+                    identifier: 'pool1',
+                    state: {
+                        tvl: 1000000,
+                        reserveA: 1000000,
+                        reserveB: 500000
+                    },
+                    isActive: true
+                },
+                {
+                    dex: 'SundaeSwap',
+                    identifier: 'pool2',
+                    state: {
+                        tvl: 500000,
+                        reserveA: 500000,
+                        reserveB: 300000
+                    },
+                    isActive: true
+                }
+            ];
+            const result = calculator.calculateLiquidityWeightedPrice(pools);
+            expect(result.price).toBeCloseTo(0.533, 3);
+            expect(result.confidence).toBeGreaterThan(0.5);
+            expect(result.poolsUsed).toBe(2);
+            expect(result.totalLiquidity).toBe(1500000);
+            expect(result.timestamp).toBeInstanceOf(Date);
+        });
+        it('should handle single pool correctly', () => {
+            const pools = [
+                {
+                    dex: 'MinswapV2',
+                    identifier: 'pool1',
+                    state: {
+                        tvl: 2000000,
+                        reserveA: 1000000,
+                        reserveB: 750000 // price = 0.75 ADA/token
+                    },
+                    isActive: true
+                }
+            ];
+            const result = calculator.calculateLiquidityWeightedPrice(pools);
+            expect(result.price).toBeCloseTo(0.75, 3);
+            expect(result.confidence).toBe(0.7); // Single pool confidence
+            expect(result.poolsUsed).toBe(1);
+            expect(result.totalLiquidity).toBe(2000000);
+        });
+        it('should filter out invalid pools', () => {
+            const pools = [
+                {
+                    dex: 'ValidPool',
+                    identifier: 'pool1',
+                    state: {
+                        tvl: 1000000,
+                        reserveA: 1000000,
+                        reserveB: 500000
+                    },
+                    isActive: true
+                },
+                {
+                    dex: 'InvalidPool',
+                    identifier: 'pool2',
+                    state: {
+                        tvl: 0,
+                        reserveA: 0,
+                        reserveB: 0
+                    },
+                    isActive: true
+                },
+                {
+                    dex: 'AnotherInvalid',
+                    identifier: 'pool3'
+                }
+            ];
+            const result = calculator.calculateLiquidityWeightedPrice(pools);
+            expect(result.poolsUsed).toBe(1);
+            expect(result.price).toBe(0.5);
+        });
+        it('should throw error for empty pools array', () => {
+            expect(() => {
+                calculator.calculateLiquidityWeightedPrice([]);
+            }).toThrow('No pools provided for price calculation');
+        });
+        it('should throw error when no valid pools found', () => {
+            const invalidPools = [
+                {
+                    dex: 'InvalidPool',
+                    identifier: 'pool1',
+                    state: {
+                        tvl: 0,
+                        reserveA: 0,
+                        reserveB: 0
+                    }
+                }
+            ];
+            expect(() => {
+                calculator.calculateLiquidityWeightedPrice(invalidPools);
+            }).toThrow('No valid pools found for price calculation');
+        });
+        it('should throw error when total liquidity is zero', () => {
+            const pools = [
+                {
+                    dex: 'ZeroLiquidity',
+                    identifier: 'pool1',
+                    state: {
+                        tvl: 0,
+                        reserveA: 1000000,
+                        reserveB: 500000
+                    }
+                }
+            ];
+            expect(() => {
+                calculator.calculateLiquidityWeightedPrice(pools);
+            }).toThrow('No valid pools found for price calculation');
+        });
+        it('should calculate higher confidence for more diverse pools', () => {
+            const singlePool = [
+                {
+                    dex: 'MinswapV2',
+                    identifier: 'pool1',
+                    state: { tvl: 1000000, reserveA: 1000000, reserveB: 500000 }
+                }
+            ];
+            const multiplePools = [
+                {
+                    dex: 'MinswapV2',
+                    identifier: 'pool1',
+                    state: { tvl: 600000, reserveA: 1000000, reserveB: 500000 }
+                },
+                {
+                    dex: 'SundaeSwap',
+                    identifier: 'pool2',
+                    state: { tvl: 400000, reserveA: 500000, reserveB: 250000 }
+                }
+            ];
+            const singleResult = calculator.calculateLiquidityWeightedPrice(singlePool);
+            const multipleResult = calculator.calculateLiquidityWeightedPrice(multiplePools);
+            expect(multipleResult.confidence).toBeGreaterThanOrEqual(singleResult.confidence);
+        });
+        it('should reduce confidence for high concentration pools', () => {
+            const highConcentration = [
+                {
+                    dex: 'DominantPool',
+                    identifier: 'pool1',
+                    state: { tvl: 9000000, reserveA: 1000000, reserveB: 500000 }
+                },
+                {
+                    dex: 'SmallPool',
+                    identifier: 'pool2',
+                    state: { tvl: 1000000, reserveA: 500000, reserveB: 250000 }
+                }
+            ];
+            const balanced = [
+                {
+                    dex: 'Pool1',
+                    identifier: 'pool1',
+                    state: { tvl: 5000000, reserveA: 1000000, reserveB: 500000 }
+                },
+                {
+                    dex: 'Pool2',
+                    identifier: 'pool2',
+                    state: { tvl: 5000000, reserveA: 500000, reserveB: 250000 }
+                }
+            ];
+            const concentratedResult = calculator.calculateLiquidityWeightedPrice(highConcentration);
+            const balancedResult = calculator.calculateLiquidityWeightedPrice(balanced);
+            expect(balancedResult.confidence).toBeGreaterThan(concentratedResult.confidence);
+        });
+    });
+    describe('private method validation', () => {
+        it('should validate pool data correctly', () => {
+            const validPool = {
+                dex: 'MinswapV2',
+                identifier: 'pool1',
+                state: {
+                    tvl: 1000000,
+                    reserveA: 1000000,
+                    reserveB: 500000
+                }
+            };
+            const invalidPools = [
+                {
+                    dex: 'NoState',
+                    identifier: 'pool1'
+                },
+                {
+                    dex: 'ZeroTVL',
+                    identifier: 'pool2',
+                    state: { tvl: 0, reserveA: 1000000, reserveB: 500000 }
+                },
+                {
+                    dex: 'ZeroReserveA',
+                    identifier: 'pool3',
+                    state: { tvl: 1000000, reserveA: 0, reserveB: 500000 }
+                },
+                {
+                    dex: 'ZeroReserveB',
+                    identifier: 'pool4',
+                    state: { tvl: 1000000, reserveA: 1000000, reserveB: 0 }
+                },
+                {
+                    dex: 'InfiniteReserve',
+                    identifier: 'pool5',
+                    state: { tvl: 1000000, reserveA: Infinity, reserveB: 500000 }
+                }
+            ];
+            expect(() => {
+                calculator.calculateLiquidityWeightedPrice([validPool]);
+            }).not.toThrow();
+            invalidPools.forEach(pool => {
+                expect(() => {
+                    calculator.calculateLiquidityWeightedPrice([pool]);
+                }).toThrow();
+            });
+        });
+    });
+});
+//# sourceMappingURL=price-calculator.test.js.map

package/dist/tests/unit/core/price-aggregation/price-calculator.test.js.map

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package/dist/tests/unit/core/risk-management/risk-manager.test.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=risk-manager.test.d.ts.map

package/dist/tests/unit/core/risk-management/risk-manager.test.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"risk-manager.test.d.ts","sourceRoot":"","sources":["../../../../../src/tests/unit/core/risk-management/risk-manager.test.ts"],"names":[],"mappings":""}

package/dist/tests/unit/core/risk-management/risk-manager.test.js

@@ -0,0 +1,194 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const risk_manager_1 = require("../../../../core/risk-management/risk-manager");
+describe('RiskManager', () => {
+    let riskManager;
+    beforeEach(() => {
+        riskManager = new risk_manager_1.RiskManager({
+            maxPositionSize: 0.8,
+            safetyReservePercentage: 0.2,
+            minConfidence: 0.6
+        });
+    });
+    describe('validatePosition', () => {
+        it('should allow orders within 80% position limit', () => {
+            const order = {
+                id: 'test-order',
+                symbol: 'INDY/USDT',
+                type: 'limit',
+                side: 'buy',
+                amount: 100,
+                price: 0.42,
+                filled: 0,
+                remaining: 100,
+                status: 'open',
+                timestamp: Date.now()
+            };
+            const balance = {
+                asset: 'USDT',
+                free: 600,
+                used: 200,
+                total: 1000,
+                available: 600
+            };
+            const isValid = riskManager.validatePosition(order, balance);
+            expect(isValid).toBe(true);
+        });
+        it('should reject orders exceeding 80% position limit', () => {
+            const order = {
+                id: 'test-order',
+                symbol: 'INDY/USDT',
+                type: 'limit',
+                side: 'buy',
+                amount: 1000,
+                price: 0.42,
+                filled: 0,
+                remaining: 1000,
+                status: 'open',
+                timestamp: Date.now()
+            };
+            const balance = {
+                asset: 'USDT',
+                free: 200,
+                used: 400,
+                total: 1000,
+                available: 200
+            };
+            const isValid = riskManager.validatePosition(order, balance);
+            expect(isValid).toBe(false);
+        });
+    });
+    describe('checkPriceConfidence', () => {
+        it('should accept price confidence above threshold', () => {
+            const aggregatedPrice = {
+                symbol: 'INDY/USDT',
+                price: 0.42,
+                confidence: 0.8,
+                timestamp: new Date(),
+                sources: []
+            };
+            const isValid = riskManager.checkPriceConfidence(aggregatedPrice);
+            expect(isValid).toBe(true);
+        });
+        it('should reject price confidence below threshold', () => {
+            const aggregatedPrice = {
+                symbol: 'INDY/USDT',
+                price: 0.42,
+                confidence: 0.4,
+                timestamp: new Date(),
+                sources: []
+            };
+            const isValid = riskManager.checkPriceConfidence(aggregatedPrice);
+            expect(isValid).toBe(false);
+        });
+    });
+    describe('calculateAvailableBalance', () => {
+        it('should calculate 80% of total balance as available', () => {
+            const balance = {
+                asset: 'USDT',
+                free: 800,
+                used: 200,
+                total: 1000,
+                available: 800
+            };
+            const available = riskManager.calculateAvailableBalance(balance);
+            expect(available).toBe(800);
+        });
+    });
+    describe('validateTrade', () => {
+        it('should validate trade with good confidence and position size', () => {
+            const order = {
+                id: 'test-order',
+                symbol: 'INDY/USDT',
+                type: 'limit',
+                side: 'buy',
+                amount: 100,
+                price: 0.42,
+                filled: 0,
+                remaining: 100,
+                status: 'open',
+                timestamp: Date.now()
+            };
+            const balance = {
+                asset: 'USDT',
+                free: 600,
+                used: 200,
+                total: 1000,
+                available: 600
+            };
+            const aggregatedPrice = {
+                symbol: 'INDY/USDT',
+                price: 0.42,
+                confidence: 0.8,
+                timestamp: new Date(),
+                sources: []
+            };
+            const result = riskManager.validateTrade(order, balance, aggregatedPrice);
+            expect(result.valid).toBe(true);
+            expect(result.reason).toBeUndefined();
+        });
+        it('should reject trade with low confidence', () => {
+            const order = {
+                id: 'test-order',
+                symbol: 'INDY/USDT',
+                type: 'limit',
+                side: 'buy',
+                amount: 100,
+                price: 0.42,
+                filled: 0,
+                remaining: 100,
+                status: 'open',
+                timestamp: Date.now()
+            };
+            const balance = {
+                asset: 'USDT',
+                free: 600,
+                used: 200,
+                total: 1000,
+                available: 600
+            };
+            const aggregatedPrice = {
+                symbol: 'INDY/USDT',
+                price: 0.42,
+                confidence: 0.4,
+                timestamp: new Date(),
+                sources: []
+            };
+            const result = riskManager.validateTrade(order, balance, aggregatedPrice);
+            expect(result.valid).toBe(false);
+            expect(result.reason).toContain('Price confidence too low');
+        });
+        it('should reject trade exceeding position limit', () => {
+            const order = {
+                id: 'test-order',
+                symbol: 'INDY/USDT',
+                type: 'limit',
+                side: 'buy',
+                amount: 2000,
+                price: 0.42,
+                filled: 0,
+                remaining: 2000,
+                status: 'open',
+                timestamp: Date.now()
+            };
+            const balance = {
+                asset: 'USDT',
+                free: 200,
+                used: 600,
+                total: 1000,
+                available: 200
+            };
+            const aggregatedPrice = {
+                symbol: 'INDY/USDT',
+                price: 0.42,
+                confidence: 0.8,
+                timestamp: new Date(),
+                sources: []
+            };
+            const result = riskManager.validateTrade(order, balance, aggregatedPrice);
+            expect(result.valid).toBe(false);
+            expect(result.reason).toContain('Position size would exceed 80% limit');
+        });
+    });
+});
+//# sourceMappingURL=risk-manager.test.js.map

package/dist/tests/unit/core/risk-management/risk-manager.test.js.map

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package/dist/tests/unit/core/strategy/base-strategy.test.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=base-strategy.test.d.ts.map

package/dist/tests/unit/core/strategy/base-strategy.test.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"base-strategy.test.d.ts","sourceRoot":"","sources":["../../../../../src/tests/unit/core/strategy/base-strategy.test.ts"],"names":[],"mappings":""}