@3rd-eye-labs/openmm 0.1.6 → 0.1.7

package/dist/tests/integration/exchanges/mexc/mexc-integration.test.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const mexc_connector_1 = require("../../../../exchanges/mexc/mexc-connector");
+const mexc_websocket_1 = require("../../../../exchanges/mexc/mexc-websocket");
+const mexc_user_stream_1 = require("../../../../exchanges/mexc/mexc-user-stream");
+const MEXC_TEST_CONFIG = {
+    apiKey: process.env.MEXC_API_KEY || 'test_api_key',
+    apiSecret: process.env.MEXC_API_SECRET || 'test_api_secret',
+    testMode: !process.env.MEXC_API_KEY || process.env.NODE_ENV === 'test',
+    testSymbol: 'INDY/USDT',
+    altSymbol: 'BTC/USDT',
+    timeout: 30000
+};
+describe('MEXC Integration Tests', () => {
+    let mexcConnector;
+    let mexcWebSocket;
+    let mexcUserStream;
+    const cleanup = async () => {
+        try {
+            if (mexcWebSocket?.isConnected()) {
+                await mexcWebSocket.disconnectWebSocket();
+            }
+            if (mexcUserStream?.isUserDataStreamConnected()) {
+                await mexcUserStream.disconnectUserDataStream();
+            }
+        }
+        catch (error) {
+            // Ignore cleanup errors
+        }
+    };
+    beforeEach(() => {
+        mexcConnector = new mexc_connector_1.MexcConnector();
+        mexcWebSocket = new mexc_websocket_1.MexcWebSocket();
+        mexcUserStream = new mexc_user_stream_1.MexcUserStream((_endpoint, _params, _method) => Promise.resolve({}));
+        if (!MEXC_TEST_CONFIG.testMode) {
+            mexcConnector.setCredentials({
+                apiKey: MEXC_TEST_CONFIG.apiKey,
+                secret: MEXC_TEST_CONFIG.apiSecret
+            });
+        }
+    });
+    afterEach(cleanup);
+    afterAll(cleanup);
+    describe('MEXC Trading Workflow Integration', () => {
+        test('Complete order lifecycle: connect → create → monitor → cancel', async () => {
+            if (MEXC_TEST_CONFIG.testMode) {
+                return;
+            }
+            const orderUpdates = [];
+            let orderId = '';
+            try {
+                await mexcConnector.connect();
+                expect(mexcConnector.isConnected()).toBe(true);
+                await mexcUserStream.connectUserDataStream();
+                expect(mexcUserStream.isUserDataStreamConnected()).toBe(true);
+                await mexcUserStream.subscribeUserOrders((order) => {
+                    orderUpdates.push(order);
+                });
+                const balance = await mexcConnector.getBalance();
+                expect(balance).toBeDefined();
+                expect(typeof balance).toBe('object');
+                const orderParams = {
+                    symbol: MEXC_TEST_CONFIG.testSymbol,
+                    type: 'limit',
+                    side: 'buy',
+                    amount: 10,
+                    price: 0.01
+                };
+                const createdOrder = await mexcConnector.createOrder(orderParams.symbol, orderParams.type, orderParams.side, orderParams.amount, orderParams.price);
+                expect(createdOrder).toBeDefined();
+                expect(createdOrder.id).toBeDefined();
+                expect(createdOrder.symbol).toBe(orderParams.symbol);
+                expect(createdOrder.side).toBe(orderParams.side);
+                expect(createdOrder.status).toMatch(/open|pending/);
+                orderId = createdOrder.id;
+                await new Promise(resolve => setTimeout(resolve, 2000));
+                const openOrders = await mexcConnector.getOpenOrders(orderParams.symbol);
+                const foundOrder = openOrders.find((o) => o.id === orderId);
+                expect(foundOrder).toBeDefined();
+                await new Promise(resolve => setTimeout(resolve, 3000));
+                expect(orderUpdates.length).toBeGreaterThan(0);
+                const relevantUpdate = orderUpdates.find(update => update.id === orderId);
+                expect(relevantUpdate).toBeDefined();
+                await mexcConnector.cancelOrder(orderId, orderParams.symbol);
+                await new Promise(resolve => setTimeout(resolve, 2000));
+                const finalOpenOrders = await mexcConnector.getOpenOrders(orderParams.symbol);
+                const cancelledOrderStillOpen = finalOpenOrders.find((o) => o.id === orderId);
+                expect(cancelledOrderStillOpen).toBeUndefined();
+                const cancellationUpdate = orderUpdates.find(update => update.id === orderId && update.status.match(/cancelled|canceled/));
+                expect(cancellationUpdate).toBeDefined();
+            }
+            catch (error) {
+                if (orderId) {
+                    try {
+                        await mexcConnector.cancelOrder(orderId, MEXC_TEST_CONFIG.testSymbol);
+                    }
+                    catch (cleanupError) {
+                        // Ignore cleanup errors
+                    }
+                }
+                throw error;
+            }
+        }, MEXC_TEST_CONFIG.timeout);
+    });
+    describe('MEXC Real-time Data Pipeline', () => {
+        test('Market data flow: connect → subscribe → receive → transform', async () => {
+            const tickerData = [];
+            const tradeData = [];
+            const orderbookData = [];
+            try {
+                await mexcWebSocket.connectWebSocket();
+                expect(mexcWebSocket.isConnected()).toBe(true);
+                const tickerSub = await mexcWebSocket.subscribeTicker(MEXC_TEST_CONFIG.testSymbol, (ticker) => {
+                    tickerData.push(ticker);
+                });
+                expect(tickerSub).toBeDefined();
+                const tradesSub = await mexcWebSocket.subscribeTrades(MEXC_TEST_CONFIG.testSymbol, (trade) => {
+                    tradeData.push(trade);
+                });
+                expect(tradesSub).toBeDefined();
+                const orderbookSub = await mexcWebSocket.subscribeOrderBook(MEXC_TEST_CONFIG.testSymbol, (orderbook) => {
+                    orderbookData.push(orderbook);
+                });
+                expect(orderbookSub).toBeDefined();
+                await new Promise(resolve => setTimeout(resolve, 10000));
+                expect(tickerData.length).toBeGreaterThan(0);
+                expect(orderbookData.length).toBeGreaterThan(0);
+                const latestTicker = tickerData[tickerData.length - 1];
+                expect(latestTicker.symbol).toBe(MEXC_TEST_CONFIG.testSymbol);
+                expect(latestTicker.last).toBeGreaterThan(0);
+                expect(latestTicker.bid).toBeGreaterThan(0);
+                expect(latestTicker.ask).toBeGreaterThan(0);
+                expect(latestTicker.timestamp).toBeDefined();
+                if (tradeData.length > 0) {
+                    const latestTrade = tradeData[tradeData.length - 1];
+                    expect(latestTrade.symbol).toBe(MEXC_TEST_CONFIG.testSymbol);
+                    expect(['buy', 'sell']).toContain(latestTrade.side);
+                    expect(latestTrade.amount).toBeGreaterThan(0);
+                    expect(latestTrade.price).toBeGreaterThan(0);
+                }
+                const latestOrderbook = orderbookData[orderbookData.length - 1];
+                expect(latestOrderbook.symbol).toBe(MEXC_TEST_CONFIG.testSymbol);
+                expect(latestOrderbook.bids.length).toBeGreaterThan(0);
+                expect(latestOrderbook.asks.length).toBeGreaterThan(0);
+                expect(latestOrderbook.bids[0].price).toBeGreaterThan(0);
+                expect(latestOrderbook.asks[0].price).toBeGreaterThan(0);
+                await mexcWebSocket.unsubscribe(tickerSub);
+                await mexcWebSocket.unsubscribe(tradesSub);
+                await mexcWebSocket.unsubscribe(orderbookSub);
+            }
+            catch (error) {
+                throw error;
+            }
+        }, MEXC_TEST_CONFIG.timeout);
+    });
+    describe('MEXC Authentication Integration', () => {
+        test('Auth flow: credentials → signing → authenticated requests → user streams', async () => {
+            if (MEXC_TEST_CONFIG.testMode) {
+                return;
+            }
+            try {
+                await mexcConnector.connect();
+                expect(mexcConnector.isConnected()).toBe(true);
+                const balance = await mexcConnector.getBalance();
+                expect(balance).toBeDefined();
+                expect(typeof balance).toBe('object');
+                const openOrders = await mexcConnector.getOpenOrders(MEXC_TEST_CONFIG.testSymbol);
+                expect(Array.isArray(openOrders)).toBe(true);
+                await mexcUserStream.connectUserDataStream();
+                expect(mexcUserStream.isUserDataStreamConnected()).toBe(true);
+                await mexcUserStream.keepAliveListenKey();
+            }
+            catch (error) {
+                throw error;
+            }
+        }, MEXC_TEST_CONFIG.timeout);
+    });
+    describe('MEXC Multi-Asset Trading', () => {
+        test('Multi-symbol operations: INDY/USDT + BTC/USDT workflows', async () => {
+            const symbols = [MEXC_TEST_CONFIG.testSymbol, MEXC_TEST_CONFIG.altSymbol];
+            const marketData = new Map();
+            symbols.forEach(symbol => {
+                marketData.set(symbol, { tickers: [], trades: [], orderbooks: [] });
+            });
+            try {
+                await mexcWebSocket.connectWebSocket();
+                expect(mexcWebSocket.isConnected()).toBe(true);
+                const subscriptions = [];
+                for (const symbol of symbols) {
+                    const symbolData = marketData.get(symbol);
+                    const tickerSub = await mexcWebSocket.subscribeTicker(symbol, (ticker) => {
+                        symbolData.tickers.push(ticker);
+                    });
+                    subscriptions.push(tickerSub);
+                    const tradesSub = await mexcWebSocket.subscribeTrades(symbol, (trade) => {
+                        symbolData.trades.push(trade);
+                    });
+                    subscriptions.push(tradesSub);
+                    const orderbookSub = await mexcWebSocket.subscribeOrderBook(symbol, (orderbook) => {
+                        symbolData.orderbooks.push(orderbook);
+                    });
+                    subscriptions.push(orderbookSub);
+                }
+                await new Promise(resolve => setTimeout(resolve, 15000));
+                for (const symbol of symbols) {
+                    const symbolData = marketData.get(symbol);
+                    expect(symbolData.tickers.length).toBeGreaterThan(0);
+                    expect(symbolData.orderbooks.length).toBeGreaterThan(0);
+                    const latestTicker = symbolData.tickers[symbolData.tickers.length - 1];
+                    expect(latestTicker.last).toBeGreaterThan(0);
+                    if (symbolData.trades.length > 0) {
+                        const latestTrade = symbolData.trades[symbolData.trades.length - 1];
+                        expect(['buy', 'sell']).toContain(latestTrade.side);
+                    }
+                    const latestOrderbook = symbolData.orderbooks[symbolData.orderbooks.length - 1];
+                    expect(latestOrderbook.bids.length).toBeGreaterThan(0);
+                    expect(latestOrderbook.asks.length).toBeGreaterThan(0);
+                }
+                if (!MEXC_TEST_CONFIG.testMode) {
+                    const balance = await mexcConnector.getBalance();
+                    expect(balance).toBeDefined();
+                    for (const symbol of symbols) {
+                        const openOrders = await mexcConnector.getOpenOrders(symbol);
+                        expect(Array.isArray(openOrders)).toBe(true);
+                    }
+                }
+                for (const subId of subscriptions) {
+                    await mexcWebSocket.unsubscribe(subId);
+                }
+            }
+            catch (error) {
+                throw error;
+            }
+        }, MEXC_TEST_CONFIG.timeout);
+    });
+});
+//# sourceMappingURL=mexc-integration.test.js.map

package/dist/tests/integration/exchanges/mexc/mexc-integration.test.js.map

@@ -0,0 +1 @@
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package/dist/tests/integration/price-aggregation/cardano-price-service.test.d.ts

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

package/dist/tests/integration/price-aggregation/cardano-price-service.test.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"cardano-price-service.test.d.ts","sourceRoot":"","sources":["../../../../src/tests/integration/price-aggregation/cardano-price-service.test.ts"],"names":[],"mappings":""}

package/dist/tests/integration/price-aggregation/cardano-price-service.test.js

@@ -0,0 +1,57 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+/**
+ * Integration tests for Cardano Price Service
+ * Tests the complete price aggregation flow with Iris API
+ */
+const price_aggregation_1 = require("../../../core/price-aggregation");
+const price_aggregation_2 = require("../../../config/price-aggregation");
+describe('CardanoPriceService Integration', () => {
+    let priceService;
+    beforeEach(() => {
+        priceService = new price_aggregation_1.CardanoPriceService();
+    });
+    describe('Token Support', () => {
+        test('should support INDY token', () => {
+            expect((0, price_aggregation_2.isTokenSupported)('INDY')).toBe(true);
+        });
+        test('should support SNEK token', () => {
+            expect((0, price_aggregation_2.isTokenSupported)('SNEK')).toBe(true);
+        });
+        test('should not support unsupported token', () => {
+            expect((0, price_aggregation_2.isTokenSupported)('UNKNOWN')).toBe(false);
+        });
+        test('should return list of supported tokens', () => {
+            const tokens = (0, price_aggregation_2.getSupportedTokens)();
+            expect(tokens).toContain('INDY');
+            expect(tokens).toContain('SNEK');
+            expect(tokens.length).toBeGreaterThan(0);
+        });
+    });
+    describe('Price Fetching', () => {
+        test('should reject unsupported token', async () => {
+            await expect(priceService.getTokenPrice('UNKNOWN')).rejects.toThrow('Unsupported token: UNKNOWN');
+        });
+        test('should fetch INDY price successfully', async () => {
+            const price = await priceService.getTokenPrice('INDY');
+            expect(price.symbol).toBe('INDY/USDT');
+            expect(price.price).toBeGreaterThan(0);
+            expect(price.confidence).toBeGreaterThan(0);
+            expect(price.timestamp).toBeInstanceOf(Date);
+            expect(price.sources.length).toBeGreaterThan(0);
+        }, 30000);
+        test('should fetch SNEK price successfully', async () => {
+            const price = await priceService.getTokenPrice('SNEK');
+            expect(price.symbol).toBe('SNEK/USDT');
+            expect(price.price).toBeGreaterThan(0);
+            expect(price.confidence).toBeGreaterThan(0);
+        }, 30000);
+    });
+    describe('Error Handling', () => {
+        test('should handle network errors gracefully', async () => {
+            jest.spyOn(priceService, 'getTokenADAPrice').mockRejectedValue(new Error('Network error'));
+            await expect(priceService.getTokenPrice('INDY')).rejects.toThrow('Price aggregation failed for INDY');
+        });
+    });
+});
+//# sourceMappingURL=cardano-price-service.test.js.map

package/dist/tests/integration/price-aggregation/cardano-price-service.test.js.map

@@ -0,0 +1 @@
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package/dist/tests/integration/price-aggregation/price-aggregation-integration.test.d.ts

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

package/dist/tests/integration/price-aggregation/price-aggregation-integration.test.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"price-aggregation-integration.test.d.ts","sourceRoot":"","sources":["../../../../src/tests/integration/price-aggregation/price-aggregation-integration.test.ts"],"names":[],"mappings":""}

package/dist/tests/integration/price-aggregation/price-aggregation-integration.test.js

@@ -0,0 +1,141 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const price_aggregation_1 = require("../../../core/price-aggregation");
+describe('Price Aggregation Integration Tests', () => {
+    let priceService;
+    beforeAll(() => {
+        priceService = new price_aggregation_1.CardanoPriceService();
+    });
+    afterAll(async () => {
+        await new Promise(resolve => setTimeout(resolve, 100));
+        priceService = null;
+        if (global.gc) {
+            global.gc();
+        }
+    });
+    describe('Real API Integration', () => {
+        it('should get real price for MIN token', async () => {
+            const result = await priceService.getTokenPrice('MIN');
+            expect(result.symbol).toBe('MIN/USDT');
+            expect(result.price).toBeGreaterThan(0);
+            expect(result.price).toBeLessThan(1000);
+            expect(result.confidence).toBeGreaterThan(0);
+            expect(result.confidence).toBeLessThanOrEqual(1);
+            expect(result.sources).toHaveLength(2);
+            expect(result.timestamp).toBeInstanceOf(Date);
+            const hasIrisSource = result.sources.some(s => s.exchange === 'cardano');
+            const hasCexSource = result.sources.some(s => s.exchange.includes('cex'));
+            expect(hasIrisSource).toBe(true);
+            expect(hasCexSource).toBe(true);
+        }, 30000);
+        it('should get real price for INDY token', async () => {
+            const result = await priceService.getTokenPrice('INDY');
+            expect(result.symbol).toBe('INDY/USDT');
+            expect(result.price).toBeGreaterThan(0);
+            expect(result.price).toBeLessThan(100);
+            expect(result.confidence).toBeGreaterThan(0);
+            expect(result.sources).toHaveLength(2);
+        }, 30000);
+        it('should get real price for SNEK token', async () => {
+            const result = await priceService.getTokenPrice('SNEK');
+            expect(result.symbol).toBe('SNEK/USDT');
+            expect(result.price).toBeGreaterThan(0);
+            expect(result.price).toBeLessThan(10000);
+            expect(result.confidence).toBeGreaterThan(0);
+            expect(result.sources).toHaveLength(2);
+        }, 30000);
+        it('should handle price comparison between tokens', async () => {
+            const [minPrice, indyPrice] = await Promise.all([
+                priceService.getTokenPrice('MIN'),
+                priceService.getTokenPrice('INDY')
+            ]);
+            expect(minPrice.price).toBeGreaterThan(0);
+            expect(indyPrice.price).toBeGreaterThan(0);
+            expect(minPrice.price).not.toBe(indyPrice.price);
+            const now = Date.now();
+            const fiveMinutesAgo = now - 5 * 60 * 1000;
+            expect(minPrice.timestamp.getTime()).toBeGreaterThan(fiveMinutesAgo);
+            expect(indyPrice.timestamp.getTime()).toBeGreaterThan(fiveMinutesAgo);
+        }, 60000);
+        it('should maintain price stability over short intervals', async () => {
+            const price1 = await priceService.getTokenPrice('MIN');
+            await new Promise(resolve => setTimeout(resolve, 2000));
+            const price2 = await priceService.getTokenPrice('MIN');
+            const priceChange = Math.abs(price2.price - price1.price) / price1.price;
+            expect(priceChange).toBeLessThan(0.05);
+            const confidenceChange = Math.abs(price2.confidence - price1.confidence);
+            expect(confidenceChange).toBeLessThan(0.3);
+        }, 45000);
+    });
+    describe('Error Handling Integration', () => {
+        it('should handle unsupported token gracefully', async () => {
+            await expect(priceService.getTokenPrice('NONEXISTENT')).rejects.toThrow('Unsupported token: NONEXISTENT');
+        });
+        it('should handle invalid token symbols', async () => {
+            const invalidTokens = ['', '   ', 'INVALID123', 'too-long-token-symbol'];
+            for (const token of invalidTokens) {
+                await expect(priceService.getTokenPrice(token)).rejects.toThrow();
+            }
+        });
+    });
+    describe('Performance Tests', () => {
+        it('should complete price aggregation within reasonable time', async () => {
+            const startTime = Date.now();
+            await priceService.getTokenPrice('MIN');
+            const endTime = Date.now();
+            const duration = endTime - startTime;
+            expect(duration).toBeLessThan(15000);
+        }, 20000);
+        it('should handle concurrent price requests efficiently', async () => {
+            const startTime = Date.now();
+            const promises = [
+                priceService.getTokenPrice('MIN'),
+                priceService.getTokenPrice('INDY'),
+                priceService.getTokenPrice('SNEK')
+            ];
+            const results = await Promise.all(promises);
+            const endTime = Date.now();
+            const duration = endTime - startTime;
+            expect(duration).toBeLessThan(25000);
+            expect(results).toHaveLength(3);
+            results.forEach(result => {
+                expect(result.price).toBeGreaterThan(0);
+                expect(result.confidence).toBeGreaterThan(0);
+            });
+        }, 30000);
+    });
+    describe('Data Quality Tests', () => {
+        it('should return prices within expected ranges for known tokens', async () => {
+            const minResult = await priceService.getTokenPrice('MIN');
+            const indyResult = await priceService.getTokenPrice('INDY');
+            const snekResult = await priceService.getTokenPrice('SNEK');
+            // Updated price ranges based on current market conditions
+            expect(minResult.price).toBeGreaterThan(0.001); // MIN: Updated range
+            expect(minResult.price).toBeLessThan(1000);
+            expect(indyResult.price).toBeGreaterThan(0.001); // INDY: Updated range
+            expect(indyResult.price).toBeLessThan(1000);
+            expect(snekResult.price).toBeGreaterThan(0.001); // SNEK: Updated range
+            expect(snekResult.price).toBeLessThan(10000);
+        }, 45000);
+        it('should have reasonable confidence scores', async () => {
+            const result = await priceService.getTokenPrice('MIN');
+            expect(result.confidence).toBeGreaterThanOrEqual(0.3);
+            expect(result.confidence).toBeLessThanOrEqual(0.95);
+            expect(result.confidence).toBeGreaterThan(0.4);
+        }, 30000);
+        it('should provide complete source information', async () => {
+            const result = await priceService.getTokenPrice('MIN');
+            expect(result.sources).toHaveLength(2);
+            result.sources.forEach(source => {
+                expect(source.id).toBeDefined();
+                expect(source.name).toBeDefined();
+                expect(source.exchange).toBeDefined();
+                expect(source.reliability).toBeGreaterThan(0);
+                expect(source.reliability).toBeLessThanOrEqual(1);
+                expect(typeof source.isActive).toBe('boolean');
+                expect(source.latency).toBeGreaterThanOrEqual(0);
+            });
+        }, 30000);
+    });
+});
+//# sourceMappingURL=price-aggregation-integration.test.js.map

package/dist/tests/integration/price-aggregation/price-aggregation-integration.test.js.map

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package/dist/tests/integration/strategies/grid/grid-strategy-e2e.test.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=grid-strategy-e2e.test.d.ts.map

package/dist/tests/integration/strategies/grid/grid-strategy-e2e.test.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"grid-strategy-e2e.test.d.ts","sourceRoot":"","sources":["../../../../../src/tests/integration/strategies/grid/grid-strategy-e2e.test.ts"],"names":[],"mappings":""}