@3rd-eye-labs/openmm 0.1.6 → 0.1.9

package/dist/tests/unit/strategies/grid/grid-strategy.test.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const grid_strategy_1 = require("../../../../strategies/grid/grid-strategy");
+const base_exchange_connector_1 = require("../../../../core/exchange/base-exchange-connector");
+jest.mock('../../../../core/price-aggregation/cardano-price-service');
+class MockExchangeConnector extends base_exchange_connector_1.BaseExchangeConnector {
+    constructor() {
+        super('test', 'Test Exchange');
+        this.mockBalance = {
+            'USDT': { asset: 'USDT', free: 1000, used: 0, total: 1000, available: 1000 }
+        };
+        this.mockOrders = [];
+    }
+    async connect() {
+        this.connected = true;
+    }
+    async disconnect() {
+        this.connected = false;
+    }
+    async getBalance() {
+        return this.mockBalance;
+    }
+    async createOrder(symbol, type, side, amount, price) {
+        const order = {
+            id: `order-${Date.now()}-${Math.random()}`,
+            symbol,
+            type,
+            side,
+            amount,
+            price: price || 0,
+            status: 'open',
+            timestamp: Date.now(),
+            filled: 0,
+            remaining: amount
+        };
+        this.mockOrders.push(order);
+        return order;
+    }
+    async cancelOrder(orderId, symbol) {
+        this.mockOrders = this.mockOrders.filter(o => o.id !== orderId);
+    }
+    async cancelAllOrders(symbol) {
+        this.mockOrders = this.mockOrders.filter(o => o.symbol !== symbol);
+    }
+    async getOrder(orderId, symbol) {
+        const order = this.mockOrders.find(o => o.id === orderId && o.symbol === symbol);
+        if (!order)
+            throw new Error('Order not found');
+        return order;
+    }
+    async getOpenOrders(symbol) {
+        return symbol ? this.mockOrders.filter(o => o.symbol === symbol) : this.mockOrders;
+    }
+    async getTicker(symbol) {
+        return {
+            symbol,
+            bid: 100,
+            ask: 101,
+            last: 100.5,
+            baseVolume: 1000,
+            timestamp: Date.now()
+        };
+    }
+    async getOrderBook(symbol) {
+        return {
+            symbol,
+            bids: [{ price: 100, amount: 10 }],
+            asks: [{ price: 101, amount: 10 }],
+            timestamp: Date.now()
+        };
+    }
+    async getRecentTrades(symbol) {
+        return [];
+    }
+    async connectWebSocket() { }
+    async disconnectWebSocket() { }
+    async subscribeTicker() { return 'ticker-sub'; }
+    async subscribeOrderBook() { return 'orderbook-sub'; }
+    async subscribeTrades() { return 'trades-sub'; }
+    async subscribeOrders() { return 'orders-sub'; }
+    async unsubscribe() { }
+    isWebSocketConnected() { return false; }
+    getWebSocketStatus() { return 'disconnected'; }
+    async connectUserDataStream() { }
+    async disconnectUserDataStream() { }
+    async subscribeUserOrders(callback) {
+        this.userOrderCallback = callback;
+        return 'user-orders-sub';
+    }
+    async subscribeUserTrades() { return 'user-trades-sub'; }
+    isUserDataStreamConnected() { return true; }
+    simulateOrderFill(orderId, fillAmount) {
+        const order = this.mockOrders.find(o => o.id === orderId);
+        if (order && this.userOrderCallback) {
+            const filled = fillAmount || order.amount;
+            const filledOrder = {
+                ...order,
+                status: filled >= order.amount ? 'filled' : 'partially_filled',
+                filled,
+                remaining: order.amount - filled
+            };
+            this.userOrderCallback(filledOrder);
+        }
+    }
+    getCreatedOrders() {
+        return [...this.mockOrders];
+    }
+}
+describe('GridStrategy', () => {
+    let strategy;
+    let mockExchange;
+    const validConfig = {
+        id: 'test-grid',
+        type: 'grid',
+        symbol: 'INDY/USDT',
+        exchange: 'test',
+        accountId: 'main',
+        enabled: true,
+        gridConfig: {
+            symbol: 'INDY/USDT',
+            gridLevels: 3,
+            gridSpacing: 0.02,
+            orderSize: 100,
+            minConfidence: 0.6,
+            priceDeviationThreshold: 0.015,
+            adjustmentDebounce: 2000
+        },
+        parameters: {
+            gridLevels: 3,
+            gridSpacing: 0.02,
+            orderSize: 100,
+            upperPrice: 999999,
+            lowerPrice: 0
+        }
+    };
+    beforeEach(async () => {
+        strategy = new grid_strategy_1.GridStrategy('test-grid');
+        mockExchange = new MockExchangeConnector();
+        strategy.priceService = {
+            getTokenPrice: jest.fn().mockResolvedValue({
+                price: 100,
+                confidence: 0.8,
+                sources: ['dex']
+            })
+        };
+        strategy.setExchangeConnector(mockExchange);
+        await mockExchange.connect();
+        await strategy.initialize(validConfig);
+        jest.clearAllMocks();
+    });
+    describe('initialization', () => {
+        it('should initialize with valid config', async () => {
+            expect(strategy.id).toBe('test-grid');
+            expect(strategy.type).toBe('grid');
+            expect(strategy.currentStatus).toBe('idle');
+        });
+        it('should throw error if config is invalid', async () => {
+            const invalidConfig = { ...validConfig };
+            delete invalidConfig.gridConfig;
+            await expect(strategy.initialize(invalidConfig)).rejects.toThrow();
+        });
+    });
+    describe('start', () => {
+        it('should start strategy and place initial grid', async () => {
+            await strategy.start();
+            expect(strategy.currentStatus).toBe('running');
+            expect(mockExchange.getCreatedOrders().length).toBeGreaterThan(0);
+        });
+        it('should throw error if price confidence is too low', async () => {
+            strategy.priceService.getTokenPrice.mockResolvedValue({
+                price: 100,
+                confidence: 0.3,
+                sources: ['dex']
+            });
+            await expect(strategy.start()).rejects.toThrow(/Price confidence too low/);
+        });
+        it('should throw error if exchange connector not set', async () => {
+            const strategyWithoutExchange = new grid_strategy_1.GridStrategy('no-exchange');
+            await strategyWithoutExchange.initialize(validConfig);
+            await expect(strategyWithoutExchange.start()).rejects.toThrow('Strategy not properly initialized');
+        });
+    });
+    describe('stop', () => {
+        it('should stop strategy and cancel all orders', async () => {
+            await strategy.start();
+            const initialOrderCount = mockExchange.getCreatedOrders().length;
+            expect(initialOrderCount).toBeGreaterThan(0);
+            await strategy.stop();
+            expect(strategy.currentStatus).toBe('stopped');
+            expect(mockExchange.getCreatedOrders().length).toBeLessThan(initialOrderCount);
+        });
+    });
+    describe('onOrderUpdate', () => {
+        beforeEach(async () => {
+            strategy.priceService.getTokenPrice.mockResolvedValue({
+                price: 100,
+                confidence: 0.8,
+                sources: ['dex']
+            });
+            await strategy.start();
+        });
+        it('should handle filled orders by recreating grid', async () => {
+            const firstOrder = mockExchange.getCreatedOrders()[0];
+            mockExchange.simulateOrderFill(firstOrder.id, firstOrder.amount);
+            await new Promise(resolve => setTimeout(resolve, 50));
+            expect(mockExchange.getCreatedOrders().length).toBeGreaterThan(0);
+        });
+        it('should handle partially filled orders by recreating grid', async () => {
+            const firstOrder = mockExchange.getCreatedOrders()[0];
+            mockExchange.simulateOrderFill(firstOrder.id, firstOrder.amount / 2);
+            await new Promise(resolve => setTimeout(resolve, 50));
+            expect(mockExchange.getCreatedOrders().length).toBeGreaterThan(0);
+        });
+        it('should ignore orders from different symbols', async () => {
+            const wrongSymbolOrder = {
+                id: 'wrong-symbol-order',
+                symbol: 'BTC/USDT',
+                type: 'limit',
+                side: 'buy',
+                amount: 1,
+                price: 50000,
+                status: 'filled',
+                timestamp: Date.now(),
+                filled: 1,
+                remaining: 0
+            };
+            const initialOrderCount = mockExchange.getCreatedOrders().length;
+            await strategy.onOrderUpdate(wrongSymbolOrder);
+            expect(mockExchange.getCreatedOrders().length).toBe(initialOrderCount);
+        });
+    });
+    describe('onPriceUpdate', () => {
+        beforeEach(async () => {
+            strategy.priceService.getTokenPrice.mockResolvedValue({
+                price: 100,
+                confidence: 0.8,
+                sources: ['dex']
+            });
+            await strategy.start();
+        });
+        it('should handle significant price deviations by recreating grid', async () => {
+            await strategy.onPriceUpdate('INDY/USDT', 120);
+            await new Promise(resolve => setTimeout(resolve, 50));
+            expect(mockExchange.getCreatedOrders().length).toBeGreaterThan(0);
+        });
+        it('should ignore small price changes within threshold', async () => {
+            const initialOrderCount = mockExchange.getCreatedOrders().length;
+            await strategy.onPriceUpdate('INDY/USDT', 101);
+            await new Promise(resolve => setTimeout(resolve, 50));
+            expect(mockExchange.getCreatedOrders().length).toBe(initialOrderCount);
+        });
+        it('should ignore price updates for different symbols', async () => {
+            const initialOrderCount = mockExchange.getCreatedOrders().length;
+            await strategy.onPriceUpdate('BTC/USDT', 60000);
+            expect(mockExchange.getCreatedOrders().length).toBe(initialOrderCount);
+        });
+    });
+    describe('setExchangeConnector', () => {
+        it('should set exchange connector', () => {
+            const newStrategy = new grid_strategy_1.GridStrategy('test');
+            const newConnector = new MockExchangeConnector();
+            newStrategy.setExchangeConnector(newConnector);
+            expect(() => newStrategy.setExchangeConnector(newConnector)).not.toThrow();
+        });
+    });
+    describe('WebSocket integration', () => {
+        it('should set up user data stream subscription on start', async () => {
+            const connectSpy = jest.spyOn(mockExchange, 'connectUserDataStream');
+            const subscribeSpy = jest.spyOn(mockExchange, 'subscribeUserOrders');
+            strategy.priceService.getTokenPrice.mockResolvedValue({
+                price: 100,
+                confidence: 0.8,
+                sources: ['dex']
+            });
+            await strategy.start();
+            expect(connectSpy).toHaveBeenCalled();
+            expect(subscribeSpy).toHaveBeenCalled();
+        });
+        it('should handle bulk order cancellation', async () => {
+            const cancelAllSpy = jest.spyOn(mockExchange, 'cancelAllOrders');
+            strategy.priceService.getTokenPrice.mockResolvedValue({
+                price: 100,
+                confidence: 0.8,
+                sources: ['dex']
+            });
+            await strategy.start();
+            const firstOrder = mockExchange.getCreatedOrders()[0];
+            mockExchange.simulateOrderFill(firstOrder.id, firstOrder.amount);
+            await new Promise(resolve => setTimeout(resolve, 50));
+            expect(cancelAllSpy).toHaveBeenCalledWith('INDY/USDT');
+        });
+    });
+    describe('Edge Cases', () => {
+        describe('initialization edge cases', () => {
+            it('should handle initialization with minimal config', async () => {
+                const newStrategy = new grid_strategy_1.GridStrategy('minimal-test');
+                const minimalConfig = {
+                    ...validConfig,
+                    id: 'minimal-test',
+                    gridConfig: {
+                        symbol: 'TEST/USDT',
+                        gridLevels: 1,
+                        gridSpacing: 0.01,
+                        orderSize: 10,
+                        minConfidence: 0.1,
+                        priceDeviationThreshold: 0.001,
+                        adjustmentDebounce: 100
+                    }
+                };
+                newStrategy.setExchangeConnector(mockExchange);
+                await mockExchange.connect();
+                await expect(newStrategy.initialize(minimalConfig)).resolves.not.toThrow();
+                expect(newStrategy.currentStatus).toBe('idle');
+            });
+        });
+        describe('start edge cases', () => {
+            it('should handle price service failure', async () => {
+                strategy.priceService.getTokenPrice.mockRejectedValue(new Error('Price service unavailable'));
+                await expect(strategy.start()).rejects.toThrow('Price service unavailable');
+            });
+            it('should handle balance retrieval failure', async () => {
+                strategy.priceService.getTokenPrice.mockResolvedValue({
+                    price: 100,
+                    confidence: 0.8,
+                    sources: ['dex']
+                });
+                const originalGetBalance = mockExchange.getBalance;
+                mockExchange.getBalance = jest.fn().mockRejectedValue(new Error('Balance unavailable'));
+                await expect(strategy.start()).rejects.toThrow('Balance unavailable');
+                mockExchange.getBalance = originalGetBalance;
+            });
+            it('should handle user data stream connection failure gracefully', async () => {
+                strategy.priceService.getTokenPrice.mockResolvedValue({
+                    price: 100,
+                    confidence: 0.8,
+                    sources: ['dex']
+                });
+                const originalConnect = mockExchange.connectUserDataStream;
+                mockExchange.connectUserDataStream = jest.fn().mockRejectedValue(new Error('Stream connection failed'));
+                await expect(strategy.start()).resolves.not.toThrow();
+                expect(strategy.currentStatus).toBe('running');
+                mockExchange.connectUserDataStream = originalConnect;
+            });
+        });
+        describe('stop edge cases', () => {
+            it('should handle stop when exchange connector is missing', async () => {
+                const strategyWithoutExchange = new grid_strategy_1.GridStrategy('no-exchange-stop');
+                await strategyWithoutExchange.initialize(validConfig);
+                await expect(strategyWithoutExchange.stop()).resolves.not.toThrow();
+                expect(strategyWithoutExchange.currentStatus).toBe('stopped');
+            });
+            it('should handle order cancellation failures during stop', async () => {
+                await strategy.start();
+                const originalCancel = mockExchange.cancelAllOrders;
+                mockExchange.cancelAllOrders = jest.fn().mockRejectedValue(new Error('Cancel failed'));
+                await expect(strategy.stop()).resolves.not.toThrow();
+                expect(strategy.currentStatus).toBe('stopped');
+                mockExchange.cancelAllOrders = originalCancel;
+            });
+        });
+        describe('error handling', () => {
+            it('should handle price updates when gridConfig is missing', async () => {
+                strategy.gridConfig = undefined;
+                await expect(strategy.onPriceUpdate('INDY/USDT', 1.0)).resolves.not.toThrow();
+            });
+            it('should handle balance retrieval failure in price update', async () => {
+                const originalGetBalance = mockExchange.getBalance;
+                mockExchange.getBalance = jest.fn().mockRejectedValue(new Error('Balance error'));
+                await expect(strategy.onPriceUpdate('INDY/USDT', 1.0)).resolves.not.toThrow();
+                mockExchange.getBalance = originalGetBalance;
+            });
+            it('should handle non-filled order updates correctly', async () => {
+                const order = {
+                    id: 'order-1',
+                    symbol: 'INDY/USDT',
+                    type: 'limit',
+                    side: 'buy',
+                    amount: 100,
+                    price: 1.0,
+                    filled: 0,
+                    remaining: 100,
+                    status: 'open',
+                    timestamp: Date.now()
+                };
+                const initialOrderCount = mockExchange.getCreatedOrders().length;
+                await strategy.onOrderUpdate(order);
+                expect(mockExchange.getCreatedOrders().length).toBe(initialOrderCount);
+            });
+            it('should throw error when quote asset balance is not found', async () => {
+                const originalGetBalance = mockExchange.getBalance;
+                mockExchange.getBalance = jest.fn().mockResolvedValue({
+                    BTC: { asset: 'BTC', free: 1, used: 0, total: 1, available: 1 }
+                });
+                await expect(strategy.getAvailableBalance()).rejects.toThrow('No balance found for USDT');
+                mockExchange.getBalance = originalGetBalance;
+            });
+        });
+        describe('setRiskConfig', () => {
+            it('should allow setting risk configuration', () => {
+                const newRiskConfig = {
+                    maxPositionSize: 0.9,
+                    safetyReservePercentage: 0.1,
+                    minConfidence: 0.7
+                };
+                expect(() => strategy.setRiskConfig(newRiskConfig)).not.toThrow();
+            });
+        });
+        describe('complex symbol parsing', () => {
+            it('should handle complex symbol formats', async () => {
+                const complexStrategy = new grid_strategy_1.GridStrategy('complex-symbol');
+                const complexConfig = {
+                    ...validConfig,
+                    id: 'complex-symbol',
+                    symbol: 'BTC/USDT',
+                    gridConfig: {
+                        ...validConfig.gridConfig,
+                        symbol: 'BTC/USDT'
+                    }
+                };
+                complexStrategy.setExchangeConnector(mockExchange);
+                await mockExchange.connect();
+                await complexStrategy.initialize(complexConfig);
+                const result = await complexStrategy.getAvailableBalance();
+                expect(typeof result).toBe('number');
+            });
+        });
+    });
+});
+//# sourceMappingURL=grid-strategy.test.js.map

package/dist/tests/unit/strategies/grid/grid-strategy.test.js.map

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package/dist/tests/unit/utils/logger.test.d.ts

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

package/dist/tests/unit/utils/logger.test.d.ts.map

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