@catalyst-team/poly-sdk 0.4.0 → 0.4.5

package/dist/src/services/order-manager.test.js

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+/**
+ * OrderManager Unit Tests
+ *
+ * Focus: Fill event generation in polling mode
+ * Issue #7: Polling mode doesn't emit fill events, only status changes
+ */
+import { describe, it, expect, beforeEach, afterEach } from 'vitest';
+import { OrderManager } from './order-manager.js';
+import { OrderStatus } from '../core/types.js';
+import { MockRateLimiter, MockCache, waitFor } from '../__tests__/test-utils.js';
+// ============================================================================
+// Mock Dependencies
+// ============================================================================
+class MockTradingService {
+    orders = new Map();
+    async initialize() { }
+    async getOrder(orderId) {
+        return this.orders.get(orderId) || null;
+    }
+    // Test helper: update order state
+    updateOrder(orderId, updates) {
+        const existing = this.orders.get(orderId);
+        if (existing) {
+            this.orders.set(orderId, { ...existing, ...updates });
+        }
+        else {
+            this.orders.set(orderId, {
+                id: orderId,
+                status: OrderStatus.OPEN,
+                tokenId: 'token123',
+                side: 'BUY',
+                price: 0.52,
+                originalSize: 100,
+                filledSize: 0,
+                remainingSize: 100,
+                associateTrades: [],
+                createdAt: Date.now(),
+                ...updates,
+            });
+        }
+    }
+    getCredentials() {
+        return null;
+    }
+}
+// ============================================================================
+// Test Fixtures
+// ============================================================================
+const createTestOrder = (overrides) => ({
+    id: 'test-order-1',
+    status: OrderStatus.OPEN,
+    tokenId: 'token123',
+    side: 'BUY',
+    price: 0.52,
+    originalSize: 100,
+    filledSize: 0,
+    remainingSize: 100,
+    associateTrades: [],
+    createdAt: Date.now(),
+    ...overrides,
+});
+// ============================================================================
+// Tests
+// ============================================================================
+describe('OrderManager - Polling Fill Detection', () => {
+    let orderManager;
+    let mockTradingService;
+    let rateLimiter;
+    let cache;
+    beforeEach(async () => {
+        rateLimiter = new MockRateLimiter();
+        cache = new MockCache();
+        mockTradingService = new MockTradingService();
+        orderManager = new OrderManager({
+            privateKey: '0x0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef',
+            rateLimiter: rateLimiter,
+            cache: cache,
+            mode: 'polling',
+            pollingInterval: 100, // Fast polling for tests
+        });
+        // Inject mock trading service
+        orderManager.tradingService = mockTradingService;
+        await orderManager.start();
+    });
+    afterEach(() => {
+        orderManager.stop();
+    });
+    describe('Fill Detection', () => {
+        it('should emit order_partially_filled when filledSize increases', async () => {
+            const orderId = 'order-1';
+            const initialOrder = createTestOrder({
+                id: orderId,
+                filledSize: 0,
+                remainingSize: 100,
+            });
+            // Set initial state
+            mockTradingService.updateOrder(orderId, initialOrder);
+            // Start watching
+            orderManager.watchOrder(orderId);
+            // Setup event listener
+            const fillEvents = [];
+            orderManager.on('order_partially_filled', (event) => {
+                fillEvents.push(event);
+            });
+            // Wait for initial poll
+            await waitFor(150);
+            // Simulate partial fill (50 shares filled)
+            mockTradingService.updateOrder(orderId, {
+                filledSize: 50,
+                remainingSize: 50,
+                status: OrderStatus.PARTIALLY_FILLED,
+                associateTrades: ['trade-1'],
+            });
+            // Wait for next poll
+            await waitFor(150);
+            // Verify fill event emitted
+            expect(fillEvents).toHaveLength(1);
+            expect(fillEvents[0]).toMatchObject({
+                orderId,
+                fill: {
+                    size: 50, // Delta from 0 to 50
+                    price: 0.52, // Order price
+                },
+                cumulativeFilled: 50,
+                remainingSize: 50,
+                isCompleteFill: false,
+            });
+        });
+        it('should emit order_filled when order completely filled', async () => {
+            const orderId = 'order-2';
+            // Set initial state with partial fill
+            mockTradingService.updateOrder(orderId, {
+                id: orderId,
+                filledSize: 50,
+                remainingSize: 50,
+                status: OrderStatus.PARTIALLY_FILLED,
+                associateTrades: ['trade-1'],
+            });
+            // Start watching (this will poll and set initial state)
+            orderManager.watchOrder(orderId);
+            // Setup event listener AFTER first poll
+            await waitFor(150);
+            const fillEvents = [];
+            orderManager.on('order_filled', (event) => {
+                fillEvents.push(event);
+            });
+            // Simulate complete fill
+            mockTradingService.updateOrder(orderId, {
+                filledSize: 100,
+                remainingSize: 0,
+                status: OrderStatus.FILLED,
+                associateTrades: ['trade-1', 'trade-2'],
+            });
+            // Wait for next poll
+            await waitFor(150);
+            // Verify fill event emitted
+            expect(fillEvents).toHaveLength(1);
+            expect(fillEvents[0]).toMatchObject({
+                orderId,
+                fill: {
+                    size: 50, // Delta from 50 to 100
+                    price: 0.52,
+                },
+                cumulativeFilled: 100,
+                remainingSize: 0,
+                isCompleteFill: true,
+            });
+        });
+        it('should emit multiple partial fill events correctly', async () => {
+            const orderId = 'order-3';
+            // Set initial state
+            mockTradingService.updateOrder(orderId, {
+                id: orderId,
+                filledSize: 0,
+                remainingSize: 100,
+            });
+            // Start watching and wait for initial state
+            orderManager.watchOrder(orderId);
+            await waitFor(150);
+            // Setup event listener AFTER initial poll
+            const partialFillEvents = [];
+            const completeFillEvents = [];
+            orderManager.on('order_partially_filled', (event) => {
+                partialFillEvents.push(event);
+            });
+            orderManager.on('order_filled', (event) => {
+                completeFillEvents.push(event);
+            });
+            // First fill: 30 shares
+            mockTradingService.updateOrder(orderId, {
+                filledSize: 30,
+                remainingSize: 70,
+                status: OrderStatus.PARTIALLY_FILLED,
+                associateTrades: ['trade-1'],
+            });
+            await waitFor(150);
+            // Second fill: 40 more shares (total 70)
+            mockTradingService.updateOrder(orderId, {
+                filledSize: 70,
+                remainingSize: 30,
+                status: OrderStatus.PARTIALLY_FILLED,
+                associateTrades: ['trade-1', 'trade-2'],
+            });
+            await waitFor(150);
+            // Final fill: 30 more shares (total 100, complete)
+            mockTradingService.updateOrder(orderId, {
+                filledSize: 100,
+                remainingSize: 0,
+                status: OrderStatus.FILLED,
+                associateTrades: ['trade-1', 'trade-2', 'trade-3'],
+            });
+            await waitFor(150);
+            // Verify partial fills
+            expect(partialFillEvents).toHaveLength(2);
+            expect(partialFillEvents[0].fill.size).toBe(30);
+            expect(partialFillEvents[1].fill.size).toBe(40);
+            // Verify complete fill
+            expect(completeFillEvents).toHaveLength(1);
+            expect(completeFillEvents[0].fill.size).toBe(30);
+            expect(completeFillEvents[0].isCompleteFill).toBe(true);
+        });
+        it('should not emit duplicate fill events', async () => {
+            const orderId = 'order-4';
+            // Set initial state
+            mockTradingService.updateOrder(orderId, {
+                id: orderId,
+                filledSize: 0,
+                remainingSize: 100,
+            });
+            // Start watching
+            orderManager.watchOrder(orderId);
+            // Setup event listener
+            const fillEvents = [];
+            orderManager.on('order_partially_filled', (event) => {
+                fillEvents.push(event);
+            });
+            // Wait for initial poll
+            await waitFor(150);
+            // Simulate fill
+            mockTradingService.updateOrder(orderId, {
+                filledSize: 50,
+                remainingSize: 50,
+                status: OrderStatus.PARTIALLY_FILLED,
+            });
+            // Wait for multiple polls
+            await waitFor(150);
+            await waitFor(150);
+            await waitFor(150);
+            // Should only emit once (deduplication works)
+            expect(fillEvents).toHaveLength(1);
+        });
+        it('should include correct fill details', async () => {
+            const orderId = 'order-5';
+            // Set initial state
+            mockTradingService.updateOrder(orderId, {
+                id: orderId,
+                price: 0.65,
+                originalSize: 200,
+                filledSize: 0,
+                remainingSize: 200,
+                associateTrades: [],
+            });
+            // Start watching
+            orderManager.watchOrder(orderId);
+            // Setup event listener
+            let capturedEvent = null;
+            orderManager.on('order_partially_filled', (event) => {
+                capturedEvent = event;
+            });
+            // Wait for initial poll
+            await waitFor(150);
+            // Simulate fill
+            mockTradingService.updateOrder(orderId, {
+                filledSize: 100,
+                remainingSize: 100,
+                status: OrderStatus.PARTIALLY_FILLED,
+                associateTrades: ['trade-abc'],
+            });
+            // Wait for poll
+            await waitFor(150);
+            // Verify fill details
+            expect(capturedEvent).not.toBeNull();
+            expect(capturedEvent).toMatchObject({
+                orderId,
+                fill: {
+                    tradeId: 'trade-abc',
+                    size: 100,
+                    price: 0.65,
+                    fee: 0, // Polling doesn't have fee info
+                },
+                cumulativeFilled: 100,
+                remainingSize: 100,
+                isCompleteFill: false,
+            });
+            // Verify order reference
+            expect(capturedEvent.order.id).toBe(orderId);
+            expect(capturedEvent.order.filledSize).toBe(100);
+        });
+    });
+    describe('Status Change Events', () => {
+        it('should emit both fill event and status change event', async () => {
+            const orderId = 'order-6';
+            // Set initial state
+            mockTradingService.updateOrder(orderId, {
+                id: orderId,
+                filledSize: 0,
+                remainingSize: 100,
+                status: OrderStatus.OPEN,
+            });
+            // Start watching and wait for initial state
+            orderManager.watchOrder(orderId);
+            await waitFor(150);
+            // Setup event listeners AFTER initial poll
+            const fillEvents = [];
+            const statusChanges = [];
+            orderManager.on('order_partially_filled', (event) => {
+                fillEvents.push(event);
+            });
+            orderManager.on('status_change', (event) => {
+                statusChanges.push(event);
+            });
+            // Simulate fill with status change
+            mockTradingService.updateOrder(orderId, {
+                filledSize: 50,
+                remainingSize: 50,
+                status: OrderStatus.PARTIALLY_FILLED,
+            });
+            // Wait for poll
+            await waitFor(150);
+            // Both events should be emitted
+            expect(fillEvents).toHaveLength(1);
+            expect(statusChanges).toHaveLength(1);
+            expect(statusChanges[0].to).toBe(OrderStatus.PARTIALLY_FILLED);
+        });
+    });
+    describe('Edge Cases', () => {
+        it('should handle filledSize staying the same (no fill)', async () => {
+            const orderId = 'order-7';
+            // Set initial state with existing fill
+            mockTradingService.updateOrder(orderId, {
+                id: orderId,
+                filledSize: 50,
+                remainingSize: 50,
+                status: OrderStatus.PARTIALLY_FILLED,
+            });
+            // Start watching and wait for initial state
+            orderManager.watchOrder(orderId);
+            await waitFor(150);
+            // Setup event listener AFTER initial poll
+            const fillEvents = [];
+            orderManager.on('order_partially_filled', (event) => {
+                fillEvents.push(event);
+            });
+            // Wait for multiple polls (no fill change)
+            await waitFor(150);
+            await waitFor(150);
+            // No fill events should be emitted
+            expect(fillEvents).toHaveLength(0);
+        });
+        it('should handle order with no associateTrades', async () => {
+            const orderId = 'order-8';
+            // Set initial state
+            mockTradingService.updateOrder(orderId, {
+                id: orderId,
+                filledSize: 0,
+                remainingSize: 100,
+                associateTrades: [],
+            });
+            // Start watching
+            orderManager.watchOrder(orderId);
+            // Setup event listener
+            let capturedEvent = null;
+            orderManager.on('order_partially_filled', (event) => {
+                capturedEvent = event;
+            });
+            // Wait for initial poll
+            await waitFor(150);
+            // Simulate fill with no trade ID
+            mockTradingService.updateOrder(orderId, {
+                filledSize: 50,
+                remainingSize: 50,
+                status: OrderStatus.PARTIALLY_FILLED,
+                associateTrades: [], // Empty array
+            });
+            // Wait for poll
+            await waitFor(150);
+            // Should generate synthetic tradeId
+            expect(capturedEvent).not.toBeNull();
+            expect(capturedEvent.fill.tradeId).toMatch(/^polling_\d+$/);
+        });
+        it('should handle order going directly from OPEN to FILLED', async () => {
+            const orderId = 'order-9';
+            // Set initial state
+            mockTradingService.updateOrder(orderId, {
+                id: orderId,
+                filledSize: 0,
+                remainingSize: 100,
+                status: OrderStatus.OPEN,
+            });
+            // Start watching and wait for initial state
+            orderManager.watchOrder(orderId);
+            await waitFor(150);
+            // Setup event listeners AFTER initial poll
+            const partialFillEvents = [];
+            const completeFillEvents = [];
+            orderManager.on('order_partially_filled', (event) => {
+                partialFillEvents.push(event);
+            });
+            orderManager.on('order_filled', (event) => {
+                completeFillEvents.push(event);
+            });
+            // Simulate instant complete fill (market order scenario)
+            mockTradingService.updateOrder(orderId, {
+                filledSize: 100,
+                remainingSize: 0,
+                status: OrderStatus.FILLED,
+                associateTrades: ['trade-1'],
+            });
+            // Wait for poll
+            await waitFor(150);
+            // Should emit complete fill only
+            expect(partialFillEvents).toHaveLength(0);
+            expect(completeFillEvents).toHaveLength(1);
+            expect(completeFillEvents[0].fill.size).toBe(100);
+        });
+    });
+});
+describe('OrderManager - WebSocket + Polling Deduplication', () => {
+    let orderManager;
+    let mockTradingService;
+    beforeEach(async () => {
+        mockTradingService = new MockTradingService();
+        orderManager = new OrderManager({
+            privateKey: '0x0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef',
+            rateLimiter: new MockRateLimiter(),
+            cache: new MockCache(),
+            mode: 'hybrid', // Both WebSocket and Polling
+            pollingInterval: 100,
+        });
+        // Inject mock trading service
+        orderManager.tradingService = mockTradingService;
+        await orderManager.start();
+    });
+    afterEach(() => {
+        orderManager.stop();
+    });
+    it('should not emit duplicate fills when both WebSocket and Polling detect same fill', async () => {
+        const orderId = 'order-10';
+        // Set initial state
+        mockTradingService.updateOrder(orderId, {
+            id: orderId,
+            filledSize: 0,
+            remainingSize: 100,
+        });
+        // Start watching
+        orderManager.watchOrder(orderId);
+        // Setup event listener
+        const fillEvents = [];
+        orderManager.on('order_partially_filled', (event) => {
+            fillEvents.push(event);
+        });
+        // Wait for initial poll
+        await waitFor(150);
+        // Update order state
+        mockTradingService.updateOrder(orderId, {
+            filledSize: 50,
+            remainingSize: 50,
+            status: OrderStatus.PARTIALLY_FILLED,
+        });
+        // Wait for multiple polls
+        await waitFor(150);
+        await waitFor(150);
+        // Deduplication should prevent multiple emissions
+        expect(fillEvents).toHaveLength(1);
+    });
+});
+//# sourceMappingURL=order-manager.test.js.map

package/dist/src/services/order-manager.test.js.map

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