first version

2026-06-07 21:01:40 +00:00
parent ee7167accf
commit f19bab1100
79 changed files with 10355 additions and 145 deletions
@@ -0,0 +1,137 @@
+package execution
+
+import (
+	"context"
+	"testing"
+	"time"
+
+	"github.com/shopspring/decimal"
+
+	"overnight-trading-bot/internal/domain"
+	"overnight-trading-bot/internal/testutil"
+	"overnight-trading-bot/internal/tinvest"
+)
+
+func TestClientOrderIDIncludesAttempt(t *testing.T) {
+	date := time.Date(2026, 6, 6, 0, 0, 0, 0, time.UTC)
+	first := ClientOrderID(date, "uid:TRUR", domain.SideBuy, 1)
+	second := ClientOrderID(date, "uid:TRUR", domain.SideBuy, 1)
+	third := ClientOrderID(date, "uid:TRUR", domain.SideBuy, 2)
+	if first != second {
+		t.Fatalf("client order id is not deterministic: %s != %s", first, second)
+	}
+	if first == third {
+		t.Fatalf("attempt is not part of client order id: %s", first)
+	}
+}
+
+func TestPlaceLimitSuppressesDuplicateSubmit(t *testing.T) {
+	ctx := context.Background()
+	repo := testutil.NewMemoryRepository()
+	gateway := tinvest.NewFakeGateway()
+	engine := NewEngine(domain.ModeSandbox, "account", gateway, repo)
+	tradeDate := time.Date(2026, 6, 6, 0, 0, 0, 0, time.UTC)
+	order := domain.Order{
+		ClientOrderID: "order-1",
+		AccountIDHash: "hash",
+		InstrumentUID: "uid",
+		TradeDate:     tradeDate,
+		Side:          domain.SideBuy,
+		OrderType:     domain.OrderTypeLimit,
+		LimitPrice:    decimal.NewFromInt(100),
+		QuantityLots:  1,
+		Status:        domain.OrderStatusNew,
+		AttemptNo:     1,
+	}
+	first, err := engine.PlaceLimit(ctx, order)
+	if err != nil {
+		t.Fatal(err)
+	}
+	second, err := engine.PlaceLimit(ctx, order)
+	if err != nil {
+		t.Fatal(err)
+	}
+	if first.BrokerOrderID != second.BrokerOrderID {
+		t.Fatalf("duplicate submit posted a new broker order: %s != %s", first.BrokerOrderID, second.BrokerOrderID)
+	}
+	if got := len(gateway.Orders); got != 1 {
+		t.Fatalf("broker posts=%d, want 1", got)
+	}
+	sent, err := repo.GetFreeOrdersSent(ctx, tradeDate, "uid")
+	if err != nil {
+		t.Fatal(err)
+	}
+	if sent != 1 {
+		t.Fatalf("free order counter=%d, want 1", sent)
+	}
+}
+
+func TestPlaceEntryRejectsStaleQuote(t *testing.T) {
+	ctx := context.Background()
+	engine := NewEngine(domain.ModeSandbox, "account", tinvest.NewFakeGateway(), testutil.NewMemoryRepository())
+	engine.SetMaxQuoteAge(time.Second)
+	_, err := engine.PlaceEntry(ctx, "hash", domain.Instrument{
+		InstrumentUID:     "uid",
+		Lot:               1,
+		MinPriceIncrement: decimal.NewFromInt(1),
+	}, time.Now().UTC(), 1, domain.OrderBook{
+		InstrumentUID: "uid",
+		Bids:          []domain.OrderBookLevel{{Price: decimal.NewFromInt(99), QuantityLots: 10}},
+		Asks:          []domain.OrderBookLevel{{Price: decimal.NewFromInt(101), QuantityLots: 10}},
+		ReceivedAt:    time.Now().UTC().Add(-2 * time.Second),
+	}, 1, 1)
+	if err == nil {
+		t.Fatal("expected stale quote error")
+	}
+}
+
+func TestMonitorUntilRepostsAndExpiresAtDeadline(t *testing.T) {
+	ctx := context.Background()
+	repo := testutil.NewMemoryRepository()
+	gateway := tinvest.NewFakeGateway()
+	engine := NewEngine(domain.ModeSandbox, "account", gateway, repo)
+	instrument := domain.Instrument{
+		InstrumentUID:     "uid",
+		Lot:               1,
+		MinPriceIncrement: decimal.NewFromInt(1),
+	}
+	book := domain.OrderBook{
+		InstrumentUID: "uid",
+		Bids:          []domain.OrderBookLevel{{Price: decimal.NewFromInt(99), QuantityLots: 10}},
+		Asks:          []domain.OrderBookLevel{{Price: decimal.NewFromInt(101), QuantityLots: 10}},
+		ReceivedAt:    time.Now().UTC(),
+	}
+	tradeDate := time.Date(2026, 6, 6, 0, 0, 0, 0, time.UTC)
+	order, err := engine.PlaceEntry(ctx, "hash", instrument, tradeDate, 3, book, 1, 1)
+	if err != nil {
+		t.Fatal(err)
+	}
+	monitored, err := engine.MonitorUntil(ctx, order, MonitorConfig{
+		Deadline:     time.Now().Add(20 * time.Millisecond),
+		PollInterval: time.Millisecond,
+		MaxAttempts:  2,
+		RepostAfter:  time.Nanosecond,
+		Instrument:   instrument,
+		ImproveTicks: 1,
+		Quote: func(context.Context, string) (domain.OrderBook, error) {
+			book.ReceivedAt = time.Now().UTC()
+			return book, nil
+		},
+	})
+	if err != nil {
+		t.Fatal(err)
+	}
+	if monitored.Status != domain.OrderStatusExpired {
+		t.Fatalf("status=%s, want EXPIRED", monitored.Status)
+	}
+	if got := len(gateway.Orders); got < 2 {
+		t.Fatalf("broker orders=%d, want repost attempt", got)
+	}
+	sent, err := repo.GetFreeOrdersSent(ctx, tradeDate, "uid")
+	if err != nil {
+		t.Fatal(err)
+	}
+	if sent != 2 {
+		t.Fatalf("free order counter=%d, want 2", sent)
+	}
+}