Codex
207 lines
8.5 KiB
Python
207 lines
8.5 KiB
Python
from datetime import datetime, timezone
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import os
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import unittest
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os.environ.setdefault("DATABASE_URL", "postgresql+psycopg://user:pass@localhost:5432/ai_ict_test")
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from src.services.broker import (
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ALERT_UNKNOWN_OPEN_POSITION,
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ALERT_UNKNOWN_PENDING_ORDER,
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BROKER_STATE_OK,
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BROKER_STATE_UNAVAILABLE,
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BrokerReadModelService,
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)
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class BrokerReadModelServiceTests(unittest.TestCase):
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def test_fetch_snapshot_parses_account_positions_orders_and_fills(self) -> None:
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service = BrokerReadModelService()
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snapshot = service.fetch_snapshot(
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instrument_id=1,
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now=datetime(2026, 5, 7, 1, 0, tzinfo=timezone.utc),
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account_payload={
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"code": "0",
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"data": [{
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"totalEq": "1000",
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"upl": "20",
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"details": [{"availBal": "600", "cashBal": "700"}],
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}],
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},
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positions_payload={
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"code": "0",
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"data": [{"instId": "BTC-USDT-SWAP", "posSide": "long", "pos": "2", "avgPx": "100", "markPx": "101", "upl": "5"}],
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},
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orders_payload={
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"code": "0",
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"data": [{"ordId": "o-1", "instId": "BTC-USDT-SWAP", "side": "buy", "state": "live", "sz": "2", "accFillSz": "0", "px": "100"}],
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},
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fills_payload={
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"code": "0",
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"data": [{"fillId": "f-1", "ordId": "o-1", "instId": "BTC-USDT-SWAP", "side": "buy", "fillSz": "1", "fillPx": "100", "fillTime": "1715043600000"}],
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},
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known_execution_refs={"broker_order_ids": [], "open_execution_count": 0},
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)
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self.assertEqual(snapshot.status, BROKER_STATE_OK)
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self.assertEqual(snapshot.account["equity"], 1000.0)
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self.assertEqual(len(snapshot.positions), 1)
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self.assertEqual(len(snapshot.orders), 1)
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self.assertEqual(len(snapshot.fills), 1)
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self.assertIn(ALERT_UNKNOWN_OPEN_POSITION, snapshot.alerts)
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self.assertIn(ALERT_UNKNOWN_PENDING_ORDER, snapshot.alerts)
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def test_build_account_risk_state_uses_broker_positions_and_daily_pnl(self) -> None:
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service = BrokerReadModelService()
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snapshot = service.fetch_snapshot(
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instrument_id=1,
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account_payload={"code": "0", "data": [{"totalEq": "1000", "upl": "-50", "details": [{"availBal": "600", "cashBal": "700"}]}]},
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positions_payload={"code": "0", "data": [{"instId": "BTC-USDT-SWAP", "posSide": "long", "pos": "2", "avgPx": "100", "markPx": "101", "upl": "5"}]},
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orders_payload={"code": "0", "data": []},
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fills_payload={"code": "0", "data": []},
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known_execution_refs={"broker_order_ids": [], "open_execution_count": 1},
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)
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state = service.build_account_risk_state(snapshot, instrument_id=1, side="long")
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self.assertEqual(state.open_positions, 1)
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self.assertEqual(state.same_side_open_positions, 1)
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self.assertAlmostEqual(state.daily_pnl_pct, -0.05)
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def test_fetch_snapshot_returns_unavailable_when_credentials_or_request_fail(self) -> None:
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from unittest.mock import patch
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with patch("src.services.broker.broker_read_model_service.settings.okx_api_key", ""), patch(
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"src.services.broker.broker_read_model_service.settings.okx_api_secret", ""
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), patch(
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"src.services.broker.broker_read_model_service.settings.okx_api_passphrase", ""
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):
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service = BrokerReadModelService()
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snapshot = service.fetch_snapshot(instrument_id=1)
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self.assertEqual(snapshot.status, BROKER_STATE_UNAVAILABLE)
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self.assertTrue(snapshot.error)
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self.assertIn("okx_read_credentials_missing", snapshot.error)
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def test_fetch_snapshot_surfaces_http_status_payload_message(self) -> None:
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from unittest.mock import patch
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from urllib.error import HTTPError
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from io import BytesIO
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class _FailingOpener:
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def open(self, request, timeout=None):
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raise HTTPError(
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url=request.full_url,
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code=401,
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msg="Unauthorized",
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hdrs=None,
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fp=BytesIO(b'{\"code\":\"50113\",\"msg\":\"Invalid signature\"}'),
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)
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with patch("src.services.broker.broker_read_model_service._build_proxy_opener", return_value=_FailingOpener()), patch(
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"src.services.broker.broker_read_model_service.settings.okx_api_key", "k"
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), patch(
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"src.services.broker.broker_read_model_service.settings.okx_api_secret", "s"
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), patch(
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"src.services.broker.broker_read_model_service.settings.okx_api_passphrase", "p"
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):
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service = BrokerReadModelService()
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snapshot = service.fetch_snapshot(instrument_id=1)
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self.assertEqual(snapshot.status, BROKER_STATE_UNAVAILABLE)
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self.assertIn("okx_read_http_401:50113:Invalid signature", snapshot.error)
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def test_private_get_retries_transport_errors(self) -> None:
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from unittest.mock import patch
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from urllib.error import URLError
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class _Response:
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def __enter__(self):
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return self
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def __exit__(self, exc_type, exc, tb):
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return None
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def read(self):
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return b'{"code":"0","data":[]}'
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class _FlakyOpener:
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def __init__(self):
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self.calls = 0
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def open(self, request, timeout=None):
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self.calls += 1
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if self.calls == 1:
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raise URLError("temporary handshake timeout")
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return _Response()
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opener = _FlakyOpener()
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with patch("src.services.broker.broker_read_model_service._build_proxy_opener", return_value=opener), patch(
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"src.services.broker.broker_read_model_service.settings.okx_api_key", "k"
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), patch(
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"src.services.broker.broker_read_model_service.settings.okx_api_secret", "s"
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), patch(
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"src.services.broker.broker_read_model_service.settings.okx_api_passphrase", "p"
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), patch(
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"src.services.broker.broker_read_model_service.settings.broker_read_retries", 2
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), patch(
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"src.services.broker.broker_read_model_service.settings.broker_read_retry_backoff_seconds", 0
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):
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service = BrokerReadModelService(proxy_url="http://127.0.0.1:10808")
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payload = service._private_get("/api/v5/account/balance")
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self.assertEqual(payload["code"], "0")
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self.assertEqual(opener.calls, 2)
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def test_private_get_falls_back_to_direct_when_proxy_transport_fails(self) -> None:
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from unittest.mock import patch
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from urllib.error import URLError
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class _Response:
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def __enter__(self):
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return self
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def __exit__(self, exc_type, exc, tb):
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return None
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def read(self):
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return b'{"code":"0","data":[]}'
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class _FailingProxyOpener:
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def __init__(self):
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self.calls = 0
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def open(self, request, timeout=None):
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self.calls += 1
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raise URLError("proxy refused")
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proxy_opener = _FailingProxyOpener()
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direct_calls = []
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def _direct_open(request, timeout=None):
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direct_calls.append((request.full_url, timeout))
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return _Response()
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with patch("src.services.broker.broker_read_model_service._build_proxy_opener", return_value=proxy_opener), patch(
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"src.services.broker.broker_read_model_service.urlopen", side_effect=_direct_open
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), patch(
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"src.services.broker.broker_read_model_service.settings.okx_api_key", "k"
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), patch(
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"src.services.broker.broker_read_model_service.settings.okx_api_secret", "s"
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), patch(
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"src.services.broker.broker_read_model_service.settings.okx_api_passphrase", "p"
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), patch(
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"src.services.broker.broker_read_model_service.settings.broker_read_retries", 1
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), patch(
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"src.services.broker.broker_read_model_service.settings.broker_read_retry_backoff_seconds", 0
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):
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service = BrokerReadModelService(proxy_url="http://127.0.0.1:10808")
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payload = service._private_get("/api/v5/account/balance")
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self.assertEqual(payload["code"], "0")
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self.assertEqual(proxy_opener.calls, 1)
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self.assertEqual(len(direct_calls), 1)
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if __name__ == "__main__":
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unittest.main()
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