sentiment-engine/prod/exec_unified/test_dialect.py

"""BingX dialect tests — venue idioms are law (spec §4-17). Each asserts a rule a real
venue reject taught us. Mutation notes inline.

Run: /home/dolphin/siloqy_env/bin/python3 -m pytest prod/exec_unified/test_dialect.py -q
"""
from __future__ import annotations

from decimal import Decimal

import pytest

from prod.exec_unified.contract import Side
from prod.exec_unified.dialect import (
    CLIENT_ORDER_ID_MAX,
    build_order_payload,
    client_order_id,
    dash_symbol,
    quantize_price,
    quantize_size,
)
from prod.exec_unified.router import ExecutionMethod


# ── symbol dashing ───────────────────────────────────────────────────────────

@pytest.mark.parametrize("undashed,wire", [
    ("BTCUSDT", "BTC-USDT"),
    ("ETHUSDT", "ETH-USDT"),
    ("1000SHIBUSDT", "1000SHIB-USDT"),
    ("USDCUSDT", "USDC-USDT"),
    ("BTC-USDT", "BTC-USDT"),          # already dashed → idempotent
])
def test_dash_symbol(undashed, wire):
    assert dash_symbol(undashed) == wire


# ── clientOrderId (audit H4 / BI-1) ──────────────────────────────────────────

def test_client_order_id_format_and_per_attempt():
    assert client_order_id("req", 0) == "u-req-0"
    assert client_order_id("req", 1) == "u-req-1"        # retry gets a DIFFERENT id
    assert client_order_id("req", 0) != client_order_id("req", 1)


def test_client_order_id_sanitizes_charset():
    cid = client_order_id("BTC/USDT:long #7", 0)         # slashes, colon, space, hash
    assert all(c.isalnum() or c in "_-" for c in cid)


def test_client_order_id_length_capped_but_still_unique_per_attempt():
    long_req = "x" * 200
    a, b = client_order_id(long_req, 0), client_order_id(long_req, 1)
    assert len(a) <= CLIENT_ORDER_ID_MAX and len(b) <= CLIENT_ORDER_ID_MAX
    assert a != b                                         # digest preserves per-attempt distinctness
    assert client_order_id(long_req, 0) == a             # deterministic (no RNG)


def test_client_order_id_rejects_negative_attempt():
    with pytest.raises(ValueError):
        client_order_id("req", -1)


# ── quantization (§4-15) ─────────────────────────────────────────────────────

def test_quantize_price_conservative_by_side():
    # BUY floors (never up into the ask); SELL ceils (never down into the bid).
    assert quantize_price(Decimal("100.017"), Decimal("0.01"), Side.BUY) == Decimal("100.01")
    assert quantize_price(Decimal("100.011"), Decimal("0.01"), Side.SELL) == Decimal("100.02")


def test_quantize_size_floors_never_overshoots():
    assert quantize_size(Decimal("31.446"), Decimal("1")) == Decimal("31")
    assert quantize_size(Decimal("0.00019"), Decimal("0.0001")) == Decimal("0.0001")


def test_quantize_guards_nonpositive():
    with pytest.raises(ValueError):
        quantize_price(Decimal("100"), Decimal("0"), Side.BUY)
    with pytest.raises(ValueError):
        quantize_size(Decimal("1"), Decimal("0"))


# ── payload assembly (venue idioms) ──────────────────────────────────────────

def _maker():
    return build_order_payload(
        asset="BTCUSDT", side=Side.BUY, method=ExecutionMethod.MAKER,
        limit_price=Decimal("64547.53"), size=Decimal("0.00019"), reduce_only=False,
        client_order_id="u-req-0", tick=Decimal("0.1"), step=Decimal("0.0001"),
    )


def test_maker_payload_postonly_is_timeInForce_not_type():
    # THE mm_ L7 correction. Mutation: put "POST_ONLY" in type -> this goes RED.
    p = _maker()
    assert p["type"] == "LIMIT"                          # type is LIMIT|MARKET ONLY
    assert p["timeInForce"] == "PostOnly"                # PostOnly rides timeInForce
    assert "POST_ONLY" not in p["type"] and "PostOnly" not in p["type"]


def test_maker_payload_quantized_and_shaped():
    p = _maker()
    assert p["symbol"] == "BTC-USDT"
    assert p["price"] == "64547.5"                       # floored to tick 0.1 (BUY)
    assert p["quantity"] == "0.0001"                     # floored to step
    assert p["positionSide"] == "BOTH"                   # one-way flatten idiom
    assert p["reduceOnly"] == "false"
    assert p["clientOrderID"] == "u-req-0"


def test_market_payload_has_no_price_or_tif():
    p = build_order_payload(
        asset="ETHUSDT", side=Side.SELL, method=ExecutionMethod.TAKER,
        limit_price=Decimal("0"), size=Decimal("0.5"), reduce_only=True,
        client_order_id="u-req-0", tick=Decimal("0.01"), step=Decimal("0.001"),
    )
    assert p["type"] == "MARKET"
    assert "price" not in p and "timeInForce" not in p   # a market cross carries neither
    assert p["reduceOnly"] == "true"                     # exit reduces


def test_payload_refuses_dust_below_step():
    # size that floors to zero must not silently submit a 0-qty order.
    with pytest.raises(ValueError):
        build_order_payload(
            asset="BTCUSDT", side=Side.BUY, method=ExecutionMethod.TAKER,
            limit_price=Decimal("0"), size=Decimal("0.00005"), reduce_only=False,
            client_order_id="u-req-0", tick=Decimal("0.1"), step=Decimal("0.0001"),
        )