uv(sentinel): live-schema fix rounds 1+2 (PASS8 fb08a9f+361e6de, QA-verified 5/5 live)

Real colnames (timestamp/u_prefix_client_id, anomaly_events.ts), query/VST
errors FAIL never PASS (no green-by-error), openOrders wrapper unwrap,
check(d) CH_ALLOWLIST_DBS attribution (BLUE OBF writer no longer flagged).
Maiden live runs by Fable caught all 6; PASS8 fixed same-night.
This commit is contained in:
Codex
2026-07-12 03:28:18 +02:00
parent 1f709af6d1
commit b8cfd5df67
2 changed files with 510 additions and 200 deletions

View File

@@ -1,107 +1,236 @@
"""
UV Anomaly Sentinel tests — synthetic fixtures per check + mutation.
UV Anomaly Sentinel tests — synthetic fixtures per check + mutation + error.
Each check has:
- happy_path: normal data → PASS
- mutation: inject failure condition → FAIL
- error: query error → FAIL (never silent PASS)
- Mutation litmus: disable a check → test goes RED (proves check fires)
Also: disabled-check no-op, exit-code nonzero on any FAIL.
Also: schema-pinned fixture mirroring DESCRIBE dolphin_uv.exec_journal,
disabled-check no-op, exit-code nonzero on any FAIL.
"""
from __future__ import annotations
import json
import sys
from typing import Any
import pytest
# We import after path insertion below to pick up the sentinel module
sys.path.insert(0, "/mnt/vp-PASS8")
from prod.clean_arch.violet.uv.uv_anomaly_sentinel import (
CHQuerier,
CHQueryResult,
CheckResult,
UvAnomalySentinel,
VSTQuerier,
VSTResult,
)
# ═══════════════════════════════════════════════════════════════════════
# Fake backends
# Fake backends — real schema: exec_journal(timestamp, u_prefix_client_id,
# suppressed, suppress_reason, ...), VST: {"data": {"orders": [...]}}
# ═══════════════════════════════════════════════════════════════════════
class FakeCHQuerier:
"""Synthetic ClickHouse backend — returns pre-set responses by table."""
"""Synthetic CH backend — returns pre-set data by table."""
def __init__(self, **tables: Any) -> None:
# tables: keyword = tablename, value = list[dict]
self._tables = tables
self._describe: dict[str, list[dict[str, str]]] = {}
self._exists: set[str] = set()
self._query_log_rows: list[dict[str, Any]] = tables.get("query_log", [])
self._anomaly_rows: list[dict[str, Any]] = tables.get("anomaly_events", [])
self._journal_rows: list[dict[str, Any]] = tables.get("exec_journal", [])
self._describe_schemas: dict[str, list[dict[str, str]]] = {}
self._exists_tables: set[str] = set()
self._anomaly_rows: list[dict[str, Any]] = tables.get("anomaly_events", [])
self._query_log_rows: list[dict[str, Any]] = tables.get("query_log", [])
self._schema_rows: dict[str, list[dict[str, str]]] = {}
self._describe_schema: dict[str, list[dict[str, str]]] = {}
if "exec_journal" in tables:
self._exists_tables.add("exec_journal")
self._exists.add("exec_journal")
if "anomaly_events" in tables:
self._exists_tables.add("anomaly_events")
self._exists.add("anomaly_events")
# error_mode: if True, all queries return error
self._error_mode: bool = tables.get("_error_mode", False)
self._error_msg: str = tables.get("_error_msg", "simulated query error")
def query(self, sql: str, **kw: Any) -> list[dict[str, Any]]:
def query(self, sql: str, **kw: Any) -> CHQueryResult:
if self._error_mode:
return CHQueryResult([], self._error_msg)
sql_lower = sql.lower()
if "query_log" in sql_lower:
return self._query_log_rows
if "exec_journal" in sql_lower and "describe" not in sql_lower:
# Simulate SQL "suppressed = 0" filter if present
if "suppressed = 0" in sql or "suppressed=0" in sql:
return CHQueryResult(
[r for r in self._journal_rows if r.get("suppressed") == 0],
"",
)
return CHQueryResult(self._journal_rows, "")
if "anomaly_events" in sql_lower:
return self._anomaly_rows
if "exec_journal" in sql_lower:
return self._journal_rows
return CHQueryResult(self._anomaly_rows, "")
if "query_log" in sql_lower:
# Simulate current_database != exclusion filters
# Extract db names to exclude from SQL
excluded: set[str] = set()
for part in sql.split("current_database != "):
if "'" not in part:
continue
db = part.split("'")[1] if "'" in part else ""
if db:
excluded.add(db)
if excluded:
filtered = [
r for r in self._query_log_rows
if r.get("db", "") not in excluded
]
return CHQueryResult(filtered, "")
return CHQueryResult(self._query_log_rows, "")
if "select 1 from system.tables" in sql_lower:
# "SELECT 1 FROM system.tables WHERE database='...' AND name='...'"
for table in self._exists_tables:
for table in self._exists:
if table in sql:
return [{"1": 1}]
return []
return []
return CHQueryResult([{"1": 1}], "")
return CHQueryResult([], "")
if "describe table" in sql_lower:
table_name = ""
for t in self._describe_schema:
if t in sql_lower:
return CHQueryResult(self._describe_schema[t], "")
return CHQueryResult([], "")
# default: match by looking up in _tables
for table_name, rows in self._tables.items():
if table_name.lower() in sql_lower:
return CHQueryResult(rows, "")
return CHQueryResult([], "")
def describe_table(self, table: str, db: str = "") -> list[dict[str, str]]:
return self._describe_schemas.get(table, [])
def describe_table(self, table: str, db: str = "") -> CHQueryResult:
if table in self._describe_schema:
return CHQueryResult(self._describe_schema[table], "")
# Use journal_rows first row keys if available
if self._journal_rows:
keys = list(self._journal_rows[0].keys())
schema = [{"name": k, "type": "String"} for k in keys]
self._describe_schema[table] = schema
return CHQueryResult(schema, "")
return CHQueryResult([], "")
def table_exists(self, table: str, db: str = "") -> bool:
return table in self._exists_tables
def table_exists(self, table: str, db: str = "") -> CHQueryResult:
if self._error_mode:
return CHQueryResult([], self._error_msg)
if table in self._exists:
return CHQueryResult([{"1": 1}], "")
return CHQueryResult([], "")
class FakeVSTQuerier:
"""Synthetic VST backend — returns pre-set open orders."""
"""Synthetic VST backend — returns pre-set open orders or error."""
def __init__(self, open_orders: list[dict[str, Any]] | None = None) -> None:
def __init__(
self,
open_orders: list[dict[str, Any]] | None = None,
error: str = "",
) -> None:
self._open_orders = open_orders or []
self._error = error
def open_orders(self) -> list[dict[str, Any]]:
return self._open_orders
def open_orders(self) -> VSTResult:
if self._error:
return VSTResult([], self._error)
return VSTResult(self._open_orders, "")
def open_positions(self) -> list[dict[str, Any]]:
return []
def open_positions(self) -> VSTResult:
return VSTResult([], "")
def account_balance(self) -> dict[str, Any]:
return {}
def account_balance(self) -> VSTResult:
return VSTResult([], "")
# ═══════════════════════════════════════════════════════════════════════
# Shared fixture data
# Schema-pinned fixtures — mirror real DESCRIBE output
# ═══════════════════════════════════════════════════════════════════════
EXEC_JOURNAL_SCHEMA = [
{"name": "kind", "type": "String"},
{"name": "suppressed", "type": "UInt8"},
{"name": "timestamp", "type": "DateTime64(3)"},
{"name": "scan_number", "type": "UInt64"},
{"name": "intent_id", "type": "String"},
{"name": "trade_id", "type": "String"},
{"name": "slot_id", "type": "UInt32"},
{"name": "asset", "type": "String"},
{"name": "side", "type": "String"},
{"name": "action", "type": "String"},
{"name": "reference_price", "type": "Float64"},
{"name": "target_size", "type": "Float64"},
{"name": "leverage", "type": "Float64"},
{"name": "has_uv_prefix", "type": "UInt8"},
{"name": "u_prefix_client_id", "type": "String"},
{"name": "suppress_reason", "type": "String"},
{"name": "promo_metadata", "type": "String"},
]
ANOMALY_EVENTS_SCHEMA = [
{"name": "ts", "type": "DateTime64(6, 'UTC')"},
{"name": "ts_day", "type": "Date"},
{"name": "decision_id", "type": "String"},
{"name": "trade_id", "type": "String"},
{"name": "symbol", "type": "LowCardinality(String)"},
{"name": "anomaly", "type": "LowCardinality(String)"},
{"name": "origin", "type": "LowCardinality(String)"},
{"name": "sensor", "type": "LowCardinality(String)"},
{"name": "detail", "type": "String"},
{"name": "rm_meta", "type": "Float32"},
]
def test_schema_pinned_exec_journal():
"""Fixture mirrors live DESCRIBE dolphin_uv.exec_journal — 17 columns."""
assert len(EXEC_JOURNAL_SCHEMA) == 17
names = {c["name"] for c in EXEC_JOURNAL_SCHEMA}
assert "timestamp" in names, "REAL schema uses timestamp not ts"
assert "u_prefix_client_id" in names, "REAL schema uses u_prefix_client_id"
assert "suppressed" in names
assert "suppress_reason" in names
def test_schema_pinned_anomaly_events():
"""Fixture mirrors live DESCRIBE dolphin_violet.anomaly_events — 10 columns."""
assert len(ANOMALY_EVENTS_SCHEMA) == 10
names = {c["name"] for c in ANOMALY_EVENTS_SCHEMA}
assert "ts" in names, "REAL schema uses ts not timestamp"
assert "anomaly" in names
assert "trade_id" in names
assert "detail" in names
# ═══════════════════════════════════════════════════════════════════════
# Shared fixture data (real column names)
# ═══════════════════════════════════════════════════════════════════════
U_ORDER_1 = {"clientOrderId": "u-abc-001", "tradeId": "T-u-001"}
U_ORDER_2 = {"clientOrderId": "u-def-002", "tradeId": "T-u-002"}
JOURNAL_1 = {"client_order_id": "u-abc-001", "trade_id": "T-u-001", "status": "NEW"}
JOURNAL_2 = {"client_order_id": "u-def-002", "trade_id": "T-u-002", "status": "NEW"}
JOURNAL_1 = {"u_prefix_client_id": "u-abc-001", "trade_id": "T-u-001",
"suppressed": 0, "timestamp": "2026-07-08 12:00:00"}
JOURNAL_2 = {"u_prefix_client_id": "u-def-002", "trade_id": "T-u-002",
"suppressed": 0, "timestamp": "2026-07-08 12:01:00"}
PREFIX_ORDER = {"clientOrderId": "p-e-abc123", "tradeId": "T-p-001"}
NO_PREFIX_ORDER = {"clientOrderId": "random123", "tradeId": "T-bad"}
ORPHAN_VENUE_ORDER = {"clientOrderId": "u-orphan-999", "tradeId": "T-orphan"}
ORPHAN_JOURNAL = {"client_order_id": "u-stale-888", "trade_id": "T-stale", "status": "NEW"}
ORPHAN_JOURNAL = {"u_prefix_client_id": "u-stale-888", "trade_id": "T-stale",
"suppressed": 0, "timestamp": "2026-07-08 10:00:00"}
SUPPRESSED_JOURNAL = {"u_prefix_client_id": "u-sup-777", "trade_id": "T-sup",
"suppressed": 1, "timestamp": "2026-07-08 11:00:00"}
# anomaly_events rows — real schema uses 'ts' not 'timestamp'
TRIPWIRE_EVENT = {
"ts": "2026-07-08 12:00:00",
"decision_id": "d-001",
"trade_id": "u-abc-001",
"symbol": "BTCUSDT",
"sensor": "AccountPublisher",
"detail": "wallet_balance mismatch",
}
EMPTY_WRAPPER = {} # VST may return empty dict wrappers that must be filtered
# ═══════════════════════════════════════════════════════════════════════
@@ -124,12 +253,13 @@ def test_a_mutation():
vst = FakeVSTQuerier(open_orders=[U_ORDER_1, ORPHAN_VENUE_ORDER])
s = UvAnomalySentinel(ch=ch, vst=vst, enabled={"a"})
s.run()
assert not s.results[0].passed
assert any("u-orphan" in e for e in s.results[0].evidence)
r = s.results[0]
assert not r.passed
assert any("u-orphan" in e for e in r.evidence)
def test_a_mutation_no_journal_table():
"""No exec_journal table → FAIL."""
"""No exec_journal table → FAIL with evidence."""
ch = FakeCHQuerier()
vst = FakeVSTQuerier(open_orders=[U_ORDER_1])
s = UvAnomalySentinel(ch=ch, vst=vst, enabled={"a"})
@@ -138,13 +268,43 @@ def test_a_mutation_no_journal_table():
assert any("exec_journal" in e for e in s.results[0].evidence)
def test_a_error_ch():
"""CH query error → FAIL, never silent PASS."""
ch = FakeCHQuerier(_error_mode=True, _error_msg="CH unreachable")
vst = FakeVSTQuerier(open_orders=[U_ORDER_1])
s = UvAnomalySentinel(ch=ch, vst=vst, enabled={"a"})
s.run()
assert not s.results[0].passed
assert "error" in s.results[0].error.lower() or "unreachable" in s.results[0].error
def test_a_error_vst():
"""VST error → FAIL, never silent PASS."""
ch = FakeCHQuerier()
vst = FakeVSTQuerier(open_orders=[U_ORDER_1], error="VST connection refused")
s = UvAnomalySentinel(ch=ch, vst=vst, enabled={"a"})
s.run()
assert not s.results[0].passed
assert "error" in s.results[0].error.lower() or "connection" in s.results[0].error
def test_a_empty_wrapper_filtered():
"""Empty dict wrapper in VST response → filtered, not flagged as order."""
ch = FakeCHQuerier(exec_journal=[JOURNAL_1])
vst = FakeVSTQuerier(open_orders=[U_ORDER_1, EMPTY_WRAPPER])
s = UvAnomalySentinel(ch=ch, vst=vst, enabled={"a"})
s.run()
# Empty wrapper must not trigger false-positive orphan detection
assert s.results[0].passed
# ═══════════════════════════════════════════════════════════════════════
# B — Check (b): Journal row without venue order
# ═══════════════════════════════════════════════════════════════════════
def test_b_happy_path():
"""All journal entries have matching venue orders."""
"""All non-suppressed journal entries have matching venue orders."""
ch = FakeCHQuerier(exec_journal=[JOURNAL_1, JOURNAL_2])
vst = FakeVSTQuerier(open_orders=[U_ORDER_1, U_ORDER_2])
s = UvAnomalySentinel(ch=ch, vst=vst, enabled={"b"})
@@ -158,8 +318,18 @@ def test_b_mutation():
vst = FakeVSTQuerier(open_orders=[U_ORDER_1])
s = UvAnomalySentinel(ch=ch, vst=vst, enabled={"b"})
s.run()
assert not s.results[0].passed
assert any("u-stale" in e for e in s.results[0].evidence)
r = s.results[0]
assert not r.passed
assert any("u-stale" in e for e in r.evidence)
def test_b_suppressed_not_flagged():
"""Suppressed journal entry (suppressed=1) → not flagged."""
ch = FakeCHQuerier(exec_journal=[JOURNAL_1, SUPPRESSED_JOURNAL])
vst = FakeVSTQuerier(open_orders=[U_ORDER_1])
s = UvAnomalySentinel(ch=ch, vst=vst, enabled={"b"})
s.run()
assert s.results[0].passed
def test_b_mutation_no_table():
@@ -171,6 +341,16 @@ def test_b_mutation_no_table():
assert s.results[0].passed
def test_b_error_ch():
"""CH query error → FAIL, never silent PASS."""
ch = FakeCHQuerier(_error_mode=True)
vst = FakeVSTQuerier(open_orders=[U_ORDER_1])
s = UvAnomalySentinel(ch=ch, vst=vst, enabled={"b"})
s.run()
assert not s.results[0].passed
assert s.results[0].error
# ═══════════════════════════════════════════════════════════════════════
# C — Check (c): u- prefix on clientOrderId
# ═══════════════════════════════════════════════════════════════════════
@@ -203,12 +383,21 @@ def test_c_mutation_no_prefix():
def test_c_mutation_empty_client_order_id():
"""Order with empty clientOrderId → not flagged (no prefix to check)."""
"""Order with empty clientOrderId → not flagged."""
empty = {"clientOrderId": "", "tradeId": "T-empty"}
vst = FakeVSTQuerier(open_orders=[U_ORDER_1, empty])
s = UvAnomalySentinel(ch=FakeCHQuerier(), vst=vst, enabled={"c"})
s.run()
assert s.results[0].passed # empty is not a violation
assert s.results[0].passed
def test_c_error_vst():
"""VST error → FAIL, never silent PASS."""
vst = FakeVSTQuerier(open_orders=[], error="VST API error code=-1000")
s = UvAnomalySentinel(ch=FakeCHQuerier(), vst=vst, enabled={"c"})
s.run()
assert not s.results[0].passed
assert s.results[0].error
# ═══════════════════════════════════════════════════════════════════════
@@ -217,7 +406,23 @@ def test_c_mutation_empty_client_order_id():
def test_d_happy_path():
"""No unexpected INSERTs in query_log."""
"""INSERTs only into dolphin_uv or allowlisted DBs → PASS."""
ch = FakeCHQuerier(
query_log=[
{
"query": "INSERT INTO dolphin.obf_universe VALUES ...",
"event_time": "2026-07-08 12:00:00",
"db": "dolphin",
}
]
)
s = UvAnomalySentinel(ch=ch, vst=FakeVSTQuerier(), enabled={"d"})
s.run()
assert s.results[0].passed
def test_d_happy_path_no_inserts_at_all():
"""No INSERTs (or only dolphin_uv INSERTs) → PASS."""
ch = FakeCHQuerier(query_log=[])
s = UvAnomalySentinel(ch=ch, vst=FakeVSTQuerier(), enabled={"d"})
s.run()
@@ -225,22 +430,50 @@ def test_d_happy_path():
def test_d_mutation():
"""INSERT into non-uv database → FAIL."""
"""INSERT into non-allowlisted database → FAIL."""
ch = FakeCHQuerier(
query_log=[
{
"query": "INSERT INTO dolphin_violet.anomaly_events VALUES ...",
"database": "dolphin_violet",
"table": "anomaly_events",
"query": "INSERT INTO dolphin_violet.anomaly_events ...",
"event_time": "2026-07-08 12:00:00",
"http_user": "dolphin",
"db": "dolphin_violet",
}
]
)
s = UvAnomalySentinel(ch=ch, vst=FakeVSTQuerier(), enabled={"d"})
s.run()
assert not s.results[0].passed
assert any("dolphin_violet" in e for e in s.results[0].evidence)
assert any("INSERT" in e for e in s.results[0].evidence)
def test_d_allowlist_not_flagged():
"""INSERT into allowlisted DB (dolphin) → not flagged."""
ch = FakeCHQuerier(
query_log=[
{
"query": "INSERT INTO dolphin.obf_universe VALUES ...",
"event_time": "2026-07-08 12:00:00",
"db": "dolphin",
},
{
"query": "INSERT INTO dolphin_malkhut.something VALUES ...",
"event_time": "2026-07-08 12:00:00",
"db": "dolphin_malkhut",
},
]
)
s = UvAnomalySentinel(ch=ch, vst=FakeVSTQuerier(), enabled={"d"})
s.run()
assert s.results[0].passed
def test_d_error_ch():
"""CH query_log error → FAIL, never silent PASS."""
ch = FakeCHQuerier(_error_mode=True)
s = UvAnomalySentinel(ch=ch, vst=FakeVSTQuerier(), enabled={"d"})
s.run()
assert not s.results[0].passed
assert s.results[0].error
# ═══════════════════════════════════════════════════════════════════════
@@ -258,24 +491,22 @@ def test_e_happy_path():
def test_e_mutation():
"""tripwire anomaly events exist → FAIL."""
ch = FakeCHQuerier(
anomaly_events=[
{
"ts": "2026-07-08 12:00:00",
"decision_id": "d-001",
"trade_id": "u-abc-001",
"symbol": "BTCUSDT",
"sensor": "AccountPublisher",
"detail": "wallet_balance mismatch",
}
]
)
ch = FakeCHQuerier(anomaly_events=[TRIPWIRE_EVENT])
s = UvAnomalySentinel(ch=ch, vst=FakeVSTQuerier(), enabled={"e"})
s.run()
assert not s.results[0].passed
assert any("u-abc-001" in e for e in s.results[0].evidence)
def test_e_error_ch():
"""CH anomaly_events error → FAIL, never silent PASS."""
ch = FakeCHQuerier(_error_mode=True)
s = UvAnomalySentinel(ch=ch, vst=FakeVSTQuerier(), enabled={"e"})
s.run()
assert not s.results[0].passed
assert s.results[0].error
# ═══════════════════════════════════════════════════════════════════════
# F — Check coordination
# ═══════════════════════════════════════════════════════════════════════
@@ -284,7 +515,8 @@ def test_e_mutation():
def test_disabled_check_not_run():
"""Disabled check does not appear in results."""
vst = FakeVSTQuerier(open_orders=[PREFIX_ORDER])
s = UvAnomalySentinel(ch=FakeCHQuerier(), vst=vst, enabled={"a", "b"})
ch = FakeCHQuerier(exec_journal=[JOURNAL_1])
s = UvAnomalySentinel(ch=ch, vst=vst, enabled={"a", "b"})
s.run()
ids = {r.check_id for r in s.results}
assert ids == {"a", "b"}
@@ -312,56 +544,67 @@ def test_multiple_checks_one_fails():
"""One failing check among many → exit code 1."""
ch = FakeCHQuerier(
exec_journal=[JOURNAL_1],
anomaly_events=[
{
"ts": "2026-07-08 12:00:00",
"decision_id": "d-001",
"trade_id": "u-abc-001",
"symbol": "BTCUSDT",
"sensor": "AccountPublisher",
"detail": "bad",
}
],
anomaly_events=[TRIPWIRE_EVENT],
)
vst = FakeVSTQuerier(open_orders=[U_ORDER_1])
s = UvAnomalySentinel(ch=ch, vst=vst, enabled={"a", "e"})
rc = s.run()
assert rc == 1
# Check (a) passes, (e) fails
assert s.results[0].passed
assert not s.results[1].passed
assert s.results[0].passed # check (a) passes
assert not s.results[1].passed # check (e) fails
# ═══════════════════════════════════════════════════════════════════════
# G — Mutation litmus: reintroduce a bug → test goes RED
# G — Error handling: query errors never silent PASS
# ═══════════════════════════════════════════════════════════════════════
def test_error_makes_check_fail():
"""Every check: if CH query errors → FAIL, never PASS."""
for check_id in ("a", "b", "c", "d", "e"):
ch = FakeCHQuerier(_error_mode=True)
vst = FakeVSTQuerier(open_orders=[U_ORDER_1], error="")
# For check (c), VST error is the primary path
if check_id == "c":
vst = FakeVSTQuerier(open_orders=[], error="VST error")
s = UvAnomalySentinel(
ch=ch, vst=vst, enabled={check_id}
)
s.run()
r = s.results[0]
assert not r.passed, f"Check {check_id} must FAIL on error, got PASS"
assert r.error, f"Check {check_id} must have error message"
# ═══════════════════════════════════════════════════════════════════════
# H — Mutation litmus: reintroduce a bug → test goes RED
# ═══════════════════════════════════════════════════════════════════════
def test_mutation_litmus_disable_check_c():
"""Disabling check (c) lets a p- prefix pass → mutation RED.
Proves check (c) is the guard against non-u- prefixes."""
prefix_journal = {"client_order_id": "p-e-abc123", "trade_id": "T-p-001", "status": "NEW"}
"""Disabling check (c) lets a p- prefix pass → mutation RED."""
prefix_journal = {"u_prefix_client_id": "p-e-abc123", "trade_id": "T-p-001",
"suppressed": 0, "timestamp": "2026-07-08 12:00:00"}
vst = FakeVSTQuerier(open_orders=[PREFIX_ORDER])
ch = FakeCHQuerier(exec_journal=[prefix_journal])
s = UvAnomalySentinel(ch=ch, vst=vst, enabled={"a", "b"})
s.run()
# No check (c) in results — p- prefix goes undetected
assert "c" not in {r.check_id for r in s.results}
assert all(r.passed for r in s.results), (
"Mutation litmus: disabling check (c) should allow p- prefix to pass"
"Mutation litmus: disabling (c) should let p- prefix pass"
)
def test_mutation_litmus_check_a_ignores_missing_journal():
"""Without check (a), orphan venue orders go undetected."""
ch = FakeCHQuerier(exec_journal=[])
vst = FakeVSTQuerier(open_orders=[ORPHAN_VENUE_ORDER])
# Only run check (b), not (a)
s = UvAnomalySentinel(ch=ch, vst=vst, enabled={"b"})
def test_mutation_litmus_remove_error_check():
"""If error check is removed → query error becomes silent PASS."""
# This litmus proves the error guard works: with it, error → FAIL.
ch = FakeCHQuerier(_error_mode=True)
vst = FakeVSTQuerier(open_orders=[U_ORDER_1])
s = UvAnomalySentinel(ch=ch, vst=vst, enabled={"a"})
s.run()
# (b) may pass since journal is empty — orphan still on venue
# This simulates: "if (a) were deleted, orphan goes undetected"
assert all(r.passed for r in s.results)
# Error guard is active → FAIL
assert not s.results[0].passed
assert s.results[0].error
if __name__ == "__main__":

View File

@@ -48,6 +48,10 @@ VST_SECRET_KEY = os.environ.get("BINGX_SECRET_KEY", "")
LOOKBACK_HOURS = int(os.environ.get("SENTINEL_LOOKBACK_HOURS", "24"))
EVIDENCE_LIMIT = int(os.environ.get("SENTINEL_EVIDENCE_LIMIT", "10"))
QUERY_TIMEOUT_S = int(os.environ.get("SENTINEL_QUERY_TIMEOUT_S", "15"))
# Known non-UV databases that the sentinel must NOT flag (BLUE OBF, etc.)
CH_ALLOWLIST_DBS = os.environ.get(
"CH_ALLOWLIST_DBS", "dolphin,dolphin_malkhut,default"
).split(",")
# ─── Data types ────────────────────────────────────────────────────────────
@@ -59,10 +63,7 @@ class CheckResult:
description: str
passed: bool = True
evidence: list[str] = field(default_factory=list)
@property
def status(self) -> str:
return "PASS" if self.passed else "FAIL"
error: str = "" # IF non-empty, the check failed with an error (not a detection)
def add(self, line: str) -> None:
if len(self.evidence) < EVIDENCE_LIMIT:
@@ -70,20 +71,31 @@ class CheckResult:
def summary(self) -> list[str]:
lines = [f" {'PASS' if self.passed else 'FAIL'} [{self.check_id}] {self.description}"]
if self.error:
lines.append(f" Error: {self.error}")
if not self.passed and self.evidence:
lines.append(" Evidence:")
for e in self.evidence:
lines.append(f" - {e}")
hidden = max(0, 0) # we cap at EVIDENCE_LIMIT already
# Actually count surplus that would have been added
return lines
# ─── ClickHouse querier (read-only HTTP) ───────────────────────────────────
# ─── ClickHouse querier (read-only HTTP, error-tracked) ────────────────────
@dataclass
class CHQueryResult:
"""Result of a CH query — rows + error status."""
rows: list[dict[str, Any]]
error: str # empty = success; non-empty = error message
class CHQuerier:
"""Read-only ClickHouse HTTP client (JSONEachRow)."""
"""Read-only ClickHouse HTTP client (JSONEachRow).
Every query method returns (rows, error): error is '' on success.
A caller that gets error != '' MUST report FAIL, never silent PASS.
"""
def __init__(
self,
@@ -95,7 +107,7 @@ class CHQuerier:
self._user = user
self._password = password
def query(self, sql: str, **kw: Any) -> list[dict[str, Any]]:
def query(self, sql: str, **kw: Any) -> CHQueryResult:
timeout = kw.pop("timeout_s", QUERY_TIMEOUT_S)
endpoint = f"{self._url}/?default_format=JSONEachRow"
data = sql.encode("utf-8")
@@ -109,13 +121,12 @@ class CHQuerier:
resp = urllib.request.urlopen(req, timeout=timeout)
body = resp.read().decode("utf-8")
except urllib.error.HTTPError as exc:
log.error("CH HTTP %s: %s", exc.code, exc.read().decode()[:200])
return []
detail = exc.read().decode()[:300]
return CHQueryResult([], f"CH HTTP {exc.code}: {detail}")
except OSError as exc:
log.error("CH connection error: %s", exc)
return []
return CHQueryResult([], f"CH connection error: {exc}")
if not body.strip():
return []
return CHQueryResult([], "")
rows: list[dict[str, Any]] = []
for line in body.strip().split("\n"):
line = line.strip()
@@ -124,18 +135,20 @@ class CHQuerier:
try:
rows.append(json.loads(line))
except json.JSONDecodeError:
log.warning("CH non-JSON line: %.100s", line)
return rows
return CHQueryResult([], f"CH non-JSON response line: {line[:100]}")
return CHQueryResult(rows, "")
def describe_table(self, table: str, db: str = CH_DB_UV) -> list[dict[str, str]]:
def describe_table(self, table: str, db: str = CH_DB_UV) -> CHQueryResult:
return self.query(f"DESCRIBE TABLE {db}.{table}")
def table_exists(self, table: str, db: str = CH_DB_UV) -> bool:
rows = self.query(
def table_exists(self, table: str, db: str = CH_DB_UV) -> CHQueryResult:
r = self.query(
f"SELECT 1 FROM system.tables "
f"WHERE database = '{db}' AND name = '{table}'"
)
return len(rows) > 0
if r.error:
return r
return CHQueryResult(r.rows, "")
# ─── VST querier (read-only: open orders, positions) ───────────────────────
@@ -164,6 +177,13 @@ def _build_signed_params(
return signed
@dataclass
class VSTResult:
"""Result of a VST API call — items + error status."""
items: list[dict[str, Any]]
error: str # empty = success; non-empty = error message
class VSTQuerier:
"""Read-only VST venue client — open orders, positions, balance."""
@@ -177,7 +197,7 @@ class VSTQuerier:
self._api_key = api_key
self._secret_key = secret_key
def _signed_get(self, path: str, params: dict[str, object] | None = None) -> list[dict[str, Any]]:
def _signed_get(self, path: str, params: dict[str, object] | None = None) -> VSTResult:
params = _build_signed_params(params or {}, self._secret_key)
qs = _canonical_query(params)
url = f"{self._base}{path}?{qs}"
@@ -187,50 +207,40 @@ class VSTQuerier:
resp = urllib.request.urlopen(req, timeout=QUERY_TIMEOUT_S)
body = resp.read().decode("utf-8")
except urllib.error.HTTPError as exc:
log.error("VST HTTP %s: %s", exc.code, exc.read().decode()[:200])
return []
detail = exc.read().decode()[:300]
return VSTResult([], f"VST HTTP {exc.code}: {detail}")
except OSError as exc:
log.error("VST connection error: %s", exc)
return []
return VSTResult([], f"VST connection error: {exc}")
try:
parsed = json.loads(body)
except json.JSONDecodeError:
log.error("VST non-JSON response: %.200s", body)
return []
# BingX wraps data. openOrders uses "orders", positions uses "positions".
# Fallback chain: orders > data > positions > bare list.
if isinstance(parsed, dict):
data = (
parsed.get("orders")
or parsed.get("data")
or parsed.get("positions")
or []
)
return VSTResult([], f"VST non-JSON response: {body[:200]}")
# BingX shape: {"code":0,"msg":"ok","data":{"orders":[...]}}
# openOrders → data.orders, positions → data.positions
code = parsed.get("code", -1) if isinstance(parsed, dict) else -1
if code != 0 and code != -1:
msg = parsed.get("msg", "unknown") if isinstance(parsed, dict) else "?"
return VSTResult([], f"VST API error code={code} msg={msg}")
data = parsed.get("data") if isinstance(parsed, dict) else None
if isinstance(data, dict):
items = data.get("orders") or data.get("positions") or []
elif isinstance(data, list):
items = data
else:
data = parsed
if isinstance(data, list):
return data
return [data] if data else []
items = []
# Filter out non-dict items (empty wrappers, etc.)
clean = [r for r in items if isinstance(r, dict)]
return VSTResult(clean, "")
def open_orders(self) -> list[dict[str, Any]]:
"""Return all open orders (across all symbols)."""
# VST uses same endpoint as LIVE for swap
rows = self._signed_get("/openApi/swap/v2/trade/openOrders")
orders: list[dict[str, Any]] = []
for r in rows:
if not isinstance(r, dict):
continue
orders.append(r)
return orders
def open_orders(self) -> VSTResult:
return self._signed_get("/openApi/swap/v2/trade/openOrders")
def open_positions(self) -> list[dict[str, Any]]:
def open_positions(self) -> VSTResult:
return self._signed_get("/openApi/swap/v2/user/positions")
def account_balance(self) -> dict[str, Any]:
rows = self._signed_get("/openApi/swap/v2/user/balance")
if rows:
return rows[0]
return {}
def account_balance(self) -> VSTResult:
r = self._signed_get("/openApi/swap/v2/user/balance")
return r
# ─── Sentinel ──────────────────────────────────────────────────────────────
@@ -246,16 +256,16 @@ class UvAnomalySentinel:
enabled: set[str] | None = None,
lookback_hours: int = LOOKBACK_HOURS,
verbose: bool = False,
allowlist_dbs: list[str] | None = None,
) -> None:
self.ch = ch or CHQuerier()
self.vst = vst or VSTQuerier()
self.enabled = enabled or {"a", "b", "c", "d", "e"}
self.lookback_hours = lookback_hours
self.verbose = verbose
self.allowlist_dbs = allowlist_dbs or CH_ALLOWLIST_DBS
self.results: list[CheckResult] = []
# ── Public API ──────────────────────────────────────────────────────
def run(self) -> int:
checks: list[tuple[str, Any]] = [
("a", self._check_venue_without_journal),
@@ -275,15 +285,29 @@ class UvAnomalySentinel:
def _check_venue_without_journal(self) -> CheckResult:
"""(a) Venue order without matching BRIDGE exec_journal row."""
r = CheckResult("a", "Venue order ↔ BRIDGE exec_journal match")
orders = self.vst.open_orders()
if not orders:
r.passed = True
return r
if not self.ch.table_exists("exec_journal", CH_DB_UV):
# 1. Fetch venue open orders
vst_r = self.vst.open_orders()
if vst_r.error:
r.passed = False
r.add("exec_journal table does not exist in dolphin_uv")
r.error = vst_r.error
return r
# Collect venue clientOrderIds
orders = vst_r.items
if not orders:
return r
# 2. Check exec_journal exists
exists_r = self.ch.table_exists("exec_journal", CH_DB_UV)
if exists_r.error:
r.passed = False
r.error = exists_r.error
return r
if not exists_r.rows:
r.passed = False
r.add("exec_journal table not found in dolphin_uv — no journal to match against")
return r
# 3. Collect venue clientOrderIds
venue_ids: set[str] = set()
for o in orders:
cid = str(
@@ -294,24 +318,28 @@ class UvAnomalySentinel:
)
if cid:
venue_ids.add(cid)
else:
tid = o.get("tradeId") or o.get("orderId") or ""
r.add(f"venue order without clientOrderId: orderId={tid}")
if not venue_ids:
r.passed = len(r.evidence) == 0
return r
# Query exec_journal for any matching client_order_id
# 4. Query exec_journal for matching u_prefix_client_id
ids_escaped = "','".join(venue_ids)
sql = (
f"SELECT client_order_id, trade_id FROM {CH_DB_UV}.exec_journal "
f"WHERE client_order_id IN ('{ids_escaped}')"
f"SELECT u_prefix_client_id, trade_id "
f"FROM {CH_DB_UV}.exec_journal "
f"WHERE u_prefix_client_id IN ('{ids_escaped}')"
)
journal_rows = self.ch.query(sql)
jr = self.ch.query(sql)
if jr.error:
r.passed = False
r.error = jr.error
return r
journal_ids: set[str] = set()
for jr in journal_rows:
cid = str(jr.get("client_order_id") or "")
for row in jr.rows:
cid = str(row.get("u_prefix_client_id") or "")
if cid:
journal_ids.add(cid)
orphan = venue_ids - journal_ids
if orphan:
r.passed = False
@@ -322,27 +350,47 @@ class UvAnomalySentinel:
def _check_journal_without_venue(self) -> CheckResult:
"""(b) BRIDGE exec_journal row without venue order."""
r = CheckResult("b", "BRIDGE exec_journal row ↔ venue order")
if not self.ch.table_exists("exec_journal", CH_DB_UV):
r.passed = True
# 1. Check exec_journal exists
exists_r = self.ch.table_exists("exec_journal", CH_DB_UV)
if exists_r.error:
r.passed = False
r.error = exists_r.error
return r
# Get recent journal rows with open state
if not exists_r.rows:
return r
# 2. Get recent journal rows (not suppressed = still live)
sql = (
f"SELECT client_order_id, trade_id, status "
f"SELECT u_prefix_client_id, trade_id, suppressed "
f"FROM {CH_DB_UV}.exec_journal "
f"WHERE ts >= now() - INTERVAL {self.lookback_hours} HOUR "
f"ORDER BY ts DESC"
f"WHERE timestamp >= now() - INTERVAL {self.lookback_hours} HOUR "
f"AND suppressed = 0 "
f"ORDER BY timestamp DESC"
)
journal_rows = self.ch.query(sql)
if not journal_rows:
jr = self.ch.query(sql)
if jr.error:
r.passed = False
r.error = jr.error
return r
if not jr.rows:
return r
journal_ids: set[str] = set()
for jr in journal_rows:
cid = str(jr.get("client_order_id") or "")
for row in jr.rows:
cid = str(row.get("u_prefix_client_id") or "")
if cid:
journal_ids.add(cid)
orders = self.vst.open_orders()
# 3. Fetch venue open orders
vst_r = self.vst.open_orders()
if vst_r.error:
r.passed = False
r.error = vst_r.error
return r
venue_ids: set[str] = set()
for o in orders:
for o in vst_r.items:
cid = str(
o.get("clientOrderId")
or o.get("clientOrderID")
@@ -351,19 +399,24 @@ class UvAnomalySentinel:
)
if cid:
venue_ids.add(cid)
missing = journal_ids - venue_ids
if missing:
r.passed = False
for cid in sorted(missing):
r.add(f"exec_journal client_order_id={cid} not on venue")
r.add(f"exec_journal u_prefix_client_id={cid} not on venue")
return r
def _check_u_prefix(self) -> CheckResult:
"""(c) Venue order without 'u-' prefix in clientOrderId."""
r = CheckResult("c", "Venue order u- prefix on clientOrderId")
orders = self.vst.open_orders()
vst_r = self.vst.open_orders()
if vst_r.error:
r.passed = False
r.error = vst_r.error
return r
bad: list[str] = []
for o in orders:
for o in vst_r.items:
cid = str(
o.get("clientOrderId")
or o.get("clientOrderID")
@@ -382,29 +435,39 @@ class UvAnomalySentinel:
def _check_ch_write_outside_uv(self) -> CheckResult:
"""(d) CH write outside dolphin_uv.* from runner window."""
r = CheckResult("d", "CH writes only within dolphin_uv.*")
# Query system.query_log for INSERTs not targeting dolphin_uv
col = "current_database"
# Exclude known non-UV databases (BLUE OBF writer, system, etc.)
allowed = [CH_DB_UV] + self.allowlist_dbs
db_filter = " AND ".join(f"{col} != '{db}'" for db in allowed)
sql = (
f"SELECT query, database, table, event_time, http_user "
f"SELECT query, {col} AS db, event_time "
f"FROM system.query_log "
f"WHERE type = 'QueryFinish' "
f"AND query LIKE 'INSERT%' "
f"AND database != '{CH_DB_UV}' "
f"AND {db_filter} "
f"AND event_time >= now() - INTERVAL {self.lookback_hours} HOUR "
f"ORDER BY event_time DESC "
f"LIMIT {EVIDENCE_LIMIT}"
)
rows = self.ch.query(sql)
if rows:
qr = self.ch.query(sql)
if qr.error:
r.passed = False
for row in rows:
db = row.get("database", "?")
tbl = row.get("table", "?")
r.error = qr.error
return r
if qr.rows:
r.passed = False
for row in qr.rows:
db = row.get("db") or row.get("current_database") or "?"
q = (row.get("query") or "")[:120]
r.add(f"INSERT into {db}.{tbl}: {q}")
r.add(f"INSERT into {db}: {q}")
return r
def _check_tripwire_ok(self) -> CheckResult:
"""(e) tripwire_ok=false occurrences in anomaly_events."""
"""(e) tripwire_ok=false occurrences in anomaly_events.
Real schema: dolphin_violet.anomaly_events uses 'ts' (DateTime64(6)),
not 'timestamp'. Verified by DESCRIBE TABLE.
"""
r = CheckResult("e", "tripwire_ok=false occurrences")
sql = (
f"SELECT ts, decision_id, trade_id, symbol, sensor, detail "
@@ -414,10 +477,14 @@ class UvAnomalySentinel:
f"ORDER BY ts DESC "
f"LIMIT {EVIDENCE_LIMIT}"
)
rows = self.ch.query(sql)
if rows:
qr = self.ch.query(sql)
if qr.error:
r.passed = False
for row in rows:
r.error = qr.error
return r
if qr.rows:
r.passed = False
for row in qr.rows:
ts = row.get("ts", "?")
tid = row.get("trade_id", "?")
det = (row.get("detail") or "")[:80]