sentiment-engine/prod/exec_unified/test_kernel_port.py

"""End-to-end: UnifiedExecutor → DriveLoop → KernelExecPort → (fake) DITAv2 kernel.

Proves the pure engine drives a kernel-shaped backend correctly — translation (side/action/
TIF/order_type), exit-size capping, maker-rest→fill, exit-escalation, taker-cross. The fake
kernel mimics ExecutionKernel's surface (slot()/process_intent_async/on_venue_event/venue).
The injected translator is identity, so the fake reads IntentSpec directly and we can assert
exactly what the port produced.

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

import asyncio
from decimal import Decimal
from types import SimpleNamespace

from prod.exec_unified.contract import ExecutionRequest, Side, UrgencyClass
from prod.exec_unified.drive_loop import Action, DriveLoop
from prod.exec_unified.executor import ExecuteStatus, UnifiedExecutor
from prod.exec_unified.kernel_port import IntentSpec, KernelExecPort
from prod.exec_unified.placer import MarketSnapshot
from prod.exec_unified.router import ExecutionMethod
from prod.exec_unified.working import WorkingRegistry

NARROW = MarketSnapshot(best_bid=Decimal("100"), best_ask=Decimal("100.05"),
                        spread_bps=Decimal("5"), tick=Decimal("0.01"), step=Decimal("0.001"))


def _slot(trade_id, stage, size):
    return SimpleNamespace(trade_id=trade_id, fsm_state=SimpleNamespace(value=stage),
                           size=size, asset="BTCUSDT")


class FakeVenue:
    def __init__(self):
        self.events = []
        self.positions = []
    def reconcile(self):
        ev, self.events = self.events, []
        return ev
    def open_positions(self):
        return self.positions


class FakeKernel:
    """Minimal ExecutionKernel surface. process_intent_async mutates slot 0 like the real
    single-slot FSM: MARKET fills now; LIMIT rests (slot unchanged); CANCEL is a no-op."""
    def __init__(self, slot):
        self._slot = slot
        self.venue = FakeVenue()
        self.max_slots = 1
        self.processed: list[IntentSpec] = []
    def slot(self, i):
        return self._slot
    async def process_intent_async(self, spec: IntentSpec):
        self.processed.append(spec)
        if spec.action_kind == "ENTER" and spec.order_type == "MARKET":
            self._slot = _slot(spec.request_id, "POSITION_OPEN", spec.size)
        elif spec.action_kind == "EXIT" and spec.order_type == "MARKET":
            self._slot = _slot("", "IDLE", Decimal(0))
        return SimpleNamespace(accepted=True)
    def on_venue_event(self, e):
        fn = getattr(e, "apply", None)
        if fn:
            fn(self)
    # test helpers
    def force_open(self, tid, size="1"):
        self._slot = _slot(tid, "POSITION_OPEN", Decimal(size))


def _ident(spec):  # local translator: kernel reads the normalized spec directly
    return spec


class Clock:
    def __init__(self, t=1000.0): self.t = t
    def __call__(self): return self.t


def _stack(slot):
    clock = Clock()
    kernel = FakeKernel(slot)
    port = KernelExecPort(kernel, _ident, clock=clock)
    reg = WorkingRegistry(port.clock)
    dl = DriveLoop(port, reg)
    return UnifiedExecutor(dl), dl, kernel, reg


def _req(urgency, side=Side.BUY, size="0.001", **kw):
    return ExecutionRequest(request_id="req", asset="BTCUSDT", side=side,
                            size=Decimal(size), urgency=urgency, **kw)


def _run(c): return asyncio.run(c)


# ── translation correctness ──────────────────────────────────────────────────

def test_maker_entry_translated_to_limit_postonly():
    ex, dl, kernel, reg = _stack(_slot("", "IDLE", Decimal(0)))
    r = _run(ex.execute(_req(UrgencyClass.ACQUIRE), NARROW))
    assert r.status is ExecuteStatus.RESTING_MAKER
    spec = kernel.processed[-1]
    assert spec.action_kind == "ENTER"
    assert spec.order_type == "LIMIT" and spec.tif == "PostOnly"   # maker
    assert spec.side is Side.BUY
    assert spec.limit_price == Decimal("100") and spec.size == Decimal("0.001")
    assert reg.working("req-0") is not None


def test_catastrophic_translated_to_market_gtc():
    ex, dl, kernel, reg = _stack(_slot("pos", "POSITION_OPEN", Decimal("1")))
    r = _run(ex.execute(_req(UrgencyClass.CATASTROPHIC, side=Side.SELL, size="1"), NARROW))
    assert r.status is ExecuteStatus.CROSSED_TAKER
    spec = kernel.processed[-1]
    assert spec.action_kind == "EXIT" and spec.order_type == "MARKET" and spec.tif == "GTC"
    assert spec.reduce_only is True
    # MARKET exit closed the slot in the fake kernel
    assert kernel.slot(0).size == Decimal(0)


# ── exit size capping (pink _exit_intent_from_slot) ──────────────────────────

def test_exit_size_capped_to_slot():
    # Caller asks to close 10 but the slot holds 0.5 — the port caps to 0.5 (never overshoot).
    ex, dl, kernel, reg = _stack(_slot("pos", "POSITION_OPEN", Decimal("0.5")))
    _run(ex.execute(_req(UrgencyClass.PROTECT, side=Side.SELL, size="10"), NARROW))
    spec = kernel.processed[-1]
    assert spec.action_kind == "EXIT"
    assert spec.size == Decimal("0.5")     # capped to the authoritative remaining size


# ── full lifecycle: maker entry rests, then fills after TTL ──────────────────

def test_entry_rests_then_fills_after_ttl():
    ex, dl, kernel, reg = _stack(_slot("", "IDLE", Decimal(0)))
    r = _run(ex.execute(_req(UrgencyClass.ACQUIRE), NARROW))
    assert r.status is ExecuteStatus.RESTING_MAKER
    wo = reg.working("req-0")
    assert wo is not None
    # the maker quote fills — kernel slot now shows our position (trade_id == our rid0)
    kernel.force_open("req-0")
    res = _run(dl.handle_expired(wo))
    from prod.exec_unified.drive_loop import Resolved
    assert res is Resolved.FILLED_AFTER_TTL
    assert reg.working("req-0") is None            # cleared, not retried


# ── full lifecycle: maker exit never strands → escalates to MARKET ───────────

def test_maker_exit_escalates_to_market_and_closes():
    ex, dl, kernel, reg = _stack(_slot("pos", "POSITION_OPEN", Decimal("1")))
    r = _run(ex.execute(_req(UrgencyClass.PROTECT, side=Side.SELL, size="1"), NARROW))
    assert r.status is ExecuteStatus.RESTING_MAKER   # maker exit resting
    wo = reg.working("req-0")
    # TTL fires, position still open → escalate to MARKET (never strand)
    from prod.exec_unified.drive_loop import Resolved
    res = _run(dl.handle_expired(wo))
    assert res is Resolved.ESCALATED_MARKET
    assert kernel.processed[-1].order_type == "MARKET"   # crossed
    assert kernel.slot(0).size == Decimal(0)             # position closed


# ── requote gate reads real venue positions ──────────────────────────────────

def test_requote_gate_blocks_when_venue_holds_position():
    ex, dl, kernel, reg = _stack(_slot("", "IDLE", Decimal(0)))
    # entry with a chase budget, so a miss would try to requote
    _run(ex.execute(_req(UrgencyClass.ACQUIRE), NARROW))
    wo = reg.working("req-0")
    wo.meta["max_reprices"] = 1                          # allow a retry attempt
    kernel.venue.positions = [{"positionAmt": "0.3"}]    # venue is NOT flat
    from prod.exec_unified.drive_loop import Resolved
    res = _run(dl.handle_expired(wo))
    assert res is Resolved.REQUOTE_BLOCKED               # port.open_positions() saw the position
    # no new order submitted after the blocked requote
    assert all(s.action_kind != "ENTER" or s.request_id == "req-0" for s in kernel.processed)