siloqy/prod/tests/test_bingx_direct_limit_order.py

"""L2 — LIMIT order payload wiring in BingxDirectExecutionAdapter.submit_intent.

The venue adapter forwards _order_type/_limit_price in the intent metadata; the
backend must place a LIMIT order (type=LIMIT + price + GTC) when asked, and keep
MARKET as the default. Offline unit test of payload construction — the signed_post
client is stubbed to capture the order payload; no exchange contact.
"""

from __future__ import annotations

import asyncio
from datetime import datetime, timezone
from types import SimpleNamespace

from prod.clean_arch.adapters.bingx_direct import BingxDirectExecutionAdapter
from prod.clean_arch.dita import DecisionAction, Intent, TradeSide


def _adapter(captured: dict):
    a = BingxDirectExecutionAdapter.__new__(BingxDirectExecutionAdapter)
    a._config = SimpleNamespace(recv_window_ms=5000, default_leverage=1, exchange_leverage_cap=3)
    a._client_order_run_id = "test"
    a._entry_client_order_seq = 0
    a._exit_client_order_seq = 0
    a._state = SimpleNamespace(open_positions={}, account={})

    async def _signed_post(path, params):
        if path.endswith("/trade/order"):
            captured["order"] = dict(params)
        return {"orderId": "1", "status": "NEW"}

    a._client = SimpleNamespace(signed_post=_signed_post)
    a._instrument_venue_symbol = lambda asset: "BTC-USDT"
    a._format_quantity = lambda asset, q: f"{float(q)}"
    a._format_price = lambda asset, p: f"{float(p)}"

    async def _refresh(asset, include_history=True):
        return a._state

    a._refresh_exchange_state = _refresh
    return a


def _intent(metadata: dict) -> Intent:
    return Intent(
        timestamp=datetime.now(timezone.utc), trade_id="T1", decision_id="D1",
        asset="BTCUSDT", action=DecisionAction.ENTER, side=TradeSide.SHORT,
        reason="TEST", target_size=0.01, leverage=2.0, reference_price=100.0,
        confidence=0.5, exit_leg_ratios=(1.0,), metadata=metadata,
    )


def test_limit_intent_places_limit_order():
    captured: dict = {}
    asyncio.run(_adapter(captured).submit_intent(_intent({"_order_type": "LIMIT", "_limit_price": 95.0})))
    o = captured["order"]
    assert o["type"] == "LIMIT", o
    assert "price" in o and float(o["price"]) == 95.0, o
    assert o.get("timeInForce") == "GTC", o


def test_market_intent_places_market_order():
    captured: dict = {}
    asyncio.run(_adapter(captured).submit_intent(_intent({})))
    o = captured["order"]
    assert o["type"] == "MARKET", o
    assert "price" not in o, o


def test_limit_without_valid_price_falls_back_to_market():
    captured: dict = {}
    asyncio.run(_adapter(captured).submit_intent(_intent({"_order_type": "LIMIT", "_limit_price": 0.0})))
    assert captured["order"]["type"] == "MARKET", captured["order"]


# --- cancel: truth-based confirmation (trust exchange state over the response) ---

def _cancel_adapter(*, open_after: list):
    a = BingxDirectExecutionAdapter.__new__(BingxDirectExecutionAdapter)
    a._config = SimpleNamespace(recv_window_ms=5000)
    a._instrument_venue_symbol = lambda asset: "TRX-USDT"

    async def _signed_delete(path, params):
        # Simulate BingX returning a transient error even when the order is removed.
        return {"status": "REJECTED", "msg": "order not exist"}

    async def _signed_get(path, params):
        return {"data": {"orders": open_after}}

    a._client = SimpleNamespace(signed_delete=_signed_delete, signed_get=_signed_get)
    return a


def _order(oid="2060963645141028864"):
    return SimpleNamespace(venue_order_id=oid, venue_client_id="T:i", metadata={"asset": "TRXUSDT"})


def test_cancel_succeeds_when_order_gone_despite_error_response():
    a = _cancel_adapter(open_after=[])  # order no longer open
    resp = asyncio.run(a.cancel(_order()))
    assert resp["status"] == "CANCELED", resp


def test_cancel_rejected_when_order_still_open():
    a = _cancel_adapter(open_after=[{"orderId": "2060963645141028864", "status": "PENDING"}])
    resp = asyncio.run(a.cancel(_order()))
    assert resp["status"] != "CANCELED", resp