74 lines
2.7 KiB
Python
74 lines
2.7 KiB
Python
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"""L2 — LIMIT order payload wiring in BingxDirectExecutionAdapter.submit_intent.
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The venue adapter forwards _order_type/_limit_price in the intent metadata; the
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backend must place a LIMIT order (type=LIMIT + price + GTC) when asked, and keep
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MARKET as the default. Offline unit test of payload construction — the signed_post
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client is stubbed to capture the order payload; no exchange contact.
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"""
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from __future__ import annotations
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import asyncio
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from datetime import datetime, timezone
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from types import SimpleNamespace
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from prod.clean_arch.adapters.bingx_direct import BingxDirectExecutionAdapter
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from prod.clean_arch.dita import DecisionAction, Intent, TradeSide
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def _adapter(captured: dict):
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a = BingxDirectExecutionAdapter.__new__(BingxDirectExecutionAdapter)
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a._config = SimpleNamespace(recv_window_ms=5000, default_leverage=1, exchange_leverage_cap=3)
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a._client_order_run_id = "test"
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a._entry_client_order_seq = 0
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a._exit_client_order_seq = 0
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a._state = SimpleNamespace(open_positions={}, account={})
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async def _signed_post(path, params):
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if path.endswith("/trade/order"):
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captured["order"] = dict(params)
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return {"orderId": "1", "status": "NEW"}
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a._client = SimpleNamespace(signed_post=_signed_post)
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a._instrument_venue_symbol = lambda asset: "BTC-USDT"
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a._format_quantity = lambda asset, q: f"{float(q)}"
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a._format_price = lambda asset, p: f"{float(p)}"
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async def _refresh(asset, include_history=True):
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return a._state
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a._refresh_exchange_state = _refresh
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return a
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def _intent(metadata: dict) -> Intent:
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return Intent(
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timestamp=datetime.now(timezone.utc), trade_id="T1", decision_id="D1",
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asset="BTCUSDT", action=DecisionAction.ENTER, side=TradeSide.SHORT,
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reason="TEST", target_size=0.01, leverage=2.0, reference_price=100.0,
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confidence=0.5, exit_leg_ratios=(1.0,), metadata=metadata,
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)
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def test_limit_intent_places_limit_order():
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captured: dict = {}
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asyncio.run(_adapter(captured).submit_intent(_intent({"_order_type": "LIMIT", "_limit_price": 95.0})))
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o = captured["order"]
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assert o["type"] == "LIMIT", o
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assert "price" in o and float(o["price"]) == 95.0, o
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assert o.get("timeInForce") == "GTC", o
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def test_market_intent_places_market_order():
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captured: dict = {}
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asyncio.run(_adapter(captured).submit_intent(_intent({})))
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o = captured["order"]
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assert o["type"] == "MARKET", o
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assert "price" not in o, o
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def test_limit_without_valid_price_falls_back_to_market():
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captured: dict = {}
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asyncio.run(_adapter(captured).submit_intent(_intent({"_order_type": "LIMIT", "_limit_price": 0.0})))
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assert captured["order"]["type"] == "MARKET", captured["order"]
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