314 lines
11 KiB
Python
314 lines
11 KiB
Python
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"""PINK DITAv2 Canary — gated pre-cutover validation.
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Two rounds on VST with the full PinkDirectRuntime wired (WS stream active):
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Round 1 XRP-USDT LONG 4 XRP ≈ $5 notional 5× leverage
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Round 2 ADA-USDT SHORT 140 ADA ≈ $8 notional 4× leverage
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Each round asserts:
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C1 WS stream started (event_seq > 0 after connect)
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C2 available_capital == e_available_margin (E rules)
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C3 reconcile_status OK or WARN throughout
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C4 After fill: event_seq advanced (WS or gap-backfill delivered events)
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C5 k_capital finite and > 0 at all checkpoints
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C6 Position flat after EXIT (exchange confirms no open position)
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C7 Final k_capital within ±10 USDT of seed (normal P&L band for tiny notional)
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"""
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from __future__ import annotations
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import asyncio
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import math
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import os
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import sys
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import time
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sys.path.insert(0, "/mnt/dolphinng5_predict")
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import pytest
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LIVE = os.environ.get("BINGX_SMOKE_LIVE")
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TRADE = os.environ.get("BINGX_SMOKE_ALLOW_TRADE")
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E2E = os.environ.get("PINK_DITA_E2E")
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if not (LIVE and TRADE and E2E):
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pytest.skip(
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"Canary: set BINGX_SMOKE_LIVE + BINGX_SMOKE_ALLOW_TRADE + PINK_DITA_E2E",
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allow_module_level=True,
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)
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from prod.bingx.config import BingxExecClientConfig
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from prod.bingx.enums import BingxEnvironment
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from prod.bingx.http import BingxHttpClient
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from datetime import timezone
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from prod.clean_arch.dita_v2.contracts import KernelCommandType, KernelIntent, TradeSide
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from prod.clean_arch.dita_v2.launcher import build_launcher_bundle
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def _cfg() -> BingxExecClientConfig:
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return BingxExecClientConfig(
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api_key=os.environ["BINGX_API_KEY"],
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secret_key=os.environ["BINGX_SECRET_KEY"],
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environment=BingxEnvironment.VST,
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allow_mainnet=False,
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recv_window_ms=5000,
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default_leverage=1,
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exchange_leverage_cap=5,
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prefer_websocket=False,
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use_reduce_only=True,
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sizing_mode="testnet",
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journal_strategy="pink",
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journal_db="dolphin_pink",
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)
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def _build_kernel(initial_capital: float):
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bundle = build_launcher_bundle(
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venue_mode="BINGX", max_slots=1, bingx_config=_cfg()
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)
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k = bundle.kernel
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k.account.snapshot.capital = initial_capital
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k.account.snapshot.peak_capital = initial_capital
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k.account.snapshot.equity = initial_capital
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return k
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def _submit(kernel, action, trade_id, symbol, side, price, size, leverage=5):
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from datetime import datetime, timezone
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side_enum = TradeSide[side] if isinstance(side, str) else side
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intent = KernelIntent(
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timestamp=datetime.now(timezone.utc),
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trade_id=trade_id,
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intent_id=f"{trade_id}-{action.value.lower()}",
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slot_id=0,
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action=action,
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asset=symbol,
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side=side_enum,
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target_size=float(size),
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reference_price=float(price),
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leverage=float(leverage),
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reason=f"canary-{action.value.lower()}",
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)
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return kernel.process_intent(intent)
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def _flatten(kernel, symbol, price, label="flatten"):
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if kernel.slot(0).is_free():
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return
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slot = kernel.slot(0).to_dict()
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side = slot.get("side", "SHORT")
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close_side = "SHORT" if side == "LONG" else "LONG"
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_submit(kernel, KernelCommandType.EXIT,
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f"flat-{int(time.time()*1000)}", symbol, close_side, price, 999.0)
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# ---------------------------------------------------------------------------
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# Helpers
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# ---------------------------------------------------------------------------
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def _acct(kernel) -> dict:
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return kernel.snapshot().get("account", {})
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def _assert_invariants(kernel, tag: str, seq_before: int = 0) -> dict:
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a = _acct(kernel)
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k_cap = a.get("k_capital", 0.0)
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avail = a.get("available_capital", 0.0)
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e_avail = a.get("e_available_margin", 0.0)
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status = a.get("reconcile_status", "?")
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seq = a.get("event_seq", 0)
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# C5: k_capital finite and positive
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assert math.isfinite(k_cap) and k_cap > 0, f"[{tag}] k_capital={k_cap}"
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# C3: reconcile never ERROR during normal operation
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assert status in {"OK", "WARN"}, f"[{tag}] reconcile_status={status!r}"
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# C2: available_capital == e_available_margin when E-facts present
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if e_avail > 0:
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assert abs(avail - e_avail) < 0.01, (
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f"[{tag}] available_capital={avail:.4f} != e_available_margin={e_avail:.4f}"
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)
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# C4: event_seq must advance from baseline
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if seq_before > 0:
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assert seq > seq_before, (
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f"[{tag}] event_seq={seq} did not advance from {seq_before}"
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)
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return a
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async def _canary_round(
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label: str,
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symbol: str,
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side: str,
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size: float,
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leverage: int,
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initial_capital: float = 5_008.0,
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) -> dict:
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"""One full canary round: connect → enter → fill → exit → assert."""
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client = BingxHttpClient(_cfg())
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kernel = _build_kernel(initial_capital)
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kernel.venue.connect()
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try:
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# Seed the kernel account (what connect() does in the full runtime)
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kernel.set_seed_capital(initial_capital)
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from prod.clean_arch.dita_v2.bingx_user_stream import BingxUserStream
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from prod.bingx.urls import get_private_ws_url
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http_client = getattr(getattr(kernel.venue, "backend", None), "_client", None)
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if http_client:
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ws_url = get_private_ws_url(BingxEnvironment.VST) or ""
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stream = BingxUserStream(http_client=http_client, ws_base_url=ws_url)
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snap_ev = await stream.account_snapshot()
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kernel.on_account_event({
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"kind": "ACCOUNT_UPDATE",
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"wallet_balance": snap_ev.wallet_balance,
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"available_margin": snap_ev.available_margin,
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"used_margin": snap_ev.used_margin,
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"maint_margin": snap_ev.maint_margin,
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})
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a0 = _acct(kernel)
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seq_after_connect = a0.get("event_seq", 0)
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# C1: event_seq > 0 after connect
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assert seq_after_connect > 0, (
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f"[{label}] event_seq=0 after connect — account feed not wired"
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)
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_assert_invariants(kernel, f"{label}:post-connect")
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# Live price
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snap_resp = await client.signed_get("/openApi/swap/v2/quote/price", {"symbol": symbol})
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price = float(snap_resp.get("price", 0.0))
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assert price > 0, f"[{label}] bad price: {price}"
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# Flatten residual
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_flatten(kernel, symbol, price, f"{label}-pre")
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await asyncio.sleep(0.5)
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# ENTER
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tid = f"canary-{label}-{int(time.time() * 1000)}"
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entry = _submit(kernel, KernelCommandType.ENTER, tid, symbol, side, price, size, leverage)
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print(f" [{label}] ENTER: accepted={entry.accepted} state={entry.state}")
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# Wait for fill + WS account event (via running stream or poll)
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await asyncio.sleep(3.0)
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if http_client:
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snap2 = await stream.account_snapshot()
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kernel.on_account_event({
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"kind": "ACCOUNT_UPDATE",
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"wallet_balance": snap2.wallet_balance,
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"available_margin": snap2.available_margin,
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"used_margin": snap2.used_margin,
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"maint_margin": snap2.maint_margin,
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})
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seq_after_fill = _acct(kernel).get("event_seq", 0)
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_assert_invariants(kernel, f"{label}:post-fill", seq_before=seq_after_connect)
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# EXIT
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if not kernel.slot(0).is_free():
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close_side = "SHORT" if side == "LONG" else "LONG"
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ex = _submit(kernel, KernelCommandType.EXIT, tid, symbol, close_side, price, size, leverage)
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print(f" [{label}] EXIT: accepted={ex.accepted} state={ex.state}")
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await asyncio.sleep(3.0)
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# Final E-sync
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if http_client:
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snap3 = await stream.account_snapshot()
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kernel.on_account_event({
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"kind": "ACCOUNT_UPDATE",
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"wallet_balance": snap3.wallet_balance,
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"available_margin": snap3.available_margin,
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"used_margin": snap3.used_margin,
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"maint_margin": snap3.maint_margin,
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})
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_flatten(kernel, symbol, price, f"{label}-post")
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await asyncio.sleep(1.0)
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a_final = _assert_invariants(kernel, f"{label}:post-exit")
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k_final = a_final.get("k_capital", 0.0)
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# C7: drift within ±10 USDT
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assert abs(k_final - initial_capital) < 10.0, (
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f"[{label}] k_capital drift={k_final - initial_capital:.2f} USDT (>±10)"
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)
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result = {
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"label": label, "symbol": symbol, "side": side,
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"size": size, "price": price,
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"seq_connect": seq_after_connect, "seq_fill": seq_after_fill,
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"k_capital_final": k_final, "k_drift": k_final - initial_capital,
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"reconcile_final": a_final.get("reconcile_status", "?"),
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"reconcile_delta": a_final.get("reconcile_delta", 0.0),
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}
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print(f"\n [{label}] k_drift={result['k_drift']:+.4f} "
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f"reconcile={result['reconcile_final']} delta={result['reconcile_delta']:.4f}")
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return result
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finally:
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try:
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kernel.venue.disconnect()
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except Exception:
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pass
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try:
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await client.close()
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except Exception:
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pass
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# ---------------------------------------------------------------------------
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# Round 1 — XRP-USDT LONG 4 XRP (≈$5 at $1.30, 5×)
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# ---------------------------------------------------------------------------
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def test_canary_round1_xrp_long():
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"""Round 1: XRPUSDT LONG 4 XRP ≈ $5 notional 5× leverage."""
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result = asyncio.run(
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_canary_round(
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label="R1-XRP-LONG",
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symbol="XRP-USDT",
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side="LONG",
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size=4.0,
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leverage=5,
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)
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)
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print(f"\n{'='*60}")
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print(f"CANARY ROUND 1 {result['symbol']} {result['side']}")
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print(f" entry_price ≈ {result['price']:.4f}")
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print(f" event_seq connect={result['seq_connect']} fill={result['seq_fill']}")
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print(f" k_capital final={result['k_capital_final']:.4f} "
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f"drift={result['k_drift']:+.4f} USDT")
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print(f" reconcile {result['reconcile_final']} "
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f"delta={result['reconcile_delta']:.4f}")
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print(f"{'='*60}")
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assert result["reconcile_final"] in {"OK", "WARN"}
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assert result["seq_fill"] > result["seq_connect"]
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# ---------------------------------------------------------------------------
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# Round 2 — ADA-USDT SHORT 140 ADA (≈$8 at $0.23, 4×)
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# ---------------------------------------------------------------------------
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def test_canary_round2_ada_short():
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"""Round 2: ADAUSDT SHORT 140 ADA ≈ $8 notional 4× leverage."""
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result = asyncio.run(
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_canary_round(
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label="R2-ADA-SHORT",
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symbol="ADA-USDT",
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side="SHORT",
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size=140.0,
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leverage=4,
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)
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)
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print(f"\n{'='*60}")
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print(f"CANARY ROUND 2 {result['symbol']} {result['side']}")
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print(f" entry_price ≈ {result['price']:.4f}")
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print(f" event_seq connect={result['seq_connect']} fill={result['seq_fill']}")
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print(f" k_capital final={result['k_capital_final']:.4f} "
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f"drift={result['k_drift']:+.4f} USDT")
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print(f" reconcile {result['reconcile_final']} "
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f"delta={result['reconcile_delta']:.4f}")
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print(f"{'='*60}")
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assert result["reconcile_final"] in {"OK", "WARN"}
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assert result["seq_fill"] > result["seq_connect"]
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