siloqy/prod/tests/test_pink_limit_live.py

#!/usr/bin/env python3
"""L3 — live VST validation of the LIMIT execution path.

The policy is MARKET-only (execution-infra scope), so LIMIT is validated by
injecting a LIMIT KernelIntent into the live kernel. This places a *non-marketable*
resting SHORT LIMIT (5% above market, so it will not fill), confirms the exchange
holds it as an open LIMIT order (i.e. the L2 wiring actually placed a LIMIT, not a
MARKET that would have filled), then cancels it and confirms the account is flat
with no dangling orders.

The LIMIT fill -> async-fill-pump -> settle/persist path is deterministically
covered offline (test_pink_async_fill_pump.py); live we validate placement +
resting + cancel against the real venue.

Gates: BINGX_SMOKE_LIVE, BINGX_SMOKE_ALLOW_TRADE, PINK_DITA_E2E, PINK_RUNTHROUGH.
Run on a FLAT account, from repo root with PYTHONPATH=/mnt/dolphinng5_predict.
"""

from __future__ import annotations

import asyncio
import os
from datetime import datetime, timezone

import pytest

for _gate in ("BINGX_SMOKE_LIVE", "BINGX_SMOKE_ALLOW_TRADE", "PINK_DITA_E2E", "PINK_RUNTHROUGH"):
    if not os.environ.get(_gate):
        pytest.skip(f"{_gate} not set", allow_module_level=True)

from prod.tests.test_pink_bingx_dita_live_e2e import (  # noqa: E402
    _build_config, _pick_sym, _snap, _check_open_orders, _verify, _flatten,
)
from prod.bingx.http import BingxHttpClient  # noqa: E402
from prod.clean_arch.dita_v2.launcher import build_launcher_bundle  # noqa: E402
from prod.clean_arch.dita_v2.contracts import (  # noqa: E402
    KernelCommandType, KernelIntent, TradeSide, TradeStage,
)


def _intent(action, *, asset, price, size, order_type="MARKET", limit_price=0.0, reason="LIMIT_TEST"):
    return KernelIntent(
        timestamp=datetime.now(timezone.utc), intent_id=f"{reason}-{int(datetime.now().timestamp()*1000)}",
        trade_id=f"{reason}-T", slot_id=0, asset=asset, side=TradeSide.SHORT, action=action,
        reference_price=price, target_size=size, leverage=1.0, exit_leg_ratios=(1.0,),
        reason=reason, order_type=order_type, limit_price=limit_price,
    )


async def _run() -> dict:
    bundle = build_launcher_bundle(venue_mode="BINGX", max_slots=1, bingx_config=_build_config())
    k = bundle.kernel
    k.account.snapshot.capital = 25_000.0
    k.account.snapshot.peak_capital = 25_000.0
    k.account.snapshot.equity = 25_000.0
    client = BingxHttpClient(_build_config())

    sym = await _pick_sym(k, client)
    snap, vsym = await _snap(client, sym)
    p = float(snap.price)
    assert p > 0, f"no live price for {sym}"
    k.venue.connect()
    try:
        assert k.slot(0).is_free(), f"slot not free (state={k.slot(0).fsm_state}); flatten the account first"

        # Non-marketable resting SHORT LIMIT: sell 5% above market -> will not fill.
        # Size to clear the exchange minimum order amount (~$25 notional);
        # _format_quantity only quantizes to step, it does NOT floor to the min.
        limit_px = round(p * 1.05, 6)
        size = round(25.0 / p, 3)
        out = k.process_intent(_intent(
            KernelCommandType.ENTER, asset=sym, price=limit_px, size=size,
            order_type="LIMIT", limit_price=limit_px,
        ))
        assert out.accepted, f"LIMIT entry rejected: {out.diagnostic_code} {out.details}"
        await asyncio.sleep(1.5)
        slot = k.slot(0)
        # A real resting LIMIT must NOT fill synchronously (a MARKET would have).
        assert slot.fsm_state == TradeStage.ENTRY_WORKING, f"expected ENTRY_WORKING, got {slot.fsm_state}"
        assert abs(slot.size) < 1e-9, f"resting LIMIT should not be filled, size={slot.size}"

        # Exchange truth: a resting LIMIT order exists for the symbol.
        oos = await _check_open_orders(client, vsym)
        types = [str(o.get("type", "")).upper() for o in oos]
        assert oos, "no open order on the exchange — LIMIT was not placed (or filled as MARKET)"
        assert any(t == "LIMIT" for t in types), f"open order is not a LIMIT: {types}"

        # Cancel the working LIMIT -> back to IDLE, account flat, no dangling order.
        k.process_intent(_intent(KernelCommandType.CANCEL, asset=sym, price=limit_px, size=0.001, reason="LIMIT_CANCEL"))
        await asyncio.sleep(1.5)
        assert k.slot(0).is_free(), f"slot not free after cancel: {k.slot(0).fsm_state}"
        result = {"symbol": sym, "limit_px": limit_px, "open_order_types": types}
    finally:
        # Safety net: cancel/flatten anything left.
        try:
            if not k.slot(0).is_free():
                _flatten(k, sym, p, "limit-post")
        except Exception:
            pass
        try:
            k.venue.disconnect()
        except Exception:
            pass

    vr = await _verify(client, vsym)
    assert vr.positions_flat, f"exchange not flat after cancel: {vr.error}"
    return result


def test_pink_limit_order_rests_and_cancels() -> None:
    result = asyncio.run(_run())
    print(f"[PINK limit live] {result}")