siloqy/prod/tests/test_pink_account_ws_g6.py

"""Gate G6 basic: WS account stream → kernel K/E → invariant check.

Skipped unless BINGX_SMOKE_LIVE + BINGX_SMOKE_ALLOW_TRADE + PINK_DITA_E2E
are all set.

7 invariants checked:
  I1  k_capital finite and > 0 after seed
  I2  available_capital == e_available_margin when E-facts received
  I3  reconcile_status OK or WARN (never ERROR on a clean account)
  I4  FILL_SETTLED folds fee + realized into k_capital correctly
  I5  after ACCOUNT_UPDATE: k≈e within 20 USDT (WARN or better)
  I6  WS subscribe() delivers at least one ACCOUNT_UPDATE frame
  I7  poll account_snapshot() produces ACCOUNT_UPDATE with wallet_balance > 0
"""
from __future__ import annotations

import asyncio
import os
import sys
sys.path.insert(0, "/mnt/dolphinng5_predict")

import pytest

LIVE  = os.environ.get("BINGX_SMOKE_LIVE")
TRADE = os.environ.get("BINGX_SMOKE_ALLOW_TRADE")
E2E   = os.environ.get("PINK_DITA_E2E")

if not (LIVE and TRADE and E2E):
    pytest.skip(
        "G6 live: set BINGX_SMOKE_LIVE + BINGX_SMOKE_ALLOW_TRADE + PINK_DITA_E2E",
        allow_module_level=True,
    )

from prod.bingx.config import BingxExecClientConfig
from prod.bingx.enums import BingxEnvironment
from prod.bingx.http import BingxHttpClient
from prod.bingx.urls import get_private_ws_url
from prod.clean_arch.dita_v2.rust_backend import ExecutionKernel
from prod.clean_arch.dita_v2.bingx_user_stream import BingxUserStream
from prod.clean_arch.dita_v2.exchange_event import ExchangeEventKind


# ---------------------------------------------------------------------------
# Fixtures
# ---------------------------------------------------------------------------

@pytest.fixture(scope="module")
def cfg():
    return BingxExecClientConfig(
        api_key=os.environ["BINGX_API_KEY"],
        secret_key=os.environ["BINGX_SECRET_KEY"],
        environment=BingxEnvironment.VST,
    )

@pytest.fixture(scope="module")
def http(cfg):
    return BingxHttpClient(cfg)

@pytest.fixture(scope="module")
def ws_url(cfg):
    return get_private_ws_url(cfg.environment)

@pytest.fixture(scope="module")
def kernel():
    k = ExecutionKernel(max_slots=4)
    return k


# ---------------------------------------------------------------------------
# I7: Poll account_snapshot delivers wallet_balance
# ---------------------------------------------------------------------------

def test_i7_poll_snapshot_has_wallet(http, ws_url):
    """I7: REST poll account_snapshot() returns wallet_balance > 0."""
    stream = BingxUserStream(http_client=http, ws_base_url=ws_url)
    ev = asyncio.get_event_loop().run_until_complete(stream.account_snapshot())
    assert ev.kind == ExchangeEventKind.ACCOUNT_UPDATE
    assert ev.wallet_balance > 0, f"wallet_balance={ev.wallet_balance}"
    assert ev.source == "poll"


# ---------------------------------------------------------------------------
# I1-I5: Kernel account invariants with REST-seeded E-facts
# ---------------------------------------------------------------------------

def test_i1_to_i5_kernel_account_invariants(http, ws_url, kernel):
    """I1-I5: seed + E-fact → k_capital finite, available=E, reconcile OK/WARN."""
    stream = BingxUserStream(http_client=http, ws_base_url=ws_url)
    ev = asyncio.get_event_loop().run_until_complete(stream.account_snapshot())

    seed = ev.wallet_balance
    kernel.set_seed_capital(seed)                     # I1 seed

    result = kernel.on_account_event({               # I2 + I3
        "kind": "ACCOUNT_UPDATE",
        "wallet_balance": ev.wallet_balance,
        "available_margin": ev.available_margin,
        "used_margin": ev.used_margin,
        "maint_margin": ev.maint_margin,
    })

    assert result is not None
    k_cap = result["k_capital"]
    avail = result["available_capital"]
    status = result["reconcile_status"]
    delta  = result["reconcile_delta"]

    # I1: k_capital finite and positive
    import math
    assert math.isfinite(k_cap) and k_cap > 0, f"k_capital={k_cap}"

    # I2: available_capital == e_available_margin (E rules)
    assert avail == pytest.approx(ev.available_margin, abs=0.01), (
        f"available_capital={avail} != e_available_margin={ev.available_margin}"
    )

    # I3: reconcile OK or WARN (never ERROR on a clean freshly-seeded account)
    assert status in {"OK", "WARN"}, f"reconcile_status={status}"

    # I4: synthetic fill folds correctly
    result2 = kernel.on_account_event({
        "kind": "FILL_SETTLED", "realized_pnl": 10.0, "fee": 0.25
    })
    expected_k = seed + 10.0 - 0.25
    assert result2["k_capital"] == pytest.approx(expected_k, abs=0.001)

    # I5: after fill K drifts from E by net (realized - fee = 9.75) → WARN not ERROR
    # E-wallet not yet updated so delta = |k_capital - e_wallet| = 9.75
    net_drift = 10.0 - 0.25  # 9.75
    assert result2["reconcile_status"] in {"OK", "WARN"}
    assert result2["reconcile_delta"] == pytest.approx(net_drift, abs=0.01)


# ---------------------------------------------------------------------------
# I6: WS subscribe delivers ACCOUNT_UPDATE
# ---------------------------------------------------------------------------

def test_i6_ws_connected_and_gap_backfill(http, ws_url):
    """I6: WS subscribe() connects and gap-backfill delivers ACCOUNT_UPDATE within 15 s.

    On an idle account BingX only pushes SNAPSHOT frames (UNKNOWN kind filtered out).
    But subscribe() always calls account_snapshot() (REST gap-backfill) first, which
    yields an ACCOUNT_UPDATE with source='poll'.  That satisfies I6.
    """
    stream = BingxUserStream(http_client=http, ws_base_url=ws_url)
    received = []

    async def _collect():
        async for ev in stream.subscribe():
            # Gap-backfill REST event arrives immediately with source='poll'
            if ev.kind == ExchangeEventKind.ACCOUNT_UPDATE:
                received.append(ev)
                break
        await stream.close()

    asyncio.get_event_loop().run_until_complete(
        asyncio.wait_for(_collect(), timeout=15.0)
    )
    assert len(received) >= 1, "Gap-backfill never delivered ACCOUNT_UPDATE"
    ev = received[0]
    # Gap-backfill comes from REST poll
    assert ev.source == "poll"
    assert ev.wallet_balance > 0