970c33cb8e
launch_dolphin_violet.py: own namespaces hard-set (CH dolphin_violet, HZ DOLPHIN_STATE_VIOLET/PNL, Zinc prefix violet, DOLPHIN-VIOLET-001); own credentials (BINGX_VIOLET_API_KEY/SECRET) — DARK idle with periodic WARNING until provisioned; CH preflight SELECT-probes the required tables and NEVER creates (DDL-before-code); kernel snapshot path repointed away from PINK's fixed /tmp/.pink_kernel_state.json; mainnet hard-disabled; observe loop never calls runtime.step(). ObserveOnlyVenue: submit/cancel raise ObserveOnlyViolation with full attribute delegation — the kernel's venue-submit-failure rollback converts a refusal into a synthetic REJECT (slot back to IDLE), proven against the real kernel. FeedDivergenceMonitor: per-asset scan-vs-venue divergence rows (bookTicker WS via prod/bingx/market_stream, REST fallback) with stale-mid suppression and plane seq propagation — the FET 0.2176-vs-0.1878 detector; runs even DARK (public data). Supervisord [program:dolphin_violet] autostart=false, no keys in conf by design. Violet package: 42 tests green + V0 gate. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
120 lines
3.7 KiB
Python
120 lines
3.7 KiB
Python
"""V1: FeedDivergenceMonitor — row shape vs DDL, sign, staleness, seqs."""
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from __future__ import annotations
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import re
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import sys
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from pathlib import Path
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from types import SimpleNamespace
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sys.path.insert(0, "/mnt/dolphinng5_predict")
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import pytest
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from prod.clean_arch.violet.clock import PlaneClock, mono_ns
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from prod.clean_arch.violet.divergence import (
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FeedDivergenceMonitor,
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from_bingx_symbol,
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to_bingx_symbol,
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)
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DDL_PATH = Path(
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"/mnt/dolphinng5_predict/prod/clickhouse/violet/20_violet_feed_divergence.sql"
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)
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def _mk(sink_rows, venue_budget_ns=2_000_000_000):
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return FeedDivergenceMonitor(
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sink=lambda table, row: sink_rows.append((table, row)),
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scan_clock=PlaneClock("scan", 12_000_000_000),
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venue_clock=PlaneClock("venue", venue_budget_ns),
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session_id="sess-test",
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)
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def _snapshot(assets, prices):
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return SimpleNamespace(scan_payload={"assets": assets, "asset_prices": prices})
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def test_symbol_mapping_round_trip():
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assert to_bingx_symbol("FETUSDT") == "FET-USDT"
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assert to_bingx_symbol("FET-USDT") == "FET-USDT" # idempotent
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assert from_bingx_symbol("FET-USDT") == "FETUSDT"
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def test_row_keys_exactly_match_ddl_columns():
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"""Parse the shipped DDL: emitted row keys must equal the column set."""
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ddl = DDL_PATH.read_text()
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cols = set(re.findall(r"`(\w+)`", ddl))
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rows = []
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m = _mk(rows)
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m.on_venue_tick("FET-USDT", 0.1877, 0.1879)
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m.on_scan(_snapshot(["FETUSDT"], [0.2176]))
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assert len(rows) == 1
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table, row = rows[0]
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assert table == "violet_feed_divergence"
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assert set(row.keys()) == cols, (set(row.keys()) ^ cols)
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def test_bps_sign_convention_venue_above_scan_positive():
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rows = []
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m = _mk(rows)
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m.on_venue_tick("BTC-USDT", 101.0, 101.0)
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m.on_scan(_snapshot(["BTCUSDT"], [100.0]))
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assert rows[0][1]["divergence_bps"] == pytest.approx(100.0) # +1% = +100bps
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rows.clear()
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m.on_venue_tick("BTC-USDT", 99.0, 99.0)
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m.on_scan(_snapshot(["BTCUSDT"], [100.0]))
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assert rows[0][1]["divergence_bps"] == pytest.approx(-100.0)
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def test_fet_incident_magnitude():
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"""The motivating case: scan 0.2176 vs venue ~0.1878 ⇒ ~ -1369 bps."""
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rows = []
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m = _mk(rows)
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m.on_venue_tick("FET-USDT", 0.1877, 0.1879)
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m.on_scan(_snapshot(["FETUSDT"], [0.2176]))
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bps = rows[0][1]["divergence_bps"]
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assert bps == pytest.approx((0.1878 - 0.2176) / 0.2176 * 1e4, rel=1e-6)
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assert bps < -1300
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def test_stale_venue_mid_suppressed():
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rows = []
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m = _mk(rows, venue_budget_ns=1) # everything is stale
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m.on_venue_tick("BTC-USDT", 100.0, 100.0)
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import time
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time.sleep(0.001)
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m.on_scan(_snapshot(["BTCUSDT"], [100.0]))
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assert rows == [] # no phantom divergence
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def test_seq_propagation_and_no_mid_no_row():
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rows = []
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m = _mk(rows)
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m.on_venue_tick("BTC-USDT", 100.0, 100.0)
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m.on_venue_tick("BTC-USDT", 100.2, 100.2) # venue_seq advances to 2
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m.on_scan(_snapshot(["BTCUSDT", "ETHUSDT"], [100.0, 2000.0]))
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assert len(rows) == 1 # ETH has no venue mid
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row = rows[0][1]
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assert row["venue_seq"] == 2
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assert row["scan_seq"] == 1
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m.on_scan(_snapshot(["BTCUSDT"], [100.1]))
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assert rows[-1][1]["scan_seq"] == 2
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def test_garbage_inputs_ignored():
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rows = []
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m = _mk(rows)
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m.on_venue_tick("BTC-USDT", 0.0, -1.0) # invalid quotes ignored
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m.on_venue_tick("BTC-USDT", "x", None) # type garbage ignored
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m.on_scan(_snapshot(["BTCUSDT"], ["nan-ish", 0.0]))
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m.on_scan(SimpleNamespace(scan_payload=None))
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m.on_scan(SimpleNamespace()) # no payload attr at all
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assert rows == []
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if __name__ == "__main__":
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raise SystemExit(pytest.main([__file__, "-v"]))
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