okx-codex-trader/tests/test_eth_nextgen_micro_executor.py

import importlib.util
import sys
from pathlib import Path

import pytest

from okx_codex_trader.models import OrderResult
from okx_codex_trader.live_execution import TargetPosition


def load_executor():
    path = Path(__file__).resolve().parents[1] / "scripts" / "run_eth_nextgen_micro_executor.py"
    spec = importlib.util.spec_from_file_location("run_eth_nextgen_micro_executor", path)
    assert spec is not None
    module = importlib.util.module_from_spec(spec)
    assert spec.loader is not None
    sys.modules[spec.name] = module
    spec.loader.exec_module(module)
    return module


executor = load_executor()


def payload_with_nextgen_long():
    return {
        "decision": {"active_engine": "nextgen", "selected_signal": "long"},
        "execution_intent": {"entry_signal": "long", "entry_unit": 0.5, "target_position_known": False, "target_position": None},
        "nextgen": {
            "data": {"decision_candle_ts": 1000},
            "legs": [
                {"leg_id": "a", "suggested_weight": 0.5, "signal": True, "exit_signal": False},
                {"leg_id": "b", "suggested_weight": 0.5, "signal": False, "exit_signal": False},
            ],
        },
    }


def test_executor_snapshot_does_not_render_orders_when_current_position_is_unknown(monkeypatch, tmp_path):
    monkeypatch.setattr(executor.eth_nextgen_micro, "build_payload", payload_with_nextgen_long)
    monkeypatch.setattr(
        executor,
        "account_current_position",
        lambda _: (TargetPosition(side="flat", unit=0.0, known=False, reason="no credentials"), {"account_error": "no credentials"}),
    )

    snapshot = executor.build_snapshot(state_dir=tmp_path, margin_per_unit_usdt=1000.0, max_new_margin_usdt=500.0, max_total_margin_usdt=1000.0)

    assert snapshot["orders_submitted"] == 0
    assert snapshot["target_position"]["known"] is True
    assert snapshot["target_position"]["unit"] == 0.5
    assert snapshot["current_position"]["known"] is False
    assert snapshot["rendered_orders"] == []


def test_executor_snapshot_renders_order_body_when_positions_are_known(monkeypatch, tmp_path):
    monkeypatch.setattr(executor.eth_nextgen_micro, "build_payload", payload_with_nextgen_long)
    monkeypatch.setattr(
        executor,
        "account_current_position",
        lambda _: (
            TargetPosition(side="flat", unit=0.0, known=True, reason="flat"),
            {"mark_price": 3000.0, "instrument_meta": {"ct_val": 0.1, "lot_sz": 1.0, "min_sz": 1.0}},
        ),
    )

    snapshot = executor.build_snapshot(state_dir=tmp_path, margin_per_unit_usdt=1000.0, max_new_margin_usdt=500.0, max_total_margin_usdt=1000.0)

    assert snapshot["orders_submitted"] == 0
    assert snapshot["rendered_orders"] == [
        {
            "action": "open",
            "margin_usdt": 500.0,
            "body": {
                "instId": "ETH-USDT-SWAP",
                "tdMode": "isolated",
                "side": "buy",
                "posSide": "long",
                "ordType": "market",
                "sz": "5",
                "clOrdId": "ethnm-1000-1-open",
            },
        }
    ]


def test_executor_uses_executor_state_file(monkeypatch, tmp_path):
    monkeypatch.setattr(executor.eth_nextgen_micro, "build_payload", payload_with_nextgen_long)
    monkeypatch.setattr(
        executor,
        "account_current_position",
        lambda _: (
            TargetPosition(side="flat", unit=0.0, known=True, reason="flat"),
            {"mark_price": 3000.0, "instrument_meta": {"ct_val": 0.1, "lot_sz": 1.0, "min_sz": 1.0}},
        ),
    )
    (tmp_path / "runtime-state.json").write_text('{"last_candle_ts":1000,"micro_side":null,"nextgen_active_legs":[]}\n', encoding="utf-8")

    snapshot = executor.build_snapshot(state_dir=tmp_path, margin_per_unit_usdt=1000.0, max_new_margin_usdt=500.0, max_total_margin_usdt=1000.0)

    assert snapshot["target_position"]["unit"] == 0.5


class FakeClient:
    def __init__(self, *, fail_submit=False, positions=None):
        self.fail_submit = fail_submit
        self.positions = positions or []
        self.submitted = []
        self.leverage = []

    def get_positions(self, symbol):
        return self.positions

    def get_instrument_meta(self, symbol):
        from okx_codex_trader.models import InstrumentMeta

        return InstrumentMeta(ct_val=0.1, lot_sz=1.0, min_sz=1.0)

    def get_last_price(self, symbol):
        return 3000.0

    def ensure_hedge_mode(self):
        return None

    def set_leverage(self, *, symbol, leverage, pos_side):
        self.leverage.append((symbol, leverage, pos_side))

    def submit_market_order_body(self, body):
        if self.fail_submit:
            raise ValueError("submit failed")
        self.submitted.append(body)
        return OrderResult(
            status="placed",
            order_id="1",
            symbol=body["instId"],
            side=body["side"],
            pos_side=body["posSide"],
            order_type=body["ordType"],
            size=float(body["sz"]),
        )


def test_live_submit_requires_both_flags(monkeypatch, tmp_path):
    monkeypatch.setenv("ETH_NEXTGEN_MARGIN_PER_UNIT_USDT", "100")
    monkeypatch.setenv("ETH_NEXTGEN_MAX_NEW_MARGIN_USDT", "100")
    monkeypatch.setenv("ETH_NEXTGEN_MAX_TOTAL_MARGIN_USDT", "200")
    monkeypatch.setattr(sys, "argv", ["executor", "--state-dir", str(tmp_path), "--submit-live"])

    with pytest.raises(ValueError, match="must be used together"):
        executor.main()


def test_dry_run_does_not_write_runtime_state(monkeypatch, tmp_path):
    monkeypatch.setattr(executor.eth_nextgen_micro, "build_payload", payload_with_nextgen_long)
    monkeypatch.setattr(
        executor,
        "account_current_position",
        lambda _: (
            TargetPosition(side="flat", unit=0.0, known=True, reason="flat"),
            {"mark_price": 3000.0, "instrument_meta": {"ct_val": 0.1, "lot_sz": 1.0, "min_sz": 1.0}},
        ),
    )

    executor.build_snapshot(state_dir=tmp_path, margin_per_unit_usdt=1000.0, max_new_margin_usdt=500.0, max_total_margin_usdt=1000.0)

    assert not (tmp_path / executor.EXECUTOR_STATE_FILENAME).exists()


def test_live_noop_writes_state_and_submits_zero_orders(monkeypatch, tmp_path):
    from okx_codex_trader.models import Position

    client = FakeClient(positions=[Position(symbol="ETH-USDT-SWAP", pos_side="long", size=1.0, avg_price=3000.0)])
    monkeypatch.setattr(executor.eth_nextgen_micro, "build_payload", payload_with_nextgen_long)
    monkeypatch.setattr(executor, "OkxClient", lambda _: client)
    monkeypatch.setattr(executor, "load_config", lambda: object())
    (tmp_path / executor.EXECUTOR_STATE_FILENAME).write_text(
        '{"last_candle_ts":1000,"micro_side":null,"nextgen_active_legs":["a"]}\n',
        encoding="utf-8",
    )

    snapshot = executor.execute_live_once(
        state_dir=tmp_path,
        margin_per_unit_usdt=200.0,
        max_new_margin_usdt=100.0,
        max_total_margin_usdt=200.0,
    )

    assert snapshot["orders_submitted"] == 0
    assert client.submitted == []
    assert (tmp_path / executor.EXECUTOR_STATE_FILENAME).exists()


def test_live_submit_calls_okx_and_writes_state_after_success(monkeypatch, tmp_path):
    client = FakeClient()
    monkeypatch.setattr(executor.eth_nextgen_micro, "build_payload", payload_with_nextgen_long)
    monkeypatch.setattr(executor, "OkxClient", lambda _: client)
    monkeypatch.setattr(executor, "load_config", lambda: object())

    snapshot = executor.execute_live_once(
        state_dir=tmp_path,
        margin_per_unit_usdt=200.0,
        max_new_margin_usdt=100.0,
        max_total_margin_usdt=200.0,
    )

    assert snapshot["orders_submitted"] == 1
    assert client.submitted[0]["clOrdId"] == "ethnm-1000-1-open"
    assert client.leverage == [("ETH-USDT-SWAP", 3, "long")]
    assert (tmp_path / executor.EXECUTOR_STATE_FILENAME).exists()
    assert (tmp_path / executor.EXECUTOR_EVENTS_FILENAME).exists()


def test_live_submit_failure_does_not_write_runtime_state(monkeypatch, tmp_path):
    client = FakeClient(fail_submit=True)
    monkeypatch.setattr(executor.eth_nextgen_micro, "build_payload", payload_with_nextgen_long)
    monkeypatch.setattr(executor, "OkxClient", lambda _: client)
    monkeypatch.setattr(executor, "load_config", lambda: object())

    with pytest.raises(ValueError, match="submit failed"):
        executor.execute_live_once(
            state_dir=tmp_path,
            margin_per_unit_usdt=200.0,
            max_new_margin_usdt=100.0,
            max_total_margin_usdt=200.0,
        )

    assert not (tmp_path / executor.EXECUTOR_STATE_FILENAME).exists()
    assert (tmp_path / executor.EXECUTOR_EVENTS_FILENAME).exists()


def test_live_unknown_position_does_not_write_runtime_state(monkeypatch, tmp_path):
    client = FakeClient()
    monkeypatch.setattr(executor.eth_nextgen_micro, "build_payload", payload_with_nextgen_long)
    monkeypatch.setattr(executor, "OkxClient", lambda _: client)
    monkeypatch.setattr(executor, "load_config", lambda: object())
    monkeypatch.setattr(
        executor,
        "account_current_position_with_client",
        lambda _client, _margin: (
            TargetPosition(side="flat", unit=0.0, known=False, reason="unknown"),
            {"account_error": "unknown"},
        ),
    )

    with pytest.raises(ValueError, match="must both be known"):
        executor.execute_live_once(
            state_dir=tmp_path,
            margin_per_unit_usdt=200.0,
            max_new_margin_usdt=100.0,
            max_total_margin_usdt=200.0,
        )

    assert not (tmp_path / executor.EXECUTOR_STATE_FILENAME).exists()
    assert (tmp_path / executor.EXECUTOR_EVENTS_FILENAME).exists()