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https://github.com/discountry/ritmex-bot.git
synced 2026-09-11 09:18:08 +00:00
Enhance environment variable parsing and account snapshot validation
- Introduced `normalizeEnvValue` function to improve handling of environment variable values, including trimming, unquoting, and stripping inline comments. - Updated `resolveSymbolFromEnv` and parsing functions to utilize the new normalization logic. - Added `validateAccountSnapshotForSymbol` function to validate account snapshots, ensuring numeric fields are correctly formatted and flagging any issues. - Implemented tests for environment variable parsing and account snapshot validation to ensure robustness and correctness.
This commit is contained in:
@@ -0,0 +1,87 @@
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import { describe, expect, it } from "vitest";
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import type { AsterAccountSnapshot } from "../src/exchanges/types";
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import { validateAccountSnapshotForSymbol } from "../src/utils/strategy";
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function baseSnapshot(positions: AsterAccountSnapshot["positions"]): AsterAccountSnapshot {
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return {
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canTrade: true,
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canDeposit: true,
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canWithdraw: true,
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updateTime: Date.now(),
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totalWalletBalance: "0",
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totalUnrealizedProfit: "0",
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positions,
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assets: [],
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marketType: "perp",
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};
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}
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describe("validateAccountSnapshotForSymbol", () => {
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it("accepts empty positions", () => {
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const result = validateAccountSnapshotForSymbol(baseSnapshot([]), "BTC-USD");
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expect(result.ok).toBe(true);
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});
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it("accepts zero-sized positions even if entry price is zero", () => {
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const result = validateAccountSnapshotForSymbol(
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baseSnapshot([
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{
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symbol: "BTC-USD",
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positionAmt: "0",
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entryPrice: "0",
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unrealizedProfit: "0",
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positionSide: "BOTH",
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updateTime: Date.now(),
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markPrice: "0",
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},
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]),
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"BTC-USD"
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);
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expect(result.ok).toBe(true);
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});
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it("flags invalid numeric fields for non-zero positions", () => {
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const result = validateAccountSnapshotForSymbol(
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baseSnapshot([
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{
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symbol: "BTC-USD",
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positionAmt: "1",
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entryPrice: "NaN",
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unrealizedProfit: "oops",
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positionSide: "BOTH",
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updateTime: Date.now(),
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markPrice: "-1",
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},
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]),
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"BTC-USD"
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);
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expect(result.ok).toBe(false);
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if (!result.ok) {
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expect(result.issues).toEqual(
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expect.arrayContaining(["invalid_entryPrice", "invalid_unrealizedProfit", "invalid_markPrice"])
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);
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}
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});
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it("flags invalid positionAmt", () => {
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const result = validateAccountSnapshotForSymbol(
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baseSnapshot([
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{
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symbol: "BTC-USD",
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positionAmt: "abc",
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entryPrice: "100",
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unrealizedProfit: "0",
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positionSide: "BOTH",
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updateTime: Date.now(),
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markPrice: "101",
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},
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]),
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"BTC-USD"
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);
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expect(result.ok).toBe(false);
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if (!result.ok) {
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expect(result.issues).toContain("invalid_positionAmt");
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}
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});
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});
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@@ -0,0 +1,45 @@
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import { afterEach, beforeEach, describe, expect, it, vi } from "vitest";
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const ORIGINAL_ENV = { ...process.env };
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beforeEach(() => {
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process.env = { ...ORIGINAL_ENV };
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});
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afterEach(() => {
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process.env = { ...ORIGINAL_ENV };
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});
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async function loadConfig() {
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vi.resetModules();
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return await import("../src/config");
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}
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describe("config env parsing", () => {
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it("strips shell-style inline comments from symbol values", async () => {
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process.env.EXCHANGE = "standx";
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process.env.STANDX_SYMBOL = "BTC-USD # comment";
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const { resolveSymbolFromEnv } = await loadConfig();
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expect(resolveSymbolFromEnv()).toBe("BTC-USD");
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});
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it("parses numeric maker-points env values with inline comments", async () => {
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process.env.EXCHANGE = "standx";
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process.env.MAKER_POINTS_STOP_LOSS_USD = "1 # comment";
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process.env.MAKER_POINTS_CLOSE_THRESHOLD = "2 ; comment";
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const { makerPointsConfig } = await loadConfig();
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expect(makerPointsConfig.stopLossUsd).toBe(1);
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expect(makerPointsConfig.closeThreshold).toBe(2);
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});
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it("parses boolean maker-points env values with inline comments", async () => {
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process.env.EXCHANGE = "standx";
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process.env.MAKER_POINTS_BAND_10_30 = "false # comment";
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const { makerPointsConfig } = await loadConfig();
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expect(makerPointsConfig.enableBand10To30).toBe(false);
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});
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});
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@@ -0,0 +1,165 @@
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import { afterEach, describe, expect, it, vi } from "vitest";
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import type { ExchangeAdapter } from "../src/exchanges/adapter";
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import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
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import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
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class StubAdapter implements ExchangeAdapter {
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id = "standx";
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cancelAllCount = 0;
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openOrders: AsterOrder[] | Error = [];
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accountSnapshot: AsterAccountSnapshot | null = null;
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supportsTrailingStops(): boolean {
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return false;
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}
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watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
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watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
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watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
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watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
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watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
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async createOrder(): Promise<AsterOrder> {
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throw new Error("not implemented");
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}
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async cancelOrder(): Promise<void> {}
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async cancelOrders(): Promise<void> {}
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async cancelAllOrders(): Promise<void> {
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this.cancelAllCount += 1;
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this.openOrders = [];
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}
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async queryOpenOrders(): Promise<AsterOrder[]> {
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if (this.openOrders instanceof Error) throw this.openOrders;
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return this.openOrders;
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}
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async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
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return this.accountSnapshot;
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}
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}
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afterEach(() => {
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vi.useRealTimers();
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});
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describe("MakerPointsEngine defense-mode REST polling", () => {
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it("keeps trying to fetch open orders and cancel all when open orders exist", async () => {
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vi.useFakeTimers();
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const adapter = new StubAdapter();
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adapter.openOrders = [
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{
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orderId: "1",
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clientOrderId: "c1",
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symbol: "BTC-USD",
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side: "BUY",
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type: "LIMIT",
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status: "NEW",
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price: "100",
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origQty: "1",
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executedQty: "0",
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time: Date.now(),
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updateTime: Date.now(),
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reduceOnly: "false",
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closePosition: "false",
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},
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];
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const engine = new MakerPointsEngine(
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{
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symbol: "BTC-USD",
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perOrderAmount: 0.01,
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closeThreshold: 0,
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stopLossUsd: 1,
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refreshIntervalMs: 500,
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maxLogEntries: 10,
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maxCloseSlippagePct: 0.05,
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priceTick: 0.1,
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qtyStep: 0.001,
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enableBand0To10: true,
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enableBand10To30: false,
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enableBand30To100: false,
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band0To10Amount: 0.01,
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band10To30Amount: 0.01,
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band30To100Amount: 0.01,
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minRepriceBps: 3,
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enableBinanceDepthCancel: false,
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filterMinDepth: 0,
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},
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adapter
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);
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(engine as any).enterDefenseMode({
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standxDepthStale: true,
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binanceStale: false,
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standxAccountStale: false,
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accountInvalid: false,
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standxRestUnhealthy: false,
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standxRestConsecutiveErrors: 0,
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standxRestLastError: null,
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standxDepthAge: 6000,
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binanceAge: 0,
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standxAccountAge: 0,
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accountIssues: [],
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});
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await vi.waitFor(() => {
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expect(adapter.cancelAllCount).toBeGreaterThanOrEqual(1);
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});
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engine.stop();
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});
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it("attempts cancel-all even if open-order query fails", async () => {
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vi.useFakeTimers();
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const adapter = new StubAdapter();
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adapter.openOrders = new Error("boom");
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const engine = new MakerPointsEngine(
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{
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symbol: "BTC-USD",
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perOrderAmount: 0.01,
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closeThreshold: 0,
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stopLossUsd: 1,
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refreshIntervalMs: 500,
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maxLogEntries: 10,
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maxCloseSlippagePct: 0.05,
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priceTick: 0.1,
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qtyStep: 0.001,
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enableBand0To10: true,
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enableBand10To30: false,
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enableBand30To100: false,
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band0To10Amount: 0.01,
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band10To30Amount: 0.01,
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band30To100Amount: 0.01,
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minRepriceBps: 3,
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enableBinanceDepthCancel: false,
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filterMinDepth: 0,
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},
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adapter
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);
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(engine as any).enterDefenseMode({
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standxDepthStale: true,
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binanceStale: false,
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standxAccountStale: false,
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accountInvalid: false,
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standxRestUnhealthy: false,
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standxRestConsecutiveErrors: 0,
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standxRestLastError: null,
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standxDepthAge: 6000,
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binanceAge: 0,
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standxAccountAge: 0,
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accountIssues: [],
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});
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await vi.waitFor(() => {
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expect(adapter.cancelAllCount).toBeGreaterThanOrEqual(1);
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});
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engine.stop();
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});
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});
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@@ -0,0 +1,39 @@
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import { describe, expect, it } from "vitest";
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import { computeStopLossPnl } from "../src/utils/pnl";
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describe("computeStopLossPnl", () => {
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it("falls back to exchange-provided unrealized PnL when entryPrice is missing", () => {
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const pnl = computeStopLossPnl(
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{ positionAmt: 1, entryPrice: 0, unrealizedProfit: -2000, markPrice: null },
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40000,
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40010
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);
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expect(pnl).toBe(-2000);
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});
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it("uses best bid/ask when entryPrice is available", () => {
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const longPnl = computeStopLossPnl(
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{ positionAmt: 1, entryPrice: 100, unrealizedProfit: -5, markPrice: null },
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90,
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91
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);
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expect(longPnl).toBe(-10);
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const shortPnl = computeStopLossPnl(
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{ positionAmt: -2, entryPrice: 100, unrealizedProfit: -5, markPrice: null },
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95,
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105
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);
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expect(shortPnl).toBe(-10);
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});
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it("falls back to exchange-provided unrealized PnL when best prices are unavailable", () => {
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const pnl = computeStopLossPnl(
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{ positionAmt: 1, entryPrice: 100, unrealizedProfit: -123, markPrice: null },
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null,
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null
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);
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expect(pnl).toBe(-123);
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});
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});
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@@ -0,0 +1,55 @@
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import { afterEach, describe, expect, it, vi } from "vitest";
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import { StandxGateway } from "../src/exchanges/standx/gateway";
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const ORIGINAL_FETCH = globalThis.fetch;
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afterEach(() => {
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globalThis.fetch = ORIGINAL_FETCH;
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vi.restoreAllMocks();
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});
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describe("StandxGateway REST health", () => {
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it("emits unhealthy after 3 consecutive REST failures, then healthy after a success", async () => {
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const gateway = new StandxGateway({
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token: "test-token",
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symbol: "BTC-USD",
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baseUrl: "https://example.com",
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wsUrl: "wss://example.com/ws",
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logger: () => {},
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});
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const events: Array<{ state: string; consecutiveErrors: number }> = [];
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gateway.onRestHealthEvent((state, info) => {
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events.push({ state, consecutiveErrors: info.consecutiveErrors });
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});
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globalThis.fetch = vi.fn(async () => {
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return {
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ok: false,
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status: 500,
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text: async () => "server error",
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} as any;
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}) as any;
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await expect(gateway.queryOpenOrders("BTC-USD")).rejects.toThrow();
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await expect(gateway.queryOpenOrders("BTC-USD")).rejects.toThrow();
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await expect(gateway.queryOpenOrders("BTC-USD")).rejects.toThrow();
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expect(events).toEqual([{ state: "unhealthy", consecutiveErrors: 3 }]);
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globalThis.fetch = vi.fn(async () => {
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return {
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ok: true,
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status: 200,
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text: async () => "[]",
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} as any;
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}) as any;
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await expect(gateway.queryOpenOrders("BTC-USD")).resolves.toEqual([]);
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expect(events).toEqual([
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{ state: "unhealthy", consecutiveErrors: 3 },
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{ state: "healthy", consecutiveErrors: 0 },
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]);
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});
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});
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