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.
2026-09-11 17:28:08 +00:00 · 2026-01-24 22:46:14 +08:00
parent fe7b8eb6f3
commit a629bc940c
14 changed files with 738 additions and 46 deletions
@@ -0,0 +1,165 @@
+import { afterEach, describe, expect, it, vi } from "vitest";
+import type { ExchangeAdapter } from "../src/exchanges/adapter";
+import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
+import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
+
+class StubAdapter implements ExchangeAdapter {
+  id = "standx";
+  cancelAllCount = 0;
+  openOrders: AsterOrder[] | Error = [];
+  accountSnapshot: AsterAccountSnapshot | null = null;
+
+  supportsTrailingStops(): boolean {
+    return false;
+  }
+
+  watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
+  watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
+  watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
+  watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
+  watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
+
+  async createOrder(): Promise<AsterOrder> {
+    throw new Error("not implemented");
+  }
+
+  async cancelOrder(): Promise<void> {}
+  async cancelOrders(): Promise<void> {}
+
+  async cancelAllOrders(): Promise<void> {
+    this.cancelAllCount += 1;
+    this.openOrders = [];
+  }
+
+  async queryOpenOrders(): Promise<AsterOrder[]> {
+    if (this.openOrders instanceof Error) throw this.openOrders;
+    return this.openOrders;
+  }
+
+  async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
+    return this.accountSnapshot;
+  }
+}
+
+afterEach(() => {
+  vi.useRealTimers();
+});
+
+describe("MakerPointsEngine defense-mode REST polling", () => {
+  it("keeps trying to fetch open orders and cancel all when open orders exist", async () => {
+    vi.useFakeTimers();
+    const adapter = new StubAdapter();
+    adapter.openOrders = [
+      {
+        orderId: "1",
+        clientOrderId: "c1",
+        symbol: "BTC-USD",
+        side: "BUY",
+        type: "LIMIT",
+        status: "NEW",
+        price: "100",
+        origQty: "1",
+        executedQty: "0",
+        time: Date.now(),
+        updateTime: Date.now(),
+        reduceOnly: "false",
+        closePosition: "false",
+      },
+    ];
+
+    const engine = new MakerPointsEngine(
+      {
+        symbol: "BTC-USD",
+        perOrderAmount: 0.01,
+        closeThreshold: 0,
+        stopLossUsd: 1,
+        refreshIntervalMs: 500,
+        maxLogEntries: 10,
+        maxCloseSlippagePct: 0.05,
+        priceTick: 0.1,
+        qtyStep: 0.001,
+        enableBand0To10: true,
+        enableBand10To30: false,
+        enableBand30To100: false,
+        band0To10Amount: 0.01,
+        band10To30Amount: 0.01,
+        band30To100Amount: 0.01,
+        minRepriceBps: 3,
+        enableBinanceDepthCancel: false,
+        filterMinDepth: 0,
+      },
+      adapter
+    );
+
+    (engine as any).enterDefenseMode({
+      standxDepthStale: true,
+      binanceStale: false,
+      standxAccountStale: false,
+      accountInvalid: false,
+      standxRestUnhealthy: false,
+      standxRestConsecutiveErrors: 0,
+      standxRestLastError: null,
+      standxDepthAge: 6000,
+      binanceAge: 0,
+      standxAccountAge: 0,
+      accountIssues: [],
+    });
+
+    await vi.waitFor(() => {
+      expect(adapter.cancelAllCount).toBeGreaterThanOrEqual(1);
+    });
+
+    engine.stop();
+  });
+
+  it("attempts cancel-all even if open-order query fails", async () => {
+    vi.useFakeTimers();
+    const adapter = new StubAdapter();
+    adapter.openOrders = new Error("boom");
+
+    const engine = new MakerPointsEngine(
+      {
+        symbol: "BTC-USD",
+        perOrderAmount: 0.01,
+        closeThreshold: 0,
+        stopLossUsd: 1,
+        refreshIntervalMs: 500,
+        maxLogEntries: 10,
+        maxCloseSlippagePct: 0.05,
+        priceTick: 0.1,
+        qtyStep: 0.001,
+        enableBand0To10: true,
+        enableBand10To30: false,
+        enableBand30To100: false,
+        band0To10Amount: 0.01,
+        band10To30Amount: 0.01,
+        band30To100Amount: 0.01,
+        minRepriceBps: 3,
+        enableBinanceDepthCancel: false,
+        filterMinDepth: 0,
+      },
+      adapter
+    );
+
+    (engine as any).enterDefenseMode({
+      standxDepthStale: true,
+      binanceStale: false,
+      standxAccountStale: false,
+      accountInvalid: false,
+      standxRestUnhealthy: false,
+      standxRestConsecutiveErrors: 0,
+      standxRestLastError: null,
+      standxDepthAge: 6000,
+      binanceAge: 0,
+      standxAccountAge: 0,
+      accountIssues: [],
+    });
+
+    await vi.waitFor(() => {
+      expect(adapter.cancelAllCount).toBeGreaterThanOrEqual(1);
+    });
+
+    engine.stop();
+  });
+});
+