mirror of
https://github.com/discountry/ritmex-bot.git
synced 2026-09-09 08:18:07 +00:00
- Updated `emitAccountSnapshot` method in `StandxGateway` to accept an optional `updateTime` parameter, allowing for more accurate timestamping. - Introduced logic to determine the appropriate `updateTime` based on the latest position or balance data. - Added `time` property to `StandxPosition` interface for improved timestamp management. - Implemented `applyAccountSnapshot` method in `MakerPointsEngine` to streamline account snapshot processing and ensure accurate time tracking. - Added tests to validate the behavior of account staleness checks and defense mode activation based on account data freshness.
132 lines
4.0 KiB
TypeScript
132 lines
4.0 KiB
TypeScript
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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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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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 account staleness", () => {
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it("does not enter defense mode for ~21s StandX account gap (REST probe succeeds)", async () => {
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vi.useFakeTimers();
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vi.setSystemTime(new Date("2026-01-24T15:20:00.000Z"));
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const adapter = new StubAdapter();
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adapter.accountSnapshot = {
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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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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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const now = Date.now();
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(engine as any).lastStandxDepthTime = now;
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(engine as any).lastBinanceDepthTime = now;
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(engine as any).lastStandxAccountTime = now - 21_000;
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(engine as any).checkDataStaleAndDefense();
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expect((engine as any).defenseMode).toBe(false);
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await vi.runAllTimersAsync();
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engine.stop();
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});
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it("enters defense mode if StandX account REST probe fails", async () => {
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vi.useFakeTimers();
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vi.setSystemTime(new Date("2026-01-24T15:20:00.000Z"));
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const adapter = new StubAdapter();
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adapter.accountSnapshot = null;
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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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const now = Date.now();
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(engine as any).lastStandxDepthTime = now;
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(engine as any).lastBinanceDepthTime = now;
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(engine as any).lastStandxAccountTime = now - 121_000;
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(engine as any).checkDataStaleAndDefense();
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expect((engine as any).defenseMode).toBe(false);
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await vi.runAllTimersAsync();
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vi.advanceTimersByTime(1000);
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(engine as any).checkDataStaleAndDefense();
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expect((engine as any).defenseMode).toBe(true);
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engine.stop();
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});
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});
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