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- AsterOrder → Order - AsterAccountSnapshot → AccountSnapshot - AsterAccountPosition → AccountPosition - AsterAccountAsset → AccountAsset - AsterDepthLevel → DepthLevel - AsterDepth → Depth - AsterTicker → Ticker - AsterKline → Kline These types are the platform-agnostic contract used by all 8 exchanges, not Aster-specific. Renamed across 63 files.
132 lines
3.9 KiB
TypeScript
132 lines
3.9 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 { AccountSnapshot, Depth, Kline, Order, Ticker } 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: AccountSnapshot | 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: AccountSnapshot) => void): void {}
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watchOrders(_cb: (orders: Order[]) => void): void {}
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watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {}
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watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
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watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
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async createOrder(): Promise<Order> {
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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<AccountSnapshot | 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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