ftdt-quant-lab/tests/test_hlp_vault.py

"""
Tests for live/monitors/hlp_vault.py — HLP protocol-level market maker tracking.
"""
from unittest.mock import patch
from live.monitors.hlp_vault import HlpVaultMonitor

HLP_ADDRESS = "0xfefefefefefefefefefefefefefefefefefefefe"

def _mock_meta(): return {"universe": [
    {"name": "BTC", "szDecimals": 5},
    {"name": "ETH", "szDecimals": 6},
    {"name": "SOL", "szDecimals": 7},
]}

def _mock_asset_ctxs(): return [
    {"funding": "0.00001", "markPx": "64500", "oraclePx": "64480", "openInterest": "50000000"},
    {"funding": "0.000005", "markPx": "3200", "oraclePx": "3195", "openInterest": "30000000"},
    {"funding": "0.00002", "markPx": "140", "oraclePx": "139.5", "openInterest": "10000000"},
]

def _mock_clearinghouse(positions=None):
    aps = []
    if positions:
        for coin, (side, szi, entry_px, upnl) in positions.items():
            aps.append({"type": "oneWay", "position": {
                "coin": coin, "side": side, "szi": str(szi),
                "entryPx": str(entry_px), "unrealizedPnl": str(upnl),
            }})
    return {"assetPositions": aps, "withdrawable": "1000000"}


class TestHlpVaultMonitor:

    def test_initial_state_empty(self):
        monitor = HlpVaultMonitor(testnet=True)
        s = monitor.summary()
        assert s["assets_tracked"] == 0
        assert s["total_delta_usd"] == 0.0

    def test_update_populates_positions(self):
        monitor = HlpVaultMonitor(testnet=True)
        with patch.object(monitor, '_api_post') as m:
            m.side_effect = [
                [_mock_meta(), _mock_asset_ctxs()],   # metaAndAssetCtxs → list
                _mock_clearinghouse({"BTC": ("A", 10.5, 64000, 5250),
                                     "ETH": ("B", 50.0, 3100, -2500)}),  # clearinghouseState → dict
            ]
            monitor.update()
        assert monitor.position("BTC") < 0   # side=A = short
        assert monitor.position("ETH") > 0   # side=B = long
        assert monitor.summary()["assets_tracked"] >= 2

    def test_delta_exposure_usd(self):
        monitor = HlpVaultMonitor(testnet=True)
        with patch.object(monitor, '_api_post') as m:
            m.side_effect = [
                [_mock_meta(), _mock_asset_ctxs()],
                _mock_clearinghouse({"BTC": ("A", 10.0, 64000, 5000)}),
            ]
            monitor.update()
        delta = monitor.delta_exposure()
        assert "BTC" in delta
        assert abs(delta["BTC"]["notional_usd"]) > 600000

    def test_is_overextended(self):
        monitor = HlpVaultMonitor(testnet=True, overextended_threshold=5.0)
        with patch.object(monitor, '_api_post') as m:
            m.side_effect = [
                [_mock_meta(), _mock_asset_ctxs()],
                _mock_clearinghouse({"BTC": ("A", 100.0, 64000, 50000)}),
            ]
            monitor.update()
        assert monitor.is_overextended("BTC")

    def test_not_overextended_with_small_position(self):
        monitor = HlpVaultMonitor(testnet=True, overextended_threshold=5.0)
        with patch.object(monitor, '_api_post') as m:
            m.side_effect = [
                [_mock_meta(), _mock_asset_ctxs()],
                _mock_clearinghouse({"BTC": ("A", 1.0, 64000, 500)}),
            ]
            monitor.update()
        assert not monitor.is_overextended("BTC")

    def test_rebalancing_signal_long(self):
        monitor = HlpVaultMonitor(testnet=True, overextended_threshold=5.0)
        with patch.object(monitor, '_api_post') as m:
            m.side_effect = [
                [_mock_meta(), _mock_asset_ctxs()],
                _mock_clearinghouse({"BTC": ("A", 100.0, 64000, 50000)}),
            ]
            monitor.update()
        signal = monitor.rebalancing_signal("BTC")
        assert signal["overextended"]
        assert signal["signal"] in ("fade_short", "fade_long", "neutral")

    def test_rebalancing_signal_short(self):
        monitor = HlpVaultMonitor(testnet=True, overextended_threshold=5.0)
        with patch.object(monitor, '_api_post') as m:
            m.side_effect = [
                [_mock_meta(), _mock_asset_ctxs()],
                _mock_clearinghouse({"ETH": ("B", 2000.0, 3100, 50000)}),
            ]
            monitor.update()
        signal = monitor.rebalancing_signal("ETH")
        assert signal["overextended"]

    def test_toxicity_score_zero_with_no_data(self):
        monitor = HlpVaultMonitor(testnet=True)
        assert monitor.toxicity_score() == 0.0

    def test_toxicity_score_detects_losing_flow(self):
        monitor = HlpVaultMonitor(testnet=True)
        with patch.object(monitor, '_api_post') as m:
            m.side_effect = [
                [_mock_meta(), _mock_asset_ctxs()],
                _mock_clearinghouse({
                    "BTC": ("A", 10.0, 64000, -50000),
                    "ETH": ("A", 50.0, 3100, -25000),
                }),
            ]
            monitor.update()
        score = monitor.toxicity_score()
        assert score > 0

    def test_historical_tracking(self):
        monitor = HlpVaultMonitor(testnet=True)
        with patch.object(monitor, '_api_post') as m:
            m.side_effect = [
                [_mock_meta(), _mock_asset_ctxs()],
                _mock_clearinghouse({"BTC": ("A", 10.0, 64000, 0)}),
                [_mock_meta(), _mock_asset_ctxs()],
                _mock_clearinghouse({"BTC": ("A", 12.0, 64100, 1000)}),
            ]
            monitor.update()
            monitor.update()
        history = monitor.delta_history("BTC")
        assert len(history) == 2

    def test_summary_includes_all_fields(self):
        monitor = HlpVaultMonitor(testnet=True)
        with patch.object(monitor, '_api_post') as m:
            m.side_effect = [
                [_mock_meta(), _mock_asset_ctxs()],
                _mock_clearinghouse({"BTC": ("A", 10.0, 64000, 5000)}),
            ]
            monitor.update()
        s = monitor.summary()
        assert "assets_tracked" in s
        assert "total_delta_usd" in s
        assert "toxicity_score" in s
        assert "overextended_assets" in s
        assert "signals" in s