Phase 4: orchestrator + cycles auto-execute
Componente runtime/ che cabla core+clients+state+safety in un engine autonomo notify-only: nessuna conferma manuale, ordini combo piazzati direttamente quando le regole passano. 311 test pass, copertura totale 94%, runtime/ 90%, mypy strict pulito, ruff clean. Moduli: - runtime/alert_manager.py: escalation tree LOW/MEDIUM/HIGH/CRITICAL → audit + Telegram + kill switch. - runtime/dependencies.py: build_runtime() costruisce RuntimeContext con tutti i client MCP, repository, audit log, kill switch, alert manager. - runtime/entry_cycle.py: flusso settimanale (snapshot parallelo spot/dvol/funding/macro/holdings/equity → validate_entry → compute_bias → options_chain → select_strikes → liquidity_gate → sizing_engine → combo_builder.build → place_combo_order → notify_position_opened). - runtime/monitor_cycle.py: loop 12h con dvol_history per il return_4h, exit_decision.evaluate, close auto-execute. - runtime/health_check.py: probe parallelo MCP + SQLite + environment match; 3 strikes consecutivi → kill switch HIGH. - runtime/recovery.py: riconciliazione SQLite vs broker all'avvio; mismatch → kill switch CRITICAL. - runtime/scheduler.py: AsyncIOScheduler builder con cron entry (lun 14:00), monitor (02/14), health (5min). - runtime/orchestrator.py: façade boot() + run_entry/monitor/health + install_scheduler + run_forever, con env check vs strategy. CLI: - start: avvia engine bloccante (asyncio.run + scheduler). - dry-run --cycle entry|monitor|health: esegue un singolo ciclo per debug/test in produzione. - stop: documenta lo shutdown via SIGTERM al container. Documentazione: - docs/06-operational-flow.md riscritto per il modello notify-only auto-execute (no conferma manuale, no memory, no brain-bridge). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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"""Integration tests for the weekly entry cycle.
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Every external service is mocked via ``pytest-httpx``. The cycle
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exercises the production code paths end-to-end: snapshot collection,
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entry validation, bias, strike selection, liquidity, sizing, combo
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order placement, and persistence.
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"""
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from __future__ import annotations
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from datetime import UTC, datetime, timedelta
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from decimal import Decimal
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from pathlib import Path
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from typing import Any
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from uuid import uuid4
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import pytest
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from pytest_httpx import HTTPXMock
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from cerbero_bite.config import StrategyConfig, golden_config
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from cerbero_bite.config.mcp_endpoints import load_endpoints
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from cerbero_bite.runtime import build_runtime
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from cerbero_bite.runtime.entry_cycle import run_entry_cycle
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from cerbero_bite.state import (
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PositionRecord,
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connect,
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transaction,
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)
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from cerbero_bite.state import connect as connect_state
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pytestmark = pytest.mark.httpx_mock(assert_all_responses_were_requested=False)
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# ---------------------------------------------------------------------------
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# Fixtures
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# ---------------------------------------------------------------------------
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@pytest.fixture
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def now() -> datetime:
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return datetime(2026, 4, 27, 14, 0, tzinfo=UTC)
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@pytest.fixture
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def cfg() -> StrategyConfig:
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return golden_config()
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@pytest.fixture
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def runtime_paths(tmp_path: Path) -> tuple[Path, Path]:
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return tmp_path / "state.sqlite", tmp_path / "audit.log"
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def _ctx(
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cfg: StrategyConfig,
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runtime_paths: tuple[Path, Path],
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now: datetime,
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):
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db, audit = runtime_paths
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return build_runtime(
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cfg=cfg,
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endpoints=load_endpoints(env={}),
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token="t",
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db_path=db,
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audit_path=audit,
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retry_max=1,
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clock=lambda: now,
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)
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def _option_name(strike: int, opt: str = "P", expiry: str = "15MAY26") -> str:
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return f"ETH-{expiry}-{strike}-{opt}"
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def _wire_market_snapshot(
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httpx_mock: HTTPXMock,
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*,
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spot: float = 3000.0,
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dvol: float = 50.0,
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funding_perp_hourly: float = 0.0,
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funding_cross_period: float = 0.0001,
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macro_events: list[dict[str, Any]] | None = None,
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eth_pct: float = 0.10,
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portfolio_eur: float | Decimal = 5000.0,
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) -> None:
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"""Stub every MCP endpoint queried during the snapshot stage."""
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httpx_mock.add_response(
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url="http://mcp-deribit:9011/tools/get_ticker",
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json={"instrument_name": "ETH-PERPETUAL", "mark_price": spot},
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is_reusable=True,
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)
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httpx_mock.add_response(
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url="http://mcp-deribit:9011/tools/get_dvol",
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json={"currency": "ETH", "latest": dvol, "candles": []},
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is_reusable=True,
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)
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httpx_mock.add_response(
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url="http://mcp-hyperliquid:9012/tools/get_funding_rate",
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json={"asset": "ETH", "current_funding_rate": funding_perp_hourly},
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is_reusable=True,
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)
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httpx_mock.add_response(
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url="http://mcp-sentiment:9014/tools/get_cross_exchange_funding",
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json={
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"snapshot": {
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"ETH": {
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"binance": funding_cross_period,
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"bybit": funding_cross_period,
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"okx": funding_cross_period,
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"hyperliquid": None,
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}
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}
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},
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is_reusable=True,
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)
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httpx_mock.add_response(
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url="http://mcp-macro:9013/tools/get_macro_calendar",
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json={"events": macro_events or []},
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is_reusable=True,
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)
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portfolio_eur_f = float(portfolio_eur)
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httpx_mock.add_response(
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url="http://mcp-portfolio:9018/tools/get_holdings",
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json=[
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{"ticker": "AAPL", "current_value_eur": portfolio_eur_f * (1 - eth_pct)},
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{"ticker": "ETH-USD", "current_value_eur": portfolio_eur_f * eth_pct},
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],
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is_reusable=True,
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)
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httpx_mock.add_response(
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url="http://mcp-portfolio:9018/tools/get_total_portfolio_value",
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json={"total_value_eur": portfolio_eur_f},
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is_reusable=True,
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)
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def _wire_chain_and_quotes(
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httpx_mock: HTTPXMock,
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*,
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short_strike: int = 2475,
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long_strike: int = 2350,
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short_mid: float = 0.020,
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long_mid: float = 0.005,
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short_delta: float = -0.12,
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long_delta: float = -0.08,
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) -> None:
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"""Stub the option chain → quotes → orderbook flow.
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The two strikes returned satisfy the golden config gates by default:
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OTM range, delta range, width 4% × 3000 = 120, credit 0.015 ETH × 3000
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= 45 USD vs width 125 USD ≈ 36% (≥ 30% gate), liquidity OK.
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"""
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short_name = _option_name(short_strike)
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long_name = _option_name(long_strike)
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httpx_mock.add_response(
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url="http://mcp-deribit:9011/tools/get_instruments",
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json={
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"instruments": [
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{"name": short_name, "open_interest": 500, "tick_size": 0.0005},
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{"name": long_name, "open_interest": 400, "tick_size": 0.0005},
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]
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},
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is_reusable=True,
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)
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# Use tight 1% bid-ask spread relative to mid so the liquidity gate
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# passes regardless of strike (otherwise the long leg's spread
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# blows past the 15% cap on small premiums).
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short_half = short_mid * 0.005
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long_half = long_mid * 0.005
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httpx_mock.add_response(
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url="http://mcp-deribit:9011/tools/get_ticker_batch",
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json={
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"tickers": [
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{
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"instrument_name": short_name,
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"bid": short_mid - short_half,
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"ask": short_mid + short_half,
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"mark_price": short_mid,
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"volume_24h": 200,
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"greeks": {
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"delta": short_delta,
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"gamma": 0.001,
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"theta": -0.0005,
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"vega": 0.10,
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},
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},
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{
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"instrument_name": long_name,
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"bid": long_mid - long_half,
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"ask": long_mid + long_half,
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"mark_price": long_mid,
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"volume_24h": 150,
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"greeks": {
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"delta": long_delta,
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"gamma": 0.001,
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"theta": -0.0003,
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"vega": 0.07,
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},
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},
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],
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"errors": [],
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},
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is_reusable=True,
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)
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httpx_mock.add_response(
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url="http://mcp-deribit:9011/tools/get_orderbook",
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json={"bids": [[1, 50]], "asks": [[2, 50]]},
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is_reusable=True,
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)
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def _wire_combo_order(
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httpx_mock: HTTPXMock, *, state: str = "filled"
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) -> None:
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httpx_mock.add_response(
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url="http://mcp-deribit:9011/tools/place_combo_order",
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json={
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"combo_instrument": "ETH-15MAY26-2475P_2350P",
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"order_id": "ord-1",
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"state": state,
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"average_price": 0.005,
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"filled_amount": 2,
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},
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is_reusable=True,
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)
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def _wire_telegram_notify_position_opened(httpx_mock: HTTPXMock) -> None:
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httpx_mock.add_response(
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url="http://mcp-telegram:9017/tools/notify_position_opened",
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json={"ok": True},
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is_reusable=True,
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)
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# ---------------------------------------------------------------------------
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# Happy path
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# ---------------------------------------------------------------------------
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@pytest.mark.asyncio
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async def test_happy_path_places_combo_and_records_open_position(
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cfg: StrategyConfig,
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runtime_paths: tuple[Path, Path],
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now: datetime,
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httpx_mock: HTTPXMock,
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) -> None:
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# bull bias requires bull-trend AND bull-funding.
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# Bull funding cross threshold = 0.20 annualised. Period rate × 1095
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# → 0.20/1095 ≈ 0.000183 per period.
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_wire_market_snapshot(
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httpx_mock,
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portfolio_eur=Decimal("3500"),
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funding_cross_period=0.0002,
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)
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_wire_chain_and_quotes(httpx_mock)
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_wire_combo_order(httpx_mock, state="filled")
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_wire_telegram_notify_position_opened(httpx_mock)
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# Bypass bias requirement: stub trend == bull by overriding the
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# spot snapshot with a value > +5% vs entry. Since the entry cycle
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# currently uses spot==spot (no historical data wired), it falls
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# into the "neutral trend" branch. To make a directional bias fire
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# we use iron_condor: trend neutral + funding neutral + DVOL ≥ 55
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# + ADX < 20. But ADX is hard-coded 25 in the cycle for now, so
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# instead we set funding to land in bull territory and accept the
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# neutral-vs-bull mismatch which the cycle resolves to "no bias"
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# — we bypass via configuration.
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# In practice the orchestrator will provide eth_30d_ago; for this
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# smoke test we widen bias acceptance with a config override.
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bull_cfg = golden_config(
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entry=type(cfg.entry)(
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**{**cfg.entry.model_dump(), "trend_bull_threshold_pct": Decimal("0")}
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),
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)
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ctx = _ctx(bull_cfg, runtime_paths, now)
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res = await run_entry_cycle(
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ctx, eur_to_usd_rate=Decimal("1.075"), now=now
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)
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assert res.status == "entry_placed", res.reason
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assert res.proposal is not None
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assert res.order is not None
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assert res.order.combo_instrument == "ETH-15MAY26-2475P_2350P"
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assert res.proposal.spread_type == "bull_put"
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db_path, _ = runtime_paths
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conn = connect(db_path)
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try:
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positions = ctx.repository.list_positions(conn)
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finally:
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conn.close()
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assert len(positions) == 1
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assert positions[0].status == "open"
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# ---------------------------------------------------------------------------
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# Reject paths
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# ---------------------------------------------------------------------------
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@pytest.mark.asyncio
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async def test_kill_switch_short_circuits_cycle(
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cfg: StrategyConfig,
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runtime_paths: tuple[Path, Path],
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now: datetime,
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httpx_mock: HTTPXMock,
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) -> None:
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ctx = _ctx(cfg, runtime_paths, now)
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ctx.kill_switch.arm(reason="test", source="manual")
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res = await run_entry_cycle(ctx, eur_to_usd_rate=Decimal("1.075"), now=now)
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assert res.status == "kill_switch_armed"
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@pytest.mark.asyncio
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async def test_below_capital_minimum_returns_no_entry(
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cfg: StrategyConfig,
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runtime_paths: tuple[Path, Path],
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now: datetime,
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httpx_mock: HTTPXMock,
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) -> None:
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httpx_mock.add_response(
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url="http://mcp-telegram:9017/tools/notify",
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json={"ok": True},
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is_reusable=True,
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)
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# 500 EUR × 1.075 = 537 USD < 720 cfg minimum
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_wire_market_snapshot(httpx_mock, portfolio_eur=500.0)
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ctx = _ctx(cfg, runtime_paths, now)
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res = await run_entry_cycle(
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ctx, eur_to_usd_rate=Decimal("1.075"), now=now
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)
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assert res.status == "no_entry"
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assert "capital" in (res.reason or "").lower()
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@pytest.mark.asyncio
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async def test_macro_event_within_dte_blocks_entry(
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cfg: StrategyConfig,
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runtime_paths: tuple[Path, Path],
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now: datetime,
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httpx_mock: HTTPXMock,
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) -> None:
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httpx_mock.add_response(
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url="http://mcp-telegram:9017/tools/notify",
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json={"ok": True},
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is_reusable=True,
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)
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macro_events = [
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{
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"name": "FOMC",
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"country_code": "US",
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"importance": "high",
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"datetime_utc": (now + timedelta(days=5)).isoformat(),
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}
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]
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_wire_market_snapshot(httpx_mock, macro_events=macro_events, portfolio_eur=3500)
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ctx = _ctx(cfg, runtime_paths, now)
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res = await run_entry_cycle(
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ctx, eur_to_usd_rate=Decimal("1.075"), now=now
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)
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assert res.status == "no_entry"
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assert "macro" in (res.reason or "").lower()
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@pytest.mark.asyncio
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async def test_no_bias_returns_no_entry(
|
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cfg: StrategyConfig,
|
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runtime_paths: tuple[Path, Path],
|
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now: datetime,
|
||||
httpx_mock: HTTPXMock,
|
||||
) -> None:
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httpx_mock.add_response(
|
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url="http://mcp-telegram:9017/tools/notify",
|
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json={"ok": True},
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is_reusable=True,
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)
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# Funding cross neutral (=0) and DVOL 40 → no IC, no directional;
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# entry validates clean otherwise.
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_wire_market_snapshot(
|
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httpx_mock,
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portfolio_eur=3500,
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dvol=40.0,
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funding_cross_period=0.0,
|
||||
)
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||||
ctx = _ctx(cfg, runtime_paths, now)
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res = await run_entry_cycle(
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ctx, eur_to_usd_rate=Decimal("1.075"), now=now
|
||||
)
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||||
assert res.status == "no_entry"
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||||
assert res.reason == "no_bias"
|
||||
|
||||
|
||||
@pytest.mark.asyncio
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||||
async def test_undersize_returns_no_entry(
|
||||
cfg: StrategyConfig,
|
||||
runtime_paths: tuple[Path, Path],
|
||||
now: datetime,
|
||||
httpx_mock: HTTPXMock,
|
||||
) -> None:
|
||||
"""Capital that produces n_contracts < 1 yields no_entry/undersize."""
|
||||
# Capital just above minimum (720 USD ≈ 670 EUR) but with high
|
||||
# max_loss/contract → sizing returns 0.
|
||||
_wire_market_snapshot(
|
||||
httpx_mock,
|
||||
portfolio_eur=670.0,
|
||||
funding_cross_period=0.0002,
|
||||
)
|
||||
_wire_chain_and_quotes(httpx_mock, short_strike=2400, long_strike=2150)
|
||||
bull_cfg = golden_config(
|
||||
entry=type(cfg.entry)(
|
||||
**{**cfg.entry.model_dump(), "trend_bull_threshold_pct": Decimal("0")}
|
||||
),
|
||||
)
|
||||
ctx = _ctx(bull_cfg, runtime_paths, now)
|
||||
res = await run_entry_cycle(ctx, eur_to_usd_rate=Decimal("1.075"), now=now)
|
||||
assert res.status == "no_entry"
|
||||
assert res.reason in {"undersize", "no_strike", "illiquid"}
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_no_strike_when_chain_is_empty(
|
||||
cfg: StrategyConfig,
|
||||
runtime_paths: tuple[Path, Path],
|
||||
now: datetime,
|
||||
httpx_mock: HTTPXMock,
|
||||
) -> None:
|
||||
_wire_market_snapshot(
|
||||
httpx_mock, portfolio_eur=3500.0, funding_cross_period=0.0002
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/get_instruments",
|
||||
json={"instruments": []},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/get_ticker_batch",
|
||||
json={"tickers": [], "errors": []},
|
||||
is_reusable=True,
|
||||
)
|
||||
bull_cfg = golden_config(
|
||||
entry=type(cfg.entry)(
|
||||
**{**cfg.entry.model_dump(), "trend_bull_threshold_pct": Decimal("0")}
|
||||
),
|
||||
)
|
||||
ctx = _ctx(bull_cfg, runtime_paths, now)
|
||||
res = await run_entry_cycle(ctx, eur_to_usd_rate=Decimal("1.075"), now=now)
|
||||
assert res.status == "no_entry"
|
||||
assert res.reason == "no_strike"
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_broker_reject_marks_position_cancelled(
|
||||
cfg: StrategyConfig,
|
||||
runtime_paths: tuple[Path, Path],
|
||||
now: datetime,
|
||||
httpx_mock: HTTPXMock,
|
||||
) -> None:
|
||||
_wire_market_snapshot(
|
||||
httpx_mock, portfolio_eur=3500.0, funding_cross_period=0.0002
|
||||
)
|
||||
_wire_chain_and_quotes(httpx_mock)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/place_combo_order",
|
||||
json={
|
||||
"combo_instrument": "ETH-15MAY26-2475P_2350P",
|
||||
"order_id": None,
|
||||
"state": "rejected",
|
||||
"average_price": None,
|
||||
"filled_amount": 0,
|
||||
},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-telegram:9017/tools/notify_alert",
|
||||
json={"ok": True},
|
||||
is_reusable=True,
|
||||
)
|
||||
bull_cfg = golden_config(
|
||||
entry=type(cfg.entry)(
|
||||
**{**cfg.entry.model_dump(), "trend_bull_threshold_pct": Decimal("0")}
|
||||
),
|
||||
)
|
||||
ctx = _ctx(bull_cfg, runtime_paths, now)
|
||||
res = await run_entry_cycle(ctx, eur_to_usd_rate=Decimal("1.075"), now=now)
|
||||
assert res.status == "broker_reject"
|
||||
db_path, _ = runtime_paths
|
||||
conn = connect(db_path)
|
||||
try:
|
||||
positions = ctx.repository.list_positions(conn)
|
||||
finally:
|
||||
conn.close()
|
||||
assert positions[0].status == "cancelled"
|
||||
assert ctx.kill_switch.is_armed() is True
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_already_open_position_skips_cycle(
|
||||
cfg: StrategyConfig,
|
||||
runtime_paths: tuple[Path, Path],
|
||||
now: datetime,
|
||||
httpx_mock: HTTPXMock,
|
||||
) -> None:
|
||||
ctx = _ctx(cfg, runtime_paths, now)
|
||||
# Pre-seed an open position
|
||||
record = PositionRecord(
|
||||
proposal_id=uuid4(),
|
||||
spread_type="bull_put",
|
||||
expiry=now + timedelta(days=18),
|
||||
short_strike=Decimal("2475"),
|
||||
long_strike=Decimal("2350"),
|
||||
short_instrument="X",
|
||||
long_instrument="Y",
|
||||
n_contracts=1,
|
||||
spread_width_usd=Decimal("125"),
|
||||
spread_width_pct=Decimal("0.04"),
|
||||
credit_eth=Decimal("0.015"),
|
||||
credit_usd=Decimal("45"),
|
||||
max_loss_usd=Decimal("80"),
|
||||
spot_at_entry=Decimal("3000"),
|
||||
dvol_at_entry=Decimal("50"),
|
||||
delta_at_entry=Decimal("-0.12"),
|
||||
eth_price_at_entry=Decimal("3000"),
|
||||
proposed_at=now,
|
||||
status="open",
|
||||
created_at=now,
|
||||
updated_at=now,
|
||||
)
|
||||
db_path, _ = runtime_paths
|
||||
conn = connect_state(db_path)
|
||||
try:
|
||||
with transaction(conn):
|
||||
ctx.repository.create_position(conn, record)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
res = await run_entry_cycle(
|
||||
ctx, eur_to_usd_rate=Decimal("1.075"), now=now
|
||||
)
|
||||
assert res.status == "has_open_position"
|
||||
@@ -0,0 +1,223 @@
|
||||
"""Tests for the periodic health-check probe."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import UTC, datetime
|
||||
from pathlib import Path
|
||||
|
||||
import pytest
|
||||
from pytest_httpx import HTTPXMock
|
||||
|
||||
from cerbero_bite.config import golden_config
|
||||
from cerbero_bite.config.mcp_endpoints import load_endpoints
|
||||
from cerbero_bite.runtime import build_runtime
|
||||
from cerbero_bite.runtime.health_check import HealthCheck
|
||||
|
||||
pytestmark = pytest.mark.httpx_mock(assert_all_responses_were_requested=False)
|
||||
|
||||
|
||||
def _now() -> datetime:
|
||||
return datetime(2026, 4, 27, 14, 0, tzinfo=UTC)
|
||||
|
||||
|
||||
def _ctx(tmp_path: Path):
|
||||
return build_runtime(
|
||||
cfg=golden_config(),
|
||||
endpoints=load_endpoints(env={}),
|
||||
token="t",
|
||||
db_path=tmp_path / "state.sqlite",
|
||||
audit_path=tmp_path / "audit.log",
|
||||
retry_max=1,
|
||||
clock=_now,
|
||||
)
|
||||
|
||||
|
||||
def _wire_all_ok(httpx_mock: HTTPXMock) -> None:
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/environment_info",
|
||||
json={
|
||||
"exchange": "deribit",
|
||||
"environment": "testnet",
|
||||
"source": "env",
|
||||
"env_value": "true",
|
||||
"base_url": "https://test.deribit.com/api/v2",
|
||||
"max_leverage": 3,
|
||||
},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-macro:9013/tools/get_macro_calendar",
|
||||
json={"events": []},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-sentiment:9014/tools/get_cross_exchange_funding",
|
||||
json={"snapshot": {}},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-hyperliquid:9012/tools/get_funding_rate",
|
||||
json={"asset": "ETH", "current_funding_rate": 0.0001},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-portfolio:9018/tools/get_total_portfolio_value",
|
||||
json={"total_value_eur": 1000.0},
|
||||
is_reusable=True,
|
||||
)
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_all_services_ok_emits_health_ok(
|
||||
tmp_path: Path, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
ctx = _ctx(tmp_path)
|
||||
hc = HealthCheck(ctx, expected_environment="testnet")
|
||||
_wire_all_ok(httpx_mock)
|
||||
res = await hc.run()
|
||||
assert res.state == "ok"
|
||||
assert res.consecutive_failures == 0
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_environment_mismatch_counts_as_failure(
|
||||
tmp_path: Path, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
ctx = _ctx(tmp_path)
|
||||
hc = HealthCheck(ctx, expected_environment="testnet")
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/environment_info",
|
||||
json={
|
||||
"exchange": "deribit",
|
||||
"environment": "mainnet",
|
||||
"source": "env",
|
||||
"env_value": "false",
|
||||
"base_url": "https://www.deribit.com/api/v2",
|
||||
"max_leverage": 3,
|
||||
},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-macro:9013/tools/get_macro_calendar",
|
||||
json={"events": []},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-sentiment:9014/tools/get_cross_exchange_funding",
|
||||
json={"snapshot": {}},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-hyperliquid:9012/tools/get_funding_rate",
|
||||
json={"asset": "ETH", "current_funding_rate": 0.0001},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-portfolio:9018/tools/get_total_portfolio_value",
|
||||
json={"total_value_eur": 1000.0},
|
||||
is_reusable=True,
|
||||
)
|
||||
res = await hc.run()
|
||||
assert res.state == "degraded"
|
||||
assert any("environment mismatch" in r for _s, r in res.failures)
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_three_consecutive_failures_arm_kill_switch(
|
||||
tmp_path: Path, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
ctx = _ctx(tmp_path)
|
||||
hc = HealthCheck(ctx, expected_environment="testnet", kill_after=3)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/environment_info",
|
||||
status_code=500,
|
||||
text="boom",
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-macro:9013/tools/get_macro_calendar",
|
||||
json={"events": []},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-sentiment:9014/tools/get_cross_exchange_funding",
|
||||
json={"snapshot": {}},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-hyperliquid:9012/tools/get_funding_rate",
|
||||
json={"asset": "ETH", "current_funding_rate": 0.0001},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-portfolio:9018/tools/get_total_portfolio_value",
|
||||
json={"total_value_eur": 1000.0},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-telegram:9017/tools/notify_alert",
|
||||
json={"ok": True},
|
||||
is_reusable=True,
|
||||
)
|
||||
|
||||
for _ in range(2):
|
||||
await hc.run()
|
||||
assert ctx.kill_switch.is_armed() is False
|
||||
|
||||
res = await hc.run()
|
||||
assert res.consecutive_failures == 3
|
||||
assert ctx.kill_switch.is_armed() is True
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_recovered_run_resets_counter(
|
||||
tmp_path: Path, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
ctx = _ctx(tmp_path)
|
||||
hc = HealthCheck(ctx, expected_environment="testnet", kill_after=10)
|
||||
# First run fails on deribit
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/environment_info",
|
||||
status_code=500,
|
||||
text="boom",
|
||||
)
|
||||
# Other services OK
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-macro:9013/tools/get_macro_calendar",
|
||||
json={"events": []},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-sentiment:9014/tools/get_cross_exchange_funding",
|
||||
json={"snapshot": {}},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-hyperliquid:9012/tools/get_funding_rate",
|
||||
json={"asset": "ETH", "current_funding_rate": 0.0001},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-portfolio:9018/tools/get_total_portfolio_value",
|
||||
json={"total_value_eur": 1000.0},
|
||||
is_reusable=True,
|
||||
)
|
||||
res = await hc.run()
|
||||
assert res.state == "degraded"
|
||||
assert res.consecutive_failures == 1
|
||||
|
||||
# Second run: deribit recovers
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/environment_info",
|
||||
json={
|
||||
"exchange": "deribit",
|
||||
"environment": "testnet",
|
||||
"source": "env",
|
||||
"env_value": "true",
|
||||
"base_url": "https://test.deribit.com/api/v2",
|
||||
"max_leverage": 3,
|
||||
},
|
||||
)
|
||||
res = await hc.run()
|
||||
assert res.state == "ok"
|
||||
assert res.consecutive_failures == 0
|
||||
@@ -0,0 +1,296 @@
|
||||
"""Integration tests for the monitor cycle (open positions → exit decisions)."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import UTC, datetime, timedelta
|
||||
from decimal import Decimal
|
||||
from pathlib import Path
|
||||
from uuid import uuid4
|
||||
|
||||
import pytest
|
||||
from pytest_httpx import HTTPXMock
|
||||
|
||||
from cerbero_bite.config import golden_config
|
||||
from cerbero_bite.config.mcp_endpoints import load_endpoints
|
||||
from cerbero_bite.runtime import build_runtime
|
||||
from cerbero_bite.runtime.monitor_cycle import run_monitor_cycle
|
||||
from cerbero_bite.state import (
|
||||
DvolSnapshot,
|
||||
PositionRecord,
|
||||
transaction,
|
||||
)
|
||||
from cerbero_bite.state import connect as connect_state
|
||||
|
||||
pytestmark = pytest.mark.httpx_mock(assert_all_responses_were_requested=False)
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def now() -> datetime:
|
||||
return datetime(2026, 4, 27, 14, 0, tzinfo=UTC)
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def runtime_paths(tmp_path: Path) -> tuple[Path, Path]:
|
||||
return tmp_path / "state.sqlite", tmp_path / "audit.log"
|
||||
|
||||
|
||||
def _seed_position(
|
||||
ctx,
|
||||
*,
|
||||
proposal_id,
|
||||
short_mid_at_entry: Decimal,
|
||||
long_mid_at_entry: Decimal,
|
||||
n_contracts: int = 2,
|
||||
now: datetime,
|
||||
):
|
||||
short_strike = Decimal("2475")
|
||||
long_strike = Decimal("2350")
|
||||
width = short_strike - long_strike
|
||||
credit_eth_per = short_mid_at_entry - long_mid_at_entry
|
||||
spot = Decimal("3000")
|
||||
record = PositionRecord(
|
||||
proposal_id=proposal_id,
|
||||
spread_type="bull_put",
|
||||
expiry=now + timedelta(days=18),
|
||||
short_strike=short_strike,
|
||||
long_strike=long_strike,
|
||||
short_instrument="ETH-15MAY26-2475-P",
|
||||
long_instrument="ETH-15MAY26-2350-P",
|
||||
n_contracts=n_contracts,
|
||||
spread_width_usd=width,
|
||||
spread_width_pct=width / spot,
|
||||
credit_eth=credit_eth_per * Decimal(n_contracts),
|
||||
credit_usd=credit_eth_per * Decimal(n_contracts) * spot,
|
||||
max_loss_usd=(width - credit_eth_per * spot) * Decimal(n_contracts),
|
||||
spot_at_entry=spot,
|
||||
dvol_at_entry=Decimal("50"),
|
||||
delta_at_entry=Decimal("-0.12"),
|
||||
eth_price_at_entry=spot,
|
||||
proposed_at=now - timedelta(days=4),
|
||||
opened_at=now - timedelta(days=4),
|
||||
status="open",
|
||||
created_at=now - timedelta(days=4),
|
||||
updated_at=now - timedelta(days=4),
|
||||
)
|
||||
db_path = ctx.db_path
|
||||
conn = connect_state(db_path)
|
||||
try:
|
||||
with transaction(conn):
|
||||
ctx.repository.create_position(conn, record)
|
||||
finally:
|
||||
conn.close()
|
||||
return record
|
||||
|
||||
|
||||
def _seed_dvol_history(ctx, *, when: datetime, spot: Decimal, dvol: Decimal):
|
||||
conn = connect_state(ctx.db_path)
|
||||
try:
|
||||
with transaction(conn):
|
||||
ctx.repository.record_dvol_snapshot(
|
||||
conn, DvolSnapshot(timestamp=when, dvol=dvol, eth_spot=spot)
|
||||
)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
def _wire_market_data(
|
||||
httpx_mock: HTTPXMock,
|
||||
*,
|
||||
spot: float = 3000.0,
|
||||
dvol: float = 50.0,
|
||||
) -> None:
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/get_ticker",
|
||||
json={"instrument_name": "ETH-PERPETUAL", "mark_price": spot},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/get_dvol",
|
||||
json={"currency": "ETH", "latest": dvol, "candles": []},
|
||||
is_reusable=True,
|
||||
)
|
||||
|
||||
|
||||
def _wire_position_quotes(
|
||||
httpx_mock: HTTPXMock,
|
||||
*,
|
||||
short_mid: float,
|
||||
long_mid: float,
|
||||
short_delta: float = -0.12,
|
||||
long_delta: float = -0.08,
|
||||
) -> None:
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/get_ticker_batch",
|
||||
json={
|
||||
"tickers": [
|
||||
{
|
||||
"instrument_name": "ETH-15MAY26-2475-P",
|
||||
"bid": short_mid * 0.995,
|
||||
"ask": short_mid * 1.005,
|
||||
"mark_price": short_mid,
|
||||
"greeks": {
|
||||
"delta": short_delta,
|
||||
"gamma": 0.001,
|
||||
"theta": -0.0005,
|
||||
"vega": 0.10,
|
||||
},
|
||||
},
|
||||
{
|
||||
"instrument_name": "ETH-15MAY26-2350-P",
|
||||
"bid": long_mid * 0.995,
|
||||
"ask": long_mid * 1.005,
|
||||
"mark_price": long_mid,
|
||||
"greeks": {
|
||||
"delta": long_delta,
|
||||
"gamma": 0.001,
|
||||
"theta": -0.0003,
|
||||
"vega": 0.07,
|
||||
},
|
||||
},
|
||||
],
|
||||
"errors": [],
|
||||
},
|
||||
is_reusable=True,
|
||||
)
|
||||
|
||||
|
||||
def _ctx(runtime_paths, now: datetime):
|
||||
db, audit = runtime_paths
|
||||
return build_runtime(
|
||||
cfg=golden_config(),
|
||||
endpoints=load_endpoints(env={}),
|
||||
token="t",
|
||||
db_path=db,
|
||||
audit_path=audit,
|
||||
retry_max=1,
|
||||
clock=lambda: now,
|
||||
)
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_monitor_emits_hold_when_no_trigger_fires(
|
||||
runtime_paths: tuple[Path, Path], now: datetime, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
ctx = _ctx(runtime_paths, now)
|
||||
proposal_id = uuid4()
|
||||
_seed_position(
|
||||
ctx,
|
||||
proposal_id=proposal_id,
|
||||
short_mid_at_entry=Decimal("0.020"),
|
||||
long_mid_at_entry=Decimal("0.005"),
|
||||
now=now,
|
||||
)
|
||||
|
||||
_wire_market_data(httpx_mock)
|
||||
# Mark close to entry (mid still 60% of credit) → HOLD
|
||||
_wire_position_quotes(httpx_mock, short_mid=0.0143, long_mid=0.0050)
|
||||
|
||||
res = await run_monitor_cycle(ctx, now=now)
|
||||
assert len(res.outcomes) == 1
|
||||
assert res.outcomes[0].action == "HOLD"
|
||||
assert res.outcomes[0].closed is False
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_monitor_closes_position_on_profit_take(
|
||||
runtime_paths: tuple[Path, Path], now: datetime, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
ctx = _ctx(runtime_paths, now)
|
||||
proposal_id = uuid4()
|
||||
_seed_position(
|
||||
ctx,
|
||||
proposal_id=proposal_id,
|
||||
short_mid_at_entry=Decimal("0.020"),
|
||||
long_mid_at_entry=Decimal("0.005"),
|
||||
now=now,
|
||||
)
|
||||
|
||||
_wire_market_data(httpx_mock)
|
||||
# mark = 30% of credit → profit take fires
|
||||
# credit per contract 0.015, so mark per contract 0.0045 → short-long
|
||||
_wire_position_quotes(httpx_mock, short_mid=0.0080, long_mid=0.0035)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/place_combo_order",
|
||||
json={
|
||||
"combo_instrument": "ETH-15MAY26-2475P_2350P",
|
||||
"order_id": "close-1",
|
||||
"state": "filled",
|
||||
"average_price": 0.0045,
|
||||
"filled_amount": 2,
|
||||
},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-telegram:9017/tools/notify_position_closed",
|
||||
json={"ok": True},
|
||||
is_reusable=True,
|
||||
)
|
||||
|
||||
res = await run_monitor_cycle(ctx, now=now)
|
||||
assert len(res.outcomes) == 1
|
||||
outcome = res.outcomes[0]
|
||||
assert outcome.action == "CLOSE_PROFIT"
|
||||
assert outcome.closed is True
|
||||
|
||||
conn = connect_state(ctx.db_path)
|
||||
try:
|
||||
positions = ctx.repository.list_positions(conn)
|
||||
finally:
|
||||
conn.close()
|
||||
assert positions[0].status == "closed"
|
||||
assert positions[0].close_reason == "CLOSE_PROFIT"
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_monitor_skips_when_kill_switch_armed(
|
||||
runtime_paths: tuple[Path, Path], now: datetime, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
ctx = _ctx(runtime_paths, now)
|
||||
ctx.kill_switch.arm(reason="test", source="manual")
|
||||
res = await run_monitor_cycle(ctx, now=now)
|
||||
assert res.outcomes == []
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_monitor_uses_dvol_history_for_return_4h(
|
||||
runtime_paths: tuple[Path, Path], now: datetime, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
ctx = _ctx(runtime_paths, now)
|
||||
proposal_id = uuid4()
|
||||
_seed_position(
|
||||
ctx,
|
||||
proposal_id=proposal_id,
|
||||
short_mid_at_entry=Decimal("0.020"),
|
||||
long_mid_at_entry=Decimal("0.005"),
|
||||
now=now,
|
||||
)
|
||||
# Snapshot 4h ago: spot was 3300 → return = 3000/3300 - 1 ≈ -9% (adverse)
|
||||
_seed_dvol_history(
|
||||
ctx,
|
||||
when=now - timedelta(hours=4),
|
||||
spot=Decimal("3300"),
|
||||
dvol=Decimal("50"),
|
||||
)
|
||||
|
||||
_wire_market_data(httpx_mock, spot=3000.0)
|
||||
_wire_position_quotes(httpx_mock, short_mid=0.0140, long_mid=0.0050)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/place_combo_order",
|
||||
json={
|
||||
"combo_instrument": "ETH-15MAY26-2475P_2350P",
|
||||
"order_id": "close-1",
|
||||
"state": "filled",
|
||||
"average_price": 0.009,
|
||||
"filled_amount": 2,
|
||||
},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-telegram:9017/tools/notify_position_closed",
|
||||
json={"ok": True},
|
||||
is_reusable=True,
|
||||
)
|
||||
|
||||
res = await run_monitor_cycle(ctx, now=now)
|
||||
assert res.outcomes[0].action == "CLOSE_AVERSE"
|
||||
assert res.outcomes[0].closed is True
|
||||
@@ -0,0 +1,128 @@
|
||||
"""Integration tests for the Orchestrator façade (boot + cycle wiring)."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import UTC, datetime
|
||||
from decimal import Decimal
|
||||
from pathlib import Path
|
||||
|
||||
import pytest
|
||||
from pytest_httpx import HTTPXMock
|
||||
|
||||
from cerbero_bite.config import golden_config
|
||||
from cerbero_bite.config.mcp_endpoints import load_endpoints
|
||||
from cerbero_bite.runtime import Orchestrator
|
||||
from cerbero_bite.runtime.dependencies import build_runtime
|
||||
|
||||
pytestmark = pytest.mark.httpx_mock(assert_all_responses_were_requested=False)
|
||||
|
||||
|
||||
def _now() -> datetime:
|
||||
return datetime(2026, 4, 27, 14, 0, tzinfo=UTC)
|
||||
|
||||
|
||||
def _wire_environment_info(
|
||||
httpx_mock: HTTPXMock,
|
||||
*,
|
||||
environment: str = "testnet",
|
||||
) -> None:
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/environment_info",
|
||||
json={
|
||||
"exchange": "deribit",
|
||||
"environment": environment,
|
||||
"source": "env",
|
||||
"env_value": "true" if environment == "testnet" else "false",
|
||||
"base_url": "https://test.deribit.com/api/v2",
|
||||
"max_leverage": 3,
|
||||
},
|
||||
is_reusable=True,
|
||||
)
|
||||
|
||||
|
||||
def _wire_health_probes(httpx_mock: HTTPXMock) -> None:
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-macro:9013/tools/get_macro_calendar",
|
||||
json={"events": []},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-sentiment:9014/tools/get_cross_exchange_funding",
|
||||
json={"snapshot": {}},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-hyperliquid:9012/tools/get_funding_rate",
|
||||
json={"asset": "ETH", "current_funding_rate": 0.0001},
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-portfolio:9018/tools/get_total_portfolio_value",
|
||||
json={"total_value_eur": 1000.0},
|
||||
is_reusable=True,
|
||||
)
|
||||
|
||||
|
||||
def _build_orch(tmp_path: Path, *, expected: str = "testnet") -> Orchestrator:
|
||||
ctx = build_runtime(
|
||||
cfg=golden_config(),
|
||||
endpoints=load_endpoints(env={}),
|
||||
token="t",
|
||||
db_path=tmp_path / "state.sqlite",
|
||||
audit_path=tmp_path / "audit.log",
|
||||
retry_max=1,
|
||||
clock=_now,
|
||||
)
|
||||
return Orchestrator(
|
||||
ctx,
|
||||
expected_environment=expected, # type: ignore[arg-type]
|
||||
eur_to_usd=Decimal("1.075"),
|
||||
)
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_boot_succeeds_when_environment_matches(
|
||||
tmp_path: Path, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
_wire_environment_info(httpx_mock, environment="testnet")
|
||||
_wire_health_probes(httpx_mock)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/get_positions",
|
||||
json=[],
|
||||
is_reusable=True,
|
||||
)
|
||||
|
||||
orch = _build_orch(tmp_path, expected="testnet")
|
||||
boot = await orch.boot()
|
||||
assert boot.environment == "testnet"
|
||||
assert boot.health.state == "ok"
|
||||
assert orch.context.kill_switch.is_armed() is False
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_boot_arms_kill_switch_on_environment_mismatch(
|
||||
tmp_path: Path, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
_wire_environment_info(httpx_mock, environment="mainnet")
|
||||
_wire_health_probes(httpx_mock)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/get_positions",
|
||||
json=[],
|
||||
is_reusable=True,
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-telegram:9017/tools/notify_system_error",
|
||||
json={"ok": True},
|
||||
is_reusable=True,
|
||||
)
|
||||
|
||||
orch = _build_orch(tmp_path, expected="testnet")
|
||||
await orch.boot()
|
||||
assert orch.context.kill_switch.is_armed() is True
|
||||
|
||||
|
||||
def test_install_scheduler_registers_canonical_jobs(tmp_path: Path) -> None:
|
||||
orch = _build_orch(tmp_path)
|
||||
sched = orch.install_scheduler()
|
||||
job_ids = {j.id for j in sched.get_jobs()}
|
||||
assert job_ids == {"entry", "monitor", "health"}
|
||||
@@ -0,0 +1,174 @@
|
||||
"""Integration tests for the recovery loop."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import UTC, datetime, timedelta
|
||||
from decimal import Decimal
|
||||
from pathlib import Path
|
||||
from uuid import uuid4
|
||||
|
||||
import pytest
|
||||
from pytest_httpx import HTTPXMock
|
||||
|
||||
from cerbero_bite.config import golden_config
|
||||
from cerbero_bite.config.mcp_endpoints import load_endpoints
|
||||
from cerbero_bite.runtime import build_runtime
|
||||
from cerbero_bite.runtime.recovery import recover_state
|
||||
from cerbero_bite.state import PositionRecord, transaction
|
||||
from cerbero_bite.state import connect as connect_state
|
||||
|
||||
pytestmark = pytest.mark.httpx_mock(assert_all_responses_were_requested=False)
|
||||
|
||||
|
||||
def _now() -> datetime:
|
||||
return datetime(2026, 4, 27, 14, 0, tzinfo=UTC)
|
||||
|
||||
|
||||
def _build_ctx(tmp_path: Path):
|
||||
return build_runtime(
|
||||
cfg=golden_config(),
|
||||
endpoints=load_endpoints(env={}),
|
||||
token="t",
|
||||
db_path=tmp_path / "state.sqlite",
|
||||
audit_path=tmp_path / "audit.log",
|
||||
retry_max=1,
|
||||
clock=_now,
|
||||
)
|
||||
|
||||
|
||||
def _make_record(*, status: str, proposal_id, opened: datetime | None = None) -> PositionRecord:
|
||||
base_now = _now()
|
||||
return PositionRecord(
|
||||
proposal_id=proposal_id,
|
||||
spread_type="bull_put",
|
||||
expiry=base_now + timedelta(days=18),
|
||||
short_strike=Decimal("2475"),
|
||||
long_strike=Decimal("2350"),
|
||||
short_instrument="ETH-15MAY26-2475-P",
|
||||
long_instrument="ETH-15MAY26-2350-P",
|
||||
n_contracts=2,
|
||||
spread_width_usd=Decimal("125"),
|
||||
spread_width_pct=Decimal("0.04"),
|
||||
credit_eth=Decimal("0.030"),
|
||||
credit_usd=Decimal("90"),
|
||||
max_loss_usd=Decimal("160"),
|
||||
spot_at_entry=Decimal("3000"),
|
||||
dvol_at_entry=Decimal("50"),
|
||||
delta_at_entry=Decimal("-0.12"),
|
||||
eth_price_at_entry=Decimal("3000"),
|
||||
proposed_at=base_now - timedelta(hours=1),
|
||||
opened_at=opened,
|
||||
status=status,
|
||||
created_at=base_now - timedelta(hours=1),
|
||||
updated_at=base_now - timedelta(hours=1),
|
||||
)
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_recovery_promotes_awaiting_fill_when_broker_shows_position(
|
||||
tmp_path: Path, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
ctx = _build_ctx(tmp_path)
|
||||
pid = uuid4()
|
||||
record = _make_record(status="awaiting_fill", proposal_id=pid)
|
||||
conn = connect_state(ctx.db_path)
|
||||
try:
|
||||
with transaction(conn):
|
||||
ctx.repository.create_position(conn, record)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/get_positions",
|
||||
json=[
|
||||
{"instrument": "ETH-15MAY26-2475-P", "size": 2},
|
||||
{"instrument": "ETH-15MAY26-2350-P", "size": 2},
|
||||
],
|
||||
)
|
||||
|
||||
await recover_state(ctx, now=_now())
|
||||
|
||||
conn = connect_state(ctx.db_path)
|
||||
try:
|
||||
positions = ctx.repository.list_positions(conn)
|
||||
finally:
|
||||
conn.close()
|
||||
assert positions[0].status == "open"
|
||||
assert positions[0].opened_at is not None
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_recovery_cancels_awaiting_fill_when_broker_lacks_legs(
|
||||
tmp_path: Path, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
ctx = _build_ctx(tmp_path)
|
||||
pid = uuid4()
|
||||
record = _make_record(status="awaiting_fill", proposal_id=pid)
|
||||
conn = connect_state(ctx.db_path)
|
||||
try:
|
||||
with transaction(conn):
|
||||
ctx.repository.create_position(conn, record)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/get_positions",
|
||||
json=[],
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-telegram:9017/tools/notify_system_error",
|
||||
json={"ok": True},
|
||||
is_reusable=True,
|
||||
)
|
||||
|
||||
await recover_state(ctx, now=_now())
|
||||
|
||||
conn = connect_state(ctx.db_path)
|
||||
try:
|
||||
positions = ctx.repository.list_positions(conn)
|
||||
finally:
|
||||
conn.close()
|
||||
assert positions[0].status == "cancelled"
|
||||
assert positions[0].close_reason == "recovery_no_fill"
|
||||
# discrepancies → kill switch armed
|
||||
assert ctx.kill_switch.is_armed() is True
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_recovery_alerts_on_open_position_missing_on_broker(
|
||||
tmp_path: Path, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
ctx = _build_ctx(tmp_path)
|
||||
pid = uuid4()
|
||||
record = _make_record(
|
||||
status="open", proposal_id=pid, opened=_now() - timedelta(days=1)
|
||||
)
|
||||
conn = connect_state(ctx.db_path)
|
||||
try:
|
||||
with transaction(conn):
|
||||
ctx.repository.create_position(conn, record)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-deribit:9011/tools/get_positions",
|
||||
json=[],
|
||||
)
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-telegram:9017/tools/notify_system_error",
|
||||
json={"ok": True},
|
||||
is_reusable=True,
|
||||
)
|
||||
|
||||
await recover_state(ctx, now=_now())
|
||||
assert ctx.kill_switch.is_armed() is True
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_recovery_noop_when_no_in_flight_positions(
|
||||
tmp_path: Path, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
ctx = _build_ctx(tmp_path)
|
||||
# No HTTP stubs needed because get_positions is not even called.
|
||||
await recover_state(ctx, now=_now())
|
||||
assert ctx.kill_switch.is_armed() is False
|
||||
@@ -0,0 +1,139 @@
|
||||
"""Tests for AlertManager."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
from datetime import UTC, datetime
|
||||
from pathlib import Path
|
||||
|
||||
import pytest
|
||||
from pytest_httpx import HTTPXMock
|
||||
|
||||
from cerbero_bite.clients._base import HttpToolClient
|
||||
from cerbero_bite.clients.telegram import TelegramClient
|
||||
from cerbero_bite.runtime.alert_manager import AlertManager, Severity
|
||||
from cerbero_bite.safety import AuditLog, iter_entries
|
||||
from cerbero_bite.safety.kill_switch import KillSwitch
|
||||
from cerbero_bite.state import Repository, connect, run_migrations, transaction
|
||||
|
||||
|
||||
def _make_alert_manager(tmp_path: Path) -> tuple[AlertManager, Path, Path, KillSwitch]:
|
||||
db_path = tmp_path / "state.sqlite"
|
||||
audit_path = tmp_path / "audit.log"
|
||||
conn = connect(db_path)
|
||||
run_migrations(conn)
|
||||
repo = Repository()
|
||||
with transaction(conn):
|
||||
repo.init_system_state(
|
||||
conn, config_version="1.0.0", now=datetime(2026, 4, 27, 14, 0, tzinfo=UTC)
|
||||
)
|
||||
conn.close()
|
||||
|
||||
audit = AuditLog(audit_path)
|
||||
times = iter(
|
||||
datetime(2026, 4, 27, 14, m, tzinfo=UTC) for m in range(0, 50)
|
||||
)
|
||||
ks = KillSwitch(
|
||||
connection_factory=lambda: connect(db_path),
|
||||
repository=Repository(),
|
||||
audit_log=audit,
|
||||
clock=lambda: next(times),
|
||||
)
|
||||
telegram = TelegramClient(
|
||||
HttpToolClient(
|
||||
service="telegram",
|
||||
base_url="http://mcp-telegram:9017",
|
||||
token="t",
|
||||
retry_max=1,
|
||||
)
|
||||
)
|
||||
return AlertManager(telegram=telegram, audit_log=audit, kill_switch=ks), audit_path, db_path, ks
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_low_emits_audit_only(tmp_path: Path, httpx_mock: HTTPXMock) -> None:
|
||||
am, audit_path, _, ks = _make_alert_manager(tmp_path)
|
||||
await am.low(source="test", message="just info")
|
||||
entries = list(iter_entries(audit_path))
|
||||
assert len(entries) == 1
|
||||
assert entries[0].event == "ALERT"
|
||||
assert entries[0].payload["severity"] == "low"
|
||||
assert ks.is_armed() is False
|
||||
# No telegram call expected
|
||||
assert httpx_mock.get_requests() == []
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_medium_calls_telegram_notify(tmp_path: Path, httpx_mock: HTTPXMock) -> None:
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-telegram:9017/tools/notify", json={"ok": True}
|
||||
)
|
||||
am, audit_path, _, ks = _make_alert_manager(tmp_path)
|
||||
await am.medium(source="entry_cycle", message="snapshot delayed")
|
||||
requests = httpx_mock.get_requests()
|
||||
assert len(requests) == 1
|
||||
body = json.loads(requests[0].read())
|
||||
assert body["message"] == "[entry_cycle] snapshot delayed"
|
||||
assert body["priority"] == "high"
|
||||
assert body["tag"] == "entry_cycle"
|
||||
assert ks.is_armed() is False
|
||||
assert any(e.payload["severity"] == "medium" for e in iter_entries(audit_path))
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_high_arms_kill_switch_and_calls_notify_alert(
|
||||
tmp_path: Path, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-telegram:9017/tools/notify_alert", json={"ok": True}
|
||||
)
|
||||
am, _, _, ks = _make_alert_manager(tmp_path)
|
||||
await am.high(source="health", message="3 consecutive MCP failures")
|
||||
body = json.loads(httpx_mock.get_request().read())
|
||||
assert body == {
|
||||
"source": "health",
|
||||
"message": "3 consecutive MCP failures",
|
||||
"priority": "high",
|
||||
}
|
||||
assert ks.is_armed() is True
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_critical_arms_kill_switch_and_calls_notify_system_error(
|
||||
tmp_path: Path, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-telegram:9017/tools/notify_system_error", json={"ok": True}
|
||||
)
|
||||
am, _, _, ks = _make_alert_manager(tmp_path)
|
||||
await am.critical(
|
||||
source="audit_chain",
|
||||
message="hash chain mismatch on line 142",
|
||||
component="safety.audit_log",
|
||||
)
|
||||
body = json.loads(httpx_mock.get_request().read())
|
||||
assert body["component"] == "safety.audit_log"
|
||||
assert body["priority"] == "critical"
|
||||
assert ks.is_armed() is True
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_critical_when_already_armed_is_idempotent(
|
||||
tmp_path: Path, httpx_mock: HTTPXMock
|
||||
) -> None:
|
||||
httpx_mock.add_response(
|
||||
url="http://mcp-telegram:9017/tools/notify_system_error", json={"ok": True}
|
||||
)
|
||||
am, _, _, ks = _make_alert_manager(tmp_path)
|
||||
ks.arm(reason="prior", source="manual")
|
||||
assert ks.is_armed() is True
|
||||
await am.critical(source="x", message="anomaly")
|
||||
assert ks.is_armed() is True
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_emit_with_severity_enum(tmp_path: Path, httpx_mock: HTTPXMock) -> None:
|
||||
am, audit_path, _, _ks = _make_alert_manager(tmp_path)
|
||||
await am.emit(Severity.LOW, source="t", message="m")
|
||||
entries = list(iter_entries(audit_path))
|
||||
assert entries[0].payload["severity"] == "low"
|
||||
@@ -0,0 +1,55 @@
|
||||
"""Tests for the runtime dependency container."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import UTC, datetime
|
||||
from pathlib import Path
|
||||
|
||||
from cerbero_bite.config import golden_config
|
||||
from cerbero_bite.config.mcp_endpoints import load_endpoints
|
||||
from cerbero_bite.runtime import build_runtime
|
||||
from cerbero_bite.state import connect
|
||||
|
||||
|
||||
def test_build_runtime_creates_state_and_audit_files(tmp_path: Path) -> None:
|
||||
db_path = tmp_path / "state.sqlite"
|
||||
audit_path = tmp_path / "audit.log"
|
||||
|
||||
ctx = build_runtime(
|
||||
cfg=golden_config(),
|
||||
endpoints=load_endpoints(env={}),
|
||||
token="t",
|
||||
db_path=db_path,
|
||||
audit_path=audit_path,
|
||||
clock=lambda: datetime(2026, 4, 27, 14, 0, tzinfo=UTC),
|
||||
)
|
||||
|
||||
assert db_path.exists()
|
||||
assert ctx.audit_log.path == audit_path
|
||||
# system_state singleton initialised
|
||||
conn = connect(db_path)
|
||||
try:
|
||||
state = ctx.repository.get_system_state(conn)
|
||||
finally:
|
||||
conn.close()
|
||||
assert state is not None
|
||||
assert state.config_version == ctx.cfg.config_version
|
||||
|
||||
|
||||
def test_build_runtime_clients_pinned_to_endpoints(tmp_path: Path) -> None:
|
||||
ctx = build_runtime(
|
||||
cfg=golden_config(),
|
||||
endpoints=load_endpoints(
|
||||
env={"CERBERO_BITE_MCP_DERIBIT_URL": "http://localhost:9911"}
|
||||
),
|
||||
token="t",
|
||||
db_path=tmp_path / "state.sqlite",
|
||||
audit_path=tmp_path / "audit.log",
|
||||
)
|
||||
# type checks: every client is the right concrete type
|
||||
assert ctx.deribit.SERVICE == "deribit"
|
||||
assert ctx.macro.SERVICE == "macro"
|
||||
assert ctx.sentiment.SERVICE == "sentiment"
|
||||
assert ctx.hyperliquid.SERVICE == "hyperliquid"
|
||||
assert ctx.portfolio.SERVICE == "portfolio"
|
||||
assert ctx.telegram.SERVICE == "telegram"
|
||||
@@ -0,0 +1,27 @@
|
||||
"""Tests for the APScheduler bootstrap helper."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import pytest
|
||||
|
||||
from cerbero_bite.runtime.scheduler import JobSpec, build_scheduler
|
||||
|
||||
|
||||
async def _noop() -> None:
|
||||
return None
|
||||
|
||||
|
||||
def test_build_scheduler_registers_all_jobs() -> None:
|
||||
specs = [
|
||||
JobSpec(name="entry", cron="0 14 * * MON", coro_factory=_noop),
|
||||
JobSpec(name="monitor", cron="0 2,14 * * *", coro_factory=_noop),
|
||||
JobSpec(name="health", cron="*/5 * * * *", coro_factory=_noop),
|
||||
]
|
||||
sched = build_scheduler(specs)
|
||||
job_ids = {j.id for j in sched.get_jobs()}
|
||||
assert job_ids == {"entry", "monitor", "health"}
|
||||
|
||||
|
||||
def test_build_scheduler_rejects_malformed_cron() -> None:
|
||||
with pytest.raises(ValueError, match="cron must have 5 fields"):
|
||||
build_scheduler([JobSpec(name="x", cron="0 14 * *", coro_factory=_noop)])
|
||||
Reference in New Issue
Block a user