Cerbero-Bite/tests/unit/test_market_snapshot_cycle.py

"""Tests for runtime.market_snapshot_cycle (best-effort collector)."""

from __future__ import annotations

import json
from datetime import UTC, datetime
from decimal import Decimal
from pathlib import Path
from unittest.mock import AsyncMock, MagicMock

import pytest

from cerbero_bite.clients._exceptions import McpDataAnomalyError
from cerbero_bite.clients.deribit import DealerGammaSnapshot
from cerbero_bite.clients.sentiment import LiquidationHeatmap
from cerbero_bite.config import golden_config
from cerbero_bite.runtime.market_snapshot_cycle import collect_market_snapshot
from cerbero_bite.state import Repository, connect, run_migrations, transaction


def _now() -> datetime:
    return datetime(2026, 4, 30, 12, 0, tzinfo=UTC)


def _ctx(tmp_path: Path) -> MagicMock:
    db_path = tmp_path / "state.sqlite"
    repo = Repository()
    conn = connect(db_path)
    run_migrations(conn)
    with transaction(conn):
        repo.init_system_state(conn, config_version="1.0.0", now=_now())
    conn.close()

    ctx = MagicMock()
    ctx.db_path = db_path
    ctx.repository = repo
    ctx.cfg = golden_config()

    # Default: every feed succeeds with sane mock values.
    ctx.deribit = MagicMock()
    ctx.deribit.spot_perp_price = AsyncMock(return_value=Decimal("3000"))
    ctx.deribit.latest_dvol = AsyncMock(return_value=Decimal("55"))
    ctx.deribit.realized_vol = AsyncMock(
        return_value={
            "rv_14d": Decimal("28"),
            "rv_30d": Decimal("35"),
            "iv_minus_rv_30d": Decimal("20"),
        }
    )
    ctx.deribit.dealer_gamma_profile = AsyncMock(
        return_value=DealerGammaSnapshot(
            spot_price=Decimal("3000"),
            total_net_dealer_gamma=Decimal("-66000000"),
            gamma_flip_level=Decimal("2900"),
            strikes_analyzed=42,
        )
    )

    ctx.hyperliquid = MagicMock()
    ctx.hyperliquid.funding_rate_annualized = AsyncMock(
        return_value=Decimal("0.45")
    )

    ctx.sentiment = MagicMock()
    ctx.sentiment.funding_cross_median_annualized = AsyncMock(
        return_value=Decimal("0.30")
    )
    ctx.sentiment.liquidation_heatmap = AsyncMock(
        return_value=LiquidationHeatmap(
            asset="ETH",
            avg_funding_rate=Decimal("0.0003"),
            oi_delta_pct_4h=Decimal("1.2"),
            oi_delta_pct_24h=None,
            long_squeeze_risk="low",
            short_squeeze_risk="low",
        )
    )

    ctx.macro = MagicMock()
    ctx.macro.next_high_severity_within = AsyncMock(return_value=3)

    return ctx


def _read_snapshots(ctx: MagicMock, asset: str) -> list[dict]:
    import sqlite3

    conn = connect(ctx.db_path)
    conn.row_factory = sqlite3.Row
    try:
        rows = conn.execute(
            "SELECT * FROM market_snapshots WHERE asset = ? ORDER BY timestamp",
            (asset,),
        ).fetchall()
    finally:
        conn.close()
    return [dict(r) for r in rows]


@pytest.mark.asyncio
async def test_happy_path_persists_one_row_per_asset(tmp_path: Path) -> None:
    ctx = _ctx(tmp_path)
    n = await collect_market_snapshot(ctx, assets=("ETH", "BTC"), now=_now())
    assert n == 2
    eth_rows = _read_snapshots(ctx, "ETH")
    btc_rows = _read_snapshots(ctx, "BTC")
    assert len(eth_rows) == 1
    assert len(btc_rows) == 1
    eth = eth_rows[0]
    assert eth["fetch_ok"] == 1
    assert eth["fetch_errors_json"] is None
    assert Decimal(str(eth["spot"])) == Decimal("3000")
    assert Decimal(str(eth["dealer_net_gamma"])) == Decimal("-66000000")
    assert eth["macro_days_to_event"] == 3


@pytest.mark.asyncio
async def test_failure_in_one_metric_keeps_row_with_error(
    tmp_path: Path,
) -> None:
    ctx = _ctx(tmp_path)
    ctx.deribit.dealer_gamma_profile = AsyncMock(
        side_effect=McpDataAnomalyError(
            "boom", service="deribit", tool="get_dealer_gamma_profile"
        )
    )
    n = await collect_market_snapshot(ctx, assets=("ETH",), now=_now())
    assert n == 1
    rows = _read_snapshots(ctx, "ETH")
    assert len(rows) == 1
    assert rows[0]["fetch_ok"] == 0
    errors = json.loads(rows[0]["fetch_errors_json"])
    assert "dealer_gamma" in errors
    assert rows[0]["dealer_net_gamma"] is None
    # Other metrics still populated.
    assert Decimal(str(rows[0]["spot"])) == Decimal("3000")


@pytest.mark.asyncio
async def test_btc_uses_btc_in_calls(tmp_path: Path) -> None:
    ctx = _ctx(tmp_path)
    await collect_market_snapshot(ctx, assets=("BTC",), now=_now())
    ctx.deribit.spot_perp_price.assert_awaited_with("BTC")
    ctx.hyperliquid.funding_rate_annualized.assert_awaited_with("BTC")
    ctx.sentiment.liquidation_heatmap.assert_awaited_with("BTC")


@pytest.mark.asyncio
async def test_macro_failure_only_nulls_macro(tmp_path: Path) -> None:
    ctx = _ctx(tmp_path)
    ctx.macro.next_high_severity_within = AsyncMock(
        side_effect=RuntimeError("calendar down")
    )
    await collect_market_snapshot(ctx, assets=("ETH",), now=_now())
    rows = _read_snapshots(ctx, "ETH")
    assert rows[0]["macro_days_to_event"] is None
    assert rows[0]["fetch_ok"] == 0
    errors = json.loads(rows[0]["fetch_errors_json"])
    assert "macro" in errors


@pytest.mark.asyncio
async def test_returns_zero_for_empty_assets(tmp_path: Path) -> None:
    ctx = _ctx(tmp_path)
    n = await collect_market_snapshot(ctx, assets=(), now=_now())
    assert n == 0