root
138 lines
4.6 KiB
Python
138 lines
4.6 KiB
Python
from __future__ import annotations
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from unittest.mock import AsyncMock, MagicMock
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import pytest
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from cerbero_mcp.exchanges.ibkr import tools as t
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def test_place_order_req_schema():
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req = t.PlaceOrderReq(symbol="AAPL", side="buy", qty=1)
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assert req.order_type == "market"
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assert req.tif == "day"
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assert req.exchange == "SMART"
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def test_place_order_req_options_validates_occ():
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req = t.PlaceOrderReq(
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symbol="AAPL 240119C00190000", side="buy", qty=1, asset_class="options",
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)
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assert req.asset_class == "options"
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@pytest.mark.asyncio
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async def test_get_account_tool_calls_client():
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client = MagicMock()
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client.get_account = AsyncMock(return_value={"netliquidation": {"amount": 10000}})
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res = await t.get_account(client, t.GetAccountReq())
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assert res["netliquidation"]["amount"] == 10000
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@pytest.mark.asyncio
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async def test_get_tick_uses_cache_or_subscribes():
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client = MagicMock()
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client.resolve_conid = AsyncMock(return_value=42)
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ws = MagicMock()
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ws.get_tick_snapshot = MagicMock(side_effect=[
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None,
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{"conid": 42, "last_price": 99.5, "bid": 99.4, "ask": 99.6,
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"bid_size": 1, "ask_size": 1, "timestamp_ms": 1700000000000},
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])
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ws.subscribe_tick = AsyncMock()
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res = await t.get_tick(
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client, t.GetTickReq(symbol="AAPL"), ws=ws, timeout_s=0.05,
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)
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assert res["last_price"] == 99.5
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ws.subscribe_tick.assert_awaited_once_with(42)
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@pytest.mark.asyncio
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async def test_place_order_enforces_leverage():
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client = MagicMock()
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client.get_account = AsyncMock(return_value={
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"netliquidation": {"amount": 10000},
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})
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client.place_order = AsyncMock(return_value={"order_id": "O1"})
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creds = {"max_leverage": 2}
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res = await t.place_order(
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client, t.PlaceOrderReq(symbol="AAPL", side="buy", qty=10),
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creds=creds, last_price=100.0,
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)
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assert res["order_id"] == "O1"
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@pytest.mark.asyncio
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async def test_cancel_order_calls_client():
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client = MagicMock()
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client.cancel_order = AsyncMock(return_value={"order_id": "O1", "canceled": True})
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res = await t.cancel_order(client, t.CancelOrderReq(order_id="O1"))
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assert res["canceled"] is True
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@pytest.mark.asyncio
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async def test_place_order_rejects_excessive_leverage():
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from fastapi import HTTPException
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client = MagicMock()
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client.get_account = AsyncMock(return_value={
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"netliquidation": {"amount": 1000},
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})
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creds = {"max_leverage": 2}
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# Order notional = 100*100 = 10000 vs equity 1000 → ratio 10x >> 2x cap → 403
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with pytest.raises(HTTPException) as exc_info:
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await t.place_order(
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client, t.PlaceOrderReq(symbol="AAPL", side="buy", qty=100),
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creds=creds, last_price=100.0,
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)
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assert exc_info.value.status_code == 403
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assert exc_info.value.detail["error"] == "LEVERAGE_CAP_EXCEEDED"
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@pytest.mark.asyncio
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async def test_place_bracket_order_calls_client_with_three_legs():
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client = MagicMock()
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client.resolve_conid = AsyncMock(return_value=42)
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client.account_id = "DU1"
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client.get_account = AsyncMock(return_value={"netliquidation": {"amount": 100000}})
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client._submit_order_with_confirmation = AsyncMock(
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return_value={"order_id": "OID-parent"}
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)
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res = await t.place_bracket_order(
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client,
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t.PlaceBracketOrderReq(
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symbol="AAPL", side="buy", qty=1,
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entry_price=150, stop_loss=145, take_profit=160,
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),
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creds={"max_leverage": 4},
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)
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assert res["order_id"] == "OID-parent"
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payload = client._submit_order_with_confirmation.call_args[0][0]
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assert len(payload["orders"]) == 3
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@pytest.mark.asyncio
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async def test_place_oto_partial_failure_cancels_trigger():
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from cerbero_mcp.exchanges.ibkr.client import IBKRError
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client = MagicMock()
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client.resolve_conid = AsyncMock(return_value=42)
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client.account_id = "DU1"
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client._submit_order_with_confirmation = AsyncMock(
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side_effect=[
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{"order_id": "TRIG1"},
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IBKRError("network"),
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]
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)
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client.cancel_order = AsyncMock(return_value={"canceled": True})
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with pytest.raises(IBKRError, match="IBKR_OTO_PARTIAL_FAILURE"):
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await t.place_oto_order(
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client,
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t.PlaceOtoOrderReq(
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trigger=t.OrderLeg(symbol="AAPL", side="buy", qty=1,
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order_type="limit", limit_price=150),
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child=t.OrderLeg(symbol="AAPL", side="sell", qty=1,
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order_type="limit", limit_price=160),
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),
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creds={"max_leverage": 4},
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)
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client.cancel_order.assert_awaited_once_with("TRIG1")
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