"""Tre riparazioni sul percorso con soldi veri (unita' U1, 2026-09-27), provate contro il codice che dovrebbe farle — non discusse. #17. `DeribitRead.position_usd` leggeva `size`/`size_currency` in ASSOLUTO e ignorava `direction`: uno short risultava un long, e close()/ensure_disaster_sl decidevano lato ordine e prezzo dello stop dal segno sbagliato. Nessun test tocca la rete. """ from __future__ import annotations from src.live.deribit import DeribitRead from src.live.execution import DeribitTrader, Fill ETH = "ETH_USDC-PERPETUAL" # ================================================================================================= # #17 — position_usd: il segno viene da `direction`, non assunto dal solo `size`. # ================================================================================================= class _FakeRead(DeribitRead): """DeribitRead senza rete: `positions()` finto, per esercitare `position_usd` con la forma REALE del gateway (size in assoluto + direction a parte).""" def __init__(self, raw: list[dict]) -> None: self._raw = raw def positions(self, currency): return self._raw def test_position_usd_sell_e_negativo(): r = _FakeRead([{"instrument_name": ETH, "size": 560, "direction": "sell"}]) assert r.position_usd(ETH) == -560.0 def test_position_usd_buy_e_positivo(): r = _FakeRead([{"instrument_name": ETH, "size": 560, "direction": "buy"}]) assert r.position_usd(ETH) == 560.0 def test_position_usd_senza_direction_si_fida_del_segno_di_size(): """Compatibile con un gateway che un giorno mandasse gia' il segno in `size`.""" r = _FakeRead([{"instrument_name": ETH, "size": -3}]) assert r.position_usd(ETH) == -3.0 # ================================================================================================= # Verifica a valle di #17: close() e ensure_disaster_sl() decidono lato/stop da `pos > 0`. # Si mocka `positions()` (dati grezzi del gateway), NON `position_usd()`: cosi' si esercita # davvero la pipeline positions() -> position_usd() -> close()/ensure_disaster_sl(). # ================================================================================================= class _FakeTraderShort(DeribitTrader): """DeribitTrader senza rete: posizione SHORT letta come il gateway la manda davvero, mark fisso, `_submit` registra la chiamata invece di piazzare l'ordine.""" def __init__(self, raw_positions: list[dict], mark: float = 2694.0) -> None: self._open_cap: dict[str, float] = {} self._raw = raw_positions self._mark = mark self.submitted: list[dict] = [] self.cancelled: list[str] = [] def positions(self, currency): return self._raw def mark_price(self, instrument): return self._mark def open_orders(self, instrument): return [] def cancel_order(self, order_id): self.cancelled.append(order_id) return {} def _submit(self, instrument, side, amount, *, reduce_only, label, order_type="market", price=None): self.submitted.append(dict(instrument=instrument, side=side, amount=amount, reduce_only=reduce_only, label=label, order_type=order_type, price=price)) return Fill(instrument=instrument, side=side, amount=amount, filled=amount, price=price, fee_usdc=0.0, order_id="1", state="filled", verified=True) def _short_560(): return _FakeTraderShort([{"instrument_name": ETH, "size": 560, "direction": "sell"}]) def test_close_su_short_usa_side_buy_reduce_only(): t = _short_560() f = t.close(ETH) assert f is not None assert len(t.submitted) == 1 call = t.submitted[0] assert call["side"] == "buy" and call["reduce_only"] is True assert call["label"] == "tp01-close" and call["amount"] > 0 def test_ensure_disaster_sl_su_short_mette_lo_stop_sopra_il_mark_lato_buy(): t = _short_560() ds = t.ensure_disaster_sl(ETH, 0.30) assert ds["state"] == "placed" assert len(t.submitted) == 1 call = t.submitted[0] assert call["side"] == "buy" assert call["order_type"] == "stop_market" assert call["price"] > t._mark # stop SOPRA il mark per uno short