TCPDashboard/tests/common/transformation/test_safety.py

"""Tests for trade safety limits and validations."""

from decimal import Decimal
import pytest

from data.common.transformation.safety import (
    TradeLimits,
    DEFAULT_LIMITS,
    STABLECOIN_LIMITS,
    VOLATILE_LIMITS,
    is_stablecoin_pair,
    get_trade_limits,
    validate_trade_size,
    validate_trade_price,
    validate_symbol_format
)

def test_stablecoin_detection():
    """Test stablecoin pair detection."""
    # Test stablecoin pairs
    assert is_stablecoin_pair('BTC-USDT')
    assert is_stablecoin_pair('ETH/USDC')
    assert is_stablecoin_pair('USDT-BTC')
    assert is_stablecoin_pair('DAI/ETH')
    
    # Test non-stablecoin pairs
    assert not is_stablecoin_pair('BTC-ETH')
    assert not is_stablecoin_pair('LTC/XRP')
    assert not is_stablecoin_pair('DOT-SOL')

def test_get_trade_limits():
    """Test trade limits selection."""
    # Stablecoin pairs should get higher limits
    assert get_trade_limits('BTC-USDT') == STABLECOIN_LIMITS
    assert get_trade_limits('ETH/USDC') == STABLECOIN_LIMITS
    
    # Other pairs should get volatile limits
    assert get_trade_limits('BTC-ETH') == VOLATILE_LIMITS
    assert get_trade_limits('LTC/XRP') == VOLATILE_LIMITS

def test_validate_trade_size():
    """Test trade size validation."""
    # Valid sizes should pass
    validate_trade_size(
        Decimal('1.0'),
        Decimal('50000'),
        'BTC-USDT'
    )
    
    # Test minimum size
    with pytest.raises(ValueError, match='below minimum'):
        validate_trade_size(
            Decimal('0.000000001'),
            Decimal('50000'),
            'BTC-USDT'
        )
    
    # Test maximum size
    with pytest.raises(ValueError, match='exceeds maximum'):
        validate_trade_size(
            Decimal('2000000'),
            Decimal('50000'),
            'BTC-USDT'
        )
    
    # Test minimum notional
    with pytest.raises(ValueError, match='below minimum'):
        validate_trade_size(
            Decimal('0.00001'),
            Decimal('10'),
            'BTC-USDT'
        )
    
    # Test maximum notional
    with pytest.raises(ValueError, match='exceeds maximum'):
        validate_trade_size(
            Decimal('1000'),
            Decimal('1000000'),
            'BTC-USDT'
        )

def test_validate_trade_price():
    """Test trade price validation."""
    # Valid prices should pass
    validate_trade_price(
        Decimal('50000'),
        Decimal('49000'),
        'BTC-USDT'
    )
    
    # Test maximum deviation for stablecoins
    with pytest.raises(ValueError, match='deviation'):
        validate_trade_price(
            Decimal('1.10'),
            Decimal('1.00'),
            'USDT-USDC'  # 10% deviation exceeds 5% limit
        )
    
    # Test maximum deviation for volatile pairs
    with pytest.raises(ValueError, match='deviation'):
        validate_trade_price(
            Decimal('60000'),
            Decimal('30000'),
            'BTC-ETH'  # 100% deviation exceeds 50% limit
        )
    
    # None market price should be handled
    validate_trade_price(
        Decimal('50000'),
        None,
        'BTC-USDT'
    )

def test_validate_symbol_format():
    """Test symbol format validation."""
    # Valid formats should pass
    validate_symbol_format('BTC-USDT')
    validate_symbol_format('ETH/USDC')
    validate_symbol_format('LTC-BTC')
    
    # Test invalid formats
    with pytest.raises(ValueError):
        validate_symbol_format('')  # Empty
    
    with pytest.raises(ValueError):
        validate_symbol_format('BTCUSDT')  # No separator
    
    with pytest.raises(ValueError):
        validate_symbol_format('BTC_USDT')  # Wrong separator
    
    with pytest.raises(ValueError):
        validate_symbol_format('BTC-USD-T')  # Too many parts
    
    with pytest.raises(ValueError):
        validate_symbol_format('a-b')  # Too short
    
    with pytest.raises(ValueError):
        validate_symbol_format('VERYLONGTOKEN-BTC')  # Too long