hermes_overlay/tests/test_phase4_validation_order.py

from __future__ import annotations

import asyncio
import json

import pytest

import trading.domain.execution_service as execution_module
from trading.adapters.paper_adapter import PaperExchangeAdapter
from trading.domain.approvals import create_approval
from trading.domain.execution_contracts import ExecuteApprovedPlanCommand, ExecutionErrorCode
from trading.domain.execution_service import ExecutionService, ExecutionServiceError
from trading.domain.identity_repo import ensure_paper_exchange_account
from trading.domain.plan_revalidation import PlanRevalidationResult
from trading.domain.plans_repo import create_plan
from trading.domain.risk_limits import MarketRiskContext, RiskRejected
from trading.domain.schema import apply_migrations, connect
from trading.futures_execution import TradingError


class SpyPaperAdapter(PaperExchangeAdapter):
    def __init__(self, *, default_price: float = 100.0) -> None:
        super().__init__(default_price=default_price)
        self.load_market_calls = 0
        self.configure_calls = 0
        self.create_order_calls = 0

    async def load_markets(self):
        self.load_market_calls += 1
        return await super().load_markets()

    async def configure_account(self, symbol, leverage, margin_mode, position_mode):
        self.configure_calls += 1
        return await super().configure_account(symbol, leverage, margin_mode, position_mode)

    async def create_order(self, req):
        self.create_order_calls += 1
        return await super().create_order(req)


@pytest.fixture(autouse=True)
def _db(tmp_path, monkeypatch):
    monkeypatch.setenv("HERMES_HOME", str(tmp_path))
    monkeypatch.setenv("TRADING_MODE", "paper")
    monkeypatch.setenv("HERMES_EXECUTION_ENABLED", "true")
    ok, messages = apply_migrations()
    assert ok, messages


def _plan(**overrides):
    plan = {
        "symbol": "BTCUSDT",
        "decision": "LONG",
        "entry": 100.0,
        "stop_loss": 95.0,
        "take_profit": 110.0,
        "leverage": 3,
        "quantity": 1.0,
        "risk_profile": "moderate",
        "risk_percent": 0.01,
        "futuresVerified": True,
        "noTradeGuard": False,
        "trading_readiness": "ready",
        "executable": True,
        "expires_at": "2099-01-01T00:00:00Z",
    }
    plan.update(overrides)
    return plan


def _accepted(plan_id: str) -> PlanRevalidationResult:
    return PlanRevalidationResult(
        revalidation_id=f"rv-{plan_id}",
        accepted=True,
        reasons=(),
        context_hash="context-hash",
        observed_price=100.0,
        observed_spread_bps=1.0,
        observed_slippage_percent=0.0,
        market_risk=MarketRiskContext(
            provider_fresh=True,
            reconciliation_clear=True,
            spread_bps=1.0,
            funding_rate=0.0,
            liquidity_ok=True,
        ),
        orderbook={"bids": [[99.9, 100]], "asks": [[100.0, 100]]},
    )


def _setup(owner_id: str = "owner-validation"):
    account = ensure_paper_exchange_account(owner_id)
    plan = create_plan(_plan(), owner_id=owner_id, account_id=account.account_id)
    approval_id = create_approval(
        plan["plan_id"], plan["plan_hash"], owner_id, account_id=account.account_id,
    )
    return owner_id, account, plan, approval_id


def _command(base_owner_id, base_account, plan, approval_id, **overrides):
    values = {
        "plan_id": plan["plan_id"],
        "approval_id": approval_id,
        "owner_id": base_owner_id,
        "account_id": base_account.account_id,
        "session_id": None,
        "idempotency_key": f"validation:{plan['plan_id']}:{approval_id}",
    }
    values.update(overrides)
    return ExecuteApprovedPlanCommand(**values)


def test_binding_mode_integrity_and_revalidation_fail_before_adapter_calls(monkeypatch):
    owner_id, account, plan, approval_id = _setup()
    adapter = SpyPaperAdapter()
    service = ExecutionService(adapter)

    async def rejected(plan_id, **_kwargs):
        result = _accepted(plan_id)
        return PlanRevalidationResult(
            **{**result.__dict__, "accepted": False, "reasons": ("plan expired",)}
        )

    async def run():
        with pytest.raises(ExecutionServiceError) as owner_error:
            await service.execute_approved_plan(
                _command(owner_id, account, plan, approval_id, owner_id="other-owner")
            )
        assert owner_error.value.code is ExecutionErrorCode.BINDING_MISMATCH

        with pytest.raises(ExecutionServiceError) as account_error:
            await service.execute_approved_plan(
                _command(owner_id, account, plan, approval_id, account_id="other-account")
            )
        assert account_error.value.code is ExecutionErrorCode.BINDING_MISMATCH

        conn = connect()
        try:
            conn.execute("UPDATE plans SET mode='testnet' WHERE plan_id=?", (plan["plan_id"],))
            conn.commit()
        finally:
            conn.close()
        with pytest.raises(ExecutionServiceError) as mode_error:
            await service.execute_approved_plan(_command(owner_id, account, plan, approval_id))
        assert mode_error.value.code is ExecutionErrorCode.MODE_NOT_ALLOWED

        conn = connect()
        try:
            conn.execute("UPDATE plans SET mode='paper' WHERE plan_id=?", (plan["plan_id"],))
            row = conn.execute("SELECT payload FROM plans WHERE plan_id=?", (plan["plan_id"],)).fetchone()
            payload = json.loads(row[0])
            payload["entry"] = 101.0
            conn.execute("UPDATE plans SET payload=? WHERE plan_id=?", (json.dumps(payload), plan["plan_id"]))
            conn.commit()
        finally:
            conn.close()
        with pytest.raises(ExecutionServiceError) as hash_error:
            await service.execute_approved_plan(_command(owner_id, account, plan, approval_id))
        assert hash_error.value.code is ExecutionErrorCode.PLAN_INTEGRITY_FAILED

        # Restore immutable payload and then prove an expiry/freshness rejection also
        # occurs before any adapter account mutation or submission.
        conn = connect()
        try:
            conn.execute("UPDATE plans SET payload=? WHERE plan_id=?", (json.dumps(plan), plan["plan_id"]))
            conn.commit()
        finally:
            conn.close()
        monkeypatch.setattr(execution_module, "revalidate_plan", rejected)
        with pytest.raises(ExecutionServiceError) as stale_error:
            await service.execute_approved_plan(_command(owner_id, account, plan, approval_id))
        assert stale_error.value.code is ExecutionErrorCode.REVALIDATION_FAILED

    asyncio.run(run())
    assert adapter.load_market_calls == 0
    assert adapter.configure_calls == 0
    assert adapter.create_order_calls == 0


def test_nonfinite_geometry_and_final_risk_fail_before_configuration_or_submission(monkeypatch):
    adapter = SpyPaperAdapter()
    service = ExecutionService(adapter)

    async def run():
        with pytest.raises(TradingError, match="finite and positive"):
            await service._submit_entry(
                symbol="BTCUSDT", side="long", size=float("nan"), price=100.0,
                stop_loss=95.0, take_profit=110.0,
            )
        assert adapter.load_market_calls == 0

        def reject_risk(**_kwargs):
            raise RiskRejected("final risk rejected")

        monkeypatch.setattr(execution_module, "assert_entry_allowed", reject_risk)
        with pytest.raises(RiskRejected, match="final risk rejected"):
            await service._submit_entry(
                symbol="BTCUSDT", side="long", size=1.0, price=100.0,
                stop_loss=95.0, take_profit=110.0,
            )

    asyncio.run(run())
    assert adapter.configure_calls == 0
    assert adapter.create_order_calls == 0


def test_unverified_market_fails_before_account_configuration_or_submission():
    class MissingMarketAdapter(SpyPaperAdapter):
        async def load_markets(self):
            self.load_market_calls += 1
            return {}

    adapter = MissingMarketAdapter()
    service = ExecutionService(adapter)

    async def run():
        with pytest.raises(TradingError, match="market metadata unavailable"):
            await service._submit_entry(
                symbol="BTCUSDT", side="long", size=1.0, price=100.0,
                stop_loss=95.0, take_profit=110.0,
            )

    asyncio.run(run())
    assert adapter.load_market_calls == 1
    assert adapter.configure_calls == 0
    assert adapter.create_order_calls == 0


def test_existing_exposure_is_reconciled_before_second_configuration_or_submission(monkeypatch):
    owner_id, account, first_plan, first_approval = _setup("owner-exposure")
    adapter = SpyPaperAdapter()
    service = ExecutionService(adapter)

    async def accepted(plan_id, **_kwargs):
        return _accepted(plan_id)

    monkeypatch.setattr(execution_module, "revalidate_plan", accepted)

    async def run():
        first = await service.execute_approved_plan(
            _command(owner_id, account, first_plan, first_approval)
        )
        assert first["status"] == "protected"
        baseline = (adapter.load_market_calls, adapter.configure_calls, adapter.create_order_calls)

        second_plan = create_plan(
            _plan(entry=101.0, stop_loss=96.0, take_profit=111.0),
            owner_id=owner_id,
            account_id=account.account_id,
        )
        second_approval = create_approval(
            second_plan["plan_id"], second_plan["plan_hash"], owner_id,
            account_id=account.account_id,
        )
        with pytest.raises(ExecutionServiceError, match="existing exposure") as caught:
            await service.execute_approved_plan(
                _command(owner_id, account, second_plan, second_approval)
            )
        assert caught.value.code is ExecutionErrorCode.EXECUTION_FAILED
        assert (adapter.load_market_calls, adapter.configure_calls, adapter.create_order_calls) == baseline

    asyncio.run(run())