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"""
AirMicroDrip Audit Integration
Connects the audit framework to the AirMicroDrip perpetual futures system.
Provides continuous monitoring, health checks, and compliance verification.
"""
import os
import sys
from datetime import datetime
from typing import Dict, Any, Optional
# Add parent directory to path for audit_framework import
sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
from audit_framework import (
AuditFramework,
AuditCategory,
AuditSeverity,
AuditStatus,
)
class AirMicroDripAuditor:
"""Audit wrapper for AirMicroDrip systems."""
def __init__(self, db_path: str = "airmicrodrip_audit.db"):
self.audit = AuditFramework()
self.db_path = db_path
self._register_airmicrodrip_checks()
def _register_airmicrodrip_checks(self):
"""Register AirMicroDrip-specific audit checks."""
from audit_framework import AuditCheck
extra_checks = [
AuditCheck(
check_id="amd_001",
name="Liquidity Provider Health",
description="Verify at least one active LLM inference provider",
category=AuditCategory.AVAILABILITY,
severity=AuditSeverity.HIGH,
),
AuditCheck(
check_id="amd_002",
name="Synthetic Liquidity Depth",
description="Verify total synthetic liquidity exceeds minimum threshold",
category=AuditCategory.ACCURACY,
severity=AuditSeverity.HIGH,
),
AuditCheck(
check_id="amd_003",
name="Perpetual Engine Consistency",
description="Verify mark prices and index prices are within tolerance",
category=AuditCategory.ACCURACY,
severity=AuditSeverity.CRITICAL,
),
AuditCheck(
check_id="amd_004",
name="Funding Rate Bounds",
description="Verify funding rates are within configured min/max",
category=AuditCategory.ACCURACY,
severity=AuditSeverity.MEDIUM,
),
AuditCheck(
check_id="amd_005",
name="Liquidation Backlog",
description="Verify no positions are stuck in liquidation queue",
category=AuditCategory.INTEGRITY,
severity=AuditSeverity.CRITICAL,
),
AuditCheck(
check_id="amd_006",
name="Order Book Spread",
description="Verify bid-ask spread is within acceptable range",
category=AuditCategory.PERFORMANCE,
severity=AuditSeverity.MEDIUM,
),
]
for check in extra_checks:
self.audit.checks[check.check_id] = check
def check_liquidity_providers(self, registry) -> Dict[str, Any]:
"""Run liquidity provider health check."""
providers = registry.get_all_providers(status="active")
if not providers:
return {
"status": AuditStatus.FAILED,
"message": "No active liquidity providers",
"details": {"active_count": 0},
}
return {
"status": AuditStatus.PASSED,
"message": f"{len(providers)} active liquidity providers",
"details": {"active_count": len(providers)},
}
def check_liquidity_depth(self, converter) -> Dict[str, Any]:
"""Run synthetic liquidity depth check."""
total = converter.get_total_liquidity()
total_usd = total.get("total_usd", 0.0)
min_liquidity = float(os.environ.get("MIN_LIQUIDITY_USD", 10000.0))
if total_usd < min_liquidity:
return {
"status": AuditStatus.FAILED,
"message": f"Total liquidity ${total_usd:.2f} below minimum ${min_liquidity:.2f}",
"details": {"total_usd": total_usd, "minimum": min_liquidity},
}
return {
"status": AuditStatus.PASSED,
"message": f"Total liquidity ${total_usd:.2f} above minimum",
"details": {"total_usd": total_usd, "by_market": total.get("by_market", {})},
}
def check_mark_price_consistency(self, trading_engine, tolerance: float = 0.02) -> Dict[str, Any]:
"""Verify mark prices are close to index prices."""
inconsistent = []
for market, state in trading_engine.market_states.items():
if state.index_price == 0:
continue
deviation = abs(state.mark_price - state.index_price) / state.index_price
if deviation > tolerance:
inconsistent.append({
"market": market,
"mark": state.mark_price,
"index": state.index_price,
"deviation": deviation,
})
if inconsistent:
return {
"status": AuditStatus.FAILED,
"message": f"{len(inconsistent)} market(s) with price deviation > {tolerance:.1%}",
"details": {"inconsistent": inconsistent},
}
return {
"status": AuditStatus.PASSED,
"message": "Mark prices consistent with index prices",
"details": {"markets_checked": len(trading_engine.market_states)},
}
def check_funding_rate_bounds(self, funding_engine) -> Dict[str, Any]:
"""Verify funding rates within bounds."""
from funding_rate_engine import FUNDING_CONFIG
out_of_bounds = []
for market in funding_engine.trading_engine.market_states:
rate = funding_engine.calculate_funding_rate(market)
if rate < FUNDING_CONFIG["min_funding_rate"] or rate > FUNDING_CONFIG["max_funding_rate"]:
out_of_bounds.append({"market": market, "rate": rate})
if out_of_bounds:
return {
"status": AuditStatus.FAILED,
"message": f"{len(out_of_bounds)} funding rate(s) out of bounds",
"details": {"out_of_bounds": out_of_bounds},
}
return {
"status": AuditStatus.PASSED,
"message": "All funding rates within bounds",
"details": {"markets_checked": len(funding_engine.trading_engine.market_states)},
}
def check_liquidation_backlog(self, liq_system) -> Dict[str, Any]:
"""Check for stuck liquidations."""
at_risk = liq_system.get_at_risk_positions()
if len(at_risk) > 10:
return {
"status": AuditStatus.WARNING,
"message": f"{len(at_risk)} positions at risk — possible backlog",
"details": {"at_risk_count": len(at_risk)},
}
return {
"status": AuditStatus.PASSED,
"message": f"Liquidation queue healthy ({len(at_risk)} at risk)",
"details": {"at_risk_count": len(at_risk)},
}
def check_orderbook_spread(self, trading_engine, max_spread_bps: float = 50.0) -> Dict[str, Any]:
"""Verify bid-ask spreads are within tolerance."""
wide_spreads = []
for market, ob in trading_engine.order_books.items():
best_bid = ob.get_best_bid()
best_ask = ob.get_best_ask()
if best_bid and best_ask and best_bid > 0:
spread_bps = ((best_ask - best_bid) / best_bid) * 10000
if spread_bps > max_spread_bps:
wide_spreads.append({"market": market, "spread_bps": spread_bps})
if wide_spreads:
return {
"status": AuditStatus.WARNING,
"message": f"{len(wide_spreads)} market(s) with wide spread",
"details": {"wide_spreads": wide_spreads},
}
return {
"status": AuditStatus.PASSED,
"message": "Order book spreads within tolerance",
"details": {"markets_checked": len(trading_engine.order_books)},
}
def run_airmicrodrip_audit(
self,
registry=None,
converter=None,
trading_engine=None,
funding_engine=None,
liq_system=None,
) -> Dict[str, Any]:
"""Run the full AirMicroDrip audit suite."""
ctx: Dict[str, Any] = {}
if registry:
ctx["liquidity_providers"] = self.check_liquidity_providers(registry)
if converter:
ctx["liquidity_depth"] = self.check_liquidity_depth(converter)
if trading_engine:
ctx["price_consistency"] = self.check_mark_price_consistency(trading_engine)
if funding_engine:
ctx["funding_bounds"] = self.check_funding_rate_bounds(funding_engine)
if liq_system:
ctx["liquidation_backlog"] = self.check_liquidation_backlog(liq_system)
if trading_engine:
ctx["orderbook_spread"] = self.check_orderbook_spread(trading_engine)
# Log all results
for check_name, result in ctx.items():
status = result.get("status", AuditStatus.SKIPPED)
self.audit.log(
category=AuditCategory.INTEGRITY,
severity=AuditSeverity.HIGH if status == AuditStatus.FAILED else AuditSeverity.INFO,
status=status,
message=result.get("message", f"{check_name} check completed"),
details=result.get("details", {}),
actor="airmicrodrip_auditor",
component=check_name,
)
# Run base framework checks too
base_report = self.audit.run_audit(context=ctx)
return {
"base_report_id": base_report.report_id,
"overall_score": base_report.overall_score,
"airmicrodrip_checks": ctx,
"system_health": self.audit.get_system_health(),
}
if __name__ == "__main__":
# Standalone demo
auditor = AirMicroDripAuditor()
print("AirMicroDrip Auditor initialized with checks:")
for cid, check in auditor.audit.checks.items():
print(f" {cid}: {check.name} ({check.category.value}, {check.severity.value})")
print(f"\nTotal checks registered: {len(auditor.audit.checks)}")
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