feat: create v2-prep branch with comprehensive planning
Restructured project for V2 refactor: **Structure Changes:** - Moved all V1 code to orig/ folder (preserved with git mv) - Created docs/planning/ directory - Added orig/README_V1.md explaining V1 preservation **Planning Documents:** - 00_V2_MASTER_PLAN.md: Complete architecture overview - Executive summary of critical V1 issues - High-level component architecture diagrams - 5-phase implementation roadmap - Success metrics and risk mitigation - 07_TASK_BREAKDOWN.md: Atomic task breakdown - 99+ hours of detailed tasks - Every task < 2 hours (atomic) - Clear dependencies and success criteria - Organized by implementation phase **V2 Key Improvements:** - Per-exchange parsers (factory pattern) - Multi-layer strict validation - Multi-index pool cache - Background validation pipeline - Comprehensive observability **Critical Issues Addressed:** - Zero address tokens (strict validation + cache enrichment) - Parsing accuracy (protocol-specific parsers) - No audit trail (background validation channel) - Inefficient lookups (multi-index cache) - Stats disconnection (event-driven metrics) Next Steps: 1. Review planning documents 2. Begin Phase 1: Foundation (P1-001 through P1-010) 3. Implement parsers in Phase 2 4. Build cache system in Phase 3 5. Add validation pipeline in Phase 4 6. Migrate and test in Phase 5 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
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242
orig/pkg/validation/price_impact_validator_test.go
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242
orig/pkg/validation/price_impact_validator_test.go
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package validation
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import (
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"math/big"
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"testing"
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)
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func TestDefaultPriceImpactThresholds(t *testing.T) {
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thresholds := DefaultPriceImpactThresholds()
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tests := []struct {
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name string
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value float64
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expected float64
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}{
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{"Low threshold", thresholds.LowThreshold, 0.5},
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{"Medium threshold", thresholds.MediumThreshold, 2.0},
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{"High threshold", thresholds.HighThreshold, 5.0},
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{"Extreme threshold", thresholds.ExtremeThreshold, 10.0},
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{"Max acceptable", thresholds.MaxAcceptable, 15.0},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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if tt.value != tt.expected {
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t.Errorf("%s = %v, want %v", tt.name, tt.value, tt.expected)
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}
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})
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}
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}
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func TestCategorizePriceImpact(t *testing.T) {
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validator := NewPriceImpactValidator(DefaultPriceImpactThresholds())
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tests := []struct {
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name string
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priceImpact float64
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expectedLevel PriceImpactRiskLevel
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}{
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{"Negligible impact", 0.05, RiskLevelNegligible},
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{"Low impact", 0.3, RiskLevelLow},
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{"Medium impact", 1.0, RiskLevelMedium},
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{"High impact", 3.0, RiskLevelHigh},
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{"Extreme impact", 7.0, RiskLevelExtreme},
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{"Unacceptable impact", 20.0, RiskLevelUnacceptable},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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result := validator.ValidatePriceImpact(tt.priceImpact)
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if result.RiskLevel != tt.expectedLevel {
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t.Errorf("Risk level = %v, want %v", result.RiskLevel, tt.expectedLevel)
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}
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})
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}
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}
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func TestShouldRejectTrade(t *testing.T) {
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validator := NewPriceImpactValidator(DefaultPriceImpactThresholds())
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tests := []struct {
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name string
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priceImpact float64
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shouldReject bool
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}{
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{"Low impact - accept", 0.5, false},
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{"Medium impact - accept", 2.0, false},
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{"High impact - accept", 5.0, false},
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{"Extreme impact - accept", 10.0, false},
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{"At max threshold - accept", 15.0, false},
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{"Above max threshold - reject", 15.1, true},
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{"Very high - reject", 30.0, true},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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result := validator.ShouldRejectTrade(tt.priceImpact)
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if result != tt.shouldReject {
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t.Errorf("ShouldRejectTrade(%v) = %v, want %v", tt.priceImpact, result, tt.shouldReject)
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}
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})
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}
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}
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func TestShouldSplitTrade(t *testing.T) {
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validator := NewPriceImpactValidator(DefaultPriceImpactThresholds())
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tests := []struct {
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name string
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priceImpact float64
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shouldSplit bool
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}{
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{"Negligible - no split", 0.1, false},
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{"Low - no split", 0.5, false},
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{"Just below medium - no split", 1.9, false},
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{"At medium threshold - split", 2.0, true},
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{"High - split", 5.0, true},
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{"Extreme - split", 10.0, true},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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result := validator.ShouldSplitTrade(tt.priceImpact)
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if result != tt.shouldSplit {
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t.Errorf("ShouldSplitTrade(%v) = %v, want %v", tt.priceImpact, result, tt.shouldSplit)
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}
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})
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}
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}
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func TestGetRecommendedSplitCount(t *testing.T) {
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validator := NewPriceImpactValidator(DefaultPriceImpactThresholds())
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tests := []struct {
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name string
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priceImpact float64
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expectedSplit int
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}{
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{"Low impact - no split", 0.5, 1},
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{"Medium impact - split in 2", 2.5, 2},
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{"High impact - split in 4", 6.0, 4},
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{"Extreme impact - split in 8", 12.0, 8},
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{"Unacceptable - reject (0)", 20.0, 0},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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result := validator.GetRecommendedSplitCount(tt.priceImpact)
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if result != tt.expectedSplit {
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t.Errorf("GetRecommendedSplitCount(%v) = %v, want %v", tt.priceImpact, result, tt.expectedSplit)
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}
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})
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}
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}
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func TestCalculateMaxTradeSize(t *testing.T) {
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validator := NewPriceImpactValidator(DefaultPriceImpactThresholds())
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liquidity := big.NewInt(1000000) // 1M units of liquidity
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tests := []struct {
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name string
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liquidity *big.Int
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targetPriceImpact float64
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expectedApproximate int64 // Approximate expected value
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}{
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{"0.5% impact", liquidity, 0.5, 5025}, // ~0.5% of 1M
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{"1% impact", liquidity, 1.0, 10101}, // ~1% of 1M
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{"2% impact", liquidity, 2.0, 20408}, // ~2% of 1M
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{"5% impact", liquidity, 5.0, 52631}, // ~5% of 1M
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{"10% impact", liquidity, 10.0, 111111}, // ~10% of 1M
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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result := validator.CalculateMaxTradeSize(tt.liquidity, tt.targetPriceImpact)
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// Check if result is within 5% of expected value
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resultInt64 := result.Int64()
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lowerBound := int64(float64(tt.expectedApproximate) * 0.95)
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upperBound := int64(float64(tt.expectedApproximate) * 1.05)
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if resultInt64 < lowerBound || resultInt64 > upperBound {
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t.Errorf("CalculateMaxTradeSize() = %v, expected approximately %v (±5%%)", result, tt.expectedApproximate)
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}
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})
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}
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}
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func TestValidatePriceImpactWithLiquidity(t *testing.T) {
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validator := NewPriceImpactValidator(DefaultPriceImpactThresholds())
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liquidity := big.NewInt(1000000) // 1M units
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tests := []struct {
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name string
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tradeSize *big.Int
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liquidity *big.Int
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expectedRiskLevel PriceImpactRiskLevel
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}{
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{"Small trade", big.NewInt(1000), liquidity, RiskLevelNegligible},
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{"Medium trade", big.NewInt(20000), liquidity, RiskLevelMedium},
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{"Large trade", big.NewInt(100000), liquidity, RiskLevelExtreme},
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{"Very large trade", big.NewInt(500000), liquidity, RiskLevelUnacceptable},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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result := validator.ValidatePriceImpactWithLiquidity(tt.tradeSize, tt.liquidity)
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if result.RiskLevel != tt.expectedRiskLevel {
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t.Errorf("Risk level = %v, want %v (price impact: %.2f%%)",
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result.RiskLevel, tt.expectedRiskLevel, result.PriceImpact)
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}
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})
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}
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}
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func TestConservativeThresholds(t *testing.T) {
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validator := NewPriceImpactValidator(ConservativePriceImpactThresholds())
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// Test that conservative thresholds are more strict
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// With conservative: High=1.0%, Extreme=2.0%
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// So 1.0% exactly is at the boundary and goes to Extreme
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result := validator.ValidatePriceImpact(1.0)
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if result.RiskLevel != RiskLevelExtreme {
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t.Errorf("With conservative thresholds, 1%% should be Extreme risk, got %v", result.RiskLevel)
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}
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}
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func TestAggressiveThresholds(t *testing.T) {
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validator := NewPriceImpactValidator(AggressivePriceImpactThresholds())
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// Test that aggressive thresholds are more lenient
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// With aggressive: Low=1.0%, Medium=3.0%
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// So 2.0% falls in the Medium range (between 1.0 and 3.0)
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result := validator.ValidatePriceImpact(2.0)
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if result.RiskLevel != RiskLevelMedium {
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t.Errorf("With aggressive thresholds, 2%% should be Medium risk, got %v", result.RiskLevel)
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}
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}
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func BenchmarkValidatePriceImpact(b *testing.B) {
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validator := NewPriceImpactValidator(DefaultPriceImpactThresholds())
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b.ResetTimer()
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for i := 0; i < b.N; i++ {
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validator.ValidatePriceImpact(2.5)
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}
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}
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func BenchmarkValidatePriceImpactWithLiquidity(b *testing.B) {
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validator := NewPriceImpactValidator(DefaultPriceImpactThresholds())
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tradeSize := big.NewInt(50000)
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liquidity := big.NewInt(1000000)
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b.ResetTimer()
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for i := 0; i < b.N; i++ {
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validator.ValidatePriceImpactWithLiquidity(tradeSize, liquidity)
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}
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}
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