package arbitrage import ( "math/big" "testing" "time" "github.com/fraktal/mev-beta/internal/logger" "github.com/fraktal/mev-beta/pkg/math" pkgtypes "github.com/fraktal/mev-beta/pkg/types" ) func TestPerformRiskChecksRespectsDailyLossLimitDecimals(t *testing.T) { log := logger.New("debug", "text", "") dc := math.NewDecimalConverter() maxPos, _ := dc.FromString("10", 18, "ETH") dailyLimit, _ := dc.FromString("0.5", 18, "ETH") profitTarget, _ := dc.FromString("1", 18, "ETH") zero, _ := dc.FromString("0", 18, "ETH") framework := &LiveExecutionFramework{ logger: log, decimalConverter: dc, config: FrameworkConfig{ MaxPositionSize: maxPos, DailyLossLimit: dailyLimit, DailyProfitTarget: profitTarget, }, stats: &FrameworkStats{ DailyStats: make(map[string]*DailyStats), }, } today := time.Now().Format("2006-01-02") framework.stats.DailyStats[today] = &DailyStats{ Date: today, ProfitRealized: zero.Copy(), GasCostPaid: zero.Copy(), } loss, _ := math.NewUniversalDecimal(big.NewInt(-600000000000000000), 18, "ETH") framework.stats.DailyStats[today].NetProfit = loss opportunity := &pkgtypes.ArbitrageOpportunity{ AmountIn: big.NewInt(1000000000000000000), Confidence: 0.95, } if framework.performRiskChecks(opportunity) { t.Fatalf("expected opportunity to be rejected when loss exceeds limit") } acceptableLoss, _ := math.NewUniversalDecimal(big.NewInt(-200000000000000000), 18, "ETH") framework.stats.DailyStats[today].NetProfit = acceptableLoss if !framework.performRiskChecks(opportunity) { t.Fatalf("expected opportunity to pass when loss within limit") } } func TestOpportunityHelpersHandleMissingQuantities(t *testing.T) { dc := math.NewDecimalConverter() profit := big.NewInt(2100000000000000) opportunity := &pkgtypes.ArbitrageOpportunity{ NetProfit: profit, } expectedDecimal := universalFromWei(dc, profit, "ETH") resultDecimal := opportunityNetProfitDecimal(dc, opportunity) if cmp, err := dc.Compare(resultDecimal, expectedDecimal); err != nil || cmp != 0 { t.Fatalf("expected fallback decimal to match wei amount, got %s", dc.ToHumanReadable(resultDecimal)) } expectedString := ethAmountString(dc, expectedDecimal, nil) resultString := opportunityAmountString(dc, opportunity) if resultString != expectedString { t.Fatalf("expected fallback string %s, got %s", expectedString, resultString) } } func TestOpportunityHelpersPreferDecimalSnapshots(t *testing.T) { dc := math.NewDecimalConverter() declared, _ := math.NewUniversalDecimal(big.NewInt(1500000000000000000), 18, "ETH") opportunity := &pkgtypes.ArbitrageOpportunity{ NetProfit: new(big.Int).Set(declared.Value), Quantities: &pkgtypes.OpportunityQuantities{ NetProfit: pkgtypes.DecimalAmount{ Value: declared.Value.String(), Decimals: declared.Decimals, Symbol: declared.Symbol, }, }, } resultDecimal := opportunityNetProfitDecimal(dc, opportunity) if cmp, err := dc.Compare(resultDecimal, declared); err != nil || cmp != 0 { t.Fatalf("expected decimal snapshot to be used, got %s", dc.ToHumanReadable(resultDecimal)) } expectedString := ethAmountString(dc, declared, nil) resultString := opportunityAmountString(dc, opportunity) if resultString != expectedString { t.Fatalf("expected human-readable snapshot %s, got %s", expectedString, resultString) } }