foxhunt/tli/tests/market_data_edge_cases.rs

//! Market Data Edge Case Tests
//!
//! Comprehensive edge case coverage for market data handling, parsing, validation,
//! and real-time updates in the TLI. Tests cover:
//! - Price parsing (scientific notation, extremes, NaN/Inf)
//! - Symbol validation (invalid chars, empty, Unicode)
//! - Timestamp handling (future times, epoch boundaries)
//! - Update rate limiting and high-frequency scenarios
//! - Data staleness detection
//! - Order book edge cases (empty, single level, 100+ levels)
//! - Trade history extremes (zero trades, 10K+ trades)
//! - Connection interruptions and reconnection

// Suppress false-positive unused_crate_dependencies warnings
// dev-dependencies are shared across ALL test targets in the crate
// This test may not use all deps, but they are required by other integration tests
#![allow(unused_crate_dependencies)]

use chrono::{DateTime, Utc};
use std::collections::VecDeque;
use std::time::{Duration, SystemTime, UNIX_EPOCH};
use tokio::sync::mpsc;
use tokio::time::{sleep, timeout};

use adaptive_strategy::microstructure::OrderLevel;
use tli::dashboard::events::MarketDataDisplayEvent;
use tli::types::{current_unix_nanos, unix_nanos_to_system_time, validate_price, validate_symbol};

// ============================================================================
// HELPER FUNCTIONS AND TYPES
// ============================================================================

/// Parse price string that may contain scientific notation or extreme values
fn parse_price_string(price_str: &str) -> Result<f64, String> {
    price_str
        .parse::<f64>()
        .map_err(|e| format!("Failed to parse price: {}", e))
}

/// Create test market data event
fn create_market_data(symbol: &str, price: f64, timestamp: i64) -> MarketDataDisplayEvent {
    MarketDataDisplayEvent {
        symbol: symbol.to_string(),
        price,
        volume: 1000,
        timestamp,
        bid: Some(price - 0.01),
        ask: Some(price + 0.01),
        change: Some(0.0),
        change_percent: Some(0.0),
    }
}

/// Create order book snapshot
fn create_order_book_snapshot(
    bids: Vec<(f64, f64, u32)>,
    asks: Vec<(f64, f64, u32)>,
) -> OrderBookSnapshot {
    OrderBookSnapshot {
        timestamp: Utc::now(),
        bids: bids
            .into_iter()
            .map(|(price, size, count)| OrderLevel {
                price,
                quantity: size,
                order_count: count,
                timestamp: Utc::now(),
            })
            .collect(),
        asks: asks
            .into_iter()
            .map(|(price, size, count)| OrderLevel {
                price,
                quantity: size,
                order_count: count,
                timestamp: Utc::now(),
            })
            .collect(),
        spread: 0.0,
    }
}

/// Order book snapshot structure for tests
#[derive(Debug, Clone)]
struct OrderBookSnapshot {
    timestamp: DateTime<Utc>,
    bids: Vec<OrderLevel>,
    asks: Vec<OrderLevel>,
    spread: f64,
}

impl OrderBookSnapshot {
    fn calculate_spread(&mut self) {
        if let (Some(best_bid), Some(best_ask)) = (self.bids.first(), self.asks.first()) {
            self.spread = best_ask.price - best_bid.price;
        }
    }

    fn mid_price(&self) -> Option<f64> {
        if let (Some(best_bid), Some(best_ask)) = (self.bids.first(), self.asks.first()) {
            Some((best_bid.price + best_ask.price) / 2.0)
        } else {
            None
        }
    }
}

// ============================================================================
// PRICE PARSING TESTS (15 tests)
// ============================================================================

#[tokio::test]
async fn test_price_parsing_scientific_notation_positive() {
    let price_str = "1.23e5";
    let parsed = parse_price_string(price_str).unwrap();
    assert_eq!(parsed, 123000.0);
}

#[tokio::test]
async fn test_price_parsing_scientific_notation_negative_exponent() {
    let price_str = "1.5e-3";
    let parsed = parse_price_string(price_str).unwrap();
    assert!((parsed - 0.0015).abs() < 1e-10);
}

#[tokio::test]
async fn test_price_parsing_very_small_value() {
    let price_str = "0.00000001";
    let parsed = parse_price_string(price_str).unwrap();
    assert!((parsed - 1e-8).abs() < 1e-15);
}

#[tokio::test]
async fn test_price_parsing_very_large_value() {
    let price_str = "999999999.99";
    let parsed = parse_price_string(price_str).unwrap();
    assert!((parsed - 999999999.99).abs() < 1e-2);
}

#[tokio::test]
async fn test_price_parsing_zero_value() {
    let price_str = "0.0";
    let parsed = parse_price_string(price_str).unwrap();
    assert_eq!(parsed, 0.0);
}

#[tokio::test]
async fn test_price_parsing_nan_string() {
    let price_str = "NaN";
    let parsed = parse_price_string(price_str).unwrap();
    assert!(parsed.is_nan());
}

#[tokio::test]
async fn test_price_parsing_infinity_positive() {
    let price_str = "inf";
    let parsed = parse_price_string(price_str).unwrap();
    assert!(parsed.is_infinite() && parsed.is_sign_positive());
}

#[tokio::test]
async fn test_price_parsing_infinity_negative() {
    let price_str = "-inf";
    let parsed = parse_price_string(price_str).unwrap();
    assert!(parsed.is_infinite() && parsed.is_sign_negative());
}

#[tokio::test]
async fn test_price_validation_rejects_nan() {
    let result = validate_price(f64::NAN);
    assert!(result.is_err());
}

#[tokio::test]
async fn test_price_validation_rejects_infinity() {
    let result = validate_price(f64::INFINITY);
    assert!(result.is_err());
}

#[tokio::test]
async fn test_price_validation_rejects_negative_infinity() {
    let result = validate_price(f64::NEG_INFINITY);
    assert!(result.is_err());
}

#[tokio::test]
async fn test_price_validation_rejects_zero() {
    let result = validate_price(0.0);
    assert!(result.is_err());
}

#[tokio::test]
async fn test_price_validation_rejects_negative() {
    let result = validate_price(-100.0);
    assert!(result.is_err());
}

#[tokio::test]
async fn test_price_validation_accepts_max_f64() {
    let result = validate_price(f64::MAX);
    assert!(result.is_ok());
}

#[tokio::test]
async fn test_price_validation_accepts_min_positive() {
    let result = validate_price(f64::MIN_POSITIVE);
    assert!(result.is_ok());
}

// ============================================================================
// SYMBOL VALIDATION TESTS (15 tests)
// ============================================================================

#[tokio::test]
async fn test_symbol_validation_empty_string() {
    let result = validate_symbol("");
    assert!(result.is_err());
}

#[tokio::test]
async fn test_symbol_validation_too_long() {
    let symbol = "A".repeat(21);
    let result = validate_symbol(&symbol);
    assert!(result.is_err());
}

#[tokio::test]
async fn test_symbol_validation_max_length() {
    let symbol = "A".repeat(20);
    let result = validate_symbol(&symbol);
    assert!(result.is_ok());
}

#[tokio::test]
async fn test_symbol_validation_special_characters_slash() {
    let result = validate_symbol("BTC/USD");
    assert!(result.is_err());
}

#[tokio::test]
async fn test_symbol_validation_special_characters_space() {
    let result = validate_symbol("BTC USD");
    assert!(result.is_err());
}

#[tokio::test]
async fn test_symbol_validation_unicode_emoji() {
    let result = validate_symbol("BTC📈USD");
    assert!(result.is_err());
}

#[tokio::test]
async fn test_symbol_validation_unicode_chinese() {
    let result = validate_symbol("比特币");
    assert!(result.is_err());
}

#[tokio::test]
async fn test_symbol_validation_allowed_dot() {
    let result = validate_symbol("BTC.USD");
    assert!(result.is_ok());
}

#[tokio::test]
async fn test_symbol_validation_allowed_dash() {
    let result = validate_symbol("BTC-USD");
    assert!(result.is_ok());
}

#[tokio::test]
async fn test_symbol_validation_allowed_underscore() {
    let result = validate_symbol("BTC_USD");
    assert!(result.is_ok());
}

#[tokio::test]
async fn test_symbol_validation_numeric_only() {
    let result = validate_symbol("12345");
    assert!(result.is_ok());
}

#[tokio::test]
async fn test_symbol_validation_alphanumeric() {
    let result = validate_symbol("ES50");
    assert!(result.is_ok());
}

#[tokio::test]
async fn test_symbol_validation_whitespace_only() {
    let result = validate_symbol("   ");
    assert!(result.is_err());
}

#[tokio::test]
async fn test_symbol_validation_leading_trailing_spaces() {
    let result = validate_symbol(" BTC ");
    assert!(result.is_err());
}

#[tokio::test]
async fn test_symbol_validation_null_byte() {
    let result = validate_symbol("BTC\0USD");
    assert!(result.is_err());
}

// ============================================================================
// TIMESTAMP HANDLING TESTS (10 tests)
// ============================================================================

#[tokio::test]
async fn test_timestamp_epoch_zero() {
    let system_time = unix_nanos_to_system_time(0);
    assert_eq!(system_time, UNIX_EPOCH);
}

#[tokio::test]
async fn test_timestamp_negative_value() {
    let system_time = unix_nanos_to_system_time(-1000);
    assert_eq!(system_time, UNIX_EPOCH);
}

#[tokio::test]
async fn test_timestamp_future_far() {
    // Year 2100 (approximated)
    let future_nanos = 4_102_444_800_000_000_000i64;
    let system_time = unix_nanos_to_system_time(future_nanos);
    assert!(system_time > SystemTime::now());
}

#[tokio::test]
async fn test_timestamp_y2k38_boundary() {
    // 2038-01-19 03:14:07 UTC (32-bit signed int overflow)
    let y2k38_nanos = 2_147_483_647i64 * 1_000_000_000;
    let system_time = unix_nanos_to_system_time(y2k38_nanos);
    assert!(system_time > UNIX_EPOCH);
}

#[tokio::test]
async fn test_timestamp_max_i64() {
    let system_time = unix_nanos_to_system_time(i64::MAX);
    assert!(system_time > UNIX_EPOCH);
}

#[tokio::test]
async fn test_timestamp_current_time_roundtrip() {
    let now_nanos = current_unix_nanos();
    let system_time = unix_nanos_to_system_time(now_nanos);
    let diff = SystemTime::now()
        .duration_since(system_time)
        .unwrap_or_default();
    // Allow up to 10ms difference for test execution time
    assert!(diff < Duration::from_millis(10));
}

#[tokio::test]
async fn test_timestamp_millisecond_precision() {
    let base_nanos = 1_000_000_000i64; // 1 second
    let millis_nanos = base_nanos + 500_000_000; // +500ms
    let system_time = unix_nanos_to_system_time(millis_nanos);
    let duration = system_time.duration_since(UNIX_EPOCH).unwrap();
    assert_eq!(duration.as_millis(), 1500);
}

#[tokio::test]
async fn test_timestamp_microsecond_precision() {
    let base_nanos = 1_000_000_000i64; // 1 second
    let micros_nanos = base_nanos + 123_000_000; // +123ms = 123000μs
    let system_time = unix_nanos_to_system_time(micros_nanos);
    let duration = system_time.duration_since(UNIX_EPOCH).unwrap();
    assert_eq!(duration.as_micros(), 1_123_000);
}

#[tokio::test]
async fn test_timestamp_ordering() {
    let ts1 = current_unix_nanos();
    sleep(Duration::from_millis(1)).await;
    let ts2 = current_unix_nanos();
    assert!(ts2 > ts1);
}

#[tokio::test]
async fn test_timestamp_market_data_stale_detection() {
    let old_timestamp = current_unix_nanos() - 5_000_000_000; // 5 seconds ago
    let current = current_unix_nanos();
    let staleness_threshold = 1_000_000_000; // 1 second
    let is_stale = (current - old_timestamp) > staleness_threshold;
    assert!(is_stale);
}

// ============================================================================
// UPDATE RATE LIMITING TESTS (15 tests)
// ============================================================================

#[tokio::test]
async fn test_high_frequency_updates_1000_per_second() {
    let (tx, mut rx) = mpsc::channel(1000);

    // Send 1000 updates rapidly
    tokio::spawn(async move {
        for i in 0..1000 {
            let data = create_market_data("BTC/USD", 50000.0 + i as f64, current_unix_nanos());
            let _ = tx.send(data).await;
        }
    });

    // Count received updates
    let mut count = 0;
    while let Ok(result) = timeout(Duration::from_millis(100), rx.recv()).await {
        if result.is_some() {
            count += 1;
        } else {
            break;
        }
    }

    // Should receive at least 990 (allow 1% loss)
    assert!(count >= 990, "Only received {} out of 1000 updates", count);
}

#[tokio::test]
async fn test_burst_updates_handling() {
    let (tx, mut rx) = mpsc::channel(100);

    // Send burst of 100 updates
    for i in 0..100 {
        let data = create_market_data("ETH/USD", 3000.0 + i as f64, current_unix_nanos());
        tx.send(data).await.unwrap();
    }

    // Verify all received
    let mut count = 0;
    while rx.try_recv().is_ok() {
        count += 1;
    }
    assert_eq!(count, 100);
}

#[tokio::test]
async fn test_channel_saturation_backpressure() {
    let (tx, mut rx) = mpsc::channel(10); // Small buffer

    // Send more than buffer size without draining
    let mut send_count = 0;
    for i in 0..20 {
        let data = create_market_data("AAPL", 150.0 + i as f64, current_unix_nanos());
        if tx.try_send(data).is_ok() {
            send_count += 1;
        }
    }

    // Should saturate at buffer size
    assert!(send_count <= 10);

    // Drain and verify
    let mut recv_count = 0;
    while rx.try_recv().is_ok() {
        recv_count += 1;
    }
    assert_eq!(recv_count, send_count);
}

#[tokio::test]
async fn test_delayed_updates_ordering() {
    let (tx, mut rx) = mpsc::channel(100);

    // Send updates with delays
    tokio::spawn(async move {
        for i in 0..10 {
            let data = create_market_data("TSLA", 800.0 + i as f64, current_unix_nanos());
            tx.send(data).await.unwrap();
            sleep(Duration::from_millis(5)).await;
        }
    });

    // Verify ordering
    let mut prev_price = 0.0;
    let mut ordered = true;
    while let Ok(Some(data)) = timeout(Duration::from_millis(100), rx.recv()).await {
        if data.price < prev_price {
            ordered = false;
            break;
        }
        prev_price = data.price;
    }
    assert!(ordered);
}

#[tokio::test]
async fn test_update_rate_calculation() {
    let (tx, mut rx) = mpsc::channel(100);
    let start = SystemTime::now();

    // Send 50 updates over 100ms
    tokio::spawn(async move {
        for i in 0..50 {
            let data = create_market_data("SPY", 420.0 + i as f64, current_unix_nanos());
            let _ = tx.send(data).await;
            sleep(Duration::from_micros(2000)).await;
        }
    });

    let mut count = 0;
    while let Ok(result) = timeout(Duration::from_millis(200), rx.recv()).await {
        if result.is_some() {
            count += 1;
        } else {
            break;
        }
    }

    let elapsed = start.elapsed().unwrap();
    let rate = (count as f64 / elapsed.as_secs_f64()) as u32;
    // Should be roughly 500 updates/sec
    assert!(rate >= 400 && rate <= 600);
}

#[tokio::test]
async fn test_update_deduplication() {
    let mut last_price = 0.0;
    let mut last_timestamp = 0i64;

    for i in 0..10 {
        let data = create_market_data("BTC/USD", 50000.0, current_unix_nanos());

        // Only process if different from last
        if data.price != last_price || data.timestamp != last_timestamp {
            last_price = data.price;
            last_timestamp = data.timestamp;
        }
    }

    // Should have deduplicated (only first update processed)
    assert_eq!(last_price, 50000.0);
}

#[tokio::test]
async fn test_update_buffer_overflow() {
    let mut buffer: VecDeque<MarketDataDisplayEvent> = VecDeque::with_capacity(10);

    // Add more than capacity
    for i in 0..20 {
        let data = create_market_data("QQQ", 350.0 + i as f64, current_unix_nanos());
        if buffer.len() >= 10 {
            buffer.pop_front();
        }
        buffer.push_back(data);
    }

    assert_eq!(buffer.len(), 10);
    // Should have latest 10 updates (prices 360-369)
    assert_eq!(buffer.back().unwrap().price, 369.0);
}

#[tokio::test]
async fn test_concurrent_symbol_updates() {
    let (tx, mut rx) = mpsc::channel(100);
    let symbols = vec!["AAPL", "TSLA", "SPY", "QQQ", "NVDA"];

    // Send updates for multiple symbols concurrently
    for symbol in symbols.clone() {
        let tx_clone = tx.clone();
        tokio::spawn(async move {
            for i in 0..10 {
                let data = create_market_data(symbol, 100.0 + i as f64, current_unix_nanos());
                let _ = tx_clone.send(data).await;
            }
        });
    }
    drop(tx);

    // Collect all updates
    let mut updates = Vec::new();
    while let Some(data) = rx.recv().await {
        updates.push(data);
    }

    // Should receive all 50 updates
    assert_eq!(updates.len(), 50);

    // Verify all symbols present
    for symbol in symbols {
        let count = updates.iter().filter(|u| u.symbol == symbol).count();
        assert_eq!(count, 10);
    }
}

#[tokio::test]
async fn test_update_latency_tracking() {
    let mut latencies = Vec::new();

    for _ in 0..10 {
        let sent_time = current_unix_nanos();
        sleep(Duration::from_micros(100)).await;
        let recv_time = current_unix_nanos();
        latencies.push(recv_time - sent_time);
    }

    let avg_latency = latencies.iter().sum::<i64>() / latencies.len() as i64;
    // Should be around 100μs (100,000 nanos)
    assert!(avg_latency > 50_000 && avg_latency < 200_000);
}

#[tokio::test]
async fn test_missed_update_detection() {
    let mut sequence_numbers = Vec::new();

    // Simulate missing sequence number
    for i in 0..10 {
        if i != 5 {
            // Skip 5
            sequence_numbers.push(i);
        }
    }

    // Check for gaps
    let mut has_gap = false;
    for window in sequence_numbers.windows(2) {
        if window[1] - window[0] > 1 {
            has_gap = true;
            break;
        }
    }

    assert!(has_gap);
}

#[tokio::test]
async fn test_update_compression() {
    // Test that identical updates can be compressed
    let updates = vec![
        create_market_data("BTC/USD", 50000.0, current_unix_nanos()),
        create_market_data("BTC/USD", 50000.0, current_unix_nanos()),
        create_market_data("BTC/USD", 50001.0, current_unix_nanos()),
        create_market_data("BTC/USD", 50001.0, current_unix_nanos()),
    ];

    // Compress consecutive duplicates
    let mut compressed = Vec::new();
    let mut last_price = -1.0;
    for update in updates {
        if update.price != last_price {
            compressed.push(update.clone());
            last_price = update.price;
        }
    }

    assert_eq!(compressed.len(), 2); // Only 2 unique prices
}

#[tokio::test]
async fn test_rate_limiter_token_bucket() {
    // Simple token bucket rate limiter simulation
    let mut tokens = 100.0;
    let max_tokens = 100.0;
    let refill_rate = 10.0; // tokens per second

    let mut accepted = 0;
    let mut rejected = 0;

    for _ in 0..150 {
        if tokens >= 1.0 {
            tokens -= 1.0;
            accepted += 1;
        } else {
            rejected += 1;
        }
        // Simulate refill
        tokens = f64::min(tokens + refill_rate / 150.0, max_tokens as f64);
    }

    // Should accept roughly 100-110 requests
    assert!(accepted >= 100 && accepted <= 120);
    assert!(rejected >= 30 && rejected <= 50);
}

#[tokio::test]
async fn test_sliding_window_rate_limiter() {
    let window_size = Duration::from_millis(100);
    let max_requests = 10;
    let mut timestamps = Vec::new();

    let start = SystemTime::now();
    for i in 0..20 {
        let now = SystemTime::now();
        // Remove timestamps outside window
        timestamps.retain(|&ts: &SystemTime| now.duration_since(ts).unwrap() < window_size);

        if timestamps.len() < max_requests {
            timestamps.push(now);
            // Request accepted
        } else {
            // Request rejected
        }

        if i < 10 {
            sleep(Duration::from_millis(5)).await;
        }
    }

    // First 10 should be accepted, rest rejected
    assert!(timestamps.len() <= max_requests);
}

#[tokio::test]
async fn test_adaptive_rate_limiting() {
    let mut rate_limit = 100; // Initial limit
    let mut errors = 0;

    for i in 0..200 {
        if i % rate_limit == 0 {
            // Simulate checking if we hit rate limit
            if errors > 5 {
                // Reduce rate if too many errors
                rate_limit = (rate_limit as f64 * 0.8) as usize;
                errors = 0;
            }
        }
    }

    // Rate limit should adapt
    assert!(rate_limit < 100);
}

// ============================================================================
// ORDER BOOK EDGE CASES (15 tests)
// ============================================================================

#[tokio::test]
async fn test_order_book_empty_levels() {
    let mut book = create_order_book_snapshot(vec![], vec![]);
    book.calculate_spread();

    assert_eq!(book.bids.len(), 0);
    assert_eq!(book.asks.len(), 0);
    assert_eq!(book.mid_price(), None);
}

#[tokio::test]
async fn test_order_book_only_bids() {
    let mut book = create_order_book_snapshot(vec![(100.0, 50.0, 1)], vec![]);
    book.calculate_spread();

    assert_eq!(book.bids.len(), 1);
    assert_eq!(book.asks.len(), 0);
    assert_eq!(book.mid_price(), None);
}

#[tokio::test]
async fn test_order_book_only_asks() {
    let mut book = create_order_book_snapshot(vec![], vec![(100.0, 50.0, 1)]);
    book.calculate_spread();

    assert_eq!(book.bids.len(), 0);
    assert_eq!(book.asks.len(), 1);
    assert_eq!(book.mid_price(), None);
}

#[tokio::test]
async fn test_order_book_single_level_each_side() {
    let mut book = create_order_book_snapshot(vec![(99.0, 100.0, 1)], vec![(100.0, 100.0, 1)]);
    book.calculate_spread();

    assert_eq!(book.spread, 1.0);
    assert!(book.mid_price().is_some());
}

#[tokio::test]
async fn test_order_book_100_levels() {
    let bids: Vec<_> = (0..100)
        .map(|i| (100.0 - i as f64 * 0.01, 100.0, 1))
        .collect();
    let asks: Vec<_> = (0..100)
        .map(|i| (100.01 + i as f64 * 0.01, 100.0, 1))
        .collect();

    let book = create_order_book_snapshot(bids, asks);

    assert_eq!(book.bids.len(), 100);
    assert_eq!(book.asks.len(), 100);
}

#[tokio::test]
async fn test_order_book_zero_size_levels() {
    let mut book = create_order_book_snapshot(vec![(100.0, 0.0, 1)], vec![(101.0, 0.0, 1)]);
    book.calculate_spread();

    assert_eq!(book.bids[0].quantity, 0.0);
    assert_eq!(book.asks[0].quantity, 0.0);
}

#[tokio::test]
async fn test_order_book_very_large_size() {
    let large_size = 1_000_000_000.0;
    let book =
        create_order_book_snapshot(vec![(100.0, large_size, 1)], vec![(101.0, large_size, 1)]);

    assert!(book.bids[0].quantity > 0.0);
}

#[tokio::test]
async fn test_order_book_very_tight_spread() {
    let mut book = create_order_book_snapshot(vec![(100.000, 100.0, 1)], vec![(100.001, 100.0, 1)]);
    book.calculate_spread();

    assert!(book.spread < 1.0);
    assert!(book.spread > 0.0);
}

#[tokio::test]
async fn test_order_book_very_wide_spread() {
    let mut book = create_order_book_snapshot(vec![(50.0, 100.0, 1)], vec![(100.0, 100.0, 1)]);
    book.calculate_spread();

    assert_eq!(book.spread, 50.0);
}

#[tokio::test]
async fn test_order_book_crossed_book() {
    // Invalid state: best bid > best ask
    let book = create_order_book_snapshot(vec![(101.0, 100.0, 1)], vec![(100.0, 100.0, 1)]);

    // Should still calculate (negative spread indicates crossed book)
    let bid_price = book.bids[0].price;
    let ask_price = book.asks[0].price;
    assert!(bid_price > ask_price);
}

#[tokio::test]
async fn test_order_book_duplicate_price_levels() {
    let bids = vec![(100.0, 50.0, 1), (100.0, 30.0, 2), (99.0, 100.0, 1)];
    let book = create_order_book_snapshot(bids, vec![]);

    // Should handle duplicates (may aggregate or keep separate)
    assert!(book.bids.len() >= 2);
}

#[tokio::test]
async fn test_order_book_out_of_order_levels() {
    let unsorted_bids = vec![(99.0, 100.0, 1), (100.0, 100.0, 1), (98.0, 100.0, 1)];
    let book = create_order_book_snapshot(unsorted_bids, vec![]);

    // Should work regardless of input order
    assert_eq!(book.bids.len(), 3);
}

#[tokio::test]
async fn test_order_book_zero_count() {
    let book = create_order_book_snapshot(vec![(100.0, 100.0, 0)], vec![]);

    assert_eq!(book.bids[0].order_count, 0);
}

#[tokio::test]
async fn test_order_book_large_count() {
    let book = create_order_book_snapshot(vec![(100.0, 100.0, 10000)], vec![]);

    assert_eq!(book.bids[0].order_count, 10000);
}

#[tokio::test]
async fn test_order_book_snapshot_update() {
    let mut book = create_order_book_snapshot(vec![(100.0, 100.0, 1)], vec![(101.0, 100.0, 1)]);
    let old_timestamp = book.timestamp;

    sleep(Duration::from_millis(1)).await;

    // Update snapshot
    book.timestamp = Utc::now();
    assert!(book.timestamp > old_timestamp);
}

// ============================================================================
// TRADE HISTORY TESTS (5 tests)
// ============================================================================

#[tokio::test]
async fn test_trade_history_zero_trades() {
    let trades: Vec<MarketDataDisplayEvent> = vec![];
    assert_eq!(trades.len(), 0);
}

#[tokio::test]
async fn test_trade_history_zero_volume() {
    let trade = MarketDataDisplayEvent {
        symbol: "BTC/USD".to_string(),
        price: 50000.0,
        volume: 0,
        timestamp: current_unix_nanos(),
        bid: Some(49999.0),
        ask: Some(50001.0),
        change: Some(0.0),
        change_percent: Some(0.0),
    };

    assert_eq!(trade.volume, 0);
}

#[tokio::test]
async fn test_trade_history_10k_trades() {
    let mut trades = Vec::with_capacity(10000);

    for i in 0..10000 {
        let trade = create_market_data("ETH/USD", 3000.0 + i as f64 * 0.01, current_unix_nanos());
        trades.push(trade);
    }

    assert_eq!(trades.len(), 10000);
}

#[tokio::test]
async fn test_trade_history_memory_efficiency() {
    // Test circular buffer for trade history
    let capacity = 1000;
    let mut trades: VecDeque<MarketDataDisplayEvent> = VecDeque::with_capacity(capacity);

    for i in 0..5000 {
        if trades.len() >= capacity {
            trades.pop_front();
        }
        let trade = create_market_data("SPY", 420.0 + i as f64 * 0.01, current_unix_nanos());
        trades.push_back(trade);
    }

    assert_eq!(trades.len(), capacity);
}

#[tokio::test]
async fn test_trade_history_time_range_filter() {
    let now = current_unix_nanos();
    let hour_ago = now - 3_600_000_000_000; // 1 hour in nanos

    let mut trades = vec![
        create_market_data("BTC/USD", 50000.0, hour_ago),
        create_market_data("BTC/USD", 50100.0, hour_ago + 1_800_000_000_000), // 30 min ago
        create_market_data("BTC/USD", 50200.0, now),
    ];

    // Filter trades from last 45 minutes
    let threshold = now - 2_700_000_000_000; // 45 min
    trades.retain(|t| t.timestamp >= threshold);

    assert_eq!(trades.len(), 2);
}

// ============================================================================
// CONNECTION INTERRUPTION TESTS (5 tests)
// ============================================================================

#[tokio::test]
async fn test_connection_loss_recovery() {
    let (tx, mut rx) = mpsc::channel(10);

    // Send some data
    for i in 0..5 {
        tx.send(create_market_data(
            "BTC/USD",
            50000.0 + i as f64,
            current_unix_nanos(),
        ))
        .await
        .unwrap();
    }

    // Simulate disconnection (drop sender)
    drop(tx);

    // Verify channel closed
    assert!(rx.recv().await.is_some()); // Drain existing
    while rx.try_recv().is_ok() {} // Drain all
    assert!(rx.recv().await.is_none()); // Channel closed
}

#[tokio::test]
async fn test_reconnection_backoff() {
    let retry_delays = vec![100, 200, 400, 800, 1600]; // Exponential backoff in ms
    let mut total_delay = 0;

    for delay in retry_delays {
        total_delay += delay;
        // Simulate retry delay
        sleep(Duration::from_millis(delay as u64)).await;
    }

    // Total delay should be sum of all retries
    assert_eq!(total_delay, 3100);
}

#[tokio::test]
async fn test_connection_heartbeat_timeout() {
    let timeout_duration = Duration::from_millis(50);
    let (tx, mut rx) = mpsc::channel(10);

    // Send heartbeat
    tx.send(create_market_data("HEARTBEAT", 0.0, current_unix_nanos()))
        .await
        .unwrap();

    // Wait for timeout
    let result = timeout(timeout_duration, rx.recv()).await;
    assert!(result.is_ok()); // Should receive heartbeat

    // Wait again without sending
    let result = timeout(timeout_duration, rx.recv()).await;
    assert!(result.is_err()); // Should timeout
}

#[tokio::test]
async fn test_missed_updates_during_disconnect() {
    let mut sequence = 0u64;
    let mut expected = 0u64;
    let mut missed = 0u64;

    // Simulate sequence with gap
    let sequences = vec![0, 1, 2, 3, 7, 8, 9]; // Missing 4, 5, 6

    for seq in sequences {
        sequence = seq;
        if sequence != expected {
            missed += sequence - expected;
        }
        expected = sequence + 1;
    }

    assert_eq!(missed, 3);
}

#[tokio::test]
async fn test_connection_backfill_request() {
    // Simulate requesting backfill for missed data
    let last_received_sequence = 100u64;
    let current_sequence = 150u64;

    let backfill_needed = current_sequence > last_received_sequence + 1;
    let backfill_count = if backfill_needed {
        current_sequence - last_received_sequence - 1
    } else {
        0
    };

    assert!(backfill_needed);
    assert_eq!(backfill_count, 49);
}