0d9f890aa6
- Deprecated/broken migration files archived - New auth_schema migration (015) - Trading service events migration (016) - Migration renumbering utility - Migration test suite
453 lines
14 KiB
PL/PgSQL
453 lines
14 KiB
PL/PgSQL
-- ================================================================================================
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-- Migration Test Suite: Trading Events (Migration 001)
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-- PostgreSQL 16.10 + TimescaleDB 2.22.1
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-- Tests constraint violations, valid insertions, partitioning, and index usage
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-- ================================================================================================
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-- Setup test transaction (rollback at end to avoid polluting database)
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BEGIN;
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-- ================================================================================================
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-- TEST 1: Valid Trading Event Insertion
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-- Should succeed with all required fields
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-- ================================================================================================
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DO $$
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DECLARE
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v_test_id UUID := uuid_generate_v4();
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v_correlation_id UUID := uuid_generate_v4();
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v_current_ns BIGINT := EXTRACT(EPOCH FROM NOW())::BIGINT * 1000000000;
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BEGIN
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INSERT INTO trading_events (
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id,
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correlation_id,
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event_timestamp,
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received_timestamp,
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processing_timestamp,
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event_type,
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event_source,
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symbol,
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event_data,
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event_hash,
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node_id,
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process_id
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) VALUES (
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v_test_id,
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v_correlation_id,
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v_current_ns,
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v_current_ns + 1000,
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v_current_ns + 2000,
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'order_submitted',
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'trading_engine',
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'AAPL',
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'{"order_id": "TEST001", "price": 150.00, "quantity": 100}'::jsonb,
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encode(sha256('test_data'::bytea), 'hex'),
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'node-01',
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12345
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);
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RAISE NOTICE 'TEST 1 PASS: Valid trading event inserted successfully';
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EXCEPTION
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WHEN OTHERS THEN
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RAISE EXCEPTION 'TEST 1 FAIL: Valid insertion failed - %', SQLERRM;
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END $$;
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-- ================================================================================================
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-- TEST 2: Constraint Violation - Invalid ns_timestamp (negative value)
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-- Should fail with CHECK constraint violation
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-- ================================================================================================
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DO $$
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BEGIN
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INSERT INTO trading_events (
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correlation_id,
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event_timestamp,
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received_timestamp,
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processing_timestamp,
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event_type,
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event_source,
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symbol,
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event_data,
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event_hash,
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node_id,
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process_id
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) VALUES (
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uuid_generate_v4(),
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-1000, -- INVALID: negative timestamp
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1000000000,
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1000000000,
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'order_submitted',
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'trading_engine',
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'AAPL',
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'{}'::jsonb,
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encode(sha256('test'::bytea), 'hex'),
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'node-01',
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12345
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);
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RAISE EXCEPTION 'TEST 2 FAIL: Should have rejected negative timestamp';
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EXCEPTION
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WHEN check_violation THEN
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RAISE NOTICE 'TEST 2 PASS: Correctly rejected negative ns_timestamp';
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WHEN OTHERS THEN
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RAISE EXCEPTION 'TEST 2 FAIL: Wrong error type - %', SQLERRM;
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END $$;
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-- ================================================================================================
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-- TEST 3: Constraint Violation - Missing NOT NULL field
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-- Should fail with NOT NULL constraint violation
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-- ================================================================================================
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DO $$
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BEGIN
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INSERT INTO trading_events (
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correlation_id,
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event_timestamp,
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received_timestamp,
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processing_timestamp,
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event_type,
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event_source,
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-- symbol is missing (NOT NULL constraint)
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event_data,
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event_hash,
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node_id,
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process_id
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) VALUES (
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uuid_generate_v4(),
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1000000000,
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1000000000,
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1000000000,
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'order_submitted',
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'trading_engine',
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'{}'::jsonb,
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encode(sha256('test'::bytea), 'hex'),
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'node-01',
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12345
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);
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RAISE EXCEPTION 'TEST 3 FAIL: Should have rejected missing symbol';
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EXCEPTION
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WHEN not_null_violation THEN
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RAISE NOTICE 'TEST 3 PASS: Correctly rejected NULL symbol';
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WHEN OTHERS THEN
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RAISE EXCEPTION 'TEST 3 FAIL: Wrong error type - %', SQLERRM;
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END $$;
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-- ================================================================================================
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-- TEST 4: Enum Constraint Violation - Invalid event_type
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-- Should fail with invalid input for enum type
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-- ================================================================================================
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DO $$
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BEGIN
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INSERT INTO trading_events (
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correlation_id,
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event_timestamp,
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received_timestamp,
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processing_timestamp,
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event_type,
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event_source,
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symbol,
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event_data,
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event_hash,
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node_id,
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process_id
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) VALUES (
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uuid_generate_v4(),
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1000000000,
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1000000000,
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1000000000,
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'invalid_event_type', -- INVALID: not in enum
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'trading_engine',
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'AAPL',
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'{}'::jsonb,
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encode(sha256('test'::bytea), 'hex'),
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'node-01',
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12345
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);
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RAISE EXCEPTION 'TEST 4 FAIL: Should have rejected invalid event_type';
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EXCEPTION
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WHEN invalid_text_representation THEN
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RAISE NOTICE 'TEST 4 PASS: Correctly rejected invalid event_type enum value';
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WHEN OTHERS THEN
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RAISE EXCEPTION 'TEST 4 FAIL: Wrong error type - %', SQLERRM;
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END $$;
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-- ================================================================================================
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-- TEST 5: Timestamp Ordering Constraint
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-- Processing timestamp should be >= received timestamp >= event timestamp
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-- ================================================================================================
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DO $$
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DECLARE
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v_current_ns BIGINT := EXTRACT(EPOCH FROM NOW())::BIGINT * 1000000000;
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BEGIN
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-- Should fail: received < event
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INSERT INTO trading_events (
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correlation_id,
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event_timestamp,
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received_timestamp,
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processing_timestamp,
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event_type,
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event_source,
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symbol,
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event_data,
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event_hash,
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node_id,
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process_id
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) VALUES (
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uuid_generate_v4(),
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v_current_ns,
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v_current_ns - 1000, -- INVALID: received before event
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v_current_ns,
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'order_submitted',
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'trading_engine',
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'AAPL',
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'{}'::jsonb,
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encode(sha256('test'::bytea), 'hex'),
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'node-01',
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12345
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);
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RAISE EXCEPTION 'TEST 5 FAIL: Should have rejected invalid timestamp ordering';
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EXCEPTION
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WHEN check_violation THEN
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RAISE NOTICE 'TEST 5 PASS: Correctly rejected invalid timestamp ordering';
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WHEN OTHERS THEN
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RAISE EXCEPTION 'TEST 5 FAIL: Wrong error type - %', SQLERRM;
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END $$;
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-- ================================================================================================
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-- TEST 6: Partition Routing Test
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-- Verify events are routed to correct partitions by date
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-- ================================================================================================
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DO $$
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DECLARE
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v_test_id UUID := uuid_generate_v4();
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v_correlation_id UUID := uuid_generate_v4();
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v_current_ns BIGINT := EXTRACT(EPOCH FROM NOW())::BIGINT * 1000000000;
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v_partition_count INTEGER;
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v_expected_date DATE;
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BEGIN
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-- Insert event
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INSERT INTO trading_events (
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id,
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correlation_id,
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event_timestamp,
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received_timestamp,
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processing_timestamp,
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event_type,
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event_source,
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symbol,
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event_data,
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event_hash,
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node_id,
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process_id
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) VALUES (
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v_test_id,
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v_correlation_id,
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v_current_ns,
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v_current_ns,
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v_current_ns,
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'order_submitted',
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'trading_engine',
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'AAPL',
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'{"test": "partition_routing"}'::jsonb,
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encode(sha256('partition_test'::bytea), 'hex'),
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'node-01',
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12345
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);
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-- Verify event_date was auto-populated
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SELECT event_date INTO v_expected_date
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FROM trading_events
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WHERE id = v_test_id;
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IF v_expected_date = CURRENT_DATE THEN
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RAISE NOTICE 'TEST 6 PASS: Event routed to correct partition (event_date = %)', v_expected_date;
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ELSE
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RAISE EXCEPTION 'TEST 6 FAIL: Event_date mismatch (expected: %, got: %)', CURRENT_DATE, v_expected_date;
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END IF;
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-- Check partition exists
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SELECT COUNT(*) INTO v_partition_count
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FROM pg_tables
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WHERE tablename LIKE 'trading_events_%'
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AND tablename = 'trading_events_' || to_char(CURRENT_DATE, 'YYYY_MM_DD');
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IF v_partition_count > 0 THEN
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RAISE NOTICE 'TEST 6 INFO: Partition exists for today (trading_events_%)', to_char(CURRENT_DATE, 'YYYY_MM_DD');
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ELSE
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RAISE NOTICE 'TEST 6 WARNING: Expected partition not found';
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END IF;
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END $$;
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-- ================================================================================================
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-- TEST 7: Index Usage Verification - Symbol Index
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-- Verify index is used for symbol queries (EXPLAIN ANALYZE)
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-- ================================================================================================
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DO $$
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DECLARE
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v_plan_row RECORD;
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v_uses_index BOOLEAN := FALSE;
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BEGIN
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-- Check query plan for index usage
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FOR v_plan_row IN
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EXPLAIN (FORMAT TEXT)
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SELECT * FROM trading_events WHERE symbol = 'AAPL' LIMIT 100
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LOOP
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IF v_plan_row."QUERY PLAN" LIKE '%Index%' OR v_plan_row."QUERY PLAN" LIKE '%Bitmap%' THEN
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v_uses_index := TRUE;
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RAISE NOTICE 'TEST 7 PASS: Index detected - %', v_plan_row."QUERY PLAN";
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END IF;
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END LOOP;
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IF NOT v_uses_index THEN
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RAISE NOTICE 'TEST 7 WARNING: No index scan detected (may be seq scan for small tables)';
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END IF;
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END $$;
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-- ================================================================================================
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-- TEST 8: JSONB Operations - Event Data Query
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-- Verify JSONB indexing and query performance
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-- ================================================================================================
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DO $$
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DECLARE
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v_test_id UUID := uuid_generate_v4();
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v_correlation_id UUID := uuid_generate_v4();
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v_current_ns BIGINT := EXTRACT(EPOCH FROM NOW())::BIGINT * 1000000000;
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v_result JSONB;
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BEGIN
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-- Insert event with complex JSONB
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INSERT INTO trading_events (
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id,
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correlation_id,
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event_timestamp,
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received_timestamp,
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processing_timestamp,
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event_type,
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event_source,
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symbol,
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event_data,
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event_hash,
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node_id,
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process_id
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) VALUES (
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v_test_id,
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v_correlation_id,
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v_current_ns,
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v_current_ns,
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v_current_ns,
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'order_submitted',
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'trading_engine',
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'AAPL',
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'{"order_id": "TEST008", "price": 150.50, "quantity": 1000, "metadata": {"source": "algo"}}'::jsonb,
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encode(sha256('jsonb_test'::bytea), 'hex'),
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'node-01',
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12345
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);
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-- Query using JSONB operators
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SELECT event_data INTO v_result
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FROM trading_events
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WHERE id = v_test_id
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AND event_data->>'order_id' = 'TEST008';
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IF v_result IS NOT NULL THEN
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RAISE NOTICE 'TEST 8 PASS: JSONB query successful, retrieved: %', v_result;
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ELSE
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RAISE EXCEPTION 'TEST 8 FAIL: JSONB query failed';
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END IF;
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END $$;
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-- ================================================================================================
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-- TEST 9: Order Lifecycle Validation
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-- Test complete order workflow: submit -> accept -> fill
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-- ================================================================================================
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DO $$
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DECLARE
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v_order_id UUID := uuid_generate_v4();
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v_current_ns BIGINT := EXTRACT(EPOCH FROM NOW())::BIGINT * 1000000000;
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BEGIN
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-- Create order
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INSERT INTO orders (
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id, symbol, side, order_type, time_in_force,
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quantity, limit_price, account_id, venue
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) VALUES (
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v_order_id, 'AAPL', 'buy', 'limit', 'day',
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100, 15000, 'ACC001', 'NASDAQ'
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);
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-- Verify order was created
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IF EXISTS (SELECT 1 FROM orders WHERE id = v_order_id AND status = 'pending') THEN
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RAISE NOTICE 'TEST 9 PASS: Order created with pending status';
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ELSE
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RAISE EXCEPTION 'TEST 9 FAIL: Order creation failed';
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END IF;
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-- Verify trading event was auto-generated by trigger
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IF EXISTS (SELECT 1 FROM trading_events WHERE correlation_id = v_order_id AND event_type = 'order_submitted') THEN
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RAISE NOTICE 'TEST 9 PASS: Order submission event auto-generated';
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ELSE
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RAISE EXCEPTION 'TEST 9 FAIL: Order event not generated';
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END IF;
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END $$;
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-- ================================================================================================
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-- TEST 10: Performance - Bulk Insert
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-- Verify performance of bulk insertions
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-- ================================================================================================
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DO $$
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DECLARE
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v_start_time TIMESTAMP;
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v_end_time TIMESTAMP;
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v_duration INTERVAL;
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v_correlation_id UUID := uuid_generate_v4();
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v_current_ns BIGINT := EXTRACT(EPOCH FROM NOW())::BIGINT * 1000000000;
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i INTEGER;
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BEGIN
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v_start_time := clock_timestamp();
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-- Insert 100 events
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FOR i IN 1..100 LOOP
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INSERT INTO trading_events (
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correlation_id,
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event_timestamp,
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received_timestamp,
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processing_timestamp,
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event_type,
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event_source,
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symbol,
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event_data,
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event_hash,
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node_id,
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process_id
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) VALUES (
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v_correlation_id,
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v_current_ns + i,
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v_current_ns + i,
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v_current_ns + i,
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'order_submitted',
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'trading_engine',
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'BULK' || (i % 10),
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format('{"order_id": "BULK%s"}', i)::jsonb,
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encode(sha256(('bulk' || i)::bytea), 'hex'),
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'node-01',
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12345
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);
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END LOOP;
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v_end_time := clock_timestamp();
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v_duration := v_end_time - v_start_time;
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RAISE NOTICE 'TEST 10 PASS: Bulk insert of 100 events completed in %', v_duration;
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IF v_duration > INTERVAL '1 second' THEN
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RAISE WARNING 'TEST 10 WARNING: Bulk insert took > 1 second, may indicate performance issue';
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END IF;
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END $$;
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-- ================================================================================================
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-- Cleanup: Rollback all test data
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-- ================================================================================================
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ROLLBACK;
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-- Test Summary
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SELECT 'Trading Events Test Suite Completed - Review NOTICE messages above for results' AS test_summary;
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