foxhunt/trading_engine/tests/engine_execution_flow_tests.rs

//! Trading Engine Execution Flow Tests
//!
//! Tests the engine's execution processing - the critical path for fills
//! Focuses on testable components without requiring broker configuration

use chrono::Utc;
use common::{MarketDataEvent, OrderId, OrderSide, OrderStatus, OrderType, TimeInForce};
use rust_decimal::Decimal;
use std::collections::HashMap;
use std::sync::Arc;
use tokio::sync::broadcast;
use trading_engine::trading::data_interface::{DataProvider, Subscription};
use trading_engine::trading::engine::TradingEngine;
use trading_engine::trading_operations::{ExecutionResult, LiquidityFlag, TradingOrder};

// ============================================================================
// Mock Data Provider
// ============================================================================

#[derive(Debug, Clone)]
struct MockDataProvider {
    market_data_tx: broadcast::Sender<MarketDataEvent>,
    order_update_tx: broadcast::Sender<MarketDataEvent>,
}

impl MockDataProvider {
    fn new() -> Self {
        let (market_data_tx, _) = broadcast::channel(1000);
        let (order_update_tx, _) = broadcast::channel(1000);
        Self {
            market_data_tx,
            order_update_tx,
        }
    }
}

#[async_trait::async_trait]
impl DataProvider for MockDataProvider {
    async fn subscribe_market_data(&self, _subscription: Subscription) -> Result<(), String> {
        Ok(())
    }

    fn subscribe_market_data_events(&self) -> broadcast::Receiver<MarketDataEvent> {
        self.market_data_tx.subscribe()
    }

    fn subscribe_order_update_events(&self) -> broadcast::Receiver<MarketDataEvent> {
        self.order_update_tx.subscribe()
    }
}

// ============================================================================
// Helpers
// ============================================================================

fn create_engine() -> TradingEngine {
    TradingEngine::new(Arc::new(MockDataProvider::new()))
}

fn create_test_order(id: &str, symbol: &str, side: OrderSide, qty: i64, price: i64) -> TradingOrder {
    TradingOrder {
        id: id.to_string().into(),
        symbol: symbol.to_string(),
        side,
        order_type: OrderType::Limit,
        quantity: Decimal::from(qty),
        price: Decimal::from(price),
        time_in_force: TimeInForce::Day,
        account_id: None,
        metadata: HashMap::new(),
        created_at: Utc::now(),
        submitted_at: None,
        executed_at: None,
        status: OrderStatus::Created,
        fill_quantity: Decimal::ZERO,
        average_fill_price: None,
    }
}

fn create_execution(order_id: OrderId, symbol: &str, qty: i64, price: i64) -> ExecutionResult {
    ExecutionResult {
        order_id,
        symbol: symbol.to_string(),
        executed_quantity: Decimal::from(qty),
        execution_price: Decimal::from(price),
        execution_time: Utc::now(),
        commission: Decimal::from(10),
        liquidity_flag: LiquidityFlag::Maker,
    }
}

// ============================================================================
// Validation Tests (Tests that DON'T require broker)
// ============================================================================

#[tokio::test]
async fn test_order_validation_zero_quantity() {
    let engine = create_engine();

    let result = engine
        .submit_order(
            "BTCUSD".to_string(),
            OrderSide::Buy,
            OrderType::Market,
            Decimal::ZERO,
            None,
            None,
        )
        .await;

    assert!(result.is_err());
    assert!(result.unwrap_err().contains("positive"));
}

#[tokio::test]
async fn test_order_validation_negative_quantity() {
    let engine = create_engine();

    let result = engine
        .submit_order(
            "BTCUSD".to_string(),
            OrderSide::Buy,
            OrderType::Market,
            Decimal::from(-10),
            None,
            None,
        )
        .await;

    assert!(result.is_err());
    assert!(result.unwrap_err().contains("positive"));
}

#[tokio::test]
async fn test_order_validation_empty_symbol() {
    let engine = create_engine();

    let result = engine
        .submit_order(
            "".to_string(),
            OrderSide::Buy,
            OrderType::Market,
            Decimal::from(1),
            None,
            None,
        )
        .await;

    assert!(result.is_err());
    assert!(result.unwrap_err().contains("symbol"));
}

#[tokio::test]
async fn test_order_validation_zero_limit_price() {
    let engine = create_engine();

    let result = engine
        .submit_order(
            "BTCUSD".to_string(),
            OrderSide::Buy,
            OrderType::Limit,
            Decimal::from(1),
            Some(Decimal::ZERO),
            None,
        )
        .await;

    assert!(result.is_err());
    assert!(result.unwrap_err().contains("price"));
}

#[tokio::test]
async fn test_order_validation_exceeds_buying_power() {
    let engine = create_engine();

    // Try to buy way more than account can afford
    let result = engine
        .submit_order(
            "BTCUSD".to_string(),
            OrderSide::Buy,
            OrderType::Limit,
            Decimal::from(100),
            Some(Decimal::from(50000)),
            None,
        )
        .await;

    assert!(result.is_err());
    assert!(result.unwrap_err().contains("buying power"));
}

// ============================================================================
// Execution Processing Tests (Core critical path)
// ============================================================================

#[tokio::test]
async fn test_process_execution_creates_position() {
    let engine = create_engine();
    let order_id: OrderId = "order-001".to_string().into();

    let execution = create_execution(order_id, "BTCUSD", 100, 50000);
    let result = engine.process_execution(execution).await;

    assert!(result.is_ok());

    // Verify position was created
    let positions = engine.get_positions(Some("BTCUSD".to_string())).await;
    assert!(positions.is_ok());

    let pos_list = positions.unwrap();
    assert_eq!(pos_list.len(), 1);
    assert_eq!(pos_list[0].quantity, Decimal::from(100));
    assert_eq!(pos_list[0].avg_cost, Decimal::from(50000));
}

#[tokio::test]
async fn test_process_execution_updates_account() {
    let engine = create_engine();
    let order_id: OrderId = "order-002".to_string().into();

    let initial_account = engine
        .get_account_info("DEMO_ACCOUNT".to_string())
        .await
        .unwrap();

    let initial_cash = initial_account.cash_balance;

    let execution = ExecutionResult {
        order_id,
        symbol: "BTCUSD".to_string(),
        executed_quantity: Decimal::from(1),
        execution_price: Decimal::from(50000),
        execution_time: Utc::now(),
        commission: Decimal::from(25),
        liquidity_flag: LiquidityFlag::Taker,
    };

    engine.process_execution(execution).await.unwrap();

    let updated_account = engine
        .get_account_info("DEMO_ACCOUNT".to_string())
        .await
        .unwrap();

    // Commission should be deducted
    assert_eq!(
        updated_account.cash_balance,
        initial_cash - Decimal::from(25)
    );
}

#[tokio::test]
async fn test_process_partial_fill() {
    let engine = create_engine();
    let order_id: OrderId = "order-003".to_string().into();

    // Execute 30 out of 100
    let execution = create_execution(order_id, "ETHUSD", 30, 3000);
    engine.process_execution(execution).await.unwrap();

    let positions = engine.get_positions(Some("ETHUSD".to_string())).await.unwrap();
    assert_eq!(positions.len(), 1);
    assert_eq!(positions[0].quantity, Decimal::from(30));
}

#[tokio::test]
async fn test_process_multiple_executions_same_symbol() {
    let engine = create_engine();

    // First execution
    let order1_id: OrderId = "order-004".to_string().into();
    let exec1 = create_execution(order1_id, "BTCUSD", 50, 50000);
    engine.process_execution(exec1).await.unwrap();

    // Second execution at different price
    let order2_id: OrderId = "order-005".to_string().into();
    let exec2 = create_execution(order2_id, "BTCUSD", 50, 51000);
    engine.process_execution(exec2).await.unwrap();

    let positions = engine.get_positions(Some("BTCUSD".to_string())).await.unwrap();
    assert_eq!(positions.len(), 1);
    assert_eq!(positions[0].quantity, Decimal::from(100));

    // Average cost should be (50*50000 + 50*51000)/100 = 50500
    let expected_avg = (Decimal::from(50) * Decimal::from(50000)
        + Decimal::from(50) * Decimal::from(51000)) / Decimal::from(100);
    assert_eq!(positions[0].avg_cost, expected_avg);
}

#[tokio::test]
async fn test_process_execution_with_commission() {
    let engine = create_engine();
    let order_id: OrderId = "order-006".to_string().into();

    let execution = ExecutionResult {
        order_id,
        symbol: "SOLUSD".to_string(),
        executed_quantity: Decimal::from(1000),
        execution_price: Decimal::from(100),
        execution_time: Utc::now(),
        commission: Decimal::from(50),
        liquidity_flag: LiquidityFlag::Taker,
    };

    engine.process_execution(execution).await.unwrap();

    // Verify commission was processed
    let account = engine.get_account_info("DEMO_ACCOUNT".to_string()).await.unwrap();

    // Initial cash 50000 - commission 50 = 49950
    assert_eq!(account.cash_balance, Decimal::from(50000) - Decimal::from(50));
}

#[tokio::test]
async fn test_process_buy_then_sell_execution() {
    let engine = create_engine();

    // Buy 100
    let buy_order_id: OrderId = "buy-001".to_string().into();
    let buy_exec = create_execution(buy_order_id, "ETHUSD", 100, 3000);
    engine.process_execution(buy_exec).await.unwrap();

    // Sell 60 (reduce position)
    let sell_order_id: OrderId = "sell-001".to_string().into();
    let sell_exec = ExecutionResult {
        order_id: sell_order_id,
        symbol: "ETHUSD".to_string(),
        executed_quantity: Decimal::from(-60), // Negative for sell
        execution_price: Decimal::from(3100),
        execution_time: Utc::now(),
        commission: Decimal::from(10),
        liquidity_flag: LiquidityFlag::Maker,
    };
    engine.process_execution(sell_exec).await.unwrap();

    let positions = engine.get_positions(Some("ETHUSD".to_string())).await.unwrap();
    assert_eq!(positions.len(), 1);
    assert_eq!(positions[0].quantity, Decimal::from(40));
}

#[tokio::test]
async fn test_process_execution_flatten_position() {
    let engine = create_engine();

    // Buy 50
    let buy_order_id: OrderId = "buy-002".to_string().into();
    let buy_exec = create_execution(buy_order_id, "SOLUSD", 50, 100);
    engine.process_execution(buy_exec).await.unwrap();

    // Sell 50 (flatten)
    let sell_order_id: OrderId = "sell-002".to_string().into();
    let sell_exec = ExecutionResult {
        order_id: sell_order_id,
        symbol: "SOLUSD".to_string(),
        executed_quantity: Decimal::from(-50),
        execution_price: Decimal::from(110),
        execution_time: Utc::now(),
        commission: Decimal::from(5),
        liquidity_flag: LiquidityFlag::Taker,
    };
    engine.process_execution(sell_exec).await.unwrap();

    let positions = engine.get_positions(Some("SOLUSD".to_string())).await.unwrap();
    assert_eq!(positions.len(), 1);
    assert_eq!(positions[0].quantity, Decimal::ZERO);

    // Realized P&L should be 50 * (110 - 100) = 500
    let expected_pnl = Decimal::from(50) * (Decimal::from(110) - Decimal::from(100));
    assert_eq!(positions[0].realized_pnl, expected_pnl);
}

#[tokio::test]
async fn test_process_execution_for_nonexistent_order() {
    let engine = create_engine();
    let fake_order_id: OrderId = "nonexistent".to_string().into();

    let execution = create_execution(fake_order_id, "BTCUSD", 1, 50000);
    let result = engine.process_execution(execution).await;

    // Should still succeed - position is created even if order not tracked
    // This is the engine's behavior: process execution regardless
    assert!(result.is_ok());
}

// ============================================================================
// Position Management Tests
// ============================================================================

#[tokio::test]
async fn test_get_positions_empty() {
    let engine = create_engine();
    let positions = engine.get_positions(None).await.unwrap();
    assert!(positions.is_empty());
}

#[tokio::test]
async fn test_get_positions_multiple_symbols() {
    let engine = create_engine();

    // Create BTC position
    let btc_order: OrderId = "btc-001".to_string().into();
    let btc_exec = create_execution(btc_order, "BTCUSD", 1, 50000);
    engine.process_execution(btc_exec).await.unwrap();

    // Create ETH position
    let eth_order: OrderId = "eth-001".to_string().into();
    let eth_exec = create_execution(eth_order, "ETHUSD", 10, 3000);
    engine.process_execution(eth_exec).await.unwrap();

    let positions = engine.get_positions(None).await.unwrap();
    assert_eq!(positions.len(), 2);

    let symbols: Vec<String> = positions.iter().map(|p| p.symbol.to_string()).collect();
    assert!(symbols.contains(&"BTCUSD".to_string()));
    assert!(symbols.contains(&"ETHUSD".to_string()));
}

#[tokio::test]
async fn test_get_positions_filtered_by_symbol() {
    let engine = create_engine();

    // Create multiple positions
    let btc_order: OrderId = "btc-002".to_string().into();
    let btc_exec = create_execution(btc_order, "BTCUSD", 1, 50000);
    engine.process_execution(btc_exec).await.unwrap();

    let eth_order: OrderId = "eth-002".to_string().into();
    let eth_exec = create_execution(eth_order, "ETHUSD", 10, 3000);
    engine.process_execution(eth_exec).await.unwrap();

    // Filter for BTC only
    let btc_positions = engine.get_positions(Some("BTCUSD".to_string())).await.unwrap();
    assert_eq!(btc_positions.len(), 1);
    assert_eq!(btc_positions[0].symbol.to_string(), "BTCUSD");
}

// ============================================================================
// Account Management Tests
// ============================================================================

#[tokio::test]
async fn test_get_account_info() {
    let engine = create_engine();
    let account = engine.get_account_info("DEMO_ACCOUNT".to_string()).await;

    assert!(account.is_ok());
    let account_info = account.unwrap();
    assert_eq!(account_info.account_id, "DEMO_ACCOUNT");
    assert_eq!(account_info.total_value, Decimal::from(100000));
    assert_eq!(account_info.cash_balance, Decimal::from(50000));
    assert_eq!(account_info.buying_power, Decimal::from(100000));
}

#[tokio::test]
async fn test_get_account_info_nonexistent() {
    let engine = create_engine();
    let result = engine.get_account_info("NONEXISTENT".to_string()).await;

    assert!(result.is_err());
    assert!(result.unwrap_err().contains("not found"));
}

// ============================================================================
// Market Data Subscription Tests
// ============================================================================

#[tokio::test]
async fn test_subscribe_market_data() {
    let engine = create_engine();
    let result = engine.subscribe_market_data(vec!["BTCUSD".to_string()]).await;
    assert!(result.is_ok());
}

#[tokio::test]
async fn test_subscribe_order_updates() {
    let engine = create_engine();
    let result = engine.subscribe_order_updates(None).await;
    assert!(result.is_ok());
}

// ============================================================================
// Trading Stats Tests
// ============================================================================

#[tokio::test]
async fn test_get_trading_stats_initial() {
    let engine = create_engine();
    let stats = engine.get_trading_stats().await;

    // Initial stats
    assert_eq!(stats.total_orders, 0);
    assert_eq!(stats.filled_orders, 0);
}

// ============================================================================
// Concurrent Execution Tests
// ============================================================================

#[tokio::test]
async fn test_concurrent_executions() {
    let engine = Arc::new(create_engine());

    let mut handles = vec![];

    for i in 0..10 {
        let engine_clone = Arc::clone(&engine);
        let handle = tokio::spawn(async move {
            let order_id: OrderId = format!("concurrent-{}", i).into();
            let execution = create_execution(order_id, "BTCUSD", 1, 50000);
            engine_clone.process_execution(execution).await
        });
        handles.push(handle);
    }

    let results: Vec<_> = futures::future::join_all(handles).await;

    // All should succeed
    for result in results {
        assert!(result.unwrap().is_ok());
    }

    // Verify final position
    let positions = engine.get_positions(Some("BTCUSD".to_string())).await.unwrap();
    assert_eq!(positions.len(), 1);
    assert_eq!(positions[0].quantity, Decimal::from(10));
}

// ============================================================================
// Edge Cases
// ============================================================================

#[tokio::test]
async fn test_large_execution_quantity() {
    let engine = create_engine();
    let order_id: OrderId = "large-001".to_string().into();

    let execution = create_execution(order_id, "BTCUSD", 1_000_000, 50000);
    let result = engine.process_execution(execution).await;

    assert!(result.is_ok());

    let positions = engine.get_positions(Some("BTCUSD".to_string())).await.unwrap();
    assert_eq!(positions[0].quantity, Decimal::from(1_000_000));
}

#[tokio::test]
async fn test_fractional_execution_quantity() {
    let engine = create_engine();
    let order_id: OrderId = "frac-001".to_string().into();

    let execution = ExecutionResult {
        order_id,
        symbol: "BTCUSD".to_string(),
        executed_quantity: Decimal::new(15, 1), // 1.5
        execution_price: Decimal::from(50000),
        execution_time: Utc::now(),
        commission: Decimal::from(10),
        liquidity_flag: LiquidityFlag::Maker,
    };

    let result = engine.process_execution(execution).await;
    assert!(result.is_ok());

    let positions = engine.get_positions(Some("BTCUSD".to_string())).await.unwrap();
    assert_eq!(positions[0].quantity, Decimal::new(15, 1)); // 1.5
}

#[tokio::test]
async fn test_execution_with_high_commission() {
    let engine = create_engine();
    let order_id: OrderId = "highfee-001".to_string().into();

    let execution = ExecutionResult {
        order_id,
        symbol: "BTCUSD".to_string(),
        executed_quantity: Decimal::from(1),
        execution_price: Decimal::from(50000),
        execution_time: Utc::now(),
        commission: Decimal::from(5000), // High commission
        liquidity_flag: LiquidityFlag::Taker,
    };

    let result = engine.process_execution(execution).await;
    assert!(result.is_ok());

    let account = engine.get_account_info("DEMO_ACCOUNT".to_string()).await.unwrap();
    assert_eq!(account.cash_balance, Decimal::from(50000) - Decimal::from(5000));
}