foxhunt/tests/integration/order_lifecycle.rs

//! Complete Order Execution Lifecycle Validation Tests
//!
//! These tests validate the complete order execution lifecycle by testing:
//! - Order creation, validation, and submission
//! - Order routing through the trading engine
//! - Execution reporting and position updates
//! - Order modifications and cancellations
//! - Multi-leg and complex order scenarios
//! - End-to-end latency and performance validation
//!
//! This represents the most comprehensive test of the trading system's
//! order execution capabilities from order entry to final settlement.

use std::env;
use std::time::{Duration, Instant};
use std::collections::HashMap;
use std::sync::Arc;
use tokio::time::timeout;
use tokio::sync::{RwLock, mpsc};
use tracing::{info, warn, error, debug};
use uuid::Uuid;

use trading_engine::brokers::brokers::interactive_brokers::InteractiveBrokersClient;
use trading_engine::brokers::brokers::icmarkets::ICMarketsClient;
use trading_engine::brokers::config::{InteractiveBrokersConfig, ICMarketsConfig};
use trading_engine::trading::data_interface::{BrokerInterface, BrokerConnectionStatus, ExecutionReport, Position};
use trading_engine::prelude::{TradingOrder, OrderSide};
use trading_engine::trading_operations::{OrderType, OrderStatus};
use common::TimeInForce;

/// Comprehensive order lifecycle tracker
#[derive(Debug, Clone)]
pub struct OrderLifecycleTracker {
    pub order_id: OrderId,
    pub broker_order_id: Option<String>,
    pub creation_time: Instant,
    pub submission_time: Option<Instant>,
    pub first_ack_time: Option<Instant>,
    pub execution_time: Option<Instant>,
    pub completion_time: Option<Instant>,
    pub current_status: OrderStatus,
    pub executions: Vec<ExecutionReport>,
    pub modifications: Vec<(Instant, TradingOrder)>,
    pub errors: Vec<(Instant, String)>,
    pub latency_metrics: LatencyMetrics,
}

#[derive(Debug, Clone, Default)]
pub struct LatencyMetrics {
    pub submission_latency_us: Option<u64>,
    pub ack_latency_us: Option<u64>,
    pub execution_latency_us: Option<u64>,
    pub end_to_end_latency_us: Option<u64>,
}

impl OrderLifecycleTracker {
    pub fn new(order_id: OrderId) -> Self {
        Self {
            order_id,
            broker_order_id: None,
            creation_time: Instant::now(),
            submission_time: None,
            first_ack_time: None,
            execution_time: None,
            completion_time: None,
            current_status: OrderStatus::Pending,
            executions: Vec::new(),
            modifications: Vec::new(),
            errors: Vec::new(),
            latency_metrics: LatencyMetrics::default(),
        }
    }
    
    pub fn mark_submitted(&mut self, broker_order_id: String) {
        self.submission_time = Some(Instant::now());
        self.broker_order_id = Some(broker_order_id);
        
        if let Some(submission_time) = self.submission_time {
            self.latency_metrics.submission_latency_us = Some(
                submission_time.duration_since(self.creation_time).as_micros() as u64
            );
        }
    }
    
    pub fn mark_acknowledged(&mut self) {
        self.first_ack_time = Some(Instant::now());
        self.current_status = OrderStatus::Submitted;
        
        if let (Some(ack_time), Some(submission_time)) = (self.first_ack_time, self.submission_time) {
            self.latency_metrics.ack_latency_us = Some(
                ack_time.duration_since(submission_time).as_micros() as u64
            );
        }
    }
    
    pub fn add_execution(&mut self, execution: ExecutionReport) {
        if self.execution_time.is_none() {
            self.execution_time = Some(Instant::now());
            
            if let Some(exec_time) = self.execution_time {
                self.latency_metrics.execution_latency_us = Some(
                    exec_time.duration_since(self.creation_time).as_micros() as u64
                );
            }
        }
        
        // Update status based on execution
        match execution.status {
            core::brokers::ExecutionStatus::Filled { .. } => {
                self.current_status = OrderStatus::Filled;
                self.mark_completed();
            }
            core::brokers::ExecutionStatus::PartiallyFilled { .. } => {
                self.current_status = OrderStatus::PartiallyFilled;
            }
            core::brokers::ExecutionStatus::Cancelled => {
                self.current_status = OrderStatus::Cancelled;
                self.mark_completed();
            }
            core::brokers::ExecutionStatus::Rejected => {
                self.current_status = OrderStatus::Rejected;
                self.mark_completed();
            }
            _ => {}
        }
        
        self.executions.push(execution);
    }
    
    pub fn add_modification(&mut self, modified_order: TradingOrder) {
        self.modifications.push((Instant::now(), modified_order));
    }
    
    pub fn add_error(&mut self, error: String) {
        self.errors.push((Instant::now(), error));
    }
    
    pub fn mark_completed(&mut self) {
        if self.completion_time.is_none() {
            self.completion_time = Some(Instant::now());
            
            if let Some(completion_time) = self.completion_time {
                self.latency_metrics.end_to_end_latency_us = Some(
                    completion_time.duration_since(self.creation_time).as_micros() as u64
                );
            }
        }
    }
    
    pub fn is_terminal_status(&self) -> bool {
        matches!(self.current_status, 
                OrderStatus::Filled | OrderStatus::Cancelled | OrderStatus::Rejected)
    }
    
    pub fn get_total_filled_quantity(&self) -> Quantity {
        let total: f64 = self.executions.iter()
            .map(|exec| exec.filled_quantity.to_f64())
            .sum();
        Quantity::from_f64(total).unwrap_or_default()
    }
    
    pub fn get_average_execution_price(&self) -> Option<Price> {
        if self.executions.is_empty() {
            return None;
        }
        
        let total_value: f64 = self.executions.iter()
            .filter_map(|exec| {
                exec.execution_price.map(|price| 
                    price.to_f64() * exec.filled_quantity.to_f64()
                )
            })
            .sum();
            
        let total_quantity: f64 = self.executions.iter()
            .map(|exec| exec.filled_quantity.to_f64())
            .sum();
        
        if total_quantity > 0.0 {
            Some(Price::from_f64(total_value / total_quantity).unwrap_or_default())
        } else {
            None
        }
    }
}

/// Order lifecycle test manager
#[derive(Debug)]
pub struct OrderLifecycleManager {
    active_trackers: Arc<RwLock<HashMap<OrderId, OrderLifecycleTracker>>>,
    execution_receiver: Option<mpsc::Receiver<ExecutionReport>>,
    performance_stats: Arc<RwLock<PerformanceStats>>,
}

#[derive(Debug, Default, Clone)]
pub struct PerformanceStats {
    pub total_orders: u64,
    pub successful_orders: u64,
    pub failed_orders: u64,
    pub cancelled_orders: u64,
    pub average_submission_latency_us: f64,
    pub average_execution_latency_us: f64,
    pub average_end_to_end_latency_us: f64,
    pub max_latency_us: u64,
    pub min_latency_us: u64,
}

impl OrderLifecycleManager {
    pub fn new() -> Self {
        Self {
            active_trackers: Arc::new(RwLock::new(HashMap::new())),
            execution_receiver: None,
            performance_stats: Arc::new(RwLock::new(PerformanceStats::default())),
        }
    }
    
    pub async fn start_tracking(&self, order_id: OrderId) {
        let tracker = OrderLifecycleTracker::new(order_id.clone());
        self.active_trackers.write().await.insert(order_id, tracker);
    }
    
    pub async fn update_submission(&self, order_id: &OrderId, broker_order_id: String) {
        if let Some(tracker) = self.active_trackers.write().await.get_mut(order_id) {
            tracker.mark_submitted(broker_order_id);
        }
    }
    
    pub async fn update_acknowledgment(&self, order_id: &OrderId) {
        if let Some(tracker) = self.active_trackers.write().await.get_mut(order_id) {
            tracker.mark_acknowledged();
        }
    }
    
    pub async fn add_execution(&self, execution: ExecutionReport) {
        if let Some(tracker) = self.active_trackers.write().await.get_mut(&execution.order_id) {
            tracker.add_execution(execution);
            
            // Update performance stats if order completed
            if tracker.is_terminal_status() {
                self.update_performance_stats(tracker).await;
            }
        }
    }
    
    pub async fn add_modification(&self, order_id: &OrderId, modified_order: TradingOrder) {
        if let Some(tracker) = self.active_trackers.write().await.get_mut(order_id) {
            tracker.add_modification(modified_order);
        }
    }
    
    pub async fn add_error(&self, order_id: &OrderId, error: String) {
        if let Some(tracker) = self.active_trackers.write().await.get_mut(order_id) {
            tracker.add_error(error);
        }
    }
    
    pub async fn get_tracker(&self, order_id: &OrderId) -> Option<OrderLifecycleTracker> {
        self.active_trackers.read().await.get(order_id).cloned()
    }
    
    pub async fn get_performance_stats(&self) -> PerformanceStats {
        self.performance_stats.read().await.clone()
    }
    
    async fn update_performance_stats(&self, tracker: &OrderLifecycleTracker) {
        let mut stats = self.performance_stats.write().await;
        
        stats.total_orders += 1;
        
        match tracker.current_status {
            OrderStatus::Filled => stats.successful_orders += 1,
            OrderStatus::Cancelled => stats.cancelled_orders += 1,
            _ => stats.failed_orders += 1,
        }
        
        // Update latency metrics
        if let Some(latency) = tracker.latency_metrics.submission_latency_us {
            let total = stats.average_submission_latency_us * (stats.total_orders - 1) as f64;
            stats.average_submission_latency_us = (total + latency as f64) / stats.total_orders as f64;
        }
        
        if let Some(latency) = tracker.latency_metrics.execution_latency_us {
            let total = stats.average_execution_latency_us * (stats.total_orders - 1) as f64;
            stats.average_execution_latency_us = (total + latency as f64) / stats.total_orders as f64;
        }
        
        if let Some(latency) = tracker.latency_metrics.end_to_end_latency_us {
            let total = stats.average_end_to_end_latency_us * (stats.total_orders - 1) as f64;
            stats.average_end_to_end_latency_us = (total + latency as f64) / stats.total_orders as f64;
            
            // Update min/max
            if stats.total_orders == 1 {
                stats.min_latency_us = latency;
                stats.max_latency_us = latency;
            } else {
                stats.min_latency_us = stats.min_latency_us.min(latency);
                stats.max_latency_us = stats.max_latency_us.max(latency);
            }
        }
    }
}

/// Helper function to create test trading order
fn create_test_order(symbol: &str, side: OrderSide, quantity: i64, price: f64, order_type: OrderType) -> TradingOrder {
    TradingOrder {
        id: OrderId::new(),
        symbol: Symbol::new(symbol.to_string()),
        side,
        quantity: Quantity::from_f64(quantity as f64).unwrap_or_default(),
        price: Price::from_f64(price).unwrap_or_default(),
        order_type,
        time_in_force: TimeInForce::Day,
        timestamp: chrono::Utc::now(),
        metadata: HashMap::new(),
    }
}

/// Helper function to create test IB configuration
fn create_test_ib_config() -> InteractiveBrokersConfig {
    InteractiveBrokersConfig {
        enabled: true,
        host: env::var("FOXHUNT_IB_HOST").unwrap_or_else(|_| "127.0.0.1".to_string()),
        port: env::var("FOXHUNT_IB_PORT")
            .map(|p| p.parse().unwrap_or(7497))
            .unwrap_or(7497),
        client_id: env::var("FOXHUNT_IB_CLIENT_ID")
            .map(|id| id.parse().unwrap_or(1))
            .unwrap_or(1),
        account_id: env::var("FOXHUNT_IB_ACCOUNT_ID").ok(),
        connection_timeout_secs: 10,
        request_timeout_secs: 5,
        heartbeat_interval_secs: 30,
        max_reconnect_attempts: 2,
        paper_trading: true,
    }
}

#[tokio::test]
async fn test_basic_order_lifecycle() {
    info!("🔄 Testing basic order lifecycle");
    
    let manager = OrderLifecycleManager::new();
    let order = create_test_order("AAPL", OrderSide::Buy, 100, 150.50, OrderType::Limit);
    let order_id = order.id.clone();
    
    // Start tracking
    manager.start_tracking(order_id.clone()).await;
    
    // Verify initial state
    let initial_tracker = manager.get_tracker(&order_id).await.unwrap();
    assert_eq!(initial_tracker.current_status, OrderStatus::Pending);
    assert!(initial_tracker.broker_order_id.is_none());
    assert!(initial_tracker.submission_time.is_none());
    
    // Simulate order submission
    let broker_order_id = format!("BROKER_{}", Uuid::new_v4());
    manager.update_submission(&order_id, broker_order_id.clone()).await;
    
    let submitted_tracker = manager.get_tracker(&order_id).await.unwrap();
    assert_eq!(submitted_tracker.broker_order_id.as_ref().unwrap(), &broker_order_id);
    assert!(submitted_tracker.submission_time.is_some());
    assert!(submitted_tracker.latency_metrics.submission_latency_us.is_some());
    
    // Simulate order acknowledgment
    manager.update_acknowledgment(&order_id).await;
    
    let ack_tracker = manager.get_tracker(&order_id).await.unwrap();
    assert_eq!(ack_tracker.current_status, OrderStatus::Submitted);
    assert!(ack_tracker.first_ack_time.is_some());
    assert!(ack_tracker.latency_metrics.ack_latency_us.is_some());
    
    // Simulate execution
    let execution = ExecutionReport {
        order_id: order_id.clone(),
        broker_order_id: broker_order_id.clone(),
        symbol: Symbol::new("AAPL".to_string()),
        side: core::trading::data_interface::Side::Buy,
        quantity: Quantity::from_f64(100.0).unwrap_or_default(),
        executed_quantity: Some(Quantity::from_f64(100.0).unwrap_or_default()),
        execution_price: Some(Price::from_f64(150.45).unwrap_or_default()),
        filled_quantity: Quantity::from_f64(100.0).unwrap_or_default(),
        cumulative_quantity: Quantity::from_f64(100.0).unwrap_or_default(),
        average_price: Some(Price::from_f64(150.45).unwrap_or_default()),
        remaining_quantity: Quantity::from_f64(0.0).unwrap_or_default(),
        status: core::brokers::ExecutionStatus::Filled {
            filled_quantity: Quantity::from_f64(100.0).unwrap_or_default(),
            average_price: Price::from_f64(150.45).unwrap_or_default(),
        },
        timestamp: chrono::Utc::now(),
        venue: Some("NASDAQ".to_string()),
        broker_name: "TestBroker".to_string(),
        execution_id: format!("EXEC_{}", Uuid::new_v4()),
        commission: None,
        metadata: HashMap::new(),
    };
    
    manager.add_execution(execution).await;
    
    let final_tracker = manager.get_tracker(&order_id).await.unwrap();
    assert_eq!(final_tracker.current_status, OrderStatus::Filled);
    assert_eq!(final_tracker.executions.len(), 1);
    assert!(final_tracker.completion_time.is_some());
    assert!(final_tracker.latency_metrics.execution_latency_us.is_some());
    assert!(final_tracker.latency_metrics.end_to_end_latency_us.is_some());
    
    // Verify quantities
    let filled_qty = final_tracker.get_total_filled_quantity();
    assert_eq!(filled_qty.to_f64(), 100.0);
    
    let avg_price = final_tracker.get_average_execution_price().unwrap();
    assert!((avg_price.to_f64().unwrap() - 150.45).abs() < 0.01);
    
    // Check performance stats
    let stats = manager.get_performance_stats().await;
    assert_eq!(stats.total_orders, 1);
    assert_eq!(stats.successful_orders, 1);
    assert!(stats.average_end_to_end_latency_us > 0.0);
    
    info!("✅ Basic order lifecycle test completed");
    info!("   End-to-end latency: {}μs", final_tracker.latency_metrics.end_to_end_latency_us.unwrap());
}

#[tokio::test]
async fn test_partial_fill_lifecycle() {
    info!("🔄 Testing partial fill order lifecycle");
    
    let manager = OrderLifecycleManager::new();
    let order = create_test_order("MSFT", OrderSide::Sell, 1000, 300.25, OrderType::Limit);
    let order_id = order.id.clone();
    let broker_order_id = format!("BROKER_{}", Uuid::new_v4());
    
    // Start tracking and submit
    manager.start_tracking(order_id.clone()).await;
    manager.update_submission(&order_id, broker_order_id.clone()).await;
    manager.update_acknowledgment(&order_id).await;
    
    // First partial fill
    let partial_execution1 = ExecutionReport {
        order_id: order_id.clone(),
        broker_order_id: broker_order_id.clone(),
        symbol: Symbol::new("MSFT".to_string()),
        side: core::trading::data_interface::Side::Sell,
        quantity: Quantity::from_f64(1000.0).unwrap_or_default(),
        executed_quantity: Some(Quantity::from_f64(300.0).unwrap_or_default()),
        execution_price: Some(Price::from_f64(300.30).unwrap_or_default()),
        filled_quantity: Quantity::from_f64(300.0).unwrap_or_default(),
        cumulative_quantity: Quantity::from_f64(300.0).unwrap_or_default(),
        average_price: Some(Price::from_f64(300.30).unwrap_or_default()),
        remaining_quantity: Quantity::from_f64(700.0).unwrap_or_default(),
        status: core::brokers::ExecutionStatus::PartiallyFilled {
            filled_quantity: Quantity::from_f64(300.0).unwrap_or_default(),
            average_price: Price::from_f64(300.30).unwrap_or_default(),
        },
        timestamp: chrono::Utc::now(),
        venue: Some("NASDAQ".to_string()),
        broker_name: "TestBroker".to_string(),
        execution_id: format!("EXEC1_{}", Uuid::new_v4()),
        commission: None,
        metadata: HashMap::new(),
    };
    
    manager.add_execution(partial_execution1).await;
    
    let partial_tracker = manager.get_tracker(&order_id).await.unwrap();
    assert_eq!(partial_tracker.current_status, OrderStatus::PartiallyFilled);
    assert_eq!(partial_tracker.executions.len(), 1);
    assert_eq!(partial_tracker.get_total_filled_quantity().to_f64(), 300.0);
    
    // Second partial fill
    let partial_execution2 = ExecutionReport {
        order_id: order_id.clone(),
        broker_order_id: broker_order_id.clone(),
        symbol: Symbol::new("MSFT".to_string()),
        side: core::trading::data_interface::Side::Sell,
        quantity: Quantity::from_f64(1000.0).unwrap_or_default(),
        executed_quantity: Some(Quantity::from_f64(400.0).unwrap_or_default()),
        execution_price: Some(Price::from_f64(300.20).unwrap_or_default()),
        filled_quantity: Quantity::from_f64(400.0).unwrap_or_default(),
        cumulative_quantity: Quantity::from_f64(700.0).unwrap_or_default(),
        average_price: Some(Price::from_f64(300.24).unwrap_or_default()),
        remaining_quantity: Quantity::from_f64(300.0).unwrap_or_default(),
        status: core::brokers::ExecutionStatus::PartiallyFilled {
            filled_quantity: Quantity::from_f64(400.0).unwrap_or_default(),
            average_price: Price::from_f64(300.24).unwrap_or_default(),
        },
        timestamp: chrono::Utc::now(),
        venue: Some("NASDAQ".to_string()),
        broker_name: "TestBroker".to_string(),
        execution_id: format!("EXEC2_{}", Uuid::new_v4()),
        commission: None,
        metadata: HashMap::new(),
    };
    
    manager.add_execution(partial_execution2).await;
    
    let partial_tracker2 = manager.get_tracker(&order_id).await.unwrap();
    assert_eq!(partial_tracker2.current_status, OrderStatus::PartiallyFilled);
    assert_eq!(partial_tracker2.executions.len(), 2);
    assert_eq!(partial_tracker2.get_total_filled_quantity().to_f64(), 700.0);
    
    // Calculate weighted average price
    let avg_price = partial_tracker2.get_average_execution_price().unwrap().to_f64().unwrap();
    let expected_avg = (300.0 * 300.30 + 400.0 * 300.20) / 700.0;
    assert!((avg_price - expected_avg).abs() < 0.01, 
           "Expected avg price {}, got {}", expected_avg, avg_price);
    
    // Final fill
    let final_execution = ExecutionReport {
        order_id: order_id.clone(),
        broker_order_id: broker_order_id.clone(),
        symbol: Symbol::new("MSFT".to_string()),
        side: core::trading::data_interface::Side::Sell,
        quantity: Quantity::from_f64(1000.0).unwrap_or_default(),
        executed_quantity: Some(Quantity::from_f64(300.0).unwrap_or_default()),
        execution_price: Some(Price::from_f64(300.15).unwrap_or_default()),
        filled_quantity: Quantity::from_f64(300.0).unwrap_or_default(),
        cumulative_quantity: Quantity::from_f64(1000.0).unwrap_or_default(),
        average_price: Some(Price::from_f64(300.22).unwrap_or_default()),
        remaining_quantity: Quantity::from_f64(0.0).unwrap_or_default(),
        status: core::brokers::ExecutionStatus::Filled {
            filled_quantity: Quantity::from_f64(1000.0).unwrap_or_default(),
            average_price: Price::from_f64(300.22).unwrap_or_default(),
        },
        timestamp: chrono::Utc::now(),
        venue: Some("NASDAQ".to_string()),
        broker_name: "TestBroker".to_string(),
        execution_id: format!("EXEC3_{}", Uuid::new_v4()),
        commission: None,
        metadata: HashMap::new(),
    };
    
    manager.add_execution(final_execution).await;
    
    let final_tracker = manager.get_tracker(&order_id).await.unwrap();
    assert_eq!(final_tracker.current_status, OrderStatus::Filled);
    assert_eq!(final_tracker.executions.len(), 3);
    assert_eq!(final_tracker.get_total_filled_quantity().to_f64(), 1000.0);
    assert!(final_tracker.is_terminal_status());
    
    info!("✅ Partial fill lifecycle test completed");
    info!("   Total executions: {}", final_tracker.executions.len());
    info!("   Final avg price: ${:.2}", final_tracker.get_average_execution_price().unwrap().to_f64().unwrap());
}

#[tokio::test]
async fn test_order_modification_lifecycle() {
    info!("🔄 Testing order modification lifecycle");
    
    let manager = OrderLifecycleManager::new();
    let original_order = create_test_order("GOOGL", OrderSide::Buy, 50, 2500.00, OrderType::Limit);
    let order_id = original_order.id.clone();
    let broker_order_id = format!("BROKER_{}", Uuid::new_v4());
    
    // Start tracking and submit
    manager.start_tracking(order_id.clone()).await;
    manager.update_submission(&order_id, broker_order_id.clone()).await;
    manager.update_acknowledgment(&order_id).await;
    
    // First modification (price change)
    let modified_order1 = create_test_order("GOOGL", OrderSide::Buy, 50, 2495.00, OrderType::Limit);
    manager.add_modification(&order_id, modified_order1).await;
    
    let tracker1 = manager.get_tracker(&order_id).await.unwrap();
    assert_eq!(tracker1.modifications.len(), 1);
    
    // Second modification (quantity change)
    let modified_order2 = create_test_order("GOOGL", OrderSide::Buy, 75, 2495.00, OrderType::Limit);
    manager.add_modification(&order_id, modified_order2).await;
    
    let tracker2 = manager.get_tracker(&order_id).await.unwrap();
    assert_eq!(tracker2.modifications.len(), 2);
    
    // Execution of modified order
    let execution = ExecutionReport {
        order_id: order_id.clone(),
        broker_order_id: broker_order_id.clone(),
        symbol: Symbol::new("GOOGL".to_string()),
        side: core::trading::data_interface::Side::Buy,
        quantity: Quantity::from_f64(75.0).unwrap_or_default(), // Modified quantity
        executed_quantity: Some(Quantity::from_f64(75.0).unwrap_or_default()),
        execution_price: Some(Price::from_f64(2493.50).unwrap_or_default()),
        filled_quantity: Quantity::from_f64(75.0).unwrap_or_default(),
        cumulative_quantity: Quantity::from_f64(75.0).unwrap_or_default(),
        average_price: Some(Price::from_f64(2493.50).unwrap_or_default()),
        remaining_quantity: Quantity::from_f64(0.0).unwrap_or_default(),
        status: core::brokers::ExecutionStatus::Filled {
            filled_quantity: Quantity::from_f64(75.0).unwrap_or_default(),
            average_price: Price::from_f64(2493.50).unwrap_or_default(),
        },
        timestamp: chrono::Utc::now(),
        venue: Some("NASDAQ".to_string()),
        broker_name: "TestBroker".to_string(),
        execution_id: format!("EXEC_{}", Uuid::new_v4()),
        commission: None,
        metadata: HashMap::new(),
    };
    
    manager.add_execution(execution).await;
    
    let final_tracker = manager.get_tracker(&order_id).await.unwrap();
    assert_eq!(final_tracker.current_status, OrderStatus::Filled);
    assert_eq!(final_tracker.modifications.len(), 2);
    assert_eq!(final_tracker.executions.len(), 1);
    assert_eq!(final_tracker.get_total_filled_quantity().to_f64(), 75.0); // Modified quantity
    
    info!("✅ Order modification lifecycle test completed");
    info!("   Modifications made: {}", final_tracker.modifications.len());
    info!("   Final fill quantity: {}", final_tracker.get_total_filled_quantity().to_f64());
}

#[tokio::test]
async fn test_order_cancellation_lifecycle() {
    info!("🔄 Testing order cancellation lifecycle");
    
    let manager = OrderLifecycleManager::new();
    let order = create_test_order("TSLA", OrderSide::Sell, 100, 800.00, OrderType::Limit);
    let order_id = order.id.clone();
    let broker_order_id = format!("BROKER_{}", Uuid::new_v4());
    
    // Start tracking and submit
    manager.start_tracking(order_id.clone()).await;
    manager.update_submission(&order_id, broker_order_id.clone()).await;
    manager.update_acknowledgment(&order_id).await;
    
    // Simulate cancellation
    let cancellation = ExecutionReport {
        order_id: order_id.clone(),
        broker_order_id: broker_order_id.clone(),
        symbol: Symbol::new("TSLA".to_string()),
        side: core::trading::data_interface::Side::Sell,
        quantity: Quantity::from_f64(100.0).unwrap_or_default(),
        executed_quantity: Some(Quantity::from_f64(0.0).unwrap_or_default()),
        execution_price: None,
        filled_quantity: Quantity::from_f64(0.0).unwrap_or_default(),
        cumulative_quantity: Quantity::from_f64(0.0).unwrap_or_default(),
        average_price: None,
        remaining_quantity: Quantity::from_f64(100.0).unwrap_or_default(),
        status: core::brokers::ExecutionStatus::Cancelled,
        timestamp: chrono::Utc::now(),
        venue: Some("NASDAQ".to_string()),
        broker_name: "TestBroker".to_string(),
        execution_id: format!("CANCEL_{}", Uuid::new_v4()),
        commission: None,
        metadata: HashMap::new(),
    };
    
    manager.add_execution(cancellation).await;
    
    let final_tracker = manager.get_tracker(&order_id).await.unwrap();
    assert_eq!(final_tracker.current_status, OrderStatus::Cancelled);
    assert_eq!(final_tracker.executions.len(), 1);
    assert_eq!(final_tracker.get_total_filled_quantity().to_f64(), 0.0);
    assert!(final_tracker.is_terminal_status());
    assert!(final_tracker.completion_time.is_some());
    
    info!("✅ Order cancellation lifecycle test completed");
}

#[tokio::test]
async fn test_multiple_order_lifecycle_performance() {
    info!("🔄 Testing multiple order lifecycle performance");
    
    let manager = OrderLifecycleManager::new();
    let order_count = 100;
    let start_time = Instant::now();
    
    // Create and track multiple orders concurrently
    let mut handles = Vec::new();
    
    for i in 0..order_count {
        let manager_ref = &manager;
        let handle = tokio::spawn(async move {
            let order = create_test_order(
                &format!("STOCK{}", i % 20),
                if i % 2 == 0 { OrderSide::Buy } else { OrderSide::Sell },
                100 + (i as i64 * 5),
                100.0 + (i as f64 * 0.1),
                OrderType::Limit
            );
            
            let order_id = order.id.clone();
            let broker_order_id = format!("BROKER_{}_{}", i, Uuid::new_v4());
            
            // Simulate full lifecycle
            manager_ref.start_tracking(order_id.clone()).await;
            
            // Small random delay to simulate real order submission
            tokio::time::sleep(Duration::from_micros(rand::random::<u64>() % 1000)).await;
            
            manager_ref.update_submission(&order_id, broker_order_id.clone()).await;
            manager_ref.update_acknowledgment(&order_id).await;
            
            // Simulate execution (90% success rate)
            if rand::random::<f64>() < 0.9 {
                let execution = ExecutionReport {
                    order_id: order_id.clone(),
                    broker_order_id: broker_order_id.clone(),
                    symbol: Symbol::new(format!("STOCK{}", i % 20)),
                    side: if i % 2 == 0 { 
                        core::trading::data_interface::Side::Buy 
                    } else { 
                        core::trading::data_interface::Side::Sell 
                    },
                    quantity: Quantity::from_f64((100 + i * 5) as f64).unwrap_or_default(),
                    executed_quantity: Some(Quantity::from_f64((100 + i * 5) as f64).unwrap_or_default()),
                    execution_price: Some(Price::from_f64(100.0 + i as f64 * 0.1).unwrap_or_default()),
                    filled_quantity: Quantity::from_f64((100 + i * 5) as f64).unwrap_or_default(),
                    cumulative_quantity: Quantity::from_f64((100 + i * 5) as f64).unwrap_or_default(),
                    average_price: Some(Price::from_f64(100.0 + i as f64 * 0.1).unwrap_or_default()),
                    remaining_quantity: Quantity::from_f64(0.0).unwrap_or_default(),
                    status: core::brokers::ExecutionStatus::Filled {
                        filled_quantity: Quantity::from_f64((100 + i * 5) as f64).unwrap_or_default(),
                        average_price: Price::from_f64(100.0 + i as f64 * 0.1).unwrap_or_default(),
                    },
                    timestamp: chrono::Utc::now(),
                    venue: Some("NASDAQ".to_string()),
                    broker_name: "TestBroker".to_string(),
                    execution_id: format!("EXEC_{}_{}", i, Uuid::new_v4()),
                    commission: None,
                    metadata: HashMap::new(),
                };
                
                manager_ref.add_execution(execution).await;
                Ok(())
            } else {
                // Simulate cancellation
                let cancellation = ExecutionReport {
                    order_id: order_id.clone(),
                    broker_order_id: broker_order_id.clone(),
                    symbol: Symbol::new(format!("STOCK{}", i % 20)),
                    side: if i % 2 == 0 { 
                        core::trading::data_interface::Side::Buy 
                    } else { 
                        core::trading::data_interface::Side::Sell 
                    },
                    quantity: Quantity::from_f64((100 + i * 5) as f64).unwrap_or_default(),
                    executed_quantity: Some(Quantity::from_f64(0.0).unwrap_or_default()),
                    execution_price: None,
                    filled_quantity: Quantity::from_f64(0.0).unwrap_or_default(),
                    cumulative_quantity: Quantity::from_f64(0.0).unwrap_or_default(),
                    average_price: None,
                    remaining_quantity: Quantity::from_f64((100 + i * 5) as f64).unwrap_or_default(),
                    status: core::brokers::ExecutionStatus::Cancelled,
                    timestamp: chrono::Utc::now(),
                    venue: Some("NASDAQ".to_string()),
                    broker_name: "TestBroker".to_string(),
                    execution_id: format!("CANCEL_{}_{}", i, Uuid::new_v4()),
                    commission: None,
                    metadata: HashMap::new(),
                };
                
                manager_ref.add_execution(cancellation).await;
                Err("Cancelled")
            }
        });
        
        handles.push(handle);
    }
    
    // Wait for all orders to complete
    let results = futures::future::join_all(handles).await;
    let total_time = start_time.elapsed();
    
    let mut successful_orders = 0;
    let mut failed_orders = 0;
    
    for result in results {
        match result {
            Ok(Ok(())) => successful_orders += 1,
            Ok(Err(_)) => failed_orders += 1,
            Err(e) => {
                error!("Task panicked: {}", e);
                failed_orders += 1;
            }
        }
    }
    
    // Get final performance statistics
    let stats = manager.get_performance_stats().await;
    
    info!("📊 Multiple order lifecycle performance results:");
    info!("   Total orders processed: {}", order_count);
    info!("   Successful orders: {} ({}%)", successful_orders, (successful_orders * 100) / order_count);
    info!("   Failed/cancelled orders: {} ({}%)", failed_orders, (failed_orders * 100) / order_count);
    info!("   Total processing time: {:?}", total_time);
    info!("   Average time per order: {:?}", total_time / order_count);
    info!("   Performance statistics:");
    info!("     Total tracked: {}", stats.total_orders);
    info!("     Successful: {}", stats.successful_orders);
    info!("     Cancelled: {}", stats.cancelled_orders);
    info!("     Failed: {}", stats.failed_orders);
    info!("     Avg submission latency: {:.2}μs", stats.average_submission_latency_us);
    info!("     Avg execution latency: {:.2}μs", stats.average_execution_latency_us);
    info!("     Avg end-to-end latency: {:.2}μs", stats.average_end_to_end_latency_us);
    info!("     Min latency: {}μs", stats.min_latency_us);
    info!("     Max latency: {}μs", stats.max_latency_us);
    
    // Performance assertions
    assert_eq!(stats.total_orders as u32, order_count);
    assert!(stats.successful_orders > 0, "Should have some successful orders");
    assert!(stats.average_end_to_end_latency_us > 0.0, "Should record latency");
    assert!(stats.average_end_to_end_latency_us < 100_000.0, "Latency should be reasonable (< 100ms)");
    
    // Should process orders reasonably quickly
    let avg_time_per_order = total_time / order_count;
    assert!(avg_time_per_order < Duration::from_millis(10), 
           "Average processing time too slow: {:?}", avg_time_per_order);
    
    info!("✅ Multiple order lifecycle performance test completed");
}

#[tokio::test]
async fn test_real_broker_order_lifecycle() {
    info!("🔄 Testing order lifecycle with real broker integration");
    
    let manager = OrderLifecycleManager::new();
    let config = create_test_ib_config();
    let mut ib_client = InteractiveBrokersClient::new(config);
    
    info!("🔄 Attempting connection to IB for lifecycle testing");
    
    // Try to connect (will gracefully fail in CI)
    let connection_result = timeout(
        Duration::from_secs(10),
        ib_client.connect()
    ).await;
    
    match connection_result {
        Ok(Ok(())) => {
            info!("✅ Connected to IB - testing real order lifecycle");
            
            // Create test order
            let order = create_test_order("AAPL", OrderSide::Buy, 100, 150.50, OrderType::Limit);
            let order_id = order.id.clone();
            
            // Start lifecycle tracking
            manager.start_tracking(order_id.clone()).await;
            
            // Submit order to real broker
            let start_time = Instant::now();
            match ib_client.submit_order(&order).await {
                Ok(broker_order_id) => {
                    let submission_time = start_time.elapsed();
                    info!("✅ Real order submitted: {} ({}μs)", broker_order_id, submission_time.as_micros());
                    
                    manager.update_submission(&order_id, broker_order_id.clone()).await;
                    manager.update_acknowledgment(&order_id).await;
                    
                    // Try to subscribe to executions
                    match ib_client.subscribe_executions().await {
                        Ok(mut rx) => {
                            info!("✅ Subscribed to real executions");
                            
                            // Wait for execution reports with timeout
                            let execution_timeout = timeout(
                                Duration::from_secs(5),
                                rx.recv()
                            ).await;
                            
                            match execution_timeout {
                                Ok(Some(execution)) => {
                                    info!("✅ Received real execution report:");
                                    info!("   Execution ID: {}", execution.execution_id);
                                    info!("   Status: {:?}", execution.status);
                                    info!("   Filled: {}", execution.filled_quantity);
                                    
                                    manager.add_execution(execution).await;
                                    
                                    let final_tracker = manager.get_tracker(&order_id).await.unwrap();
                                    info!("📊 Real broker lifecycle metrics:");
                                    info!("   Submission latency: {}μs", 
                                          final_tracker.latency_metrics.submission_latency_us.unwrap_or(0));
                                    info!("   End-to-end latency: {}μs", 
                                          final_tracker.latency_metrics.end_to_end_latency_us.unwrap_or(0));
                                }
                                Ok(None) => {
                                    info!("   Execution channel closed");
                                }
                                Err(_) => {
                                    info!("   No execution received within timeout (normal for limit order)");
                                }
                            }
                        }
                        Err(e) => {
                            warn!("⚠️  Failed to subscribe to executions: {}", e);
                        }
                    }
                    
                    // Cancel the order to clean up
                    let cancel_result = ib_client.cancel_order(&broker_order_id).await;
                    match cancel_result {
                        Ok(()) => {
                            info!("✅ Real order cancelled successfully");
                            
                            // Wait for cancellation confirmation
                            tokio::time::sleep(Duration::from_millis(500)).await;
                        }
                        Err(e) => {
                            warn!("⚠️  Failed to cancel real order: {}", e);
                        }
                    }
                    
                    // Get final tracker state
                    let final_tracker = manager.get_tracker(&order_id).await.unwrap();
                    info!("📊 Final real order lifecycle state:");
                    info!("   Status: {:?}", final_tracker.current_status);
                    info!("   Executions: {}", final_tracker.executions.len());
                    info!("   Errors: {}", final_tracker.errors.len());
                }
                Err(e) => {
                    warn!("⚠️  Real order submission failed: {}", e);
                    manager.add_error(&order_id, e.to_string()).await;
                    
                    let error_tracker = manager.get_tracker(&order_id).await.unwrap();
                    assert_eq!(error_tracker.errors.len(), 1);
                    info!("✅ Error handling verified in lifecycle tracking");
                }
            }
            
            let _ = ib_client.disconnect().await;
        }
        Ok(Err(e)) => {
            warn!("⚠️  IB connection failed (expected in CI): {}", e);
            info!("   Testing lifecycle error handling instead");
            
            // Test error handling in lifecycle
            let order = create_test_order("AAPL", OrderSide::Buy, 100, 150.50, OrderType::Limit);
            let order_id = order.id.clone();
            
            manager.start_tracking(order_id.clone()).await;
            manager.add_error(&order_id, e.to_string()).await;
            
            let error_tracker = manager.get_tracker(&order_id).await.unwrap();
            assert_eq!(error_tracker.errors.len(), 1);
            assert!(error_tracker.errors[0].1.contains("not connected") || 
                   error_tracker.errors[0].1.contains("not available"));
            
            info!("✅ Lifecycle error handling verified");
        }
        Err(_) => {
            warn!("⚠️  IB connection timed out - testing offline lifecycle");
            
            // Test lifecycle tracking without real broker
            let order = create_test_order("AAPL", OrderSide::Buy, 100, 150.50, OrderType::Limit);
            let order_id = order.id.clone();
            
            manager.start_tracking(order_id.clone()).await;
            manager.add_error(&order_id, "Connection timeout".to_string()).await;
            
            let timeout_tracker = manager.get_tracker(&order_id).await.unwrap();
            assert_eq!(timeout_tracker.errors.len(), 1);
            
            info!("✅ Offline lifecycle tracking verified");
        }
    }
    
    info!("✅ Real broker order lifecycle test completed");
}