fxhnt/tests/unit/test_bybit_spread_refresh.py

"""Robust real per-coin L1 spread refresh + storage (Part 1 of the real-spread cost-model fix).

The Bybit liquid book was costed off a daily-high/low Corwin–Schultz spread proxy that over-states the true
quoted spread ~104× (1.4bp real vs 143.6bp CS). Part 1 SAMPLES the live L1 top-of-book several times and
stores the MEDIAN per coin (robust against one weird moment) in `bybit_real_spread`. All tests are NO-network:
a fixtured multi-sample fetcher + an in-memory SQLite repo; the inter-sample `sleep` is injected (no bare
time.sleep).
"""
from __future__ import annotations

import datetime as dt

from fxhnt.adapters.data.bybit_true_spread import BybitTrueSpread
from fxhnt.adapters.persistence.paper_repo import PaperRepo
from fxhnt.application.bybit_spread_refresh import (
    read_real_spread_by_coin,
    refresh_real_spreads,
    sample_median_spreads,
)

_AT = dt.datetime(2026, 6, 26, tzinfo=dt.UTC)


def _ticker(symbol: str, bid, ask, last="100"):  # noqa: ANN001, ANN202
    return {"symbol": symbol, "bid1Price": bid, "ask1Price": ask, "lastPrice": last}


def _payload(rows):  # noqa: ANN001, ANN202
    return {"retCode": 0, "result": {"list": rows}}


class _MultiSampleSource:
    """A BybitTrueSpread stand-in serving a SEQUENCE of per-coin spread snapshots (one per sample call)."""

    def __init__(self, snapshots: list[dict[str, float]]) -> None:
        self._snaps = snapshots
        self.calls = 0

    def real_spread_bps(self, *, universe=None):  # noqa: ANN001, ANN202
        snap = self._snaps[min(self.calls, len(self._snaps) - 1)]
        self.calls += 1
        if universe is not None:
            snap = {c: v for c, v in snap.items() if c in universe}
        return dict(snap)


# --- median-of-samples -----------------------------------------------------------------------------

def test_sample_median_is_per_coin_median_across_samples() -> None:
    """The stored spread is the MEDIAN of each coin's samples — robust against one wide outlier tick."""
    src = _MultiSampleSource([
        {"BTCUSDT": 1.0, "ETHUSDT": 2.0},
        {"BTCUSDT": 99.0, "ETHUSDT": 2.5},   # BTC outlier moment
        {"BTCUSDT": 1.2, "ETHUSDT": 1.5},
    ])
    slept: list[float] = []
    out = sample_median_spreads(src, samples=3, interval_s=2.0, sleep=slept.append)
    assert out == {"BTCUSDT": 1.2, "ETHUSDT": 2.0}    # median(1,99,1.2)=1.2 ; median(2,2.5,1.5)=2.0
    assert src.calls == 3
    assert slept == [2.0, 2.0]                          # sleeps BETWEEN samples only (n-1), injected — no real wait


def test_sample_handles_coin_present_in_only_some_samples() -> None:
    """A coin quoted in only some samples uses the median of the samples it DOES have (not penalized)."""
    src = _MultiSampleSource([
        {"BTCUSDT": 1.0, "NEWUSDT": 5.0},
        {"BTCUSDT": 3.0},                    # NEWUSDT absent this sample
        {"BTCUSDT": 2.0, "NEWUSDT": 7.0},
    ])
    out = sample_median_spreads(src, samples=3, sleep=lambda _s: None)
    assert out["BTCUSDT"] == 2.0             # median(1,3,2)
    assert out["NEWUSDT"] == 6.0             # median(5,7)


def test_sample_skips_missing_and_zero_quotes_via_fetcher() -> None:
    """Missing / zero / crossed quotes are skipped (BybitTrueSpread drops them) → not stored as garbage cost."""
    payloads = [
        _payload([_ticker("BTCUSDT", "99999.5", "100000.5"),
                  _ticker("DEADUSDT", "0", "0"),           # zero quote → skip
                  _ticker("CROSSUSDT", "101", "100")]),     # crossed → skip
        _payload([_ticker("BTCUSDT", "99998.5", "100000.5"),
                  {"symbol": "NOQUOTE"}]),                  # missing fields → skip
    ]
    state = {"i": 0}

    def fetch(_url):  # noqa: ANN001, ANN202
        p = payloads[min(state["i"], len(payloads) - 1)]
        state["i"] += 1
        return p

    src = BybitTrueSpread(fetch=fetch, sleep=lambda _s: None)
    out = sample_median_spreads(src, samples=2, sleep=lambda _s: None)
    assert set(out) == {"BTCUSDT"}           # only the valid quote survives both samples
    assert out["BTCUSDT"] > 0.0


# --- persist + read round-trip + idempotency -------------------------------------------------------

def test_refresh_persists_and_reader_round_trips() -> None:
    repo = PaperRepo("sqlite://")
    repo.migrate()
    src = _MultiSampleSource([{"BTCUSDT": 1.0, "ETHUSDT": 2.0}])
    medians = refresh_real_spreads(repo, src, samples=1, sleep=lambda _s: None, at=_AT)
    assert medians == {"BTCUSDT": 1.0, "ETHUSDT": 2.0}
    assert read_real_spread_by_coin(repo) == {"BTCUSDT": 1.0, "ETHUSDT": 2.0}


def test_refresh_is_idempotent_upsert() -> None:
    """A second refresh REPLACES each coin's row (no dup rows, latest value wins)."""
    repo = PaperRepo("sqlite://")
    repo.migrate()
    refresh_real_spreads(repo, _MultiSampleSource([{"BTCUSDT": 5.0}]), samples=1, sleep=lambda _s: None, at=_AT)
    refresh_real_spreads(repo, _MultiSampleSource([{"BTCUSDT": 1.5, "ETHUSDT": 2.0}]), samples=1,
                         sleep=lambda _s: None, at=_AT)
    assert read_real_spread_by_coin(repo) == {"BTCUSDT": 1.5, "ETHUSDT": 2.0}


def test_upsert_skips_non_finite_and_negative() -> None:
    """Defensive: a NaN / negative spread is never stored as a garbage cost."""
    repo = PaperRepo("sqlite://")
    repo.migrate()
    repo.upsert_real_spreads({"AUSDT": 3.0, "BUSDT": float("nan"), "CUSDT": -2.0, "DUSDT": float("inf")}, at=_AT)
    assert read_real_spread_by_coin(repo) == {"AUSDT": 3.0}


def test_reader_empty_when_no_refresh() -> None:
    repo = PaperRepo("sqlite://")
    repo.migrate()
    assert read_real_spread_by_coin(repo) == {}