Brummel
b91c89f964
The realistic-broker milestone's (C10 A-side) two foundation value types — no broker, no derivation yet, fully tested. #113 — InstrumentSpec gains six deploy-grade fields (instrument_id, contract_size, pip_value_per_lot, min_lot, lot_step, quote_currency) and the vetted table is populated for GER40/FRA40/EURUSD/GBPUSD/USDCAD. The struct stays Copy (quote_currency is &'static str); the _ => None refuse-don't-guess arm is the permanent floor. This is the milestone's permanent authored floor (recorded-metadata tier is forward work, #124). #114 — PositionAction { Buy, Sell, Close } (closed enum, serde-encoded as a bare i64 0/1/2 via From/TryFrom) + PositionEvent in aura-engine beside RunMetrics, faithful to the C10 column spec: event_ts, action, position_id, instrument_id, unsigned volume; no open_ts; direction is the action (no signed-volume trick). Re-exported from the crate root. Derived fork decisions (recorded on #113): quote_currency &'static str; action as ordinal i64; stable instrument_id + overridable vetted values. Verified by the orchestrator: cargo test --workspace = 458 passed / 0 failed; clippy --all-targets -D warnings clean. An adversarial 4-lens review (ledger faithfulness, downstream soundness, serde/wire robustness, test honesty) returned 3 SOUND + 1 CONCERN: quote_currency &'static str cannot hold a runtime-sourced currency at the #124 resolver — not a blocker (#115/#116 read only the authored floor), logged on #124 as a deliberate deferred design choice. The implementer's deviation from the plan snippet (vec![..] -> [..]) avoids clippy::useless_vec; semantics identical. Two tester-authored consumer-boundary E2E tests added beyond the inline units: instrument_spec_deploy_metadata.rs (public resolution seam) and position_event_table.rs (persisted bare-int wire shape + reversal table). closes #113 #114
73 lines
3.7 KiB
Rust
73 lines
3.7 KiB
Rust
//! End-to-end verification of the public instrument-spec resolution seam
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//! (#113): a downstream broker resolves deploy-grade metadata by symbol through
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//! `aura_ingest::instrument_spec` — the permanent authored floor of the
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//! milestone's override hierarchy (#124). These tests pin the *consumer-visible*
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//! contract (the public return shape + the refuse-don't-guess arm), distinct
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//! from the crate-internal literal-table unit tests.
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use aura_ingest::{instrument_spec, InstrumentSpec};
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/// The vetted symbols a deploy step may ask for. Kept here (not imported) so the
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/// test fails loudly if the public lookup ever stops resolving one of them.
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const VETTED: [&str; 5] = ["GER40", "FRA40", "EURUSD", "GBPUSD", "USDCAD"];
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/// Property: every vetted symbol resolves through the *public* lookup to a fully
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/// populated `InstrumentSpec` whose six deploy fields are all present and sane
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/// (positive sizes, a non-empty quote currency). This is the floor a broker
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/// reads before sizing a lot; a regression that left any field at a placeholder
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/// (0.0 / "") or dropped a symbol from the table would size positions wrong with
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/// no error. Asserts only the consumer-visible guarantees, not the exact vetted
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/// literals (those are the crate's own unit test's remit).
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#[test]
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fn every_vetted_symbol_resolves_to_a_complete_spec() {
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for sym in VETTED {
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let s: InstrumentSpec = instrument_spec(sym).unwrap_or_else(|| {
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panic!("vetted symbol {sym} must resolve through the public lookup")
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});
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assert!(s.instrument_id > 0, "{sym}: instrument_id must be a real (>0) id");
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assert!(s.pip_size > 0.0, "{sym}: pip_size must be positive");
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assert!(s.contract_size > 0.0, "{sym}: contract_size must be positive");
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assert!(s.pip_value_per_lot > 0.0, "{sym}: pip_value_per_lot must be positive");
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assert!(s.min_lot > 0.0, "{sym}: min_lot must be positive");
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assert!(s.lot_step > 0.0, "{sym}: lot_step must be positive");
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assert!(!s.quote_currency.is_empty(), "{sym}: quote_currency must be labelled");
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}
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}
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/// Property: the cross-field deploy invariant `pip_value_per_lot ==
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/// contract_size * pip_size` holds for every vetted instrument as a downstream
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/// broker observes it through the public lookup. A broker computing pip P&L may
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/// use either `pip_value_per_lot` directly or derive it from contract_size ×
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/// pip_size; this pins that the two paths agree, so the choice is free. A future
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/// table edit that broke the identity (e.g. a typo'd pip_value) would silently
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/// double or halve every realistic-broker P&L.
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#[test]
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fn pip_value_is_consistent_with_contract_and_pip_at_the_public_boundary() {
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for sym in VETTED {
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let s = instrument_spec(sym).expect("vetted symbol");
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let derived = s.contract_size * s.pip_size;
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assert!(
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(s.pip_value_per_lot - derived).abs() < 1e-9,
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"{sym}: pip_value_per_lot {} must equal contract_size {} * pip_size {} = {}",
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s.pip_value_per_lot,
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s.contract_size,
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s.pip_size,
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derived,
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);
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}
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}
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/// Property: an un-vetted symbol resolves to `None` — the refuse-don't-guess
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/// honesty lever (#113). A broker that asked for a symbol with no authored floor
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/// must get nothing back, never a fabricated/defaulted spec, so deploy fails
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/// loudly rather than sizing on a guessed pip value. A regression that returned
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/// a `Some(default)` for unknown symbols is exactly the silent-guess failure
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/// this guards.
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#[test]
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fn unvetted_symbol_refuses_with_none() {
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assert_eq!(instrument_spec("NOT_A_REAL_SYMBOL"), None);
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assert_eq!(instrument_spec(""), None);
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// case sensitivity is part of the refuse arm: the table is exact-match only.
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assert_eq!(instrument_spec("ger40"), None);
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}
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