test_arbitrage_cycle.py

#!/usr/bin/env python3
"""Test script to verify arbitrage cycle structure compatibility."""

from cross_rate_matrix import CrossRateMatrix
from arbitrage_trade import ArbitrageTrade
import time

def test_cycle_structure():
    """Test that profit_info from CrossRateMatrix works with ArbitrageTrade."""
    
    print("=" * 60)
    print("Testing Arbitrage Cycle Structure Compatibility")
    print("=" * 60)
    
    # Create cross-rate matrix
    matrix = CrossRateMatrix()
    
    # Simulate some price data
    test_prices = {
        'BTC/USDT': {'bid': 45000, 'ask': 45050, 'timestamp': time.time() * 1000},
        'ETH/USDT': {'bid': 3000, 'ask': 3005, 'timestamp': time.time() * 1000},
        'ETH/BTC': {'bid': 0.066, 'ask': 0.0661, 'timestamp': time.time() * 1000},
    }
    
    test_markets = {
        'BTC/USDT': {'base': 'BTC', 'quote': 'USDT'},
        'ETH/USDT': {'base': 'ETH', 'quote': 'USDT'},
        'ETH/BTC': {'base': 'ETH', 'quote': 'BTC'},
    }
    
    # Update matrix
    matrix.update_from_symbol_prices(test_prices, test_markets)
    
    # Find arbitrage cycles
    cycles = matrix.find_arbitrage_cycles("USDT", min_profit_threshold=-0.1)  # Allow negative for testing
    
    if not cycles:
        print("\n❌ No cycles found! Check price data.")
        return False
    
    print(f"\n✅ Found {len(cycles)} cycles")
    
    # Get first cycle
    cycle = cycles[0]
    
    print("\n" + "=" * 60)
    print("Cycle Structure from CrossRateMatrix:")
    print("=" * 60)
    print(f"Cycle path: {cycle['cycle']}")
    print(f"Expected profit: {cycle['profit_percentage']:.4f}%")
    print(f"\nSteps ({len(cycle['steps'])}):")
    
    for i, step in enumerate(cycle['steps'], 1):
        print(f"\n  Step {i}:")
        print(f"    Symbol: {step['symbol']}")
        print(f"    Side: {step.get('side', 'MISSING!')}")
        print(f"    From: {step['from']} -> To: {step['to']}")
        print(f"    Rate: {step['rate']}")
        print(f"    Fee: {step['fee']}")
        print(f"    Amount before: {step['amount_before']:.8f}")
        print(f"    Amount after: {step['amount_after']:.8f}")
    
    # Check required fields for ArbitrageTrade
    print("\n" + "=" * 60)
    print("Verification for ArbitrageTrade Compatibility:")
    print("=" * 60)
    
    required_cycle_fields = ['cycle', 'profit_percentage', 'steps']
    required_step_fields = ['symbol', 'side', 'from', 'to', 'rate', 'fee']
    
    all_ok = True
    
    # Check cycle fields
    for field in required_cycle_fields:
        if field in cycle:
            print(f"✅ Cycle has '{field}'")
        else:
            print(f"❌ Cycle MISSING '{field}'")
            all_ok = False
    
    # Check step fields
    print(f"\nChecking {len(cycle['steps'])} steps:")
    for i, step in enumerate(cycle['steps'], 1):
        print(f"\n  Step {i}:")
        for field in required_step_fields:
            if field in step:
                print(f"    ✅ Has '{field}': {step[field]}")
            else:
                print(f"    ❌ MISSING '{field}'")
                all_ok = False
    
    # Test with ArbitrageTrade (dry run)
    print("\n" + "=" * 60)
    print("Testing with ArbitrageTrade (DRY RUN):")
    print("=" * 60)
    
    try:
        trader = ArbitrageTrade(
            exchange='binance',
            api_key='test_key',
            api_secret='test_secret'
        )
        
        success, results, final_amount = trader.execute_cycle(
            cycle=cycle,
            initial_amount=1.0,
            dry_run=True
        )
        
        if success:
            print(f"\n✅ Dry run SUCCESSFUL!")
            print(f"   Final amount: {final_amount:.8f}")
            print(f"   Executed {len(results)} trades")
        else:
            print(f"\n❌ Dry run FAILED!")
            all_ok = False
            
    except Exception as e:
        print(f"\n❌ Exception during dry run: {e}")
        import traceback
        traceback.print_exc()
        all_ok = False
    
    # Final result
    print("\n" + "=" * 60)
    if all_ok:
        print("✅ ALL TESTS PASSED - Structure is compatible!")
    else:
        print("❌ TESTS FAILED - Structure needs fixes!")
    print("=" * 60)
    
    return all_ok


if __name__ == "__main__":
    success = test_cycle_structure()
    exit(0 if success else 1)