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2026-07-22 18:53:44 +08:00
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+"""Live executor risk gate tests — no py-clob-client required."""
+from __future__ import annotations
+
+from datetime import UTC, datetime
+from decimal import Decimal as D
+from pathlib import Path
+
+import pytest
+
+from arbitrage.db import db_conn
+from arbitrage.engine.live_executor import RiskDenied, RiskLimits, risk_gate
+from arbitrage.models import Event, Opportunity, OpportunityLeg, Outcome
+
+
+def _opportunity(cost_per_share: D, size: D) -> Opportunity:
+    ev = Event(
+        id="e",
+        slug="e",
+        title="t",
+        is_neg_risk=True,
+        end_date=None,
+        outcomes=(
+            Outcome(token_id="A", name="A", outcome_index=0),
+            Outcome(token_id="B", name="B", outcome_index=1),
+        ),
+    )
+    return Opportunity.from_legs(
+        detected_at=datetime.now(UTC),
+        event=ev,
+        legs=(
+            OpportunityLeg(
+                token_id="A",
+                outcome_name="A",
+                outcome_index=0,
+                vwap_price=cost_per_share / D(2),
+                size=size,
+                levels_consumed=1,
+            ),
+            OpportunityLeg(
+                token_id="B",
+                outcome_name="B",
+                outcome_index=1,
+                vwap_price=cost_per_share / D(2),
+                size=size,
+                levels_consumed=1,
+            ),
+        ),
+        fees_per_share=D("0"),
+        gas_per_basket_usd=D("0.10"),
+        max_baskets=size,
+    )
+
+
+def _limits(**overrides) -> RiskLimits:
+    base = dict(
+        max_basket_usd=D("200"),
+        max_open_baskets=3,
+        max_open_baskets_per_event=1,
+        daily_loss_stop_usd=D("100"),
+        kill_switch_file=Path("/nope/does-not-exist"),
+    )
+    base.update(overrides)
+    return RiskLimits(**base)
+
+
+@pytest.mark.asyncio
+async def test_risk_gate_accepts_within_limits(db) -> None:
+    opp = _opportunity(D("0.90"), D("100"))  # cost = $90
+    await risk_gate(opp, _limits())
+
+
+@pytest.mark.asyncio
+async def test_risk_gate_rejects_oversized_basket(db) -> None:
+    opp = _opportunity(D("0.90"), D("1000"))  # cost = $900
+    with pytest.raises(RiskDenied, match="basket cost"):
+        await risk_gate(opp, _limits(max_basket_usd=D("500")))
+
+
+@pytest.mark.asyncio
+async def test_risk_gate_rejects_when_kill_switch_present(db, tmp_path) -> None:
+    kill = tmp_path / "KILL"
+    kill.touch()
+    opp = _opportunity(D("0.90"), D("100"))
+    with pytest.raises(RiskDenied, match="kill switch"):
+        await risk_gate(opp, _limits(kill_switch_file=kill))
+
+
+@pytest.mark.asyncio
+async def test_risk_gate_rejects_daily_loss_stop(db) -> None:
+    async with db_conn() as conn:
+        today = datetime.now(UTC).date().isoformat()
+        await conn.execute(
+            "INSERT INTO daily_pnl (date, live_pnl_usd) VALUES (?, ?)",
+            (today, "-150.00"),
+        )
+        await conn.commit()
+    opp = _opportunity(D("0.90"), D("100"))
+    with pytest.raises(RiskDenied, match="daily loss stop"):
+        await risk_gate(opp, _limits(daily_loss_stop_usd=D("100")))