dust sweep: daily reclaim of untracked exit residue — sells booked as adjustment, never P&L

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-27 15:57:47 +00:00 · 2026-07-16 23:26:12 -04:00
parent 86ba267156
commit afaf4e461f
2 changed files with 139 additions and 1 deletions
@@ -0,0 +1,75 @@
+"""Stub test for Copybot.sweep_dust (2026-07-17): sells only untracked
+live-market residue, books an adjustment (not P&L), skips my_pos/pending/
+floor/redeemable. Run: python3 tests/test_dust_sweep.py
+"""
+import os
+import sys
+
+sys.path.insert(0, os.path.join(os.path.dirname(os.path.abspath(__file__)), ".."))
+import copybot  # noqa: E402
+
+
+class Ex:
+    live = True
+
+    def __init__(self):
+        self.fills, self.sold = [], []
+
+    def sell(self, tok, shares, price, meta):
+        self.sold.append(tok)
+        self.fills.append({"side": "SELL", "token": tok, "shares": shares,
+                           "price": price})
+        return {"ok": True, "filled_shares": shares, "price": price}
+
+
+class Eng:
+    def __init__(self, st):
+        self.state, self.ex, self.alerts = st, Ex(), []
+
+    def persist(self):
+        pass
+
+    def alert(self, m, discord_text=None):
+        self.alerts.append(m)
+
+
+st = {"my_pos": {"HELD": {}}, "pending_orders": [{"token": "PEND"}],
+      "exit_retries": [], "cash": 10.0, "adjustments": [], "bets": {}}
+bot = copybot.Copybot.__new__(copybot.Copybot)
+bot.engine = Eng(st)
+bot.fee_rate = 0.03
+import threading
+bot.lock = threading.Lock()
+
+POS = [
+    {"asset": "HELD", "currentValue": 5.0, "curPrice": 0.5, "size": 10},      # book-open
+    {"asset": "PEND", "currentValue": 5.0, "curPrice": 0.5, "size": 10},      # pending
+    {"asset": "TINY", "currentValue": 0.05, "curPrice": 0.5, "size": 0.1},    # under floor
+    {"asset": "DEAD", "currentValue": 0.0, "curPrice": 0.0, "size": 2,
+     "redeemable": True},                                                     # worthless
+    {"asset": "DUST", "currentValue": 0.37, "curPrice": 0.37, "size": 1.0,
+     "title": "Team Yandex dust"},                                            # sweep me
+]
+copybot.sm.get_json = lambda path, params=None: POS
+copybot.clob_price = lambda tok, side: 0.37
+
+bot.sweep_dust(cycle=5)
+fails = []
+if bot.engine.ex.sold != ["DUST"]:
+    fails.append(f"sold wrong set: {bot.engine.ex.sold}")
+fee = copybot.taker_fee(1.0, 0.37, 0.03)
+want_cash = 10.0 + 0.37 - fee
+if abs(st["cash"] - want_cash) > 1e-9:
+    fails.append(f"cash {st['cash']} != {want_cash}")
+if not (st["adjustments"] and abs(st["adjustments"][0]["amount"] - (0.37 - fee)) < 1e-9):
+    fails.append(f"adjustment wrong: {st['adjustments']}")
+# realized invariant: cash delta fully covered by the adjustment
+if not bot.engine.alerts:
+    fails.append("no alert sent")
+# off-schedule cycles do nothing
+bot.sweep_dust(cycle=6)
+if len(bot.engine.ex.sold) != 1:
+    fails.append("swept on an off-schedule cycle")
+
+print("FAILURES:", fails or "none")
+sys.exit(1 if fails else 0)