mirror of
https://github.com/luxfi/dex.git
synced 2026-09-24 00:26:31 +00:00
zeekay
b1530d6f1d
- Add sdk-ci.yml: Tests all 5 SDKs (Go, TS, Python, Rust, C++) - Add sdk-release.yml: Multi-platform builds for all OS/arch combinations - Add unified Makefile for SDK build/test operations - Add test-suite with shared test vectors for cross-language validation Platforms supported: - linux-amd64, linux-arm64 - darwin-amd64, darwin-arm64 - windows-amd64 Tests: 321 passing across all SDKs - Go: 28 tests - TypeScript: 25 tests (91.65% coverage) - Python: 132 tests - Rust: 106 tests - C++: 30 test cases, 171 assertions
135 lines
3.1 KiB
JSON
135 lines
3.1 KiB
JSON
{
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"version": "1.0.0",
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"description": "Shared test vectors for LX Trading SDK cross-language validation",
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"trading_pairs": {
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"valid": [
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{"input": "BTC-USDC", "base": "BTC", "quote": "USDC"},
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{"input": "ETH/USDT", "base": "ETH", "quote": "USDT"},
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{"input": "LUX_USD", "base": "LUX", "quote": "USD"},
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{"input": "BTCUSDC", "base": "BTC", "quote": "USDC"},
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{"input": "ETHBTC", "base": "ETH", "quote": "BTC"}
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],
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"invalid": ["", "BTC", "---", "123"]
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},
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"orderbook": {
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"simple": {
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"bids": [
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{"price": "50000.00", "quantity": "1.5"},
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{"price": "49995.00", "quantity": "2.0"},
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{"price": "49990.00", "quantity": "3.5"}
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],
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"asks": [
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{"price": "50005.00", "quantity": "1.0"},
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{"price": "50010.00", "quantity": "2.5"},
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{"price": "50020.00", "quantity": "4.0"}
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],
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"expected": {
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"best_bid": "50000.00",
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"best_ask": "50005.00",
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"spread": "5.00",
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"mid_price": "50002.50"
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}
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},
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"vwap": {
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"bids": [
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{"price": "100.00", "quantity": "10"},
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{"price": "99.00", "quantity": "20"},
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{"price": "98.00", "quantity": "30"}
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],
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"test_quantity": "25",
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"expected_vwap": "99.40"
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}
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},
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"math": {
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"black_scholes": {
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"inputs": {
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"spot": 100,
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"strike": 100,
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"rate": 0.05,
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"time": 1.0,
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"volatility": 0.2
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},
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"expected": {
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"call_price": 10.4506,
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"put_price": 5.5735,
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"delta": 0.6368,
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"gamma": 0.0188,
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"vega": 37.52,
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"theta": -6.414
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},
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"tolerance": 0.01
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},
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"constant_product": {
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"reserve_a": "1000000",
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"reserve_b": "50000",
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"amount_in": "1000",
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"expected_out": "49.9",
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"tolerance": 0.1
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},
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"volatility": {
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"returns": [0.01, -0.02, 0.015, -0.005, 0.02, -0.01, 0.025],
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"expected": 0.0158,
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"tolerance": 0.001
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},
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"sharpe_ratio": {
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"returns": [0.05, 0.03, 0.07, 0.02, 0.04],
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"risk_free_rate": 0.01,
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"expected": 1.897,
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"tolerance": 0.1
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},
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"max_drawdown": {
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"values": [100, 120, 110, 130, 100, 140],
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"expected": 0.2308,
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"tolerance": 0.01
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}
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},
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"risk": {
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"position_limits": {
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"max_position_size": "10000",
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"current_position": "8000",
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"order_size": "3000",
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"should_reject": true
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},
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"daily_loss": {
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"max_daily_loss": "1000",
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"current_loss": "800",
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"potential_loss": "300",
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"should_reject": true
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}
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},
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"orders": {
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"market_buy": {
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"symbol": "BTC-USDC",
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"side": "buy",
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"type": "market",
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"quantity": "0.1"
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},
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"limit_sell": {
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"symbol": "ETH-USDC",
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"side": "sell",
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"type": "limit",
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"quantity": "1.0",
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"price": "2000.00",
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"time_in_force": "GTC"
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}
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},
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"arbitrage": {
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"simple_opportunity": {
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"symbol": "BTC-USDC",
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"buy_venue": "lx_dex",
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"buy_price": "50000.00",
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"sell_venue": "binance",
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"sell_price": "50100.00",
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"spread_bps": 20,
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"min_spread_bps": 10,
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"should_trigger": true
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}
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}
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}
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