test: Codify the close-order invariant for OrderTracker

tests/test_mm_order_tracker.py

@@ -0,0 +1,87 @@
+"""Contract tests for ``strategies.mm_order_tracker.OrderTracker``.
+
+The most load-bearing invariant captured here:
+
+    Close orders never enter ``OrderTracker._tracked_orders``.
+
+Close orders are owned by ``MMPositionCloser._open_positions``;
+``OrderTracker`` is for entry quotes only. Several websocket guards
+(``ImbalanceGuard``, ``BboGuard``, ``BboVelocityGuard``,
+``FillFeed``) call into the tracker to cancel orders. If a close
+order ever leaks into ``_tracked_orders``, those guards would start
+cancelling close-side quotes, which would cause the bot to fall back
+to taker close on a reduce-only timeout instead of letting the maker
+close fill -- exactly the failure mode this contract is meant to
+prevent.
+"""
+
+from unittest.mock import MagicMock
+
+from strategies.mm_order_tracker import OrderTracker
+
+
+class TestCloseOrderInvariant:
+    """Close orders must not appear in ``_tracked_orders``."""
+
+    def test_cancel_by_side_does_not_touch_unregistered_close_oid(self) -> None:
+        """A close oid that lives only in MMPositionCloser is never cancelled
+        by guards that route through ``OrderTracker.cancel_orders_by_side``.
+        """
+        order_manager = MagicMock()
+        order_manager.bulk_cancel_orders.return_value = 0
+        tracker = OrderTracker(order_manager, refresh_interval_seconds=60, max_open_orders=4)
+
+        # Strategy registers two entry quotes (one each side).
+        tracker.record_order("xyz:NVDA", oid=1001, side="B")
+        tracker.record_order("xyz:NVDA", oid=1002, side="A")
+
+        # MMPositionCloser would track its close oid in *its own* map.
+        # We simulate that by simply not calling record_order for it.
+        close_oid_in_position_closer = 5000
+
+        # Both guard-driven cancel paths run.
+        tracker.cancel_orders_by_side("xyz:NVDA", "B")
+        tracker.cancel_orders_by_side("xyz:NVDA", "A")
+
+        cancelled_oids = {
+            req["oid"]
+            for call in order_manager.bulk_cancel_orders.call_args_list
+            for req in call.args[0]
+        }
+        assert cancelled_oids == {1001, 1002}
+        assert close_oid_in_position_closer not in cancelled_oids
+
+    def test_cancel_all_for_coin_does_not_touch_unregistered_close_oid(self) -> None:
+        """The fill-feed cleanup path ``cancel_all_orders_for_coin`` likewise
+        only cancels what was registered via ``record_order``.
+        """
+        order_manager = MagicMock()
+        order_manager.bulk_cancel_orders.return_value = 0
+        tracker = OrderTracker(order_manager, refresh_interval_seconds=60, max_open_orders=4)
+
+        tracker.record_order("xyz:NVDA", oid=2001, side="B")
+        close_oid_in_position_closer = 5001
+
+        tracker.cancel_all_orders_for_coin("xyz:NVDA")
+
+        cancelled_oids = {
+            req["oid"]
+            for call in order_manager.bulk_cancel_orders.call_args_list
+            for req in call.args[0]
+        }
+        assert cancelled_oids == {2001}
+        assert close_oid_in_position_closer not in cancelled_oids
+
+    def test_get_order_count_excludes_unregistered_close_oid(self) -> None:
+        """``get_order_count`` (used for max-open-orders gating) must not
+        count close orders, otherwise positions with a live close maker
+        would burn entry budget.
+        """
+        order_manager = MagicMock()
+        tracker = OrderTracker(order_manager, refresh_interval_seconds=60, max_open_orders=4)
+
+        tracker.record_order("xyz:NVDA", oid=3001, side="B")
+        tracker.record_order("xyz:NVDA", oid=3002, side="A")
+        # close_oid 5002 lives only in MMPositionCloser -- not registered here.
+
+        assert tracker.get_order_count("xyz:NVDA") == 2