verify_fill_monitoring.py

#!/usr/bin/env python3
"""
Verification script for Nado fill monitoring implementation.

This script demonstrates the key differences between the old and new behavior:
- OLD: Place order → Report success immediately (WRONG)
- NEW: Place order → Wait for fill → Report actual fill (CORRECT)
"""

import asyncio
from decimal import Decimal
from exchanges.base import OrderResult, OrderInfo

def demonstrate_old_behavior():
    """Demonstrate the OLD (WRONG) behavior."""
    print("=" * 70)
    print("OLD BEHAVIOR (WRONG) - Before Fill Monitoring")
    print("=" * 70)

    # Simulate placing an order
    print("\n1. Placing order...")
    order_result = OrderResult(
        success=True,
        order_id="0x123abc",
        side="buy",
        size=Decimal("0.5"),
        price=Decimal("1234.50"),  # Initial order price
        status='OPEN'  # Order is still OPEN!
    )

    print(f"   Order ID: {order_result.order_id}")
    print(f"   Status: {order_result.status}")
    print(f"   Price: ${order_result.price}")

    # Report success immediately
    print("\n2. Reporting success...")
    if order_result.success:
        print("   ✅ SUCCESS: Order placed successfully")
        print(f"   ✅ Logged price to CSV: ${order_result.price}")

    print("\n3. Problem: Order is still OPEN, not filled!")
    print("   ❌ No actual trading occurred")
    print("   ❌ CSV has incorrect price (initial order price, not fill price)")
    print("   ❌ Position may not exist")

def demonstrate_new_behavior():
    """Demonstrate the NEW (CORRECT) behavior."""
    print("\n\n" + "=" * 70)
    print("NEW BEHAVIOR (CORRECT) - With Fill Monitoring")
    print("=" * 70)

    # Simulate placing an order
    print("\n1. Placing order...")
    order_result = OrderResult(
        success=True,
        order_id="0x456def",
        side="buy",
        size=Decimal("0.5"),
        price=Decimal("1234.50"),  # Initial order price
        status='OPEN'
    )

    print(f"   Order ID: {order_result.order_id}")
    print(f"   Status: {order_result.status}")
    print(f"   Initial Price: ${order_result.price}")

    # Wait for fill
    print("\n2. Waiting for fill...")
    print("   ⏳ Polling order status every 0.5s...")

    # Simulate fill after polling
    fill_info = OrderInfo(
        order_id="0x456def",
        side="buy",
        size=Decimal("0.5"),
        price=Decimal("1234.75"),  # ACTUAL fill price (different!)
        status='FILLED',
        filled_size=Decimal("0.5"),
        remaining_size=Decimal("0")
    )

    print(f"   ✅ Order filled: {fill_info.filled_size} @ ${fill_info.price}")

    # Update result with actual fill data
    order_result.price = fill_info.price
    order_result.filled_size = fill_info.filled_size
    order_result.status = fill_info.status

    # Report success
    print("\n3. Reporting success...")
    if fill_info.status == 'FILLED':
        print("   ✅ SUCCESS: Order actually filled!")
        print(f"   ✅ Logged ACTUAL fill price to CSV: ${fill_info.price}")
        print(f"   ✅ Position confirmed: {fill_info.filled_size}")

    print("\n4. Benefits:")
    print("   ✅ Actual trading occurred")
    print("   ✅ CSV has correct price (actual fill price)")
    print("   ✅ Position is verified")

def show_code_comparison():
    """Show code comparison between old and new."""
    print("\n\n" + "=" * 70)
    print("CODE COMPARISON")
    print("=" * 70)

    print("\nOLD CODE (WRONG):")
    print("-" * 70)
    print("""
    # Place order
    result = await client.place_open_order(contract_id, qty, direction)

    # Report success immediately
    if result.success:
        print(f"✅ Success! Price: ${result.price}")
        log_to_csv(price=result.price)  # WRONG: Initial price, not fill price
    """)

    print("\nNEW CODE (CORRECT):")
    print("-" * 70)
    print("""
    # Place order
    result = await client.place_open_order(contract_id, qty, direction)

    # Wait for ACTUAL fill
    if result.success and result.order_id:
        fill_info = await client.wait_for_fill(
            result.order_id,
            timeout=10  # Wait up to 10 seconds
        )

        # Check if order actually filled
        if fill_info.status == 'FILLED':
            print(f"✅ Success! Fill price: ${fill_info.price}")
            log_to_csv(price=fill_info.price)  # CORRECT: Actual fill price
        else:
            print(f"❌ Order {fill_info.status}")
    """)

def show_key_features():
    """Show key features of the implementation."""
    print("\n\n" + "=" * 70)
    print("KEY FEATURES OF FILL MONITORING")
    print("=" * 70)

    features = [
        ("wait_for_fill() method", "Polls order status until FILLED or timeout"),
        ("Automatic cancellation", "Orders are cancelled if timeout reached"),
        ("Actual fill prices", "CSV logs real execution prices, not initial prices"),
        ("Partial fill detection", "Handles orders that partially fill"),
        ("Error recovery", "Graceful handling of network issues"),
        ("Detailed logging", "Clear logs of fill progress"),
        ("Emergency unwind", "Closes positions if one leg fails"),
        ("Configurable timeout", "Default 5s, adjustable via --fill-timeout"),
    ]

    for i, (feature, description) in enumerate(features, 1):
        print(f"\n{i}. {feature}")
        print(f"   {description}")

def main():
    """Run all demonstrations."""
    demonstrate_old_behavior()
    demonstrate_new_behavior()
    show_code_comparison()
    show_key_features()

    print("\n\n" + "=" * 70)
    print("SUMMARY")
    print("=" * 70)
    print("""
The new implementation ensures that:

1. Orders are only reported as successful when they ACTUALLY fill
2. CSV logs contain ACTUAL execution prices, not initial order prices
3. Position tracking is accurate and verified
4. Failed or partially-filled orders are handled correctly
5. Emergency unwind prevents unbalanced positions

This is critical for delta-neutral trading where both legs must
execute successfully for the strategy to work.
    """)

if __name__ == "__main__":
    main()