build 039: complete Quotes Feed migration foundation

app/tests/unit/trading/auto/test_execution_quality.py

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+# app/tests/unit/trading/auto/test_execution_quality.py
+
+from __future__ import annotations
+
+from types import SimpleNamespace
+
+import pytest
+
+import src.trading.auto.execution_quality as module
+from src.integrations.exchange.models import ExecutionPriceSnapshot
+from src.trading.auto.execution_quality import AutoExecutionQualityMixin
+
+
+class Harness(AutoExecutionQualityMixin):
+    _spread_thresholds_by_asset = {}
+    _default_spread_thresholds = {
+        "warning_enter": 1.0,
+        "warning_exit": 0.8,
+        "block_enter": 2.0,
+        "block_exit": 1.5,
+    }
+    _max_snapshot_age_seconds = 5.0
+    _warning_snapshot_age_seconds = 2.0
+    _last_logged_execution_quality_key = None
+
+    def _log_execution_quality_if_changed(self, **_: object) -> None:
+        return None
+
+    def _apply_exchange_block_state(self, **_: object) -> None:
+        raise AssertionError("exchange block must not be applied")
+
+
+def _state() -> SimpleNamespace:
+    return SimpleNamespace(
+        market_is_open=True,
+        symbol="BTC/USD_LEVERAGE",
+        strategy="trend",
+        status="RUNNING",
+
+        execution_quality=None,
+        execution_quality_reason=None,
+        execution_quality_message=None,
+        execution_block_reason=None,
+
+        market_runtime_degraded=False,
+        snapshot_age_seconds=None,
+        spread_percent=None,
+
+        execution_price_age_seconds=None,
+        execution_bid_price=None,
+        execution_ask_price=None,
+        execution_last_price=None,
+        execution_price_freshness=None,
+    )
+
+def test_execution_quality_uses_typed_execution_snapshot(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    snapshot = ExecutionPriceSnapshot(
+        symbol="BTC/USD_LEVERAGE",
+        last_price=100.5,
+        bid_price=100.0,
+        ask_price=101.0,
+        updated_at="13.07.2026 15:00:00",
+        source="dzengi:fresh_cache",
+        is_fresh=True,
+        age_seconds=0.5,
+    )
+
+    class Service:
+        def get_execution_snapshot(self, *_: object, **__: object) -> ExecutionPriceSnapshot:
+            return snapshot
+
+    monkeypatch.setattr(module, "ExchangeService", Service)
+
+    state = _state()
+    Harness()._sync_execution_quality_state(state)  # type: ignore[arg-type]
+
+    assert state.execution_bid_price == 100.0
+    assert state.execution_ask_price == 101.0
+    assert state.execution_last_price == 100.5
+    assert state.execution_price_source == "dzengi:fresh_cache"
+    assert state.snapshot_age_seconds == 0.5

app/tests/unit/trading/auto/test_signal_runtime_quote.py

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+# app/tests/unit/trading/auto/test_signal_runtime_quote.py
+
+from __future__ import annotations
+
+import inspect
+from datetime import datetime, timezone
+from decimal import Decimal
+from types import SimpleNamespace
+
+import pytest
+
+import src.trading.auto.signal_runtime as module
+from src.market_data.acquisition.models.quote import Quote
+from src.trading.auto.signal_runtime import AutoSignalRuntimeMixin
+
+
+def _quote() -> Quote:
+    return Quote(
+        symbol="BTC/USD_LEVERAGE",
+        last_price=Decimal("100.5"),
+        bid_price=Decimal("100.0"),
+        ask_price=Decimal("101.0"),
+        exchange_timestamp=None,
+        received_at=datetime.now(timezone.utc),
+        source="dzengi",
+    )
+
+
+class Harness(AutoSignalRuntimeMixin):
+    _ready_confidence = 0.3
+
+
+def test_ready_signal_uses_canonical_quote(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    quote = _quote()
+    requested: list[tuple[str, str]] = []
+    captured: dict[str, object] = {}
+
+    class Service:
+        def get_quote(self, symbol: str, *, runtime_key: str) -> Quote:
+            requested.append((symbol, runtime_key))
+            return quote
+
+    class Journal:
+        def log_ui_info(self, **kwargs: object) -> None:
+            captured.update(kwargs)
+
+    harness = Harness()
+
+    def build_payload(**kwargs: object) -> dict[str, object]:
+        captured["quote"] = kwargs["quote"]
+        return {"ok": True}
+
+    monkeypatch.setattr(module, "ExchangeService", Service)
+    monkeypatch.setattr(module, "JournalService", Journal)
+    monkeypatch.setattr(harness, "_build_ready_signal_payload", build_payload)
+
+    state = SimpleNamespace(symbol="BTC/USD_LEVERAGE")
+    harness._log_ready_signal(
+        state=state,  # type: ignore[arg-type]
+        signal="BUY",
+        reason="test",
+        confidence=0.9,
+        signal_intent="ENTRY",
+    )
+
+    assert requested == [("BTC/USD_LEVERAGE", "auto")]
+    assert captured["quote"] is quote
+
+
+def test_signal_runtime_has_no_legacy_market_snapshot_call() -> None:
+    source = inspect.getsource(module.AutoSignalRuntimeMixin)
+
+    assert "get_quote(" in source

app/tests/unit/trading/debug/test_execution.py

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+# app/tests/unit/trading/debug/test_execution.py
+
+from __future__ import annotations
+
+import pytest
+
+import src.trading.debug.execution as module
+from src.integrations.exchange.models import ExecutionPriceSnapshot
+from src.trading.debug.execution import DebugExecutionEngine
+
+
+def _snapshot() -> ExecutionPriceSnapshot:
+    return ExecutionPriceSnapshot(
+        symbol="BTC/USD_LEVERAGE",
+        last_price=100.5,
+        bid_price=100.0,
+        ask_price=101.0,
+        updated_at="13.07.2026 15:00:00",
+        source="rest_fallback",
+        is_fresh=True,
+        age_seconds=0.0,
+    )
+
+
+def test_debug_execution_uses_execution_snapshot(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    calls: list[tuple[str, str | None]] = []
+
+    class Service:
+        def get_execution_snapshot(
+            self,
+            symbol: str,
+            *,
+            runtime_key: str | None = None,
+        ) -> ExecutionPriceSnapshot:
+            calls.append((symbol, runtime_key))
+            return _snapshot()
+
+    monkeypatch.setattr(module, "ExchangeService", Service)
+
+    engine = DebugExecutionEngine()
+
+    assert engine._entry_price_for_side("BTC/USD_LEVERAGE", "LONG") == 101.0
+    assert engine._entry_price_for_side("BTC/USD_LEVERAGE", "SHORT") == 100.0
+    assert engine._exit_price_for_side("BTC/USD_LEVERAGE", "LONG") == 100.0
+    assert engine._exit_price_for_side("BTC/USD_LEVERAGE", "SHORT") == 101.0
+    assert engine._market_last_price("BTC/USD_LEVERAGE") == 100.5
+    assert calls == [("BTC/USD_LEVERAGE", "debug_auto")] * 5

app/tests/unit/trading/strategies/test_scalp_quote.py

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+# app/tests/unit/trading/strategies/test_scalp_quote.py
+
+from __future__ import annotations
+
+import inspect
+from datetime import datetime, timezone
+from decimal import Decimal
+
+import src.trading.strategies.scalp as module
+from src.market_data.acquisition.models.quote import Quote
+from src.trading.strategies.scalp import ScalpStrategy
+
+
+def _quote(
+    *,
+    last: str = "100.5",
+    bid: str = "100.0",
+    ask: str = "101.0",
+) -> Quote:
+    return Quote(
+        symbol="BTC/USD_LEVERAGE",
+        last_price=Decimal(last),
+        bid_price=Decimal(bid),
+        ask_price=Decimal(ask),
+        exchange_timestamp=None,
+        received_at=datetime.now(timezone.utc),
+        source="dzengi",
+    )
+
+
+def test_scalp_uses_midpoint_from_quote() -> None:
+    result = ScalpStrategy()._analysis_price(_quote())
+
+    assert result == 100.5
+
+
+def test_scalp_quote_snapshot_is_json_compatible_projection() -> None:
+    result = ScalpStrategy()._quote_snapshot(_quote())
+
+    assert result == {
+        "symbol": "BTC/USD_LEVERAGE",
+        "last_price": 100.5,
+        "bid_price": 100.0,
+        "ask_price": 101.0,
+        "source": "dzengi",
+    }
+
+
+def test_scalp_has_no_legacy_market_snapshot_call() -> None:
+    source = inspect.getsource(module.ScalpStrategy)
+
+    assert "get_quote(" in source

app/tests/unit/trading/strategies/test_trend_quote.py

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+# app/tests/unit/trading/strategies/test_trend_quote.py
+
+from __future__ import annotations
+
+import inspect
+from datetime import datetime, timezone
+from decimal import Decimal
+
+import src.trading.strategies.trend as module
+from src.market_data.acquisition.models.quote import Quote
+from src.trading.strategies.trend import TrendStrategy
+
+
+def _quote(
+    *,
+    last: str = "100.5",
+    bid: str = "100.0",
+    ask: str = "101.0",
+) -> Quote:
+    return Quote(
+        symbol="BTC/USD_LEVERAGE",
+        last_price=Decimal(last),
+        bid_price=Decimal(bid),
+        ask_price=Decimal(ask),
+        exchange_timestamp=None,
+        received_at=datetime.now(timezone.utc),
+        source="dzengi",
+    )
+
+
+def test_trend_uses_midpoint_from_quote() -> None:
+    result = TrendStrategy()._analysis_price(_quote())
+
+    assert result == 100.5
+
+
+def test_trend_quote_snapshot_is_json_compatible_projection() -> None:
+    result = TrendStrategy()._quote_snapshot(_quote())
+
+    assert result == {
+        "symbol": "BTC/USD_LEVERAGE",
+        "last_price": 100.5,
+        "bid_price": 100.0,
+        "ask_price": 101.0,
+        "source": "dzengi",
+    }
+
+
+def test_trend_has_no_legacy_market_snapshot_call() -> None:
+    source = inspect.getsource(module.TrendStrategy)
+
+    assert "get_quote(" in source