E2E (User Simulation) #91

	name: E2E (User Simulation)

	on:
	workflow_dispatch:
	schedule:
	# Nightly at 06:00 UTC
	- cron: "0 6 * * *"

	concurrency:
	group: e2e-${{ github.ref }}
	cancel-in-progress: true

	jobs:
	e2e:
	runs-on: macos-14
	steps:
	- name: Checkout
	uses: actions/checkout@v4

	- name: Setup Python
	uses: actions/setup-python@v5
	with:
	python-version: "3.11"

	- name: Install build deps
	run: \|
	brew update
	brew install cmake ninja pybind11 apache-arrow

	- name: Build C++ + Python module
	run: \|
	cmake -S . -B build -G Ninja \
	-DCMAKE_BUILD_TYPE=RelWithDebInfo \
	-DLOBSIM_BUILD_PYTHON=ON \
	-DLOBSIM_BUILD_TESTS=OFF
	cmake --build build

	- name: Install editable Python package
	run: \|
	python -m pip install --upgrade pip
	python -m pip install -e python

	- name: E2E smoke (engine + events)
	run: \|
	python - <<'PY'
	from lobsim.engine import PaperTradingSimulatorCore
	from lobsim.lob_event import NormalizedLobEvent
	from lobsim.types import Side, UpdateSource, UpdateType, NoAggressorNeededSentinel

	eng = PaperTradingSimulatorCore()
	eng.init_from_l3_snapshot(
	sides=[Side.SELL],
	prices=[100],
	quantities=[5],
	orderIds=[1],
	traderIds=[11],
	)

	eng.update(
	NormalizedLobEvent(
	tsExchange=1,
	tsReceived=2,
	side=Side.BUY,
	updateType=UpdateType.ADD,
	priceTicks=100,
	quantityLots=3,
	orderId=2,
	traderId=22,
	aggressorId=NoAggressorNeededSentinel,
	updateSource=UpdateSource.STRATEGY,
	symbolId="",
	)
	)

	assert eng.depth_at(Side.SELL, 100) == 2
	assert eng.get_best_price_ticks(Side.SELL) == 100
	print("E2E OK")
	PY

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