[dYdX] Execution and reconciliation testing

[cjdsellers]

• Run test strategies to assess stability
• Begin building up basic execution test scenarios using the ExecTester
• Extend the ExecTester as required to exercise more of the API and execution scenarios
• Document execution test scenarios in integration guide and live.md as appropriate

[SarunasSS]

Looks good and I'd like to add that I think there are two types of testing we should distinguish

1. Discrete basic functionality scenario testing, eg.:
   1. open order, close order single asset;
   2. open order, close order 2 asset;
   3. open position, shutdown the node, restart the node, close the order;
   4. ...
2. Continuous testing - where we run the some strategy for an extended period of time and collect the logs and analyse if all went as planned

The first one is something we prob already can test with the tooling stack you're saying, but we need to think about how to efficiently approach 2 instead of just manually combing through logs.

To get some ideas for the 2nd, what I seek in the logs:

1. Check for errors
2. Orders getting to ta terminal state - rejected/ filled
3. Positions matching the order sequence (ie. inferred position matches positions on the venue )