package trade

import (
	"context"
	"errors"
	"fmt"
	"time"

	"git.apinb.com/bsm-sdk/core/utils"
	"git.apinb.com/quant/strategy/types"
)

const (
	MaxKlinesFetch = 500
)

func (bn *BinanceClient) FetchKlines(symbol, interval string, limit int, debug bool) ([]*types.KLine, []float64, error) {
	if limit > MaxKlinesFetch {
		limit = MaxKlinesFetch
	}
	ctx := context.Background()
	klines, err := bn.Futures.NewKlinesService().Symbol(symbol).Interval(interval).Limit(limit).Do(ctx)
	if err != nil {
		return nil, nil, err
	}
	if debug {
		fmt.Println("FetchKlines:", symbol, interval, limit)
	}
	k := make([]*types.KLine, 0)
	closes := make([]float64, len(klines))
	for i, val := range klines {

		c := utils.String2Float64(val.Close)
		closes[i] = c
		k = append(k, &types.KLine{
			Timestamp: val.OpenTime,
			Open:      utils.String2Float64(val.Open),
			High:      utils.String2Float64(val.High),
			Low:       utils.String2Float64(val.Low),
			Close:     c,
			Volume:    utils.String2Float64(val.QuoteAssetVolume),
		})

		if debug {
			fmt.Println(time.Unix(val.OpenTime/1000, 0).Format(time.DateTime), val.Open, val.High, val.Low, val.Close, val.Volume)
		}
	}
	if len(k) == 0 {
		return nil, nil, errors.New("no klines")
	}

	return k, closes, nil
}

func (bn *BinanceClient) FetchSymbolsPrice() (map[string]float64, error) {
	ctx := context.Background()
	prices, err := bn.Futures.NewListPricesService().Do(ctx)
	if err != nil {
		return nil, err
	}

	priceMap := make(map[string]float64)
	for _, p := range prices {
		priceMap[p.Symbol] = utils.String2Float64(p.Price)
	}

	return priceMap, nil
}

func (bn *BinanceClient) BookTicker(symbol string) (bidPrice, askPrice string, err error) {
	res, err := bn.Futures.NewListBookTickersService().Symbol(symbol).Do(context.Background())
	if len(res) == 0 || err != nil {
		return "", "", errors.New("BookTicker: No Data")
	}

	return res[0].BidPrice, res[0].AskPrice, nil
}