package trade

import (
	"errors"
	"fmt"
	"log"
	"math"

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

func (bg *BitgetClient) OpenOrder_market(symbol, side, size string) error {
	// 上涨计算
	// 判断：开仓锁，开仓信号
	if IsLock(symbol, "OPEN."+side) {
		log.Println("103", "判断：开仓锁，开仓信号")
		return errors.New("开仓锁")
	}

	args := map[string]string{
		"productType": "USDT-FUTURES",
		"symbol":      symbol,
		"marginMode":  "crossed",
		"marginCoin":  "USDT",
		"orderType":   "market", // 订单类型,limit: 限价单，market: 市价单
		"size":        size,
		"side":        GetSide(side), // 下单方向: buy,long,多仓，买；sell,short,卖
		"tradeSide":   "open",        // 开仓
		"force":       "fok",         // ioc: 无法立即成交的部分就撤销,fok: 无法全部立即成交就撤销,gtc: 普通订单, 订单会一直有效，直到被成交或者取消,限价单limit时必填，若省略则默认为gtc
		"clientOid":   GenClientId(),
	}

	resp, err := bg.OrderClient.PlaceOrder(args)
	if err != nil {
		log.Println("[ERROR] #001 OpenOrder", err)
		return err
	}

	log.Println("[INFO] OpenOrder", resp)

	// 加锁
	SetLock(symbol, "OPEN."+side, 5)

	return nil
}

func (bg *BitgetClient) OpenOrder_limit(symbol, side, size, price string) error {
	// 上涨计算
	// 判断：开仓锁，开仓信号
	if IsLock(symbol, "OPEN."+side) {
		log.Println("103", "判断：开仓锁，开仓信号")
		return errors.New("开仓锁")
	}

	args := map[string]string{
		"productType": "USDT-FUTURES",
		"symbol":      symbol,
		"marginMode":  "crossed",
		"marginCoin":  "USDT",
		"orderType":   "limit", // 订单类型,limit: 限价单，market: 市价单
		"size":        size,
		"side":        GetSide(side), // 下单方向: buy,long,多仓，买；sell,short,卖
		"tradeSide":   "open",        // 开仓
		"force":       "fok",         // ioc: 无法立即成交的部分就撤销,fok: 无法全部立即成交就撤销,gtc: 普通订单, 订单会一直有效，直到被成交或者取消,限价单limit时必填，若省略则默认为gtc
		"price":       price,
		"clientOid":   GenClientId(),
	}

	resp, err := bg.OrderClient.PlaceOrder(args)
	if err != nil {
		log.Println("[ERROR] #001 OpenOrder", err)
		return err
	}

	log.Println("[INFO] OpenOrder", resp)

	// 加锁
	SetLock(symbol, "OPEN."+side, 5)

	return nil
}

func (bg *BitgetClient) CloseOrder(symbol, side, size string) error {
	args := map[string]string{
		"productType": "USDT-FUTURES",
		"symbol":      symbol,
		"size":        size,
		"side":        GetSide(side), // 下单方向: buy,long,多仓，买；sell,short,卖
		"tradeSide":   "close",       // 平仓
		"marginMode":  "crossed",
		"marginCoin":  "USDT",
		"orderType":   "market",
	}

	_, err := bg.OrderClient.PlaceOrder(args)
	if err != nil {
		log.Println("[ERROR] #004 CloseOrder", err)
		return err
	}

	return nil
}

// 网格动态平仓
func (bg *BitgetClient) Dynamic(scfg *models.StrategyConf, symbol string, qty, currentPrice float64, orders []*models.QuantOrders, closeingProfitRate float64) {
	// 利润率 <= 0时，亏损并没有达到加仓的百分比时，或是超过最大仓位的投入时,返回不做处理
	newMaxMargin := AccountsAssets.Get("USDT").AccountEquity * 0.015
	newMaxMargin = utils.FloatRound(newMaxMargin, 2)

	// 设置止盈率
	for _, row := range orders {
		// 计算利润，计算回报率
		profit, profitRate := bg.calProfitRate_V2(symbol, row.Side, float64(scfg.Leverage), row.OpenPrice, currentPrice, row.Volume)

		// 得到持仓与开仓数量的倍数
		multiple := math.Round(row.Volume / qty)
		if multiple < 1 {
			multiple = 1
		}

		// 根据倍数计算补仓百分比。
		maxAddThreshold := scfg.AddThreshold * multiple * 1.2
		if multiple > 3 {
			maxAddThreshold = scfg.AddThreshold * multiple * 1.6
		}

		// cache key.
		CacheKey := fmt.Sprintf("%s_%s", row.Symbol, row.Side)
		// 网格计算
		NewProfitCell := profitRate / scfg.DefCloseingGridPrice
		NewProfitCell = math.Ceil(NewProfitCell)

		// 打印日志
		log.Println("Dynamic", row.Symbol, row.Side, "Volume:", row.Volume, "OpenPrice:", row.OpenPrice, "Profit:", profit, "ProfitRate", profitRate, "NewProfitCell", NewProfitCell, "closeingProfitRate", closeingProfitRate, "newMaxMargin", newMaxMargin, "maxAddThreshold", maxAddThreshold)

		// 止损处理
		if scfg.StopLossOn && profitRate <= scfg.StopThreshold {
			log.Println("!!! Stop", CacheKey, "StopThreshold", scfg.StopThreshold, "profitRate", profitRate)
			// 平仓
			bg.CloseOrder(row.Symbol, row.Side, utils.Float64ToString(row.Volume))
			continue
		}

		if scfg.AddPositionOn && profitRate <= maxAddThreshold && row.MarginSize < newMaxMargin {

			if !IsLock(symbol, "OPEN."+row.Side) {
				qtyStr := utils.Float64ToString(qty)
				bg.OpenOrder_market(symbol, row.Side, qtyStr)
				SetLock(symbol, "OPEN."+row.Side, 5)
				continue
			}
		}

		// 读取缓存
		lastProfitCell, exists := bg.LastUPL[CacheKey]

		if !exists {
			// 缓存处理: 缓存不存在
			// 收益处理: 收益率达到默认收益率
			if profitRate >= closeingProfitRate {
				log.Println("###", CacheKey, "profit", profit, "profitRate", profitRate, ">=", "closeingProfitRate", closeingProfitRate, "NewProfitCell", NewProfitCell, "newMaxMargin", newMaxMargin)
				bg.LastUPL[CacheKey] = NewProfitCell
			}
		} else {
			log.Println("$$$", CacheKey, "profit", profit, "profitRate", profitRate, ">", "closeingProfitRate", closeingProfitRate, "NewProfitCell", NewProfitCell, "lastProfitCell", lastProfitCell, "newMaxMargin", newMaxMargin)
			if profitRate >= closeingProfitRate {
				// 缓存处理: 存在缓存
				// 判断: NewProfitCell < lastProfitCell 当前最新网格值 < 缓存的上一次网格值
				if NewProfitCell < lastProfitCell {
					// 缓存的收益低于当前的CELL，则平仓。
					log.Println("~~~", CacheKey, "profit:", profit, "ProfitRate", profitRate, " > CloseProfitRate", closeingProfitRate, "LastProfitCell", lastProfitCell, "< NewProfitCell", NewProfitCell)

					// 平仓
					bg.CloseOrder(symbol, row.Side, utils.Float64ToString(row.Volume))
					delete(bg.LastUPL, CacheKey)

					// 更新帐号资金
					_, ac, err := bg.GetFuturesAccountBalance()
					if err != nil {
						log.Println("bg.GetFuturesAccountBalance", err.Error())
					} else {
						AccountsAssets.SetData(ac)
					}
				} else {
					// 高于上次盈利CELL，更新缓存
					log.Println("^^^ Up", CacheKey, "profit:", profit, "ProfitRate", profitRate, " > CloseProfitRate", closeingProfitRate, "ProfitCell", NewProfitCell)
					// 更新缓存
					bg.LastUPL[CacheKey] = NewProfitCell
				}
			}
		}

	}
}

func (bg *BitgetClient) calProfitRate_V2(symbol, side string, leverage, avgPrice, currentPrice, volume float64) (profit, profitRate float64) {
	// 计算利润
	switch side {
	case "LONG":
		profit = (currentPrice - avgPrice) * volume
		//Debug("CalculateProfit_Long", symbol, side, "AvgPrice:", avgPrice.String(), "CurrentPrice:", currentPrice.String(), "volume:", volume.String())
	case "SHORT":
		//Debug("CalculateProfit_Short", symbol, side, "AvgPrice:", avgPrice.String(), "CurrentPrice:", currentPrice.String(), "volume:", volume.String())
		profit = (avgPrice - currentPrice) * volume
	}

	// 计算回报率
	if profit == 0 {
		return profit, profitRate
	}

	cost := avgPrice * volume
	actualInvestment := cost / leverage
	profitRate = profit / actualInvestment
	profitRate = utils.FloatRound(profitRate, 3)

	return profit, profitRate
}