from fastapi import FastAPI, HTTPException, Depends
from fastapi.middleware.cors import CORSMiddleware
import httpx
from datetime import datetime, timedelta
import asyncio, time, sqlite3, os

from auth import router as auth_router, get_current_user, ensure_tables as ensure_auth_tables
import datetime as _dt

app = FastAPI(title="Arbitrage Engine API")

app.add_middleware(
    CORSMiddleware,
    allow_origins=["*"],
    allow_methods=["*"],
    allow_headers=["*"],
)

app.include_router(auth_router)

BINANCE_FAPI = "https://fapi.binance.com/fapi/v1"
SYMBOLS = ["BTCUSDT", "ETHUSDT"]
HEADERS = {"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36"}
DB_PATH = os.path.join(os.path.dirname(__file__), "..", "arb.db")

# 简单内存缓存（history/stats 60秒，rates 3秒）
_cache: dict = {}

def get_cache(key: str, ttl: int):
    entry = _cache.get(key)
    if entry and time.time() - entry["ts"] < ttl:
        return entry["data"]
    return None

def set_cache(key: str, data):
    _cache[key] = {"ts": time.time(), "data": data}


def init_db():
    conn = sqlite3.connect(DB_PATH)
    conn.execute("""
        CREATE TABLE IF NOT EXISTS rate_snapshots (
            id INTEGER PRIMARY KEY AUTOINCREMENT,
            ts INTEGER NOT NULL,
            btc_rate REAL NOT NULL,
            eth_rate REAL NOT NULL,
            btc_price REAL NOT NULL,
            eth_price REAL NOT NULL,
            btc_index_price REAL,
            eth_index_price REAL
        )
    """)
    conn.execute("CREATE INDEX IF NOT EXISTS idx_rate_snapshots_ts ON rate_snapshots(ts)")
    conn.commit()
    conn.close()


def save_snapshot(rates: dict):
    try:
        conn = sqlite3.connect(DB_PATH)
        btc = rates.get("BTC", {})
        eth = rates.get("ETH", {})
        conn.execute(
            "INSERT INTO rate_snapshots (ts, btc_rate, eth_rate, btc_price, eth_price, btc_index_price, eth_index_price) VALUES (?,?,?,?,?,?,?)",
            (
                int(time.time()),
                float(btc.get("lastFundingRate", 0)),
                float(eth.get("lastFundingRate", 0)),
                float(btc.get("markPrice", 0)),
                float(eth.get("markPrice", 0)),
                float(btc.get("indexPrice", 0)),
                float(eth.get("indexPrice", 0)),
            )
        )
        conn.commit()
        conn.close()
    except Exception as e:
        pass  # 落库失败不影响API响应


async def background_snapshot_loop():
    """后台每2秒自动拉取费率+价格并落库，不依赖前端调用"""
    while True:
        try:
            async with httpx.AsyncClient(timeout=5, headers=HEADERS) as client:
                tasks = [client.get(f"{BINANCE_FAPI}/premiumIndex", params={"symbol": s}) for s in SYMBOLS]
                responses = await asyncio.gather(*tasks, return_exceptions=True)
            result = {}
            for sym, resp in zip(SYMBOLS, responses):
                if isinstance(resp, Exception) or resp.status_code != 200:
                    continue
                data = resp.json()
                key = sym.replace("USDT", "")
                result[key] = {
                    "lastFundingRate": float(data["lastFundingRate"]),
                    "markPrice": float(data["markPrice"]),
                    "indexPrice": float(data["indexPrice"]),
                }
            if result:
                save_snapshot(result)
        except Exception:
            pass
        await asyncio.sleep(2)


@app.on_event("startup")
async def startup():
    init_db()
    ensure_auth_tables()
    asyncio.create_task(background_snapshot_loop())


@app.get("/api/health")
async def health():
    return {"status": "ok", "timestamp": datetime.utcnow().isoformat()}


@app.get("/api/rates")
async def get_rates():
    cached = get_cache("rates", 3)
    if cached: return cached
    async with httpx.AsyncClient(timeout=10, headers=HEADERS) as client:
        tasks = [client.get(f"{BINANCE_FAPI}/premiumIndex", params={"symbol": s}) for s in SYMBOLS]
        responses = await asyncio.gather(*tasks)
    result = {}
    for sym, resp in zip(SYMBOLS, responses):
        if resp.status_code != 200:
            raise HTTPException(status_code=502, detail=f"Binance error for {sym}")
        data = resp.json()
        key = sym.replace("USDT", "")
        result[key] = {
            "symbol": sym,
            "markPrice": float(data["markPrice"]),
            "indexPrice": float(data["indexPrice"]),
            "lastFundingRate": float(data["lastFundingRate"]),
            "nextFundingTime": data["nextFundingTime"],
            "timestamp": data["time"],
        }
    set_cache("rates", result)
    # 异步落库（不阻塞响应）
    asyncio.create_task(asyncio.to_thread(save_snapshot, result))
    return result


@app.get("/api/snapshots")
async def get_snapshots(hours: int = 24, limit: int = 5000, user: dict = Depends(get_current_user)):
    """查询本地落库的实时快照数据"""
    since = int(time.time()) - hours * 3600
    conn = sqlite3.connect(DB_PATH)
    conn.row_factory = sqlite3.Row
    rows = conn.execute(
        "SELECT ts, btc_rate, eth_rate, btc_price, eth_price FROM rate_snapshots WHERE ts >= ? ORDER BY ts ASC LIMIT ?",
        (since, limit)
    ).fetchall()
    conn.close()
    return {
        "count": len(rows),
        "hours": hours,
        "data": [dict(r) for r in rows]
    }


@app.get("/api/kline")
async def get_kline(symbol: str = "BTC", interval: str = "5m", limit: int = 500, user: dict = Depends(get_current_user)):
    """
    从 rate_snapshots 聚合K线数据
    symbol: BTC | ETH
    interval: 1m | 5m | 30m | 1h | 4h | 8h | 1d | 1w | 1M
    返回: [{time, open, high, low, close, price_open, price_high, price_low, price_close}]
    """
    interval_secs = {
        "1m": 60, "5m": 300, "30m": 1800,
        "1h": 3600, "4h": 14400, "8h": 28800,
        "1d": 86400, "1w": 604800, "1M": 2592000,
    }
    bar_secs = interval_secs.get(interval, 300)
    rate_col = "btc_rate" if symbol.upper() == "BTC" else "eth_rate"
    price_col = "btc_price" if symbol.upper() == "BTC" else "eth_price"

    # 查询足够多的原始数据（limit根K * bar_secs最多需要的时间范围）
    since = int(time.time()) - bar_secs * limit
    conn = sqlite3.connect(DB_PATH)
    rows = conn.execute(
        f"SELECT ts, {rate_col} as rate, {price_col} as price FROM rate_snapshots WHERE ts >= ? ORDER BY ts ASC",
        (since,)
    ).fetchall()
    conn.close()

    if not rows:
        return {"symbol": symbol, "interval": interval, "data": []}

    # 按bar_secs分组聚合OHLC
    bars: dict = {}
    for ts, rate, price in rows:
        bar_ts = (ts // bar_secs) * bar_secs
        if bar_ts not in bars:
            bars[bar_ts] = {
                "time": bar_ts,
                "open": rate, "high": rate, "low": rate, "close": rate,
                "price_open": price, "price_high": price, "price_low": price, "price_close": price,
            }
        else:
            b = bars[bar_ts]
            b["high"] = max(b["high"], rate)
            b["low"] = min(b["low"], rate)
            b["close"] = rate
            b["price_high"] = max(b["price_high"], price)
            b["price_low"] = min(b["price_low"], price)
            b["price_close"] = price

    data = sorted(bars.values(), key=lambda x: x["time"])[-limit:]
    # 转换为万分之（费率 × 10000）
    for b in data:
        for k in ("open", "high", "low", "close"):
            b[k] = round(b[k] * 10000, 4)

    return {"symbol": symbol, "interval": interval, "count": len(data), "data": data}


@app.get("/api/stats/ytd")
async def get_stats_ytd(user: dict = Depends(get_current_user)):
    """今年以来(YTD)资金费率年化统计"""
    cached = get_cache("stats_ytd", 3600)
    if cached: return cached
    # 今年1月1日 00:00 UTC
    import datetime
    year_start = int(datetime.datetime(datetime.datetime.utcnow().year, 1, 1).timestamp() * 1000)
    end_time = int(time.time() * 1000)
    async with httpx.AsyncClient(timeout=20, headers=HEADERS) as client:
        tasks = [
            client.get(f"{BINANCE_FAPI}/fundingRate",
                params={"symbol": s, "startTime": year_start, "endTime": end_time, "limit": 1000})
            for s in SYMBOLS
        ]
        responses = await asyncio.gather(*tasks)
    result = {}
    for sym, resp in zip(SYMBOLS, responses):
        if resp.status_code != 200:
            result[sym.replace("USDT","")] = {"annualized": 0, "count": 0}
            continue
        key = sym.replace("USDT", "")
        rates = [float(item["fundingRate"]) for item in resp.json()]
        if not rates:
            result[key] = {"annualized": 0, "count": 0}
            continue
        mean = sum(rates) / len(rates)
        annualized = round(mean * 3 * 365 * 100, 2)
        result[key] = {"annualized": annualized, "count": len(rates)}
    set_cache("stats_ytd", result)
    return result


@app.get("/api/signals/history")
async def get_signals_history(limit: int = 100, user: dict = Depends(get_current_user)):
    """查询信号推送历史"""
    try:
        conn = sqlite3.connect(DB_PATH)
        conn.row_factory = sqlite3.Row
        rows = conn.execute(
            "SELECT id, symbol, rate, annualized, sent_at, message FROM signal_logs ORDER BY sent_at DESC LIMIT ?",
            (limit,)
        ).fetchall()
        conn.close()
        return {"items": [dict(r) for r in rows]}
    except Exception as e:
        return {"items": [], "error": str(e)}


@app.get("/api/history")
async def get_history(user: dict = Depends(get_current_user)):
    cached = get_cache("history", 60)
    if cached: return cached
    end_time = int(datetime.utcnow().timestamp() * 1000)
    start_time = int((datetime.utcnow() - timedelta(days=7)).timestamp() * 1000)
    async with httpx.AsyncClient(timeout=15, headers=HEADERS) as client:
        tasks = [
            client.get(f"{BINANCE_FAPI}/fundingRate",
                params={"symbol": s, "startTime": start_time, "endTime": end_time, "limit": 1000})
            for s in SYMBOLS
        ]
        responses = await asyncio.gather(*tasks)
    result = {}
    for sym, resp in zip(SYMBOLS, responses):
        if resp.status_code != 200:
            raise HTTPException(status_code=502, detail=f"Binance history error for {sym}")
        key = sym.replace("USDT", "")
        result[key] = [
            {"fundingTime": item["fundingTime"], "fundingRate": float(item["fundingRate"]),
             "timestamp": datetime.utcfromtimestamp(item["fundingTime"] / 1000).isoformat()}
            for item in resp.json()
        ]
    set_cache("history", result)
    return result


@app.get("/api/stats")
async def get_stats(user: dict = Depends(get_current_user)):
    cached = get_cache("stats", 60)
    if cached: return cached
    end_time = int(datetime.utcnow().timestamp() * 1000)
    start_time = int((datetime.utcnow() - timedelta(days=7)).timestamp() * 1000)
    async with httpx.AsyncClient(timeout=15, headers=HEADERS) as client:
        tasks = [
            client.get(f"{BINANCE_FAPI}/fundingRate",
                params={"symbol": s, "startTime": start_time, "endTime": end_time, "limit": 1000})
            for s in SYMBOLS
        ]
        responses = await asyncio.gather(*tasks)
    stats = {}
    for sym, resp in zip(SYMBOLS, responses):
        if resp.status_code != 200:
            raise HTTPException(status_code=502, detail=f"Binance stats error for {sym}")
        key = sym.replace("USDT", "")
        rates = [float(item["fundingRate"]) for item in resp.json()]
        if not rates:
            stats[key] = {"mean7d": 0, "annualized": 0, "count": 0}
            continue
        mean = sum(rates) / len(rates)
        annualized = mean * 3 * 365 * 100
        stats[key] = {
            "mean7d": round(mean * 100, 6),
            "annualized": round(annualized, 2),
            "count": len(rates),
        }
    btc_ann = stats.get("BTC", {}).get("annualized", 0)
    eth_ann = stats.get("ETH", {}).get("annualized", 0)
    btc_mean = stats.get("BTC", {}).get("mean7d", 0)
    eth_mean = stats.get("ETH", {}).get("mean7d", 0)
    stats["combo"] = {
        "mean7d": round((btc_mean + eth_mean) / 2, 6),
        "annualized": round((btc_ann + eth_ann) / 2, 2),
    }
    set_cache("stats", stats)
    return stats


# ─── aggTrades 查询接口 ──────────────────────────────────────────

@app.get("/api/trades/meta")
async def get_trades_meta(user: dict = Depends(get_current_user)):
    """aggTrades采集状态：各symbol最新agg_id和时间"""
    conn = sqlite3.connect(DB_PATH)
    conn.row_factory = sqlite3.Row
    try:
        rows = conn.execute(
            "SELECT symbol, last_agg_id, last_time_ms, updated_at FROM agg_trades_meta"
        ).fetchall()
    except Exception:
        rows = []
    conn.close()
    result = {}
    for r in rows:
        sym = r["symbol"].replace("USDT", "")
        result[sym] = {
            "last_agg_id": r["last_agg_id"],
            "last_time_ms": r["last_time_ms"],
            "updated_at": r["updated_at"],
        }
    return result


@app.get("/api/trades/summary")
async def get_trades_summary(
    symbol: str = "BTC",
    start_ms: int = 0,
    end_ms: int = 0,
    interval: str = "1m",
    user: dict = Depends(get_current_user),
):
    """分钟级聚合：买卖delta/成交速率/vwap"""
    if end_ms == 0:
        end_ms = int(time.time() * 1000)
    if start_ms == 0:
        start_ms = end_ms - 3600 * 1000  # 默认1小时

    interval_ms = {"1m": 60000, "5m": 300000, "15m": 900000, "1h": 3600000}.get(interval, 60000)
    sym_full = symbol.upper() + "USDT"

    # 确定需要查哪些月表
    start_dt = _dt.datetime.fromtimestamp(start_ms / 1000, tz=_dt.timezone.utc)
    end_dt = _dt.datetime.fromtimestamp(end_ms / 1000, tz=_dt.timezone.utc)
    months = set()
    cur = start_dt.replace(day=1)
    while cur <= end_dt:
        months.add(cur.strftime("%Y%m"))
        if cur.month == 12:
            cur = cur.replace(year=cur.year + 1, month=1)
        else:
            cur = cur.replace(month=cur.month + 1)

    conn = sqlite3.connect(DB_PATH)
    conn.row_factory = sqlite3.Row
    all_rows = []
    for month in sorted(months):
        tname = f"agg_trades_{month}"
        try:
            rows = conn.execute(
                f"SELECT agg_id, price, qty, time_ms, is_buyer_maker FROM {tname} "
                f"WHERE symbol = ? AND time_ms >= ? AND time_ms < ? ORDER BY time_ms ASC",
                (sym_full, start_ms, end_ms)
            ).fetchall()
            all_rows.extend(rows)
        except Exception:
            pass
    conn.close()

    # 按interval聚合
    bars: dict = {}
    for row in all_rows:
        bar_ms = (row["time_ms"] // interval_ms) * interval_ms
        if bar_ms not in bars:
            bars[bar_ms] = {"time_ms": bar_ms, "buy_vol": 0.0, "sell_vol": 0.0,
                            "trade_count": 0, "vwap_num": 0.0, "vwap_den": 0.0, "max_qty": 0.0}
        b = bars[bar_ms]
        qty = float(row["qty"])
        price = float(row["price"])
        if row["is_buyer_maker"] == 0:  # 主动买
            b["buy_vol"] += qty
        else:
            b["sell_vol"] += qty
        b["trade_count"] += 1
        b["vwap_num"] += price * qty
        b["vwap_den"] += qty
        b["max_qty"] = max(b["max_qty"], qty)

    result = []
    for b in sorted(bars.values(), key=lambda x: x["time_ms"]):
        total = b["buy_vol"] + b["sell_vol"]
        result.append({
            "time_ms": b["time_ms"],
            "buy_vol": round(b["buy_vol"], 4),
            "sell_vol": round(b["sell_vol"], 4),
            "delta": round(b["buy_vol"] - b["sell_vol"], 4),
            "total_vol": round(total, 4),
            "trade_count": b["trade_count"],
            "vwap": round(b["vwap_num"] / b["vwap_den"], 2) if b["vwap_den"] > 0 else 0,
            "max_qty": round(b["max_qty"], 4),
        })

    return {"symbol": symbol, "interval": interval, "count": len(result), "data": result}


@app.get("/api/collector/health")
async def collector_health(user: dict = Depends(get_current_user)):
    """采集器健康状态"""
    conn = sqlite3.connect(DB_PATH)
    conn.row_factory = sqlite3.Row
    now_ms = int(time.time() * 1000)
    status = {}
    try:
        rows = conn.execute(
            "SELECT symbol, last_agg_id, last_time_ms FROM agg_trades_meta"
        ).fetchall()
        for r in rows:
            sym = r["symbol"].replace("USDT", "")
            lag_s = (now_ms - r["last_time_ms"]) / 1000
            status[sym] = {
                "last_agg_id": r["last_agg_id"],
                "lag_seconds": round(lag_s, 1),
                "healthy": lag_s < 30,  # 30秒内有数据算健康
            }
    except Exception:
        pass
    conn.close()
    return {"collector": status, "timestamp": now_ms}