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

from auth import router as auth_router, get_current_user, ensure_tables as ensure_auth_tables
from db import (
    init_schema, ensure_partitions, get_async_pool, async_fetch, async_fetchrow, async_execute,
    close_async_pool,
)
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"}

# 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}


async def save_snapshot(rates: dict):
    try:
        btc = rates.get("BTC", {})
        eth = rates.get("ETH", {})
        await async_execute(
            "INSERT INTO rate_snapshots (ts, btc_rate, eth_rate, btc_price, eth_price, btc_index_price, eth_index_price) "
            "VALUES ($1,$2,$3,$4,$5,$6,$7)",
            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)),
        )
    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"""
    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:
                await save_snapshot(result)
        except Exception:
            pass
        await asyncio.sleep(2)


@app.on_event("startup")
async def startup():
    # 初始化PG schema
    init_schema()
    ensure_auth_tables()
    # 初始化asyncpg池
    await get_async_pool()
    asyncio.create_task(background_snapshot_loop())


@app.on_event("shutdown")
async def shutdown():
    await close_async_pool()


@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)
    asyncio.create_task(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)):
    since = int(time.time()) - hours * 3600
    rows = await async_fetch(
        "SELECT ts, btc_rate, eth_rate, btc_price, eth_price FROM rate_snapshots "
        "WHERE ts >= $1 ORDER BY ts ASC LIMIT $2",
        since, limit
    )
    return {"count": len(rows), "hours": hours, "data": rows}


@app.get("/api/kline")
async def get_kline(symbol: str = "BTC", interval: str = "5m", limit: int = 500, user: dict = Depends(get_current_user)):
    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"
    since = int(time.time()) - bar_secs * limit

    rows = await async_fetch(
        f"SELECT ts, {rate_col} as rate, {price_col} as price FROM rate_snapshots "
        f"WHERE ts >= $1 ORDER BY ts ASC",
        since
    )

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

    bars: dict = {}
    for r in rows:
        ts, rate, price = r["ts"], r["rate"], r["price"]
        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:]
    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)):
    cached = get_cache("stats_ytd", 3600)
    if cached: return cached
    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)):
    try:
        rows = await async_fetch(
            "SELECT id, symbol, rate, annualized, sent_at, message FROM signal_logs ORDER BY sent_at DESC LIMIT $1",
            limit
        )
        return {"items": 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（PG版）───────────────────────────────────

@app.get("/api/trades/meta")
async def get_trades_meta(user: dict = Depends(get_current_user)):
    rows = await async_fetch("SELECT symbol, last_agg_id, last_time_ms, updated_at FROM agg_trades_meta")
    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),
):
    if end_ms == 0:
        end_ms = int(time.time() * 1000)
    if start_ms == 0:
        start_ms = end_ms - 3600 * 1000

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

    # PG原生聚合，比Python循环快100倍
    rows = await async_fetch(
        """
        SELECT
            (time_ms / $4) * $4 AS bar_ms,
            ROUND(SUM(CASE WHEN is_buyer_maker = 0 THEN qty ELSE 0 END)::numeric, 4) AS buy_vol,
            ROUND(SUM(CASE WHEN is_buyer_maker = 1 THEN qty ELSE 0 END)::numeric, 4) AS sell_vol,
            COUNT(*) AS trade_count,
            ROUND((SUM(price * qty) / NULLIF(SUM(qty), 0))::numeric, 2) AS vwap,
            ROUND(MAX(qty)::numeric, 4) AS max_qty
        FROM agg_trades
        WHERE symbol = $1 AND time_ms >= $2 AND time_ms < $3
        GROUP BY bar_ms
        ORDER BY bar_ms ASC
        """,
        sym_full, start_ms, end_ms, interval_ms
    )

    result = []
    for r in rows:
        buy = float(r["buy_vol"])
        sell = float(r["sell_vol"])
        result.append({
            "time_ms": r["bar_ms"],
            "buy_vol": buy,
            "sell_vol": sell,
            "delta": round(buy - sell, 4),
            "total_vol": round(buy + sell, 4),
            "trade_count": r["trade_count"],
            "vwap": float(r["vwap"]) if r["vwap"] else 0,
            "max_qty": float(r["max_qty"]),
        })

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


@app.get("/api/trades/latest")
async def get_trades_latest(
    symbol: str = "BTC",
    limit: int = 30,
    user: dict = Depends(get_current_user),
):
    cache_key = f"trades_latest_{symbol}_{limit}"
    cached = get_cache(cache_key, 2)
    if cached: return cached
    sym_full = symbol.upper() + "USDT"
    rows = await async_fetch(
        "SELECT agg_id, price, qty, time_ms, is_buyer_maker FROM agg_trades "
        "WHERE symbol = $1 ORDER BY time_ms DESC, agg_id DESC LIMIT $2",
        sym_full, limit
    )
    result = {"symbol": symbol, "count": len(rows), "data": rows}
    set_cache(cache_key, result)
    return result


@app.get("/api/collector/health")
async def collector_health(user: dict = Depends(get_current_user)):
    now_ms = int(time.time() * 1000)
    rows = await async_fetch("SELECT symbol, last_agg_id, last_time_ms FROM agg_trades_meta")
    status = {}
    for r in rows:
        sym = r["symbol"].replace("USDT", "")
        lag_s = (now_ms - (r["last_time_ms"] or 0)) / 1000
        status[sym] = {
            "last_agg_id": r["last_agg_id"],
            "lag_seconds": round(lag_s, 1),
            "healthy": lag_s < 30,
        }
    return {"collector": status, "timestamp": now_ms}


# ─── V5 Signal Engine API ────────────────────────────────────────

@app.get("/api/signals/indicators")
async def get_signal_indicators(
    symbol: str = "BTC",
    minutes: int = 60,
    user: dict = Depends(get_current_user),
):
    sym_full = symbol.upper() + "USDT"
    now_ms = int(time.time() * 1000)
    start_ms = now_ms - minutes * 60 * 1000
    rows = await async_fetch(
        "SELECT ts, cvd_fast, cvd_mid, cvd_day, atr_5m, vwap_30m, price, score, signal "
        "FROM signal_indicators_1m WHERE symbol = $1 AND ts >= $2 ORDER BY ts ASC",
        sym_full, start_ms
    )
    return {"symbol": symbol, "count": len(rows), "data": rows}


@app.get("/api/signals/latest")
async def get_signal_latest(user: dict = Depends(get_current_user)):
    result = {}
    for sym in ["BTCUSDT", "ETHUSDT"]:
        row = await async_fetchrow(
            "SELECT ts, cvd_fast, cvd_mid, cvd_day, cvd_fast_slope, atr_5m, atr_percentile, "
            "vwap_30m, price, p95_qty, p99_qty, score, signal "
            "FROM signal_indicators WHERE symbol = $1 ORDER BY ts DESC LIMIT 1",
            sym
        )
        if row:
            result[sym.replace("USDT", "")] = row
    return result


@app.get("/api/signals/trades")
async def get_signal_trades(
    status: str = "all",
    limit: int = 50,
    user: dict = Depends(get_current_user),
):
    if status == "all":
        rows = await async_fetch(
            "SELECT * FROM signal_trades ORDER BY ts_open DESC LIMIT $1", limit
        )
    else:
        rows = await async_fetch(
            "SELECT * FROM signal_trades WHERE status = $1 ORDER BY ts_open DESC LIMIT $2",
            status, limit
        )
    return {"count": len(rows), "data": rows}