bot_engine/

config.rs

//! Bot configuration types and strategy builder.
//!
//! This module contains:
//! - `BotConfig` — V2 unified config format
//! - Strategy-specific JSON config structs (GridConfigJson, DCAConfigJson, etc.)
//! - `build_strategy()` — construct `Box<dyn Strategy>` from BotConfig
//! - `build_instrument_meta()` — construct InstrumentMeta from Market

use anyhow::{Context, Result};
use bot_core::{
    AssetId, Environment, HyperliquidMarket, InstrumentId, InstrumentMeta, Market, Strategy,
    StrategyId,
};
use bot_orchestrator::{
    BotOrchestrator, GroupRiskConfig, OrchestratorCondition, OrchestratorConditions,
    OrchestratorLeg,
};
use rust_decimal::Decimal;
use schemars::JsonSchema;
use serde::{Deserialize, Serialize};
use std::collections::HashMap;
use std::path::PathBuf;
use std::str::FromStr;

// Strategy imports
use strategy_arbitrage::{ArbitrageConfig, ArbitrageStrategy};
use strategy_dca::{DCAConfig, DCADirection, DCAStrategy};
use strategy_grid::{GridConfig, GridMode, GridStrategy};
use strategy_market_maker::{MarketMaker, MarketMakerConfig, SkewMode};
#[cfg(feature = "strategy-rsi")]
use strategy_rsi::{RsiStrategy, RsiStrategyConfig};
#[cfg(feature = "strategy-tick-trader")]
use strategy_tick_trader::{TickTrader, TickTraderConfig};

// =============================================================================
// Bot Configuration (V2 Format)
// =============================================================================

fn push_price_bound_errors(market: &Market, prices: &[(&str, Decimal)], errors: &mut Vec<String>) {
    let Some((lower, upper)) = market.price_bounds() else {
        return;
    };

    for (label, price) in prices {
        if *price <= lower || *price >= upper {
            errors.push(format!(
                "{} ({}) must be > {} and < {} for {}",
                label,
                price,
                lower,
                upper,
                market.instrument_id()
            ));
        }
    }
}

/// Bot configuration - V2 format with markets array.
/// This is the unified config format for all strategies.
#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
pub struct BotConfig {
    /// Environment: "testnet" or "mainnet"
    pub environment: String,

    /// Private key (hex, with or without 0x prefix).
    /// Optional — resolved at runtime from `~/.supurr/credentials.json` if absent.
    #[serde(default)]
    pub private_key: String,

    /// Wallet address.
    /// Optional — resolved at runtime from `~/.supurr/credentials.json` if absent.
    #[serde(default)]
    pub address: String,

    /// Optional vault address
    #[serde(default)]
    pub vault_address: Option<String>,

    /// Optional Hyperliquid base URL override.
    /// When set, both /info and /exchange requests use this gateway.
    #[serde(default)]
    pub base_url_override: Option<String>,

    /// Strategy type: "grid", "mm", "dca", or "arbitrage"
    pub strategy_type: String,

    /// Markets to trade on (V2 format - uses bot_core::Market enum)
    pub markets: Vec<Market>,

    /// Polling delay in milliseconds
    #[serde(default = "default_poll_delay_ms")]
    pub poll_delay_ms: u64,

    // -------------------------------------------------------------------------
    // Strategy-specific configs (only one should be set based on strategy_type)
    // -------------------------------------------------------------------------
    /// Grid strategy configuration
    #[serde(default)]
    pub grid: Option<GridConfigJson>,

    /// Market Maker strategy configuration
    #[serde(default)]
    pub mm: Option<MMConfigJson>,

    /// DCA strategy configuration
    #[serde(default)]
    pub dca: Option<DCAConfigJson>,

    /// Arbitrage strategy configuration
    #[serde(default)]
    pub arbitrage: Option<ArbitrageConfigJson>,

    /// Parent strategy configuration for grouped child strategies.
    #[serde(default)]
    pub orchestrator: Option<OrchestratorConfigJson>,

    // -------------------------------------------------------------------------
    // Common config
    // -------------------------------------------------------------------------
    /// Builder fee configuration
    #[serde(default)]
    pub builder_fee: Option<BuilderFeeConfig>,

    /// Trade sync configuration for upstream API PnL tracking
    #[serde(default)]
    pub sync: Option<SyncConfigJson>,

    /// Simulation configuration (paper/backtest)
    /// Optional — uses sensible defaults if absent.
    #[serde(default)]
    pub simulation: Option<SimulationConfig>,

    // -------------------------------------------------------------------------
    // Custom strategy configs (captured automatically via serde flatten)
    // -------------------------------------------------------------------------
    /// Catch-all for custom strategy configuration sections.
    /// Any JSON key that doesn't match a named field above lands here.
    /// Custom strategies read their config via `config.custom_config("mystrategy")`.
    #[serde(flatten)]
    pub extra: HashMap<String, serde_json::Value>,
}

impl BotConfig {
    /// Get the primary market from the markets array
    pub fn primary_market(&self) -> &Market {
        &self.markets[0]
    }

    /// Check if this is a spot market
    pub fn is_spot(&self) -> bool {
        self.primary_market().is_spot()
    }

    /// Check if the primary market settles like spot with no margin/leverage.
    pub fn is_spot_like(&self) -> bool {
        self.primary_market().is_spot_like()
    }

    /// Check if the primary market uses margin/leverage.
    pub fn primary_market_uses_margin(&self) -> bool {
        self.primary_market().uses_margin()
    }

    /// Check if this is a prediction market outcome
    pub fn is_outcome(&self) -> bool {
        self.primary_market().is_outcome()
    }

    /// Get instrument ID from primary market
    pub fn instrument_id(&self) -> InstrumentId {
        self.primary_market().instrument_id()
    }

    /// Get market index from primary market
    pub fn market_index(&self) -> bot_core::MarketIndex {
        self.primary_market().market_index()
    }

    /// Get HIP-3 config if this is a HIP-3 market
    pub fn hip3_config(&self) -> Option<bot_core::market::Hip3MarketConfig> {
        self.primary_market().hip3_config()
    }

    /// Get custom strategy config as typed struct.
    /// Looks up the strategy name in the `extra` catch-all map and deserializes.
    ///
    /// # Example
    /// ```rust,ignore
    /// let my_config: MyConfig = config.custom_config("mystrategy")?;
    /// ```
    pub fn custom_config<T: serde::de::DeserializeOwned>(&self, strategy_name: &str) -> Result<T> {
        let raw = self.extra.get(strategy_name).with_context(|| {
            format!(
                "Custom strategy config missing: add '\"{}\"' section to your JSON config",
                strategy_name
            )
        })?;
        serde_json::from_value(raw.clone())
            .with_context(|| format!("Failed to parse '{}' config section", strategy_name))
    }

    /// Load config from environment variables.
    /// V2 configs require a JSON file, so this returns an error.
    #[cfg(not(target_arch = "wasm32"))]
    pub fn from_env() -> Result<Self> {
        Err(anyhow::anyhow!(
            "V2 config format requires a JSON file. Use --config <file>"
        ))
    }

    /// Resolve wallet credentials: use fields from config if present,
    /// otherwise fall back to `~/.supurr/credentials.json`.
    ///
    /// Returns `(private_key, address)`.
    #[cfg(not(target_arch = "wasm32"))]
    pub fn resolve_credentials(&self) -> Result<(String, String)> {
        if !self.private_key.is_empty() && !self.address.is_empty() {
            return Ok((self.private_key.clone(), self.address.clone()));
        }

        let home = std::env::var("HOME")
            .or_else(|_| std::env::var("USERPROFILE"))
            .context("Cannot determine home directory")?;
        let creds_path = std::path::PathBuf::from(home).join(".supurr/credentials.json");

        let content = std::fs::read_to_string(&creds_path).with_context(|| {
            format!(
                "No credentials in config and ~/.supurr/credentials.json not found. \
                 Run 'supurr init' to configure your wallet."
            )
        })?;

        #[derive(serde::Deserialize)]
        struct Creds {
            address: String,
            private_key: String,
        }

        let creds: Creds =
            serde_json::from_str(&content).context("Failed to parse ~/.supurr/credentials.json")?;

        // Use config values if present, fallback to credentials file
        let pk = if self.private_key.is_empty() {
            creds.private_key
        } else {
            self.private_key.clone()
        };
        let addr = if self.address.is_empty() {
            creds.address
        } else {
            self.address.clone()
        };

        Ok((pk, addr))
    }

    /// Load config from a JSON file
    #[cfg(not(target_arch = "wasm32"))]
    pub fn from_file(path: &PathBuf) -> Result<Self> {
        let content = std::fs::read_to_string(path)
            .with_context(|| format!("Failed to read config file: {:?}", path))?;
        let config: Self = serde_json::from_str(&content)
            .with_context(|| format!("Failed to parse config file: {:?}", path))?;

        // Validate markets array is not empty
        if config.markets.is_empty() {
            anyhow::bail!("Config must have at least one market in the 'markets' array");
        }

        let market_errors: Vec<String> = config
            .markets
            .iter()
            .enumerate()
            .flat_map(|(idx, market)| {
                market
                    .validation_errors()
                    .into_iter()
                    .map(move |error| format!("markets[{}]: {}", idx, error))
            })
            .collect();
        if !market_errors.is_empty() {
            anyhow::bail!(
                "Market configuration validation failed: {}",
                market_errors.join(", ")
            );
        }

        Ok(config)
    }

    /// Parse environment from string
    pub fn parse_environment(&self) -> Environment {
        match self.environment.to_lowercase().as_str() {
            "mainnet" | "main" | "prod" => Environment::Mainnet,
            _ => Environment::Testnet,
        }
    }

    /// Extract strategy leverage and max_leverage from whichever strategy config is active.
    /// Returns `Some((leverage, max_leverage))` if the active strategy has leverage settings.
    pub fn strategy_leverage(&self) -> Option<(Decimal, Decimal)> {
        if let Some(ref g) = self.grid {
            let lev = Decimal::from_str(&g.leverage).ok()?;
            let max = Decimal::from_str(&g.max_leverage).ok()?;
            Some((lev, max))
        } else if let Some(ref d) = self.dca {
            let lev = Decimal::from_str(&d.leverage).ok()?;
            let max = Decimal::from_str(&d.max_leverage).ok()?;
            Some((lev, max))
        } else if let Some(ref a) = self.arbitrage {
            let lev = Decimal::from_str(&a.perp_leverage).ok()?;
            // Arb doesn't have explicit max_leverage, use a sensible default
            Some((lev, Decimal::new(50, 0)))
        } else {
            None
        }
    }

    /// Capital allocated to the active strategy, used as the performance metric base.
    ///
    /// This is deliberately strategy-scoped. Wallet/account equity is not used here because
    /// unrelated idle wallet capital would dilute APR, Sharpe, and drawdown percentages.
    pub fn strategy_allocated_capital_usdc(&self) -> Option<Decimal> {
        let strategy_type = self.strategy_type.to_lowercase();

        if strategy_type == "grid" {
            return self
                .grid
                .as_ref()
                .and_then(|grid| Decimal::from_str(&grid.max_investment_quote).ok());
        }

        if strategy_type == "orchestrator" {
            return self
                .grid
                .as_ref()
                .and_then(|grid| Decimal::from_str(&grid.max_investment_quote).ok());
        }

        if strategy_type == "arbitrage" || strategy_type == "arb" {
            return self
                .arbitrage
                .as_ref()
                .and_then(|arb| Decimal::from_str(&arb.order_amount).ok());
        }

        if strategy_type == "dca" {
            let dca = self.dca.as_ref()?;
            let direction = match dca.direction.to_lowercase().as_str() {
                "short" => DCADirection::Short,
                _ => DCADirection::Long,
            };
            let config = DCAConfig {
                strategy_id: StrategyId::new("metrics-dca"),
                environment: self.parse_environment(),
                market: self.primary_market().clone(),
                direction,
                trigger_price: Decimal::from_str(&dca.trigger_price).ok()?,
                base_order_size: Decimal::from_str(&dca.base_order_size).ok()?,
                dca_order_size: Decimal::from_str(&dca.dca_order_size).ok()?,
                max_dca_orders: dca.max_dca_orders,
                size_multiplier: Decimal::from_str(&dca.size_multiplier).ok()?,
                price_deviation_pct: Decimal::from_str(&dca.price_deviation_pct).ok()?,
                deviation_multiplier: Decimal::from_str(&dca.deviation_multiplier).ok()?,
                take_profit_pct: Decimal::from_str(&dca.take_profit_pct).ok()?,
                stop_loss: dca
                    .stop_loss
                    .as_ref()
                    .and_then(|value| Decimal::from_str(value).ok()),
                leverage: Decimal::from_str(&dca.leverage).ok()?,
                max_leverage: Decimal::from_str(&dca.max_leverage).ok()?,
                restart_on_complete: dca.restart_on_complete,
                cooldown_period_secs: dca.cooldown_period_secs,
            };
            return Some(config.max_total_investment());
        }

        None
    }

    /// Get the effective simulation config, falling back to defaults if absent.
    pub fn effective_simulation_config(&self) -> SimulationConfig {
        self.simulation.clone().unwrap_or(SimulationConfig {
            starting_balance_usdc: default_starting_balance(),
            fee_rate: default_fee_rate(),
        })
    }
}

// =============================================================================
// Market Maker Config
// =============================================================================

/// Market Maker strategy configuration
#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
pub struct MMConfigJson {
    /// Base order size in base asset
    pub base_order_size: String,
    /// Base spread between bid and ask
    pub base_spread: String,
    /// Maximum position size in base asset
    pub max_position_size: String,
    /// Skew mode: "both", "size", "price", or "none"
    #[serde(default = "default_skew_mode")]
    pub skew_mode: String,
    /// Price skew gamma (how aggressively to skew quotes based on position)
    #[serde(default = "default_price_skew_gamma")]
    pub price_skew_gamma: String,
    /// Size skew floor (minimum size for quotes)
    #[serde(default = "default_size_skew_floor")]
    pub size_skew_floor: String,
    /// Minimum price change to update quotes
    #[serde(default = "default_min_price_change_pct")]
    pub min_price_change_pct: String,
    /// Stop loss (optional)
    #[serde(default)]
    pub stop_loss: Option<String>,
    /// Take profit (optional)
    #[serde(default)]
    pub take_profit: Option<String>,
}

// =============================================================================
// Grid Config
// =============================================================================

/// Grid strategy configuration from JSON
#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
pub struct GridConfigJson {
    /// Grid mode: "long", "short", "neutral"
    #[serde(default = "default_grid_mode")]
    pub mode: String,
    /// Number of grid levels
    #[serde(default = "default_grid_levels")]
    pub levels: u32,
    /// Start price of the grid
    pub start_price: String,
    /// End price of the grid
    pub end_price: String,
    /// Maximum investment in quote currency (USDC)
    pub max_investment_quote: String,
    /// Leverage to use
    #[serde(default = "default_leverage")]
    pub leverage: String,
    /// Maximum leverage allowed (for liquidation calculation)
    #[serde(default = "default_max_leverage")]
    pub max_leverage: String,
    /// Use post-only orders
    #[serde(default)]
    pub post_only: bool,
    /// Stop loss (optional)
    #[serde(default)]
    pub stop_loss: Option<String>,
    /// Take profit (optional)
    #[serde(default)]
    pub take_profit: Option<String>,
    /// Trailing upper limit price (optional). When set, enables trailing-up:
    /// the grid slides up as price rises, until the top of the window would
    /// exceed this ceiling.
    #[serde(default)]
    pub trailing_up_limit: Option<String>,
    /// Trailing lower limit price (optional). When set, enables trailing-down:
    /// the grid slides down as price falls, until the bottom of the window
    /// would go below this floor.
    #[serde(default)]
    pub trailing_down_limit: Option<String>,
}

// =============================================================================
// Arbitrage Config
// =============================================================================

/// Arbitrage strategy configuration from JSON
#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
pub struct ArbitrageConfigJson {
    /// Order amount in quote asset / USDC (e.g., "100" = $100 worth)
    pub order_amount: String,
    /// Leverage for perp position
    pub perp_leverage: String,
    /// Minimum spread to open (e.g., "0.003" = 0.3%)
    pub min_opening_spread_pct: String,
    /// Minimum spread to close (e.g., "-0.001" = -0.1%)
    pub min_closing_spread_pct: String,
    /// Slippage buffer for spot orders
    #[serde(default = "default_slippage")]
    pub spot_slippage_buffer_pct: String,
    /// Slippage buffer for perp orders
    #[serde(default = "default_slippage")]
    pub perp_slippage_buffer_pct: String,
}

// =============================================================================
// DCA Config
// =============================================================================

/// DCA strategy configuration from JSON
#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
pub struct DCAConfigJson {
    /// Direction: "long" or "short"
    #[serde(default = "default_dca_direction")]
    pub direction: String,
    /// Price to trigger base order
    pub trigger_price: String,
    /// Base order size in base asset
    pub base_order_size: String,
    /// DCA order size in base asset
    pub dca_order_size: String,
    /// Maximum number of DCA orders
    #[serde(default = "default_max_dca_orders")]
    pub max_dca_orders: u32,
    /// Size multiplier for each subsequent DCA order
    #[serde(default = "default_size_multiplier")]
    pub size_multiplier: String,
    /// Price deviation percentage to trigger first DCA
    pub price_deviation_pct: String,
    /// Deviation multiplier for subsequent triggers
    #[serde(default = "default_deviation_multiplier")]
    pub deviation_multiplier: String,
    /// Take profit percentage from average entry
    pub take_profit_pct: String,
    /// Optional stop loss as absolute PnL threshold (negative value)
    #[serde(default)]
    pub stop_loss: Option<String>,
    /// Leverage (1 for spot-like)
    #[serde(default = "default_leverage")]
    pub leverage: String,
    /// Max leverage allowed
    #[serde(default = "default_max_leverage")]
    pub max_leverage: String,
    /// Whether to restart cycle after take profit
    #[serde(default)]
    pub restart_on_complete: bool,
    /// Cooldown period in seconds between cycles (default: 60)
    #[serde(default = "default_cooldown_period")]
    pub cooldown_period_secs: u64,
}

// =============================================================================
// Orchestrator Config
// =============================================================================

/// Parent strategy configuration for grouped child strategies.
#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
pub struct OrchestratorConfigJson {
    /// V1 kind: "prediction_yes_no_grid"
    #[serde(default = "default_orchestrator_kind")]
    pub kind: String,
    /// Static allocation mode for child legs. V1 supports "static_50_50".
    #[serde(default = "default_allocation_mode")]
    pub allocation_mode: String,
    /// Group take-profit threshold in percentage units. Example: "10" = +10%.
    #[serde(default)]
    pub take_profit_pct: Option<String>,
    /// Group stop-loss threshold in percentage units. Example: "5" = -5%.
    #[serde(default)]
    pub stop_loss_pct: Option<String>,
    /// Conditions that must pass before child strategies start.
    #[serde(default)]
    pub start_conditions: Vec<OrchestratorCondition>,
    /// Conditions that must remain valid while waiting/running.
    #[serde(default)]
    pub validation_conditions: Vec<OrchestratorCondition>,
    /// Conditions that trigger a risk exit.
    #[serde(default)]
    pub risk_conditions: Vec<OrchestratorCondition>,
    /// Generic child strategy plans. V1 generic orchestrator supports grid and dca only.
    #[serde(default)]
    pub children: Vec<OrchestratorChildConfigJson>,
    /// Explicit child-leg ranges supplied by the client from live prices.
    #[serde(default)]
    pub legs: Vec<OrchestratorLegConfigJson>,
}

/// Generic child strategy plan owned by the orchestrator.
#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
#[serde(tag = "kind", rename_all = "snake_case")]
pub enum OrchestratorChildConfigJson {
    /// Grid child strategy plan.
    Grid {
        /// Optional stable child ID used in logs and strategy IDs.
        #[serde(default)]
        id: Option<String>,
        /// Market this child trades.
        market: Market,
        /// Grid configuration for this child.
        grid: GridConfigJson,
    },
    /// DCA child strategy plan.
    Dca {
        /// Optional stable child ID used in logs and strategy IDs.
        #[serde(default)]
        id: Option<String>,
        /// Market this child trades.
        market: Market,
        /// DCA configuration for this child.
        dca: DCAConfigJson,
    },
}

/// Per-leg range override for orchestrated child strategies.
#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
pub struct OrchestratorLegConfigJson {
    /// Outcome side: 0 = Yes, 1 = No
    pub side: u8,
    /// Child grid start price for this side.
    pub start_price: String,
    /// Child grid end price for this side.
    pub end_price: String,
    /// Optional child trailing ceiling for this side.
    #[serde(default)]
    pub trailing_up_limit: Option<String>,
    /// Optional child trailing floor for this side.
    #[serde(default)]
    pub trailing_down_limit: Option<String>,
}

// =============================================================================
// Common Config Structs
// =============================================================================

/// Builder fee configuration for JSON config
#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
pub struct BuilderFeeConfig {
    /// Builder address to receive the fee
    pub address: String,
    /// Fee in tenths of a basis point (e.g., 30 = 3 bp = 0.03%)
    pub fee_tenths_bp: u32,
}

/// Trade syncer configuration for upstream API PnL tracking
#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
pub struct SyncConfigJson {
    /// Bot ID for upstream API (required if enabled)
    pub bot_id: String,
    /// Upstream API base URL (e.g., `<https://api.example.com/bot-api>`)
    pub upstream_url: String,
    /// Sync interval in milliseconds (default: 10000)
    #[serde(default = "default_sync_interval_ms")]
    pub sync_interval_ms: u64,
    /// HTTP timeout in seconds (default: 10)
    #[serde(default = "default_sync_timeout")]
    pub timeout_secs: u64,
    /// Optional shared secret sent as x-bot-sync-secret.
    #[serde(default)]
    pub sync_secret: Option<String>,
    /// Enable syncing (default: true if sync section is present)
    #[serde(default = "default_sync_enabled")]
    pub enabled: bool,
}

/// Simulation configuration for paper trading and backtesting.
/// All fields are optional with sensible defaults.
///
/// Example JSON:
/// ```json
/// { "simulation": { "starting_balance_usdc": "5000", "fee_rate": "0.0002" } }
/// ```
#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
pub struct SimulationConfig {
    /// Starting USDC balance (default: "10000")
    #[serde(default = "default_starting_balance")]
    pub starting_balance_usdc: String,
    /// Fee rate as decimal (default: "0.00025" = 0.025%)
    #[serde(default = "default_fee_rate")]
    pub fee_rate: String,
}

// =============================================================================
// Default value functions
// =============================================================================

fn default_dca_direction() -> String {
    "long".to_string()
}

fn default_max_dca_orders() -> u32 {
    5
}

fn default_size_multiplier() -> String {
    "2.0".to_string()
}

fn default_deviation_multiplier() -> String {
    "1.0".to_string()
}

fn default_cooldown_period() -> u64 {
    60 // 60 seconds like Binance
}

fn default_slippage() -> String {
    "0.001".to_string()
}

fn default_grid_mode() -> String {
    "long".to_string()
}

fn default_grid_levels() -> u32 {
    20
}

fn default_leverage() -> String {
    "5".to_string()
}

fn default_max_leverage() -> String {
    "50".to_string()
}

fn default_sync_interval_ms() -> u64 {
    10_000
}

fn default_sync_timeout() -> u64 {
    10
}

fn default_sync_enabled() -> bool {
    true
}

fn default_starting_balance() -> String {
    "10000".to_string()
}

fn default_fee_rate() -> String {
    "0.00025".to_string() // 0.025% taker fee (Hyperliquid default)
}

fn default_poll_delay_ms() -> u64 {
    500
}

fn default_orchestrator_kind() -> String {
    "prediction_yes_no_grid".to_string()
}

fn default_allocation_mode() -> String {
    "static_50_50".to_string()
}

fn default_skew_mode() -> String {
    "both".to_string()
}
fn default_price_skew_gamma() -> String {
    "0.05".to_string()
}
fn default_size_skew_floor() -> String {
    "0.2".to_string()
}
fn default_min_price_change_pct() -> String {
    "0.0005".to_string()
}

// =============================================================================
// Strategy Builder
// =============================================================================

fn outcome_side_label(side: u8) -> &'static str {
    match side {
        0 => "yes",
        1 => "no",
        _ => "unknown",
    }
}

fn opposite_outcome_market(market: &Market) -> Result<Market> {
    match market {
        Market::Hyperliquid(HyperliquidMarket::Outcome {
            name,
            outcome_id,
            side,
            instrument_meta,
        }) => {
            let opposite_side = if *side == 0 { 1 } else { 0 };
            Ok(Market::Hyperliquid(HyperliquidMarket::Outcome {
                name: name.clone(),
                outcome_id: *outcome_id,
                side: opposite_side,
                instrument_meta: instrument_meta.clone(),
            }))
        }
        _ => anyhow::bail!("prediction_yes_no_grid orchestrator requires an outcome market"),
    }
}

fn orchestrator_markets(config: &BotConfig) -> Result<Vec<Market>> {
    let strategy_type = config.strategy_type.to_lowercase();
    if strategy_type != "orchestrator" {
        return Ok(config.markets.clone());
    }

    let orchestrator_json = config
        .orchestrator
        .as_ref()
        .context("Orchestrator config missing: add 'orchestrator' section")?;
    if orchestrator_json.kind == "generic" {
        anyhow::ensure!(
            !orchestrator_json.children.is_empty(),
            "generic orchestrator requires orchestrator.children"
        );
        return Ok(orchestrator_json
            .children
            .iter()
            .map(|child| match child {
                OrchestratorChildConfigJson::Grid { market, .. }
                | OrchestratorChildConfigJson::Dca { market, .. } => market.clone(),
            })
            .collect());
    }

    anyhow::ensure!(
        config.markets.len() == 1,
        "Orchestrator V1 expects exactly one configured market; it mirrors the opposite outcome side internally"
    );

    let primary = config.primary_market().clone();
    let opposite = opposite_outcome_market(&primary)?;
    Ok(vec![primary, opposite])
}

fn grid_mode_from_json(mode: &str) -> GridMode {
    match mode.to_lowercase().as_str() {
        "short" => GridMode::Short,
        "neutral" => GridMode::Neutral,
        _ => GridMode::Long,
    }
}

fn build_grid_config_for_market(
    config: &BotConfig,
    grid_json: &GridConfigJson,
    market: Market,
    strategy_id: StrategyId,
    allocation_override: Option<Decimal>,
    force_long: bool,
    disable_child_exits: bool,
) -> Result<GridConfig> {
    Ok(GridConfig {
        strategy_id,
        environment: config.parse_environment(),
        market,
        grid_mode: if force_long {
            GridMode::Long
        } else {
            grid_mode_from_json(&grid_json.mode)
        },
        grid_levels: grid_json.levels,
        start_price: Decimal::from_str(&grid_json.start_price).context("Invalid start_price")?,
        end_price: Decimal::from_str(&grid_json.end_price).context("Invalid end_price")?,
        max_investment_quote: match allocation_override {
            Some(value) => value,
            None => Decimal::from_str(&grid_json.max_investment_quote)
                .context("Invalid max_investment_quote")?,
        },
        base_order_size: Decimal::new(1, 3),
        leverage: Decimal::from_str(&grid_json.leverage).context("Invalid leverage")?,
        max_leverage: Decimal::from_str(&grid_json.max_leverage).context("Invalid max_leverage")?,
        post_only: grid_json.post_only,
        stop_loss: if disable_child_exits {
            None
        } else {
            grid_json
                .stop_loss
                .as_ref()
                .map(|s| Decimal::from_str(s))
                .transpose()
                .context("Invalid grid stop_loss")?
        },
        take_profit: if disable_child_exits {
            None
        } else {
            grid_json
                .take_profit
                .as_ref()
                .map(|s| Decimal::from_str(s))
                .transpose()
                .context("Invalid grid take_profit")?
        },
        trailing_up_limit: grid_json
            .trailing_up_limit
            .as_ref()
            .map(|s| Decimal::from_str(s))
            .transpose()
            .context("Invalid grid trailing_up_limit")?,
        trailing_down_limit: grid_json
            .trailing_down_limit
            .as_ref()
            .map(|s| Decimal::from_str(s))
            .transpose()
            .context("Invalid grid trailing_down_limit")?,
    })
}

#[allow(dead_code)]
fn build_dca_config_for_market(
    config: &BotConfig,
    dca_json: &DCAConfigJson,
    market: Market,
    strategy_id: StrategyId,
) -> Result<DCAConfig> {
    Ok(DCAConfig {
        strategy_id,
        environment: config.parse_environment(),
        market,
        direction: match dca_json.direction.to_lowercase().as_str() {
            "short" => DCADirection::Short,
            _ => DCADirection::Long,
        },
        trigger_price: Decimal::from_str(&dca_json.trigger_price)
            .context("Invalid trigger_price")?,
        base_order_size: Decimal::from_str(&dca_json.base_order_size)
            .context("Invalid base_order_size")?,
        dca_order_size: Decimal::from_str(&dca_json.dca_order_size)
            .context("Invalid dca_order_size")?,
        max_dca_orders: dca_json.max_dca_orders,
        size_multiplier: Decimal::from_str(&dca_json.size_multiplier)
            .context("Invalid size_multiplier")?,
        price_deviation_pct: Decimal::from_str(&dca_json.price_deviation_pct)
            .context("Invalid price_deviation_pct")?,
        deviation_multiplier: Decimal::from_str(&dca_json.deviation_multiplier)
            .context("Invalid deviation_multiplier")?,
        take_profit_pct: Decimal::from_str(&dca_json.take_profit_pct)
            .context("Invalid take_profit_pct")?,
        stop_loss: dca_json
            .stop_loss
            .as_ref()
            .map(|s| Decimal::from_str(s))
            .transpose()
            .context("Invalid stop_loss")?,
        leverage: Decimal::from_str(&dca_json.leverage).context("Invalid leverage")?,
        max_leverage: Decimal::from_str(&dca_json.max_leverage).context("Invalid max_leverage")?,
        restart_on_complete: dca_json.restart_on_complete,
        cooldown_period_secs: dca_json.cooldown_period_secs,
    })
}

#[allow(dead_code)]
fn validate_dca_config_with_price_bounds(dca_config: &DCAConfig) -> Result<()> {
    let mut errors = dca_config.validate();
    push_price_bound_errors(
        &dca_config.market,
        &[("dca.trigger_price", dca_config.trigger_price)],
        &mut errors,
    );
    if !errors.is_empty() {
        anyhow::bail!("DCA configuration validation failed: {}", errors.join(", "));
    }
    Ok(())
}

fn leg_overrides_by_side(
    orchestrator_json: &OrchestratorConfigJson,
) -> Result<HashMap<u8, OrchestratorLegConfigJson>> {
    let mut overrides = HashMap::new();
    for leg in &orchestrator_json.legs {
        anyhow::ensure!(
            leg.side == 0 || leg.side == 1,
            "orchestrator.legs side must be 0 or 1"
        );
        anyhow::ensure!(
            overrides.insert(leg.side, leg.clone()).is_none(),
            "duplicate orchestrator.legs entry for side {}",
            leg.side
        );
    }
    Ok(overrides)
}

fn apply_leg_override(grid_config: &mut GridConfig, leg: &OrchestratorLegConfigJson) -> Result<()> {
    grid_config.start_price =
        Decimal::from_str(&leg.start_price).context("Invalid orchestrator leg start_price")?;
    grid_config.end_price =
        Decimal::from_str(&leg.end_price).context("Invalid orchestrator leg end_price")?;
    grid_config.trailing_up_limit = leg
        .trailing_up_limit
        .as_ref()
        .map(|s| Decimal::from_str(s))
        .transpose()
        .context("Invalid orchestrator leg trailing_up_limit")?;
    grid_config.trailing_down_limit = leg
        .trailing_down_limit
        .as_ref()
        .map(|s| Decimal::from_str(s))
        .transpose()
        .context("Invalid orchestrator leg trailing_down_limit")?;
    Ok(())
}

fn validate_grid_config_with_price_bounds(grid_config: &GridConfig) -> Result<()> {
    let mut errors = grid_config.validate();
    let mut bounded_prices = vec![
        ("grid.start_price", grid_config.start_price),
        ("grid.end_price", grid_config.end_price),
    ];
    if let Some(price) = grid_config.trailing_up_limit {
        bounded_prices.push(("grid.trailing_up_limit", price));
    }
    if let Some(price) = grid_config.trailing_down_limit {
        bounded_prices.push(("grid.trailing_down_limit", price));
    }
    push_price_bound_errors(&grid_config.market, &bounded_prices, &mut errors);
    if !errors.is_empty() {
        anyhow::bail!(
            "Grid configuration validation failed: {}",
            errors.join(", ")
        );
    }
    Ok(())
}

/// Build the strategy from a V2 BotConfig.
/// Works identically on native and WASM.
pub fn build_strategy(config: &BotConfig) -> Result<Box<dyn Strategy>> {
    let environment = config.parse_environment();
    let strategy_type = config.strategy_type.to_lowercase();

    let is_arb = strategy_type == "arbitrage" || strategy_type == "arb";
    let is_grid = strategy_type == "grid";
    let is_dca = strategy_type == "dca";
    let is_mm = strategy_type == "mm" || strategy_type == "market_maker";
    let is_orchestrator = strategy_type == "orchestrator";

    if is_arb {
        // Arbitrage strategy — requires exactly 2 markets: [spot, perp]
        anyhow::ensure!(
            config.markets.len() >= 2,
            "Arbitrage requires 2 markets in config: markets[0]=spot, markets[1]=perp"
        );

        let arb_json = config
            .arbitrage
            .as_ref()
            .context("Arbitrage config missing: add 'arbitrage' section to config")?;

        let spot_market = config.markets[0].clone();
        let perp_market = config.markets[1].clone();

        let arb_config = ArbitrageConfig {
            strategy_id: StrategyId::new(format!("{}-arb", spot_market.base().to_lowercase())),
            spot_market,
            perp_market,
            environment,
            order_amount: Decimal::from_str(&arb_json.order_amount)
                .context("Invalid order_amount")?,
            perp_leverage: Decimal::from_str(&arb_json.perp_leverage)
                .context("Invalid perp_leverage")?,
            min_opening_spread_pct: Decimal::from_str(&arb_json.min_opening_spread_pct)
                .context("Invalid min_opening_spread_pct")?,
            min_closing_spread_pct: Decimal::from_str(&arb_json.min_closing_spread_pct)
                .context("Invalid min_closing_spread_pct")?,
            spot_slippage_buffer_pct: Decimal::from_str(&arb_json.spot_slippage_buffer_pct)
                .context("Invalid spot_slippage_buffer_pct")?,
            perp_slippage_buffer_pct: Decimal::from_str(&arb_json.perp_slippage_buffer_pct)
                .context("Invalid perp_slippage_buffer_pct")?,
        };

        // Validate arb config
        let errors = arb_config.validate();
        if !errors.is_empty() {
            anyhow::bail!(
                "Arbitrage configuration validation failed: {}",
                errors.join(", ")
            );
        }

        Ok(Box::new(ArbitrageStrategy::new(arb_config)))
    } else if is_orchestrator {
        let orchestrator_json = config
            .orchestrator
            .as_ref()
            .context("Orchestrator config missing: add 'orchestrator' section")?;
        let grid_json = config
            .grid
            .as_ref()
            .context("Orchestrator V1 requires a child 'grid' section")?;

        anyhow::ensure!(
            orchestrator_json.kind == "prediction_yes_no_grid",
            "Unsupported orchestrator kind '{}'; supported kind: prediction_yes_no_grid",
            orchestrator_json.kind
        );
        anyhow::ensure!(
            orchestrator_json.allocation_mode == "static_50_50",
            "Unsupported orchestrator allocation_mode '{}'; supported mode: static_50_50",
            orchestrator_json.allocation_mode
        );

        let markets = orchestrator_markets(config)?;
        let leg_overrides = leg_overrides_by_side(orchestrator_json)?;
        let total_allocation = Decimal::from_str(&grid_json.max_investment_quote)
            .context("Invalid max_investment_quote")?;
        let child_allocation = total_allocation / Decimal::TWO;

        let mut legs = Vec::new();
        for market in markets {
            let (_, side, _) = market
                .outcome_params()
                .context("Orchestrator V1 only supports outcome markets")?;
            let label = outcome_side_label(side);
            let mut child_config = build_grid_config_for_market(
                config,
                grid_json,
                market.clone(),
                StrategyId::new(format!("{}-{}-grid", config.primary_market().base(), label)),
                Some(child_allocation),
                true,
                true,
            )?;
            if let Some(leg_override) = leg_overrides.get(&side) {
                apply_leg_override(&mut child_config, leg_override)?;
            }
            validate_grid_config_with_price_bounds(&child_config)?;
            legs.push(OrchestratorLeg::new(
                label,
                child_config.market.instrument_id(),
                Box::new(GridStrategy::new(child_config)),
            ));
        }

        let risk = GroupRiskConfig {
            allocated_capital_quote: total_allocation,
            take_profit_pct: orchestrator_json
                .take_profit_pct
                .as_ref()
                .map(|s| Decimal::from_str(s))
                .transpose()
                .context("Invalid orchestrator take_profit_pct")?,
            stop_loss_pct: orchestrator_json
                .stop_loss_pct
                .as_ref()
                .map(|s| Decimal::from_str(s))
                .transpose()
                .context("Invalid orchestrator stop_loss_pct")?,
        };
        let conditions = OrchestratorConditions {
            start_conditions: orchestrator_json.start_conditions.clone(),
            validation_conditions: orchestrator_json.validation_conditions.clone(),
            risk_conditions: orchestrator_json.risk_conditions.clone(),
        };

        Ok(Box::new(BotOrchestrator::with_conditions(
            StrategyId::new(format!("{}-orchestrator", config.primary_market().base())),
            legs,
            risk,
            conditions,
        )))
    } else if is_grid {
        // Grid strategy
        let grid_json = config
            .grid
            .as_ref()
            .context("Grid config missing: add 'grid' section to config")?;

        let grid_config = GridConfig {
            strategy_id: StrategyId::new(format!("{}-grid", config.primary_market().base())),
            environment,
            market: config.primary_market().clone(),
            grid_mode: match grid_json.mode.to_lowercase().as_str() {
                "short" => GridMode::Short,
                "neutral" => GridMode::Neutral,
                _ => GridMode::Long,
            },
            grid_levels: grid_json.levels,
            start_price: Decimal::from_str(&grid_json.start_price)
                .context("Invalid start_price")?,
            end_price: Decimal::from_str(&grid_json.end_price).context("Invalid end_price")?,
            max_investment_quote: Decimal::from_str(&grid_json.max_investment_quote)
                .context("Invalid max_investment_quote")?,
            base_order_size: Decimal::new(1, 3), // fallback 0.001
            leverage: Decimal::from_str(&grid_json.leverage).context("Invalid leverage")?,
            max_leverage: Decimal::from_str(&grid_json.max_leverage)
                .context("Invalid max_leverage")?,
            post_only: grid_json.post_only,
            stop_loss: grid_json
                .stop_loss
                .as_ref()
                .map(|s| Decimal::from_str(s))
                .transpose()
                .context("Invalid grid stop_loss")?,
            take_profit: grid_json
                .take_profit
                .as_ref()
                .map(|s| Decimal::from_str(s))
                .transpose()
                .context("Invalid grid take_profit")?,
            // Trailing is opt-in; enabled by the presence of a limit price.
            trailing_up_limit: grid_json
                .trailing_up_limit
                .as_ref()
                .map(|s| Decimal::from_str(s))
                .transpose()
                .context("Invalid grid trailing_up_limit")?,
            trailing_down_limit: grid_json
                .trailing_down_limit
                .as_ref()
                .map(|s| Decimal::from_str(s))
                .transpose()
                .context("Invalid grid trailing_down_limit")?,
        };

        // Validate grid config
        let mut errors = grid_config.validate();
        let mut bounded_prices = vec![
            ("grid.start_price", grid_config.start_price),
            ("grid.end_price", grid_config.end_price),
        ];
        if let Some(price) = grid_config.trailing_up_limit {
            bounded_prices.push(("grid.trailing_up_limit", price));
        }
        if let Some(price) = grid_config.trailing_down_limit {
            bounded_prices.push(("grid.trailing_down_limit", price));
        }
        push_price_bound_errors(&grid_config.market, &bounded_prices, &mut errors);
        if !errors.is_empty() {
            anyhow::bail!(
                "Grid configuration validation failed: {}",
                errors.join(", ")
            );
        }

        Ok(Box::new(GridStrategy::new(grid_config)))
    } else if is_dca {
        // DCA strategy
        let dca_json = config
            .dca
            .as_ref()
            .context("DCA config missing: add 'dca' section to config")?;

        let dca_config = DCAConfig {
            strategy_id: StrategyId::new(format!("{}-dca", config.primary_market().base())),
            environment,
            market: config.primary_market().clone(),
            direction: match dca_json.direction.to_lowercase().as_str() {
                "short" => DCADirection::Short,
                _ => DCADirection::Long,
            },
            trigger_price: Decimal::from_str(&dca_json.trigger_price)
                .context("Invalid trigger_price")?,
            base_order_size: Decimal::from_str(&dca_json.base_order_size)
                .context("Invalid base_order_size")?,
            dca_order_size: Decimal::from_str(&dca_json.dca_order_size)
                .context("Invalid dca_order_size")?,
            max_dca_orders: dca_json.max_dca_orders,
            size_multiplier: Decimal::from_str(&dca_json.size_multiplier)
                .context("Invalid size_multiplier")?,
            price_deviation_pct: Decimal::from_str(&dca_json.price_deviation_pct)
                .context("Invalid price_deviation_pct")?,
            deviation_multiplier: Decimal::from_str(&dca_json.deviation_multiplier)
                .context("Invalid deviation_multiplier")?,
            take_profit_pct: Decimal::from_str(&dca_json.take_profit_pct)
                .context("Invalid take_profit_pct")?,
            stop_loss: dca_json
                .stop_loss
                .as_ref()
                .map(|s| Decimal::from_str(s))
                .transpose()
                .context("Invalid stop_loss")?,
            leverage: Decimal::from_str(&dca_json.leverage).context("Invalid leverage")?,
            max_leverage: Decimal::from_str(&dca_json.max_leverage)
                .context("Invalid max_leverage")?,
            restart_on_complete: dca_json.restart_on_complete,
            cooldown_period_secs: dca_json.cooldown_period_secs,
        };

        // Validate DCA config
        let mut errors = dca_config.validate();
        push_price_bound_errors(
            &dca_config.market,
            &[("dca.trigger_price", dca_config.trigger_price)],
            &mut errors,
        );
        if !errors.is_empty() {
            anyhow::bail!("DCA configuration validation failed: {}", errors.join(", "));
        }

        Ok(Box::new(DCAStrategy::new(dca_config)))
    } else if strategy_type == "tick_trader" {
        #[cfg(feature = "strategy-tick-trader")]
        {
            // Tick-trader: custom strategy using custom_config() pattern
            let tick_config: TickTraderConfig = config.custom_config("tick_trader")?;
            let errors = tick_config.validate();
            if !errors.is_empty() {
                anyhow::bail!(
                    "Tick trader config validation failed: {}",
                    errors.join(", ")
                );
            }
            Ok(Box::new(TickTrader::new(tick_config)))
        }
        #[cfg(not(feature = "strategy-tick-trader"))]
        {
            anyhow::bail!("Tick trader strategy is not enabled in this build")
        }
    } else if strategy_type == "rsi" {
        #[cfg(feature = "strategy-rsi")]
        {
            // RSI strategy: uses inline Wilder's RSI indicator + bar aggregation
            let rsi_config: RsiStrategyConfig = config.custom_config("rsi")?;
            let errors = rsi_config.validate();
            if !errors.is_empty() {
                anyhow::bail!("RSI config validation failed: {}", errors.join(", "));
            }
            let market = config.primary_market().clone();
            let environment = config.parse_environment();
            Ok(Box::new(RsiStrategy::new(rsi_config, market, environment)))
        }
        #[cfg(not(feature = "strategy-rsi"))]
        {
            anyhow::bail!("RSI strategy is not enabled in this build")
        }
    } else if is_mm {
        // Market maker strategy
        let mm_json = config
            .mm
            .as_ref()
            .context("MM config missing: add 'mm' section to config for strategy_type='mm'")?;

        let base_order_size =
            Decimal::from_str(&mm_json.base_order_size).context("Invalid base_order_size")?;
        let base_spread = Decimal::from_str(&mm_json.base_spread).context("Invalid base_spread")?;
        let max_position_size =
            Decimal::from_str(&mm_json.max_position_size).context("Invalid max_position_size")?;
        let price_skew_gamma =
            Decimal::from_str(&mm_json.price_skew_gamma).context("Invalid price_skew_gamma")?;
        let size_skew_floor =
            Decimal::from_str(&mm_json.size_skew_floor).context("Invalid size_skew_floor")?;
        let min_price_change_pct = Decimal::from_str(&mm_json.min_price_change_pct)
            .context("Invalid min_price_change_pct")?;

        let stop_loss = mm_json
            .stop_loss
            .as_ref()
            .map(|s| Decimal::from_str(s))
            .transpose()
            .context("Invalid stop_loss")?;
        let take_profit = mm_json
            .take_profit
            .as_ref()
            .map(|s| Decimal::from_str(s))
            .transpose()
            .context("Invalid take_profit")?;

        let skew_mode = match mm_json.skew_mode.to_lowercase().as_str() {
            "none" => SkewMode::None,
            "size" => SkewMode::Size,
            "price" => SkewMode::Price,
            "both" | _ => SkewMode::Both,
        };

        let mm_config = MarketMakerConfig {
            strategy_id: StrategyId::new(format!("{}-mm", config.primary_market().base())),
            environment,
            market: config.primary_market().clone(),
            base_order_size,
            base_spread,
            target_position_pct: Decimal::new(5, 1), // 0.5
            min_position_pct: Decimal::new(1, 1),    // 0.1
            max_position_pct: Decimal::new(9, 1),    // 0.9
            max_position_size,
            skew_mode,
            price_skew_gamma,
            size_skew_floor,
            min_price_change_pct,
            stop_loss,
            take_profit,
        };

        // Validate MM config
        let errors = mm_config.validate();
        if !errors.is_empty() {
            anyhow::bail!("Configuration validation failed: {}", errors.join(", "));
        }

        Ok(Box::new(MarketMaker::new(mm_config)))
    } else {
        // =====================================================================
        // Custom strategy — registered by AI agents / advanced users.
        //
        // To register a custom strategy:
        // 1. Create your strategy crate (use supurr_skill/templates/strategy-template/)
        // 2. Add it to workspace Cargo.toml
        // 3. Add dependency in bot-engine/Cargo.toml
        // 4. Add a branch here:
        //      "mystrategy" => strategy_mystrategy::build_from_json(&config),
        // =====================================================================
        anyhow::bail!(
            "Unknown strategy type: '{}'. Built-in types: grid, dca, mm, arb. \
             For custom strategies, see STRATEGY_API.md.",
            strategy_type
        )
    }
}

/// Build InstrumentMeta from BotConfig's primary market.
pub fn build_instrument_meta(config: &BotConfig) -> InstrumentMeta {
    let primary_market = config.primary_market();
    let quote_currency = primary_market.quote();

    // Extract instrument_meta from Market, use defaults if not provided
    let (tick_size, lot_size, min_qty, min_notional) = primary_market
        .instrument_meta()
        .map(|im| (im.tick_size, im.lot_size, im.min_qty, im.min_notional))
        .unwrap_or((Decimal::new(1, 1), Decimal::new(1, 4), None, None));

    InstrumentMeta {
        instrument_id: primary_market.instrument_id(),
        market_index: primary_market.market_index(),
        base_asset: AssetId::new(primary_market.base()),
        quote_asset: AssetId::new(quote_currency),
        tick_size,
        lot_size,
        min_qty,
        min_notional,
        fee_asset_default: Some(AssetId::new(quote_currency)),
        kind: primary_market.instrument_kind(),
    }
}

/// Build InstrumentMeta for ALL markets in `config.markets[]`.
///
/// For multi-instrument strategies (e.g., Arbitrage with spot + perp),
/// this returns one `InstrumentMeta` per market entry.
pub fn build_instrument_metas(config: &BotConfig) -> Vec<InstrumentMeta> {
    let markets = orchestrator_markets(config).unwrap_or_else(|_| config.markets.clone());

    markets
        .iter()
        .map(|market| {
            let quote_currency = market.quote();
            let (tick_size, lot_size, min_qty, min_notional) = market
                .instrument_meta()
                .map(|im| (im.tick_size, im.lot_size, im.min_qty, im.min_notional))
                .unwrap_or((Decimal::new(1, 1), Decimal::new(1, 4), None, None));

            InstrumentMeta {
                instrument_id: market.instrument_id(),
                market_index: market.market_index(),
                base_asset: AssetId::new(market.base()),
                quote_asset: AssetId::new(quote_currency),
                tick_size,
                lot_size,
                min_qty,
                min_notional,
                fee_asset_default: Some(AssetId::new(quote_currency)),
                kind: market.instrument_kind(),
            }
        })
        .collect()
}

#[cfg(test)]
mod tests {
    use super::*;
    use bot_core::HyperliquidMarket;
    use rust_decimal_macros::dec;

    fn btc_perp_market() -> Market {
        Market::Hyperliquid(HyperliquidMarket::Perp {
            base: "BTC".to_string(),
            quote: "USDC".to_string(),
            index: 0,
            instrument_meta: None,
        })
    }

    fn btc_outcome_market() -> Market {
        Market::Hyperliquid(HyperliquidMarket::Outcome {
            name: "BTC > 78213".to_string(),
            outcome_id: 1,
            side: 0,
            instrument_meta: None,
        })
    }

    fn base_config(strategy_type: &str) -> BotConfig {
        BotConfig {
            environment: "mainnet".to_string(),
            private_key: String::new(),
            address: String::new(),
            vault_address: None,
            base_url_override: None,
            strategy_type: strategy_type.to_string(),
            markets: vec![btc_perp_market()],
            poll_delay_ms: 500,
            grid: None,
            mm: None,
            dca: None,
            arbitrage: None,
            orchestrator: None,
            builder_fee: None,
            sync: None,
            simulation: None,
            extra: HashMap::new(),
        }
    }

    #[test]
    fn grid_allocated_capital_uses_max_investment_quote() {
        let mut config = base_config("grid");
        config.grid = Some(GridConfigJson {
            mode: "long".to_string(),
            levels: 10,
            start_price: "77000".to_string(),
            end_price: "78000".to_string(),
            max_investment_quote: "123.45".to_string(),
            leverage: "20".to_string(),
            max_leverage: "40".to_string(),
            post_only: false,
            stop_loss: None,
            take_profit: None,
            trailing_up_limit: None,
            trailing_down_limit: None,
        });

        assert_eq!(config.strategy_allocated_capital_usdc(), Some(dec!(123.45)));
    }

    #[test]
    fn orchestrator_registers_both_outcome_legs_from_one_market() {
        let mut config = base_config("orchestrator");
        config.markets = vec![btc_outcome_market()];
        config.grid = Some(GridConfigJson {
            mode: "long".to_string(),
            levels: 10,
            start_price: "0.2".to_string(),
            end_price: "0.8".to_string(),
            max_investment_quote: "500".to_string(),
            leverage: "1".to_string(),
            max_leverage: "1".to_string(),
            post_only: false,
            stop_loss: Some("10".to_string()),
            take_profit: Some("10".to_string()),
            trailing_up_limit: None,
            trailing_down_limit: None,
        });
        config.orchestrator = Some(OrchestratorConfigJson {
            kind: "prediction_yes_no_grid".to_string(),
            allocation_mode: "static_50_50".to_string(),
            take_profit_pct: Some("10".to_string()),
            stop_loss_pct: Some("5".to_string()),
            start_conditions: Vec::new(),
            validation_conditions: Vec::new(),
            risk_conditions: Vec::new(),
            children: Vec::new(),
            legs: Vec::new(),
        });

        let strategy = build_strategy(&config).expect("orchestrator strategy should build");
        assert_eq!(strategy.id().as_str(), "BTC > 78213-orchestrator");

        let metas = build_instrument_metas(&config);
        let instruments: Vec<String> = metas
            .iter()
            .map(|meta| meta.instrument_id.to_string())
            .collect();
        assert_eq!(instruments, vec!["#10-OUTCOME", "#11-OUTCOME"]);
        assert_eq!(config.strategy_allocated_capital_usdc(), Some(dec!(500)));
    }

    #[test]
    fn orchestrator_accepts_client_supplied_leg_ranges() {
        let orchestrator = OrchestratorConfigJson {
            kind: "prediction_yes_no_grid".to_string(),
            allocation_mode: "static_50_50".to_string(),
            take_profit_pct: None,
            stop_loss_pct: None,
            start_conditions: Vec::new(),
            validation_conditions: Vec::new(),
            risk_conditions: Vec::new(),
            children: Vec::new(),
            legs: vec![
                OrchestratorLegConfigJson {
                    side: 0,
                    start_price: "0.30".to_string(),
                    end_price: "0.36".to_string(),
                    trailing_up_limit: None,
                    trailing_down_limit: None,
                },
                OrchestratorLegConfigJson {
                    side: 1,
                    start_price: "0.64".to_string(),
                    end_price: "0.70".to_string(),
                    trailing_up_limit: None,
                    trailing_down_limit: None,
                },
            ],
        };

        let overrides = leg_overrides_by_side(&orchestrator).expect("valid leg overrides");
        assert_eq!(overrides[&0].start_price, "0.30");
        assert_eq!(overrides[&1].end_price, "0.70");
    }

    #[test]
    fn arbitrage_allocated_capital_uses_order_amount() {
        let mut config = base_config("arb");
        config.arbitrage = Some(ArbitrageConfigJson {
            order_amount: "50".to_string(),
            perp_leverage: "5".to_string(),
            min_opening_spread_pct: "0.2".to_string(),
            min_closing_spread_pct: "0.05".to_string(),
            spot_slippage_buffer_pct: "0.1".to_string(),
            perp_slippage_buffer_pct: "0.1".to_string(),
        });

        assert_eq!(config.strategy_allocated_capital_usdc(), Some(dec!(50)));
    }

    #[test]
    fn dca_allocated_capital_uses_full_ladder_not_wallet_balance() {
        let mut config = base_config("dca");
        config.dca = Some(DCAConfigJson {
            direction: "long".to_string(),
            trigger_price: "100".to_string(),
            base_order_size: "1".to_string(),
            dca_order_size: "1".to_string(),
            max_dca_orders: 2,
            size_multiplier: "2".to_string(),
            price_deviation_pct: "10".to_string(),
            deviation_multiplier: "1".to_string(),
            take_profit_pct: "2".to_string(),
            stop_loss: None,
            leverage: "1".to_string(),
            max_leverage: "10".to_string(),
            restart_on_complete: false,
            cooldown_period_secs: 60,
        });

        // Base: 1 * 100 = 100
        // DCA 1: 1 * 90 = 90
        // DCA 2: 2 * 81 = 162
        assert_eq!(config.strategy_allocated_capital_usdc(), Some(dec!(352)));
    }

    #[test]
    fn grid_rejects_outcome_prices_outside_probability_bounds() {
        let mut config = base_config("grid");
        config.markets = vec![btc_outcome_market()];
        config.grid = Some(GridConfigJson {
            mode: "long".to_string(),
            levels: 2,
            start_price: "0.50".to_string(),
            end_price: "1.20".to_string(),
            max_investment_quote: "20".to_string(),
            leverage: "1".to_string(),
            max_leverage: "1".to_string(),
            post_only: false,
            stop_loss: None,
            take_profit: None,
            trailing_up_limit: None,
            trailing_down_limit: None,
        });

        let error = match build_strategy(&config) {
            Ok(_) => panic!("outcome grid should fail bounds"),
            Err(error) => error,
        };
        assert!(error.to_string().contains("grid.end_price"));
    }

    #[test]
    fn dca_rejects_outcome_trigger_outside_probability_bounds() {
        let mut config = base_config("dca");
        config.markets = vec![btc_outcome_market()];
        config.dca = Some(DCAConfigJson {
            direction: "long".to_string(),
            trigger_price: "1.01".to_string(),
            base_order_size: "1".to_string(),
            dca_order_size: "1".to_string(),
            max_dca_orders: 1,
            size_multiplier: "1".to_string(),
            price_deviation_pct: "1".to_string(),
            deviation_multiplier: "1".to_string(),
            take_profit_pct: "1".to_string(),
            stop_loss: None,
            leverage: "1".to_string(),
            max_leverage: "1".to_string(),
            restart_on_complete: false,
            cooldown_period_secs: 60,
        });

        let error = match build_strategy(&config) {
            Ok(_) => panic!("outcome dca should fail bounds"),
            Err(error) => error,
        };
        assert!(error.to_string().contains("dca.trigger_price"));
    }
}