chapaty 1.3.0

use std::{fmt::Debug, hash::Hash};

use serde::{Deserialize, Serialize};

use crate::{
    data::{
        common::ProfileAggregation,
        domain::{
            CountryCode, DataBroker, EconomicCategory, EconomicDataSource, EconomicEventImpact,
            Exchange, Period, Symbol,
        },
        event::{EconomicCalendarId, OhlcvId, TpoId, TradesId, VolumeProfileId},
    },
    error::ChapatyResult,
    indicator::batch::{
        WithBatchIndicators, ohlcv::BatchOhlcvIndicator, trades::BatchTradesIndicator,
    },
};

// ================================================================================================
// OHLCV Configurations
// ================================================================================================

/// Configuration for retrieving OHLCV (Open, High, Low, Close, Volume) data
/// from spot markets.
///
/// OHLCV data represents aggregated price and volume information over specified
/// time periods, commonly used for candlestick charts and technical analysis.
#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
pub struct OhlcvSpotQuery {
    /// The data broker to query from.
    pub broker: DataBroker,

    /// The trading pair symbol (e.g., "btc-usdt", "eth-usdt").
    pub symbol: Symbol,

    /// Optional exchange name. If `None`, defaults to the broker's primary
    /// exchange.
    pub exchange: Option<Exchange>,

    /// The timeframe for each OHLCV candle (e.g., "1m", "5m", "1h", "1d").
    pub period: Period,

    /// Number of records to stream per batch.
    ///
    /// Valid range: 100-10000. Defaults to 1000 if not specified.
    pub batch_size: i32,

    /// Data configurations that support derived technical analysis.
    pub indicators: Vec<BatchOhlcvIndicator>,
}

/// Configuration for retrieving OHLCV (Open, High, Low, Close, Volume) data
/// from futures markets.
///
/// Similar to spot OHLCV data, but specifically for futures contracts which
/// include additional fields like open interest and funding rates.
#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
pub struct OhlcvFutureQuery {
    /// The data broker to query from.
    pub broker: DataBroker,

    /// The futures contract symbol. Must be a valid futures symbol format.
    pub symbol: Symbol,

    /// Optional exchange name. If `None`, defaults to the broker's primary
    /// exchange.
    pub exchange: Option<Exchange>,

    /// The timeframe for each OHLCV candle (e.g., "1m", "5m", "1h", "1d").
    pub period: Period,

    /// Number of records to stream per batch.
    ///
    /// Valid range: 100-10000. Defaults to 1000 if not specified.
    pub batch_size: i32,

    /// Data configurations that support derived technical analysis.
    pub indicators: Vec<BatchOhlcvIndicator>,
}

// ================================================================================================
// Trade Data Configuration
// ================================================================================================

/// Configuration for retrieving trade-level spot market data.
///
/// Trade data represents individual trades or price updates at the finest
/// granularity, capturing every market transaction with microsecond precision.
#[derive(Debug, Clone, PartialEq, Eq, Hash, PartialOrd, Ord, Serialize, Deserialize)]
pub struct TradesSpotQuery {
    /// The data broker to query from.
    pub broker: DataBroker,

    /// The trading pair symbol (e.g., "btc-usdt", "eth-usdt").
    pub symbol: Symbol,

    /// Optional exchange name. If `None`, defaults to the broker's primary
    /// exchange.
    pub exchange: Option<Exchange>,

    /// Number of records to stream per batch.
    ///
    /// Valid range: 100-10000. Defaults to 1000 if not specified.
    /// Consider larger batch sizes for trade data to optimize throughput.
    pub batch_size: i32,

    /// Data configurations that support derived technical analysis.
    pub indicators: Vec<BatchTradesIndicator>,
}

// ================================================================================================
// TPO Configurations
// ================================================================================================

/// Configuration for retrieving Time Price Opportunity (TPO) data from spot
/// markets.
///
/// TPO, also known as Market Profile, displays market activity organized by
/// price level and time, showing where trading activity has occurred and
/// helping identify key support/resistance levels.
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, PartialOrd, Ord, Serialize, Deserialize)]
pub struct TpoSpotQuery {
    /// The data broker to query from.
    pub broker: DataBroker,

    /// The trading pair symbol (e.g., "btc-usdt", "eth-usdt").
    pub symbol: Symbol,

    /// Optional exchange name. If `None`, defaults to the broker's primary
    /// exchange.
    pub exchange: Option<Exchange>,

    /// Optional aggregation parameters for profile construction.
    ///
    /// If `None`, uses default aggregation (1m timeframe, finest price
    /// granularity).
    pub aggregation: Option<ProfileAggregation>,

    /// Number of records to stream per batch.
    ///
    /// Valid range: 100-10000. Defaults to 1000 if not specified.
    pub batch_size: i32,
}

/// Configuration for retrieving Time Price Opportunity (TPO) data from futures
/// markets.
///
/// TPO data for futures markets, providing Market Profile insights for futures
/// contracts.
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, PartialOrd, Ord, Serialize, Deserialize)]
pub struct TpoFutureQuery {
    /// The data broker to query from.
    pub broker: DataBroker,

    /// The futures contract symbol.
    pub symbol: Symbol,

    /// Optional exchange name. If `None`, defaults to the broker's primary
    /// exchange.
    pub exchange: Option<Exchange>,

    /// Optional aggregation parameters for profile construction.
    ///
    /// If `None`, uses default aggregation (1m timeframe, finest price
    /// granularity).
    pub aggregation: Option<ProfileAggregation>,

    /// Number of records to stream per batch.
    ///
    /// Valid range: 100-10000. Defaults to 1000 if not specified.
    pub batch_size: i32,
}

// ================================================================================================
// Volume Profile Configuration
// ================================================================================================

/// Configuration for retrieving Volume Profile data from spot markets.
///
/// Volume Profile shows the distribution of trading volume across different
/// price levels, helping identify high-volume nodes (HVN) and low-volume nodes
/// (LVN) that often act as support or resistance.
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, PartialOrd, Ord, Serialize, Deserialize)]
pub struct VolumeProfileSpotQuery {
    /// The data broker to query from.
    pub broker: DataBroker,

    /// The trading pair symbol (e.g., "btc-usdt", "eth-usdt").
    pub symbol: Symbol,

    /// Optional exchange name. If `None`, defaults to the broker's primary
    /// exchange.
    pub exchange: Option<Exchange>,

    /// Optional aggregation parameters for profile construction.
    ///
    /// If `None`, uses default aggregation (1m timeframe, finest price
    /// granularity).
    pub aggregation: Option<ProfileAggregation>,

    /// Number of records to stream per batch.
    ///
    /// Valid range: 100-10000. Defaults to 1000 if not specified.
    pub batch_size: i32,
}

// ================================================================================================
// Economic Calendar Configuration
// ================================================================================================

/// Configuration for retrieving economic calendar events.
///
/// Economic calendar data provides scheduled releases of economic indicators,
/// central bank announcements, and other market-moving events.
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, PartialOrd, Ord, Serialize, Deserialize)]
pub struct EconomicCalendarQuery {
    /// The data broker to query from.
    pub broker: DataBroker,

    /// Optional filter by specific data source (e.g., "investingcom", "fred").
    ///
    /// If `None`, retrieves data from all available sources for the broker.
    pub data_source: Option<EconomicDataSource>,

    /// Optional filter by country using ISO 3166-1 alpha-2 code (e.g., "US",
    /// "GB", "JP").
    ///
    /// Special code "EZ" represents the Euro Zone. Country codes must be
    /// uppercase. If `None`, retrieves data for all countries.
    pub country_code: Option<CountryCode>,

    /// Optional filter by economic category.
    ///
    /// If `None`, retrieves events across all categories.
    pub category: Option<EconomicCategory>,

    /// Optional filter by economic importance.
    ///
    /// If `None`, retrieves any importance.
    pub importance: Option<EconomicEventImpact>,

    /// Number of records to stream per batch.
    ///
    /// Valid range: 100-10000. Defaults to 1000 if not specified.
    pub batch_size: i32,
}

// ================================================================================================
// Traits
// ================================================================================================

impl WithBatchIndicators for OhlcvSpotQuery {
    type BatchIndicator = BatchOhlcvIndicator;

    fn with_indicator(mut self, kind: Self::BatchIndicator) -> Self {
        self.indicators.push(kind);
        self
    }
}

impl WithBatchIndicators for OhlcvFutureQuery {
    type BatchIndicator = BatchOhlcvIndicator;

    fn with_indicator(mut self, kind: Self::BatchIndicator) -> Self {
        self.indicators.push(kind);
        self
    }
}

impl WithBatchIndicators for TradesSpotQuery {
    type BatchIndicator = BatchTradesIndicator;

    fn with_indicator(mut self, kind: Self::BatchIndicator) -> Self {
        self.indicators.push(kind);
        self
    }
}

/// Maps a configuration type to its corresponding stream identifier.
///
/// This trait enables type-safe conversion from user-facing configuration
/// (which includes wire protocol details like `batch_size`) to internal
/// domain identifiers used for stream management.
pub trait QueryId {
    /// The unique identifier type for this configuration's data stream.
    type Id: Copy + PartialEq + Eq + Hash + PartialOrd + Ord + Debug + Send + Sync;

    /// Converts this configuration into its corresponding stream identifier.
    ///
    /// This method extracts only the fields that uniquely identify a data
    /// stream, omitting operational parameters like `batch_size` or
    /// indicators.
    ///
    /// # Errors
    ///
    /// Returns an error if the configuration contains invalid broker/exchange
    /// combinations or if required conversions fail.
    fn to_id(&self) -> ChapatyResult<Self::Id>;
}
impl QueryId for OhlcvSpotQuery {
    type Id = OhlcvId;

    fn to_id(&self) -> ChapatyResult<Self::Id> {
        let exchange = match self.exchange {
            Some(ex) => ex,
            None => self.broker.try_into()?,
        };

        Ok(OhlcvId {
            broker: self.broker,
            exchange,
            symbol: self.symbol,
            period: self.period,
        })
    }
}

impl QueryId for OhlcvFutureQuery {
    type Id = OhlcvId;

    fn to_id(&self) -> ChapatyResult<Self::Id> {
        let exchange = match self.exchange {
            Some(ex) => ex,
            None => self.broker.try_into()?,
        };

        Ok(OhlcvId {
            broker: self.broker,
            exchange,
            symbol: self.symbol,
            period: self.period,
        })
    }
}

impl QueryId for TradesSpotQuery {
    type Id = TradesId;

    fn to_id(&self) -> ChapatyResult<Self::Id> {
        let exchange = match self.exchange {
            Some(ex) => ex,
            None => self.broker.try_into()?,
        };

        Ok(TradesId {
            broker: self.broker,
            exchange,
            symbol: self.symbol,
        })
    }
}

impl QueryId for TpoSpotQuery {
    type Id = TpoId;

    fn to_id(&self) -> ChapatyResult<Self::Id> {
        let exchange = match self.exchange {
            Some(ex) => ex,
            None => self.broker.try_into()?,
        };

        Ok(TpoId {
            broker: self.broker,
            exchange,
            symbol: self.symbol,
            aggregation: self.aggregation.unwrap_or_default(),
        })
    }
}

impl QueryId for TpoFutureQuery {
    type Id = TpoId;

    fn to_id(&self) -> ChapatyResult<Self::Id> {
        let exchange = match self.exchange {
            Some(ex) => ex,
            None => self.broker.try_into()?,
        };

        Ok(TpoId {
            broker: self.broker,
            exchange,
            symbol: self.symbol,
            aggregation: self.aggregation.unwrap_or_default(),
        })
    }
}

impl QueryId for VolumeProfileSpotQuery {
    type Id = VolumeProfileId;

    fn to_id(&self) -> ChapatyResult<Self::Id> {
        let exchange = match self.exchange {
            Some(ex) => ex,
            None => self.broker.try_into()?,
        };

        Ok(VolumeProfileId {
            broker: self.broker,
            exchange,
            symbol: self.symbol,
            aggregation: self.aggregation.unwrap_or_default(),
        })
    }
}

impl QueryId for EconomicCalendarQuery {
    type Id = EconomicCalendarId;

    fn to_id(&self) -> ChapatyResult<Self::Id> {
        Ok(EconomicCalendarId {
            broker: self.broker,
            data_source: self.data_source,
            country_code: self.country_code,
            category: self.category,
            importance: self.importance,
        })
    }
}