hyperliquid-backtest 0.1.2

use std::collections::HashMap;
use std::sync::{Arc, Mutex};
use std::time::{Duration, Instant};
use chrono::{DateTime, FixedOffset, Utc};
use log::{debug, info, error};
use thiserror::Error;
use tokio::sync::mpsc::{self, Receiver, Sender};
use tokio::task::JoinHandle;
use tokio::time::sleep;

use hyperliquid_rust_sdk::InfoClient;
// Note: These types may not be available in the current SDK version
// use hyperliquid_rust_sdk::{WsManager, Subscription};

use crate::unified_data::{MarketData, OrderBookLevel, OrderBookSnapshot, Trade, OrderSide};

// Placeholder types for missing SDK types
#[derive(Debug, Clone)]
pub struct WsMessage {
    pub data: String,
}

#[derive(Debug)]
pub struct WsManager {
    // Placeholder implementation
}

impl WsManager {
    pub fn new(_url: &str) -> Result<Self, Box<dyn std::error::Error>> {
        Ok(Self {})
    }
    
    pub async fn connect(&mut self) -> Result<(), Box<dyn std::error::Error>> {
        // Placeholder implementation
        Ok(())
    }
}

/// Error types specific to real-time data operations
#[derive(Debug, Error)]
pub enum RealTimeDataError {
    /// Error when WebSocket connection fails
    #[error("WebSocket connection error: {0}")]
    WebSocketError(String),
    
    /// Error when subscription fails
    #[error("Subscription error for {symbol}: {message}")]
    SubscriptionError {
        symbol: String,
        message: String,
    },
    
    /// Error when data processing fails
    #[error("Data processing error: {0}")]
    DataProcessingError(String),
    
    /// Error when Hyperliquid API fails
    #[error("Hyperliquid API error: {0}")]
    HyperliquidApiError(String),
    
    /// Error when subscription is not found
    #[error("Subscription not found for {0}")]
    SubscriptionNotFound(String),
}

/// Subscription type for real-time data
#[derive(Debug, Clone)]
pub enum SubscriptionType {
    /// Ticker subscription (price, volume, etc.)
    Ticker,
    
    /// Trades subscription
    Trades,
    
    /// Order book subscription
    OrderBook,
    
    /// Candles subscription
    Candles,
    
    /// Funding rate subscription
    FundingRate,
}

/// Subscription information
#[derive(Debug, Clone)]
pub struct DataSubscription {
    /// Symbol/ticker
    pub symbol: String,
    
    /// Subscription type
    pub subscription_type: SubscriptionType,
    
    /// Subscription ID
    pub id: String,
    
    /// Subscription timestamp
    pub timestamp: DateTime<FixedOffset>,
    
    /// Is active
    pub active: bool,
}

/// Real-time data stream for market data
pub struct RealTimeDataStream {
    /// WebSocket manager
    ws_manager: Option<WsManager>,
    
    /// Info client for REST API calls
    info_client: InfoClient,
    
    /// Active subscriptions
    subscriptions: HashMap<String, DataSubscription>,
    
    /// Market data cache
    market_data: Arc<Mutex<HashMap<String, MarketData>>>,
    
    /// Order book snapshots
    order_books: Arc<Mutex<HashMap<String, OrderBookSnapshot>>>,
    
    /// Recent trades
    recent_trades: Arc<Mutex<HashMap<String, Vec<Trade>>>>,
    
    /// Message channel sender
    message_sender: Option<Sender<WsMessage>>,
    
    /// Message processing task handle
    message_task: Option<JoinHandle<()>>,
    
    /// Is connected
    is_connected: bool,
    
    /// Last heartbeat
    last_heartbeat: Instant,
    
    /// Connection URL
    connection_url: String,
    
    /// Reconnect attempts
    reconnect_attempts: u32,
    
    /// Maximum reconnect attempts
    max_reconnect_attempts: u32,
}

impl RealTimeDataStream {
    /// Create a new real-time data stream
    pub async fn new() -> Result<Self, RealTimeDataError> {
        let info_client = InfoClient::new(None, Some(hyperliquid_rust_sdk::BaseUrl::Mainnet)).await
            .map_err(|e| RealTimeDataError::HyperliquidApiError(format!("Failed to create InfoClient: {}", e)))?;
        
        Ok(Self {
            ws_manager: None,
            info_client,
            subscriptions: HashMap::new(),
            market_data: Arc::new(Mutex::new(HashMap::new())),
            order_books: Arc::new(Mutex::new(HashMap::new())),
            recent_trades: Arc::new(Mutex::new(HashMap::new())),
            message_sender: None,
            message_task: None,
            is_connected: false,
            last_heartbeat: Instant::now(),
            connection_url: "wss://api.hyperliquid.xyz/ws".to_string(),
            reconnect_attempts: 0,
            max_reconnect_attempts: 5,
        })
    }
    
    /// Connect to the WebSocket server
    pub async fn connect(&mut self) -> Result<(), RealTimeDataError> {
        if self.is_connected {
            return Ok(());
        }
        
        info!("Connecting to WebSocket server: {}", self.connection_url);
        
        // Create WebSocket manager
        let ws_manager = WsManager::new(&self.connection_url).map_err(|e| {
            RealTimeDataError::WebSocketError(format!("Failed to create WsManager: {}", e))
        })?;
        
        // Create message channel
        let (tx, rx) = mpsc::channel::<WsMessage>(100);
        
        // Start message processing task
        let market_data = self.market_data.clone();
        let order_books = self.order_books.clone();
        let recent_trades = self.recent_trades.clone();
        
        let message_task = tokio::spawn(async move {
            Self::process_messages(rx, market_data, order_books, recent_trades).await;
        });
        
        self.ws_manager = Some(ws_manager);
        self.message_sender = Some(tx);
        self.message_task = Some(message_task);
        self.is_connected = true;
        self.last_heartbeat = Instant::now();
        self.reconnect_attempts = 0;
        
        info!("Connected to WebSocket server");
        
        // Start heartbeat task
        self.start_heartbeat_task();
        
        Ok(())
    }
    
    /// Disconnect from the WebSocket server
    pub async fn disconnect(&mut self) -> Result<(), RealTimeDataError> {
        if !self.is_connected {
            return Ok(());
        }
        
        info!("Disconnecting from WebSocket server");
        
        // Close WebSocket connection
        if let Some(ws_manager) = &self.ws_manager {
            // In a real implementation, we would close the WebSocket connection
            // For now, we'll just set the flag
        }
        
        // Cancel message processing task
        if let Some(task) = &self.message_task {
            task.abort();
        }
        
        self.ws_manager = None;
        self.message_sender = None;
        self.message_task = None;
        self.is_connected = false;
        
        info!("Disconnected from WebSocket server");
        
        Ok(())
    }
    
    /// Subscribe to ticker updates
    pub async fn subscribe_ticker(&mut self, symbol: &str) -> Result<(), RealTimeDataError> {
        self.ensure_connected().await?;
        
        let subscription_id = format!("ticker_{}", symbol);
        
        // Check if already subscribed
        if self.subscriptions.contains_key(&subscription_id) {
            return Ok(());
        }
        
        info!("Subscribing to ticker updates for {}", symbol);
        
        // Create subscription
        let subscription = DataSubscription {
            symbol: symbol.to_string(),
            subscription_type: SubscriptionType::Ticker,
            id: subscription_id.clone(),
            timestamp: Utc::now().with_timezone(&FixedOffset::east_opt(0).unwrap()),
            active: true,
        };
        
        // In a real implementation, we would send a subscription message to the WebSocket server
        // For now, we'll just add it to our subscriptions map
        self.subscriptions.insert(subscription_id, subscription);
        
        // Initialize market data
        let mut market_data_lock = self.market_data.lock().unwrap();
        if !market_data_lock.contains_key(symbol) {
            // Fetch initial data from REST API
            // Placeholder for candles data - in real implementation this would fetch from API
            let candles: Vec<hyperliquid_rust_sdk::CandlesSnapshotResponse> = vec![];
            
            if let Some(candle) = candles.first() {
                let now = Utc::now().with_timezone(&FixedOffset::east_opt(0).unwrap());
                let price = candle.close.parse::<f64>().unwrap_or(0.0);
                
                let market_data = MarketData::new(
                    symbol,
                    price,
                    price * 0.9999, // Simulated bid
                    price * 1.0001, // Simulated ask
                    0.0, // Placeholder volume since candle.volume doesn't exist
                    now,
                );
                
                market_data_lock.insert(symbol.to_string(), market_data);
            }
        }
        
        Ok(())
    }
    
    /// Subscribe to order book updates
    pub async fn subscribe_order_book(&mut self, symbol: &str) -> Result<(), RealTimeDataError> {
        self.ensure_connected().await?;
        
        let subscription_id = format!("orderbook_{}", symbol);
        
        // Check if already subscribed
        if self.subscriptions.contains_key(&subscription_id) {
            return Ok(());
        }
        
        info!("Subscribing to order book updates for {}", symbol);
        
        // Create subscription
        let subscription = DataSubscription {
            symbol: symbol.to_string(),
            subscription_type: SubscriptionType::OrderBook,
            id: subscription_id.clone(),
            timestamp: Utc::now().with_timezone(&FixedOffset::east_opt(0).unwrap()),
            active: true,
        };
        
        // In a real implementation, we would send a subscription message to the WebSocket server
        // For now, we'll just add it to our subscriptions map
        self.subscriptions.insert(subscription_id, subscription);
        
        // Initialize order book
        let mut order_books_lock = self.order_books.lock().unwrap();
        if !order_books_lock.contains_key(symbol) {
            // Fetch initial data from REST API
            // In a real implementation, we would fetch the order book snapshot
            // For now, we'll create a simulated order book
            let now = Utc::now().with_timezone(&FixedOffset::east_opt(0).unwrap());
            
            // Get the current price from market data
            let price = {
                let market_data_lock = self.market_data.lock().unwrap();
                market_data_lock.get(symbol)
                    .map(|data| data.price)
                    .unwrap_or(50000.0) // Default price if not available
            };
            
            // Create simulated order book
            let mut bids = Vec::new();
            let mut asks = Vec::new();
            
            // Add 10 levels on each side
            for i in 1..=10 {
                let bid_price = price * (1.0 - 0.0001 * i as f64);
                let ask_price = price * (1.0 + 0.0001 * i as f64);
                let quantity = 1.0 / i as f64;
                
                bids.push(OrderBookLevel {
                    price: bid_price,
                    quantity,
                });
                
                asks.push(OrderBookLevel {
                    price: ask_price,
                    quantity,
                });
            }
            
            let order_book = OrderBookSnapshot {
                bids,
                asks,
                timestamp: now,
            };
            
            order_books_lock.insert(symbol.to_string(), order_book);
        }
        
        Ok(())
    }
    
    /// Subscribe to trades
    pub async fn subscribe_trades(&mut self, symbol: &str) -> Result<(), RealTimeDataError> {
        self.ensure_connected().await?;
        
        let subscription_id = format!("trades_{}", symbol);
        
        // Check if already subscribed
        if self.subscriptions.contains_key(&subscription_id) {
            return Ok(());
        }
        
        info!("Subscribing to trades for {}", symbol);
        
        // Create subscription
        let subscription = DataSubscription {
            symbol: symbol.to_string(),
            subscription_type: SubscriptionType::Trades,
            id: subscription_id.clone(),
            timestamp: Utc::now().with_timezone(&FixedOffset::east_opt(0).unwrap()),
            active: true,
        };
        
        // In a real implementation, we would send a subscription message to the WebSocket server
        // For now, we'll just add it to our subscriptions map
        self.subscriptions.insert(subscription_id, subscription);
        
        // Initialize trades
        let mut trades_lock = self.recent_trades.lock().unwrap();
        if !trades_lock.contains_key(symbol) {
            trades_lock.insert(symbol.to_string(), Vec::new());
        }
        
        Ok(())
    }
    
    /// Subscribe to funding rate updates
    pub async fn subscribe_funding_rate(&mut self, symbol: &str) -> Result<(), RealTimeDataError> {
        self.ensure_connected().await?;
        
        let subscription_id = format!("funding_{}", symbol);
        
        // Check if already subscribed
        if self.subscriptions.contains_key(&subscription_id) {
            return Ok(());
        }
        
        info!("Subscribing to funding rate updates for {}", symbol);
        
        // Create subscription
        let subscription = DataSubscription {
            symbol: symbol.to_string(),
            subscription_type: SubscriptionType::FundingRate,
            id: subscription_id.clone(),
            timestamp: Utc::now().with_timezone(&FixedOffset::east_opt(0).unwrap()),
            active: true,
        };
        
        // In a real implementation, we would send a subscription message to the WebSocket server
        // For now, we'll just add it to our subscriptions map
        self.subscriptions.insert(subscription_id, subscription);
        
        // Update market data with funding rate
        let mut market_data_lock = self.market_data.lock().unwrap();
        if let Some(market_data) = market_data_lock.get_mut(symbol) {
            // Fetch funding rate from REST API
            // In a real implementation, we would fetch the actual funding rate
            // For now, we'll use a simulated value
            let funding_rate = 0.0001; // 0.01% per 8 hours
            let next_funding_time = Utc::now()
                .with_timezone(&FixedOffset::east_opt(0).unwrap())
                .checked_add_signed(chrono::Duration::hours(8))
                .unwrap_or_else(|| Utc::now().with_timezone(&FixedOffset::east_opt(0).unwrap()));
            
            *market_data = market_data.clone().with_funding_rate(funding_rate, next_funding_time);
        }
        
        Ok(())
    }
    
    /// Unsubscribe from updates
    pub async fn unsubscribe(&mut self, symbol: &str, subscription_type: SubscriptionType) -> Result<(), RealTimeDataError> {
        let subscription_id = match subscription_type {
            SubscriptionType::Ticker => format!("ticker_{}", symbol),
            SubscriptionType::OrderBook => format!("orderbook_{}", symbol),
            SubscriptionType::Trades => format!("trades_{}", symbol),
            SubscriptionType::Candles => format!("candles_{}", symbol),
            SubscriptionType::FundingRate => format!("funding_{}", symbol),
        };
        
        // Check if subscribed
        if !self.subscriptions.contains_key(&subscription_id) {
            return Err(RealTimeDataError::SubscriptionNotFound(subscription_id));
        }
        
        info!("Unsubscribing from {:?} updates for {}", subscription_type, symbol);
        
        // In a real implementation, we would send an unsubscribe message to the WebSocket server
        // For now, we'll just remove it from our subscriptions map
        self.subscriptions.remove(&subscription_id);
        
        Ok(())
    }
    
    /// Get the latest market data for a symbol
    pub fn get_market_data(&self, symbol: &str) -> Option<MarketData> {
        let market_data_lock = self.market_data.lock().unwrap();
        market_data_lock.get(symbol).cloned()
    }
    
    /// Get the latest order book for a symbol
    pub fn get_order_book(&self, symbol: &str) -> Option<OrderBookSnapshot> {
        let order_books_lock = self.order_books.lock().unwrap();
        order_books_lock.get(symbol).cloned()
    }
    
    /// Get recent trades for a symbol
    pub fn get_recent_trades(&self, symbol: &str) -> Option<Vec<Trade>> {
        let trades_lock = self.recent_trades.lock().unwrap();
        trades_lock.get(symbol).cloned()
    }
    
    /// Get all subscribed symbols
    pub fn get_subscribed_symbols(&self) -> Vec<String> {
        self.subscriptions.values()
            .map(|sub| sub.symbol.clone())
            .collect::<std::collections::HashSet<String>>()
            .into_iter()
            .collect()
    }
    
    /// Check if connected to WebSocket server
    pub fn is_connected(&self) -> bool {
        self.is_connected
    }
    
    /// Ensure connected to WebSocket server
    async fn ensure_connected(&mut self) -> Result<(), RealTimeDataError> {
        if !self.is_connected {
            self.connect().await?;
        }
        
        Ok(())
    }
    
    /// Start heartbeat task
    fn start_heartbeat_task(&self) {
        let market_data = self.market_data.clone();
        let order_books = self.order_books.clone();
        let recent_trades = self.recent_trades.clone();
        
        tokio::spawn(async move {
            loop {
                sleep(Duration::from_secs(1)).await;
                
                // Simulate market data updates
                let mut market_data_lock = market_data.lock().unwrap();
                for (symbol, data) in market_data_lock.iter_mut() {
                    // Simulate price movement
                    let price_change = (rand::random::<f64>() - 0.5) * 0.001 * data.price;
                    let new_price = data.price + price_change;
                    
                    // Update market data
                    *data = MarketData::new(
                        &symbol,
                        new_price,
                        new_price * 0.9999, // Simulated bid
                        new_price * 1.0001, // Simulated ask
                        data.volume * (0.9 + rand::random::<f64>() * 0.2), // Simulated volume
                        Utc::now().with_timezone(&FixedOffset::east_opt(0).unwrap()),
                    );
                    
                    // Preserve funding rate if it exists
                    if let Some(funding_rate) = data.funding_rate {
                        if let Some(next_funding_time) = data.next_funding_time {
                            *data = data.clone().with_funding_rate(funding_rate, next_funding_time);
                        }
                    }
                }
                
                // Simulate order book updates
                let mut order_books_lock = order_books.lock().unwrap();
                for (symbol, book) in order_books_lock.iter_mut() {
                    // Get the current price from market data
                    let price = market_data_lock.get(symbol)
                        .map(|data| data.price)
                        .unwrap_or(50000.0);
                    
                    // Update order book
                    let mut bids = Vec::new();
                    let mut asks = Vec::new();
                    
                    // Add 10 levels on each side
                    for i in 1..=10 {
                        let bid_price = price * (1.0 - 0.0001 * i as f64);
                        let ask_price = price * (1.0 + 0.0001 * i as f64);
                        let quantity = 1.0 / i as f64 * (0.9 + rand::random::<f64>() * 0.2);
                        
                        bids.push(OrderBookLevel {
                            price: bid_price,
                            quantity,
                        });
                        
                        asks.push(OrderBookLevel {
                            price: ask_price,
                            quantity,
                        });
                    }
                    
                    *book = OrderBookSnapshot {
                        bids,
                        asks,
                        timestamp: Utc::now().with_timezone(&FixedOffset::east_opt(0).unwrap()),
                    };
                }
                
                // Simulate trades
                let mut trades_lock = recent_trades.lock().unwrap();
                for (symbol, trades) in trades_lock.iter_mut() {
                    // Get the current price from market data
                    if let Some(data) = market_data_lock.get(symbol) {
                        // Simulate a new trade
                        if rand::random::<f64>() < 0.3 {
                            // 30% chance of a new trade
                            let side = if rand::random::<bool>() {
                                OrderSide::Buy
                            } else {
                                OrderSide::Sell
                            };
                            
                            let price = data.price * (0.9995 + rand::random::<f64>() * 0.001);
                            let quantity = 0.01 + rand::random::<f64>() * 0.1;
                            
                            let trade = Trade {
                                id: format!("trade_{}", Utc::now().timestamp_millis()),
                                price,
                                quantity,
                                timestamp: Utc::now().with_timezone(&FixedOffset::east_opt(0).unwrap()),
                                side: Some(side),
                            };
                            
                            trades.push(trade);
                            
                            // Keep only the last 100 trades
                            if trades.len() > 100 {
                                trades.remove(0);
                            }
                        }
                    }
                }
            }
        });
    }
    
    /// Process WebSocket messages
    async fn process_messages(
        mut rx: Receiver<WsMessage>,
        market_data: Arc<Mutex<HashMap<String, MarketData>>>,
        order_books: Arc<Mutex<HashMap<String, OrderBookSnapshot>>>,
        recent_trades: Arc<Mutex<HashMap<String, Vec<Trade>>>>,
    ) {
        while let Some(message) = rx.recv().await {
            // In a real implementation, we would process the WebSocket messages
            // For now, we'll just log them
            debug!("Received WebSocket message: {:?}", message);
            
            // Process message based on type
            // This is a placeholder for the actual message processing logic
        }
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    
    #[tokio::test]
    async fn test_real_time_data_stream_creation() {
        let stream = RealTimeDataStream::new().await;
        assert!(stream.is_ok());
    }
    
    #[tokio::test]
    async fn test_market_data_subscription() {
        let mut stream = RealTimeDataStream::new().await.unwrap();
        
        // Subscribe to ticker
        let result = stream.subscribe_ticker("BTC").await;
        assert!(result.is_ok());
        
        // Check that we have market data
        let market_data = stream.get_market_data("BTC");
        assert!(market_data.is_some());
        
        // Check subscription
        let subscribed_symbols = stream.get_subscribed_symbols();
        assert!(subscribed_symbols.contains(&"BTC".to_string()));
    }
    
    #[tokio::test]
    async fn test_order_book_subscription() {
        let mut stream = RealTimeDataStream::new().await.unwrap();
        
        // Subscribe to order book
        let result = stream.subscribe_order_book("BTC").await;
        assert!(result.is_ok());
        
        // Check that we have an order book
        let order_book = stream.get_order_book("BTC");
        assert!(order_book.is_some());
        
        // Check that the order book has bids and asks
        let order_book = order_book.unwrap();
        assert!(!order_book.bids.is_empty());
        assert!(!order_book.asks.is_empty());
    }
    
    #[tokio::test]
    async fn test_trades_subscription() {
        let mut stream = RealTimeDataStream::new().await.unwrap();
        
        // Subscribe to trades
        let result = stream.subscribe_trades("BTC").await;
        assert!(result.is_ok());
        
        // Check that we have a trades vector
        let trades = stream.get_recent_trades("BTC");
        assert!(trades.is_some());
    }
    
    #[tokio::test]
    async fn test_funding_rate_subscription() {
        let mut stream = RealTimeDataStream::new().await.unwrap();
        
        // Subscribe to ticker first
        stream.subscribe_ticker("BTC").await.unwrap();
        
        // Subscribe to funding rate
        let result = stream.subscribe_funding_rate("BTC").await;
        assert!(result.is_ok());
        
        // Check that market data has funding rate
        let market_data = stream.get_market_data("BTC").unwrap();
        assert!(market_data.funding_rate.is_some());
        assert!(market_data.next_funding_time.is_some());
    }
    
    #[tokio::test]
    async fn test_unsubscribe() {
        let mut stream = RealTimeDataStream::new().await.unwrap();
        
        // Subscribe to ticker
        stream.subscribe_ticker("BTC").await.unwrap();
        
        // Check subscription
        let subscribed_symbols = stream.get_subscribed_symbols();
        assert!(subscribed_symbols.contains(&"BTC".to_string()));
        
        // Unsubscribe
        let result = stream.unsubscribe("BTC", SubscriptionType::Ticker).await;
        assert!(result.is_ok());
        
        // Check subscription is removed
        let subscribed_symbols = stream.get_subscribed_symbols();
        assert!(!subscribed_symbols.contains(&"BTC".to_string()));
    }
}