import { median, round } from '@rareindex/shared';

/**
 * Market depth (§25) and RareIndex spread (§26): how the current asks of ONE variant sit around its
 * valuation. Pure arithmetic on observed asking prices — asks are not transactions and never feed RIV.
 */
export interface MarketDepth {
  asks: number;
  /** asks within ±5 % / ±10 % / ±20 % of RIV (cumulative bands) */
  within5: number;
  within10: number;
  within20: number;
  belowRiv: number;
  aboveRiv: number;
  lowestAsk: number | null;
  medianAsk: number | null;
  /** (best ask − RIV) / RIV — negative = the cheapest ask is below the valuation; null without asks */
  askRivSpread: number | null;
}

export function marketDepth(asks: Array<number | null | undefined>, riv: number | null | undefined): MarketDepth | null {
  const a = asks.filter((x): x is number => typeof x === 'number' && Number.isFinite(x) && x > 0);
  if (riv === null || riv === undefined || !(riv > 0)) return null;
  const rel = a.map((x) => (x - riv) / riv);
  const within = (b: number) => rel.filter((r) => Math.abs(r) <= b).length;
  const lowest = a.length ? Math.min(...a) : null;
  return {
    asks: a.length,
    within5: within(0.05),
    within10: within(0.1),
    within20: within(0.2),
    belowRiv: rel.filter((r) => r < 0).length,
    aboveRiv: rel.filter((r) => r > 0).length,
    lowestAsk: lowest,
    medianAsk: median(a),
    askRivSpread: lowest === null ? null : round((lowest - riv) / riv, 4),
  };
}