import numpy as np
import pytest

from market_agents.exchange.accounts import Account
from market_agents.exchange.engine import AssetSpec, Exchange, ExchangeConfig
from market_agents.exchange.orders import Action, CancelIntent, OrderIntent, OrderStatus, OrderType, Side


def act(*intents):
    return Action(orders=list(intents))


def test_fill_moves_cash_and_shares_with_fees(exchange):
    ex = exchange
    ex.submit(0, act(OrderIntent(0, Side.SELL, OrderType.LIMIT, 10, 20000)), 0.0)
    ex.submit(1, act(OrderIntent(0, Side.BUY, OrderType.LIMIT, 10, 20000)), 0.0)
    ex.process_until(1.0)
    a0, a1 = ex.ledger[0], ex.ledger[1]
    notional = 20000 * 10
    fee = round(notional * 2 / 10000)
    assert a0.cash == 1_000_000 + notional and a0.positions[0] == 90           # maker: no fee
    assert a1.cash == 1_000_000 - notional - fee and a1.positions[0] == 110    # taker pays 2 bp
    assert ex.ledger.exchange_fees == fee
    assert a1.reserved_cash == 0 and a0.reserved_qty[0] == 0
    ex.ledger.check_conservation()
    assert len(ex.trades) == 1 and ex.trades[0].aggressor is Side.BUY


def test_latency_orders_arrivals(exchange):
    ex = exchange
    # agent 3 (latency 0.4) submits first but agent 0 (latency 0.1) arrives first
    ex.submit(3, act(OrderIntent(0, Side.BUY, OrderType.LIMIT, 1, 19000)), 0.0)
    ex.submit(0, act(OrderIntent(0, Side.BUY, OrderType.LIMIT, 1, 19000)), 0.0)
    ex.process_until(1.0)
    q = ex.books[0].bids[-19000]
    assert [o.agent_id for o in q] == [0, 3]


def test_rejections(exchange):
    ex = exchange
    ex.submit(0, act(OrderIntent(0, Side.SELL, OrderType.LIMIT, 1000, 20000)), 0.0)   # only 100 held -> clipped to 100
    ex.submit(1, act(OrderIntent(0, Side.BUY, OrderType.LIMIT, 1, 5000)), 0.0)        # outside price band
    ex.submit(2, act(OrderIntent(0, Side.BUY, OrderType.LIMIT, 10_000, 20000)), 0.0)  # insufficient cash
    ex.submit(3, act(OrderIntent(0, Side.BUY, OrderType.LIMIT, 0, 20000)), 0.0)       # bad qty
    ex.process_until(1.0)
    reasons = [e.payload["reason"] for e in ex.events if e.kind == "reject"]
    assert reasons == ["price_band", "insufficient_cash", "bad_qty"]
    assert ex.orders[1].qty == 100 and ex.orders[1].status is OrderStatus.OPEN
    ex.ledger.check_conservation()


def test_cancel_releases_reservation(exchange):
    ex = exchange
    ids = ex.submit(1, act(OrderIntent(0, Side.BUY, OrderType.LIMIT, 10, 19000)), 0.0)
    ex.process_until(1.0)
    assert ex.ledger[1].reserved_cash == 19000 * 10 + round(19000 * 10 * 2 / 10000) + 10   # notional + worst-case fee + 1c/lot
    ex.submit(1, Action(cancels=[CancelIntent(ids[0])]), 1.0)
    ex.process_until(2.0)
    assert ex.ledger[1].reserved_cash == 0 and ex.orders[ids[0]].status is OrderStatus.CANCELLED
    ex.ledger.check_conservation()


def test_market_buy_capped_by_cash():
    ex = Exchange([AssetSpec(asset=0, name="A0")], ExchangeConfig(taker_fee_bps=0.0), np.random.default_rng(0), {0: 100})
    ex.register(Account(agent_id=0, cash=10_000, positions={0: 0}), 0.1)
    ex.register(Account(agent_id=1, cash=0, positions={0: 1000}), 0.1)
    ex.submit(1, act(OrderIntent(0, Side.SELL, OrderType.LIMIT, 1000, 100)), 0.0)
    ex.submit(0, act(OrderIntent(0, Side.BUY, OrderType.MARKET, 500, None)), 0.5)
    ex.process_until(2.0)
    assert ex.ledger[0].positions[0] == 100 and ex.ledger[0].cash == 0
    ex.ledger.check_conservation()


def test_dividend_and_conservation(exchange):
    ex = exchange
    ex.pay_dividends(0, 50)
    assert all(a.cash == 1_000_000 + 5000 for a in ex.ledger.accounts.values())
    ex.ledger.check_conservation()


def test_halt_rejects_new_orders():
    ex = Exchange([AssetSpec(asset=0, name="A0")], ExchangeConfig(halt_threshold=0.05, halt_window=2, halt_duration=5),
                  np.random.default_rng(0), {0: 10000})
    ex.register(Account(agent_id=0, cash=10_000_000, positions={0: 1000}), 0.1)
    ex.register(Account(agent_id=1, cash=10_000_000, positions={0: 1000}), 0.1)
    for t in range(3):
        ex.end_of_tick(t)
    ex.submit(0, act(OrderIntent(0, Side.SELL, OrderType.LIMIT, 10, 9000)), 3.0)
    ex.submit(1, act(OrderIntent(0, Side.BUY, OrderType.MARKET, 10, None)), 3.0)
    ex.process_until(4.0)
    assert ex.state[0].n_halts == 1 and ex.is_halted(0)
    ex.submit(1, act(OrderIntent(0, Side.BUY, OrderType.LIMIT, 1, 9000)), 4.0)
    ex.process_until(5.0)
    assert [e.payload["reason"] for e in ex.events if e.kind == "reject"] == ["halted"]


def test_margin_call_generates_liquidation():
    ex = Exchange([AssetSpec(asset=0, name="A0")], ExchangeConfig(margin_check=True), np.random.default_rng(0), {0: 10000})
    ex.register(Account(agent_id=0, cash=-900_000, positions={0: 100}, leverage_cap=5.0, maintenance_margin=0.25), 0.1)
    ex.register(Account(agent_id=1, cash=5_000_000, positions={0: 100}), 0.1)
    # equity = -900,000 + 100*10000 = 100,000 ; gross = 1,000,000 ; ratio 0.10 < 0.25 -> margin call
    actions = ex.margin_check()
    assert len(actions) == 1 and actions[0][0] == 0 and actions[0][1].orders[0].tag == "liquidation"
    assert any(e.kind == "margin_call" for e in ex.events)