"""Exchange helpers (ccxt, markets, balances, order prep)."""
import math
import os
import time

__all__ = [
    "load_env",
    "get_exchange",
    "norm_symbol",
    "storage_symbol",
    "fetch_balances",
    "build_market_snapshot",
    "market_and_ticker",
    "floor_to_step",
    "prepare_buy_quantity",
    "prepare_sell_quantity",
]

import ccxt

from ..runtime import get_runtime_paths, get_user_config, load_env_file

_exchange_cache = None
_exchange_cached_at = None

CACHE_TTL_SECONDS = 3600


def load_env():
    load_env_file(get_runtime_paths())


def get_exchange(force_new: bool = False):
    global _exchange_cache, _exchange_cached_at
    now = time.time()
    if not force_new and _exchange_cache is not None and _exchange_cached_at is not None:
        ttl = get_user_config("exchange.cache_ttl_seconds", CACHE_TTL_SECONDS)
        if now - _exchange_cached_at < ttl:
            return _exchange_cache
    load_env()
    api_key = os.getenv("BINANCE_API_KEY")
    secret = os.getenv("BINANCE_API_SECRET")
    if not api_key or not secret:
        raise RuntimeError("Missing BINANCE_API_KEY or BINANCE_API_SECRET")
    ex = ccxt.binance(
        {
            "apiKey": api_key,
            "secret": secret,
            "options": {"defaultType": "spot", "createMarketBuyOrderRequiresPrice": False},
            "enableRateLimit": True,
        }
    )
    ex.load_markets()
    _exchange_cache = ex
    _exchange_cached_at = now
    return ex


def norm_symbol(symbol: str) -> str:
    s = symbol.upper().replace("-", "").replace("_", "")
    if "/" in s:
        return s
    if s.endswith("USDT"):
        return s[:-4] + "/USDT"
    raise ValueError(f"Unsupported symbol: {symbol}")


def storage_symbol(symbol: str) -> str:
    return norm_symbol(symbol).replace("/", "")


def fetch_balances(ex):
    bal = ex.fetch_balance()["free"]
    return {k: float(v) for k, v in bal.items() if float(v) > 0}


def build_market_snapshot(ex):
    try:
        tickers = ex.fetch_tickers()
    except Exception:
        return {}
    snapshot = {}
    for sym, t in tickers.items():
        if not sym.endswith("/USDT"):
            continue
        price = t.get("last")
        if price is None or float(price) <= 0:
            continue
        vol = float(t.get("quoteVolume") or 0)
        min_volume = get_user_config("exchange.min_quote_volume", 200_000)
        if vol < min_volume:
            continue
        base = sym.replace("/", "")
        snapshot[base] = {
            "lastPrice": round(float(price), 8),
            "price24hPcnt": round(float(t.get("percentage") or 0), 4),
            "highPrice24h": round(float(t.get("high") or 0), 8) if t.get("high") else None,
            "lowPrice24h": round(float(t.get("low") or 0), 8) if t.get("low") else None,
            "turnover24h": round(float(vol), 2),
        }
    return snapshot


def market_and_ticker(ex, symbol: str):
    sym = norm_symbol(symbol)
    market = ex.market(sym)
    ticker = ex.fetch_ticker(sym)
    return sym, market, ticker


def floor_to_step(value: float, step: float) -> float:
    if not step or step <= 0:
        return value
    return math.floor(value / step) * step


def prepare_buy_quantity(ex, symbol: str, amount_usdt: float):
    from .trade_common import USDT_BUFFER_PCT

    sym, market, ticker = market_and_ticker(ex, symbol)
    ask = float(ticker.get("ask") or ticker.get("last") or 0)
    if ask <= 0:
        raise RuntimeError(f"No valid ask price for {sym}")
    budget = amount_usdt * (1 - USDT_BUFFER_PCT)
    raw_qty = budget / ask
    qty = float(ex.amount_to_precision(sym, raw_qty))
    min_amt = (market.get("limits", {}).get("amount", {}) or {}).get("min") or 0
    min_cost = (market.get("limits", {}).get("cost", {}) or {}).get("min") or 0
    if min_amt and qty < float(min_amt):
        raise RuntimeError(f"Buy quantity {qty} for {sym} below minimum {min_amt}")
    est_cost = qty * ask
    if min_cost and est_cost < float(min_cost):
        raise RuntimeError(f"Buy cost ${est_cost:.4f} for {sym} below minimum ${float(min_cost):.4f}")
    return sym, qty, ask, est_cost


def prepare_sell_quantity(ex, symbol: str, free_qty: float):
    sym, market, ticker = market_and_ticker(ex, symbol)
    bid = float(ticker.get("bid") or ticker.get("last") or 0)
    if bid <= 0:
        raise RuntimeError(f"No valid bid price for {sym}")
    qty = float(ex.amount_to_precision(sym, free_qty))
    min_amt = (market.get("limits", {}).get("amount", {}) or {}).get("min") or 0
    min_cost = (market.get("limits", {}).get("cost", {}) or {}).get("min") or 0
    if min_amt and qty < float(min_amt):
        raise RuntimeError(f"Sell quantity {qty} for {sym} below minimum {min_amt}")
    est_cost = qty * bid
    if min_cost and est_cost < float(min_cost):
        raise RuntimeError(f"Sell cost ${est_cost:.4f} for {sym} below minimum ${float(min_cost):.4f}")
    return sym, qty, bid, est_cost