use crate::{ExecutionHandler, FillSimulator, Order, ExecutionResult, OrderStatus, Fill, OrderBookSnapshot, OrderType, Side, MarketMicrostructure};
use crate::analytics::{MarketImpactModel, ImpactModelType};
use chrono::Utc;
use parking_lot::Mutex;
use std::collections::HashMap;

// Simulated execution for backtest and paper trading
pub struct SimulatedExecution {
    fill_simulator: Box<dyn FillSimulator>,
    pending_orders: Mutex<HashMap<String, Order>>,
}

impl SimulatedExecution {
    pub fn new(fill_simulator: Box<dyn FillSimulator>) -> Self {
        Self {
            fill_simulator,
            pending_orders: Mutex::new(HashMap::new()),
        }
    }

    pub fn check_pending_orders(&self, orderbook: &OrderBookSnapshot) -> Vec<ExecutionResult> {
        let mut results = Vec::new();
        let mut pending = self.pending_orders.lock();
        
        pending.retain(|order_id, order| {
            if let Some(fill) = self.fill_simulator.simulate_fill(order, orderbook) {
                results.push(ExecutionResult {
                    order_id: order_id.clone(),
                    status: OrderStatus::Filled,
                    fills: vec![fill],
                });
                false // Remove from pending
            } else {
                true // Keep in pending
            }
        });
        
        results
    }
}

#[async_trait::async_trait]
impl ExecutionHandler for SimulatedExecution {
    async fn execute_order(&mut self, order: Order) -> Result<ExecutionResult, String> {
        // For market orders, execute immediately
        // For limit orders, add to pending
        match &order.order_type {
            OrderType::Market => {
                // In simulation, market orders always fill
                // The orchestrator will provide the orderbook for realistic fills
                Ok(ExecutionResult {
                    order_id: order.id.clone(),
                    status: OrderStatus::Pending,
                    fills: vec![],
                })
            }
            OrderType::Limit { .. } => {
                self.pending_orders.lock().insert(order.id.clone(), order.clone());
                Ok(ExecutionResult {
                    order_id: order.id,
                    status: OrderStatus::Accepted,
                    fills: vec![],
                })
            }
            _ => Err("Order type not yet implemented".to_string()),
        }
    }

    fn get_fill_simulator(&self) -> Option<&dyn FillSimulator> {
        Some(&*self.fill_simulator)
    }
}

// Backtest fill simulator - uses historical data
pub struct BacktestFillSimulator {
    slippage_model: SlippageModel,
    impact_model: MarketImpactModel,
    microstructure_cache: Mutex<HashMap<String, MarketMicrostructure>>,
    commission_rate: f64,
    slippage_rate: f64,
}

impl BacktestFillSimulator {
    pub fn new() -> Self {
        Self::with_config(0.001, 0.0001) // Default values
    }
    
    pub fn with_config(commission_rate: f64, slippage_rate: f64) -> Self {
        Self {
            slippage_model: SlippageModel::default(),
            impact_model: MarketImpactModel::new(ImpactModelType::SquareRoot),
            microstructure_cache: Mutex::new(HashMap::new()),
            commission_rate,
            slippage_rate,
        }
    }
    
    pub fn with_impact_model(mut self, model_type: ImpactModelType) -> Self {
        self.impact_model = MarketImpactModel::new(model_type);
        self
    }
    
    pub fn set_microstructure(&self, symbol: String, microstructure: MarketMicrostructure) {
        self.microstructure_cache.lock().insert(symbol, microstructure);
    }
}

impl FillSimulator for BacktestFillSimulator {
    fn simulate_fill(&self, order: &Order, orderbook: &OrderBookSnapshot) -> Option<Fill> {
        match &order.order_type {
            OrderType::Market => {
                // Get market microstructure if available
                let microstructure_guard = self.microstructure_cache.lock();
                let maybe_microstructure = microstructure_guard.get(&order.symbol);
                
                // Calculate price with market impact
                let (price, _impact) = if let Some(microstructure) = maybe_microstructure {
                    // Use sophisticated market impact model
                    let impact_estimate = self.impact_model.estimate_impact(
                        order.quantity,
                        order.side,
                        microstructure,
                        match order.side {
                            Side::Buy => &orderbook.asks,
                            Side::Sell => &orderbook.bids,
                        },
                        Utc::now(),
                    );
                    
                    let base_price = match order.side {
                        Side::Buy => orderbook.asks.first()?.price,
                        Side::Sell => orderbook.bids.first()?.price,
                    };
                    
                    let impact_price = match order.side {
                        Side::Buy => base_price * (1.0 + impact_estimate.total_impact / 10000.0),
                        Side::Sell => base_price * (1.0 - impact_estimate.total_impact / 10000.0),
                    };
                    
                    (impact_price, impact_estimate.total_impact)
                } else {
                    // Fallback to simple slippage model
                    match order.side {
                        Side::Buy => {
                            let base_price = orderbook.asks.first()?.price;
                            let slippage = self.slippage_model.calculate_slippage(order.quantity, &orderbook.asks);
                            (base_price + slippage, slippage * 10000.0 / base_price)
                        }
                        Side::Sell => {
                            let base_price = orderbook.bids.first()?.price;
                            let slippage = self.slippage_model.calculate_slippage(order.quantity, &orderbook.bids);
                            (base_price - slippage, slippage * 10000.0 / base_price)
                        }
                    }
                };
                
                // Calculate commission using configured rate
                let commission = order.quantity * price * self.commission_rate;
                
                Some(Fill {
                    timestamp: Utc::now(), // Will be overridden by backtest engine
                    price,
                    quantity: order.quantity,
                    commission,
                })
            }
            OrderType::Limit { price: limit_price } => {
                // Check if limit can be filled
                match order.side {
                    Side::Buy => {
                        if orderbook.asks.first()?.price <= *limit_price {
                            Some(Fill {
                                timestamp: Utc::now(),
                                price: *limit_price,
                                quantity: order.quantity,
                                commission: order.quantity * limit_price * self.commission_rate,
                            })
                        } else {
                            None
                        }
                    }
                    Side::Sell => {
                        if orderbook.bids.first()?.price >= *limit_price {
                            Some(Fill {
                                timestamp: Utc::now(),
                                price: *limit_price,
                                quantity: order.quantity,
                                commission: order.quantity * limit_price * self.commission_rate,
                            })
                        } else {
                            None
                        }
                    }
                }
            }
            _ => None,
        }
    }
}

// Paper trading fill simulator - uses real order book
pub struct PaperFillSimulator {
    use_real_orderbook: bool,
    add_latency_ms: u64,
}

impl PaperFillSimulator {
    pub fn new() -> Self {
        Self {
            use_real_orderbook: true,
            add_latency_ms: 100, // Simulate 100ms latency
        }
    }
}

impl FillSimulator for PaperFillSimulator {
    fn simulate_fill(&self, order: &Order, orderbook: &OrderBookSnapshot) -> Option<Fill> {
        // Similar to backtest but with more realistic modeling
        // Consider actual order book depth
        // Add realistic latency simulation
        // Respect position size limits based on actual liquidity
        
        // For now, similar implementation to backtest
        BacktestFillSimulator::new().simulate_fill(order, orderbook)
    }
}

// Real broker execution for live trading
pub struct BrokerExecution {
    broker: String,
    account_id: String,
    // In real implementation, would have broker API client
}

impl BrokerExecution {
    pub fn new(broker: String, account_id: String) -> Self {
        Self {
            broker,
            account_id,
        }
    }
}

#[async_trait::async_trait]
impl ExecutionHandler for BrokerExecution {
    async fn execute_order(&mut self, order: Order) -> Result<ExecutionResult, String> {
        // In real implementation, would:
        // 1. Connect to broker API
        // 2. Submit order
        // 3. Handle broker responses
        // 4. Track order status
        
        // Placeholder for now
        Ok(ExecutionResult {
            order_id: order.id,
            status: OrderStatus::Pending,
            fills: vec![],
        })
    }

    fn get_fill_simulator(&self) -> Option<&dyn FillSimulator> {
        None // Real broker doesn't simulate
    }
}

// Slippage model for realistic fills
#[derive(Default)]
struct SlippageModel {
    base_slippage_bps: f64,
    impact_coefficient: f64,
}

impl SlippageModel {
    fn calculate_slippage(&self, quantity: f64, levels: &[crate::PriceLevel]) -> f64 {
        // Simple linear impact model
        // In reality would use square-root or more sophisticated model
        let total_liquidity: f64 = levels.iter().map(|l| l.size).sum();
        let participation_rate = quantity / total_liquidity.max(1.0);
        
        let spread = if levels.len() >= 2 {
            (levels[1].price - levels[0].price).abs()
        } else {
            levels[0].price * 0.0001 // 1 bps if only one level
        };
        
        spread * participation_rate * self.impact_coefficient
    }
}