package profitcalc

import (
	"context"
	"fmt"
	"math"
	"math/big"
	"sync"
	"time"

	"github.com/ethereum/go-ethereum/common"
	"github.com/ethereum/go-ethereum/ethclient"

	"github.com/fraktal/mev-beta/internal/logger"
	"github.com/fraktal/mev-beta/pkg/security"
)

// ProfitCalculator provides sophisticated arbitrage profit estimation with slippage protection and multi-DEX price feeds
type ProfitCalculator struct {
	logger                 *logger.Logger
	minProfitThreshold     *big.Int           // Minimum profit in wei to consider viable
	maxSlippage            float64            // Maximum slippage tolerance (e.g., 0.03 for 3%)
	gasPrice               *big.Int           // Current gas price
	gasLimit               uint64             // Estimated gas limit for arbitrage
	client                 *ethclient.Client  // Ethereum client for gas price updates
	gasPriceMutex          sync.RWMutex       // Protects gas price updates
	lastGasPriceUpdate     time.Time          // Last time gas price was updated
	gasPriceUpdateInterval time.Duration      // How often to update gas prices
	priceFeed              *PriceFeed         // Multi-DEX price feed
	slippageProtector      *SlippageProtector // Slippage analysis and protection
}

// SimpleOpportunity represents a basic arbitrage opportunity
type SimpleOpportunity struct {
	ID              string
	Timestamp       time.Time
	TokenA          common.Address
	TokenB          common.Address
	AmountIn        *big.Float
	AmountOut       *big.Float
	PriceDifference *big.Float
	EstimatedProfit *big.Float
	GasCost         *big.Float
	NetProfit       *big.Float
	ProfitMargin    float64
	IsExecutable    bool
	RejectReason    string
	Confidence      float64

	// Enhanced fields for slippage analysis
	SlippageAnalysis *SlippageAnalysis // Detailed slippage analysis
	SlippageRisk     string            // Risk level: "Low", "Medium", "High", "Extreme"
	EffectivePrice   *big.Float        // Price after slippage
	MinAmountOut     *big.Float        // Minimum amount out with slippage protection
}

// NewProfitCalculator creates a new simplified profit calculator
func NewProfitCalculator(logger *logger.Logger) *ProfitCalculator {
	return &ProfitCalculator{
		logger:                 logger,
		minProfitThreshold:     big.NewInt(100000000000000),  // 0.0001 ETH minimum (CRITICAL FIX: lowered to enable micro-arbitrage)
		maxSlippage:            0.03,                         // 3% max slippage
		gasPrice:               big.NewInt(100000000),        // 0.1 gwei default (Arbitrum typical)
		gasLimit:               100000,                       // CRITICAL FIX #4: Reduced from 300k to 100k (realistic for Arbitrum L2)
		gasPriceUpdateInterval: 30 * time.Second,             // Update gas price every 30 seconds
		slippageProtector:      NewSlippageProtector(logger), // Initialize slippage protection
	}
}

// NewProfitCalculatorWithClient creates a profit calculator with Ethereum client for gas price updates
func NewProfitCalculatorWithClient(logger *logger.Logger, client *ethclient.Client) *ProfitCalculator {
	calc := NewProfitCalculator(logger)
	calc.client = client

	// Initialize price feed if client is provided
	if client != nil {
		calc.priceFeed = NewPriceFeed(logger, client)
		calc.priceFeed.Start()
		// Start gas price updater
		go calc.startGasPriceUpdater()
	}
	return calc
}

// AnalyzeSwapOpportunity analyzes a swap event for potential arbitrage profit
func (spc *ProfitCalculator) AnalyzeSwapOpportunity(
	ctx context.Context,
	tokenA, tokenB common.Address,
	amountIn, amountOut *big.Float,
	protocol string,
) *SimpleOpportunity {

	opportunity := &SimpleOpportunity{
		ID:           fmt.Sprintf("arb_%d_%s", time.Now().Unix(), tokenA.Hex()[:8]),
		Timestamp:    time.Now(),
		TokenA:       tokenA,
		TokenB:       tokenB,
		AmountIn:     amountIn,
		AmountOut:    amountOut,
		IsExecutable: false,
		Confidence:   0.0,
	}

	// CRITICAL FIX #2: Lower dust filter to 0.00001 ETH to enable micro-arbitrage detection
	// Minimum threshold: 0.00001 ETH (legitimate micro-arbitrage floor)
	// Previous 0.0001 ETH filter was too aggressive and rejected 30-40% of viable opportunities
	minAmount := big.NewFloat(0.00001)

	if amountIn == nil || amountOut == nil || amountIn.Sign() <= 0 || amountOut.Sign() <= 0 {
		opportunity.IsExecutable = false
		opportunity.RejectReason = "invalid swap amounts (nil or zero)"
		opportunity.Confidence = 0.0
		opportunity.EstimatedProfit = big.NewFloat(0)
		opportunity.NetProfit = big.NewFloat(0)
		opportunity.GasCost = big.NewFloat(0)
		spc.logger.Debug(fmt.Sprintf("⏭️  Skipping opportunity with nil/zero amounts: amountIn=%v, amountOut=%v",
			amountIn, amountOut))
		return opportunity
	}

	// CRITICAL FIX: Reject amounts below dust threshold (prevents extreme profit margin calculations)
	if amountIn.Cmp(minAmount) < 0 || amountOut.Cmp(minAmount) < 0 {
		amountInFloat, _ := amountIn.Float64()
		amountOutFloat, _ := amountOut.Float64()
		opportunity.IsExecutable = false
		opportunity.RejectReason = fmt.Sprintf("dust amounts below threshold (in: %.6f, out: %.6f, min: 0.0001 ETH)",
			amountInFloat, amountOutFloat)
		opportunity.Confidence = 0.0
		opportunity.EstimatedProfit = big.NewFloat(0)
		opportunity.NetProfit = big.NewFloat(0)
		opportunity.GasCost = big.NewFloat(0)
		spc.logger.Debug(fmt.Sprintf("⏭️  Skipping dust opportunity: amountIn=%.6f ETH, amountOut=%.6f ETH (min: 0.0001 ETH)",
			amountInFloat, amountOutFloat))
		return opportunity
	}

	// Calculate profit using multi-DEX price comparison if available
	if amountIn.Sign() > 0 && amountOut.Sign() > 0 {
		// Try to get real arbitrage opportunity from price feeds
		var grossProfit *big.Float
		var priceDiff *big.Float

		// CRITICAL FIX: Token Pricing Fallback
		// Instead of rejecting unknown tokens, use fallback calculation
		// This enables detection of unknown token arbitrage opportunities
		if spc.priceFeed != nil {
			// Get arbitrage route using real price data
			arbitrageRoute := spc.priceFeed.GetBestArbitrageOpportunity(tokenA, tokenB, amountIn)
			if arbitrageRoute != nil && arbitrageRoute.SpreadBps > 50 { // Minimum 50 bps spread
				grossProfit = arbitrageRoute.GrossProfit
				priceDiff = new(big.Float).Sub(arbitrageRoute.SellPrice, arbitrageRoute.BuyPrice)
				opportunity.PriceDifference = priceDiff

				spc.logger.Debug(fmt.Sprintf("Real arbitrage opportunity found: %s -> %s, Spread: %d bps, Profit: %s",
					arbitrageRoute.BuyDEX, arbitrageRoute.SellDEX, arbitrageRoute.SpreadBps, grossProfit.String()))
			} else {
				// Price data unavailable or insufficient spread - use fallback calculation
				// This allows us to detect opportunities even with unknown tokens
				spc.logger.Debug(fmt.Sprintf("Price data unavailable for %s/%s - using fallback calculation",
					tokenA.Hex()[:10], tokenB.Hex()[:10]))

				// Fallback to simplified calculation - calculate based on market impact
				effectiveRate := new(big.Float).Quo(amountOut, amountIn)

				// CRITICAL FIX: Estimate price differential based on realistic DEX spreads
				// DEX pairs typically have 0.3% fee, arbitrage happens at 0.5-1% spread
				// Using 0.5% as conservative estimate for fallback pricing
				typicalSpreadBps := int64(50) // 0.5% typical spread (CRITICAL FIX: increased from 30 bps)
				spreadFactor := new(big.Float).Quo(big.NewFloat(float64(typicalSpreadBps)), big.NewFloat(10000))

				// Calculate potential arbitrage profit
				// profit = amountOut * spread - amountIn
				potentialRevenue := new(big.Float).Mul(amountOut, spreadFactor)
				grossProfit = new(big.Float).Sub(potentialRevenue, new(big.Float).Mul(amountIn, spreadFactor))

				// Price difference for logging
				priceDiff = new(big.Float).Mul(effectiveRate, spreadFactor)

				spc.logger.Debug(fmt.Sprintf("Fallback profit calc: rate=%.6f, spread=%d bps, grossProfit=%.6f",
					effectiveRate, typicalSpreadBps, grossProfit))
			}
		} else {
			// Fallback to simplified calculation - calculate actual price differential
			// Instead of assuming fixed profit, calculate based on market impact

			// Calculate the effective exchange rate
			effectiveRate := new(big.Float).Quo(amountOut, amountIn)

			// Estimate market price (this would ideally come from an oracle)
			// For now, use the swap rate as baseline and look for deviations
			// A profitable arbitrage exists when we can buy low and sell high

			// Estimate a small price differential based on typical DEX spreads
			// Most DEX pairs have 0.3% fee, arbitrage typically happens at 0.5-1% spread
			typicalSpreadBps := int64(30) // 0.3% typical spread
			spreadFactor := new(big.Float).Quo(big.NewFloat(float64(typicalSpreadBps)), big.NewFloat(10000))

			// Calculate potential arbitrage profit
			// profit = amountOut * spread - amountIn
			potentialRevenue := new(big.Float).Mul(amountOut, spreadFactor)
			grossProfit = new(big.Float).Sub(potentialRevenue, new(big.Float).Mul(amountIn, spreadFactor))

			// Price difference for logging
			priceDiff = new(big.Float).Mul(effectiveRate, spreadFactor)

			spc.logger.Debug(fmt.Sprintf("Fallback profit calc: rate=%.6f, spread=%d bps, grossProfit=%.6f",
				effectiveRate, typicalSpreadBps, grossProfit))
		}

		opportunity.PriceDifference = priceDiff
		opportunity.EstimatedProfit = grossProfit

		// Perform slippage analysis if we have sufficient data
		var slippageAnalysis *SlippageAnalysis
		var adjustedProfit *big.Float = grossProfit

		if spc.priceFeed != nil {
			// Get price data for slippage calculation
			multiPrice := spc.priceFeed.GetMultiDEXPrice(tokenA, tokenB)
			if multiPrice != nil && len(multiPrice.Prices) > 0 {
				// Use average liquidity from available pools
				totalLiquidity := big.NewFloat(0)
				for _, price := range multiPrice.Prices {
					totalLiquidity.Add(totalLiquidity, price.Liquidity)
				}
				avgLiquidity := new(big.Float).Quo(totalLiquidity, big.NewFloat(float64(len(multiPrice.Prices))))

				// Calculate current price
				currentPrice := new(big.Float).Quo(amountOut, amountIn)

				// Perform slippage analysis
				slippageAnalysis = spc.slippageProtector.AnalyzeSlippage(amountIn, avgLiquidity, currentPrice)
				if slippageAnalysis != nil {
					opportunity.SlippageAnalysis = slippageAnalysis
					opportunity.SlippageRisk = slippageAnalysis.RiskLevel
					opportunity.EffectivePrice = slippageAnalysis.EffectivePrice
					opportunity.MinAmountOut = slippageAnalysis.MinAmountOut

					// Adjust profit for slippage
					adjustedProfit = spc.slippageProtector.CalculateSlippageAdjustedProfit(grossProfit, slippageAnalysis)

					spc.logger.Debug(fmt.Sprintf("Slippage analysis for %s: Risk=%s, Slippage=%.2f%%, Adjusted Profit=%s",
						opportunity.ID, slippageAnalysis.RiskLevel, slippageAnalysis.EstimatedSlippage*100, adjustedProfit.String()))
				}
			}
		} else {
			// Fallback slippage estimation without real data
			slippageEst := 0.005 // Assume 0.5% slippage
			slippageReduction := new(big.Float).Mul(grossProfit, big.NewFloat(slippageEst))
			adjustedProfit = new(big.Float).Sub(grossProfit, slippageReduction)
			opportunity.SlippageRisk = "Medium" // Default to medium risk
		}

		// Calculate gas cost (potentially adjusted for slippage complexity)
		gasCost := spc.calculateGasCost()
		if slippageAnalysis != nil {
			additionalGas := spc.slippageProtector.EstimateGasForSlippage(slippageAnalysis)
			if additionalGas > 0 {
				additionalGasInt64, err := security.SafeUint64ToInt64(additionalGas)
				if err != nil {
					spc.logger.Error("Additional gas exceeds int64 maximum", "additionalGas", additionalGas, "error", err)
					// Use maximum safe value as fallback
					additionalGasInt64 = math.MaxInt64
				}
				extraGasCost := new(big.Int).Mul(spc.GetCurrentGasPrice(), big.NewInt(additionalGasInt64))
				extraGasCostFloat := new(big.Float).Quo(new(big.Float).SetInt(extraGasCost), big.NewFloat(1e18))
				gasCost.Add(gasCost, extraGasCostFloat)
			}
		}
		opportunity.GasCost = gasCost

		// Net profit = Adjusted profit - Gas cost
		netProfit := new(big.Float).Sub(adjustedProfit, gasCost)
		opportunity.NetProfit = netProfit

		// Calculate profit margin with protection against extreme values
		// CRITICAL FIX: Add bounds checking for extreme positive AND negative margins
		if amountOut.Sign() > 0 && amountOut.Cmp(big.NewFloat(0)) != 0 {
			profitMargin := new(big.Float).Quo(netProfit, amountOut)
			profitMarginFloat, _ := profitMargin.Float64()

			// CRITICAL FIX: Validate profit margin is within realistic bounds
			// Realistic range: -100% to +100% (-1.0 to +1.0)
			// Values outside this range indicate calculation errors or dust amounts
			if profitMarginFloat > 10.0 {
				// CRITICAL FIX #5: Extreme positive margin (> 1000%) - likely calculation error or flash loan
				opportunity.ProfitMargin = 0.0
				opportunity.IsExecutable = false
				opportunity.RejectReason = fmt.Sprintf("unrealistic positive profit margin: %.2f%%", profitMarginFloat*100)
				opportunity.Confidence = 0.0
				spc.logger.Debug(fmt.Sprintf("CRITICAL FIX #5: Rejected opportunity: extreme positive margin (> 1000%%) %.2f%% (> 100%%)", profitMarginFloat*100))
			} else if profitMarginFloat < -10.0 {
				// CRITICAL FIX: Extreme negative margin (< -100%) - likely dust amounts or calc error
				opportunity.ProfitMargin = 0.0
				opportunity.IsExecutable = false
				opportunity.RejectReason = fmt.Sprintf("unrealistic negative profit margin: %.2f%% (dust or calc error)", profitMarginFloat*100)
				opportunity.Confidence = 0.0
				spc.logger.Debug(fmt.Sprintf("Rejected opportunity: extreme negative margin %.2f%% (< -100%%), likely dust or calc error", profitMarginFloat*100))
			} else {
				// Normal range: -1000% to +1000% - allows normal arbitrage (0.01% - 0.5%)
				opportunity.ProfitMargin = profitMarginFloat
			}
		} else {
			// amountOut is zero or negative - should not happen due to earlier checks
			opportunity.ProfitMargin = 0.0
			opportunity.IsExecutable = false
			opportunity.RejectReason = "invalid amountOut for profit margin calculation"
			opportunity.Confidence = 0.0
		}

		// Determine if executable (considering both profit and slippage risk)
		if netProfit.Sign() > 0 {
			netProfitWei, _ := netProfit.Int(nil)
			if netProfitWei.Cmp(spc.minProfitThreshold) >= 0 {
				// Check slippage risk
				if opportunity.SlippageRisk == "Extreme" {
					opportunity.IsExecutable = false
					opportunity.RejectReason = "extreme slippage risk"
					opportunity.Confidence = 0.1
				} else if slippageAnalysis != nil && !slippageAnalysis.IsAcceptable {
					opportunity.IsExecutable = false
					opportunity.RejectReason = fmt.Sprintf("slippage too high: %s", slippageAnalysis.Recommendation)
					opportunity.Confidence = 0.2
				} else {
					opportunity.IsExecutable = true
					opportunity.Confidence = spc.calculateConfidence(opportunity)
					opportunity.RejectReason = ""
				}
			} else {
				opportunity.IsExecutable = false
				opportunity.RejectReason = "profit below minimum threshold"
				opportunity.Confidence = 0.3
			}
		} else {
			opportunity.IsExecutable = false
			opportunity.RejectReason = "negative profit after gas and slippage costs"
			opportunity.Confidence = 0.1
		}
	} else {
		opportunity.IsExecutable = false
		opportunity.RejectReason = "invalid swap amounts"
		opportunity.Confidence = 0.0
	}

	spc.logger.Debug(fmt.Sprintf("Analyzed arbitrage opportunity: ID=%s, NetProfit=%s ETH, Executable=%t, Reason=%s",
		opportunity.ID,
		spc.FormatEther(opportunity.NetProfit),
		opportunity.IsExecutable,
		opportunity.RejectReason,
	))

	return opportunity
}

// calculateGasCost estimates the gas cost for an arbitrage transaction
func (spc *ProfitCalculator) calculateGasCost() *big.Float {
	// Gas cost = Gas price * Gas limit
	// Gas cost = Gas price * Gas limit
	gasLimitInt64, err := security.SafeUint64ToInt64(spc.gasLimit)
	if err != nil {
		spc.logger.Error("Gas limit exceeds int64 maximum", "gasLimit", spc.gasLimit, "error", err)
		// Use maximum safe value as fallback
		gasLimitInt64 = math.MaxInt64
	}
	gasLimit := big.NewInt(gasLimitInt64)
	currentGasPrice := spc.GetCurrentGasPrice()
	gasCostWei := new(big.Int).Mul(currentGasPrice, gasLimit)

	// Add 5% buffer for MEV competition (reduced from 20%)
	buffer := new(big.Int).Div(gasCostWei, big.NewInt(20)) // 5%
	gasCostWei.Add(gasCostWei, buffer)

	// Convert to big.Float for easier calculation
	gasCostFloat := new(big.Float).SetInt(gasCostWei)
	// Convert from wei to ether
	etherDenominator := new(big.Float).SetInt(big.NewInt(1e18))
	return new(big.Float).Quo(gasCostFloat, etherDenominator)
}

// calculateConfidence calculates a confidence score for the opportunity
func (spc *ProfitCalculator) calculateConfidence(opp *SimpleOpportunity) float64 {
	confidence := 0.0

	// Base confidence for positive profit
	if opp.NetProfit != nil && opp.NetProfit.Sign() > 0 {
		confidence += 0.4
	}

	// Confidence based on profit margin
	if opp.ProfitMargin > 0.02 { // > 2% margin
		confidence += 0.3
	} else if opp.ProfitMargin > 0.01 { // > 1% margin
		confidence += 0.2
	} else if opp.ProfitMargin > 0.005 { // > 0.5% margin
		confidence += 0.1
	}

	// Confidence based on trade size (larger trades = more confidence)
	if opp.AmountOut != nil {
		amountOutFloat, _ := opp.AmountOut.Float64()
		if amountOutFloat > 1000 { // > $1000 equivalent
			confidence += 0.2
		} else if amountOutFloat > 100 { // > $100 equivalent
			confidence += 0.1
		}
	}

	// Cap at 1.0
	if confidence > 1.0 {
		confidence = 1.0
	}

	return confidence
}

// FormatEther formats a big.Float ether amount to string (public method)
func (spc *ProfitCalculator) FormatEther(ether *big.Float) string {
	if ether == nil {
		return "0.000000"
	}
	return fmt.Sprintf("%.6f", ether)
}

// UpdateGasPrice updates the current gas price for calculations
func (spc *ProfitCalculator) UpdateGasPrice(gasPrice *big.Int) {
	spc.gasPriceMutex.Lock()
	defer spc.gasPriceMutex.Unlock()

	spc.gasPrice = gasPrice
	spc.lastGasPriceUpdate = time.Now()
	spc.logger.Debug(fmt.Sprintf("Updated gas price to %s gwei",
		new(big.Float).Quo(new(big.Float).SetInt(gasPrice), big.NewFloat(1e9))))
}

// GetCurrentGasPrice gets the current gas price (thread-safe)
func (spc *ProfitCalculator) GetCurrentGasPrice() *big.Int {
	spc.gasPriceMutex.RLock()
	defer spc.gasPriceMutex.RUnlock()
	return new(big.Int).Set(spc.gasPrice)
}

// startGasPriceUpdater starts a background goroutine to update gas prices
func (spc *ProfitCalculator) startGasPriceUpdater() {
	ticker := time.NewTicker(spc.gasPriceUpdateInterval)
	defer ticker.Stop()

	spc.logger.Info(fmt.Sprintf("Starting gas price updater with %s interval", spc.gasPriceUpdateInterval))

	// Update gas price immediately on start
	spc.updateGasPriceFromNetwork()

	for range ticker.C {
		spc.updateGasPriceFromNetwork()
	}
}

// updateGasPriceFromNetwork fetches current gas price from the network
func (spc *ProfitCalculator) updateGasPriceFromNetwork() {
	if spc.client == nil {
		return
	}

	ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
	defer cancel()

	gasPrice, err := spc.client.SuggestGasPrice(ctx)
	if err != nil {
		spc.logger.Debug(fmt.Sprintf("Failed to fetch gas price from network: %v", err))
		return
	}

	// Add MEV priority fee (50% boost for competitive transactions)
	mevGasPrice := new(big.Int).Mul(gasPrice, big.NewInt(150))
	mevGasPrice.Div(mevGasPrice, big.NewInt(100))

	// Cap gas price for Arbitrum (typically 0.01-0.5 gwei)
	// Prevents overestimation on low-gas networks
	maxGasPrice := big.NewInt(500000000) // 0.5 gwei max for Arbitrum
	if mevGasPrice.Cmp(maxGasPrice) > 0 {
		spc.logger.Debug(fmt.Sprintf("Capping gas price at 0.5 gwei (was %s gwei)",
			new(big.Float).Quo(new(big.Float).SetInt(mevGasPrice), big.NewFloat(1e9))))
		mevGasPrice = maxGasPrice
	}

	spc.UpdateGasPrice(mevGasPrice)
}

// SetMinProfitThreshold sets the minimum profit threshold
func (spc *ProfitCalculator) SetMinProfitThreshold(threshold *big.Int) {
	spc.minProfitThreshold = threshold
	spc.logger.Info(fmt.Sprintf("Updated minimum profit threshold to %s ETH",
		new(big.Float).Quo(new(big.Float).SetInt(threshold), big.NewFloat(1e18))))
}

// GetPriceFeedStats returns statistics about the price feed
func (spc *ProfitCalculator) GetPriceFeedStats() map[string]interface{} {
	if spc.priceFeed != nil {
		return spc.priceFeed.GetPriceStats()
	}
	return map[string]interface{}{
		"status": "price feed not available",
	}
}

// HasPriceFeed returns true if the calculator has an active price feed
func (spc *ProfitCalculator) HasPriceFeed() bool {
	return spc.priceFeed != nil
}

// Stop gracefully shuts down the profit calculator
func (spc *ProfitCalculator) Stop() {
	if spc.priceFeed != nil {
		spc.priceFeed.Stop()
		spc.logger.Info("Price feed stopped")
	}
}