package scanner

import (
	"math/big"
	
	"github.com/holiman/uint256"
)

// MarketScanner scans markets for price movement opportunities
type MarketScanner struct {
	// Configuration fields would go here
}

// NewMarketScanner creates a new market scanner
func NewMarketScanner() *MarketScanner {
	return &MarketScanner{}
}

// PriceMovement represents a potential price movement
type PriceMovement struct {
	Token0     string   // Token address
	Token1     string   // Token address
	Pool       string   // Pool address
	AmountIn   *big.Int // Amount of token being swapped in
	AmountOut  *big.Int // Amount of token being swapped out
	PriceImpact float64 // Calculated price impact
	TickBefore  int     // Tick before the swap
	TickAfter   int     // Tick after the swap
}

// SwapDetails contains details about a detected swap
type SwapDetails struct {
	PoolAddress    string
	Token0         string
	Token1         string
	Amount0In      *big.Int
	Amount0Out     *big.Int
	Amount1In      *big.Int
	Amount1Out     *big.Int
	SqrtPriceX96   *uint256.Int
	Liquidity      *uint256.Int
	Tick           int
}

// AnalyzeSwap analyzes a swap to determine if it's large enough to move the price
func (s *MarketScanner) AnalyzeSwap(swap SwapDetails) (*PriceMovement, error) {
	// This is a simplified implementation
	// In practice, you would need to:
	// 1. Calculate the price before the swap
	// 2. Calculate the price after the swap
	// 3. Determine the price impact
	
	priceMovement := &PriceMovement{
		Token0:     swap.Token0,
		Token1:     swap.Token1,
		Pool:       swap.PoolAddress,
		AmountIn:   new(big.Int).Add(swap.Amount0In, swap.Amount1In),
		AmountOut:  new(big.Int).Add(swap.Amount0Out, swap.Amount1Out),
		TickBefore: swap.Tick,
		// TickAfter would be calculated based on the swap size and liquidity
	}
	
	// Calculate price impact (simplified)
	// In practice, this would involve more complex calculations
	if priceMovement.AmountIn.Cmp(big.NewInt(0)) > 0 {
		impact := new(big.Float).Quo(
			new(big.Float).SetInt(priceMovement.AmountOut),
			new(big.Float).SetInt(priceMovement.AmountIn),
		)
		priceImpact, _ := impact.Float64()
		priceMovement.PriceImpact = priceImpact
	}
	
	return priceMovement, nil
}

// IsSignificantMovement determines if a price movement is significant enough to exploit
func (s *MarketScanner) IsSignificantMovement(movement *PriceMovement, threshold float64) bool {
	// Check if the price impact is above our threshold
	return movement.PriceImpact > threshold
}

// CalculateTickAfterSwap calculates the tick after a swap occurs
func (s *MarketScanner) CalculateTickAfterSwap(
	currentTick int,
	liquidity *uint256.Int,
	amountIn *big.Int,
	zeroForOne bool, // true if swapping token0 for token1
) int {
	// This is a simplified implementation
	// In practice, you would need to use the Uniswap V3 math formulas
	
	// The actual calculation would involve:
	// 1. Converting amounts to sqrt prices
	// 2. Using the liquidity to determine the price movement
	// 3. Calculating the new tick based on the price movement
	
	// For now, we'll return a placeholder
	return currentTick
}

// FindArbitrageOpportunities looks for arbitrage opportunities based on price movements
func (s *MarketScanner) FindArbitrageOpportunities(movements []*PriceMovement) []ArbitrageOpportunity {
	opportunities := make([]ArbitrageOpportunity, 0)
	
	// This would contain logic to:
	// 1. Compare prices across different pools
	// 2. Calculate potential profit after gas costs
	// 3. Identify triangular arbitrage opportunities
	// 4. Check if the opportunity is profitable
	
	return opportunities
}

// ArbitrageOpportunity represents a potential arbitrage opportunity
type ArbitrageOpportunity struct {
	Path        []string // Token path for the arbitrage
	Pools       []string // Pools involved in the arbitrage
	Profit      *big.Int // Estimated profit in wei
	GasEstimate *big.Int // Estimated gas cost
	ROI         float64  // Return on investment percentage
}