package scanner

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

	"github.com/your-username/mev-beta/internal/config"
	"github.com/your-username/mev-beta/internal/logger"
	"github.com/your-username/mev-beta/pkg/uniswap"
	"github.com/ethereum/go-ethereum/common"
	"github.com/holiman/uint256"
)

// MarketScanner scans markets for price movement opportunities with concurrency
type MarketScanner struct {
	config     *config.BotConfig
	logger     *logger.Logger
	workerPool chan chan SwapDetails
	workers    []*SwapWorker
	wg         sync.WaitGroup
}

// SwapWorker represents a worker that processes swap details
type SwapWorker struct {
	ID            int
	WorkerPool    chan chan SwapDetails
	JobChannel    chan SwapDetails
	QuitChan      chan bool
	scanner       *MarketScanner
}

// NewMarketScanner creates a new market scanner with concurrency support
func NewMarketScanner(cfg *config.BotConfig, logger *logger.Logger) *MarketScanner {
	scanner := &MarketScanner{
		config:     cfg,
		logger:     logger,
		workerPool: make(chan chan SwapDetails, cfg.MaxWorkers),
		workers:    make([]*SwapWorker, 0, cfg.MaxWorkers),
	}

	// Create workers
	for i := 0; i < cfg.MaxWorkers; i++ {
		worker := NewSwapWorker(i, scanner.workerPool, scanner)
		scanner.workers = append(scanner.workers, worker)
		worker.Start()
	}

	return scanner
}

// NewSwapWorker creates a new swap worker
func NewSwapWorker(id int, workerPool chan chan SwapDetails, scanner *MarketScanner) *SwapWorker {
	return &SwapWorker{
		ID:         id,
		WorkerPool: workerPool,
		JobChannel: make(chan SwapDetails),
		QuitChan:   make(chan bool),
		scanner:    scanner,
	}
}

// Start begins the worker
func (w *SwapWorker) Start() {
	go func() {
		for {
			// Register the worker in the worker pool
			w.WorkerPool <- w.JobChannel

			select {
			case job := <-w.JobChannel:
				// Process the job
				w.Process(job)
			case <-w.QuitChan:
				// Stop the worker
				return
			}
		}
	}()
}

// Stop terminates the worker
func (w *SwapWorker) Stop() {
	go func() {
		w.QuitChan <- true
	}()
}

// Process handles a swap detail
func (w *SwapWorker) Process(swap SwapDetails) {
	// Analyze the swap in a separate goroutine to maintain throughput
	go func() {
		defer w.scanner.wg.Done()
		
		// Log the processing
		w.scanner.logger.Debug(fmt.Sprintf("Worker %d processing swap in pool %s", w.ID, swap.PoolAddress))
		
		// Analyze the swap
		priceMovement, err := w.scanner.AnalyzeSwap(swap)
		if err != nil {
			w.scanner.logger.Error(fmt.Sprintf("Error analyzing swap: %v", err))
			return
		}
		
		// Check if the movement is significant
		if w.scanner.IsSignificantMovement(priceMovement, w.scanner.config.MinProfitThreshold) {
			w.scanner.logger.Info(fmt.Sprintf("Significant price movement detected: %+v", priceMovement))
			// TODO: Send to arbitrage engine
		}
	}()
}

// SubmitSwap submits a swap for processing by the worker pool
func (s *MarketScanner) SubmitSwap(swap SwapDetails) {
	s.wg.Add(1)
	
	// Get an available worker job channel
	jobChannel := <-s.workerPool
	
	// Send the job to the worker
	jobChannel <- swap
}

// AnalyzeSwap analyzes a swap to determine if it's large enough to move the price
func (s *MarketScanner) AnalyzeSwap(swap SwapDetails) (*PriceMovement, error) {
	// Calculate the price before the swap
	priceBefore := uniswap.SqrtPriceX96ToPrice(swap.SqrtPriceX96.ToBig())
	
	// For a more accurate calculation, we would need to:
	// 1. Calculate the new sqrtPriceX96 after the swap
	// 2. Convert that to a price
	// 3. Calculate 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),
		PriceBefore: priceBefore,
		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 using Uniswap V3 math
	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
}

// Stop stops the market scanner and all workers
func (s *MarketScanner) Stop() {
	// Stop all workers
	for _, worker := range s.workers {
		worker.Stop()
	}
	
	// Wait for all jobs to complete
	s.wg.Wait()
}

// 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
}

// 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
	PriceBefore *big.Float // Price before the swap
	PriceAfter  *big.Float // Price after the swap (to be calculated)
	PriceImpact float64    // Calculated price impact
	TickBefore  int        // Tick before the swap
	TickAfter   int        // Tick after the swap (to be calculated)
}

// 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
	Timestamp      time.Time
	TransactionHash common.Hash
}