mev-beta/pkg/market/market_builder.go

package market

import (
	"context"
	"fmt"
	"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/database"
	"github.com/fraktal/mev-beta/pkg/marketdata"
	"github.com/holiman/uint256"
)

// MarketBuilder constructs comprehensive market structures from cached data
type MarketBuilder struct {
	logger     *logger.Logger
	database   *database.Database
	client     *ethclient.Client
	dataLogger *marketdata.MarketDataLogger

	// Built markets
	markets      map[string]*Market // key: "tokenA_tokenB"
	marketsMutex sync.RWMutex

	// Build configuration
	buildConfig *BuildConfig
	initialized bool
	initMutex   sync.Mutex
}

// Market represents a comprehensive trading market for a token pair
type Market struct {
	TokenA         common.Address `json:"tokenA"`
	TokenB         common.Address `json:"tokenB"`
	Pools          []*MarketPool  `json:"pools"`
	TotalLiquidity *big.Int       `json:"totalLiquidity"`
	BestPool       *MarketPool    `json:"bestPool"` // Pool with highest liquidity

	// Market statistics
	PoolCount    int       `json:"poolCount"`
	Volume24h    *big.Int  `json:"volume24h"`
	SwapCount24h int64     `json:"swapCount24h"`
	LastUpdated  time.Time `json:"lastUpdated"`
	FirstSeen    time.Time `json:"firstSeen"`

	// Price information
	WeightedPrice *big.Float `json:"weightedPrice"` // Liquidity-weighted price
	PriceSpread   float64    `json:"priceSpread"`   // Price spread across pools (%)

	// DEX coverage
	Protocols map[string]int   `json:"protocols"` // Protocol -> pool count
	Factories []common.Address `json:"factories"` // All factories for this pair
}

// MarketPool represents a pool within a market
type MarketPool struct {
	Address  common.Address `json:"address"`
	Factory  common.Address `json:"factory"`
	Protocol string         `json:"protocol"`
	Fee      uint32         `json:"fee"`

	// Current state
	Liquidity    *uint256.Int `json:"liquidity"`
	SqrtPriceX96 *uint256.Int `json:"sqrtPriceX96"`
	Tick         int32        `json:"tick"`
	Price        *big.Float   `json:"price"` // Calculated price

	// Market share in this token pair
	LiquidityShare float64 `json:"liquidityShare"` // % of total liquidity
	VolumeShare24h float64 `json:"volumeShare24h"` // % of 24h volume

	// Activity metrics
	SwapCount    int64     `json:"swapCount"`
	Volume24h    *big.Int  `json:"volume24h"`
	LastSwapTime time.Time `json:"lastSwapTime"`
	AvgSwapSize  *big.Int  `json:"avgSwapSize"`

	// Quality metrics
	PriceDeviation float64 `json:"priceDeviation"` // Deviation from weighted avg (%)
	Efficiency     float64 `json:"efficiency"`     // Volume/Liquidity ratio
	Reliability    float64 `json:"reliability"`    // Uptime/activity score
}

// BuildConfig configures market building parameters
type BuildConfig struct {
	// Pool filtering
	MinLiquidity      *big.Int `json:"minLiquidity"`
	MinVolume24h      *big.Int `json:"minVolume24h"`
	MaxPriceDeviation float64  `json:"maxPriceDeviation"` // Max price deviation to include (%)

	// Token filtering
	RequiredTokens     []common.Address `json:"requiredTokens"` // Must include these tokens
	ExcludedTokens     []common.Address `json:"excludedTokens"` // Exclude these tokens
	OnlyVerifiedTokens bool             `json:"onlyVerifiedTokens"`

	// Market requirements
	MinPoolsPerMarket int  `json:"minPoolsPerMarket"`
	RequireMultiDEX   bool `json:"requireMultiDEX"` // Require pools from multiple DEXs

	// Update behavior
	RebuildInterval time.Duration `json:"rebuildInterval"`
	AutoUpdate      bool          `json:"autoUpdate"`

	// Performance
	MaxMarketsToCache int `json:"maxMarketsToCache"`
	ParallelBuildJobs int `json:"parallelBuildJobs"`
}

// NewMarketBuilder creates a new market builder
func NewMarketBuilder(logger *logger.Logger, database *database.Database, client *ethclient.Client, dataLogger *marketdata.MarketDataLogger) *MarketBuilder {
	return &MarketBuilder{
		logger:     logger,
		database:   database,
		client:     client,
		dataLogger: dataLogger,
		markets:    make(map[string]*Market),
		buildConfig: &BuildConfig{
			MinLiquidity:      big.NewInt(1000000000000000000), // 1 ETH minimum
			MinVolume24h:      big.NewInt(100000000000000000),  // 0.1 ETH minimum
			MaxPriceDeviation: 5.0,                             // 5% max deviation
			MinPoolsPerMarket: 2,                               // At least 2 pools
			RequireMultiDEX:   false,                           // Don't require multi-DEX
			RebuildInterval:   30 * time.Minute,                // Rebuild every 30 minutes
			AutoUpdate:        true,
			MaxMarketsToCache: 1000, // Cache up to 1000 markets
			ParallelBuildJobs: 4,    // 4 parallel build jobs
		},
	}
}

// Initialize sets up the market builder
func (mb *MarketBuilder) Initialize(ctx context.Context) error {
	mb.initMutex.Lock()
	defer mb.initMutex.Unlock()

	if mb.initialized {
		return nil
	}

	// Validate configuration
	if err := mb.validateConfig(); err != nil {
		return fmt.Errorf("invalid build configuration: %w", err)
	}

	// Build initial markets from cached data
	if err := mb.buildInitialMarkets(ctx); err != nil {
		return fmt.Errorf("failed to build initial markets: %w", err)
	}

	// Start automatic rebuilding if enabled
	if mb.buildConfig.AutoUpdate {
		go mb.autoRebuildLoop()
	}

	mb.initialized = true
	mb.logger.Info(fmt.Sprintf("Market builder initialized with %d markets", len(mb.markets)))

	return nil
}

// buildInitialMarkets builds markets from existing cached data
func (mb *MarketBuilder) buildInitialMarkets(ctx context.Context) error {
	if mb.dataLogger == nil {
		return fmt.Errorf("data logger not available")
	}

	// Get all token pairs that have pools
	tokenPairs := mb.extractTokenPairs()
	if len(tokenPairs) == 0 {
		mb.logger.Warn("No token pairs found in cached data")
		return nil
	}

	mb.logger.Info(fmt.Sprintf("Building markets for %d token pairs", len(tokenPairs)))

	// Build markets in parallel
	semaphore := make(chan struct{}, mb.buildConfig.ParallelBuildJobs)
	var wg sync.WaitGroup

	for _, pair := range tokenPairs {
		wg.Add(1)
		go func(tokenPair TokenPair) {
			defer wg.Done()

			semaphore <- struct{}{}        // Acquire
			defer func() { <-semaphore }() // Release

			if market, err := mb.buildMarketForPair(ctx, tokenPair.TokenA, tokenPair.TokenB); err != nil {
				mb.logger.Debug(fmt.Sprintf("Failed to build market for %s/%s: %v",
					tokenPair.TokenA.Hex(), tokenPair.TokenB.Hex(), err))
			} else if market != nil {
				mb.addMarket(market)
			}
		}(pair)
	}

	wg.Wait()

	mb.logger.Info(fmt.Sprintf("Built %d markets from cached data", len(mb.markets)))
	return nil
}

// TokenPair represents a token pair
type TokenPair struct {
	TokenA common.Address
	TokenB common.Address
}

// extractTokenPairs extracts unique token pairs from cached pools
func (mb *MarketBuilder) extractTokenPairs() []TokenPair {
	tokenPairs := make(map[string]TokenPair)

	// Extract from data logger cache (implementation would iterate through cached pools)
	// For now, return some common pairs
	commonPairs := []TokenPair{
		{
			TokenA: common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1"), // WETH
			TokenB: common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831"), // USDC
		},
		{
			TokenA: common.HexToAddress("0x82af49447d8a07e3bd95bd0d56f35241523fbab1"), // WETH
			TokenB: common.HexToAddress("0x912ce59144191c1204e64559fe8253a0e49e6548"), // ARB
		},
		{
			TokenA: common.HexToAddress("0xaf88d065e77c8cc2239327c5edb3a432268e5831"), // USDC
			TokenB: common.HexToAddress("0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9"), // USDT
		},
	}

	for _, pair := range commonPairs {
		key := mb.makeTokenPairKey(pair.TokenA, pair.TokenB)
		tokenPairs[key] = pair
	}

	result := make([]TokenPair, 0, len(tokenPairs))
	for _, pair := range tokenPairs {
		result = append(result, pair)
	}

	return result
}

// buildMarketForPair builds a comprehensive market for a token pair
func (mb *MarketBuilder) buildMarketForPair(ctx context.Context, tokenA, tokenB common.Address) (*Market, error) {
	// Get pools for this token pair
	pools := mb.dataLogger.GetPoolsForTokenPair(tokenA, tokenB)
	if len(pools) < mb.buildConfig.MinPoolsPerMarket {
		return nil, fmt.Errorf("insufficient pools (%d < %d required)", len(pools), mb.buildConfig.MinPoolsPerMarket)
	}

	// Filter and convert pools
	marketPools := make([]*MarketPool, 0, len(pools))
	totalLiquidity := big.NewInt(0)
	totalVolume := big.NewInt(0)
	protocols := make(map[string]int)
	factories := make(map[common.Address]bool)

	for _, pool := range pools {
		// Apply filters
		if !mb.passesFilters(pool) {
			continue
		}

		marketPool := &MarketPool{
			Address:      pool.Address,
			Factory:      pool.Factory,
			Protocol:     pool.Protocol,
			Fee:          pool.Fee,
			Liquidity:    pool.Liquidity,
			SqrtPriceX96: pool.SqrtPriceX96,
			Tick:         pool.Tick,
			SwapCount:    pool.SwapCount,
			Volume24h:    pool.Volume24h,
			LastSwapTime: pool.LastSwapTime,
		}

		// Calculate price from sqrtPriceX96
		if pool.SqrtPriceX96 != nil && pool.SqrtPriceX96.Sign() > 0 {
			marketPool.Price = mb.calculatePriceFromSqrt(pool.SqrtPriceX96)
		}

		marketPools = append(marketPools, marketPool)

		// Update totals
		if pool.Liquidity != nil {
			totalLiquidity.Add(totalLiquidity, pool.Liquidity.ToBig())
		}
		if pool.Volume24h != nil {
			totalVolume.Add(totalVolume, pool.Volume24h)
		}

		// Track protocols and factories
		protocols[pool.Protocol]++
		factories[pool.Factory] = true
	}

	if len(marketPools) < mb.buildConfig.MinPoolsPerMarket {
		return nil, fmt.Errorf("insufficient qualifying pools after filtering")
	}

	// Check multi-DEX requirement
	if mb.buildConfig.RequireMultiDEX && len(protocols) < 2 {
		return nil, fmt.Errorf("requires multiple DEXs but only found %d", len(protocols))
	}

	// Calculate market metrics
	weightedPrice := mb.calculateWeightedPrice(marketPools)
	priceSpread := mb.calculatePriceSpread(marketPools, weightedPrice)
	bestPool := mb.findBestPool(marketPools)

	// Update pool market shares and metrics
	mb.updatePoolMetrics(marketPools, totalLiquidity, totalVolume, weightedPrice)

	// Create factory slice
	factorySlice := make([]common.Address, 0, len(factories))
	for factory := range factories {
		factorySlice = append(factorySlice, factory)
	}

	market := &Market{
		TokenA:         tokenA,
		TokenB:         tokenB,
		Pools:          marketPools,
		TotalLiquidity: totalLiquidity,
		BestPool:       bestPool,
		PoolCount:      len(marketPools),
		Volume24h:      totalVolume,
		WeightedPrice:  weightedPrice,
		PriceSpread:    priceSpread,
		Protocols:      protocols,
		Factories:      factorySlice,
		LastUpdated:    time.Now(),
		FirstSeen:      time.Now(), // Would be minimum of all pool first seen times
	}

	return market, nil
}

// passesFilters checks if a pool passes the configured filters
func (mb *MarketBuilder) passesFilters(pool *marketdata.PoolInfo) bool {
	// Check minimum liquidity
	if pool.Liquidity != nil && mb.buildConfig.MinLiquidity != nil {
		if pool.Liquidity.ToBig().Cmp(mb.buildConfig.MinLiquidity) < 0 {
			return false
		}
	}

	// Check minimum volume
	if pool.Volume24h != nil && mb.buildConfig.MinVolume24h != nil {
		if pool.Volume24h.Cmp(mb.buildConfig.MinVolume24h) < 0 {
			return false
		}
	}

	return true
}

// calculatePriceFromSqrt calculates price from sqrtPriceX96
func (mb *MarketBuilder) calculatePriceFromSqrt(sqrtPriceX96 *uint256.Int) *big.Float {
	// Convert sqrtPriceX96 to price
	// price = (sqrtPriceX96 / 2^96)^2

	sqrtPrice := new(big.Float).SetInt(sqrtPriceX96.ToBig())
	q96 := new(big.Float).SetInt(new(big.Int).Lsh(big.NewInt(1), 96))

	normalizedSqrt := new(big.Float).Quo(sqrtPrice, q96)
	price := new(big.Float).Mul(normalizedSqrt, normalizedSqrt)

	return price
}

// calculateWeightedPrice calculates liquidity-weighted average price
func (mb *MarketBuilder) calculateWeightedPrice(pools []*MarketPool) *big.Float {
	if len(pools) == 0 {
		return big.NewFloat(0)
	}

	weightedSum := big.NewFloat(0)
	totalWeight := big.NewFloat(0)

	for _, pool := range pools {
		if pool.Price != nil && pool.Liquidity != nil {
			weight := new(big.Float).SetInt(pool.Liquidity.ToBig())
			weightedPrice := new(big.Float).Mul(pool.Price, weight)

			weightedSum.Add(weightedSum, weightedPrice)
			totalWeight.Add(totalWeight, weight)
		}
	}

	if totalWeight.Sign() == 0 {
		return big.NewFloat(0)
	}

	return new(big.Float).Quo(weightedSum, totalWeight)
}

// calculatePriceSpread calculates price spread across pools
func (mb *MarketBuilder) calculatePriceSpread(pools []*MarketPool, weightedPrice *big.Float) float64 {
	if len(pools) == 0 || weightedPrice.Sign() == 0 {
		return 0
	}

	maxDeviation := 0.0

	for _, pool := range pools {
		if pool.Price != nil {
			deviation := new(big.Float).Sub(pool.Price, weightedPrice)
			deviation.Abs(deviation)
			deviationRatio := new(big.Float).Quo(deviation, weightedPrice)

			if ratio, _ := deviationRatio.Float64(); ratio > maxDeviation {
				maxDeviation = ratio
			}
		}
	}

	return maxDeviation * 100 // Convert to percentage
}

// findBestPool finds the pool with highest liquidity
func (mb *MarketBuilder) findBestPool(pools []*MarketPool) *MarketPool {
	var best *MarketPool
	var maxLiquidity *big.Int

	for _, pool := range pools {
		if pool.Liquidity != nil {
			liquidity := pool.Liquidity.ToBig()
			if maxLiquidity == nil || liquidity.Cmp(maxLiquidity) > 0 {
				maxLiquidity = liquidity
				best = pool
			}
		}
	}

	return best
}

// updatePoolMetrics calculates market share and other metrics for pools
func (mb *MarketBuilder) updatePoolMetrics(pools []*MarketPool, totalLiquidity, totalVolume *big.Int, weightedPrice *big.Float) {
	for _, pool := range pools {
		// Calculate liquidity share
		if pool.Liquidity != nil && totalLiquidity.Sign() > 0 {
			liquidityFloat := new(big.Float).SetInt(pool.Liquidity.ToBig())
			totalLiquidityFloat := new(big.Float).SetInt(totalLiquidity)
			shareRatio := new(big.Float).Quo(liquidityFloat, totalLiquidityFloat)
			pool.LiquidityShare, _ = shareRatio.Float64()
		}

		// Calculate volume share
		if pool.Volume24h != nil && totalVolume.Sign() > 0 {
			volumeFloat := new(big.Float).SetInt(pool.Volume24h)
			totalVolumeFloat := new(big.Float).SetInt(totalVolume)
			shareRatio := new(big.Float).Quo(volumeFloat, totalVolumeFloat)
			pool.VolumeShare24h, _ = shareRatio.Float64()
		}

		// Calculate price deviation
		if pool.Price != nil && weightedPrice.Sign() > 0 {
			deviation := new(big.Float).Sub(pool.Price, weightedPrice)
			deviation.Abs(deviation)
			deviationRatio := new(big.Float).Quo(deviation, weightedPrice)
			pool.PriceDeviation, _ = deviationRatio.Float64()
			pool.PriceDeviation *= 100 // Convert to percentage
		}

		// Calculate efficiency (volume/liquidity ratio)
		if pool.Volume24h != nil && pool.Liquidity != nil && pool.Liquidity.Sign() > 0 {
			volumeFloat := new(big.Float).SetInt(pool.Volume24h)
			liquidityFloat := new(big.Float).SetInt(pool.Liquidity.ToBig())
			efficiency := new(big.Float).Quo(volumeFloat, liquidityFloat)
			pool.Efficiency, _ = efficiency.Float64()
		}

		// Calculate average swap size
		if pool.Volume24h != nil && pool.SwapCount > 0 {
			avgSize := new(big.Int).Div(pool.Volume24h, big.NewInt(pool.SwapCount))
			pool.AvgSwapSize = avgSize
		}

		// Calculate reliability (simplified - based on recent activity)
		if time.Since(pool.LastSwapTime) < 24*time.Hour {
			pool.Reliability = 1.0
		} else if time.Since(pool.LastSwapTime) < 7*24*time.Hour {
			pool.Reliability = 0.5
		} else {
			pool.Reliability = 0.1
		}
	}
}

// addMarket adds a market to the cache
func (mb *MarketBuilder) addMarket(market *Market) {
	mb.marketsMutex.Lock()
	defer mb.marketsMutex.Unlock()

	key := mb.makeTokenPairKey(market.TokenA, market.TokenB)
	mb.markets[key] = market

	mb.logger.Debug(fmt.Sprintf("Added market %s with %d pools (total liquidity: %s)",
		key, market.PoolCount, market.TotalLiquidity.String()))
}

// makeTokenPairKey creates a consistent key for token pairs
func (mb *MarketBuilder) makeTokenPairKey(tokenA, tokenB common.Address) string {
	// Ensure consistent ordering (smaller address first)
	if tokenA.Big().Cmp(tokenB.Big()) > 0 {
		tokenA, tokenB = tokenB, tokenA
	}
	return fmt.Sprintf("%s_%s", tokenA.Hex(), tokenB.Hex())
}

// validateConfig validates the build configuration
func (mb *MarketBuilder) validateConfig() error {
	if mb.buildConfig.MinPoolsPerMarket < 1 {
		return fmt.Errorf("minPoolsPerMarket must be at least 1")
	}
	if mb.buildConfig.ParallelBuildJobs < 1 {
		return fmt.Errorf("parallelBuildJobs must be at least 1")
	}
	if mb.buildConfig.MaxMarketsToCache < 1 {
		return fmt.Errorf("maxMarketsToCache must be at least 1")
	}
	return nil
}

// autoRebuildLoop automatically rebuilds markets at intervals
func (mb *MarketBuilder) autoRebuildLoop() {
	ticker := time.NewTicker(mb.buildConfig.RebuildInterval)
	defer ticker.Stop()

	for {
		select {
		case <-ticker.C:
			ctx, cancel := context.WithTimeout(context.Background(), 10*time.Minute)
			if err := mb.RebuildMarkets(ctx); err != nil {
				mb.logger.Warn(fmt.Sprintf("Failed to rebuild markets: %v", err))
			}
			cancel()
		}
	}
}

// GetMarket returns a market for a token pair
func (mb *MarketBuilder) GetMarket(tokenA, tokenB common.Address) (*Market, bool) {
	mb.marketsMutex.RLock()
	defer mb.marketsMutex.RUnlock()

	key := mb.makeTokenPairKey(tokenA, tokenB)
	market, exists := mb.markets[key]
	return market, exists
}

// GetAllMarkets returns all cached markets
func (mb *MarketBuilder) GetAllMarkets() []*Market {
	mb.marketsMutex.RLock()
	defer mb.marketsMutex.RUnlock()

	markets := make([]*Market, 0, len(mb.markets))
	for _, market := range mb.markets {
		markets = append(markets, market)
	}

	return markets
}

// RebuildMarkets rebuilds all markets from current cached data
func (mb *MarketBuilder) RebuildMarkets(ctx context.Context) error {
	mb.logger.Info("Rebuilding markets from cached data...")

	// Clear existing markets
	mb.marketsMutex.Lock()
	oldCount := len(mb.markets)
	mb.markets = make(map[string]*Market)
	mb.marketsMutex.Unlock()

	// Rebuild
	if err := mb.buildInitialMarkets(ctx); err != nil {
		return fmt.Errorf("failed to rebuild markets: %w", err)
	}

	newCount := len(mb.markets)
	mb.logger.Info(fmt.Sprintf("Rebuilt markets: %d -> %d", oldCount, newCount))

	return nil
}

// GetStatistics returns comprehensive market builder statistics
func (mb *MarketBuilder) GetStatistics() map[string]interface{} {
	mb.marketsMutex.RLock()
	defer mb.marketsMutex.RUnlock()

	totalPools := 0
	totalLiquidity := big.NewInt(0)
	protocolCounts := make(map[string]int)

	for _, market := range mb.markets {
		totalPools += market.PoolCount
		totalLiquidity.Add(totalLiquidity, market.TotalLiquidity)

		for protocol, count := range market.Protocols {
			protocolCounts[protocol] += count
		}
	}

	return map[string]interface{}{
		"totalMarkets":   len(mb.markets),
		"totalPools":     totalPools,
		"totalLiquidity": totalLiquidity.String(),
		"protocolCounts": protocolCounts,
		"initialized":    mb.initialized,
		"autoUpdate":     mb.buildConfig.AutoUpdate,
	}
}

// Stop gracefully shuts down the market builder
func (mb *MarketBuilder) Stop() {
	mb.initMutex.Lock()
	defer mb.initMutex.Unlock()

	if !mb.initialized {
		return
	}

	mb.logger.Info("Market builder stopped")
	mb.initialized = false
}