// Copyright 2013-2014 Fuzamei tech Ltd. All rights reserved.
package tick

// 本文件实现lmax数据源接口, 实时数据和历史数据的获取和保存

import (
	"fmt"
	"log"
	"time"

	"tickserver/api/lmaxapi"
	"tickserver/api/lmaxapi/request"
	"tickserver/api/lmaxapi/response"
)

// lmaxDS实现了dataSource接口, 并对lmax的历史数据和实时数据保存
type LmaxDS struct {
	*DSBase
	errcount int64
}

func init() {
	drivers[Lmax] = newLmaxDS
}

func newLmaxDS(conf *DsConf) (DataSource, error) {
	return &LmaxDS{
		DSBase: NewDsBase(conf), // lmax 自己下载历史数据, 所以参数db==nil
	}, nil
}

func (lds *LmaxDS) Name() string {
	return Lmax
}

func (lds *LmaxDS) Run() {
	if !lds.conf.Run {
		log.Println("LmaxDS.run config NOT run")
		return
	}
	log.Println("LmaxDS.run")
	// 此goroutine用来处理实时行情数据, 避免lmaxapi回调阻塞
	eventCh := make(chan *response.OrderBookEvent, 4096)
	go func() {
		for {
			ev := <-eventCh
			lds.onMarket(ev)
		}
	}()
	fn := func() {
		for {
			// 登录产生新的Session
			ss, err := lds.login(lds.conf.User, lds.conf.PassWord, request.ProductType.CFD_LIVE, lds.conf.Url)
			if err != nil {
				time.Sleep(time.Second * 10)
				continue
			}
			ss.RegisterSessionDisconnected(func(s *lmaxapi.Session) {
				log.Println("session disconnected. STOP session!")
				s.Stop()
			})
			lds.regStreamError(ss)
			lds.marketdata(ss, eventCh) // 实时行情
			ss.LoadAllInstruments(func(value *response.Instrument) {
				lds.onInstrument(value)
				log.Println("subcribe", value.Id)
				ss.Subscribe(request.NewOrderBookSubscriptionRequest(value.Id), DefaultSubscribeCB)
			})
			ss.Wait()
			ss.HeartbeatTimeout(5 * time.Second)
			ss.Start()
			// 有错误时跳出Start重启
			log.Println("lmax session RESTART !!!")
		}
	}
	fn()
}

func (lds *LmaxDS) doErrCode(s *lmaxapi.Session, err error) {
	//1. 处理下面的事件
	//1.1 网络中断：如果是交易，可能需要重新登录，以获取最新订单状态，如果是行情，可能不需要重启
	//1.2 session 过期，发生403错误，必须重新登录
	//1.3 heartbeat 心跳无响应:  Op=stream err=heart beart timeout, Code=-1
	//    这个时候调用 session.StreamClose() 重新启动stream
	operr, ok := err.(*lmaxapi.OpError)
	log.Println("operr:", operr)
	if !ok {
		return
	}
	//1.2
	if operr.Code == 403 {
		log.Println("stop session")
		s.Stop()
		return
	}
	//1.1 and 1.3
	//stream 中发生错误，重启stream, 如果是交易，可能要选择重启session
	if operr.Op == "Stream" {
		lds.errcount++
		log.Println("stop stream")
		if operr.Code == 0 {
			time.Sleep(1 * time.Second)
		}
		if lds.errcount == 3 {
			lds.errcount = 0
			s.Stop()
			return
		}
		s.StopStream()
		// ss.Stop()
		return
	}
}

func (lds *LmaxDS) regStreamError(ss *lmaxapi.Session) {
	// 注册数据流失败处理函数
	ss.RegisterStreamFailureEvent(func(s *lmaxapi.Session, err error) {
		lds.doErrCode(s, err)
	})
}


func (lds *LmaxDS) login(name, password, typ, url string) (*lmaxapi.Session, error) {
	log.Println("LmaxDS.login:", name)
	lmaxapi.SetBaseUrl(url)
	req := request.NewLoginRequest(name, password, typ)
	ss, err := lmaxapi.Login(req)
	if err != nil {
		s := err.Error()
		if len(s) > 32 {
			s = s[:32]
		}
		log.Println("lmaxapi.Login error:", s)
		return nil, err
	}
	log.Println(name, "login OK!")
	return ss, nil
}

func (lds *LmaxDS) marketdata(session *lmaxapi.Session, eventCh chan *response.OrderBookEvent) {
	log.Println("@@@:marketdata")
	// 注册请求实时行情数据
	session.RegisterOrderBookEvent(func(s *lmaxapi.Session, ev *response.OrderBookEvent) {
		debugDelay("###:", fmt.Sprintf("lmax_%d", ev.InstrumentId), ev.Timestamp)
		lds.errcount = 0
		select {
		case eventCh <- ev:
		default:
		}
	})
}

func (lds *LmaxDS) onMarket(event *response.OrderBookEvent) {
	insId := event.InstrumentId
	mk := &Market{}
	mk.InsId = insId
	mk.Timestamp = event.Timestamp
	mk.Type = IntLmax
	if event.HasMarketClosePrice {
		mk.Close = event.MktClosePrice
		mk.Open = mk.Close
	}
	if event.HasLastTradedPrice {
		mk.LastPrice = event.LastTradedPrice
	}
	if event.HasDailyHighestTradedPrice {
		mk.High = event.DailyHighestTradedPrice
	}
	if event.HasDailyLowestTradedPrice {
		mk.Low = event.DailyLowestTradedPrice
	}
	if len(event.AskPrices) > 0 {
		asks := make([]PP, len(event.AskPrices))
		for i, b := range event.AskPrices {
			asks[i][0] = b.Price
			asks[i][1] = b.Quantity
		}
		mk.Asks = asks
	}
	if len(event.BidPrices) > 0 {
		bids := make([]PP, len(event.BidPrices))
		for i, b := range event.BidPrices {
			bids[i][0] = b.Price
			bids[i][1] = b.Quantity
		}
		mk.Bids = bids
	}
	lds.Save(mk)
}

func (lds *LmaxDS) onInstrument(value *response.Instrument) {
	ins := &Instrument{
		Id:        value.Id,
		Name:      value.Name,
		ExId:      Lmax,
		Type:      Forex,
		PriceInc:  value.PriceIncrement,
		Margin:    value.MarginRate,
		StartTime: value.StartTime.Unix() * 1000, // ms
	}
	lds.insMap[ins.Id] = ins
}

func DefaultSubscribeCB(err error) {
	if err != nil {
		fmt.Println("Failed:", err)
	}
}