package vmts

import (
	"fmt"
	"sig-pub/pkg/types"

	"github.com/bytedance/sonic"
)

var (
	rawValueLimit = 5 // 避免单行数据过大
)

type Metric struct {
	Metric     map[string]string `json:"metric"` // {"__name__":"open","instance":"DOGE-USDT-SWAP"}
	Values     []float64         `json:"values"`
	Timestamps []int64           `json:"timestamps"`
}

func NewMetric(name string, tags ...string) *Metric {
	if len(tags)%2 != 0 {
		panic(fmt.Sprintf("%s error length tags: %v", name, tags))
	}
	metric := map[string]string{"__name__": name}
	for i := 0; i < len(tags); i += 2 {
		metric[tags[i]] = tags[i+1]
	}
	return &Metric{
		Metric: metric,
	}
}

func (m *Metric) AddTag(name, value string) {
	m.Metric[name] = value
}

func (m *Metric) AddTsValue(ts int64, value float64) {
	m.Timestamps = append(m.Timestamps, ts)
	m.Values = append(m.Values, value)
}

func (m *Metric) ToRowJson() ([]byte, error) {
	return sonic.Marshal(m)
}

func Kline2Metrics(inst types.TradeInstance, klines []*types.Kline) (metrics []*Metric) {
	instMetrics := make(map[string][6]*Metric)
	// id := inst.InstId
	// inst.InstId = "doge_udst"
	// defer func() {
	// 	inst.InstId = id
	// }()

	for _, kline := range klines {
		ms, ok := instMetrics[inst.InstId]
		if !ok || (rawValueLimit > 0 && len(ms[0].Values) >= rawValueLimit) {
			ms = [6]*Metric{
				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "open"),
				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "high"),
				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "low"),
				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "close"),
				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "vol"),
				NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "volQuote"),
			}
			instMetrics[inst.InstId] = ms
			for i := range len(ms) {
				metrics = append(metrics, ms[i])
			}
		}

		// TODO open sz price
		open, _ := kline.Open.Float64()
		high, _ := kline.High.Float64()
		low, _ := kline.Low.Float64()
		close, _ := kline.Close.Float64()
		vol, _ := kline.Vol.Float64()
		volQuote, _ := kline.VolQuote.Float64()
		ms[0].AddTsValue(kline.Ts, open)
		ms[1].AddTsValue(kline.Ts, high)
		ms[2].AddTsValue(kline.Ts, low)
		ms[3].AddTsValue(kline.Ts, close)
		ms[4].AddTsValue(kline.Ts, vol)
		ms[5].AddTsValue(kline.Ts, volQuote)
	}
	return
}