"""Independently recompute the public CoinNudge spot trading-cost example.

Run this downloaded file from its data directory with: python reproduce.py
"""

from __future__ import annotations

import csv
import hashlib
import json
import math
from pathlib import Path


def evidence_dir() -> Path:
    local = Path(__file__).resolve().parent
    if (local / "book-snapshots.json").exists():
        return local
    return local.parent / "frontend/public/research-data/trading-cost/2026-09-25-v1"


def acquire(asks: list[list[str]], amount: float) -> float:
    left, coins = amount, 0.0
    for price_text, quantity_text in asks:
        price, quantity = float(price_text), float(quantity_text)
        fill_quote = min(left, price * quantity)
        coins += fill_quote / price
        left -= fill_quote
        if left < 1e-8:
            break
    if left >= 1e-8:
        raise AssertionError("Insufficient ask book")
    return coins


def dispose(bids: list[list[str]], quantity: float) -> float:
    left, quote = quantity, 0.0
    for price_text, quantity_text in bids:
        take = min(left, float(quantity_text))
        quote += take * float(price_text)
        left -= take
        if left < 1e-10:
            break
    if left >= 1e-10:
        raise AssertionError("Insufficient bid book")
    return quote


def close(actual: float, expected: float) -> None:
    if not math.isclose(actual, expected, rel_tol=1e-9, abs_tol=1e-8):
        raise AssertionError(f"Mismatch: actual={actual}, expected={expected}")


def main() -> None:
    directory = evidence_dir()
    manifest = json.loads((directory / "manifest.json").read_text())
    for name, expected in manifest["sha256"].items():
        actual = hashlib.sha256((directory / name).read_bytes()).hexdigest()
        if actual != expected:
            raise AssertionError(f"Hash mismatch: {name}")
    books = json.loads((directory / "book-snapshots.json").read_text())["books"]
    rows = json.loads((directory / "research.json").read_text())["observations"]
    with (directory / "observations.csv").open(newline="") as stream:
        csv_rows = list(csv.DictReader(stream))
    if len(rows) != 36 or len(csv_rows) != len(rows):
        raise AssertionError("Expected 36 observations")
    field_checks = 0
    for row, csv_row in zip(rows, csv_rows):
        symbol, notional, fee_pct = row["symbol"], row["notional_usdt"], row["fee_per_side_pct"]
        if csv_row["symbol"] != symbol or float(csv_row["notional_usdt"]) != notional or float(csv_row["fee_per_side_pct"]) != fee_pct:
            raise AssertionError("CSV row mismatch")
        book = books[symbol]
        bid, ask = float(book["bids"][0][0]), float(book["asks"][0][0])
        quantity = acquire(book["asks"], float(notional))
        proceeds = dispose(book["bids"], quantity)
        fee = fee_pct / 100
        net = proceeds * (1 - fee) - notional * (1 + fee)
        values = {
            "best_bid": bid,
            "best_ask": ask,
            "mid_price": (bid + ask) / 2,
            "spread_bps": (ask - bid) / ((bid + ask) / 2) * 10000,
            "buy_quantity": quantity,
            "buy_vwap": notional / quantity,
            "sell_vwap_same_book": proceeds / quantity,
            "immediate_round_trip_net_usdt": net,
            "immediate_round_trip_net_pct": net / notional * 100,
            "mid_move_to_breakeven_pct": (notional * (1 + fee) / (proceeds * (1 - fee)) - 1) * 100,
        }
        for name, value in values.items():
            close(row[name], value)
            close(float(csv_row[name]), value)
            field_checks += 2
    print(json.dumps({"status": "PASS", "rows": len(rows), "field_checks": field_checks, "source_files": len(manifest["sha256"])}, separators=(",", ":")))


if __name__ == "__main__":
    main()