common

function GetCurrencyEx(ex, baseOrQuote) {
  let curr = ex.GetCurrency()
  let s = curr.split('_')
  return s[baseOrQuote ? 0 : 1]
}

function cancelOrdersPending(ex, orderType, orderOffset) {
  while (true) {
    const orders = ex.GetOrders()
    if (!orders) {
      Sleep(retryDelay)
      continue
    }
    let processed = 0
    for (let i = 0; i < orders.length; i++) {
      if (typeof orderType === 'number' && orders[i].Type !== orderType) {
        continue
      }
      if (typeof orderOffset === 'number' && orders[i].Offset !== orderOffset) {
        continue
      }

      ex.CancelOrder(orders[i].Id)
      if (isDebug) Log('cancelOrdersPending - ', orders[i])

      processed++
      Sleep(retryDelay)
    }
    if (processed === 0) {
      break
    }
  }
}

function isDepthBid(depthSide) {
  return depthSide[0].Price > depthSide[1].Price
}

/**
 *
 * @param {*} ex
 * @param {*} orderType ORDER_TYPE_BUY | ORDER_TYPE_SELL
 * @param {*} price
 * @param {*} quantity Transaction amount
 * @param {*} precision Precision of transaction amount
 * @param {*} minQuantity Minimum trading amount
 * @param {*} orderOffset This parameter needs to be passed for futures, ORDER_OFFSET_OPEN | ORDER_OFFSET_CLOSE
 * @param {*} errorCancel true - Directly return null, false - cancel all pending orders in the same direction, and re-place the order until the order is successfully placed.
 * @returns order id
 */
function trade(ex, orderType, price, quantity, precision, minQuantity, orderOffset, errorCancel) {
  let tradeFunc = orderType === ORDER_TYPE_BUY ? ex.Buy : ex.Sell
  let tradeDirection
  if (orderOffset === ORDER_OFFSET_OPEN) {
    tradeDirection = orderType === ORDER_TYPE_BUY ? 'buy' : 'sell'
  } else if (orderOffset === ORDER_OFFSET_CLOSE) {
    tradeDirection = orderType === ORDER_TYPE_BUY ? 'closesell' : 'closebuy'
  }
  if (tradeDirection) {
    ex.SetDirection(tradeDirection)
  }

  if (isDebug) Log('trade 1 - ', 'orderType: ', orderType, ', orderOffset: ', orderOffset, ', tradeDirection: ', tradeDirection)

  const qty = _N(quantity, precision)
  if (qty === 0) {
    Log(`trade quantity in precision error. ${quantity} ${precision} ${qty}`, '#FF0000')
    return null
  }
  if (qty < minQuantity) {
    Log(`trade quantity less than min quantity. ${quantity} ${minQuantity} ${qty}`, '#FF0000')
    return null
  }

  let orderID
  while (true) {
    const id = tradeFunc(price, qty)
    if (!id) {
      if (errorCancel) {
        Log('trade id is null. maybe trade has sent!', '#FF0000')
        return null
      }

      Sleep(retryDelay)
      cancelOrdersPending(ex, orderType, orderOffset)
      continue
    }
    if (isDebug) Log('trade 2 - ', 'id: ', id, ', price: ', price, ', quantity: ', quantity)

    orderID = id
    break
  }

  return orderID
}

$.AverageSmooth = function (values) {
  // Eliminate quantities with large deviations
  let mean = math.mean(values)
  let stde = math.std(values)

  // Filter average±2*Standard deviation
  let ml = mean - 2 * stde
  let mh = mean + 2 * stde

  if (isDebug) Log('AverageSmooth 1 - ', mean, stde, ml, mh)

  let vs = values.filter((e) => {
    let res = e > ml && e < mh
    if (isDebug && !res) {
      Log('AverageSmooth 2 - filter: ', e)
    }
    return res
  })
  if (!vs || vs.length === 0) {
    return 0
  }
  return math.mean(vs)
}

$.CountDecimals = function (num) {
  const numTrim = parseFloat(num)
  return String(numTrim).includes('.') ? String(numTrim).split('.')[1].length : 0
}

$.LiquidationRate = function (open, last, liq) {
  return 1 - math.abs(last - liq) / math.abs(open - liq)
}

$.GetCurrencyBase = function (ex) {
  return GetCurrencyEx(ex, true)
}

$.GetCurrencyQuote = function (ex) {
  return GetCurrencyEx(ex, false)
}

$.CurrencyExist = function (ex, symbol) {
  const old = ex.GetCurrency()
  ex.SetCurrency(symbol)
  let exist = Boolean(ex.GetTicker())
  ex.SetCurrency(old)
  return exist
}

$.PriceRate = function (last, open) {
  return _N((last - open) / open, 4)
}

$.GetDepthTotal = function (depthSide, pricePercent) {
  if (pricePercent <= 0) {
    Log('pricePercent Greater than 0')
    return 0
  }
  let isBid = isDepthBid(depthSide)
  let priceTarget = depthSide[0].Price * (1 + pricePercent * (isBid ? -1 : 1))
  let depthStage = depthSide.filter((e) => (isBid ? e.Price >= priceTarget : e.Price <= priceTarget))
  let total = depthStage.map((e) => e.Amount).reduce((prev, curr) => prev + curr)

  if (isDebug) {
    Log('isBid: ', isBid)
    Log('price: ', depthSide[0].Price, ', priceTarget: ', priceTarget)
    Log('depthStage: ', depthStage[depthStage.length - 1])
    Log('total: ', total)
  }

  return total
}

/**
 * How much impact will the query operation amountAccumate have on the price?
 *
 * @param {*} depthSide
 * @param {*} amountAccumate
 *
 * @returns Impacted price
 */
$.GetDepthTotalPrice = function (depthSide, amountAccumulate) {
  let priceAccumulate = -1

  let am = 0
  for (let i = 0; i < depthSide.length; ++i) {
    const e = depthSide[i]
    am += e.Amount

    if (isDebug) Log('GetDepthTotalPrice - ', 'index: ', i, ', depth: ', e, ', amountAcc: ', am)

    if (am >= amountAccumulate) {
      priceAccumulate = e.Price
      break
    }
  }

  return priceAccumulate
}

$.GetDepthAmounts = function (depthSide) {
  return depthSide.map((e) => e.Amount)
}

$.GetRecordsVolume = function (records) {
  return records.map((e) => e.Volume)
}

$.GetRecordsVolumeAmount = function (records) {
  return records.map((e) => e.Volume * e.Close)
}

$.GetRecordsAmplitude = function (records) {
  return records.map((e) => (e.High - e.Low) / e.Open)
}

$.GetRecordsClose = function (records) {
  return records.map((e) => e.Close)
}

$.GetRecordsHigh = function (records) {
  return records.map((e) => e.High)
}

$.GetRecordsLow = function (records) {
  return records.map((e) => e.Low)
}

$.IsFuture = function (ex) {
  return /(F|f)utures.*/.test(ex.GetName())
}

/**
 * Cancel all unfinished orders
 *
 * @param {*} ex
 * @param {*} orderType null Cancel all
 * @param {*} orderOffset Only futures need to pass parameters, null cancels all
 */
$.CancelOrdersPending = function (ex, orderType, orderOffset) {
  cancelOrdersPending(ex, orderType, orderOffset)
}

/**
 * tradeWhen the order id is not obtained,
 * After waiting for a while, check whether the balance has changed. If it has changed, it means that the transaction order has been issued (the transaction is successful or the pending order is successful), but the order id cannot be obtained.
 * Otherwise, trade again until the order is issued
 *
 * @param {*} ex
 * @param {*} orderType ORDER_TYPE_BUY | ORDER_TYPE_SELL
 * @param {*} price
 * @param {*} quantity Transaction amount
 * @param {*} precision Precision of transaction amount
 * @param {*} minQuantity Minimum trading amount
 * @param {*} orderOffset This parameter needs to be passed for futures, ORDER_OFFSET_OPEN | ORDER_OFFSET_CLOSE
 * @returns order id
 */
$.TradeNormal = function (ex, orderType, price, quantity, precision, minQuantity, orderOffset) {
  const accPre = _C(ex.GetAccount)

  let orderID = null
  while (true) {
    orderID = trade(ex, orderType, price, quantity, precision, minQuantity, orderOffset, true)
    if (orderID) {
      break
    }
    isDebug && Log(`TradeNormal - orderIDFetch Failed - price: ${price}, quantity: ${quantity}`, '#FF0000')

    Sleep(retryDelay * 2)
    const accAft = _C(ex.GetAccount)
    if (accAft.Balance !== accPre.Balance) {
      isDebug && Log(`TradeNormal - Balance Changes occurred before and after, transaction has already taken place - price: ${price}, quantity: ${quantity}`, '#FF0000')
      break
    }
  }

  return orderID
}

/**
 * Complete the transaction within the specified time, otherwise cancel it; partially completed transactions will also be canceled.
 *
 * @param {*} ex
 * @param {*} orderType ORDER_TYPE_BUY | ORDER_TYPE_SELL
 * @param {*} price
 * @param {*} quantity Transaction amount
 * @param {*} precision Precision of transaction amount
 * @param {*} minQuantity Minimum trading amount
 * @param {*} waitTime
 * @param {*} orderOffset This parameter needs to be passed for futures, ORDER_OFFSET_OPEN | ORDER_OFFSET_CLOSE
 *
 * @returns order,Status can only be:ORDER_STATE_CLOSED | ORDER_STATE_CANCELED
 */
$.TradeCancel = function (ex, orderType, price, quantity, precision, minQuantity, waitTime, orderOffset) {
  let orderID = trade(ex, orderType, price, quantity, precision, minQuantity, orderOffset)
  if (!orderID) {
    return null
  }

  let waiting = 0
  let orderFinal
  while (true) {
    Sleep(retryDelay)

    const order = _C(ex.GetOrder, orderID)
    if (!order) {
      break
    }
    if (isDebug) Log('TradeCancel 1 - ', order)

    orderFinal = order
    if (order.Status !== ORDER_STATE_PENDING) {
      break
    }

    // It may have been partially executed
    waiting += retryDelay
    if (waiting > waitTime) {
      // This order should be canceled
      ex.CancelOrder(orderID)

      if (isDebug) Log('TradeCancel 2 cancel')
    }
  }

  if (isDebug) Log('TradeCancel 3 - ', orderFinal, orderFinal.Status === ORDER_STATE_UNKNOWN ? '#FF0000' : '#000000')

  return orderFinal
}

/**
 * Complete the trade within the specified time, otherwise the remaining part will be executed at the market price
 *
 * @param {*} ex
 * @param {*} orderType
 * @param {*} price
 * @param {*} quantity Transaction amount
 * @param {*} precision Precision of transaction amount
 * @param {*} minQuantity Minimum trading amount
 * @param {*} waitTime
 * @param {*} orderOffset
 *
 * @returns order
 */
$.TradeCertain = function (ex, orderType, price, quantity, precision, minQuantity, waitTime, orderOffset) {
  const order = $.TradeCancel(ex, orderType, price, quantity, precision, minQuantity, waitTime, orderOffset)
  if (!order) {
    return null
  }
  if (order.Status !== ORDER_STATE_CANCELED) {
    return order
  }

  // Remaining amount executed quickly at market price
  const qtyRest = quantity - order.DealAmount
  if (qtyRest < minQuantity) {
    return order
  }
  if (isDebug) Log('TradeCertain market - qtyRest: ', qtyRest, 'order: ', order)

  return $.TradeCertain(ex, orderType, -1, qtyRest, precision, minQuantity, math.min(waitTime / 2, 1000), orderOffset)
}

/**
 * Wait for waitTime to trade at the best price, otherwise cancel, then retry retryTimes times, and then trade at the market price.
 *
 * @param {*} ex
 * @param {*} orderType
 * @param {*} quantity Transaction amount
 * @param {*} quantityPrecision Precision of transaction amount
 * @param {*} pricePrecision Price precision
 * @param {*} minQuantity Minimum trading amount
 * @param {*} waitTime
 * @param {*} orderOffset
 * @param {*} retryTimes -1, Keep looping
 */
$.TradeRetry = function (ex, orderType, quantity, quantityPrecision, pricePrecision, minQuantity, waitTime, orderOffset, retryTimes) {
  let qtyRest = quantity
  let retry = 0
  while (true) {
    const ticker = _C(ex.GetTicker)
    const price = orderType === ORDER_TYPE_BUY ? ticker.Buy : ticker.Sell
    const order = $.TradeCancel(ex, orderType, price, qtyRest, quantityPrecision, minQuantity, waitTime, orderOffset)
    if (!order) {
      return null
    }
    if (order.Status !== ORDER_STATE_CANCELED) {
      return order
    }

    qtyRest -= order.DealAmount
    if (qtyRest < minQuantity) {
      return order
    }

    if (isDebug) Log('TradeRetry market - retry:', retry, 'qtyRest: ', qtyRest)
    if (retryTimes === -1) {
      continue
    }
    if (++retry > retryTimes) {
      break
    }
  }
  if (isDebug) Log('TradeRetry market - qtyRest: ', qtyRest)

  // FIXME: fmzNot at Market PriceBuyAdapt so that trading volume is used when limiting pricesquantityUse parameters, while the market price uses trading amount as parameters, and onlyBuy,SellAll are normal trading volumes
  // return $.TradeCertain(ex, orderType, -1, qtyRest, precision, minQuantity, math.min(waitTime / 2, 1000), orderOffset)

  // so the priceFix use the 1% up/down the ticker.Last
  const ticker = _C(ex.GetTicker)
  const priceFix = _N(ticker.Last * (orderType === ORDER_TYPE_BUY ? 1.01 : 0.99), pricePrecision)
  return $.TradeCertain(ex, orderType, priceFix, qtyRest, quantityPrecision, minQuantity, math.min(waitTime / 2, 1000), orderOffset)
}

$.TradeRetrySlightly = function (ex, orderType, quantityTotal, quantityPrecision, pricePrecision, minQuantity, waitTime, orderOffset, retryTimes) {
  // Optimal volume
  const depth = ex.GetDepth()
  const quantity_divide = math.min($.AverageSmooth($.GetDepthAmounts(depth.Bids)), $.AverageSmooth($.GetDepthAmounts(depth.Asks)))
  isDebug && Log(`TradeRetrySlightly - quantity_divide: ${quantity_divide}`)

  let qtyRest = quantityTotal
  while (true) {
    const qty = math.min(quantity_divide, qtyRest)
    if (qty < minQuantity) {
      break
    }

    const order = $.TradeRetry(ex, orderType, qty, quantityPrecision, pricePrecision, minQuantity, waitTime, orderOffset, retryTimes)
    if (order == null) {
      break
    }
    if (order.Status === ORDER_STATE_CLOSED) {
      qtyRest -= qty
    } else {
      throw new Error(`order.Status: ${order.Status}`)
    }

    Sleep(retryDelay)
  }
}

// Define an interface
const CountDown = {
  label: '',
  total: 0,
  accum: 0,
  overtime: 0,
  lasttime: 0,
}

var CountDownMap = new Map()

$.CountDownEnd = function (label, accumulate, total, overtime = 5 * 60) {
  let cd = CountDownMap.get(label)
  if (!cd) {
    cd = {
      label: label,
      total: total,
      accum: 0,
      overtime: overtime,
      lasttime: 0,
    }
    CountDownMap.set(label, cd)
  }

  // After timeout, need to recount
  const t = Unix()
  if (t - cd.lasttime > cd.overtime) {
    cd.accum = 0
    cd.lasttime = t

    // Execute once first
    return true
  }
  cd.lasttime = t

  // Modifytotalneeds to be counted again
  if (cd.total !== total) {
    cd.total = total
    cd.accum = 0
  }

  cd.accum += accumulate
  const isEnd = cd.accum >= total
  if (isEnd) {
    cd.accum = 0
  }

  if (isDebug) Log('CountDownEnd - ', Array.from(CountDownMap))

  return isEnd
}

$.LoopStatusUpdate = (loop) => {
  let statusOld
  return (dt) => {
    const status = loop(dt)
    if (!status) {
      return statusOld
    }

    const statusNew = JSON.stringify(status)
    if (statusNew !== statusOld) {
      statusOld = statusNew
    }

    return statusOld
  }
}

$.LoopWaitFunc = (func, interval, firstRun = true) => {
  let acc = 0
  return (dt) => {
    if (firstRun) {
      firstRun = false
      return func(0)
    }

    acc += dt
    if (acc < interval) {
      return
    }
    acc = 0

    return func(interval)
  }
}

let balanceInit = 0

$.ProfitInit = (ex) => {
  const acc = _C(ex.GetAccount)
  balanceInit = acc.Balance
  LogProfitReset()
}

$.ProfitLog = (ex) => {
  const acc = _C(ex.GetAccount)
  const bal = acc.Balance
  LogProfit(bal - balanceInit)
}

function main() {
  exchange.SetContractType('swap')

  Log('GetCurrencyQuote: ', $.GetCurrencyQuote(exchange))
  Log('PriceRate: ', $.PriceRate(35058.79, 34675))
  Log('IsFuture: ', $.IsFuture(exchange))
  Log('GetDepthAmounts: ', $.GetDepthAmounts(exchange.GetDepth().Bids))

  let arr = [3, 6, 12, 2, 200, 1000]
  Log('AverageSmooth: ', arr, ' - ', $.AverageSmooth(arr))

  Log('GetDepthTotal: ', $.GetDepthTotal(exchange.GetDepth().Bids, 0.01))
  Log('GetDepthTotalPrice: ', $.GetDepthTotalPrice(exchange.GetDepth().Bids, 2100))

  Log('TradeCancel buy: ', $.TradeCancel(exchange, ORDER_TYPE_BUY, -1, 0.1, 3, 3000, ORDER_OFFSET_OPEN))

  Log('CountDecimals: ', $.CountDecimals(1), $.CountDecimals(0.001))
}