nofx/trader/bybit/trader_orders.go

package bybit

import (
	"context"
	"encoding/json"
	"fmt"
	"io"
	"net/http"
	"nofx/logger"
	"nofx/trader/types"
	"strconv"
	"strings"
)

// OpenLong opens a long position
func (t *BybitTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
	logger.Infof("[Bybit] ===== OpenLong called: symbol=%s, qty=%.6f, leverage=%d =====", symbol, quantity, leverage)

	// First cancel all pending orders for this symbol (clean up old orders)
	if err := t.CancelAllOrders(symbol); err != nil {
		logger.Infof("⚠️ [Bybit] Failed to cancel old pending orders: %v", err)
	}
	// Also cancel conditional orders (stop-loss/take-profit) - Bybit keeps them separate
	if err := t.CancelStopOrders(symbol); err != nil {
		logger.Infof("⚠️ [Bybit] Failed to cancel old stop orders: %v", err)
	}

	// Set leverage first
	if err := t.SetLeverage(symbol, leverage); err != nil {
		logger.Infof("⚠️ [Bybit] Failed to set leverage: %v", err)
	}

	// Use FormatQuantity to format quantity
	qtyStr, _ := t.FormatQuantity(symbol, quantity)

	params := map[string]interface{}{
		"category":    "linear",
		"symbol":      symbol,
		"side":        "Buy",
		"orderType":   "Market",
		"qty":         qtyStr,
		"positionIdx": 0, // One-way position mode
	}

	logger.Infof("[Bybit] OpenLong placing order: %+v", params)

	result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
	if err != nil {
		return nil, fmt.Errorf("Bybit open long failed: %w", err)
	}

	// Clear cache
	t.clearCache()

	return t.parseOrderResult(result)
}

// OpenShort opens a short position
func (t *BybitTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
	logger.Infof("[Bybit] ===== OpenShort called: symbol=%s, qty=%.6f, leverage=%d =====", symbol, quantity, leverage)

	// First cancel all pending orders for this symbol (clean up old orders)
	if err := t.CancelAllOrders(symbol); err != nil {
		logger.Infof("⚠️ [Bybit] Failed to cancel old pending orders: %v", err)
	}
	// Also cancel conditional orders (stop-loss/take-profit) - Bybit keeps them separate
	if err := t.CancelStopOrders(symbol); err != nil {
		logger.Infof("⚠️ [Bybit] Failed to cancel old stop orders: %v", err)
	}

	// Set leverage first
	if err := t.SetLeverage(symbol, leverage); err != nil {
		logger.Infof("⚠️ [Bybit] Failed to set leverage: %v", err)
	}

	// Use FormatQuantity to format quantity
	qtyStr, _ := t.FormatQuantity(symbol, quantity)

	params := map[string]interface{}{
		"category":    "linear",
		"symbol":      symbol,
		"side":        "Sell",
		"orderType":   "Market",
		"qty":         qtyStr,
		"positionIdx": 0, // One-way position mode
	}

	logger.Infof("[Bybit] OpenShort placing order: %+v", params)

	result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
	if err != nil {
		return nil, fmt.Errorf("Bybit open short failed: %w", err)
	}

	// Clear cache
	t.clearCache()

	return t.parseOrderResult(result)
}

// CloseLong closes a long position
func (t *BybitTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
	// If quantity = 0, get current position quantity
	if quantity == 0 {
		positions, err := t.GetPositions()
		if err != nil {
			return nil, err
		}
		for _, pos := range positions {
			side, _ := pos["side"].(string)
			if pos["symbol"] == symbol && strings.ToLower(side) == "long" {
				quantity = pos["positionAmt"].(float64)
				break
			}
		}
	}

	if quantity <= 0 {
		return nil, fmt.Errorf("no long position to close")
	}

	// Use FormatQuantity to format quantity
	qtyStr, _ := t.FormatQuantity(symbol, quantity)

	params := map[string]interface{}{
		"category":    "linear",
		"symbol":      symbol,
		"side":        "Sell", // Close long with Sell
		"orderType":   "Market",
		"qty":         qtyStr,
		"positionIdx": 0,
		"reduceOnly":  true,
	}

	result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
	if err != nil {
		return nil, fmt.Errorf("Bybit close long failed: %w", err)
	}

	// Clear cache
	t.clearCache()

	return t.parseOrderResult(result)
}

// CloseShort closes a short position
func (t *BybitTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
	// If quantity = 0, get current position quantity
	if quantity == 0 {
		positions, err := t.GetPositions()
		if err != nil {
			return nil, err
		}
		for _, pos := range positions {
			side, _ := pos["side"].(string)
			if pos["symbol"] == symbol && strings.ToLower(side) == "short" {
				quantity = -pos["positionAmt"].(float64) // Short position is negative
				break
			}
		}
	}

	if quantity <= 0 {
		return nil, fmt.Errorf("no short position to close")
	}

	// Use FormatQuantity to format quantity
	qtyStr, _ := t.FormatQuantity(symbol, quantity)

	params := map[string]interface{}{
		"category":    "linear",
		"symbol":      symbol,
		"side":        "Buy", // Close short with Buy
		"orderType":   "Market",
		"qty":         qtyStr,
		"positionIdx": 0,
		"reduceOnly":  true,
	}

	result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
	if err != nil {
		return nil, fmt.Errorf("Bybit close short failed: %w", err)
	}

	// Clear cache
	t.clearCache()

	return t.parseOrderResult(result)
}

// SetLeverage sets leverage
func (t *BybitTrader) SetLeverage(symbol string, leverage int) error {
	params := map[string]interface{}{
		"category":     "linear",
		"symbol":       symbol,
		"buyLeverage":  fmt.Sprintf("%d", leverage),
		"sellLeverage": fmt.Sprintf("%d", leverage),
	}

	result, err := t.client.NewUtaBybitServiceWithParams(params).SetPositionLeverage(context.Background())
	if err != nil {
		// If leverage is already at target value, Bybit will return an error, ignore this case
		if strings.Contains(err.Error(), "leverage not modified") {
			return nil
		}
		return fmt.Errorf("failed to set leverage: %w", err)
	}

	if result.RetCode != 0 && result.RetCode != 110043 { // 110043 = leverage not modified
		return fmt.Errorf("failed to set leverage: %s", result.RetMsg)
	}

	return nil
}

// SetMarginMode sets position margin mode
func (t *BybitTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
	tradeMode := 1 // Isolated margin
	if isCrossMargin {
		tradeMode = 0 // Cross margin
	}

	params := map[string]interface{}{
		"category":  "linear",
		"symbol":    symbol,
		"tradeMode": tradeMode,
	}

	result, err := t.client.NewUtaBybitServiceWithParams(params).SwitchPositionMargin(context.Background())
	if err != nil {
		if strings.Contains(err.Error(), "Cross/isolated margin mode is not modified") {
			return nil
		}
		return fmt.Errorf("failed to set margin mode: %w", err)
	}

	if result.RetCode != 0 && result.RetCode != 110026 { // already in target mode
		return fmt.Errorf("failed to set margin mode: %s", result.RetMsg)
	}

	return nil
}

// GetMarketPrice retrieves market price
func (t *BybitTrader) GetMarketPrice(symbol string) (float64, error) {
	params := map[string]interface{}{
		"category": "linear",
		"symbol":   symbol,
	}

	result, err := t.client.NewUtaBybitServiceWithParams(params).GetMarketTickers(context.Background())
	if err != nil {
		return 0, fmt.Errorf("failed to get market price: %w", err)
	}

	if result.RetCode != 0 {
		return 0, fmt.Errorf("API error: %s", result.RetMsg)
	}

	resultData, ok := result.Result.(map[string]interface{})
	if !ok {
		return 0, fmt.Errorf("return format error")
	}

	list, _ := resultData["list"].([]interface{})

	if len(list) == 0 {
		return 0, fmt.Errorf("price data not found for %s", symbol)
	}

	ticker, _ := list[0].(map[string]interface{})
	lastPriceStr, _ := ticker["lastPrice"].(string)
	lastPrice, err := strconv.ParseFloat(lastPriceStr, 64)
	if err != nil {
		return 0, fmt.Errorf("failed to parse price: %w", err)
	}

	return lastPrice, nil
}

// SetStopLoss sets stop loss order
func (t *BybitTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
	side := "Sell" // LONG stop loss uses Sell
	if positionSide == "SHORT" {
		side = "Buy" // SHORT stop loss uses Buy
	}

	// Get current price to determine triggerDirection
	currentPrice, err := t.GetMarketPrice(symbol)
	if err != nil {
		return err
	}

	triggerDirection := 2 // Price fall trigger (default long stop loss)
	if stopPrice > currentPrice {
		triggerDirection = 1 // Price rise trigger (short stop loss)
	}

	// Use FormatQuantity to format quantity
	qtyStr, _ := t.FormatQuantity(symbol, quantity)

	params := map[string]interface{}{
		"category":         "linear",
		"symbol":           symbol,
		"side":             side,
		"orderType":        "Market",
		"qty":              qtyStr,
		"triggerPrice":     fmt.Sprintf("%v", stopPrice),
		"triggerDirection": triggerDirection,
		"triggerBy":        "LastPrice",
		"reduceOnly":       true,
	}

	result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
	if err != nil {
		return fmt.Errorf("failed to set stop loss: %w", err)
	}

	if result.RetCode != 0 {
		return fmt.Errorf("failed to set stop loss: %s", result.RetMsg)
	}

	logger.Infof("  ✓ [Bybit] Stop loss order set: %s @ %.2f", symbol, stopPrice)
	return nil
}

// SetTakeProfit sets take profit order
func (t *BybitTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
	side := "Sell" // LONG take profit uses Sell
	if positionSide == "SHORT" {
		side = "Buy" // SHORT take profit uses Buy
	}

	// Get current price to determine triggerDirection
	currentPrice, err := t.GetMarketPrice(symbol)
	if err != nil {
		return err
	}

	triggerDirection := 1 // Price rise trigger (default long take profit)
	if takeProfitPrice < currentPrice {
		triggerDirection = 2 // Price fall trigger (short take profit)
	}

	// Use FormatQuantity to format quantity
	qtyStr, _ := t.FormatQuantity(symbol, quantity)

	params := map[string]interface{}{
		"category":         "linear",
		"symbol":           symbol,
		"side":             side,
		"orderType":        "Market",
		"qty":              qtyStr,
		"triggerPrice":     fmt.Sprintf("%v", takeProfitPrice),
		"triggerDirection": triggerDirection,
		"triggerBy":        "LastPrice",
		"reduceOnly":       true,
	}

	result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
	if err != nil {
		return fmt.Errorf("failed to set take profit: %w", err)
	}

	if result.RetCode != 0 {
		return fmt.Errorf("failed to set take profit: %s", result.RetMsg)
	}

	logger.Infof("  ✓ [Bybit] Take profit order set: %s @ %.2f", symbol, takeProfitPrice)
	return nil
}

// CancelStopLossOrders cancels stop loss orders
func (t *BybitTrader) CancelStopLossOrders(symbol string) error {
	return t.cancelConditionalOrders(symbol, "StopLoss")
}

// CancelTakeProfitOrders cancels take profit orders
func (t *BybitTrader) CancelTakeProfitOrders(symbol string) error {
	return t.cancelConditionalOrders(symbol, "TakeProfit")
}

// CancelAllOrders cancels all pending orders
func (t *BybitTrader) CancelAllOrders(symbol string) error {
	params := map[string]interface{}{
		"category": "linear",
		"symbol":   symbol,
	}

	_, err := t.client.NewUtaBybitServiceWithParams(params).CancelAllOrders(context.Background())
	if err != nil {
		return fmt.Errorf("failed to cancel all orders: %w", err)
	}

	return nil
}

// CancelStopOrders cancels all stop loss and take profit orders
func (t *BybitTrader) CancelStopOrders(symbol string) error {
	if err := t.CancelStopLossOrders(symbol); err != nil {
		logger.Infof("⚠️ [Bybit] Failed to cancel stop loss orders: %v", err)
	}
	if err := t.CancelTakeProfitOrders(symbol); err != nil {
		logger.Infof("⚠️ [Bybit] Failed to cancel take profit orders: %v", err)
	}
	return nil
}

func (t *BybitTrader) cancelConditionalOrders(symbol string, orderType string) error {
	// First get all conditional orders
	params := map[string]interface{}{
		"category":    "linear",
		"symbol":      symbol,
		"orderFilter": "StopOrder", // Conditional orders
	}

	result, err := t.client.NewUtaBybitServiceWithParams(params).GetOpenOrders(context.Background())
	if err != nil {
		return fmt.Errorf("failed to get conditional orders: %w", err)
	}

	if result.RetCode != 0 {
		return nil // No orders
	}

	resultData, ok := result.Result.(map[string]interface{})
	if !ok {
		return nil
	}

	list, _ := resultData["list"].([]interface{})

	// Cancel matching orders
	for _, item := range list {
		order, ok := item.(map[string]interface{})
		if !ok {
			continue
		}

		orderId, _ := order["orderId"].(string)
		stopOrderType, _ := order["stopOrderType"].(string)

		// Filter by type
		shouldCancel := false
		if orderType == "StopLoss" && (stopOrderType == "StopLoss" || stopOrderType == "Stop") {
			shouldCancel = true
		}
		if orderType == "TakeProfit" && (stopOrderType == "TakeProfit" || stopOrderType == "PartialTakeProfit") {
			shouldCancel = true
		}

		if shouldCancel && orderId != "" {
			cancelParams := map[string]interface{}{
				"category": "linear",
				"symbol":   symbol,
				"orderId":  orderId,
			}
			t.client.NewUtaBybitServiceWithParams(cancelParams).CancelOrder(context.Background())
		}
	}

	return nil
}

// GetOrderStatus retrieves order status
func (t *BybitTrader) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
	params := map[string]interface{}{
		"category": "linear",
		"symbol":   symbol,
		"orderId":  orderID,
	}

	result, err := t.client.NewUtaBybitServiceWithParams(params).GetOrderHistory(context.Background())
	if err != nil {
		return nil, fmt.Errorf("failed to get order status: %w", err)
	}

	if result.RetCode != 0 {
		return nil, fmt.Errorf("API error: %s", result.RetMsg)
	}

	resultData, ok := result.Result.(map[string]interface{})
	if !ok {
		return nil, fmt.Errorf("return format error")
	}

	list, _ := resultData["list"].([]interface{})
	if len(list) == 0 {
		return nil, fmt.Errorf("order %s not found", orderID)
	}

	order, _ := list[0].(map[string]interface{})

	// Parse order data
	status, _ := order["orderStatus"].(string)
	avgPriceStr, _ := order["avgPrice"].(string)
	cumExecQtyStr, _ := order["cumExecQty"].(string)
	cumExecFeeStr, _ := order["cumExecFee"].(string)

	avgPrice, _ := strconv.ParseFloat(avgPriceStr, 64)
	executedQty, _ := strconv.ParseFloat(cumExecQtyStr, 64)
	commission, _ := strconv.ParseFloat(cumExecFeeStr, 64)

	// Convert status to unified format
	unifiedStatus := status
	switch status {
	case "Filled":
		unifiedStatus = "FILLED"
	case "New", "Created":
		unifiedStatus = "NEW"
	case "Cancelled", "Rejected":
		unifiedStatus = "CANCELED"
	case "PartiallyFilled":
		unifiedStatus = "PARTIALLY_FILLED"
	}

	return map[string]interface{}{
		"orderId":     orderID,
		"status":      unifiedStatus,
		"avgPrice":    avgPrice,
		"executedQty": executedQty,
		"commission":  commission,
	}, nil
}

// GetOpenOrders gets all open/pending orders for a symbol
func (t *BybitTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
	var result []types.OpenOrder

	// Get conditional orders (stop-loss, take-profit)
	params := map[string]interface{}{
		"category":    "linear",
		"symbol":      symbol,
		"orderFilter": "StopOrder",
	}

	resp, err := t.client.NewUtaBybitServiceWithParams(params).GetOpenOrders(context.Background())
	if err != nil {
		return nil, fmt.Errorf("failed to get open orders: %w", err)
	}

	if resp.RetCode == 0 {
		resultData, ok := resp.Result.(map[string]interface{})
		if ok {
			list, _ := resultData["list"].([]interface{})
			for _, item := range list {
				order, ok := item.(map[string]interface{})
				if !ok {
					continue
				}

				orderId, _ := order["orderId"].(string)
				sym, _ := order["symbol"].(string)
				side, _ := order["side"].(string)
				orderType, _ := order["orderType"].(string)
				stopOrderType, _ := order["stopOrderType"].(string)
				triggerPrice, _ := order["triggerPrice"].(string)
				qty, _ := order["qty"].(string)

				price, _ := strconv.ParseFloat(triggerPrice, 64)
				quantity, _ := strconv.ParseFloat(qty, 64)

				// Determine type based on stopOrderType
				displayType := orderType
				if stopOrderType != "" {
					displayType = stopOrderType
				}

				result = append(result, types.OpenOrder{
					OrderID:      orderId,
					Symbol:       sym,
					Side:         side,
					PositionSide: "", // Bybit doesn't use positionSide for UTA
					Type:         displayType,
					Price:        0,
					StopPrice:    price,
					Quantity:     quantity,
					Status:       "NEW",
				})
			}
		}
	}

	return result, nil
}

// PlaceLimitOrder places a limit order for grid trading
// Implements GridTrader interface
func (t *BybitTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
	// Format quantity
	qtyStr, err := t.FormatQuantity(req.Symbol, req.Quantity)
	if err != nil {
		return nil, fmt.Errorf("failed to format quantity: %w", err)
	}

	// Format price
	priceStr := fmt.Sprintf("%.8f", req.Price)

	// Set leverage if specified
	if req.Leverage > 0 {
		if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
			logger.Warnf("[Bybit] Failed to set leverage: %v", err)
		}
	}

	// Determine side
	side := "Buy"
	if req.Side == "SELL" {
		side = "Sell"
	}

	params := map[string]interface{}{
		"category":    "linear",
		"symbol":      req.Symbol,
		"side":        side,
		"orderType":   "Limit",
		"qty":         qtyStr,
		"price":       priceStr,
		"timeInForce": "GTC", // Good Till Cancel
		"positionIdx": 0,     // One-way position mode
	}

	// Add reduce only if specified
	if req.ReduceOnly {
		params["reduceOnly"] = true
	}

	logger.Infof("[Bybit] PlaceLimitOrder: %s %s @ %s, qty=%s", req.Symbol, side, priceStr, qtyStr)

	result, err := t.client.NewUtaBybitServiceWithParams(params).PlaceOrder(context.Background())
	if err != nil {
		return nil, fmt.Errorf("failed to place limit order: %w", err)
	}

	// Parse result
	orderID := ""
	if result.RetCode == 0 {
		if resultData, ok := result.Result.(map[string]interface{}); ok {
			if id, ok := resultData["orderId"].(string); ok {
				orderID = id
			}
		}
	} else {
		return nil, fmt.Errorf("Bybit order failed: %s", result.RetMsg)
	}

	logger.Infof("✓ [Bybit] Limit order placed: %s %s @ %s, qty=%s, orderID=%s",
		req.Symbol, side, priceStr, qtyStr, orderID)

	return &types.LimitOrderResult{
		OrderID:      orderID,
		ClientID:     req.ClientID,
		Symbol:       req.Symbol,
		Side:         req.Side,
		PositionSide: req.PositionSide,
		Price:        req.Price,
		Quantity:     req.Quantity,
		Status:       "NEW",
	}, nil
}

// CancelOrder cancels a specific order by ID
// Implements GridTrader interface
func (t *BybitTrader) CancelOrder(symbol, orderID string) error {
	params := map[string]interface{}{
		"category": "linear",
		"symbol":   symbol,
		"orderId":  orderID,
	}

	result, err := t.client.NewUtaBybitServiceWithParams(params).CancelOrder(context.Background())
	if err != nil {
		return fmt.Errorf("failed to cancel order: %w", err)
	}

	if result.RetCode != 0 {
		return fmt.Errorf("Bybit cancel order failed: %s", result.RetMsg)
	}

	logger.Infof("✓ [Bybit] Order cancelled: %s %s", symbol, orderID)
	return nil
}

// GetOrderBook gets the order book for a symbol
// Implements GridTrader interface
func (t *BybitTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
	if depth <= 0 {
		depth = 25
	}

	// Use HTTP request directly since the SDK doesn't expose GetOrderbook
	url := fmt.Sprintf("https://api.bybit.com/v5/market/orderbook?category=linear&symbol=%s&limit=%d", symbol, depth)
	resp, err := http.Get(url)
	if err != nil {
		return nil, nil, fmt.Errorf("failed to get order book: %w", err)
	}
	defer resp.Body.Close()

	body, _ := io.ReadAll(resp.Body)
	if resp.StatusCode != http.StatusOK {
		return nil, nil, fmt.Errorf("HTTP %d: %s", resp.StatusCode, string(body))
	}

	var result struct {
		RetCode int    `json:"retCode"`
		RetMsg  string `json:"retMsg"`
		Result  struct {
			S string     `json:"s"` // symbol
			B [][]string `json:"b"` // bids [[price, size], ...]
			A [][]string `json:"a"` // asks [[price, size], ...]
		} `json:"result"`
	}

	if err := json.Unmarshal(body, &result); err != nil {
		return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
	}

	if result.RetCode != 0 {
		return nil, nil, fmt.Errorf("Bybit get orderbook failed: %s", result.RetMsg)
	}

	// Parse bids
	for _, b := range result.Result.B {
		if len(b) >= 2 {
			price, _ := strconv.ParseFloat(b[0], 64)
			qty, _ := strconv.ParseFloat(b[1], 64)
			bids = append(bids, []float64{price, qty})
		}
	}

	// Parse asks
	for _, a := range result.Result.A {
		if len(a) >= 2 {
			price, _ := strconv.ParseFloat(a[0], 64)
			qty, _ := strconv.ParseFloat(a[1], 64)
			asks = append(asks, []float64{price, qty})
		}
	}

	return bids, asks, nil
}