"""真实 Bitget 盘口在 BOOK_DEPTH 档内能不能吃下各个名义额档位。

shadow_hb 把吃单换成了框架的 get_vwap_for_volume，深度不足时它返回 nan、
整行标 depth_ok=0。所以「档数够不够」直接决定某个仓位档会不会整段丢失，
不是个可以事后补救的参数——先量出来再定 BOOK_DEPTH。
"""
from __future__ import annotations

import asyncio
import sys

import numpy as np

sys.path.insert(0, "/repo/research/live")

from shadow_hb import BOOK_DEPTH, NOTIONALS, SYMS, book_from


async def run() -> None:
    from hummingbot.connector.derivative.bitget_perpetual.bitget_perpetual_derivative import (
        BitgetPerpetualDerivative,
    )
    conn = BitgetPerpetualDerivative(
        bitget_perpetual_api_key="", bitget_perpetual_secret_key="",
        bitget_perpetual_passphrase="",
        trading_pairs=[f"{s}-USDT" for s in SYMS], trading_required=False)
    await conn.start_network()
    print(f"连接器已启动，等盘口（档数上限 {BOOK_DEPTH}）")
    for _ in range(60):
        await asyncio.sleep(1)
        try:
            if all(conn.get_order_book(f"{s}-USDT") is not None for s in SYMS):
                break
        except Exception:
            continue

    for s in SYMS:
        ob = conn.get_order_book(f"{s}-USDT")
        bids = np.array([(float(r.price), float(r.amount), i)
                         for i, (r, _) in enumerate(
                             zip(ob.bid_entries(), range(BOOK_DEPTH)))])
        asks = np.array([(float(r.price), float(r.amount), i)
                         for i, (r, _) in enumerate(
                             zip(ob.ask_entries(), range(BOOK_DEPTH)))])
        mid = (bids[0][0] + asks[0][0]) / 2.0
        snap = book_from(bids, asks)
        ask_notional = float((asks[:, 0] * asks[:, 1]).sum())
        print(f"\n{s}  中价 {mid:.2f} · 取到 {len(asks)} 档 · "
              f"卖盘 {len(asks)} 档合计 {ask_notional:,.0f} USDT")
        print(f"  最深一档距中价 "
              f"{(asks[-1][0] / mid - 1) * 1e4:.1f}bp")
        for notional in NOTIONALS:
            base = notional / mid
            r = snap.get_vwap_for_volume(True, base)
            px = float(r.result_price)
            ok = float(r.result_volume) >= base * 0.999
            if ok:
                print(f"  名义 {notional:>7,.0f} → {base:.6f} 币 · "
                      f"冲击 {(px / mid - 1) * 1e4:6.2f}bp · 吃得下")
            else:
                print(f"  名义 {notional:>7,.0f} → {base:.6f} 币 · "
                      f"深度不足，仅 {r.result_volume:.6f} 币 · "
                      f"这一档会整段丢失")
    await conn.stop_network()


if __name__ == "__main__":
    asyncio.run(run())