"""WebSocket 기반 20초봉 트레이더.

구조:
  WebSocket → trade tick 수신 → 20초봉 집계
  → 시그널(양봉+VOL≥4x) → LLM 매수 판단 → 지정가 매수
  → LLM primary 매도 + cascade fallback 청산

cascade (초 기준):
  ①   0~  40초: +2.0%  지정가
  ②  40~ 100초: +1.0%  지정가
  ③ 100~ 300초: +0.5%  지정가
  ④ 300~3500초: +0.1%  지정가
  ⑤ 3500초~: Trail Stop 0.8% 시장가

실행:
    .venv/bin/python3 daemons/tick_trader.py
로그:
    /tmp/tick_trader.log
"""
import sys, os, time, logging, threading, requests, math
from datetime import datetime, timedelta
from collections import deque, defaultdict
from typing import Optional

sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
from dotenv import load_dotenv
load_dotenv(os.path.join(os.path.dirname(os.path.dirname(os.path.abspath(__file__))), '.env'))

from core.llm_advisor import get_exit_price, get_entry_price

import pyupbit

# ── 전략 파라미터 ──────────────────────────────────────────────────────────────
TICKERS = [
    'KRW-XRP', 'KRW-BTC', 'KRW-ETH', 'KRW-SOL', 'KRW-DOGE',
    'KRW-ADA', 'KRW-SUI', 'KRW-NEAR', 'KRW-KAVA', 'KRW-SXP',
    'KRW-AKT', 'KRW-SONIC', 'KRW-IP', 'KRW-ORBS', 'KRW-VIRTUAL',
    'KRW-BARD', 'KRW-XPL', 'KRW-KITE', 'KRW-ENSO', 'KRW-0G',
    'KRW-MANTRA', 'KRW-EDGE', 'KRW-CFG', 'KRW-ARDR', 'KRW-SIGN',
    'KRW-AZTEC', 'KRW-ATH', 'KRW-HOLO', 'KRW-BREV', 'KRW-SHIB',
]

BAR_SEC      = 20       # 봉 주기 (초)
VOL_LOOKBACK = 61       # 거래량 평균 기준 봉 수
ATR_LOOKBACK = 28       # ATR 계산 봉 수
VOL_MIN      = 6.0      # 거래량 배수 임계값
BUY_TIMEOUT  = 60       # 지정가 매수 미체결 타임아웃 (초)

MAX_POS      = int(os.environ.get('MAX_POSITIONS', 3))
PER_POS      = int(os.environ.get('MAX_BUDGET', 15_000_000)) // MAX_POS
FEE          = 0.0005

# cascade 청산 (초 기준) — 지정가 매도
CASCADE_STAGES = [
    (0,    40,   0.020, '①'),   # 2봉
    (40,   100,  0.010, '②'),   # 3봉
    (100,  300,  0.005, '③'),   # 10봉
    (300,  3500, 0.001, '④'),   # 160봉
]
TRAIL_STOP_R  = 0.008
TIMEOUT_SECS  = 14400   # 4시간
LLM_INTERVAL  = 60      # LLM 호출 간격 (초)
LLM_MIN_ELAPSED = 60    # 진입 후 최소 N초 이후부터 LLM 활성

SIM_MODE = os.environ.get('SIMULATION_MODE', 'true').lower() == 'true'

upbit_client = pyupbit.Upbit(os.environ['ACCESS_KEY'], os.environ['SECRET_KEY'])

TG_TOKEN   = os.environ.get('TELEGRAM_TRADE_TOKEN', '')
TG_CHAT_ID = os.environ.get('TELEGRAM_CHAT_ID', '')

# ── 로깅 ──────────────────────────────────────────────────────────────────────
logging.basicConfig(
    level=logging.INFO,
    format='%(asctime)s %(levelname)s %(message)s',
    handlers=[
        logging.FileHandler('/tmp/tick_trader.log'),
    ]
)
log = logging.getLogger(__name__)


def fp(price: float) -> str:
    """가격을 단위에 맞게 포맷. 100원 미만은 소수점 표시."""
    if price >= 100:
        return f"{price:,.0f}"
    elif price >= 10:
        return f"{price:,.1f}"
    else:
        return f"{price:,.2f}"


def tg(msg: str) -> None:
    if not TG_TOKEN or not TG_CHAT_ID:
        return
    try:
        requests.post(
            f'https://api.telegram.org/bot{TG_TOKEN}/sendMessage',
            json={'chat_id': TG_CHAT_ID, 'text': msg, 'parse_mode': 'HTML'},
            timeout=5,
        )
    except Exception as e:
        log.warning(f'Telegram 전송 실패: {e}')


# ── 20초봉 집계 ───────────────────────────────────────────────────────────────
bars:    dict = defaultdict(lambda: deque(maxlen=VOL_LOOKBACK + 10))
cur_bar: dict = {}
bar_lock      = threading.Lock()


def _new_bar(price: float, volume: float, ts: datetime) -> dict:
    return {'open': price, 'high': price, 'low': price,
            'close': price, 'volume': volume, 'ts': ts}


def on_tick(ticker: str, price: float, volume: float) -> None:
    with bar_lock:
        if ticker not in cur_bar:
            cur_bar[ticker] = _new_bar(price, volume, datetime.now())
            return
        b = cur_bar[ticker]
        b['high']   = max(b['high'], price)
        b['low']    = min(b['low'],  price)
        b['close']  = price
        b['volume'] += volume


def finalize_bars() -> None:
    """BAR_SEC마다 봉 확정 → 시그널 감지 → LLM 매수 판단 → 체결 확인."""
    while True:
        time.sleep(BAR_SEC)
        now = datetime.now()
        signals = []
        with bar_lock:
            for ticker in list(cur_bar.keys()):
                b = cur_bar[ticker]
                if b['volume'] == 0:
                    continue
                bars[ticker].append(b)
                cur_bar[ticker] = _new_bar(b['close'], 0, now)
                sig = detect_signal(ticker)
                if sig:
                    signals.append(sig)
        # bar_lock 밖에서 LLM 호출 + 체결 확인
        for sig in signals:
            process_signal(sig)
        check_pending_buys()
        check_filled_positions()


# ── 지표 계산 ─────────────────────────────────────────────────────────────────
def calc_vr(bar_list: list, idx: int) -> float:
    start    = max(0, idx - VOL_LOOKBACK)
    end      = max(0, idx - 2)
    baseline = [bar_list[i]['volume'] for i in range(start, end)]
    if not baseline:
        return 0.0
    avg = sum(baseline) / len(baseline)
    return bar_list[idx]['volume'] / avg if avg > 0 else 0.0


def calc_atr(bar_list: list) -> float:
    if len(bar_list) < ATR_LOOKBACK + 2:
        return 0.0
    trs = []
    for i in range(-ATR_LOOKBACK - 1, -1):
        b  = bar_list[i]
        bp = bar_list[i - 1]
        tr = max(b['high'] - b['low'],
                 abs(b['high'] - bp['close']),
                 abs(b['low']  - bp['close']))
        trs.append(tr)
    prev_close = bar_list[-2]['close']
    return (sum(trs) / len(trs)) / prev_close if prev_close > 0 else 0.0


# ── 시그널 감지 (완화 — LLM이 최종 판단) ────────────────────────────────────
def detect_signal(ticker: str) -> Optional[dict]:
    """양봉 + 거래량 VOL_MIN 이상이면 시그널 후보 반환. bar_lock 안에서 호출."""
    bar_list = list(bars[ticker])
    n = len(bar_list)

    if n < VOL_LOOKBACK + 5:
        return None
    if ticker in positions or ticker in pending_buys:
        return None
    if len(positions) + len(pending_buys) >= MAX_POS:
        return None

    b = bar_list[-1]
    if b['close'] <= b['open']:
        return None

    vr = calc_vr(bar_list, n - 1)
    if vr < VOL_MIN:
        return None

    return {
        'ticker':    ticker,
        'price':     b['close'],
        'vol_ratio': vr,
        'bar_list':  bar_list,
    }


# ── 주문 ──────────────────────────────────────────────────────────────────────
def _round_price(price: float) -> float:
    """Upbit 주문가격 단위로 내림 처리 (invalid_price_ask 방지)."""
    if price >= 2_000_000:   unit = 1000
    elif price >= 1_000_000: unit = 500
    elif price >= 500_000:   unit = 100
    elif price >= 100_000:   unit = 50
    elif price >= 10_000:    unit = 10
    elif price >= 1_000:     unit = 5
    elif price >= 100:       unit = 1
    elif price >= 10:        unit = 0.1
    else:                    unit = 0.01
    return math.floor(price / unit) * unit


def submit_limit_sell(ticker: str, qty: float, price: float) -> Optional[str]:
    """지정가 매도 주문. Returns UUID."""
    price = _round_price(price)
    if SIM_MODE:
        return f"sim-{ticker}"
    try:
        order = upbit_client.sell_limit_order(ticker, price, qty)
        if not order or 'error' in str(order):
            log.error(f"지정가 매도 제출 실패: {order}")
            return None
        return order.get('uuid')
    except Exception as e:
        log.error(f"지정가 매도 오류 {ticker}: {e}")
        return None


def cancel_order_safe(uuid: Optional[str]) -> None:
    if SIM_MODE or not uuid or uuid.startswith('sim-'):
        return
    try:
        upbit_client.cancel_order(uuid)
    except Exception as e:
        log.warning(f"주문 취소 실패 {uuid}: {e}")


def check_order_state(uuid: str) -> tuple:
    """Returns (state, avg_price). state: 'done'|'wait'|'cancel'|None"""
    try:
        detail = upbit_client.get_order(uuid)
        if not detail:
            return None, None
        state     = detail.get('state')
        avg_price = float(detail.get('avg_price') or 0) or None
        return state, avg_price
    except Exception as e:
        log.warning(f"주문 조회 실패 {uuid}: {e}")
        return None, None


def _avg_price_from_order(uuid: str) -> Optional[float]:
    try:
        detail = upbit_client.get_order(uuid)
        if not detail:
            return None
        trades = detail.get('trades', [])
        if trades:
            total_funds = sum(float(t['funds']) for t in trades)
            total_vol   = sum(float(t['volume']) for t in trades)
            return total_funds / total_vol if total_vol > 0 else None
        avg = detail.get('avg_price')
        return float(avg) if avg else None
    except Exception as e:
        log.warning(f"체결가 조회 실패 {uuid}: {e}")
    return None


def do_sell_market(ticker: str, qty: float) -> Optional[float]:
    """Trail Stop / Timeout용 시장가 매도."""
    if SIM_MODE:
        price = pyupbit.get_current_price(ticker)
        log.info(f"[SIM 시장가매도] {ticker} {qty:.6f}개 @ {price:,.0f}")
        return price
    try:
        order = upbit_client.sell_market_order(ticker, qty)
        if not order or 'error' in str(order):
            log.error(f"시장가 매도 실패: {order}")
            return None
        uuid = order.get('uuid')
        time.sleep(1.5)
        avg_price = _avg_price_from_order(uuid) if uuid else None
        return avg_price or pyupbit.get_current_price(ticker)
    except Exception as e:
        log.error(f"시장가 매도 오류 {ticker}: {e}")
        return None


# ── 지정가 매수 (LLM 판단) ───────────────────────────────────────────────────
pending_buys: dict = {}   # ticker → {uuid, price, qty, ts, vol_ratio}


def process_signal(sig: dict) -> None:
    """시그널 감지 후 LLM에게 매수 판단 요청 → 지정가 매수 제출."""
    ticker    = sig['ticker']
    bar_list  = sig['bar_list']
    cur_price = sig['price']
    vol_ratio = sig['vol_ratio']

    # LLM 호출 전 포지션 수 재확인 (동시 진행 방지)
    if len(positions) + len(pending_buys) >= MAX_POS:
        log.info(f"[시그널] {ticker} 포지션 한도 도달 → 스킵")
        return

    log.info(f"[시그널] {ticker} {fp(cur_price)}원  vol {vol_ratio:.1f}x → LLM 판단 요청")

    llm_result = get_entry_price(
        ticker=ticker,
        signal=sig,
        bar_list=bar_list,
        current_price=cur_price,
        num_positions=len(positions),
        max_positions=MAX_POS,
    )

    if llm_result is None or llm_result.get('action') != 'buy':
        reason = llm_result.get('reason', 'LLM 오류') if llm_result else 'LLM 무응답'
        status = llm_result.get('market_status', '') if llm_result else ''
        log.info(f"[매수/LLM] {ticker} → 스킵 | {reason}")
        tg(
            f"⏭️ <b>매수 스킵</b> {ticker}\n"
            f"현재가: {fp(cur_price)}원  볼륨: {vol_ratio:.1f}x\n"
            f"시장: {status}\n"
            f"사유: {reason}"
        )
        return

    # LLM 호출 후 포지션 수 재확인
    if len(positions) + len(pending_buys) >= MAX_POS:
        log.info(f"[매수/LLM] {ticker} → 승인됐으나 포지션 한도 도달 → 스킵")
        return

    buy_price  = _round_price(llm_result['price'])
    confidence = llm_result.get('confidence', '?')
    reason     = llm_result.get('reason', '')
    status     = llm_result.get('market_status', '')
    qty = PER_POS * (1 - FEE) / buy_price
    diff_pct = (buy_price - cur_price) / cur_price * 100
    log.info(f"[매수/LLM] {ticker} → 승인 {fp(buy_price)}원 (현재가 {fp(cur_price)}원, 차이 {diff_pct:+.2f}%)")

    if SIM_MODE:
        uuid = f"sim-buy-{ticker}"
    else:
        try:
            order = upbit_client.buy_limit_order(ticker, buy_price, qty)
            if not order or 'error' in str(order):
                log.error(f"지정가 매수 제출 실패: {order}")
                return
            uuid = order.get('uuid')
        except Exception as e:
            log.error(f"지정가 매수 오류 {ticker}: {e}")
            return

    pending_buys[ticker] = {
        'uuid':      uuid,
        'price':     buy_price,
        'qty':       qty,
        'ts':        datetime.now(),
        'vol_ratio': vol_ratio,
    }
    log.info(f"[지정가매수] {ticker} {fp(buy_price)}원  수량: {qty:.6f}")
    tg(
        f"📥 <b>지정가 매수</b> {ticker}\n"
        f"지정가: {fp(buy_price)}원 (현재가 대비 {diff_pct:+.2f}%)\n"
        f"수량: {qty:.6f}  볼륨: {vol_ratio:.1f}x\n"
        f"확신: {confidence}  시장: {status}\n"
        f"LLM: {reason}\n"
        f"{'[시뮬]' if SIM_MODE else '[실거래]'}"
    )


def check_pending_buys() -> None:
    """지정가 매수 주문 체결 확인. 체결 시 포지션 등록, 타임아웃/한도초과 시 취소."""
    for ticker in list(pending_buys.keys()):
        pb      = pending_buys[ticker]
        elapsed = (datetime.now() - pb['ts']).total_seconds()

        # 포지션 한도 초과 시 미체결 주문 즉시 취소
        if len(positions) >= MAX_POS:
            cancel_order_safe(pb['uuid'])
            log.info(f"[매수취소] {ticker} 포지션 한도({MAX_POS}) 도달 → 취소")
            del pending_buys[ticker]
            continue

        if SIM_MODE:
            bar_list = list(bars.get(ticker, []))
            if bar_list and bar_list[-1]['low'] <= pb['price']:
                log.info(f"[SIM 매수체결] {ticker} {fp(pb['price'])}원")
                _activate_position(ticker, pb['price'], pb['qty'], pb['vol_ratio'])
                del pending_buys[ticker]
                continue
        else:
            state, avg_price = check_order_state(pb['uuid'])
            if state == 'done':
                actual_price = avg_price or pb['price']
                actual_qty   = upbit_client.get_balance(ticker.split('-')[1]) or pb['qty']
                _activate_position(ticker, actual_price, actual_qty, pb['vol_ratio'])
                del pending_buys[ticker]
                continue

        # 타임아웃
        if elapsed >= BUY_TIMEOUT:
            cancel_order_safe(pb['uuid'])
            log.info(f"[매수취소] {ticker} {elapsed:.0f}초 미체결 → 취소")
            tg(f"❌ <b>매수 취소</b> {ticker}\n{fp(pb['price'])}원 {elapsed:.0f}초 미체결")
            del pending_buys[ticker]


def _activate_position(ticker: str, entry_price: float, qty: float, vol_ratio: float) -> None:
    """매수 체결 후 포지션 등록 + cascade 매도 설정."""
    _, _, lr, tag = CASCADE_STAGES[0]
    target    = entry_price * (1 + lr)
    sell_uuid = submit_limit_sell(ticker, qty, target)

    positions[ticker] = {
        'entry_price':  entry_price,
        'entry_ts':     datetime.now(),
        'running_peak': entry_price,
        'qty':          qty,
        'stage':        0,
        'sell_uuid':    sell_uuid,
        'sell_price':   target,
        'llm_last_ts':  None,
        'llm_active':   False,
    }
    log.info(f"[진입] {ticker} {fp(entry_price)}원  vol {vol_ratio:.1f}x  지정가 {tag} {fp(target)}원")
    tg(
        f"🟢 <b>매수 체결</b> {ticker}\n"
        f"체결가: {fp(entry_price)}원  수량: {qty:.6f}\n"
        f"지정가 매도: {tag} {fp(target)}원 (+{lr*100:.1f}%)\n"
        f"{'[시뮬]' if SIM_MODE else '[실거래]'}"
    )


# ── 포지션 관리 ───────────────────────────────────────────────────────────────
positions: dict = {}


def _advance_stage(ticker: str) -> None:
    """다음 cascade 단계로 전환. 기존 지정가 취소 후 재주문."""
    pos        = positions[ticker]
    cancel_order_safe(pos.get('sell_uuid'))
    next_stage = pos['stage'] + 1
    pos['stage'] = next_stage

    if next_stage < len(CASCADE_STAGES):
        _, _, lr, tag = CASCADE_STAGES[next_stage]
        target = pos['entry_price'] * (1 + lr)
        uuid   = submit_limit_sell(ticker, pos['qty'], target)
        pos['sell_uuid']  = uuid
        pos['sell_price'] = target
        log.info(f"[단계전환] {ticker} → {tag}  목표가 {fp(target)}원")
    else:
        pos['sell_uuid']  = None
        pos['sell_price'] = None
        log.info(f"[단계전환] {ticker} → ⑤ Trail Stop")


def _record_exit(ticker: str, exit_price: float, tag: str) -> None:
    """체결 완료 후 포지션 종료 처리."""
    pos  = positions[ticker]
    pnl  = (exit_price - pos['entry_price']) / pos['entry_price'] * 100
    krw  = PER_POS * (pnl / 100) - PER_POS * FEE * 2
    held = int((datetime.now() - pos['entry_ts']).total_seconds())

    reason_tag = {
        '①': '① +2.0% 익절', '②': '② +1.0% 익절',
        '③': '③ +0.5% 익절', '④': '④ +0.1% 본전',
        'trail': '⑤ 트레일스탑', 'timeout': '⑤ 타임아웃',
    }.get(tag, tag)

    llm_flag = 'LLM' if pos.get('llm_active') else 'cascade'
    icon = "✅" if pnl > 0 else "🔴"
    log.info(f"[청산/{tag}/{llm_flag}] {ticker} {fp(exit_price)}원  PNL {pnl:+.2f}%  {krw:+,.0f}원  {held}초 보유")
    tg(
        f"{icon} <b>청산</b> {ticker} [{reason_tag}] ({llm_flag})\n"
        f"진입: {fp(pos['entry_price'])}원\n"
        f"청산: {fp(exit_price)}원\n"
        f"PNL: <b>{pnl:+.2f}%</b>  ({krw:+,.0f}원)  {held}초 보유\n"
        f"{'[시뮬]' if SIM_MODE else '[실거래]'}"
    )
    del positions[ticker]


def _should_call_llm(pos: dict, elapsed: float) -> bool:
    """LLM 호출 조건: 진입 후 LLM_MIN_ELAPSED 초 경과 + LLM_INTERVAL 간격."""
    if elapsed < LLM_MIN_ELAPSED:
        return False
    last = pos.get('llm_last_ts')
    if last is None:
        return True
    return (datetime.now() - last).total_seconds() >= LLM_INTERVAL


def check_filled_positions() -> None:
    """20초마다 지정가 체결 확인.

    흐름:
      1. 체결 완료 확인
      2. LLM 어드바이저 호출 (1분 주기) → 목표가 반환 시 주문 교체
      3. LLM hold/오류 시 cascade fallback (단계 시간 초과 → 다음 단계)
    """
    for ticker in list(positions.keys()):
        if ticker not in positions:
            continue
        pos     = positions[ticker]
        uuid    = pos.get('sell_uuid')
        elapsed = (datetime.now() - pos['entry_ts']).total_seconds()

        if uuid is None:
            # Trail Stop 구간 — update_positions(tick)에서 처리
            continue

        stage = pos['stage']
        _, end, _, tag = CASCADE_STAGES[stage]
        bar_list = list(bars.get(ticker, []))

        if SIM_MODE:
            # SIM: 최근 봉 고가가 목표가 이상이면 체결
            if bar_list and bar_list[-1]['high'] >= pos['sell_price']:
                _record_exit(ticker, pos['sell_price'], tag)
                continue
        else:
            # 실거래: API로 체결 확인
            state, avg_price = check_order_state(uuid)
            if state == 'done':
                _record_exit(ticker, avg_price or pos['sell_price'], tag)
                continue
            if state in ('cancel', None):
                _advance_stage(ticker)
                continue

        # ── LLM 어드바이저 (primary) ──────────────────────────────────────
        if _should_call_llm(pos, elapsed):
            pos['llm_last_ts'] = datetime.now()
            current_price = bar_list[-1]['close'] if bar_list else pos['sell_price']
            llm_sell = get_exit_price(ticker, pos, bar_list, current_price)

            if llm_sell is not None and llm_sell.get('action') == 'sell':
                new_price  = llm_sell['price']
                confidence = llm_sell.get('confidence', '?')
                reason     = llm_sell.get('reason', '')
                status     = llm_sell.get('market_status', '')
                watch      = llm_sell.get('watch_needed', False)
                pnl_pct    = (new_price - pos['entry_price']) / pos['entry_price'] * 100

                cancel_order_safe(uuid)
                new_uuid = submit_limit_sell(ticker, pos['qty'], new_price)
                pos['sell_uuid']  = new_uuid
                pos['sell_price'] = new_price
                pos['llm_active'] = True
                log.info(f"[매도/LLM] {ticker} 지정가 {fp(new_price)}원 설정")
                tg(
                    f"🤖 <b>LLM 매도 설정</b> {ticker}\n"
                    f"지정가: {fp(new_price)}원 (진입 대비 {pnl_pct:+.2f}%)\n"
                    f"확신: {confidence}  시장: {status}  관망: {'Y' if watch else 'N'}\n"
                    f"LLM: {reason}"
                )
                continue
            else:
                reason = llm_sell.get('reason', 'hold') if llm_sell else '오류/무응답'
                watch  = llm_sell.get('watch_needed', False) if llm_sell else False
                pos['llm_active'] = False
                log.info(f"[매도/LLM→fallback] {ticker} {reason} → cascade 대기")

        # ── Cascade fallback: LLM 실패 시에만 단계 전환 ──────────────────
        if not pos.get('llm_active') and elapsed >= end:
            log.info(f"[매도/cascade] {ticker} {elapsed:.0f}초 경과 → 다음 단계")
            _advance_stage(ticker)


def update_positions(current_prices: dict) -> None:
    """tick마다 Trail Stop / Timeout 체크 — ③ 종료(300s) 이후에만 동작."""
    stage3_end = CASCADE_STAGES[2][1]   # 300초

    for ticker in list(positions.keys()):
        if ticker not in current_prices:
            continue
        pos     = positions[ticker]
        price   = current_prices[ticker]
        elapsed = (datetime.now() - pos['entry_ts']).total_seconds()

        # ③ 이전: peak 추적 안 함, Trail Stop 비활성
        if elapsed < stage3_end:
            continue

        # ③ 종료 직후 첫 틱: peak을 현재가로 초기화 (진입가 기준 제거)
        if not pos.get('trail_peak_set'):
            pos['running_peak']   = price
            pos['trail_peak_set'] = True
        else:
            pos['running_peak'] = max(pos['running_peak'], price)

        # 지정가 주문 중이면 Trail Stop 비활성
        if pos.get('sell_uuid') is not None:
            continue

        drop = (pos['running_peak'] - price) / pos['running_peak']

        if drop >= TRAIL_STOP_R:
            exit_price = do_sell_market(ticker, pos['qty']) or price
            _record_exit(ticker, exit_price, 'trail')
        elif elapsed >= TIMEOUT_SECS and price <= pos['entry_price']:
            exit_price = do_sell_market(ticker, pos['qty']) or price
            _record_exit(ticker, exit_price, 'timeout')


# ── 메인 ──────────────────────────────────────────────────────────────────────
def preload_bars() -> None:
    need_min = (VOL_LOOKBACK + 10) // 3 + 1
    log.info(f"[사전적재] REST API 1분봉 {need_min}개로 bars[] 초기화 중...")
    loaded = 0
    for ticker in TICKERS:
        for attempt in range(3):
            try:
                df = pyupbit.get_ohlcv(ticker, interval='minute1', count=need_min)
                if df is None or df.empty:
                    time.sleep(0.5)
                    continue
                with bar_lock:
                    for _, row in df.iterrows():
                        o, h, l, c = float(row['open']), float(row['high']), float(row['low']), float(row['close'])
                        v3 = float(row['volume']) / 3
                        ts = row.name.to_pydatetime()
                        for _ in range(3):
                            bars[ticker].append({'open': o, 'high': h, 'low': l, 'close': c, 'volume': v3, 'ts': ts})
                loaded += 1
                break
            except Exception as e:
                log.warning(f"[사전적재] {ticker} 시도{attempt+1} 실패: {e}")
                time.sleep(1)
        time.sleep(0.2)
    log.info(f"[사전적재] 완료 {loaded}/{len(TICKERS)} 티커")


def restore_positions() -> None:
    """Upbit 잔고에서 보유 종목을 positions에 복구 (재시작 대응)."""
    if SIM_MODE:
        return
    try:
        balances = upbit_client.get_balances()
        for b in balances:
            currency = b.get('currency', '')
            bal      = float(b.get('balance', 0)) + float(b.get('locked', 0))
            avg      = float(b.get('avg_buy_price', 0))
            if currency == 'KRW' or bal <= 0 or avg <= 0:
                continue
            ticker = f'KRW-{currency}'
            if ticker not in TICKERS:
                continue
            if ticker in positions:
                continue
            # 기존 미체결 매도 주문 전부 취소 후 새로 제출
            try:
                old_orders = upbit_client.get_order(ticker, state='wait') or []
                for o in (old_orders if isinstance(old_orders, list) else []):
                    if o.get('side') == 'ask':
                        cancel_order_safe(o.get('uuid'))
                        log.info(f"[복구] {ticker} 기존 매도 주문 취소: {o.get('uuid')}")
            except Exception:
                pass
            # 취소 후 실제 가용 수량 재조회
            time.sleep(0.5)
            actual_bal = upbit_client.get_balance(currency) or bal
            _, _, lr, stag = CASCADE_STAGES[0]
            target    = avg * (1 + lr)
            sell_uuid = submit_limit_sell(ticker, actual_bal, target)
            positions[ticker] = {
                'entry_price':  avg,
                'entry_ts':     datetime.now() - timedelta(seconds=LLM_MIN_ELAPSED),  # LLM 즉시 활성
                'running_peak': avg,
                'qty':          actual_bal,
                'stage':        0,
                'sell_uuid':    sell_uuid,
                'sell_price':   target,
                'llm_last_ts':  None,
                'llm_active':   False,
            }
            log.info(f"[복구] {ticker} 수량:{actual_bal:.6f}  매수평균:{fp(avg)}원")
            tg(f"♻️ <b>포지션 복구</b> {ticker}\n매수평균: {fp(avg)}원  수량: {actual_bal:.6f}")
        if positions:
            log.info(f"[복구] 총 {len(positions)}개 포지션 복구됨")
    except Exception as e:
        log.warning(f"[복구] 잔고 조회 실패: {e}")


def main():
    mode = "🔴 실거래" if not SIM_MODE else "🟡 시뮬레이션"
    log.info(f"=== tick_trader 시작 ({mode}) ===")
    log.info(f"봉주기: 20초  |  VOL >= {VOL_MIN}x  |  포지션 최대 {MAX_POS}개  |  1개당 {PER_POS:,}원")
    stage_nums = ['①','②','③','④','⑤','⑥']
    stage_desc = '  →  '.join(
        f"{stage_nums[i]} {s[1]}초 +{s[2]*100:.1f}%" for i, s in enumerate(CASCADE_STAGES)
    )
    log.info(f"청산: {stage_desc}  →  {stage_nums[len(CASCADE_STAGES)]} Trail -{TRAIL_STOP_R*100:.1f}%  (지정가→시장가)")
    tg(
        f"🚀 <b>tick_trader 시작</b> ({mode})\n"
        f"봉주기 20초  |  VOL ≥ {VOL_MIN}x  |  최대 {MAX_POS}포지션\n"
        f"① 40초  +2.0%  지정가\n"
        f"② 100초 +1.0%  지정가\n"
        f"③ 700초 +0.5%  지정가\n"
        f"④ 3100초 +0.1% 지정가\n"
        f"⑤ Trail -{TRAIL_STOP_R*100:.1f}%  시장가"
    )

    preload_bars()
    restore_positions()

    t = threading.Thread(target=finalize_bars, daemon=True)
    t.start()

    ws = pyupbit.WebSocketManager("trade", TICKERS)
    log.info("WebSocket 연결됨")

    last_pos_log = time.time()

    while True:
        try:
            data = ws.get()
            if data is None:
                continue

            ticker = data.get('code')
            price  = data.get('trade_price')
            volume = data.get('trade_volume')

            if not ticker or price is None or volume is None:
                continue

            on_tick(ticker, float(price), float(volume))

            if positions:
                update_positions({ticker: float(price)})

            if time.time() - last_pos_log > 60:
                warmed = sum(1 for t in TICKERS if len(bars[t]) >= VOL_LOOKBACK + 5)
                if positions:
                    pos_lines = '  '.join(
                        f"{t.split('-')[1]} {p['entry_price']:,.0f}→{p['running_peak']:,.0f} [{CASCADE_STAGES[p['stage']][3] if p['stage'] < len(CASCADE_STAGES) else '⑤'}]"
                        for t, p in positions.items()
                    )
                    log.info(f"[상태] 포지션 {len(positions)}/{MAX_POS}  {pos_lines}")
                else:
                    log.info(f"[상태] 포지션 없음  ({warmed}/{len(TICKERS)} 준비완료)")
                last_pos_log = time.time()

        except Exception as e:
            log.error(f"루프 오류: {e}")
            time.sleep(1)


if __name__ == '__main__':
    main()