/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using NUnit.Framework;
using QuantConnect.Brokerages;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Orders;
using QuantConnect.Orders.Fees;
using QuantConnect.Securities;
using System;
using QuantConnect.Tests.Brokerages;
using QuantConnect.Securities.Crypto;

namespace QuantConnect.Tests.Common.Orders.Fees
{
    [TestFixture]
    public class BybitFeeModelTests
    {
        protected IFeeModel FeeModel => new BybitFeeModel(); 
        
        
        [Test]
        public static void GetFeeModelTest()
        {
            var model = new BybitBrokerageModel();
            Assert.IsInstanceOf<BybitFeeModel>(model.GetFeeModel(Security));
        }

        [Test]
        [TestCaseSource(nameof(MakerOrders))]
        public void ReturnShortOrderMakerFees(OrderTestParameters parameters)
        {
           var feeModel = FeeModel;

            var order = parameters.CreateShortOrder(Quantity);
            var price = order.Type == OrderType.Limit ? ((LimitOrder)order).LimitPrice : LowPrice;
            var fee = feeModel.GetOrderFee(new OrderFeeParameters(Security, order));

            Assert.AreEqual(
                BybitFeeModel.MakerNonVIPFee * price * Math.Abs(Quantity),
                fee.Value.Amount);
            Assert.AreEqual("USDT", fee.Value.Currency);
        }

        [Test]
        [TestCaseSource(nameof(TakerOrders))]
        public void ReturnShortOrderTakerFees(OrderTestParameters parameters)
        {
            IFeeModel feeModel = FeeModel;

            var order = parameters.CreateShortOrder(Quantity);
            var price = order.Type == OrderType.Limit ? ((LimitOrder)order).LimitPrice : LowPrice;
            var fee = feeModel.GetOrderFee(new OrderFeeParameters(Security, order));

            Assert.AreEqual(
                BybitFeeModel.TakerNonVIPFee * price * Math.Abs(Quantity),
                fee.Value.Amount);
            Assert.AreEqual("USDT", fee.Value.Currency);
        }

        [Test]
        [TestCaseSource(nameof(MakerOrders))]
        public void ReturnLongOrderMakerFees(OrderTestParameters parameters)
        {
            IFeeModel feeModel = FeeModel;

            var order = parameters.CreateLongOrder(Quantity);
            var fee = feeModel.GetOrderFee(new OrderFeeParameters(Security, order));

            Assert.AreEqual(
                BybitFeeModel.MakerNonVIPFee * Math.Abs(Quantity),
                fee.Value.Amount);
            Assert.AreEqual("ETH", fee.Value.Currency);
        }

        [Test]
        [TestCaseSource(nameof(TakerOrders))]
        public void ReturnLongOrderTakerFees(OrderTestParameters parameters)
        {
            IFeeModel feeModel = FeeModel;

            var order = parameters.CreateLongOrder(Quantity);
            var fee = feeModel.GetOrderFee(new OrderFeeParameters(Security, order));

            Assert.AreEqual(
                BybitFeeModel.TakerNonVIPFee * Math.Abs(Quantity),
                fee.Value.Amount);
            Assert.AreEqual("ETH", fee.Value.Currency);
        }

        [Test]
        [TestCaseSource(nameof(CustomMakerOrders))]
        public void ReturnShortOrderCustomMakerFees(decimal mFee, decimal tFee, OrderTestParameters parameters)
        {
            IFeeModel feeModel = new BybitFeeModel(mFee, tFee);

            var order = parameters.CreateShortOrder(Quantity);
            var price = order.Type == OrderType.Limit ? ((LimitOrder)order).LimitPrice : LowPrice;
            var fee = feeModel.GetOrderFee(new OrderFeeParameters(Security, order));

            Assert.AreEqual(
                mFee * price * Math.Abs(Quantity),
                fee.Value.Amount);
            Assert.AreEqual("USDT", fee.Value.Currency);
        }

        [Test]
        [TestCaseSource(nameof(CustomTakerOrders))]
        public void ReturnShortOrderCustomTakerFees(decimal mFee, decimal tFee, OrderTestParameters parameters)
        {
            IFeeModel feeModel = new BybitFeeModel(mFee, tFee);

            var order = parameters.CreateShortOrder(Quantity);
            var price = order.Type == OrderType.Limit ? ((LimitOrder)order).LimitPrice : LowPrice;
            var fee = feeModel.GetOrderFee(new OrderFeeParameters(Security, order));

            Assert.AreEqual(
                tFee * price * Math.Abs(Quantity),
                fee.Value.Amount);
            Assert.AreEqual("USDT", fee.Value.Currency);
        }

        [Test]
        [TestCaseSource(nameof(CustomMakerOrders))]
        public void ReturnLongOrderCustomMakerFees(decimal mFee, decimal tFee, OrderTestParameters parameters)
        {
            IFeeModel feeModel = new BybitFeeModel(mFee, tFee);

            var order = parameters.CreateLongOrder(Quantity);
            var fee = feeModel.GetOrderFee(new OrderFeeParameters(Security, order));

            Assert.AreEqual(
                mFee * Math.Abs(Quantity),
                fee.Value.Amount);
            Assert.AreEqual("ETH", fee.Value.Currency);
        }

        [Test]
        [TestCaseSource(nameof(CustomTakerOrders))]
        public void ReturnLongOrderCustomTakerFees(decimal mFee, decimal tFee, OrderTestParameters parameters)
        {
            IFeeModel feeModel = new BybitFeeModel(mFee, tFee);

            var order = parameters.CreateLongOrder(Quantity);
            var fee = feeModel.GetOrderFee(new OrderFeeParameters(Security, order));

            Assert.AreEqual(
                tFee * Math.Abs(Quantity),
                fee.Value.Amount);
            Assert.AreEqual("ETH", fee.Value.Currency);
        }

        [Test]
        public void ReturnsSameFeesForStableCoinsWithoutPairs()
        {
            IFeeModel feeModel = FeeModel;

            var tz = TimeZones.NewYork;

            // Use a StableCoin without pair in Binance
            Security usdcusd = new Crypto(
                SecurityExchangeHours.AlwaysOpen(tz),
                new Cash("USD", 0, 10),
                new Cash("USDC", 0, 0),
                new SubscriptionDataConfig(typeof(TradeBar), Symbol.Create("USDCUSD", SecurityType.Crypto, Market.Binance), Resolution.Minute, tz, tz, true, false, false),
                new SymbolProperties("USDCUSD", "USD", 1, 0.01m, 0.00000001m, string.Empty),
                ErrorCurrencyConverter.Instance,
                RegisteredSecurityDataTypesProvider.Null
            );
            usdcusd.SetMarketPrice(new Tick(DateTime.UtcNow, usdcusd.Symbol, 100, 100));

            var time = new DateTime(2019, 2, 1);
            var stableCoinFee = feeModel.GetOrderFee(
                new OrderFeeParameters(
                    usdcusd,
                    new MarketOrder(usdcusd.Symbol, 1, time)
                )
            );

            var normalPairFee = feeModel.GetOrderFee(
                new OrderFeeParameters(
                    Security,
                    new MarketOrder(Security.Symbol, 1, time)
                )
            );

            Assert.AreEqual(normalPairFee.Value.Amount, stableCoinFee.Value.Amount);
        }

        private static Symbol Symbol => Symbol.Create("ETHUSDT", SecurityType.Crypto, Market.Bybit);

        private static Security Security
        {
            get
            {
                var security = new Security(
                    SecurityExchangeHours.AlwaysOpen(TimeZones.Utc),
                    new SubscriptionDataConfig(
                        typeof(TradeBar),
                        Symbol,
                        Resolution.Minute,
                        TimeZones.Utc,
                        TimeZones.Utc,
                        false,
                        false,
                        false
                    ),
                    new Cash("USDT", 0, 1m),
                    SymbolProperties.GetDefault("USDT"),
                    ErrorCurrencyConverter.Instance,
                    RegisteredSecurityDataTypesProvider.Null,
                    new SecurityCache()
                );
                security.SetMarketPrice(new Tick(DateTime.UtcNow, Symbol, LowPrice, HighPrice));

                return security;
            }
        }

        private static OrderSubmissionData OrderSubmissionData => new(Security.BidPrice, Security.AskPrice, (Security.BidPrice + Security.AskPrice) / 2);

        private static decimal HighPrice => 1000m;
        private static decimal LowPrice => 100m;

        private static decimal Quantity => 1m;

        private static TestCaseData[] MakerOrders => new[]
        {
            new TestCaseData(new LimitOrderTestParameters(Symbol, HighPrice, LowPrice)),
            new TestCaseData(new LimitOrderTestParameters(Symbol, HighPrice, LowPrice, null, OrderSubmissionData)),
            new TestCaseData(new LimitOrderTestParameters(Symbol, HighPrice, LowPrice, new BybitOrderProperties())),
            new TestCaseData(new LimitOrderTestParameters(Symbol, LowPrice, HighPrice, new BybitOrderProperties() { PostOnly = true }, OrderSubmissionData)),
            new TestCaseData(new LimitOrderTestParameters(Symbol, HighPrice, LowPrice, new BybitOrderProperties() { PostOnly = true }))
        };

        private static TestCaseData[] TakerOrders => new[]
        {
            new TestCaseData(new MarketOrderTestParameters(Symbol)),
            new TestCaseData(new MarketOrderTestParameters(Symbol, new BybitOrderProperties() { PostOnly = true })),
            new TestCaseData(new LimitOrderTestParameters(Symbol, LowPrice, HighPrice, null, OrderSubmissionData))
        };

        private static TestCaseData[] CustomMakerOrders => new[]
        {
            new TestCaseData(0.001m, 0.001m, new LimitOrderTestParameters(Symbol, HighPrice, LowPrice)),
            new TestCaseData(0.0009m, 0.001m, new LimitOrderTestParameters(Symbol, HighPrice, LowPrice, null, OrderSubmissionData)),
            new TestCaseData(0.0008m, 0.001m, new LimitOrderTestParameters(Symbol, HighPrice, LowPrice, new BybitOrderProperties())),
            new TestCaseData(0.0007m, 0.0009m, new LimitOrderTestParameters(Symbol, LowPrice, HighPrice, new BybitOrderProperties() { PostOnly = true }, OrderSubmissionData)),
            new TestCaseData(0.0006m, 0.0008m, new LimitOrderTestParameters(Symbol, HighPrice, LowPrice, new BybitOrderProperties() { PostOnly = true }))
        };

        private static TestCaseData[] CustomTakerOrders => new[]
        {
            new TestCaseData(0.0007m, 0.0009m, new MarketOrderTestParameters(Symbol)),
            new TestCaseData(0.0006m, 0.0008m, new MarketOrderTestParameters(Symbol, new BybitOrderProperties { PostOnly = true })),
            new TestCaseData(0.0005m, 0.0006m, new LimitOrderTestParameters(Symbol, LowPrice, HighPrice, null, OrderSubmissionData))
        };
    }
}