vibe-invest/src/alpaca.rs

//! Alpaca API client for market data and trading.

use anyhow::{Context, Result};
use chrono::{DateTime, Duration, Utc};
use reqwest::header::{HeaderMap, HeaderValue, CONTENT_TYPE};
use serde::{Deserialize, Serialize};
use std::collections::HashMap;
use std::sync::Arc;
use tokio::sync::Mutex;
use tokio::time::{sleep, Duration as TokioDuration};

use crate::config::Timeframe;
use crate::types::Bar;

const DATA_BASE_URL: &str = "https://data.alpaca.markets/v2";
const TRADING_BASE_URL: &str = "https://paper-api.alpaca.markets/v2";
const RATE_LIMIT_REQUESTS_PER_MINUTE: u32 = 200;

/// Alpaca API client.
pub struct AlpacaClient {
    http_client: reqwest::Client,
    api_key: String,
    api_secret: String,
    last_request_time: Arc<Mutex<std::time::Instant>>,
}

// API Response types
#[derive(Debug, Deserialize)]
struct BarsResponse {
    bars: HashMap<String, Vec<AlpacaBar>>,
    next_page_token: Option<String>,
}

// Single-symbol bars response (different format from multi-symbol)
#[derive(Debug, Deserialize)]
struct SingleBarsResponse {
    bars: Vec<AlpacaBar>,
    symbol: String,
    next_page_token: Option<String>,
}

#[derive(Debug, Deserialize)]
struct AlpacaBar {
    t: DateTime<Utc>,
    o: f64,
    h: f64,
    l: f64,
    c: f64,
    v: f64,
    vw: Option<f64>,
}

#[derive(Debug, Deserialize)]
pub struct Account {
    pub id: String,
    pub status: String,
    pub buying_power: String,
    pub portfolio_value: String,
    pub cash: String,
}

#[derive(Debug, Deserialize)]
pub struct Position {
    pub symbol: String,
    pub qty: String,
    pub market_value: String,
    pub avg_entry_price: String,
    pub current_price: String,
    pub unrealized_pl: String,
    pub unrealized_plpc: String,
    pub unrealized_intraday_pl: Option<String>,
    pub change_today: Option<String>,
}

#[derive(Debug, Deserialize)]
pub struct Clock {
    pub is_open: bool,
    pub next_open: DateTime<Utc>,
    pub next_close: DateTime<Utc>,
}

#[derive(Debug, Serialize)]
struct OrderRequest {
    symbol: String,
    qty: String,
    side: String,
    #[serde(rename = "type")]
    order_type: String,
    time_in_force: String,
}

#[derive(Debug, Deserialize)]
pub struct Order {
    pub id: String,
    pub symbol: String,
    pub qty: String,
    pub side: String,
    pub status: String,
}

impl AlpacaClient {
    /// Create a new Alpaca client.
    pub fn new(api_key: String, api_secret: String) -> Result<Self> {
        let mut headers = HeaderMap::new();
        headers.insert(CONTENT_TYPE, HeaderValue::from_static("application/json"));

        let http_client = reqwest::Client::builder()
            .default_headers(headers)
            .build()
            .context("Failed to create HTTP client")?;

        Ok(Self {
            http_client,
            api_key,
            api_secret,
            last_request_time: Arc::new(Mutex::new(std::time::Instant::now())),
        })
    }

    /// Enforce rate limiting.
    async fn enforce_rate_limit(&self) {
        let min_interval =
            TokioDuration::from_secs_f64(60.0 / RATE_LIMIT_REQUESTS_PER_MINUTE as f64);

        let mut last_time = self.last_request_time.lock().await;
        let elapsed = last_time.elapsed();

        if elapsed < min_interval {
            sleep(min_interval - elapsed).await;
        }

        *last_time = std::time::Instant::now();
    }

    /// Add authentication headers to a request.
    fn auth_headers(&self) -> HeaderMap {
        let mut headers = HeaderMap::new();
        headers.insert(
            "APCA-API-KEY-ID",
            HeaderValue::from_str(&self.api_key).unwrap(),
        );
        headers.insert(
            "APCA-API-SECRET-KEY",
            HeaderValue::from_str(&self.api_secret).unwrap(),
        );
        headers
    }

    /// Fetch historical bar data for a symbol with pagination support.
    pub async fn get_historical_bars(
        &self,
        symbol: &str,
        timeframe: Timeframe,
        start: DateTime<Utc>,
        end: DateTime<Utc>,
    ) -> Result<Vec<Bar>> {
        let tf_str = match timeframe {
            Timeframe::Daily => "1Day",
            Timeframe::Hourly => "1Hour",
        };

        let mut all_bars = Vec::new();
        let mut page_token: Option<String> = None;

        loop {
            self.enforce_rate_limit().await;

            let mut url = format!(
                "{}/stocks/{}/bars?timeframe={}&start={}&end={}&feed=iex&limit=10000",
                DATA_BASE_URL,
                symbol,
                tf_str,
                start.format("%Y-%m-%dT%H:%M:%SZ"),
                end.format("%Y-%m-%dT%H:%M:%SZ"),
            );

            if let Some(ref token) = page_token {
                url.push_str(&format!("&page_token={}", token));
            }

            let response = self
                .http_client
                .get(&url)
                .headers(self.auth_headers())
                .send()
                .await
                .context("Failed to fetch bars")?;

            if !response.status().is_success() {
                let status = response.status();
                let text = response.text().await.unwrap_or_default();
                anyhow::bail!("API error {}: {}", status, text);
            }

            // Single-symbol endpoint returns a different format
            let data: SingleBarsResponse = response.json().await.context("Failed to parse bars response")?;

            for b in &data.bars {
                all_bars.push(Bar {
                    timestamp: b.t,
                    open: b.o,
                    high: b.h,
                    low: b.l,
                    close: b.c,
                    volume: b.v,
                    vwap: b.vw,
                });
            }

            // Check for more pages
            if let Some(token) = data.next_page_token {
                if !token.is_empty() {
                    page_token = Some(token);
                    continue;
                }
            }
            break;
        }

        Ok(all_bars)
    }

    /// Fetch historical bars for multiple symbols.
    pub async fn get_multi_historical_bars(
        &self,
        symbols: &[&str],
        timeframe: Timeframe,
        start: DateTime<Utc>,
        end: DateTime<Utc>,
    ) -> Result<HashMap<String, Vec<Bar>>> {
        self.enforce_rate_limit().await;

        let tf_str = match timeframe {
            Timeframe::Daily => "1Day",
            Timeframe::Hourly => "1Hour",
        };

        let symbols_str = symbols.join(",");
        let url = format!(
            "{}/stocks/bars?symbols={}&timeframe={}&start={}&end={}&feed=iex&limit=10000",
            DATA_BASE_URL,
            symbols_str,
            tf_str,
            start.format("%Y-%m-%dT%H:%M:%SZ"),
            end.format("%Y-%m-%dT%H:%M:%SZ"),
        );

        let response = self
            .http_client
            .get(&url)
            .headers(self.auth_headers())
            .send()
            .await
            .context("Failed to fetch bars")?;

        if !response.status().is_success() {
            let status = response.status();
            let text = response.text().await.unwrap_or_default();
            anyhow::bail!("API error {}: {}", status, text);
        }

        let data: BarsResponse = response.json().await.context("Failed to parse bars response")?;

        let mut result = HashMap::new();
        for (symbol, bars) in data.bars {
            let converted: Vec<Bar> = bars
                .iter()
                .map(|b| Bar {
                    timestamp: b.t,
                    open: b.o,
                    high: b.h,
                    low: b.l,
                    close: b.c,
                    volume: b.v,
                    vwap: b.vw,
                })
                .collect();
            result.insert(symbol, converted);
        }

        Ok(result)
    }

    /// Get account information.
    pub async fn get_account(&self) -> Result<Account> {
        self.enforce_rate_limit().await;

        let url = format!("{}/account", TRADING_BASE_URL);

        let response = self
            .http_client
            .get(&url)
            .headers(self.auth_headers())
            .send()
            .await
            .context("Failed to get account")?;

        if !response.status().is_success() {
            let status = response.status();
            let text = response.text().await.unwrap_or_default();
            anyhow::bail!("API error {}: {}", status, text);
        }

        response.json().await.context("Failed to parse account")
    }

    /// Get all positions.
    pub async fn get_positions(&self) -> Result<Vec<Position>> {
        self.enforce_rate_limit().await;

        let url = format!("{}/positions", TRADING_BASE_URL);

        let response = self
            .http_client
            .get(&url)
            .headers(self.auth_headers())
            .send()
            .await
            .context("Failed to get positions")?;

        if !response.status().is_success() {
            let status = response.status();
            let text = response.text().await.unwrap_or_default();
            anyhow::bail!("API error {}: {}", status, text);
        }

        response.json().await.context("Failed to parse positions")
    }

    /// Get position for a specific symbol.
    pub async fn get_position(&self, symbol: &str) -> Result<Option<Position>> {
        self.enforce_rate_limit().await;

        let url = format!("{}/positions/{}", TRADING_BASE_URL, symbol);

        let response = self
            .http_client
            .get(&url)
            .headers(self.auth_headers())
            .send()
            .await
            .context("Failed to get position")?;

        if response.status().as_u16() == 404 {
            return Ok(None);
        }

        if !response.status().is_success() {
            let status = response.status();
            let text = response.text().await.unwrap_or_default();
            anyhow::bail!("API error {}: {}", status, text);
        }

        let position: Position = response.json().await.context("Failed to parse position")?;
        Ok(Some(position))
    }

    /// Get market clock.
    pub async fn get_clock(&self) -> Result<Clock> {
        self.enforce_rate_limit().await;

        let url = format!("{}/clock", TRADING_BASE_URL);

        let response = self
            .http_client
            .get(&url)
            .headers(self.auth_headers())
            .send()
            .await
            .context("Failed to get clock")?;

        if !response.status().is_success() {
            let status = response.status();
            let text = response.text().await.unwrap_or_default();
            anyhow::bail!("API error {}: {}", status, text);
        }

        response.json().await.context("Failed to parse clock")
    }

    /// Submit a market order.
    pub async fn submit_market_order(
        &self,
        symbol: &str,
        qty: f64,
        side: &str,
    ) -> Result<Order> {
        self.enforce_rate_limit().await;

        let url = format!("{}/orders", TRADING_BASE_URL);

        let order_request = OrderRequest {
            symbol: symbol.to_string(),
            qty: qty.to_string(),
            side: side.to_string(),
            order_type: "market".to_string(),
            time_in_force: "day".to_string(),
        };

        let response = self
            .http_client
            .post(&url)
            .headers(self.auth_headers())
            .json(&order_request)
            .send()
            .await
            .context("Failed to submit order")?;

        if !response.status().is_success() {
            let status = response.status();
            let text = response.text().await.unwrap_or_default();
            anyhow::bail!("API error {}: {}", status, text);
        }

        response.json().await.context("Failed to parse order")
    }

    /// Check if market is open.
    pub async fn is_market_open(&self) -> Result<bool> {
        let clock = self.get_clock().await?;
        Ok(clock.is_open)
    }

    /// Get next market open time.
    pub async fn get_next_market_open(&self) -> Result<DateTime<Utc>> {
        let clock = self.get_clock().await?;
        Ok(clock.next_open)
    }
}

/// Helper to fetch bars for backtesting with proper date handling.
/// Fetches each symbol individually to avoid API limits on multi-symbol requests.
pub async fn fetch_backtest_data(
    client: &AlpacaClient,
    symbols: &[&str],
    years: f64,
    timeframe: Timeframe,
    warmup_days: i64,
) -> Result<HashMap<String, Vec<Bar>>> {
    let end = Utc::now();
    let days = (years * 365.0) as i64 + warmup_days + 30;
    let start = end - Duration::days(days);

    tracing::info!(
        "Fetching {:.2} years of data ({} to {})...",
        years,
        start.format("%Y-%m-%d"),
        end.format("%Y-%m-%d")
    );

    let mut all_data = HashMap::new();

    // Fetch each symbol individually like Python does
    // The multi-symbol endpoint has a 10000 bar limit across ALL symbols
    for symbol in symbols {
        tracing::info!("  Fetching {}...", symbol);

        match client
            .get_historical_bars(symbol, timeframe, start, end)
            .await
        {
            Ok(bars) => {
                if !bars.is_empty() {
                    tracing::info!("  {}: {} bars loaded", symbol, bars.len());
                    all_data.insert(symbol.to_string(), bars);
                } else {
                    tracing::warn!("  {}: No data", symbol);
                }
            }
            Err(e) => {
                tracing::error!("  Failed to fetch {}: {}", symbol, e);
            }
        }
    }

    Ok(all_data)
}