#!/usr/bin/env python3
"""
Dolphin Live Node — DolphinActor inside NT TradingNode
=======================================================
Phase 1: paper_trading=True (live Binance Futures data, paper fills).
         Validates signal parity with nautilus_event_trader.py before live exec.

To go live (Phase 2): set paper_trading=False in build_node().
"""
import os
import sys
import asyncio
from pathlib import Path

PROJECT_ROOT = Path(__file__).parent.parent
sys.path.insert(0, str(PROJECT_ROOT / 'nautilus_dolphin'))
sys.path.insert(0, str(PROJECT_ROOT / 'prod'))
sys.path.insert(0, str(PROJECT_ROOT))

from dotenv import load_dotenv
load_dotenv(PROJECT_ROOT / '.env')

from nautilus_trader.live.node import TradingNode
from nautilus_trader.config import TradingNodeConfig, LiveDataEngineConfig, CacheConfig
from nautilus_trader.adapters.binance.config import BinanceDataClientConfig
from nautilus_trader.adapters.binance.common.enums import BinanceAccountType
from nautilus_trader.adapters.binance.factories import BinanceLiveDataClientFactory
from nautilus_trader.model.identifiers import TraderId

# ---------------------------------------------------------------------------
# Universe — 50 OBF assets. Subscribed for live quote cache (order sizing).
# Must cover the full eigen universe so _exec_submit_entry finds live quotes.
# ---------------------------------------------------------------------------
LIVE_ASSETS = [
    "BTCUSDT", "ETHUSDT", "BNBUSDT", "SOLUSDT", "XRPUSDT",
    "ADAUSDT", "DOGEUSDT", "TRXUSDT", "DOTUSDT", "MATICUSDT",
    "LTCUSDT", "AVAXUSDT", "LINKUSDT", "UNIUSDT", "ATOMUSDT",
    "ETCUSDT", "XLMUSDT", "BCHUSDT", "NEARUSDT", "ALGOUSDT",
    "VETUSDT", "FILUSDT", "APTUSDT", "OPUSDT", "ARBUSDT",
    "INJUSDT", "SUIUSDT", "SEIUSDT", "TIAUSDT", "ORDIUSDT",
    "WLDUSDT", "FETUSDT", "AGIXUSDT", "RENDERUSDT", "IOTAUSDT",
    "AAVEUSDT", "SNXUSDT", "CRVUSDT", "COMPUSDT", "MKRUSDT",
    "ENJUSDT", "MANAUSDT", "SANDUSDT", "AXSUSDT", "GALAUSDT",
    "ZECUSDT", "DASHUSDT", "XMRUSDT", "NEOUSDT", "QTUMUSDT",
]

# ---------------------------------------------------------------------------
# DolphinActor config — gold-standard params, must match nautilus_event_trader
# ---------------------------------------------------------------------------
DOLPHIN_CONFIG = {
    'live_mode':  True,
    'venue':      'BINANCE',
    'direction':  'short_only',
    'hazelcast': {
        'host':      '127.0.0.1:5701',
        'cluster':   'dolphin',
        'state_map': 'DOLPHIN_STATE_GREEN',
        'imap_pnl':  'DOLPHIN_PNL_GREEN',
    },
    'paper_trade': {'initial_capital': 25000.0},
    'assets': LIVE_ASSETS,
    'engine': {
        'boost_mode':           'd_liq',
        # Signal
        'vel_div_threshold':    -0.020,
        'vel_div_extreme':      -0.050,
        # Leverage — gold spec: 8x soft / 9x hard
        'min_leverage':          0.5,
        'max_leverage':          8.0,
        'abs_max_leverage':      9.0,
        'leverage_convexity':    3.0,
        'fraction':              0.20,
        # Exits — gold spec: 250 bars max hold
        'fixed_tp_pct':          0.0095,
        'stop_pct':              1.0,
        'max_hold_bars':         250,
        # Direction confirm
        'use_direction_confirm': True,
        'dc_lookback_bars':      7,
        'dc_min_magnitude_bps':  0.75,
        'dc_skip_contradicts':   True,
        'dc_leverage_boost':     1.0,
        'dc_leverage_reduce':    0.5,
        # Asset selection — gold spec: IRP filter disabled in live
        'use_asset_selection':   True,
        'min_irp_alignment':     0.0,
        # Fees / slippage
        'use_sp_fees':           True,
        'use_sp_slippage':       True,
        'sp_maker_entry_rate':   0.62,
        'sp_maker_exit_rate':    0.50,
        # OB edge
        'use_ob_edge':           True,
        'ob_edge_bps':           5.0,
        'ob_confirm_rate':       0.40,
        'ob_imbalance_bias':     -0.09,
        'ob_depth_scale':        1.0,
        # Alpha layers
        'lookback':              100,
        'use_alpha_layers':      True,
        'use_dynamic_leverage':  True,
        'seed':                  42,
        # V7 RT exit engine (GREEN only)
        'use_exit_v7':           True,
        'use_exit_v6':           False,
        'v6_bar_duration_sec':   5.0,
        'bounce_model_path':     str(PROJECT_ROOT / 'prod' / 'models' / 'bounce_detector_v3.pkl'),
    },
    'strategy_name': 'green',
    'vol_p60':       0.00009868,
}


def build_node() -> TradingNode:
    api_key    = os.environ['BINANCE_API_KEY']
    api_secret = os.environ['BINANCE_API_SECRET']

    data_cfg = BinanceDataClientConfig(
        account_type=BinanceAccountType.USDT_FUTURES,
        api_key=api_key,
        api_secret=api_secret,
        testnet=False,
    )

    # Phase 1: data-only node (no exec client).
    # DolphinActor processes live bar data → engine step_bar() → CH trade_events.
    # NT order submission is gracefully skipped (instrument guard in _exec_submit_entry).
    # NDAlphaEngine internal P&L tracking is authoritative for Phase 1 validation.
    from nautilus_dolphin.nautilus.dolphin_actor import DolphinActor
    actor = DolphinActor(config=DOLPHIN_CONFIG)

    node_config = TradingNodeConfig(
        trader_id=TraderId("DOLPHIN-LIVE-001"),
        data_clients={"BINANCE": data_cfg},
        data_engine=LiveDataEngineConfig(time_bars_build_with_no_updates=False),
        cache=CacheConfig(database=None),
    )
    node = TradingNode(config=node_config)
    node.add_data_client_factory("BINANCE", BinanceLiveDataClientFactory)
    node.trader.add_strategy(actor)
    node.build()
    return node


async def run() -> None:
    node = build_node()
    await node.run_async()


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