"""
Book Fidelity — maps OBF raw book snapshots to OrderBookState.

From SPEC_MALKHUT_ACTUALS_INTAKE.md §3:
  MALKHUT wants a ladder: Tuple[PriceLevel, ...] (finite, ordered)
  OBF has 15B rows of raw book snapshots (infinite stream)
  Need: OBF → OrderBookState mapping

Strategy:
  - OBF rows are timestamped book snapshots with bid/ask prices + quantities
  - We aggregate N recent OBF rows into a single OrderBookState
  - The aggregation window determines the "ladder depth" (how many levels)
  - Depth decay follows power law: D(d) = amplitude * d^(1-alpha)
  - We synthesize levels from the decay profile, not from raw OBF rows
"""
from __future__ import annotations

import math
from dataclasses import dataclass
from typing import List, Optional, Tuple

from malkhut.state import OrderBookState, PriceLevel


@dataclass(frozen=True, slots=True)
class BookFidelityConfig:
    """Configuration for OBF → OrderBookState mapping."""
    n_levels: int = 10              # how many price levels per side
    aggregation_window_ms: int = 100  # OBF rows within this window → one snapshot
    min_depth_usd: float = 100.0    # minimum depth per level


def synthesize_book_from_params(
    symbol: str,
    mid_price: float,
    spread_bps: float,
    depth_amplitude_usd: float,
    depth_alpha: float,
    n_levels: int = 10,
) -> OrderBookState:
    """Synthesize an OrderBookState from asset behavior parameters.

    Uses the power-law depth decay model:
      D(d) = amplitude * d^(1-alpha)

    This is the bridge between OBF's raw stream and MALKHUT's finite representation.
    """
    half_spread = mid_price * spread_bps / 10000 / 2

    bids = []
    asks = []

    for level in range(n_levels):
        dist_bps = (level + 1) * 1.0  # distance from mid in bps
        depth_usd = depth_amplitude_usd * (dist_bps ** (1 - depth_alpha))
        depth_qty = depth_usd / max(mid_price, 1e-12)

        bid_price = mid_price - half_spread - (level * mid_price * 0.0001)
        ask_price = mid_price + half_spread + (level * mid_price * 0.0001)

        bids.append(PriceLevel(price=bid_price, qty=depth_qty))
        asks.append(PriceLevel(price=ask_price, qty=depth_qty))

    return OrderBookState(
        ts_ns=0,
        symbol=symbol,
        bids=tuple(bids),
        asks=tuple(asks),
    )