from __future__ import annotations

from mcp_common.microstructure import orderbook_imbalance


def test_orderbook_imbalance_balanced():
    bids = [[100.0, 1.0], [99.5, 1.0], [99.0, 1.0]]
    asks = [[100.5, 1.0], [101.0, 1.0], [101.5, 1.0]]
    out = orderbook_imbalance(bids, asks, depth=3)
    assert abs(out["imbalance_ratio"]) < 0.01  # bilanciato
    assert out["bid_volume"] == 3.0
    assert out["ask_volume"] == 3.0
    assert out["microprice"] is not None


def test_orderbook_imbalance_bid_heavy():
    bids = [[100.0, 5.0], [99.5, 5.0]]
    asks = [[100.5, 1.0], [101.0, 1.0]]
    out = orderbook_imbalance(bids, asks, depth=2)
    assert out["imbalance_ratio"] > 0.5  # forte bid pressure
    assert out["bid_volume"] == 10.0
    assert out["ask_volume"] == 2.0


def test_orderbook_imbalance_ask_heavy():
    bids = [[100.0, 1.0], [99.5, 1.0]]
    asks = [[100.5, 5.0], [101.0, 5.0]]
    out = orderbook_imbalance(bids, asks, depth=2)
    assert out["imbalance_ratio"] < -0.5


def test_orderbook_imbalance_microprice_skew():
    """Microprice è weighted mid: pesato bid/ask depth opposto."""
    bids = [[100.0, 9.0]]
    asks = [[101.0, 1.0]]
    out = orderbook_imbalance(bids, asks, depth=1)
    # large bid → microprice closer to ask (paradox: weighted by *opposite* size)
    assert out["microprice"] > 100.5


def test_orderbook_imbalance_empty():
    out = orderbook_imbalance([], [], depth=5)
    assert out["imbalance_ratio"] is None
    assert out["microprice"] is None


def test_orderbook_imbalance_one_sided():
    out = orderbook_imbalance([[100.0, 1.0]], [], depth=1)
    assert out["imbalance_ratio"] == 1.0  # all bid


def test_orderbook_imbalance_slope():
    """Slope = velocity of liquidity dropoff: ripido = poca liquidità in profondità."""
    bids_steep = [[100.0, 10.0], [99.0, 1.0]]  # depth crolla → slope alto
    asks_steep = [[101.0, 10.0], [102.0, 1.0]]
    out = orderbook_imbalance(bids_steep, asks_steep, depth=2)
    assert out["bid_slope"] is not None
    # bid liquidity drops by 9 per 1 price unit → slope ~9
    assert out["bid_slope"] > 5.0