from pprint import pprint
import asyncio
import aiostream
import aiohttp
import kalshi
from nadex import NadexSession
from decimal import Decimal as D, ROUND_CEILING
import os
import sys
from utils import *
from piecewise import *
from decimal import Decimal

async def check(ops):
    cps = []
    for o, q in ops:
        if (q>0 and not o.asks) or (q<0 and not o.bids): return False
        cps.append(o.asks[0][0] if q>0 else o.bids[0][0])

    cc = min_sum_pc(cps)

    global best
    if cc>best:
        updlog(D(cc)/D(100))
        u = [o.asks if q>0 else o.bids for o, q in ops]
        for i, (o, q) in enumerate(ops):
            updlog([o.low, o.high, u[i][0], o.exchange, o.market_id], q)
        updlog()
        best = cc

    if cc>15000:
        await asyncio.gather(*[
            o.exchange.execute_order(o.market_id, u[i][0][-1], 1, q>0)
            for i, (o, q) in enumerate(ops)
        ])
        return True
    
    return False

async def main():
    async with aiohttp.ClientSession() as kcs, aiohttp.ClientSession() as ncs:
        ks = kalshi.KalshiSession(kcs)
        ns = NadexSession(ncs)
        await asyncio.gather(ks.login(), ns.login())

        global best
        best = -10000000
        upd = 0
        async with aiostream.stream.ziplatest(
            ks.orderbook_stream("INXD-23MAR15", kalshi.convert_sp_rulebook, "ESTM23.CME"),
            ns.orderbook_stream(160809 if DEMO else 157993),
            partial=False
        ).stream() as streamer:
            async for kbook, nbook in streamer:
                upd +=1
                if upd%100==0: updlog(upd)

                for k1 in kbook:
                    for n1 in nbook:
                        for ord in [(-1, 1), (1, -1), (1, 1), (-1, -1)]:
                            if await check([(k1, ord[0]), (n1, ord[1])]):
                                return
                        for n2 in nbook:
                            for ord in [(-1, 1, -1), (-1, -1, 1)]:
                                if await check([(k1, ord[0]), (n1, ord[1]), (n2, ord[2])]):
                                    return

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