import threading
import time
import json
from exchanges.binance import BinancePerpStream
from exchanges.okx import OKXPerpStream
from exchanges.bybit import BybitPerpStream

FEE = 0.0005  # taker fee
FUNDING_WEIGHT = 1  # pondera funding rate (ex: por 8h)
MIN_SPREAD = 0.4  # mínimo spread líquido para registrar

# Lista de exchanges que você quer considerar na arbitragem
ENABLED_EXCHANGES = {"bybit", "okx", "binance"}

# Carrega funding de arquivo externo salvo periodicamente
with open("funding_cache.json", "r") as f:
    funding_cache = json.load(f)

def check_arbitrage_opportunities(new_tick, all_ticks):
    opportunities = []
    symbol = new_tick['symbol']

    if new_tick['exchange'].lower() not in ENABLED_EXCHANGES:
        return opportunities

    for (ex_name, ex_symbol), tick in all_ticks.items():
        if ex_symbol != symbol or ex_name == new_tick['exchange']:
            continue

        for buyer, seller in [(new_tick, tick), (tick, new_tick)]:
            if buyer['exchange'].lower() not in ENABLED_EXCHANGES or seller['exchange'].lower() not in ENABLED_EXCHANGES:
                continue

            buy_price = buyer['ask'] * (1 + FEE)
            sell_price = seller['bid'] * (1 - FEE)

            if sell_price <= buy_price:
                continue

            spread = sell_price - buy_price
            spread_percent = (spread / buy_price) * 100
            size = min(buyer['ask_size'], seller['bid_size'])

            buy_funding = funding_cache.get(symbol, {}).get(buyer['exchange'], 0.0) * 100
            sell_funding = funding_cache.get(symbol, {}).get(seller['exchange'], 0.0) * 100
            funding_carry = sell_funding - buy_funding
            net_spread_percent = spread_percent + FUNDING_WEIGHT * funding_carry

            if net_spread_percent > MIN_SPREAD:
                opportunities.append({
                    'symbol': symbol,
                    'buy_exchange': buyer['exchange'],
                    'buy_price': buyer['ask'],
                    'sell_exchange': seller['exchange'],
                    'sell_price': seller['bid'],
                    'spread_percent': net_spread_percent,
                    'raw_spread_percent': spread_percent,
                    'buy_funding': buy_funding,
                    'sell_funding': sell_funding,
                    'size': size
                })

    return opportunities