#!/usr/bin/env python3
"""Deep multi-venue funding history (Binance + OKX + Hyperliquid, ~1yr) for a confident cross-venue
backtest. Binance & HL are deep (~330d); OKX ~3mo. Aggregate to daily per venue. Cache per coin.
Saves data/surfer/xvenue/panel2.json = {coin: {date: {bn, okx, hl}}}.
"""
import datetime
import json
import os
import time
import urllib.request

OUT = "data/surfer/xvenue2"
NCOINS = 35
DAYS = 330


def get(u, post=None):
    data = json.dumps(post).encode() if post else None
    h = {"User-Agent": "Mozilla/5.0", "Accept": "application/json"}
    if post:
        h["Content-Type"] = "application/json"
    for a in range(4):
        try:
            return json.loads(urllib.request.urlopen(urllib.request.Request(u, data=data, headers=h), timeout=25).read())
        except Exception:
            if a == 3:
                return None
            time.sleep(3 * (a + 1))
    return None


def base(s):
    return s[:-4] if s.endswith("USDT") else s


def day_of(ms):
    return datetime.datetime.utcfromtimestamp(int(ms) / 1000).strftime("%Y-%m-%d")


def binance_hist(coin):
    r = get(f"https://fapi.binance.com/fapi/v1/fundingRate?symbol={coin}USDT&limit=1000")
    d = {}
    for x in (r or []):
        k = day_of(x["fundingTime"]); d[k] = d.get(k, 0.0) + float(x["fundingRate"])
    return d


def okx_hist(coin):
    out, after = {}, None
    for _ in range(6):
        u = f"https://www.okx.com/api/v5/public/funding-rate-history?instId={coin}-USDT-SWAP&limit=100"
        if after:
            u += f"&after={after}"
        r = get(u); data = (r or {}).get("data") or []
        if not data:
            break
        for x in data:
            k = day_of(x["fundingTime"]); out[k] = out.get(k, 0.0) + float(x["fundingRate"])
        after = data[-1]["fundingTime"]; time.sleep(0.2)
    return out


def hl_hist(coin, now_ms):
    out, start = {}, now_ms - DAYS * 86400000
    for _ in range(30):
        r = get("https://api.hyperliquid.xyz/info", post={"type": "fundingHistory", "coin": coin, "startTime": start})
        if not r:
            break
        for x in r:
            k = day_of(x["time"]); out[k] = out.get(k, 0.0) + float(x["fundingRate"])
        last = int(r[-1]["time"])
        if last <= start or len(r) < 2:
            break
        start = last + 1
    return out


def main():
    os.makedirs(OUT, exist_ok=True)
    now_ms = int(time.time() * 1000)
    binv = {base(x["symbol"]): float(x["quoteVolume"]) for x in get("https://fapi.binance.com/fapi/v1/ticker/24hr") if x["symbol"].endswith("USDT")}
    hlmeta = get("https://api.hyperliquid.xyz/info", post={"type": "metaAndAssetCtxs"})
    hlcoins = {u["name"] for u in hlmeta[0]["universe"]}
    coins = sorted([c for c in binv if c in hlcoins and binv[c] > 10e6], key=lambda c: -binv[c])[:NCOINS]
    print(f"universe: {len(coins)} coins (Binance>$10M & on Hyperliquid)")
    panel = {}
    for i, c in enumerate(coins):
        cf = f"{OUT}/{c}.json"
        if os.path.exists(cf):
            panel[c] = json.load(open(cf)); continue
        bn = binance_hist(c); okx = okx_hist(c); hl = hl_hist(c, now_ms)
        days = sorted(set(bn) | set(okx) | set(hl))
        rec = {}
        for d in days:
            v = {}
            if d in bn:
                v["bn"] = bn[d]
            if d in okx:
                v["okx"] = okx[d]
            if d in hl:
                v["hl"] = hl[d]
            if len(v) >= 2:
                rec[d] = v
        panel[c] = rec
        json.dump(rec, open(cf, "w"))
        print(f"  {i+1}/{len(coins)} {c}: {len(rec)} days w/ >=2 venues (bn{len(bn)} okx{len(okx)} hl{len(hl)})")
        time.sleep(0.3)
    json.dump(panel, open(f"{OUT}/panel2.json", "w"))
    print(f"DONE: {len(panel)} coins -> {OUT}/panel2.json")


if __name__ == "__main__":
    main()