import logging
import nest_asyncio
import traceback

from datetime import datetime
from dotenv import load_dotenv
from os import getenv

from ibkr import Client, OptionLeg
from ibkr.option_type import CALL, PUT
from ibkr.order_action import BUY, SELL

from iron_condor_trade import IronCondorTrade
from monitor_spread import monitor_spread
from options_chain import OptionsChain
from option_type import OptionType
from trades_table import insert_trade

load_dotenv()

# Allows for starting an event loop even if there's already one running in the current thread.
# Necessary for monitoring spread prices asynchronously while interacting with the IBKR client.
nest_asyncio.apply()

def enter_iron_condor(entry_time: datetime):
    logging.basicConfig(
        filename = f'iron_condor_{entry_time.strftime("%H%M")}.log', 
        level = logging.INFO,
        format = '%(asctime)s : %(levelname)s : %(message)s',
        datefmt = '%Y-%m-%d %H:%M:%S'
    )
    try:
        _enter_iron_condor(entry_time)
    except Exception as e:
        logging.error('Error: %s', traceback.format_exc())

def _enter_iron_condor(entry_time: datetime):
    # The weekly symbol for SPX (SPXW) is required in order to distinguish from monthly options.
    symbol, sub_symbol = 'SPX', 'SPXW'
    expiration = datetime.now()

    options_chain = OptionsChain('$SPXW.X', expiration)
    logging.info(options_chain)

    credit_target = float(getenv('CREDIT_TARGET'))
    short_put_contract = options_chain.closest_contract_by_credit(credit_target, OptionType.PUT)
    short_call_contract = options_chain.closest_contract_by_credit(credit_target, OptionType.CALL)

    # When selecting long strikes, minimize the distance to a 50 point spread.
    # TODO: Select long strike based on preferred price.
    target_long_put_strike = short_put_contract['Strike'] - 50
    target_long_call_strike = short_call_contract['Strike'] + 50

    long_put_contract = options_chain.closest_contract_by_strike(target_long_put_strike, OptionType.PUT)
    long_call_contract = options_chain.closest_contract_by_strike(target_long_call_strike, OptionType.CALL)

    # Build the iron condor.
    short_put_strike = float(short_put_contract['Strike'])
    long_put_strike = float(long_put_contract['Strike'])
    short_call_strike = float(short_call_contract['Strike'])
    long_call_strike = float(long_call_contract['Strike'])

    logging.info(f'Short Put Strike: {short_put_strike}')
    logging.info(f'Long Put Strike: {long_put_strike}')
    logging.info(f'Short Call Strike: {short_call_strike}')
    logging.info(f'Long Call Strike: {long_call_strike}')

    ibkr_client = Client()
    trade = IronCondorTrade(symbol, credit_target, entry_time, float(getenv('STOP_MULTIPLE')))

    short_call_leg = OptionLeg(symbol, expiration, short_call_strike, CALL, SELL, sub_symbol)
    long_call_leg = OptionLeg(symbol, expiration, long_call_strike, CALL, BUY, sub_symbol)

    call_spread_order = ibkr_client.submit_spread_order(short_call_leg, long_call_leg)
    logging.info(f'Call Spread Mid Price: {call_spread_order.mid_price}')
    logging.info(f'Call Spread Fill Price: {call_spread_order.fill_price}')
    logging.info(f'Call Spread Slippage: {call_spread_order.mid_price - call_spread_order.fill_price}')

    monitor_spread(trade, call_spread_order, ibkr_client)

    short_put_leg = OptionLeg(symbol, expiration, short_put_strike, PUT, SELL, sub_symbol)
    long_put_leg = OptionLeg(symbol, expiration, long_put_strike, PUT, BUY, sub_symbol)

    put_spread_order = ibkr_client.submit_spread_order(short_put_leg, long_put_leg)
    logging.info(f'Put Spread Mid Price: {put_spread_order.mid_price}')
    logging.info(f'Put Spread Fill Price: {put_spread_order.fill_price}')
    logging.info(f'Put Spread Slippage: {put_spread_order.mid_price - put_spread_order.fill_price}')

    monitor_spread(trade, put_spread_order, ibkr_client)

    insert_trade(trade, call_spread_order, put_spread_order)

    # TODO: Add a shutdown hook.
    ibkr_client.run_event_loop()