"""模拟盘期权手续费:对齐 OKX 币本位公式."""
from __future__ import annotations

import unittest

from lib.sim.pricing_lib import option_fee_coin, option_fill


class OptionFeeCoinTests(unittest.TestCase):
    def test_fee_on_underlying_not_premium(self):
        # 90 张 BTC×0.01=0.9 币;权利金 0.01125
        fee = option_fee_coin(
            underlying_coin=0.9,
            premium_coin=0.01125,
            fee_rate=0.0005,
        )
        # min(0.9*0.0005, 0.01125*0.07) = min(0.00045, 0.0007875)
        self.assertAlmostEqual(fee, 0.00045, places=8)

    def test_premium_cap(self):
        fee = option_fee_coin(
            underlying_coin=1.0,
            premium_coin=0.001,
            fee_rate=0.0005,
        )
        # min(0.0005, 0.00007) = 0.00007
        self.assertAlmostEqual(fee, 0.00007, places=8)

    def test_option_fill_uses_okx_fee(self):
        pr = option_fill(
            action="open",
            bid=0.012,
            ask=0.0125,
            qty=0.9,
            fee_rate=0.0005,
        )
        self.assertGreater(pr.fee, 1e-6)
        # 旧算法 fee≈notional*rate≈5.6e-6;新算法应为 4.5e-4 量级
        self.assertGreater(pr.fee, 1e-4)
        self.assertAlmostEqual(
            pr.fee,
            option_fee_coin(
                underlying_coin=0.9,
                premium_coin=pr.notional,
                fee_rate=0.0005,
            ),
            places=8,
        )


if __name__ == "__main__":
    unittest.main()