"""成交价与手续费：滑点 = 1×f。"""

from __future__ import annotations

from dataclasses import dataclass


@dataclass(slots=True)
class PriceResult:
    base_px: float
    fill_px: float
    fee: float
    slip: float
    notional: float


def perp_fill(
    *,
    side: str,
    action: str,
    bid: float,
    ask: float,
    qty_eth: float,
    fee_rate: float,
) -> PriceResult:
    """
    side: long|short（持仓方向意图：开仓要建立的方向 / 平仓时原持仓方向）
    action: open|close
    开多/平空: 吃卖一 ×(1+f)
    开空/平多: 吃买一 ×(1-f)
    """
    f = float(fee_rate)
    buying = (action == "open" and side == "long") or (action == "close" and side == "short")
    if buying:
        base = float(ask)
        fill = base * (1.0 + f)
    else:
        base = float(bid)
        fill = base * (1.0 - f)
    notional = abs(fill * qty_eth)
    fee = notional * f
    slip = abs(fill - base) * qty_eth
    return PriceResult(base_px=base, fill_px=fill, fee=fee, slip=slip, notional=notional)


def option_fill(
    *,
    action: str,
    bid: float,
    ask: float,
    qty_eth: float,
    fee_rate: float,
) -> PriceResult:
    """开仓买入吃卖一；平仓卖出吃买一。"""
    f = float(fee_rate)
    if action == "open":
        base = float(ask)
        fill = base * (1.0 + f)
    else:
        base = float(bid)
        fill = base * (1.0 - f)
    notional = abs(fill * qty_eth)
    fee = notional * f
    slip = abs(fill - base) * qty_eth
    return PriceResult(base_px=base, fill_px=fill, fee=fee, slip=slip, notional=notional)