auto-trade/lib/autotrade/execution-cost.ts

export interface AutotradeExecutionCostProfile {
  buyFeeRate: number;
  sellFeeRate: number;
  sellTaxRate: number;
}

export interface AutotradeEstimatedOrderCost {
  side: "buy" | "sell";
  price: number;
  quantity: number;
  grossAmount: number;
  feeAmount: number;
  taxAmount: number;
  netAmount: number;
}

export function resolveExecutionCostProfile(): AutotradeExecutionCostProfile {
  return {
    buyFeeRate: readRateFromEnv("AUTOTRADE_BUY_FEE_RATE", 0.00015),
    sellFeeRate: readRateFromEnv("AUTOTRADE_SELL_FEE_RATE", 0.00015),
    sellTaxRate: readRateFromEnv("AUTOTRADE_SELL_TAX_RATE", 0.0018),
  };
}

export function estimateBuyUnitCost(
  price: number,
  profile: AutotradeExecutionCostProfile,
) {
  const safePrice = Math.max(0, price);
  if (safePrice <= 0) return 0;
  return safePrice * (1 + Math.max(0, profile.buyFeeRate));
}

export function estimateSellNetUnit(
  price: number,
  profile: AutotradeExecutionCostProfile,
) {
  const safePrice = Math.max(0, price);
  if (safePrice <= 0) return 0;
  const totalRate = Math.max(0, profile.sellFeeRate) + Math.max(0, profile.sellTaxRate);
  return safePrice * (1 - totalRate);
}

export function estimateOrderCost(params: {
  side: "buy" | "sell";
  price: number;
  quantity: number;
  profile: AutotradeExecutionCostProfile;
}): AutotradeEstimatedOrderCost {
  const safePrice = Math.max(0, params.price);
  const safeQuantity = Math.max(0, Math.floor(params.quantity));
  const grossAmount = safePrice * safeQuantity;

  if (params.side === "buy") {
    const feeAmount = grossAmount * Math.max(0, params.profile.buyFeeRate);
    return {
      side: params.side,
      price: safePrice,
      quantity: safeQuantity,
      grossAmount,
      feeAmount,
      taxAmount: 0,
      netAmount: grossAmount + feeAmount,
    };
  }

  const feeAmount = grossAmount * Math.max(0, params.profile.sellFeeRate);
  const taxAmount = grossAmount * Math.max(0, params.profile.sellTaxRate);
  return {
    side: params.side,
    price: safePrice,
    quantity: safeQuantity,
    grossAmount,
    feeAmount,
    taxAmount,
    netAmount: grossAmount - feeAmount - taxAmount,
  };
}

function readRateFromEnv(envName: string, fallback: number) {
  const raw = Number.parseFloat(process.env[envName] ?? "");
  if (!Number.isFinite(raw)) return fallback;

  if (raw >= 1 && raw <= 100) {
    return clamp(raw / 100, 0, 0.5);
  }

  return clamp(raw, 0, 0.5);
}

function clamp(value: number, min: number, max: number) {
  if (!Number.isFinite(value)) return min;
  return Math.min(max, Math.max(min, value));
}