unrip/src/core/maker-competitiveness.mjs

import { normalizeMakerTiming } from './maker-timing.mjs';
import { classifyRelaySubmissionFailure } from './relay-failure-classification.mjs';

const LATENCY_FIELDS = [
  'quote_to_decision_ms',
  'decision_to_command_ms',
  'command_to_executor_ms',
  'executor_to_relay_result_ms',
  'quote_to_relay_result_ms',
  'quote_to_outcome_ms',
];

const QUOTE_AGE_FIELDS = [
  'quote_age_at_decision_ms',
  'quote_age_at_executor_receipt_ms',
  'quote_age_at_relay_result_ms',
];

export function buildMakerCompetitivenessSummary({ lifecycleRows = [], generatedAt = new Date().toISOString() } = {}) {
  const entries = (lifecycleRows || [])
    .map(normalizeCompetitivenessEntry)
    .filter((entry) => entry.quote_id || entry.decision_id || entry.command_id);
  const groups = [...groupEntries(entries).values()]
    .map(summarizeGroup)
    .sort((left, right) => right.count - left.count || String(left.pair).localeCompare(String(right.pair)));

  return {
    generated_at: generatedAt,
    total: summarizeCounts(entries),
    latency_stages: summarizeLatency(entries),
    quote_age_stages: summarizeQuoteAgeStages(entries),
    groups,
    age_buckets: summarizeAgeBuckets(entries),
    salt_sources: summarizeSaltSources(entries),
    latest_errors: entries
      .filter((entry) => entry.error_message || entry.failure_category)
      .sort((left, right) => timestampMs(right.result_at) - timestampMs(left.result_at))
      .slice(0, 10)
      .map((entry) => ({
        quote_id: entry.quote_id,
        pair: entry.pair,
        direction: entry.direction,
        request_kind: entry.request_kind,
        result_code: entry.result_code,
        failure_category: entry.failure_category,
        error_message: entry.error_message,
        quote_age_bucket: entry.quote_age_bucket,
        quote_age_ms: entry.quote_age_ms,
        result_at: entry.result_at,
      })),
    policy_skips: entries
      .filter((entry) => entry.outcome_status === 'policy_skip')
      .slice(0, 10)
      .map((entry) => ({
        quote_id: entry.quote_id,
        pair: entry.pair,
        direction: entry.direction,
        request_kind: entry.request_kind,
        reason_code: entry.result_code,
        quote_age_ms: entry.quote_age_ms,
        quote_age_bucket: entry.quote_age_bucket,
        max_quote_age_ms: entry.policy?.max_quote_age_ms ?? null,
        pair_config_id: entry.pair_config_id,
        pair_config_version: entry.pair_config_version,
        decision_at: entry.decision_at,
      })),
  };
}

export function normalizeCompetitivenessEntry(row = {}) {
  const timing = normalizeMakerTiming(
    row.maker_timing
    || row.execution?.maker_timing
    || row.command?.maker_timing
    || row.decision?.maker_timing
    || row.quote?.maker_timing
    || {},
  );
  const execution = row.execution || {};
  const decision = row.decision || {};
  const policy = decision.response_policy || row.response_policy || null;
  const resultCode = execution.result_code
    || (decision.decision === 'blocked' ? decision.decision_reason : null)
    || row.reason_code
    || null;
  const failureCategory = execution.failure_category
    || (execution.status === 'failed' ? classifyRelaySubmissionFailure(execution) : null);
  const quoteAgeMs = firstNumber([
    timing.quote_age_at_relay_result_ms,
    timing.quote_age_at_executor_receipt_ms,
    timing.quote_age_at_decision_ms,
    policy?.measured_quote_age_ms,
    row.quote_age_at_decision_ms,
  ]);
  const outcomeStatus = classifyOutcomeStatus({ row, execution, decision });

  return {
    quote_id: row.quote_id || decision.quote_id || execution.quote_id || null,
    decision_id: row.decision_id || decision.decision_id || execution.decision_id || null,
    command_id: row.command_id || execution.command_id || null,
    pair: row.pair || decision.pair || execution.pair || null,
    pair_id: row.pair_id || decision.pair_id || execution.pair_id || null,
    pair_config_id: row.pair_config_id || decision.pair_config_id || execution.pair_config_id || null,
    pair_config_version:
      row.pair_config_version || decision.pair_config_version || execution.pair_config_version || null,
    direction: row.direction || decision.direction || row.command?.direction || 'unknown',
    request_kind: row.request_kind || decision.request_kind || row.command?.request_kind || 'unknown',
    result_code: resultCode || 'no_result',
    failure_category: failureCategory,
    notional: row.notional ?? decision.notional ?? row.command?.notional ?? null,
    notional_symbol: row.notional_symbol || decision.notional_symbol || row.command?.notional_symbol || null,
    notional_bucket: notionalBucket(row.notional ?? decision.notional ?? row.command?.notional, row.notional_symbol || decision.notional_symbol || row.command?.notional_symbol),
    quote_age_ms: quoteAgeMs,
    quote_age_bucket: quoteAgeBucket(quoteAgeMs),
    outcome_status: outcomeStatus,
    accepted: execution.status === 'submitted',
    relay_failed: execution.status === 'failed',
    policy_skip: outcomeStatus === 'policy_skip',
    error_message: execution.error_message || execution.error?.message || null,
    result_at: row.execution_result_at || execution.result_at || null,
    decision_at: row.decision_at || decision.decision_at || null,
    maker_timing: timing,
    executor_timing: execution.timing || null,
    policy,
  };
}

export function quoteAgeBucket(value) {
  const number = Number(value);
  if (!Number.isFinite(number)) return 'unavailable';
  if (number < 50) return '<50ms';
  if (number < 100) return '50-100ms';
  if (number < 250) return '100-250ms';
  if (number < 500) return '250-500ms';
  if (number < 1000) return '500-1000ms';
  return '>=1000ms';
}

export function notionalBucket(value, symbol = null) {
  const number = Number(value);
  const suffix = symbol ? ` ${symbol}` : '';
  if (!Number.isFinite(number)) return `unavailable${suffix}`;
  if (number < 1) return `<1${suffix}`;
  if (number < 5) return `1-5${suffix}`;
  if (number < 25) return `5-25${suffix}`;
  if (number < 100) return `25-100${suffix}`;
  return `>=100${suffix}`;
}

function groupEntries(entries) {
  const groups = new Map();
  for (const entry of entries) {
    const key = [
      entry.pair || 'unknown',
      entry.direction || 'unknown',
      entry.request_kind || 'unknown',
      entry.result_code || 'no_result',
      entry.failure_category || 'none',
      entry.quote_age_bucket,
      entry.notional_bucket,
      entry.outcome_status || 'unknown',
    ].join('|');
    const list = groups.get(key) || [];
    list.push(entry);
    groups.set(key, list);
  }
  return groups;
}

function summarizeGroup(entries) {
  const first = entries[0] || {};
  return {
    pair: first.pair || null,
    direction: first.direction || 'unknown',
    request_kind: first.request_kind || 'unknown',
    result_code: first.result_code || 'no_result',
    failure_category: first.failure_category || null,
    quote_age_bucket: first.quote_age_bucket,
    notional_bucket: first.notional_bucket,
    outcome_status: first.outcome_status || 'unknown',
    ...summarizeCounts(entries),
    latency_stages: summarizeLatency(entries),
  };
}

function summarizeCounts(entries) {
  const count = entries.length;
  const accepted = entries.filter((entry) => entry.accepted).length;
  const relayFailed = entries.filter((entry) => entry.relay_failed).length;
  const policySkips = entries.filter((entry) => entry.policy_skip).length;
  const staleFinished = entries.filter((entry) => entry.failure_category === 'quote_not_found_or_finished').length;
  return {
    count,
    accepted_count: accepted,
    relay_failed_count: relayFailed,
    policy_skip_count: policySkips,
    quote_not_found_or_finished_count: staleFinished,
    accepted_rate: count ? accepted / count : null,
    stale_or_finished_rate: count ? staleFinished / count : null,
  };
}

function summarizeLatency(entries) {
  return LATENCY_FIELDS.map((field) => ({
    stage: field,
    ...percentiles(entries.map((entry) => entry.maker_timing?.[field])),
  })).filter((stage) => stage.count > 0);
}

function summarizeQuoteAgeStages(entries) {
  return QUOTE_AGE_FIELDS.map((field) => ({
    stage: field,
    ...percentiles(entries.map((entry) => entry.maker_timing?.[field])),
  })).filter((stage) => stage.count > 0);
}

function summarizeAgeBuckets(entries) {
  const buckets = new Map();
  for (const entry of entries) {
    const key = [
      entry.pair || 'unknown',
      entry.direction || 'unknown',
      entry.request_kind || 'unknown',
      entry.quote_age_bucket,
      entry.outcome_status || 'unknown',
    ].join('|');
    const list = buckets.get(key) || [];
    list.push(entry);
    buckets.set(key, list);
  }
  return [...buckets.values()].map((list) => {
    const first = list[0] || {};
    return {
      pair: first.pair || null,
      direction: first.direction || 'unknown',
      request_kind: first.request_kind || 'unknown',
      quote_age_bucket: first.quote_age_bucket,
      outcome_status: first.outcome_status || 'unknown',
      ...summarizeCounts(list),
    };
  }).sort((left, right) => right.count - left.count);
}

function summarizeSaltSources(entries) {
  const counts = new Map();
  for (const entry of entries) {
    const source = entry.executor_timing?.current_salt_source || 'unavailable';
    counts.set(source, (counts.get(source) || 0) + 1);
  }
  return [...counts.entries()]
    .map(([source, count]) => ({ source, count }))
    .sort((left, right) => right.count - left.count);
}

function percentiles(values) {
  const sorted = values
    .filter(isNumericValue)
    .map(Number)
    .filter(Number.isFinite)
    .sort((left, right) => left - right);
  if (!sorted.length) return { count: 0, p50_ms: null, p90_ms: null, p99_ms: null };
  return {
    count: sorted.length,
    p50_ms: percentile(sorted, 0.5),
    p90_ms: percentile(sorted, 0.9),
    p99_ms: percentile(sorted, 0.99),
  };
}

function percentile(sorted, rank) {
  const index = Math.min(sorted.length - 1, Math.ceil(sorted.length * rank) - 1);
  return sorted[index];
}

function classifyOutcomeStatus({ row, execution, decision }) {
  if (decision.decision === 'blocked' && String(decision.decision_reason || '').startsWith('maker_')) {
    return 'policy_skip';
  }
  if (row.outcome_status) return row.outcome_status;
  if (row.lifecycle_state === 'failed') return 'relay_failed';
  if (execution.status === 'failed') return 'relay_failed';
  if (execution.status === 'submitted') return row.outcome_status || 'submitted';
  if (row.lifecycle_state) return row.lifecycle_state;
  if (decision.decision === 'rejected') return 'strategy_rejected';
  return 'unknown';
}

function firstNumber(values) {
  for (const value of values || []) {
    if (!isNumericValue(value)) continue;
    const number = Number(value);
    if (Number.isFinite(number)) return number;
  }
  return null;
}

function isNumericValue(value) {
  return value != null && value !== '';
}

function timestampMs(value) {
  if (!value) return Number.NEGATIVE_INFINITY;
  const parsed = Date.parse(value);
  return Number.isFinite(parsed) ? parsed : Number.NEGATIVE_INFINITY;
}