from collections import deque


CONVERSION_FEE = 5

class StateManager:
    def __init__(self, tick_size=20):
        symbols = ["BOND", "VALBZ", "VALE", "GS", "MS", "WFC", "XLF"]
        self.positions = {s: 0 for s in symbols}
        self.orders = {s: {} for s in symbols}
        self.bid_prices = {s: None for s in symbols}
        self.ask_prices = {s: None for s in symbols}
        self.bid_depths = {s: 0 for s in symbols}
        self.ask_depths = {s: 0 for s in symbols}
        self.tick_size = tick_size
        self.price_ticks = {s: deque(maxlen=tick_size) for s in symbols}
        self.last_prices = {s: None for s in symbols}
        self.fair_values = {
            "BOND": 1000,
            "VALBZ": None,
            "VALE": None,
            "GS": None,
            "MS": None,
            "WFC": None,
            "XLF": None,
        }
        self.last_prices = {}
        self.etf_components = {
            "XLF": {"BOND": 3, "GS": 2, "MS": 3, "WFC": 2}
        }
        self.etf_shares = {"XLF": 10}

    def add_price_tick(self, symbol: str, price: int):
        self.price_ticks[symbol].append(price)
        self.last_prices[symbol] = price

    def get_price_ticks(self, symbol: str):
        return list(self.price_ticks.get(symbol, []))

    def get_last_price(self, symbol: str):
        return self.last_prices.get(symbol)

    def get_avg_price(self, symbol: str):
        ticks = self.get_price_ticks(symbol)
        if ticks:
            return sum(ticks) / len(ticks)
        return None

    def get_ma(self, symbol: str, period: int):
        ticks = self.get_price_ticks(symbol)
        if len(ticks) >= period:
            return sum(list(ticks)[-period:]) / period
        return None

    def update_position(self, symbol: str, quantity: int):
        self.positions[symbol] = self.positions.get(symbol, 0) + quantity

    def update_bid_price(self, symbol: str, price: int):
        self.bid_prices[symbol] = price

    def update_ask_price(self, symbol: str, price: int):
        self.ask_prices[symbol] = price

    def get_position(self, symbol: str) -> int:
        return self.positions.get(symbol, 0)

    def get_spread(self, symbol: str) -> int:
        bid = self.bid_prices.get(symbol)
        ask = self.ask_prices.get(symbol)
        if bid is not None and ask is not None:
            return ask - bid
        return None

    def update_last_price(self, symbol: str, price: int):
        self.last_prices[symbol] = price

    def get_mid_price(self, symbol: str):
        bid = self.bid_prices[symbol]
        ask = self.ask_prices[symbol]
        if bid is not None and ask is not None:
            return (bid + ask) // 2
        return self.last_prices.get(symbol)

    def update_depth(self, symbol: str, bid_depth: int, ask_depth: int):
        self.bid_depths[symbol] = bid_depth
        self.ask_depths[symbol] = ask_depth

    def get_imbalance(self, symbol: str) -> int:
        bid_depth = self.bid_depths[symbol]
        ask_depth = self.ask_depths[symbol]
        return bid_depth - ask_depth

    def get_predicted_price(self, symbol: str) -> int:
        mid_price = self.get_mid_price(symbol)
        imbalance = self.get_imbalance(symbol)
        if mid_price is not None:
            return self.get_last_price(symbol)
        

    def update_fair_value(self):
        valbz_price = self.get_mid_price("VALBZ")
        if valbz_price is not None:
            self.fair_values["VALBZ"] = valbz_price
            self.fair_values["VALE"] = valbz_price - self.conversion_fee

        bond_price = self.get_mid_price("BOND")
        gs_price = self.get_mid_price("GS")
        ms_price = self.get_mid_price("MS")
        wfc_price = self.get_mid_price("WFC")
        if all(p is not None for p in [bond_price, gs_price, ms_price, wfc_price]):
            component_value = (
                bond_price * self.etf_components["XLF"]["BOND"]
                + gs_price * self.etf_components["XLF"]["GS"]
                + ms_price * self.etf_components["XLF"]["MS"]
                + wfc_price * self.etf_components["XLF"]["WFC"]
            ) / self.etf_shares["XLF"]
            self.fair_values["XLF"] = component_value

    def get_fair_value(self, symbol: str) -> int:
        return self.fair_values.get(symbol)