nautilus_okx/common/

parse.rs

// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

//! Parsing utilities that convert OKX payloads into Nautilus domain models.

use std::str::FromStr;

use anyhow::Context;
use jiff::Timestamp;
pub use nautilus_core::serialization::{
    deserialize_empty_string_as_none, deserialize_empty_ustr_as_none,
    deserialize_optional_string_to_u64, deserialize_string_to_u64,
};
use nautilus_core::{Params, UUID4, datetime::NANOSECONDS_IN_MILLISECOND, nanos::UnixNanos};
use nautilus_model::{
    data::{
        Bar, BarSpecification, BarType, Data, FundingRateUpdate, IndexPriceUpdate, MarkPriceUpdate,
        TradeTick,
        bar::{
            BAR_SPEC_1_DAY_LAST, BAR_SPEC_1_HOUR_LAST, BAR_SPEC_1_MINUTE_LAST,
            BAR_SPEC_1_MONTH_LAST, BAR_SPEC_1_SECOND_LAST, BAR_SPEC_1_WEEK_LAST,
            BAR_SPEC_2_DAY_LAST, BAR_SPEC_2_HOUR_LAST, BAR_SPEC_3_DAY_LAST, BAR_SPEC_3_MINUTE_LAST,
            BAR_SPEC_3_MONTH_LAST, BAR_SPEC_4_HOUR_LAST, BAR_SPEC_5_DAY_LAST,
            BAR_SPEC_5_MINUTE_LAST, BAR_SPEC_6_HOUR_LAST, BAR_SPEC_6_MONTH_LAST,
            BAR_SPEC_12_HOUR_LAST, BAR_SPEC_12_MONTH_LAST, BAR_SPEC_15_MINUTE_LAST,
            BAR_SPEC_30_MINUTE_LAST,
        },
    },
    enums::{
        AccountType, AggregationSource, AggressorSide, AssetClass, LiquiditySide,
        MarketStatusAction, OptionKind, OrderSide, OrderStatus, OrderType, PositionSide,
        TimeInForce,
    },
    events::AccountState,
    identifiers::{
        AccountId, ClientOrderId, InstrumentId, PositionId, Symbol, TradeId, VenueOrderId,
    },
    instruments::{
        BinaryOption, CryptoFuture, CryptoFuturesSpread, CryptoOption, CryptoOptionSpread,
        CryptoPerpetual, CurrencyPair, InstrumentAny,
    },
    reports::{FillReport, OrderStatusReport, PositionStatusReport},
    types::{AccountBalance, Currency, MarginBalance, Money, Price, Quantity},
};
use rust_decimal::Decimal;
use serde::{Deserialize, Deserializer, de::DeserializeOwned};
use ustr::Ustr;

use super::enums::OKXContractType;
use crate::{
    common::{
        consts::OKX_VENUE,
        enums::{
            OKXExecType, OKXInstrumentCategory, OKXInstrumentStatus, OKXInstrumentType,
            OKXOrderCategory, OKXOrderStatus, OKXOrderType, OKXPositionSide, OKXSide,
            OKXSpreadState, OKXSpreadType, OKXTargetCurrency, OKXVipLevel,
        },
        models::OKXInstrument,
    },
    http::models::{
        OKXAccount, OKXBalanceDetail, OKXCandlestick, OKXFundingRateHistory, OKXIndexTicker,
        OKXMarkPrice, OKXOrderHistory, OKXPosition, OKXSpread, OKXSpreadOrder, OKXSpreadTrade,
        OKXTrade, OKXTransactionDetail,
    },
    websocket::{enums::OKXWsChannel, messages::OKXFundingRateMsg},
};

pub(crate) fn prefer_rpi_response_fields(value: &mut serde_json::Value) {
    match value {
        serde_json::Value::Object(fields) => {
            for (current, legacy) in [("rpi", "elp"), ("rpiMaker", "elpMaker")] {
                if fields.contains_key(current) {
                    fields.remove(legacy);
                } else if let Some(legacy_value) = fields.remove(legacy) {
                    fields.insert(current.to_string(), legacy_value);
                }
            }

            for nested in fields.values_mut() {
                prefer_rpi_response_fields(nested);
            }
        }
        serde_json::Value::Array(items) => {
            for item in items {
                prefer_rpi_response_fields(item);
            }
        }
        _ => {}
    }
}

/// Determines if a price string represents a market order.
///
/// OKX uses special values to indicate market execution:
/// - Empty string
/// - "0"
/// - "-1" (optimal market price)
/// - "-2" (optimal market price, alternate)
pub fn is_market_price(px: &str) -> bool {
    px.is_empty() || px == "0" || px == "-1" || px == "-2"
}

/// Determines the [`OrderType`] from OKX order type and price.
///
/// For FOK, IOC, and `OptimalLimitIoc` orders, the presence of a price
/// determines whether it's a market or limit order execution.
///
/// # Errors
///
/// Returns an error if the OKX order type has no Nautilus equivalent.
pub fn determine_order_type(okx_ord_type: OKXOrderType, px: &str) -> anyhow::Result<OrderType> {
    determine_order_type_with_alt(okx_ord_type, px, "", "")
}

/// Like [`determine_order_type`] but considers alternative pricing fields.
///
/// When options are priced via `px_vol` or `px_usd`, the primary `px` field
/// is empty. Treating that as a market order is wrong: the order was a limit
/// priced in an alternative unit.
///
/// # Errors
///
/// Returns an error if the OKX order type has no Nautilus equivalent.
pub fn determine_order_type_with_alt(
    okx_ord_type: OKXOrderType,
    px: &str,
    px_vol: &str,
    px_usd: &str,
) -> anyhow::Result<OrderType> {
    match okx_ord_type {
        OKXOrderType::OpFok => Ok(OrderType::Limit),
        OKXOrderType::Fok | OKXOrderType::Ioc | OKXOrderType::OptimalLimitIoc => {
            let has_alt_price = !px_vol.is_empty() || !px_usd.is_empty();
            if has_alt_price || !is_market_price(px) {
                Ok(OrderType::Limit)
            } else {
                Ok(OrderType::Market)
            }
        }
        other => other
            .try_into()
            .map_err(|e| anyhow::anyhow!("Unsupported OKX order type: {e}")),
    }
}

/// Deserializes a string into `Option<OKXTargetCurrency>`, treating empty strings as `None`.
///
/// # Errors
///
/// Returns an error if the string cannot be parsed into an `OKXTargetCurrency`.
pub fn deserialize_target_currency_as_none<'de, D>(
    deserializer: D,
) -> Result<Option<OKXTargetCurrency>, D::Error>
where
    D: Deserializer<'de>,
{
    let s = String::deserialize(deserializer)?;
    if s.is_empty() {
        Ok(None)
    } else {
        s.parse().map(Some).map_err(serde::de::Error::custom)
    }
}

/// Deserializes an OKX VIP level string into [`OKXVipLevel`].
///
/// OKX returns VIP levels in multiple formats:
/// - "VIP0", "VIP1", ..., "VIP9" (VIP tier format)
/// - "Lv0", "Lv1", ..., "Lv9" (Level format)
/// - "0", "1", ..., "9" (bare numeric)
/// - "" (empty string, defaults to VIP0)
///
/// This function handles all formats by stripping any prefix and parsing the numeric value.
///
/// # Errors
///
/// Returns an error if the string cannot be parsed into a valid VIP level.
pub fn deserialize_vip_level<'de, D>(deserializer: D) -> Result<OKXVipLevel, D::Error>
where
    D: Deserializer<'de>,
{
    let s = String::deserialize(deserializer)?;

    if s.is_empty() {
        return Ok(OKXVipLevel::Vip0);
    }

    let level_str = if s.len() >= 3 && s[..3].eq_ignore_ascii_case("vip") {
        &s[3..]
    } else if s.len() >= 2 && s[..2].eq_ignore_ascii_case("lv") {
        &s[2..]
    } else {
        &s
    };

    let level_num = level_str
        .parse::<u8>()
        .map_err(|e| serde::de::Error::custom(format!("Invalid VIP level '{s}': {e}")))?;

    Ok(OKXVipLevel::from(level_num))
}

/// Returns the [`OKXInstrumentType`] that corresponds to the supplied
/// [`InstrumentAny`].
///
/// # Errors
///
/// Returns an error if the instrument variant is not supported by OKX.
pub fn okx_instrument_type(instrument: &InstrumentAny) -> anyhow::Result<OKXInstrumentType> {
    match instrument {
        InstrumentAny::BinaryOption(_) => Ok(OKXInstrumentType::Events),
        InstrumentAny::CurrencyPair(_) => Ok(OKXInstrumentType::Spot),
        InstrumentAny::CryptoPerpetual(_) => Ok(OKXInstrumentType::Swap),
        InstrumentAny::CryptoFuture(_) => Ok(OKXInstrumentType::Futures),
        InstrumentAny::CryptoOption(_) => Ok(OKXInstrumentType::Option),
        _ => anyhow::bail!("Invalid instrument type for OKX: {instrument:?}"),
    }
}

/// Returns whether the OKX symbol uses the spread ID format.
#[must_use]
pub fn is_okx_spread_symbol(symbol: &str) -> bool {
    symbol.contains('_')
}

/// Parses `OKXInstrumentType` from an instrument symbol.
///
/// OKX instrument symbol formats:
/// - SPOT: {BASE}-{QUOTE} (e.g., BTC-USDT)
/// - MARGIN: {BASE}-{QUOTE} (same as SPOT, determined by trade mode)
/// - SWAP: {BASE}-{QUOTE}-SWAP (e.g., BTC-USDT-SWAP)
/// - FUTURES: {BASE}-{QUOTE}-{YYMMDD} (e.g., BTC-USDT-250328)
/// - OPTION: {BASE}-{QUOTE}-{YYMMDD}-{STRIKE}-{C/P} (e.g., BTC-USD-250328-50000-C)
/// - EVENTS: venue-defined event contract IDs (e.g., BTC-ABOVE-DAILY-260224-1600-65000)
pub fn okx_instrument_type_from_symbol(symbol: &str) -> OKXInstrumentType {
    // Count dashes to determine part count
    let dash_count = symbol.bytes().filter(|&b| b == b'-').count();

    match dash_count {
        1 => OKXInstrumentType::Spot, // 2 parts: BASE-QUOTE
        2 => {
            // 3 parts: Check suffix after last dash
            let suffix = symbol.rsplit('-').next().unwrap_or("");
            if suffix == "SWAP" {
                OKXInstrumentType::Swap
            } else if suffix.len() == 6 && suffix.bytes().all(|b| b.is_ascii_digit()) {
                // Date format YYMMDD
                OKXInstrumentType::Futures
            } else {
                OKXInstrumentType::Spot
            }
        }
        4 => {
            let suffix = symbol.rsplit('-').next().unwrap_or("");
            if matches!(suffix, "C" | "P") {
                OKXInstrumentType::Option
            } else {
                OKXInstrumentType::Events
            }
        }
        _ if dash_count > 4 => OKXInstrumentType::Events,
        _ => OKXInstrumentType::Spot, // Default fallback
    }
}

/// Extracts base and quote currencies from an OKX symbol.
///
/// All OKX instrument symbols start with {BASE}-{QUOTE}, regardless of type.
///
/// # Errors
///
/// Returns an error if the symbol doesn't contain at least two parts separated by '-'.
pub fn parse_base_quote_from_symbol(symbol: &str) -> anyhow::Result<(&str, &str)> {
    let mut parts = symbol.split('-');
    let base = parts.next().ok_or_else(|| {
        anyhow::anyhow!("Invalid symbol format: missing base currency in '{symbol}'")
    })?;
    let quote = parts.next().ok_or_else(|| {
        anyhow::anyhow!("Invalid symbol format: missing quote currency in '{symbol}'")
    })?;
    Ok((base, quote))
}

/// Extracts the instrument family from an OKX symbol string.
///
/// All OKX derivative symbols encode the family as the first two segments:
/// `BTC-USD-250328-92000-C` -> `BTC-USD`, `BTC-USDT-SWAP` -> `BTC-USDT`.
///
/// # Errors
///
/// Returns an error if the symbol does not contain at least two dash-separated parts.
pub fn extract_inst_family(symbol: &str) -> anyhow::Result<Ustr> {
    let (base, quote) = parse_base_quote_from_symbol(symbol)?;
    Ok(Ustr::from(&format!("{base}-{quote}")))
}

/// Maps an [`OKXInstrumentStatus`] to a Nautilus [`MarketStatusAction`].
#[must_use]
pub fn okx_status_to_market_action(status: OKXInstrumentStatus) -> MarketStatusAction {
    match status {
        OKXInstrumentStatus::Live => MarketStatusAction::Trading,
        OKXInstrumentStatus::Suspend => MarketStatusAction::Suspend,
        OKXInstrumentStatus::Preopen => MarketStatusAction::PreOpen,
        OKXInstrumentStatus::Test => MarketStatusAction::NotAvailableForTrading,
        OKXInstrumentStatus::PostOnly => MarketStatusAction::Quoting,
        OKXInstrumentStatus::Rebase => MarketStatusAction::NotAvailableForTrading,
        OKXInstrumentStatus::Settling => MarketStatusAction::NotAvailableForTrading,
        OKXInstrumentStatus::Unknown => MarketStatusAction::NotAvailableForTrading,
    }
}

/// Parses a Nautilus instrument ID from the given OKX `symbol` value.
#[must_use]
pub fn parse_instrument_id(symbol: Ustr) -> InstrumentId {
    InstrumentId::new(Symbol::from_ustr_unchecked(symbol), *OKX_VENUE)
}

/// Parses a Nautilus client order ID from the given OKX `clOrdId` value.
#[must_use]
pub fn parse_client_order_id(value: &str) -> Option<ClientOrderId> {
    if value.is_empty() {
        None
    } else {
        Some(ClientOrderId::new(value))
    }
}

pub(crate) fn parse_parent_client_order_id(
    algo_client_order_id: Option<&str>,
    client_order_id: &str,
) -> Option<ClientOrderId> {
    // OKX keeps the submitted algo client ID when it creates a triggered child order.
    algo_client_order_id
        .and_then(parse_client_order_id)
        .or_else(|| parse_client_order_id(client_order_id))
}

pub(crate) fn is_order_status_report_more_advanced(
    candidate: &OrderStatusReport,
    current: &OrderStatusReport,
) -> bool {
    if candidate.filled_qty != current.filled_qty {
        return candidate.filled_qty > current.filled_qty;
    }

    let candidate_priority = order_status_priority(candidate.order_status);
    let current_priority = order_status_priority(current.order_status);
    if candidate_priority != current_priority {
        return candidate_priority > current_priority;
    }

    candidate.ts_last > current.ts_last
}

const fn order_status_priority(status: OrderStatus) -> u8 {
    match status {
        OrderStatus::Initialized | OrderStatus::Submitted | OrderStatus::Emulated => 0,
        OrderStatus::Released | OrderStatus::Denied => 1,
        OrderStatus::Accepted | OrderStatus::PendingUpdate | OrderStatus::PendingCancel => 2,
        OrderStatus::Triggered => 3,
        OrderStatus::PartiallyFilled => 4,
        OrderStatus::Canceled | OrderStatus::Expired | OrderStatus::Rejected => 5,
        OrderStatus::Filled | OrderStatus::Voided => 6,
    }
}

/// Converts a millisecond-based timestamp (as returned by OKX) into
/// [`UnixNanos`].
#[must_use]
pub fn parse_millisecond_timestamp(timestamp_ms: u64) -> UnixNanos {
    UnixNanos::from(timestamp_ms * NANOSECONDS_IN_MILLISECOND)
}

/// Parses an RFC 3339 timestamp string into [`UnixNanos`].
///
/// # Errors
///
/// Returns an error if the string is not a valid RFC 3339 datetime or if the
/// timestamp cannot be represented in nanoseconds.
pub fn parse_rfc3339_timestamp(timestamp: &str) -> anyhow::Result<UnixNanos> {
    let dt = timestamp.parse::<Timestamp>()?;
    let nanos = dt.as_nanosecond();
    if nanos < 0 {
        anyhow::bail!("Negative nanosecond timestamp from: {timestamp}");
    }
    let nanos = u64::try_from(nanos)
        .with_context(|| format!("Timestamp is outside the UnixNanos range: {timestamp}"))?;
    Ok(UnixNanos::from(nanos))
}

/// Converts a textual price to a [`Price`] using the given precision.
///
/// # Errors
///
/// Returns an error if the string fails to parse into `Decimal` or if the number
/// of decimal places exceeds `precision`.
pub fn parse_price(value: &str, precision: u8) -> anyhow::Result<Price> {
    let decimal = Decimal::from_str(value)?;
    Price::from_decimal_dp(decimal, precision).map_err(Into::into)
}

/// Converts a textual quantity to a [`Quantity`].
///
/// # Errors
///
/// Returns an error for the same reasons as [`parse_price`] - parsing failure or invalid
/// precision.
pub fn parse_quantity(value: &str, precision: u8) -> anyhow::Result<Quantity> {
    let decimal = Decimal::from_str(value)?;
    Quantity::from_decimal_dp(decimal, precision).map_err(Into::into)
}

/// Converts a textual fee amount into a [`Money`] value.
///
/// OKX represents *charges* as positive numbers but they reduce the account
/// balance, hence the value is negated.
///
/// # Errors
///
/// Returns an error if the fee is missing or empty, cannot be parsed into
/// `Decimal`, or fails internal validation in [`Money::from_decimal`].
pub fn parse_fee(value: Option<&str>, currency: Currency) -> anyhow::Result<Money> {
    // OKX uses opposite sign convention: negative = cost, positive = rebate.
    // Negate to match Nautilus convention: positive = cost, negative = rebate.
    let decimal = required_fee_amount(value)?;
    Money::from_decimal(-decimal, currency).map_err(Into::into)
}

fn required_fee_amount(value: Option<&str>) -> anyhow::Result<Decimal> {
    let value = value
        .map(str::trim)
        .filter(|fee| !fee.is_empty())
        .ok_or_else(|| anyhow::anyhow!("missing fee"))?;
    Decimal::from_str(value).map_err(Into::into)
}

/// Parses OKX fee currency code, handling empty strings.
///
/// OKX sometimes returns empty fee currency codes.
/// When the fee currency is empty, defaults to USDT and logs a warning for non-zero fees.
pub fn parse_fee_currency(
    fee_ccy: &str,
    fee_amount: Decimal,
    context: impl FnOnce() -> String,
) -> Currency {
    let trimmed = fee_ccy.trim();
    if trimmed.is_empty() {
        if !fee_amount.is_zero() {
            let ctx = context();
            log::warn!(
                "Empty fee_ccy in {ctx} with non-zero fee={fee_amount}, using USDT as fallback"
            );
        }
        return Currency::USDT();
    }

    // Non-empty path: skip context() to avoid the format-string allocation that
    // `get_or_create_crypto_with_context` would only consume in its own
    // empty-input warning branch (which we have already short-circuited above).
    Currency::get_or_create_crypto(trimmed)
}

/// Parses OKX side to Nautilus aggressor side.
pub fn parse_aggressor_side(side: &Option<OKXSide>) -> AggressorSide {
    match side {
        Some(OKXSide::Buy) => AggressorSide::Buy,
        Some(OKXSide::Sell) => AggressorSide::Sell,
        None => AggressorSide::NoAggressor,
    }
}

/// Parses OKX execution type to Nautilus liquidity side.
pub fn parse_execution_type(liquidity: &Option<OKXExecType>) -> LiquiditySide {
    match liquidity {
        Some(OKXExecType::Maker) => LiquiditySide::Maker,
        Some(OKXExecType::Taker) => LiquiditySide::Taker,
        _ => LiquiditySide::NoLiquiditySide,
    }
}

/// Parses quantity to Nautilus position side.
pub fn parse_position_side(current_qty: Option<i64>) -> PositionSide {
    match current_qty {
        Some(qty) if qty > 0 => PositionSide::Long,
        Some(qty) if qty < 0 => PositionSide::Short,
        _ => PositionSide::Flat,
    }
}

/// Parses an OKX mark price record into a Nautilus [`MarkPriceUpdate`].
///
/// # Errors
///
/// Returns an error if `raw.mark_px` cannot be parsed into a [`Price`] with
/// the specified precision.
pub fn parse_mark_price_update(
    raw: &OKXMarkPrice,
    instrument_id: InstrumentId,
    price_precision: u8,
    ts_init: UnixNanos,
) -> anyhow::Result<MarkPriceUpdate> {
    let ts_event = parse_millisecond_timestamp(raw.ts);
    let price = parse_price(&raw.mark_px, price_precision)?;
    Ok(MarkPriceUpdate::new(
        instrument_id,
        price,
        ts_event,
        ts_init,
    ))
}

/// Parses an OKX index ticker record into a Nautilus [`IndexPriceUpdate`].
///
/// # Errors
///
/// Returns an error if `raw.idx_px` cannot be parsed into a [`Price`] with the
/// specified precision.
pub fn parse_index_price_update(
    raw: &OKXIndexTicker,
    instrument_id: InstrumentId,
    price_precision: u8,
    ts_init: UnixNanos,
) -> anyhow::Result<IndexPriceUpdate> {
    let ts_event = parse_millisecond_timestamp(raw.ts);
    let price = parse_price(&raw.idx_px, price_precision)?;
    Ok(IndexPriceUpdate::new(
        instrument_id,
        price,
        ts_event,
        ts_init,
    ))
}

/// Parses an [`OKXFundingRateMsg`] into a [`FundingRateUpdate`].
///
/// # Errors
///
/// Returns an error if the `funding_rate` field fails
/// to parse into a Decimal value or `next_funding_time` fails to parse into a positive, in bounds interval.
pub fn parse_funding_rate_msg(
    msg: &OKXFundingRateMsg,
    instrument_id: InstrumentId,
    ts_init: UnixNanos,
) -> anyhow::Result<FundingRateUpdate> {
    let funding_rate = msg
        .funding_rate
        .as_str()
        .parse::<Decimal>()
        .map_err(|e| anyhow::anyhow!("Invalid funding_rate value: {e}"))?;

    let funding_time = parse_millisecond_timestamp(msg.funding_time);
    let next_funding_time = parse_millisecond_timestamp(msg.next_funding_time);
    let funding_interval_nanos =
        next_funding_time
            .duration_since(&funding_time)
            .ok_or(anyhow::anyhow!(
                "Invalid funding_interval, cannot be negative"
            ))?;
    let funding_interval = u16::try_from(funding_interval_nanos.as_mins())
        .context("funding_interval out of bounds")?;
    let ts_event = parse_millisecond_timestamp(msg.ts);

    Ok(FundingRateUpdate::new(
        instrument_id,
        funding_rate,
        Some(funding_interval),
        Some(funding_time),
        ts_event,
        ts_init,
    ))
}

/// Parses a [`OKXFundingRateHistory`] into a [`FundingRateUpdate`].
///
/// # Errors
///
/// Returns an error if the `funding_rate` field fails
/// to parse into a Decimal value or `interval_millis` fails to parse into a positive, in bounds interval.
pub fn parse_funding_rate(
    raw: &OKXFundingRateHistory,
    instrument_id: InstrumentId,
    interval_millis: Option<u64>,
) -> anyhow::Result<FundingRateUpdate> {
    let funding_rate =
        Decimal::from_str(&raw.funding_rate).context("invalid funding_rate value")?;
    let ts_event = UnixNanos::from(raw.funding_time * NANOSECONDS_IN_MILLISECOND);
    let interval = interval_millis
        .map(|ms| u16::try_from(ms / 60_000).context("interval milliseconds out of bounds"))
        .transpose()?;

    Ok(FundingRateUpdate::new(
        instrument_id,
        funding_rate,
        interval,
        None,
        ts_event,
        ts_event,
    ))
}

/// Parses an OKX trade record into a Nautilus [`TradeTick`].
///
/// # Errors
///
/// Returns an error if the price or quantity strings cannot be parsed, or if
/// [`TradeTick::new_checked`] validation fails.
pub fn parse_trade_tick(
    raw: &OKXTrade,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> anyhow::Result<TradeTick> {
    let ts_event = parse_millisecond_timestamp(raw.ts);
    let price = parse_price(&raw.px, price_precision)?;
    let size = parse_quantity(&raw.sz, size_precision)?;
    let aggressor: AggressorSide = raw.side.into();
    let trade_id = TradeId::new(raw.trade_id);

    TradeTick::new_checked(
        instrument_id,
        price,
        size,
        aggressor,
        trade_id,
        ts_event,
        ts_init,
    )
}

/// Parses an OKX historical candlestick record into a Nautilus [`Bar`].
///
/// # Errors
///
/// Returns an error if any of the price or volume strings cannot be parsed or
/// if [`Bar::new`] validation fails.
pub fn parse_candlestick(
    raw: &OKXCandlestick,
    bar_type: BarType,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> anyhow::Result<Bar> {
    let ts_event = parse_millisecond_timestamp(raw.0.parse()?);
    let open = parse_price(&raw.1, price_precision)?;
    let high = parse_price(&raw.2, price_precision)?;
    let low = parse_price(&raw.3, price_precision)?;
    let close = parse_price(&raw.4, price_precision)?;
    let volume = parse_quantity(&raw.5, size_precision)?;

    Ok(Bar::new(
        bar_type, open, high, low, close, volume, ts_event, ts_init,
    ))
}

/// Parses an OKX order history record into a Nautilus [`OrderStatusReport`].
///
/// # Errors
///
/// Returns an error if the average price cannot be converted to a valid `Decimal`.
#[expect(clippy::too_many_lines)]
pub fn parse_order_status_report(
    order: &OKXOrderHistory,
    account_id: AccountId,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> anyhow::Result<OrderStatusReport> {
    match order.category {
        OKXOrderCategory::FullLiquidation | OKXOrderCategory::PartialLiquidation => {
            log::warn!(
                "Liquidation order (HTTP history): ord_id={}, category={:?}, inst_id={}, state={:?}, side={:?}, sz={}, fill_sz={}",
                order.ord_id,
                order.category,
                instrument_id,
                order.state,
                order.side,
                order.sz,
                order.acc_fill_sz,
            );
        }
        OKXOrderCategory::Adl => {
            log::warn!(
                "ADL (Auto-Deleveraging) order (HTTP history): ord_id={}, inst_id={}, state={:?}, side={:?}, sz={}, fill_sz={}",
                order.ord_id,
                instrument_id,
                order.state,
                order.side,
                order.sz,
                order.acc_fill_sz,
            );
        }
        _ => {}
    }

    let okx_ord_type: OKXOrderType = order.ord_type;
    let order_type =
        determine_order_type_with_alt(okx_ord_type, &order.px, &order.px_vol, &order.px_usd)?;

    // Parse quantities based on target currency
    // OKX always returns acc_fill_sz in base currency, but sz depends on tgt_ccy

    // Determine if this is a quote-quantity order
    // Method 1: Explicit tgt_ccy field set to QuoteCcy
    let is_quote_qty_explicit = order.tgt_ccy == Some(OKXTargetCurrency::QuoteCcy);

    // Method 2: Use OKX defaults when tgt_ccy is None (old orders or missing field)
    // OKX API defaults for SPOT market orders: BUY orders use quote_ccy, SELL orders use base_ccy
    // Note: tgtCcy only applies to SPOT market orders (not limit orders)
    // For limit orders, sz is always in base currency regardless of side
    let is_quote_qty_heuristic = order.tgt_ccy.is_none()
        && (order.inst_type == OKXInstrumentType::Spot
            || order.inst_type == OKXInstrumentType::Margin)
        && order.side == OKXSide::Buy
        && order_type == OrderType::Market;

    let (quantity, filled_qty) = if is_quote_qty_explicit || is_quote_qty_heuristic {
        // Quote-quantity order: sz is in quote currency, need to convert to base
        let sz_quote_dec = Decimal::from_str(&order.sz).ok();

        // Determine the price to use for conversion
        // Priority: 1) limit price (px) for limit orders, 2) avg_px for market orders
        let conversion_price_dec = if !order.px.is_empty() && order.px != "0" {
            // Limit order: use the limit price (order.px)
            Decimal::from_str(&order.px).ok()
        } else if !order.avg_px.is_empty() && order.avg_px != "0" {
            // Market order with fills: use average fill price
            Decimal::from_str(&order.avg_px).ok()
        } else {
            log::warn!(
                "No price available for conversion: ord_id={}, px='{}', avg_px='{}'",
                order.ord_id.as_str(),
                order.px,
                order.avg_px
            );
            None
        };

        // Convert quote quantity to base: quantity_base = sz_quote / price
        let quantity_base = if let (Some(sz), Some(price)) = (sz_quote_dec, conversion_price_dec) {
            if price.is_zero() {
                log::warn!(
                    "Cannot convert quote quantity with zero price: ord_id={}, sz={}, using sz as-is",
                    order.ord_id.as_str(),
                    order.sz
                );
                Quantity::from_str(&order.sz).map_err(|e| {
                    anyhow::anyhow!(
                        "Failed to parse fallback quantity for ord_id={}, sz='{}': {e}",
                        order.ord_id.as_str(),
                        order.sz
                    )
                })?
            } else {
                let quantity_dec = sz / price;
                Quantity::from_decimal_dp(quantity_dec, size_precision).map_err(|e| {
                    anyhow::anyhow!(
                        "Failed to convert quote-to-base quantity for ord_id={}, sz={sz}, price={price}, quantity_dec={quantity_dec}: {e}",
                        order.ord_id.as_str()
                    )
                })?
            }
        } else {
            log::warn!(
                "Cannot convert quote quantity to base without price, using raw sz: \
                 ord_id={}, sz={}, px='{}', avg_px='{}'",
                order.ord_id.as_str(),
                order.sz,
                order.px,
                order.avg_px
            );
            Quantity::from_str(&order.sz).map_err(|e| {
                anyhow::anyhow!(
                    "Failed to parse fallback quantity for ord_id={}, sz='{}': {e}",
                    order.ord_id.as_str(),
                    order.sz
                )
            })?
        };

        let filled_qty_dec = parse_quantity(&order.acc_fill_sz, size_precision).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse filled quantity for ord_id={}, acc_fill_sz='{}': {e}",
                order.ord_id.as_str(),
                order.acc_fill_sz
            )
        })?;

        (quantity_base, filled_qty_dec)
    } else {
        // Base-quantity order: both sz and acc_fill_sz are in base currency
        let quantity_dec = parse_quantity(&order.sz, size_precision).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse base quantity for ord_id={}, sz='{}': {e}",
                order.ord_id.as_str(),
                order.sz
            )
        })?;
        let filled_qty_dec = parse_quantity(&order.acc_fill_sz, size_precision).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse filled quantity for ord_id={}, acc_fill_sz='{}': {e}",
                order.ord_id.as_str(),
                order.acc_fill_sz
            )
        })?;

        (quantity_dec, filled_qty_dec)
    };

    // For quote-quantity orders marked as FILLED, adjust quantity to match filled_qty
    // to avoid precision mismatches from quote-to-base conversion
    let (quantity, filled_qty) = if (is_quote_qty_explicit || is_quote_qty_heuristic)
        && order.state == OKXOrderStatus::Filled
        && filled_qty.is_positive()
    {
        (filled_qty, filled_qty)
    } else {
        (quantity, filled_qty)
    };

    let order_side = OrderSide::from(order.side);
    let order_status: OrderStatus = order
        .state
        .try_into()
        .map_err(|e| anyhow::anyhow!("Unsupported OKX order status: {e}"))?;
    let time_in_force = match okx_ord_type {
        OKXOrderType::Fok | OKXOrderType::OpFok => TimeInForce::Fok,
        OKXOrderType::Ioc | OKXOrderType::OptimalLimitIoc => TimeInForce::Ioc,
        _ => TimeInForce::Gtc,
    };

    let client_order_id = parse_parent_client_order_id(
        order.algo_cl_ord_id.as_ref().map(Ustr::as_str),
        order.cl_ord_id.as_str(),
    );
    let mut linked_ids = Vec::new();

    if let Some(attach_algo_cl_ord_id) = order
        .attach_algo_cl_ord_id
        .as_ref()
        .filter(|value| !value.as_str().is_empty())
    {
        let attach_client_id = ClientOrderId::new(attach_algo_cl_ord_id.as_str());
        match &client_order_id {
            Some(existing) if existing == &attach_client_id => {}
            _ if linked_ids.contains(&attach_client_id) => {}
            _ => linked_ids.push(attach_client_id),
        }
    }

    for attach_algo in &order.attach_algo_ords {
        if attach_algo.attach_algo_cl_ord_id.is_empty() {
            continue;
        }

        let attach_client_id = ClientOrderId::new(attach_algo.attach_algo_cl_ord_id.as_str());
        match &client_order_id {
            Some(existing) if existing == &attach_client_id => {}
            _ if linked_ids.contains(&attach_client_id) => {}
            _ => linked_ids.push(attach_client_id),
        }
    }

    let venue_order_id = if order.ord_id.is_empty() {
        if let Some(algo_id) = order.algo_id.as_ref().filter(|value| !value.is_empty()) {
            VenueOrderId::new(algo_id)
        } else if !order.cl_ord_id.is_empty() {
            VenueOrderId::new(order.cl_ord_id)
        } else {
            let synthetic_id = format!("{}:{}", account_id, order.c_time);
            VenueOrderId::new(&synthetic_id)
        }
    } else {
        VenueOrderId::new(order.ord_id)
    };

    let ts_accepted = parse_millisecond_timestamp(order.c_time);
    let ts_last = UnixNanos::from(order.u_time * NANOSECONDS_IN_MILLISECOND);

    let mut report = OrderStatusReport::new(
        account_id,
        instrument_id,
        client_order_id,
        venue_order_id,
        order_side.into(),
        order_type,
        time_in_force,
        order_status,
        quantity,
        filled_qty,
        ts_accepted,
        ts_last,
        ts_init,
        None,
    );

    // Optional fields
    if !order.px.is_empty()
        && let Ok(decimal) = Decimal::from_str(&order.px)
        && let Ok(price) = Price::from_decimal_dp(decimal, price_precision)
    {
        report = report.with_price(price);
    }

    if !order.avg_px.is_empty()
        && let Ok(decimal) = Decimal::from_str(&order.avg_px)
    {
        report.avg_px = Some(decimal);
    }

    if matches!(order.ord_type, OKXOrderType::PostOnly | OKXOrderType::Rpi) {
        report = report.with_post_only(true);
    }

    if order.reduce_only == "true" {
        report = report.with_reduce_only(true);
    }

    if !linked_ids.is_empty() {
        report = report.with_linked_order_ids(linked_ids);
    }

    Ok(report)
}

/// Parses spot margin position from OKX balance detail.
///
/// Spot margin positions appear in `/api/v5/account/balance` as balance sheet items
/// rather than in `/api/v5/account/positions`. This function converts balance details
/// with non-zero liability (`liab`) or spot in use amount (`spotInUseAmt`) into position reports.
///
/// # Position Determination
///
/// - `liab` > 0 and `spotInUseAmt` < 0 → Short position (borrowed and sold)
/// - `liab` > 0 and `spotInUseAmt` > 0 → Long position (borrowed to buy)
/// - `liab` == 0 → No margin position (regular spot balance)
///
/// # Errors
///
/// Returns an error if numeric fields cannot be parsed.
pub fn parse_spot_margin_position_from_balance(
    balance: &OKXBalanceDetail,
    account_id: AccountId,
    instrument_id: InstrumentId,
    size_precision: u8,
    ts_init: UnixNanos,
) -> anyhow::Result<Option<PositionStatusReport>> {
    // OKX returns empty strings for zero values, normalize to "0" before parsing
    let liab_str = if balance.liab.trim().is_empty() {
        "0"
    } else {
        balance.liab.trim()
    };
    let spot_in_use_str = if balance.spot_in_use_amt.trim().is_empty() {
        "0"
    } else {
        balance.spot_in_use_amt.trim()
    };

    let liab_dec = Decimal::from_str(liab_str)
        .map_err(|e| anyhow::anyhow!("Failed to parse liab '{liab_str}': {e}"))?;
    let spot_in_use_dec = Decimal::from_str(spot_in_use_str)
        .map_err(|e| anyhow::anyhow!("Failed to parse spotInUseAmt '{spot_in_use_str}': {e}"))?;

    // Skip if no margin position (no liability and no spot in use)
    if liab_dec.is_zero() && spot_in_use_dec.is_zero() {
        return Ok(None);
    }

    // Check if spotInUseAmt is zero first
    if spot_in_use_dec.is_zero() {
        // No position if spotInUseAmt is zero (regardless of liability)
        return Ok(None);
    }

    // Position side based on spotInUseAmt sign
    let (position_side, quantity_dec) = if spot_in_use_dec.is_sign_negative() {
        // Negative spotInUseAmt = sold (short position)
        (PositionSide::Short, spot_in_use_dec.abs())
    } else {
        // Positive spotInUseAmt = bought (long position)
        (PositionSide::Long, spot_in_use_dec)
    };

    let quantity = Quantity::from_decimal_dp(quantity_dec, size_precision)
        .map_err(|e| anyhow::anyhow!("Failed to create quantity from {quantity_dec}: {e}"))?;

    let ts_last = parse_millisecond_timestamp(balance.u_time);

    Ok(Some(PositionStatusReport::new(
        account_id,
        instrument_id,
        position_side,
        quantity,
        ts_last,
        ts_init,
        None, // report_id
        None, // venue_position_id is None for net mode margin positions
        None, // avg_px_open not available from balance
    )))
}

/// Parses an OKX position into a Nautilus [`PositionStatusReport`].
///
/// # Position Mode Handling
///
/// OKX returns position data differently based on the account's position mode:
///
/// - **Net mode** (`posSide="net"`): The `pos` field uses signed quantities where
///   positive = long, negative = short. Position side is derived from the sign.
///
/// - **Long/Short mode** (`posSide="long"` or `"short"`): The `pos` field is always
///   positive regardless of side. Position side is determined from the `posSide` field.
///   Position IDs are suffixed with `-LONG` or `-SHORT` for uniqueness.
///
/// See: <https://www.okx.com/docs-v5/en/#trading-account-rest-api-get-positions>
///
/// # Errors
///
/// Returns an error if any numeric fields cannot be parsed into their target types.
pub fn parse_position_status_report(
    position: &OKXPosition,
    account_id: AccountId,
    instrument_id: InstrumentId,
    size_precision: u8,
    ts_init: UnixNanos,
) -> anyhow::Result<PositionStatusReport> {
    let pos_dec = Decimal::from_str(&position.pos).map_err(|e| {
        anyhow::anyhow!(
            "Failed to parse position quantity '{}' for instrument {}: {e:?}",
            position.pos,
            instrument_id
        )
    })?;

    // For SPOT/MARGIN: determine position side and quantity based on pos_ccy
    // - If pos_ccy = base currency: LONG position, pos is in base currency
    // - If pos_ccy = quote currency: SHORT position, pos is in quote currency (needs conversion)
    // - If pos_ccy is empty: FLAT position (no position)
    let (position_side, quantity_dec) = if position.inst_type == OKXInstrumentType::Spot
        || position.inst_type == OKXInstrumentType::Margin
    {
        // Extract base and quote currencies from instrument symbol
        let (base_ccy, quote_ccy) = parse_base_quote_from_symbol(instrument_id.symbol.as_str())?;

        let pos_ccy = position.pos_ccy.as_str();

        if pos_ccy.is_empty() || pos_dec.is_zero() {
            // Flat position: no position or zero quantity
            (PositionSide::Flat, Decimal::ZERO)
        } else if pos_ccy == base_ccy {
            // Long position: pos_ccy is base currency, pos is already in base
            (PositionSide::Long, pos_dec.abs())
        } else if pos_ccy == quote_ccy {
            // Short position: pos_ccy is quote currency, need to convert to base
            // Use Decimal arithmetic to avoid floating-point precision errors
            let avg_px_str = if position.avg_px.is_empty() {
                // If no avg_px, use mark_px as fallback
                &position.mark_px
            } else {
                &position.avg_px
            };
            let avg_px_dec = Decimal::from_str(avg_px_str)?;

            if avg_px_dec.is_zero() {
                anyhow::bail!(
                    "Cannot convert SHORT position from quote to base: avg_px is zero for {instrument_id}"
                );
            }

            let quantity_dec = (pos_dec.abs() / avg_px_dec).round_dp(u32::from(size_precision));
            (PositionSide::Short, quantity_dec)
        } else {
            anyhow::bail!(
                "Unknown position currency '{pos_ccy}' for instrument {instrument_id} (base={base_ccy}, quote={quote_ccy})"
            );
        }
    } else {
        // For SWAP/FUTURES/OPTION: use existing logic
        // Determine position side based on OKX position mode:
        // - Net mode: posSide="net", uses signed quantities (positive=long, negative=short)
        // - Long/Short mode: posSide="long"/"short", quantities are always positive, side from field
        let side = match position.pos_side {
            OKXPositionSide::Net | OKXPositionSide::None => {
                // Net mode: derive side from signed quantity
                if pos_dec.is_sign_positive() && !pos_dec.is_zero() {
                    PositionSide::Long
                } else if pos_dec.is_sign_negative() {
                    PositionSide::Short
                } else {
                    PositionSide::Flat
                }
            }
            OKXPositionSide::Long => {
                // Long/Short mode: trust the pos_side field
                PositionSide::Long
            }
            OKXPositionSide::Short => {
                // Long/Short mode: trust the pos_side field
                PositionSide::Short
            }
        };
        (side, pos_dec.abs())
    };

    // Convert to absolute quantity (positions are always positive in Nautilus)
    let quantity = Quantity::from_decimal_dp(quantity_dec, size_precision)?;

    // Generate venue position ID only for Long/Short mode (hedging)
    // In Net mode, venue_position_id must be None to signal NETTING OMS behavior
    let venue_position_id = match position.pos_side {
        OKXPositionSide::Long => {
            // Long/Short mode - Long leg: append "-LONG"
            position
                .pos_id
                .map(|pos_id| PositionId::new(format!("{pos_id}-LONG")))
        }
        OKXPositionSide::Short => {
            // Long/Short mode - Short leg: append "-SHORT"
            position
                .pos_id
                .map(|pos_id| PositionId::new(format!("{pos_id}-SHORT")))
        }
        OKXPositionSide::Net | OKXPositionSide::None => {
            // Net mode: None signals NETTING OMS (Nautilus uses its own position IDs)
            None
        }
    };

    let avg_px_open = if position.avg_px.is_empty() {
        None
    } else {
        Some(Decimal::from_str(&position.avg_px)?)
    };
    let ts_last = parse_millisecond_timestamp(position.u_time);

    Ok(PositionStatusReport::new(
        account_id,
        instrument_id,
        position_side,
        quantity,
        ts_last,
        ts_init,
        None, // Will generate a UUID4
        venue_position_id,
        avg_px_open,
    ))
}

/// Parses an OKX transaction detail into a Nautilus `FillReport`.
///
/// # Errors
///
/// Returns an error if the OKX transaction detail cannot be parsed.
pub fn parse_fill_report(
    detail: &OKXTransactionDetail,
    account_id: AccountId,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> anyhow::Result<FillReport> {
    let client_order_id = if detail.cl_ord_id.is_empty() {
        None
    } else {
        Some(ClientOrderId::new(detail.cl_ord_id))
    };
    let venue_order_id = VenueOrderId::new(detail.ord_id);
    let trade_id = TradeId::new(detail.trade_id);
    let order_side = OrderSide::from(detail.side);
    let last_px = parse_price(&detail.fill_px, price_precision)?;
    let last_qty = parse_quantity(&detail.fill_sz, size_precision)?;
    let fee_dec = required_fee_amount(detail.fee.as_deref()).with_context(|| {
        format!("missing or invalid fee for fill report instrument_id={instrument_id}")
    })?;
    let fee_currency = parse_fee_currency(&detail.fee_ccy, fee_dec, || {
        format!("fill report for instrument_id={instrument_id}")
    });
    let commission = Money::from_decimal(-fee_dec, fee_currency)?;
    let liquidity_side: LiquiditySide = detail.exec_type.into();
    let ts_event = parse_millisecond_timestamp(detail.ts);

    Ok(FillReport::new(
        account_id,
        instrument_id,
        venue_order_id,
        trade_id,
        order_side,
        last_qty,
        last_px,
        commission,
        liquidity_side,
        client_order_id,
        None, // venue_position_id not provided by OKX fills
        ts_event,
        ts_init,
        None, // Will generate a new UUID4
    ))
}

/// Parses an OKX spread order record into a Nautilus [`OrderStatusReport`].
///
/// # Errors
///
/// Returns an error if quantities or prices cannot be parsed.
pub fn parse_spread_order_status_report(
    order: &OKXSpreadOrder,
    account_id: AccountId,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> anyhow::Result<OrderStatusReport> {
    let order_type = determine_order_type(order.ord_type, &order.px)?;
    let quantity = parse_quantity(&order.sz, size_precision)?;
    let filled_qty = parse_quantity(&order.acc_fill_sz, size_precision)?;
    let order_side = OrderSide::from(order.side);
    let order_status: OrderStatus = order
        .state
        .try_into()
        .map_err(|e| anyhow::anyhow!("Unsupported OKX order status: {e}"))?;
    let time_in_force = match order.ord_type {
        OKXOrderType::Ioc | OKXOrderType::OptimalLimitIoc => TimeInForce::Ioc,
        OKXOrderType::Fok | OKXOrderType::OpFok => TimeInForce::Fok,
        _ => TimeInForce::Gtc,
    };
    let client_order_id = if order.cl_ord_id.is_empty() {
        None
    } else {
        Some(ClientOrderId::new(order.cl_ord_id))
    };
    let venue_order_id = if order.ord_id.is_empty() {
        VenueOrderId::new(order.cl_ord_id)
    } else {
        VenueOrderId::new(order.ord_id)
    };
    let ts_accepted = order.c_time.map_or(ts_init, parse_millisecond_timestamp);
    let ts_last = order
        .u_time
        .or(order.c_time)
        .map_or(ts_accepted, parse_millisecond_timestamp);

    let mut report = OrderStatusReport::new(
        account_id,
        instrument_id,
        client_order_id,
        venue_order_id,
        order_side.into(),
        order_type,
        time_in_force,
        order_status,
        quantity,
        filled_qty,
        ts_accepted,
        ts_last,
        ts_init,
        None,
    );

    if !order.px.is_empty()
        && let Ok(decimal) = Decimal::from_str(&order.px)
        && let Ok(price) = Price::from_decimal_dp(decimal, price_precision)
    {
        report = report.with_price(price);
    }

    if !order.avg_px.is_empty()
        && let Ok(decimal) = Decimal::from_str(&order.avg_px)
    {
        report.avg_px = Some(decimal);
    }

    if matches!(order.ord_type, OKXOrderType::PostOnly | OKXOrderType::Rpi) {
        report = report.with_post_only(true);
    }

    Ok(report)
}

/// Parses an OKX spread trade into a Nautilus [`FillReport`].
///
/// # Errors
///
/// Returns an error if the trade quantity, price, or fee cannot be parsed.
pub fn parse_spread_fill_report(
    detail: &OKXSpreadTrade,
    account_id: AccountId,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> anyhow::Result<FillReport> {
    let client_order_id = if detail.cl_ord_id.is_empty() {
        None
    } else {
        Some(ClientOrderId::new(detail.cl_ord_id))
    };
    let venue_order_id = VenueOrderId::new(detail.ord_id);
    let trade_id = TradeId::new(detail.trade_id);
    let order_side = OrderSide::from(detail.side);
    let last_px = parse_price(&detail.fill_px, price_precision)?;
    let last_qty = parse_quantity(&detail.fill_sz, size_precision)?;
    let fee_dec = required_fee_amount(detail.fee.as_deref()).with_context(|| {
        format!("missing or invalid fee for spread fill report instrument_id={instrument_id}")
    })?;
    let fee_currency = parse_fee_currency(&detail.fee_ccy, fee_dec, || {
        format!("spread fill report for instrument_id={instrument_id}")
    });
    let commission = Money::from_decimal(-fee_dec, fee_currency)?;
    let liquidity_side: LiquiditySide = detail.exec_type.into();
    let ts_event = parse_millisecond_timestamp(detail.ts);

    Ok(FillReport::new(
        account_id,
        instrument_id,
        venue_order_id,
        trade_id,
        order_side,
        last_qty,
        last_px,
        commission,
        liquidity_side,
        client_order_id,
        None,
        ts_event,
        ts_init,
        None,
    ))
}

/// Parses vector messages from OKX WebSocket data.
///
/// Reduces code duplication by providing a common pattern for deserializing JSON arrays,
/// parsing each message, and wrapping results in Nautilus Data enum variants.
///
/// # Errors
///
/// Returns an error if the payload is not an array or if individual messages
/// cannot be parsed.
pub fn parse_message_vec<T, R, F, W>(
    data: serde_json::Value,
    parser: F,
    wrapper: W,
) -> anyhow::Result<Vec<Data>>
where
    T: DeserializeOwned,
    F: Fn(&T) -> anyhow::Result<R>,
    W: Fn(R) -> Data,
{
    let messages: Vec<T> =
        serde_json::from_value(data).map_err(|e| anyhow::anyhow!("Expected array payload: {e}"))?;

    let mut results = Vec::with_capacity(messages.len());

    for message in &messages {
        let parsed = parser(message)?;
        results.push(wrapper(parsed));
    }

    Ok(results)
}

/// Converts a Nautilus bar specification into the matching OKX candle channel.
///
/// # Errors
///
/// Returns an error if the provided bar specification does not have a matching
/// OKX websocket channel.
pub fn bar_spec_as_okx_channel(bar_spec: BarSpecification) -> anyhow::Result<OKXWsChannel> {
    let channel = match bar_spec {
        BAR_SPEC_1_SECOND_LAST => OKXWsChannel::Candle1Second,
        BAR_SPEC_1_MINUTE_LAST => OKXWsChannel::Candle1Minute,
        BAR_SPEC_3_MINUTE_LAST => OKXWsChannel::Candle3Minute,
        BAR_SPEC_5_MINUTE_LAST => OKXWsChannel::Candle5Minute,
        BAR_SPEC_15_MINUTE_LAST => OKXWsChannel::Candle15Minute,
        BAR_SPEC_30_MINUTE_LAST => OKXWsChannel::Candle30Minute,
        BAR_SPEC_1_HOUR_LAST => OKXWsChannel::Candle1Hour,
        BAR_SPEC_2_HOUR_LAST => OKXWsChannel::Candle2Hour,
        BAR_SPEC_4_HOUR_LAST => OKXWsChannel::Candle4Hour,
        BAR_SPEC_6_HOUR_LAST => OKXWsChannel::Candle6Hour,
        BAR_SPEC_12_HOUR_LAST => OKXWsChannel::Candle12Hour,
        BAR_SPEC_1_DAY_LAST => OKXWsChannel::Candle1Day,
        BAR_SPEC_2_DAY_LAST => OKXWsChannel::Candle2Day,
        BAR_SPEC_3_DAY_LAST => OKXWsChannel::Candle3Day,
        BAR_SPEC_5_DAY_LAST => OKXWsChannel::Candle5Day,
        BAR_SPEC_1_WEEK_LAST => OKXWsChannel::Candle1Week,
        BAR_SPEC_1_MONTH_LAST => OKXWsChannel::Candle1Month,
        BAR_SPEC_3_MONTH_LAST => OKXWsChannel::Candle3Month,
        BAR_SPEC_6_MONTH_LAST => OKXWsChannel::Candle6Month,
        BAR_SPEC_12_MONTH_LAST => OKXWsChannel::Candle1Year,
        _ => anyhow::bail!("Invalid `BarSpecification` for channel, was {bar_spec}"),
    };
    Ok(channel)
}

/// Converts Nautilus bar specification to OKX mark price channel.
///
/// # Errors
///
/// Returns an error if the bar specification does not map to a mark price
/// channel.
pub fn bar_spec_as_okx_mark_price_channel(
    bar_spec: BarSpecification,
) -> anyhow::Result<OKXWsChannel> {
    let channel = match bar_spec {
        BAR_SPEC_1_SECOND_LAST => OKXWsChannel::MarkPriceCandle1Second,
        BAR_SPEC_1_MINUTE_LAST => OKXWsChannel::MarkPriceCandle1Minute,
        BAR_SPEC_3_MINUTE_LAST => OKXWsChannel::MarkPriceCandle3Minute,
        BAR_SPEC_5_MINUTE_LAST => OKXWsChannel::MarkPriceCandle5Minute,
        BAR_SPEC_15_MINUTE_LAST => OKXWsChannel::MarkPriceCandle15Minute,
        BAR_SPEC_30_MINUTE_LAST => OKXWsChannel::MarkPriceCandle30Minute,
        BAR_SPEC_1_HOUR_LAST => OKXWsChannel::MarkPriceCandle1Hour,
        BAR_SPEC_2_HOUR_LAST => OKXWsChannel::MarkPriceCandle2Hour,
        BAR_SPEC_4_HOUR_LAST => OKXWsChannel::MarkPriceCandle4Hour,
        BAR_SPEC_6_HOUR_LAST => OKXWsChannel::MarkPriceCandle6Hour,
        BAR_SPEC_12_HOUR_LAST => OKXWsChannel::MarkPriceCandle12Hour,
        BAR_SPEC_1_DAY_LAST => OKXWsChannel::MarkPriceCandle1Day,
        BAR_SPEC_2_DAY_LAST => OKXWsChannel::MarkPriceCandle2Day,
        BAR_SPEC_3_DAY_LAST => OKXWsChannel::MarkPriceCandle3Day,
        BAR_SPEC_5_DAY_LAST => OKXWsChannel::MarkPriceCandle5Day,
        BAR_SPEC_1_WEEK_LAST => OKXWsChannel::MarkPriceCandle1Week,
        BAR_SPEC_1_MONTH_LAST => OKXWsChannel::MarkPriceCandle1Month,
        BAR_SPEC_3_MONTH_LAST => OKXWsChannel::MarkPriceCandle3Month,
        _ => anyhow::bail!("Invalid `BarSpecification` for mark price channel, was {bar_spec}"),
    };
    Ok(channel)
}

/// Converts Nautilus bar specification to OKX timeframe string.
///
/// # Errors
///
/// Returns an error if the bar specification does not have a corresponding
/// OKX timeframe value.
pub fn bar_spec_as_okx_timeframe(bar_spec: BarSpecification) -> anyhow::Result<&'static str> {
    let timeframe = match bar_spec {
        BAR_SPEC_1_SECOND_LAST => "1s",
        BAR_SPEC_1_MINUTE_LAST => "1m",
        BAR_SPEC_3_MINUTE_LAST => "3m",
        BAR_SPEC_5_MINUTE_LAST => "5m",
        BAR_SPEC_15_MINUTE_LAST => "15m",
        BAR_SPEC_30_MINUTE_LAST => "30m",
        BAR_SPEC_1_HOUR_LAST => "1H",
        BAR_SPEC_2_HOUR_LAST => "2H",
        BAR_SPEC_4_HOUR_LAST => "4H",
        BAR_SPEC_6_HOUR_LAST => "6H",
        BAR_SPEC_12_HOUR_LAST => "12H",
        BAR_SPEC_1_DAY_LAST => "1D",
        BAR_SPEC_2_DAY_LAST => "2D",
        BAR_SPEC_3_DAY_LAST => "3D",
        BAR_SPEC_5_DAY_LAST => "5D",
        BAR_SPEC_1_WEEK_LAST => "1W",
        BAR_SPEC_1_MONTH_LAST => "1M",
        BAR_SPEC_3_MONTH_LAST => "3M",
        BAR_SPEC_6_MONTH_LAST => "6M",
        BAR_SPEC_12_MONTH_LAST => "1Y",
        _ => anyhow::bail!("Invalid `BarSpecification` for timeframe, was {bar_spec}"),
    };
    Ok(timeframe)
}

/// Converts OKX timeframe string to Nautilus bar specification.
///
/// # Errors
///
/// Returns an error if the timeframe string is not recognized.
pub fn okx_timeframe_as_bar_spec(timeframe: &str) -> anyhow::Result<BarSpecification> {
    let bar_spec = match timeframe {
        "1s" => BAR_SPEC_1_SECOND_LAST,
        "1m" => BAR_SPEC_1_MINUTE_LAST,
        "3m" => BAR_SPEC_3_MINUTE_LAST,
        "5m" => BAR_SPEC_5_MINUTE_LAST,
        "15m" => BAR_SPEC_15_MINUTE_LAST,
        "30m" => BAR_SPEC_30_MINUTE_LAST,
        "1H" => BAR_SPEC_1_HOUR_LAST,
        "2H" => BAR_SPEC_2_HOUR_LAST,
        "4H" => BAR_SPEC_4_HOUR_LAST,
        "6H" => BAR_SPEC_6_HOUR_LAST,
        "12H" => BAR_SPEC_12_HOUR_LAST,
        "1D" => BAR_SPEC_1_DAY_LAST,
        "2D" => BAR_SPEC_2_DAY_LAST,
        "3D" => BAR_SPEC_3_DAY_LAST,
        "5D" => BAR_SPEC_5_DAY_LAST,
        "1W" => BAR_SPEC_1_WEEK_LAST,
        "1M" => BAR_SPEC_1_MONTH_LAST,
        "3M" => BAR_SPEC_3_MONTH_LAST,
        "6M" => BAR_SPEC_6_MONTH_LAST,
        "1Y" => BAR_SPEC_12_MONTH_LAST,
        _ => anyhow::bail!("Invalid timeframe for `BarSpecification`, was {timeframe}"),
    };
    Ok(bar_spec)
}

/// Constructs a properly formatted `BarType` from OKX instrument ID and timeframe string.
/// This ensures the `BarType` uses canonical Nautilus format instead of raw OKX strings.
///
/// # Errors
///
/// Returns an error if the timeframe cannot be converted into a
/// `BarSpecification`.
pub fn okx_bar_type_from_timeframe(
    instrument_id: InstrumentId,
    timeframe: &str,
) -> anyhow::Result<BarType> {
    let bar_spec = okx_timeframe_as_bar_spec(timeframe)?;
    Ok(BarType::new(
        instrument_id,
        bar_spec,
        AggregationSource::External,
    ))
}

/// Converts OKX WebSocket channel to bar specification if it's a candle channel.
#[allow(
    clippy::enum_glob_use,
    reason = "a wildcard import keeps the wide candle-channel match readable"
)]
pub fn okx_channel_to_bar_spec(channel: &OKXWsChannel) -> Option<BarSpecification> {
    use OKXWsChannel::*;

    match channel {
        Candle1Second | MarkPriceCandle1Second => Some(BAR_SPEC_1_SECOND_LAST),
        Candle1Minute | MarkPriceCandle1Minute => Some(BAR_SPEC_1_MINUTE_LAST),
        Candle3Minute | MarkPriceCandle3Minute => Some(BAR_SPEC_3_MINUTE_LAST),
        Candle5Minute | MarkPriceCandle5Minute => Some(BAR_SPEC_5_MINUTE_LAST),
        Candle15Minute | MarkPriceCandle15Minute => Some(BAR_SPEC_15_MINUTE_LAST),
        Candle30Minute | MarkPriceCandle30Minute => Some(BAR_SPEC_30_MINUTE_LAST),
        Candle1Hour | MarkPriceCandle1Hour => Some(BAR_SPEC_1_HOUR_LAST),
        Candle2Hour | MarkPriceCandle2Hour => Some(BAR_SPEC_2_HOUR_LAST),
        Candle4Hour | MarkPriceCandle4Hour => Some(BAR_SPEC_4_HOUR_LAST),
        Candle6Hour | MarkPriceCandle6Hour => Some(BAR_SPEC_6_HOUR_LAST),
        Candle12Hour | MarkPriceCandle12Hour => Some(BAR_SPEC_12_HOUR_LAST),
        Candle1Day | MarkPriceCandle1Day => Some(BAR_SPEC_1_DAY_LAST),
        Candle2Day | MarkPriceCandle2Day => Some(BAR_SPEC_2_DAY_LAST),
        Candle3Day | MarkPriceCandle3Day => Some(BAR_SPEC_3_DAY_LAST),
        Candle5Day | MarkPriceCandle5Day => Some(BAR_SPEC_5_DAY_LAST),
        Candle1Week | MarkPriceCandle1Week => Some(BAR_SPEC_1_WEEK_LAST),
        Candle1Month | MarkPriceCandle1Month => Some(BAR_SPEC_1_MONTH_LAST),
        Candle3Month | MarkPriceCandle3Month => Some(BAR_SPEC_3_MONTH_LAST),
        Candle6Month => Some(BAR_SPEC_6_MONTH_LAST),
        Candle1Year => Some(BAR_SPEC_12_MONTH_LAST),
        _ => None,
    }
}

/// Parses an OKX instrument definition into a Nautilus instrument.
///
/// # Errors
///
/// Returns an error if the instrument definition cannot be parsed.
pub fn parse_instrument_any(
    instrument: &OKXInstrument,
    margin_init: Option<Decimal>,
    margin_maint: Option<Decimal>,
    maker_fee: Option<Decimal>,
    taker_fee: Option<Decimal>,
    ts_init: UnixNanos,
) -> anyhow::Result<Option<InstrumentAny>> {
    match instrument.inst_type {
        OKXInstrumentType::Spot => parse_spot_instrument(
            instrument,
            margin_init,
            margin_maint,
            maker_fee,
            taker_fee,
            ts_init,
        )
        .map(Some),
        OKXInstrumentType::Margin => parse_spot_instrument(
            instrument,
            margin_init,
            margin_maint,
            maker_fee,
            taker_fee,
            ts_init,
        )
        .map(Some),
        OKXInstrumentType::Swap => parse_swap_instrument(
            instrument,
            margin_init,
            margin_maint,
            maker_fee,
            taker_fee,
            ts_init,
        )
        .map(Some),
        OKXInstrumentType::Futures => parse_futures_instrument(
            instrument,
            margin_init,
            margin_maint,
            maker_fee,
            taker_fee,
            ts_init,
        )
        .map(Some),
        OKXInstrumentType::Option => parse_option_instrument(
            instrument,
            margin_init,
            margin_maint,
            maker_fee,
            taker_fee,
            ts_init,
        )
        .map(Some),
        OKXInstrumentType::Events => parse_event_contract_instrument(
            instrument,
            margin_init,
            margin_maint,
            maker_fee,
            taker_fee,
            ts_init,
        )
        .map(Some),
        OKXInstrumentType::Any => Ok(None),
    }
}

/// Parses an OKX spread definition into a Nautilus crypto spread.
///
/// # Errors
///
/// Returns an error if the spread definition cannot be parsed.
///
/// # Panics
///
/// Panics if the constructed instrument fails validation.
pub fn parse_spread_instrument(
    definition: &OKXSpread,
    margin_init: Option<Decimal>,
    margin_maint: Option<Decimal>,
    maker_fee: Option<Decimal>,
    taker_fee: Option<Decimal>,
    ts_init: UnixNanos,
) -> anyhow::Result<InstrumentAny> {
    if definition.tick_sz.is_empty() {
        anyhow::bail!("`tick_sz` is empty for {}", definition.sprd_id);
    }

    if definition.lot_sz.is_empty() {
        anyhow::bail!("`lot_sz` is empty for {}", definition.sprd_id);
    }

    let context = format!("SPREAD instrument {}", definition.sprd_id);
    let instrument_id = parse_instrument_id(definition.sprd_id);
    let raw_symbol = Symbol::from_ustr_unchecked(definition.sprd_id);
    let underlying =
        Currency::get_or_create_crypto_with_context(definition.base_ccy, Some(&context));
    let quote_currency =
        Currency::get_or_create_crypto_with_context(definition.quote_ccy, Some(&context));
    let settlement_currency = spread_settlement_currency(definition, underlying, quote_currency);
    let is_inverse = matches!(definition.sprd_type, OKXSpreadType::Inverse);
    let activation_ns = definition
        .list_time
        .map(parse_millisecond_timestamp)
        .ok_or_else(|| anyhow::anyhow!("`list_time` is required for {}", definition.sprd_id))?;
    let expiration_ns = definition
        .exp_time
        .map(parse_millisecond_timestamp)
        .unwrap_or_default();
    let ts_event = definition
        .u_time
        .map_or(ts_init, parse_millisecond_timestamp);

    let price_increment = Price::from_str(&definition.tick_sz).map_err(|e| {
        anyhow::anyhow!(
            "Failed to parse `tick_sz` '{}' for {}: {e}",
            definition.tick_sz,
            definition.sprd_id
        )
    })?;
    let size_increment = Quantity::from_str(&definition.lot_sz).map_err(|e| {
        anyhow::anyhow!(
            "Failed to parse `lot_sz` '{}' for {}: {e}",
            definition.lot_sz,
            definition.sprd_id
        )
    })?;
    let min_quantity = if definition.min_sz.is_empty() {
        None
    } else {
        Some(Quantity::from_str(&definition.min_sz).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse `min_sz` '{}' for {}: {e}",
                definition.min_sz,
                definition.sprd_id
            )
        })?)
    };

    let info = Some(build_spread_info(definition));

    if spread_has_option_leg(definition) {
        let instrument = CryptoOptionSpread::builder()
            .instrument_id(instrument_id)
            .raw_symbol(raw_symbol)
            .underlying(underlying)
            .quote_currency(quote_currency)
            .settlement_currency(settlement_currency)
            .is_inverse(is_inverse)
            .strategy_type(Ustr::from(spread_type_literal(definition.sprd_type)))
            .activation_ns(activation_ns)
            .expiration_ns(expiration_ns)
            .price_precision(price_increment.precision)
            .size_precision(size_increment.precision)
            .price_increment(price_increment)
            .size_increment(size_increment)
            .lot_size(size_increment)
            .maybe_min_quantity(min_quantity)
            .maybe_margin_init(margin_init)
            .maybe_margin_maint(margin_maint)
            .maybe_maker_fee(maker_fee)
            .maybe_taker_fee(taker_fee)
            .maybe_info(info)
            .ts_event(ts_event)
            .ts_init(ts_init)
            .build()
            .unwrap();

        return Ok(InstrumentAny::CryptoOptionSpread(instrument));
    }

    let instrument = CryptoFuturesSpread::builder()
        .instrument_id(instrument_id)
        .raw_symbol(raw_symbol)
        .underlying(underlying)
        .quote_currency(quote_currency)
        .settlement_currency(settlement_currency)
        .is_inverse(is_inverse)
        .strategy_type(Ustr::from(spread_type_literal(definition.sprd_type)))
        .activation_ns(activation_ns)
        .expiration_ns(expiration_ns)
        .price_precision(price_increment.precision)
        .size_precision(size_increment.precision)
        .price_increment(price_increment)
        .size_increment(size_increment)
        .lot_size(size_increment)
        .maybe_min_quantity(min_quantity)
        .maybe_margin_init(margin_init)
        .maybe_margin_maint(margin_maint)
        .maybe_maker_fee(maker_fee)
        .maybe_taker_fee(taker_fee)
        .maybe_info(info)
        .ts_event(ts_event)
        .ts_init(ts_init)
        .build()
        .unwrap();

    Ok(InstrumentAny::CryptoFuturesSpread(instrument))
}

fn spread_has_option_leg(definition: &OKXSpread) -> bool {
    definition.legs.iter().any(|leg| {
        okx_instrument_type_from_symbol(leg.inst_id.as_str()) == OKXInstrumentType::Option
    })
}

fn spread_settlement_currency(
    definition: &OKXSpread,
    underlying: Currency,
    quote_currency: Currency,
) -> Currency {
    match definition.sprd_type {
        OKXSpreadType::Inverse => underlying,
        OKXSpreadType::Linear | OKXSpreadType::Hybrid | OKXSpreadType::Unknown => quote_currency,
    }
}

fn build_spread_info(definition: &OKXSpread) -> Params {
    let mut info = Params::new();
    info.insert(
        "okx_sprd_id".to_string(),
        serde_json::json!(definition.sprd_id),
    );
    info.insert(
        "okx_sprd_type".to_string(),
        serde_json::json!(spread_type_literal(definition.sprd_type)),
    );
    info.insert(
        "okx_spread_state".to_string(),
        serde_json::json!(spread_state_literal(definition.state)),
    );
    info.insert(
        "okx_base_ccy".to_string(),
        serde_json::json!(definition.base_ccy),
    );
    info.insert(
        "okx_sz_ccy".to_string(),
        serde_json::json!(definition.sz_ccy),
    );
    info.insert(
        "okx_quote_ccy".to_string(),
        serde_json::json!(definition.quote_ccy),
    );
    info.insert(
        "okx_list_time".to_string(),
        serde_json::json!(definition.list_time),
    );
    info.insert(
        "okx_exp_time".to_string(),
        serde_json::json!(definition.exp_time),
    );
    info.insert(
        "okx_u_time".to_string(),
        serde_json::json!(definition.u_time),
    );

    let legs = definition
        .legs
        .iter()
        .map(|leg| {
            let leg_id = parse_instrument_id(leg.inst_id);
            serde_json::json!({
                "inst_id": leg.inst_id,
                "instrument_id": leg_id.to_string(),
                "side": side_literal(leg.side),
                "ratio": leg_ratio(leg.side),
            })
        })
        .collect::<Vec<_>>();
    info.insert("okx_spread_legs".to_string(), serde_json::json!(legs));

    info
}

fn spread_type_literal(spread_type: OKXSpreadType) -> &'static str {
    match spread_type {
        OKXSpreadType::Linear => "linear",
        OKXSpreadType::Inverse => "inverse",
        OKXSpreadType::Hybrid => "hybrid",
        OKXSpreadType::Unknown => "unknown",
    }
}

fn spread_state_literal(state: OKXSpreadState) -> &'static str {
    match state {
        OKXSpreadState::Live => "live",
        OKXSpreadState::Suspend => "suspend",
        OKXSpreadState::Expired => "expired",
        OKXSpreadState::Unknown => "unknown",
    }
}

fn side_literal(side: OKXSide) -> &'static str {
    match side {
        OKXSide::Buy => "buy",
        OKXSide::Sell => "sell",
    }
}

fn leg_ratio(side: OKXSide) -> i8 {
    match side {
        OKXSide::Buy => 1,
        OKXSide::Sell => -1,
    }
}

/// Common parsed instrument data extracted from OKX definitions.
#[derive(Debug)]
struct CommonInstrumentData {
    instrument_id: InstrumentId,
    raw_symbol: Symbol,
    price_increment: Price,
    size_increment: Quantity,
    lot_size: Option<Quantity>,
    max_quantity: Option<Quantity>,
    min_quantity: Option<Quantity>,
    max_notional: Option<Money>,
    min_notional: Option<Money>,
    max_price: Option<Price>,
    min_price: Option<Price>,
}

/// Margin and fee configuration for an instrument.
struct MarginAndFees {
    margin_init: Option<Decimal>,
    margin_maint: Option<Decimal>,
    maker_fee: Option<Decimal>,
    taker_fee: Option<Decimal>,
}

/// Parses the multiplier as the product of `ct_mult` and `ct_val`.
///
/// For SPOT instruments where both fields are empty, returns None.
/// For derivatives, multiplies the two fields to get the final multiplier.
fn parse_multiplier_product(definition: &OKXInstrument) -> anyhow::Result<Option<Quantity>> {
    if definition.ct_mult.is_empty() && definition.ct_val.is_empty() {
        return Ok(None);
    }

    let mult_value = if definition.ct_mult.is_empty() {
        Decimal::ONE
    } else {
        Decimal::from_str(&definition.ct_mult).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse `ct_mult` '{}' for {}: {e}",
                definition.ct_mult,
                definition.inst_id
            )
        })?
    };

    let val_value = if definition.ct_val.is_empty() {
        Decimal::ONE
    } else {
        Decimal::from_str(&definition.ct_val).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse `ct_val` '{}' for {}: {e}",
                definition.ct_val,
                definition.inst_id
            )
        })?
    };

    let product = mult_value * val_value;
    Ok(Some(Quantity::from(product.to_string())))
}

/// Trait for instrument-specific parsing logic.
trait InstrumentParser {
    /// Parses instrument-specific fields and creates the final instrument.
    fn parse_specific_fields(
        &self,
        definition: &OKXInstrument,
        common: CommonInstrumentData,
        margin_fees: MarginAndFees,
        ts_init: UnixNanos,
    ) -> anyhow::Result<InstrumentAny>;
}

/// Extracts common fields shared across all instrument types.
fn parse_common_instrument_data(
    definition: &OKXInstrument,
) -> anyhow::Result<CommonInstrumentData> {
    let instrument_id = parse_instrument_id(definition.inst_id);
    let raw_symbol = Symbol::from_ustr_unchecked(definition.inst_id);

    if definition.tick_sz.is_empty() {
        anyhow::bail!("`tick_sz` is empty for {}", definition.inst_id);
    }

    let price_increment = Price::from_str(&definition.tick_sz).map_err(|e| {
        anyhow::anyhow!(
            "Failed to parse `tick_sz` '{}' into Price for {}: {e}",
            definition.tick_sz,
            definition.inst_id,
        )
    })?;

    if definition.lot_sz.is_empty() {
        anyhow::bail!("`lot_sz` is empty for {}", definition.inst_id);
    }

    let size_increment = Quantity::from_str(&definition.lot_sz).map_err(|e| {
        anyhow::anyhow!(
            "Failed to parse `lot_sz` '{}' for {}: {e}",
            definition.lot_sz,
            definition.inst_id,
        )
    })?;
    let lot_size = Some(size_increment);
    let max_quantity = if definition.max_mkt_sz.is_empty() {
        None
    } else {
        Some(Quantity::from_str(&definition.max_mkt_sz).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse `max_mkt_sz` '{}' for {}: {e}",
                definition.max_mkt_sz,
                definition.inst_id,
            )
        })?)
    };
    let min_quantity = if definition.min_sz.is_empty() {
        None
    } else {
        Some(Quantity::from_str(&definition.min_sz).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse `min_sz` '{}' for {}: {e}",
                definition.min_sz,
                definition.inst_id,
            )
        })?)
    };
    let max_notional: Option<Money> = None;
    let min_notional: Option<Money> = None;
    let max_price = None; // TBD
    let min_price = None; // TBD

    Ok(CommonInstrumentData {
        instrument_id,
        raw_symbol,
        price_increment,
        size_increment,
        lot_size,
        max_quantity,
        min_quantity,
        max_notional,
        min_notional,
        max_price,
        min_price,
    })
}

/// Generic instrument parsing function that delegates to type-specific parsers.
fn parse_instrument_with_parser<P: InstrumentParser>(
    definition: &OKXInstrument,
    parser: &P,
    margin_init: Option<Decimal>,
    margin_maint: Option<Decimal>,
    maker_fee: Option<Decimal>,
    taker_fee: Option<Decimal>,
    ts_init: UnixNanos,
) -> anyhow::Result<InstrumentAny> {
    let common = parse_common_instrument_data(definition)?;
    parser.parse_specific_fields(
        definition,
        common,
        MarginAndFees {
            margin_init,
            margin_maint,
            maker_fee,
            taker_fee,
        },
        ts_init,
    )
}

/// Parser for spot trading pairs (`CurrencyPair`).
struct SpotInstrumentParser;

impl InstrumentParser for SpotInstrumentParser {
    fn parse_specific_fields(
        &self,
        definition: &OKXInstrument,
        common: CommonInstrumentData,
        margin_fees: MarginAndFees,
        ts_init: UnixNanos,
    ) -> anyhow::Result<InstrumentAny> {
        let context = format!("{} instrument {}", definition.inst_type, definition.inst_id);
        let base_currency =
            Currency::get_or_create_crypto_with_context(definition.base_ccy, Some(&context));
        let quote_currency =
            Currency::get_or_create_crypto_with_context(definition.quote_ccy, Some(&context));

        // Parse multiplier as product of ct_mult and ct_val
        let multiplier = parse_multiplier_product(definition)?;
        let info = build_price_limit_info(definition);

        let instrument = CurrencyPair::builder()
            .instrument_id(common.instrument_id)
            .raw_symbol(common.raw_symbol)
            .base_currency(base_currency)
            .quote_currency(quote_currency)
            .price_precision(common.price_increment.precision)
            .size_precision(common.size_increment.precision)
            .price_increment(common.price_increment)
            .size_increment(common.size_increment)
            .maybe_multiplier(multiplier)
            .maybe_lot_size(common.lot_size)
            .maybe_max_quantity(common.max_quantity)
            .maybe_min_quantity(common.min_quantity)
            .maybe_max_notional(common.max_notional)
            .maybe_min_notional(common.min_notional)
            .maybe_max_price(common.max_price)
            .maybe_min_price(common.min_price)
            .maybe_margin_init(margin_fees.margin_init)
            .maybe_margin_maint(margin_fees.margin_maint)
            .maybe_maker_fee(margin_fees.maker_fee)
            .maybe_taker_fee(margin_fees.taker_fee)
            .maybe_info(info)
            .ts_event(ts_init)
            .ts_init(ts_init)
            .build()
            .unwrap();

        Ok(InstrumentAny::CurrencyPair(instrument))
    }
}

/// Parses an OKX spot instrument definition into a Nautilus currency pair.
///
/// # Errors
///
/// Returns an error if the instrument definition cannot be parsed.
pub fn parse_spot_instrument(
    definition: &OKXInstrument,
    margin_init: Option<Decimal>,
    margin_maint: Option<Decimal>,
    maker_fee: Option<Decimal>,
    taker_fee: Option<Decimal>,
    ts_init: UnixNanos,
) -> anyhow::Result<InstrumentAny> {
    parse_instrument_with_parser(
        definition,
        &SpotInstrumentParser,
        margin_init,
        margin_maint,
        maker_fee,
        taker_fee,
        ts_init,
    )
}

/// Validates that the underlying field is not empty for derivative instruments.
///
/// # Errors
///
/// Returns an error if the underlying field is empty, which typically indicates
/// a pre-open or misconfigured instrument.
fn validate_underlying(inst_id: Ustr, uly: Ustr) -> anyhow::Result<()> {
    if uly.is_empty() {
        anyhow::bail!(
            "Empty underlying for {inst_id}: instrument may be pre-open or misconfigured"
        );
    }
    Ok(())
}

/// Parses an OKX swap instrument definition into a Nautilus crypto perpetual.
///
/// # Errors
///
/// Returns an error if the instrument definition cannot be parsed.
///
/// # Panics
///
/// Panics if the constructed instrument fails validation.
pub fn parse_swap_instrument(
    definition: &OKXInstrument,
    margin_init: Option<Decimal>,
    margin_maint: Option<Decimal>,
    maker_fee: Option<Decimal>,
    taker_fee: Option<Decimal>,
    ts_init: UnixNanos,
) -> anyhow::Result<InstrumentAny> {
    validate_underlying(definition.inst_id, definition.uly)?;

    let context = format!("SWAP instrument {}", definition.inst_id);
    let (base_currency, quote_currency) = definition.uly.split_once('-').ok_or_else(|| {
        anyhow::anyhow!(
            "Invalid underlying '{}' for {}: expected format 'BASE-QUOTE'",
            definition.uly,
            definition.inst_id
        )
    })?;

    let instrument_id = parse_instrument_id(definition.inst_id);
    let raw_symbol = Symbol::from_ustr_unchecked(definition.inst_id);
    let base_currency = Currency::get_or_create_crypto_with_context(base_currency, Some(&context));
    let quote_currency =
        Currency::get_or_create_crypto_with_context(quote_currency, Some(&context));
    let settlement_currency =
        Currency::get_or_create_crypto_with_context(definition.settle_ccy, Some(&context));
    let is_inverse = match definition.ct_type {
        OKXContractType::Linear => false,
        OKXContractType::Inverse => true,
        OKXContractType::None => {
            anyhow::bail!(
                "Invalid contract type '{}' for {}: expected 'linear' or 'inverse'",
                definition.ct_type,
                definition.inst_id
            )
        }
    };

    if definition.tick_sz.is_empty() {
        anyhow::bail!("`tick_sz` is empty for {}", definition.inst_id);
    }

    let price_increment = Price::from_str(&definition.tick_sz).map_err(|e| {
        anyhow::anyhow!(
            "Failed to parse `tick_sz` '{}' into Price for {}: {e}",
            definition.tick_sz,
            definition.inst_id
        )
    })?;

    if definition.lot_sz.is_empty() {
        anyhow::bail!("`lot_sz` is empty for {}", definition.inst_id);
    }
    let size_increment = Quantity::from_str(&definition.lot_sz).map_err(|e| {
        anyhow::anyhow!(
            "Failed to parse `lot_sz` '{}' for {}: {e}",
            definition.lot_sz,
            definition.inst_id
        )
    })?;
    let multiplier = parse_multiplier_product(definition)?;
    let lot_size = Some(size_increment);
    let max_quantity = if definition.max_mkt_sz.is_empty() {
        None
    } else {
        Some(Quantity::from_str(&definition.max_mkt_sz).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse `max_mkt_sz` '{}' for {}: {e}",
                definition.max_mkt_sz,
                definition.inst_id
            )
        })?)
    };
    let min_quantity = if definition.min_sz.is_empty() {
        None
    } else {
        Some(Quantity::from_str(&definition.min_sz).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse `min_sz` '{}' for {}: {e}",
                definition.min_sz,
                definition.inst_id
            )
        })?)
    };
    let max_notional: Option<Money> = None;
    let min_notional: Option<Money> = None;
    let max_price = None; // TBD
    let min_price = None; // TBD
    let info = build_price_limit_info(definition);

    let instrument = CryptoPerpetual::builder()
        .instrument_id(instrument_id)
        .raw_symbol(raw_symbol)
        .base_currency(base_currency)
        .quote_currency(quote_currency)
        .settlement_currency(settlement_currency)
        .is_inverse(is_inverse)
        .price_precision(price_increment.precision)
        .size_precision(size_increment.precision)
        .price_increment(price_increment)
        .size_increment(size_increment)
        .maybe_multiplier(multiplier)
        .maybe_lot_size(lot_size)
        .maybe_max_quantity(max_quantity)
        .maybe_min_quantity(min_quantity)
        .maybe_max_notional(max_notional)
        .maybe_min_notional(min_notional)
        .maybe_max_price(max_price)
        .maybe_min_price(min_price)
        .maybe_margin_init(margin_init)
        .maybe_margin_maint(margin_maint)
        .maybe_maker_fee(maker_fee)
        .maybe_taker_fee(taker_fee)
        .maybe_info(info)
        // No ts_event for response
        .ts_event(ts_init)
        .ts_init(ts_init)
        .build()
        .unwrap();

    Ok(InstrumentAny::CryptoPerpetual(instrument))
}

/// Parses an OKX futures instrument definition into a Nautilus crypto future.
///
/// # Errors
///
/// Returns an error if the instrument definition cannot be parsed.
///
/// # Panics
///
/// Panics if the constructed instrument fails validation.
pub fn parse_futures_instrument(
    definition: &OKXInstrument,
    margin_init: Option<Decimal>,
    margin_maint: Option<Decimal>,
    maker_fee: Option<Decimal>,
    taker_fee: Option<Decimal>,
    ts_init: UnixNanos,
) -> anyhow::Result<InstrumentAny> {
    validate_underlying(definition.inst_id, definition.uly)?;

    let context = format!("FUTURES instrument {}", definition.inst_id);
    let (_, quote_currency) = definition.uly.split_once('-').ok_or_else(|| {
        anyhow::anyhow!(
            "Invalid underlying '{}' for {}: expected format 'BASE-QUOTE'",
            definition.uly,
            definition.inst_id
        )
    })?;

    let instrument_id = parse_instrument_id(definition.inst_id);
    let raw_symbol = Symbol::from_ustr_unchecked(definition.inst_id);
    let underlying = Currency::get_or_create_crypto_with_context(definition.uly, Some(&context));
    let quote_currency =
        Currency::get_or_create_crypto_with_context(quote_currency, Some(&context));
    let settlement_currency =
        Currency::get_or_create_crypto_with_context(definition.settle_ccy, Some(&context));
    let is_inverse = match definition.ct_type {
        OKXContractType::Linear => false,
        OKXContractType::Inverse => true,
        OKXContractType::None => {
            anyhow::bail!(
                "Invalid contract type '{}' for {}: expected 'linear' or 'inverse'",
                definition.ct_type,
                definition.inst_id
            )
        }
    };
    let listing_time = definition
        .list_time
        .ok_or_else(|| anyhow::anyhow!("`list_time` is required for {}", definition.inst_id))?;
    let expiry_time = definition
        .exp_time
        .ok_or_else(|| anyhow::anyhow!("`exp_time` is required for {}", definition.inst_id))?;
    let activation_ns = parse_millisecond_timestamp(listing_time);
    let expiration_ns = parse_millisecond_timestamp(expiry_time);

    if definition.tick_sz.is_empty() {
        anyhow::bail!("`tick_sz` is empty for {}", definition.inst_id);
    }

    let price_increment = Price::from_str(&definition.tick_sz).map_err(|e| {
        anyhow::anyhow!(
            "Failed to parse `tick_sz` '{}' for {}: {e}",
            definition.tick_sz,
            definition.inst_id
        )
    })?;

    if definition.lot_sz.is_empty() {
        anyhow::bail!("`lot_sz` is empty for {}", definition.inst_id);
    }
    let size_increment = Quantity::from_str(&definition.lot_sz).map_err(|e| {
        anyhow::anyhow!(
            "Failed to parse `lot_sz` '{}' for {}: {e}",
            definition.lot_sz,
            definition.inst_id
        )
    })?;
    let multiplier = parse_multiplier_product(definition)?;
    let lot_size = Some(size_increment);
    let max_quantity = if definition.max_mkt_sz.is_empty() {
        None
    } else {
        Some(Quantity::from_str(&definition.max_mkt_sz).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse `max_mkt_sz` '{}' for {}: {e}",
                definition.max_mkt_sz,
                definition.inst_id
            )
        })?)
    };
    let min_quantity = if definition.min_sz.is_empty() {
        None
    } else {
        Some(Quantity::from_str(&definition.min_sz).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse `min_sz` '{}' for {}: {e}",
                definition.min_sz,
                definition.inst_id
            )
        })?)
    };
    let max_notional: Option<Money> = None;
    let min_notional: Option<Money> = None;
    let max_price = None; // TBD
    let min_price = None; // TBD

    let info = build_futures_info(definition);

    let instrument = CryptoFuture::builder()
        .instrument_id(instrument_id)
        .raw_symbol(raw_symbol)
        .underlying(underlying)
        .quote_currency(quote_currency)
        .settlement_currency(settlement_currency)
        .is_inverse(is_inverse)
        .activation_ns(activation_ns)
        .expiration_ns(expiration_ns)
        .price_precision(price_increment.precision)
        .size_precision(size_increment.precision)
        .price_increment(price_increment)
        .size_increment(size_increment)
        .maybe_multiplier(multiplier)
        .maybe_lot_size(lot_size)
        .maybe_max_quantity(max_quantity)
        .maybe_min_quantity(min_quantity)
        .maybe_max_notional(max_notional)
        .maybe_min_notional(min_notional)
        .maybe_max_price(max_price)
        .maybe_min_price(min_price)
        .maybe_margin_init(margin_init)
        .maybe_margin_maint(margin_maint)
        .maybe_maker_fee(maker_fee)
        .maybe_taker_fee(taker_fee)
        .maybe_info(info)
        // No ts_event for response
        .ts_event(ts_init)
        .ts_init(ts_init)
        .build()
        .unwrap();

    Ok(InstrumentAny::CryptoFuture(instrument))
}

/// Returns `true` if the futures `rule_type` identifies an OKX X-Perp
/// (expiring perpetual). X-Perps trade like perpetual swaps but expire on
/// a fixed date, so they should be carried as `CryptoFuture` instruments
/// while still supporting funding-rate flows.
#[must_use]
pub fn is_xperp_rule_type(rule_type: &str) -> bool {
    rule_type.eq_ignore_ascii_case("xperp")
}

fn build_futures_info(definition: &OKXInstrument) -> Option<Params> {
    let mut info = build_price_limit_info(definition).unwrap_or_default();

    if !definition.rule_type.is_empty() {
        info.insert(
            "rule_type".to_string(),
            serde_json::Value::String(definition.rule_type.clone()),
        );
    }

    (!info.is_empty()).then_some(info)
}

fn build_price_limit_info(definition: &OKXInstrument) -> Option<Params> {
    let mut info = Params::new();

    insert_non_empty_info(
        &mut info,
        "okx_init_px_lmt_pct",
        &definition.init_px_lmt_pct,
    );
    insert_non_empty_info(
        &mut info,
        "okx_float_px_lmt_pct",
        &definition.float_px_lmt_pct,
    );
    insert_non_empty_info(&mut info, "okx_max_px_lmt_pct", &definition.max_px_lmt_pct);
    if let Some(rpi_min_level) = definition.rpi_min_level {
        info.insert(
            "okx_rpi_min_level".to_string(),
            serde_json::Value::from(rpi_min_level),
        );
    }

    if let Some(rpi_min_px_band) = definition.rpi_min_px_band {
        info.insert(
            "okx_rpi_min_px_band".to_string(),
            serde_json::Value::String(rpi_min_px_band.to_string()),
        );
    }

    if !definition.trade_quote_ccy_list.is_empty() {
        info.insert(
            "okx_trade_quote_ccy_list".to_string(),
            serde_json::json!(
                definition
                    .trade_quote_ccy_list
                    .iter()
                    .map(Ustr::as_str)
                    .collect::<Vec<_>>()
            ),
        );
    }

    (!info.is_empty()).then_some(info)
}

fn insert_non_empty_info(info: &mut Params, key: &str, value: &str) {
    if !value.is_empty() {
        info.insert(
            key.to_string(),
            serde_json::Value::String(value.to_string()),
        );
    }
}

/// Parses an OKX option instrument definition into a Nautilus option contract.
///
/// # Errors
///
/// Returns an error if the instrument definition cannot be parsed.
///
/// # Panics
///
/// Panics if the constructed instrument fails validation.
pub fn parse_option_instrument(
    definition: &OKXInstrument,
    margin_init: Option<Decimal>,
    margin_maint: Option<Decimal>,
    maker_fee: Option<Decimal>,
    taker_fee: Option<Decimal>,
    ts_init: UnixNanos,
) -> anyhow::Result<InstrumentAny> {
    validate_underlying(definition.inst_id, definition.uly)?;

    let context = format!("OPTION instrument {}", definition.inst_id);
    let (underlying_str, quote_ccy_str) = definition.uly.split_once('-').ok_or_else(|| {
        anyhow::anyhow!(
            "Invalid underlying '{}' for {}: expected format 'BASE-QUOTE'",
            definition.uly,
            definition.inst_id
        )
    })?;

    let instrument_id = parse_instrument_id(definition.inst_id);
    let raw_symbol = Symbol::from_ustr_unchecked(definition.inst_id);
    let underlying = Currency::get_or_create_crypto_with_context(underlying_str, Some(&context));
    let option_kind: OptionKind = OptionKind::try_from(definition.opt_type).map_err(|kind| {
        anyhow::anyhow!(
            "Unsupported `optType` '{kind:?}' for {}: cannot map to Nautilus OptionKind",
            definition.inst_id
        )
    })?;
    let strike_price = Price::from_str(&definition.stk).map_err(|e| {
        anyhow::anyhow!(
            "Failed to parse `stk` '{}' for {}: {e}",
            definition.stk,
            definition.inst_id
        )
    })?;
    let quote_currency = Currency::get_or_create_crypto_with_context(quote_ccy_str, Some(&context));
    let settlement_currency =
        Currency::get_or_create_crypto_with_context(definition.settle_ccy, Some(&context));

    let is_inverse = if definition.ct_type == OKXContractType::None {
        settlement_currency == underlying
    } else {
        matches!(definition.ct_type, OKXContractType::Inverse)
    };

    let listing_time = definition
        .list_time
        .ok_or_else(|| anyhow::anyhow!("`list_time` is required for {}", definition.inst_id))?;
    let expiry_time = definition
        .exp_time
        .ok_or_else(|| anyhow::anyhow!("`exp_time` is required for {}", definition.inst_id))?;
    let activation_ns = parse_millisecond_timestamp(listing_time);
    let expiration_ns = parse_millisecond_timestamp(expiry_time);

    if definition.tick_sz.is_empty() {
        anyhow::bail!("`tick_sz` is empty for {}", definition.inst_id);
    }

    let price_increment = Price::from_str(&definition.tick_sz).map_err(|e| {
        anyhow::anyhow!(
            "Failed to parse `tick_sz` '{}' for {}: {e}",
            definition.tick_sz,
            definition.inst_id
        )
    })?;

    if definition.lot_sz.is_empty() {
        anyhow::bail!("`lot_sz` is empty for {}", definition.inst_id);
    }
    let size_increment = Quantity::from_str(&definition.lot_sz).map_err(|e| {
        anyhow::anyhow!(
            "Failed to parse `lot_sz` '{}' for {}: {e}",
            definition.lot_sz,
            definition.inst_id
        )
    })?;
    let multiplier = parse_multiplier_product(definition)?;
    let lot_size = size_increment;
    let max_quantity = if definition.max_mkt_sz.is_empty() {
        None
    } else {
        Some(Quantity::from_str(&definition.max_mkt_sz).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse `max_mkt_sz` '{}' for {}: {e}",
                definition.max_mkt_sz,
                definition.inst_id
            )
        })?)
    };
    let min_quantity = if definition.min_sz.is_empty() {
        None
    } else {
        Some(Quantity::from_str(&definition.min_sz).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse `min_sz` '{}' for {}: {e}",
                definition.min_sz,
                definition.inst_id
            )
        })?)
    };
    let max_notional = None;
    let min_notional = None;
    let max_price = None;
    let min_price = None;

    let instrument = CryptoOption::builder()
        .instrument_id(instrument_id)
        .raw_symbol(raw_symbol)
        .underlying(underlying)
        .quote_currency(quote_currency)
        .settlement_currency(settlement_currency)
        .is_inverse(is_inverse)
        .option_kind(option_kind)
        .strike_price(strike_price)
        .activation_ns(activation_ns)
        .expiration_ns(expiration_ns)
        .price_precision(price_increment.precision)
        .size_precision(size_increment.precision)
        .price_increment(price_increment)
        .size_increment(size_increment)
        .maybe_multiplier(multiplier)
        .lot_size(lot_size)
        .maybe_max_quantity(max_quantity)
        .maybe_min_quantity(min_quantity)
        .maybe_max_notional(max_notional)
        .maybe_min_notional(min_notional)
        .maybe_max_price(max_price)
        .maybe_min_price(min_price)
        .maybe_margin_init(margin_init)
        .maybe_margin_maint(margin_maint)
        .maybe_maker_fee(maker_fee)
        .maybe_taker_fee(taker_fee)
        .ts_event(ts_init)
        .ts_init(ts_init)
        .build()
        .unwrap();

    Ok(InstrumentAny::CryptoOption(instrument))
}

fn okx_inst_category_to_asset_class(category: Option<OKXInstrumentCategory>) -> AssetClass {
    match category {
        Some(OKXInstrumentCategory::Crypto) => AssetClass::Cryptocurrency,
        Some(OKXInstrumentCategory::Equity) => AssetClass::Equity,
        Some(OKXInstrumentCategory::Commodity) => AssetClass::Commodity,
        Some(OKXInstrumentCategory::Fx) => AssetClass::FX,
        Some(OKXInstrumentCategory::Debt) => AssetClass::Debt,
        Some(OKXInstrumentCategory::Unknown) | None => AssetClass::Alternative,
    }
}

fn parse_event_contract_currency(definition: &OKXInstrument) -> anyhow::Result<Currency> {
    let context = format!("EVENTS instrument {}", definition.inst_id);
    let currency = if !definition.settle_ccy.is_empty() {
        definition.settle_ccy
    } else if !definition.quote_ccy.is_empty() {
        definition.quote_ccy
    } else {
        anyhow::bail!(
            "`settle_ccy` or `quote_ccy` is required for EVENTS instrument {}",
            definition.inst_id
        );
    };

    Ok(Currency::get_or_create_crypto_with_context(
        currency,
        Some(&context),
    ))
}

fn build_event_contract_info(definition: &OKXInstrument) -> anyhow::Result<Params> {
    let mut map = serde_json::Map::new();

    if let Some(series_id) = definition.series_id {
        map.insert(
            "series_id".to_string(),
            serde_json::Value::String(series_id.to_string()),
        );
    }

    if let Some(inst_category) = definition.inst_category {
        let code = inst_category.as_ref();
        if !code.is_empty() {
            map.insert(
                "inst_category".to_string(),
                serde_json::Value::String(code.to_string()),
            );
        }
    }

    if let Some(inst_id_code) = definition.inst_id_code {
        map.insert(
            "inst_id_code".to_string(),
            serde_json::Value::Number(inst_id_code.into()),
        );
    }

    map.insert(
        "state".to_string(),
        serde_json::Value::String(definition.state.to_string()),
    );
    map.insert(
        "rule_type".to_string(),
        serde_json::Value::String(definition.rule_type.clone()),
    );

    Ok(serde_json::from_value(serde_json::Value::Object(map))?)
}

/// Parses an OKX event contract instrument definition into a Nautilus binary option.
///
/// # Errors
///
/// Returns an error if the instrument definition cannot be parsed.
pub fn parse_event_contract_instrument(
    definition: &OKXInstrument,
    margin_init: Option<Decimal>,
    margin_maint: Option<Decimal>,
    maker_fee: Option<Decimal>,
    taker_fee: Option<Decimal>,
    ts_init: UnixNanos,
) -> anyhow::Result<InstrumentAny> {
    let common = parse_common_instrument_data(definition)?;
    let currency = parse_event_contract_currency(definition)?;

    let activation_ns = definition
        .list_time
        .map(parse_millisecond_timestamp)
        .unwrap_or_default();
    let expiration_ns = definition
        .exp_time
        .map(parse_millisecond_timestamp)
        .unwrap_or_default();
    let asset_class = okx_inst_category_to_asset_class(definition.inst_category);
    let info = build_event_contract_info(definition)?;

    let instrument = BinaryOption::builder()
        .instrument_id(common.instrument_id)
        .raw_symbol(common.raw_symbol)
        .asset_class(asset_class)
        .currency(currency)
        .activation_ns(activation_ns)
        .expiration_ns(expiration_ns)
        .price_precision(common.price_increment.precision)
        .size_precision(common.size_increment.precision)
        .price_increment(common.price_increment)
        .size_increment(common.size_increment)
        .maybe_description(definition.series_id)
        .maybe_max_quantity(common.max_quantity)
        .maybe_min_quantity(common.min_quantity)
        .maybe_max_notional(common.max_notional)
        .maybe_min_notional(common.min_notional)
        .max_price(Price::from("1"))
        .min_price(Price::from("0"))
        .maybe_margin_init(margin_init)
        .maybe_margin_maint(margin_maint)
        .maybe_maker_fee(maker_fee)
        .maybe_taker_fee(taker_fee)
        .info(info)
        .ts_event(ts_init)
        .ts_init(ts_init)
        .build()?;

    Ok(InstrumentAny::BinaryOption(instrument))
}

/// Parses an OKX account into a Nautilus account state.
fn parse_balance_field(value_str: &str, field_name: &str, ccy_str: &str) -> Option<Decimal> {
    match Decimal::from_str(value_str) {
        Ok(decimal) => Some(decimal),
        Err(e) => {
            log::warn!(
                "Skipping balance detail for {ccy_str} with invalid {field_name} '{value_str}': {e}"
            );
            None
        }
    }
}

/// Parses an OKX balance snapshot into a Nautilus [`AccountState`].
///
/// Pass the execution client's configured account type: the OKX balance payload carries no
/// account-mode field, and the emitted type decides which account the engine materializes for
/// this venue.
///
/// # Errors
///
/// Returns an error if the data cannot be parsed.
pub fn parse_account_state(
    okx_account: &OKXAccount,
    account_id: AccountId,
    account_type: AccountType,
    ts_init: UnixNanos,
) -> anyhow::Result<AccountState> {
    let mut balances = Vec::new();

    for b in &okx_account.details {
        // Skip balances with empty or whitespace-only currency codes
        let ccy_str = b.ccy.trim();
        if ccy_str.is_empty() {
            log::debug!("Skipping balance detail with empty currency code | raw_data={b:?}");
            continue;
        }

        // Get or create currency (consistent with instrument parsing)
        let currency = Currency::get_or_create_crypto_with_context(ccy_str, Some("balance detail"));

        // Parse balance values, skip if invalid
        let Some(total) = parse_balance_field(&b.cash_bal, "cash_bal", ccy_str) else {
            continue;
        };

        let Some(free) = parse_balance_field(&b.avail_bal, "avail_bal", ccy_str) else {
            continue;
        };

        match AccountBalance::from_total_and_free(total, free, currency) {
            Ok(balance) => balances.push(balance),
            Err(e) => {
                log::warn!("Skipping balance detail for {ccy_str} with invalid total/free: {e}");
            }
        }
    }

    // Ensure at least one balance exists (Nautilus requires non-empty balances)
    // OKX may return empty details for certain account configurations
    if balances.is_empty() {
        let zero_currency = Currency::USD();
        let zero_money = Money::new(0.0, zero_currency);
        let zero_balance = AccountBalance::new(zero_money, zero_money, zero_money);
        balances.push(zero_balance);
    }

    let mut margins = Vec::new();

    // OKX reports aggregate cross-margin requirements (`imr` / `mmr`) in USD terms;
    // emit as an account-wide margin entry keyed by USD.
    if !okx_account.imr.is_empty() && !okx_account.mmr.is_empty() {
        match (
            Decimal::from_str(&okx_account.imr),
            Decimal::from_str(&okx_account.mmr),
        ) {
            (Ok(imr_dec), Ok(mmr_dec)) => {
                if !imr_dec.is_zero() || !mmr_dec.is_zero() {
                    let margin_currency = Currency::USD();

                    let initial_margin = Money::from_decimal(imr_dec, margin_currency)
                        .unwrap_or_else(|e| {
                            log::error!("Failed to create initial margin: {e}");
                            Money::zero(margin_currency)
                        });
                    let maintenance_margin = Money::from_decimal(mmr_dec, margin_currency)
                        .unwrap_or_else(|e| {
                            log::error!("Failed to create maintenance margin: {e}");
                            Money::zero(margin_currency)
                        });

                    margins.push(MarginBalance::new(initial_margin, maintenance_margin, None));
                }
            }
            (Err(e1), _) => {
                log::warn!(
                    "Failed to parse initial margin requirement '{}': {}",
                    okx_account.imr,
                    e1
                );
            }
            (_, Err(e2)) => {
                log::warn!(
                    "Failed to parse maintenance margin requirement '{}': {}",
                    okx_account.mmr,
                    e2
                );
            }
        }
    }

    let is_reported = true;
    let event_id = UUID4::new();
    let ts_event = parse_millisecond_timestamp(okx_account.u_time);

    Ok(AccountState::new(
        account_id,
        account_type,
        balances,
        margins,
        is_reported,
        event_id,
        ts_event,
        ts_init,
        None,
    ))
}

/// Converts an optional `UnixNanos` to an optional `Timestamp`.
pub fn nanos_to_datetime(value: Option<UnixNanos>) -> Option<jiff::Timestamp> {
    value.map(|nanos| nanos.to_datetime_utc())
}

#[cfg(test)]
mod tests {
    use nautilus_model::{enums::OrderSide, identifiers::PositionId, instruments::Instrument};
    use rstest::rstest;
    use rust_decimal_macros::dec;

    use super::*;
    use crate::{
        OKXPositionSide,
        common::{enums::OKXMarginMode, testing::load_test_json},
        http::{
            client::OKXResponse,
            models::{
                OKXAccount, OKXBalanceDetail, OKXCandlestick, OKXIndexTicker, OKXMarkPrice,
                OKXOrderHistory, OKXPlaceOrderResponse, OKXPosition, OKXPositionHistory,
                OKXPositionTier, OKXSpread, OKXTrade, OKXTransactionDetail,
            },
        },
    };

    #[rstest]
    fn test_parse_fee_currency_with_zero_fee_empty_string() {
        let result = parse_fee_currency("", Decimal::ZERO, || "test context".to_string());
        assert_eq!(result, Currency::USDT());
    }

    #[rstest]
    fn test_parse_fee_currency_with_zero_fee_valid_currency() {
        let result = parse_fee_currency("BTC", Decimal::ZERO, || "test context".to_string());
        assert_eq!(result, Currency::BTC());
    }

    #[rstest]
    fn test_parse_fee_currency_with_valid_currency() {
        let result = parse_fee_currency("BTC", dec!(0.001), || "test context".to_string());
        assert_eq!(result, Currency::BTC());
    }

    #[rstest]
    fn test_parse_fee_currency_with_empty_string_nonzero_fee() {
        let result = parse_fee_currency("", dec!(0.5), || "test context".to_string());
        assert_eq!(result, Currency::USDT());
    }

    #[rstest]
    fn test_parse_fee_currency_with_whitespace() {
        let result = parse_fee_currency("  ETH  ", dec!(0.002), || "test context".to_string());
        assert_eq!(result, Currency::ETH());
    }

    #[rstest]
    fn test_parse_fee_currency_with_unknown_code() {
        // Unknown currency code should create a new Currency (8 decimals, crypto)
        let result = parse_fee_currency("NEWTOKEN", dec!(0.5), || "test context".to_string());
        assert_eq!(result.code, "NEWTOKEN");
        assert_eq!(result.precision, 8);
    }

    #[rstest]
    fn test_parse_balance_field_valid() {
        let result = parse_balance_field("100.5", "test_field", "BTC");
        assert_eq!(result, Some(dec!(100.5)));
    }

    #[rstest]
    fn test_parse_balance_field_invalid_numeric() {
        let result = parse_balance_field("not_a_number", "test_field", "BTC");
        assert!(result.is_none());
    }

    #[rstest]
    fn test_parse_balance_field_empty() {
        let result = parse_balance_field("", "test_field", "BTC");
        assert!(result.is_none());
    }

    // Note: Tests for parse_account_state with edge cases (empty currency codes, invalid values)
    // are covered by the existing tests using test data files (e.g., http_get_account_balance.json)

    #[rstest]
    fn test_parse_trades() {
        let json_data = load_test_json("http_get_trades.json");
        let parsed: OKXResponse<OKXTrade> = serde_json::from_str(&json_data).unwrap();

        // Basic response envelope
        assert_eq!(parsed.code, "0");
        assert_eq!(parsed.msg, "");
        assert_eq!(parsed.data.len(), 2);

        // Inspect first record
        let trade0 = &parsed.data[0];
        assert_eq!(trade0.inst_id, "BTC-USDT");
        assert_eq!(trade0.px, "102537.9");
        assert_eq!(trade0.sz, "0.00013669");
        assert_eq!(trade0.side, OKXSide::Sell);
        assert_eq!(trade0.trade_id, "734864333");
        assert_eq!(trade0.ts, 1_747_087_163_557);
        assert_eq!(trade0.source.as_deref(), Some("1"));

        // Inspect second record
        let trade1 = &parsed.data[1];
        assert_eq!(trade1.inst_id, "BTC-USDT");
        assert_eq!(trade1.px, "102537.9");
        assert_eq!(trade1.sz, "0.0000125");
        assert_eq!(trade1.side, OKXSide::Buy);
        assert_eq!(trade1.trade_id, "734864332");
        assert_eq!(trade1.ts, 1_747_087_161_666);
        assert_eq!(trade1.source.as_deref(), Some("0"));
    }

    #[rstest]
    fn test_parse_candlesticks() {
        let json_data = load_test_json("http_get_candlesticks.json");
        let parsed: OKXResponse<OKXCandlestick> = serde_json::from_str(&json_data).unwrap();

        // Basic response envelope
        assert_eq!(parsed.code, "0");
        assert_eq!(parsed.msg, "");
        assert_eq!(parsed.data.len(), 2);

        let bar0 = &parsed.data[0];
        assert_eq!(bar0.0, "1625097600000");
        assert_eq!(bar0.1, "33528.6");
        assert_eq!(bar0.2, "33870.0");
        assert_eq!(bar0.3, "33528.6");
        assert_eq!(bar0.4, "33783.9");
        assert_eq!(bar0.5, "778.838");

        let bar1 = &parsed.data[1];
        assert_eq!(bar1.0, "1625097660000");
        assert_eq!(bar1.1, "33783.9");
        assert_eq!(bar1.2, "33783.9");
        assert_eq!(bar1.3, "33782.1");
        assert_eq!(bar1.4, "33782.1");
        assert_eq!(bar1.5, "0.123");
    }

    #[rstest]
    fn test_parse_candlesticks_full() {
        let json_data = load_test_json("http_get_candlesticks_full.json");
        let parsed: OKXResponse<OKXCandlestick> = serde_json::from_str(&json_data).unwrap();

        // Basic response envelope
        assert_eq!(parsed.code, "0");
        assert_eq!(parsed.msg, "");
        assert_eq!(parsed.data.len(), 2);

        // Inspect first record
        let bar0 = &parsed.data[0];
        assert_eq!(bar0.0, "1747094040000");
        assert_eq!(bar0.1, "102806.1");
        assert_eq!(bar0.2, "102820.4");
        assert_eq!(bar0.3, "102806.1");
        assert_eq!(bar0.4, "102820.4");
        assert_eq!(bar0.5, "1040.37");
        assert_eq!(bar0.6, "10.4037");
        assert_eq!(bar0.7, "1069603.34883");
        assert_eq!(bar0.8, "1");

        // Inspect second record
        let bar1 = &parsed.data[1];
        assert_eq!(bar1.0, "1747093980000");
        assert_eq!(bar1.5, "7164.04");
        assert_eq!(bar1.6, "71.6404");
        assert_eq!(bar1.7, "7364701.57952");
        assert_eq!(bar1.8, "1");
    }

    #[rstest]
    fn test_parse_mark_price() {
        let json_data = load_test_json("http_get_mark_price.json");
        let parsed: OKXResponse<OKXMarkPrice> = serde_json::from_str(&json_data).unwrap();

        // Basic response envelope
        assert_eq!(parsed.code, "0");
        assert_eq!(parsed.msg, "");
        assert_eq!(parsed.data.len(), 1);

        // Inspect first record
        let mark_price = &parsed.data[0];

        assert_eq!(mark_price.inst_id, "BTC-USDT-SWAP");
        assert_eq!(mark_price.mark_px, "84660.1");
        assert_eq!(mark_price.ts, 1_744_590_349_506);
    }

    #[rstest]
    fn test_parse_index_price() {
        let json_data = load_test_json("http_get_index_price.json");
        let parsed: OKXResponse<OKXIndexTicker> = serde_json::from_str(&json_data).unwrap();

        // Basic response envelope
        assert_eq!(parsed.code, "0");
        assert_eq!(parsed.msg, "");
        assert_eq!(parsed.data.len(), 1);

        // Inspect first record
        let index_price = &parsed.data[0];

        assert_eq!(index_price.inst_id, "BTC-USDT");
        assert_eq!(index_price.idx_px, "103895");
        assert_eq!(index_price.ts, 1_746_942_707_815);
    }

    #[rstest]
    fn test_parse_account() {
        let json_data = load_test_json("http_get_account_balance.json");
        let parsed: OKXResponse<OKXAccount> = serde_json::from_str(&json_data).unwrap();

        // Basic response envelope
        assert_eq!(parsed.code, "0");
        assert_eq!(parsed.msg, "");
        assert_eq!(parsed.data.len(), 1);

        // Inspect first record
        let account = &parsed.data[0];
        assert_eq!(account.adj_eq, "");
        assert_eq!(account.borrow_froz, "");
        assert_eq!(account.imr, "");
        assert_eq!(account.iso_eq, "5.4682385526666675");
        assert_eq!(account.mgn_ratio, "");
        assert_eq!(account.mmr, "");
        assert_eq!(account.notional_usd, "");
        assert_eq!(account.notional_usd_for_borrow, "");
        assert_eq!(account.notional_usd_for_futures, "");
        assert_eq!(account.notional_usd_for_option, "");
        assert_eq!(account.notional_usd_for_swap, "");
        assert_eq!(account.ord_froz, "");
        assert_eq!(account.total_eq, "99.88870288820581");
        assert_eq!(account.upl, "");
        assert_eq!(account.u_time, 1_744_499_648_556);
        assert_eq!(account.details.len(), 1);

        let detail = &account.details[0];
        assert_eq!(detail.ccy, "USDT");
        assert_eq!(detail.avail_bal, "94.42612990333333");
        assert_eq!(detail.avail_eq, "94.42612990333333");
        assert_eq!(detail.cash_bal, "94.42612990333333");
        assert_eq!(detail.dis_eq, "5.4682385526666675");
        assert_eq!(detail.eq, "99.89469657000001");
        assert_eq!(detail.eq_usd, "99.88870288820581");
        assert_eq!(detail.fixed_bal, "0");
        assert_eq!(detail.frozen_bal, "5.468566666666667");
        assert_eq!(detail.imr, "0");
        assert_eq!(detail.iso_eq, "5.468566666666667");
        assert_eq!(detail.iso_upl, "-0.0273000000000002");
        assert_eq!(detail.mmr, "0");
        assert_eq!(detail.notional_lever, "0");
        assert_eq!(detail.ord_frozen, "0");
        assert_eq!(detail.reward_bal, "0");
        assert_eq!(detail.smt_sync_eq, "0");
        assert_eq!(detail.spot_copy_trading_eq, "0");
        assert_eq!(detail.spot_iso_bal, "0");
        assert_eq!(detail.stgy_eq, "0");
        assert_eq!(detail.twap, "0");
        assert_eq!(detail.upl, "-0.0273000000000002");
        assert_eq!(detail.u_time, 1_744_498_994_783);
    }

    #[rstest]
    fn test_parse_order_history() {
        let json_data = load_test_json("http_get_orders_history.json");
        let parsed: OKXResponse<OKXOrderHistory> = serde_json::from_str(&json_data).unwrap();

        // Basic response envelope
        assert_eq!(parsed.code, "0");
        assert_eq!(parsed.msg, "");
        assert_eq!(parsed.data.len(), 1);

        // Inspect first record
        let order = &parsed.data[0];
        assert_eq!(order.ord_id, "2497956918703120384");
        assert_eq!(order.fill_sz, "0.03");
        assert_eq!(order.acc_fill_sz, "0.03");
        assert_eq!(order.state, OKXOrderStatus::Filled);
        assert!(order.fill_fee.is_none());
    }

    #[rstest]
    fn test_parse_position() {
        let json_data = load_test_json("http_get_positions.json");
        let parsed: OKXResponse<OKXPosition> = serde_json::from_str(&json_data).unwrap();

        // Basic response envelope
        assert_eq!(parsed.code, "0");
        assert_eq!(parsed.msg, "");
        assert_eq!(parsed.data.len(), 1);

        // Inspect first record
        let pos = &parsed.data[0];
        assert_eq!(pos.inst_id, "BTC-USDT-SWAP");
        assert_eq!(pos.pos_side, OKXPositionSide::Long);
        assert_eq!(pos.pos, "0.5");
        assert_eq!(pos.base_bal, "0.5");
        assert_eq!(pos.quote_bal, "5000");
        assert_eq!(pos.u_time, 1_622_559_930_237);
    }

    #[rstest]
    fn test_parse_position_history() {
        let json_data = load_test_json("http_get_account_positions-history.json");
        let parsed: OKXResponse<OKXPositionHistory> = serde_json::from_str(&json_data).unwrap();

        // Basic response envelope
        assert_eq!(parsed.code, "0");
        assert_eq!(parsed.msg, "");
        assert_eq!(parsed.data.len(), 1);

        // Inspect first record
        let hist = &parsed.data[0];
        assert_eq!(hist.inst_id, "ETH-USDT-SWAP");
        assert_eq!(hist.inst_type, OKXInstrumentType::Swap);
        assert_eq!(hist.mgn_mode, OKXMarginMode::Isolated);
        assert_eq!(hist.pos_side, OKXPositionSide::Long);
        assert_eq!(hist.lever, "3.0");
        assert_eq!(hist.open_avg_px, "3226.93");
        assert_eq!(hist.close_avg_px.as_deref(), Some("3224.8"));
        assert_eq!(hist.pnl.as_deref(), Some("-0.0213"));
        assert!(!hist.c_time.is_empty());
        assert!(hist.u_time > 0);
    }

    #[rstest]
    fn test_parse_position_tiers() {
        let json_data = load_test_json("http_get_position_tiers.json");
        let parsed: OKXResponse<OKXPositionTier> = serde_json::from_str(&json_data).unwrap();

        // Basic response envelope
        assert_eq!(parsed.code, "0");
        assert_eq!(parsed.msg, "");
        assert_eq!(parsed.data.len(), 1);

        // Inspect first tier record
        let tier = &parsed.data[0];
        assert_eq!(tier.inst_id, "BTC-USDT");
        assert_eq!(tier.tier, "1");
        assert_eq!(tier.min_sz, "0");
        assert_eq!(tier.max_sz, "50");
        assert_eq!(tier.imr, "0.1");
        assert_eq!(tier.mmr, "0.03");
    }

    #[rstest]
    fn test_parse_account_field_name_compatibility() {
        // Test with new field names (with Amt suffix)
        let json_new = load_test_json("http_balance_detail_new_fields.json");
        let detail_new: OKXBalanceDetail = serde_json::from_str(&json_new).unwrap();
        assert_eq!(detail_new.max_spot_in_use_amt, "50.0");
        assert_eq!(detail_new.spot_in_use_amt, "30.0");
        assert_eq!(detail_new.cl_spot_in_use_amt, "25.0");

        // Test with old field names (without Amt suffix) - for backward compatibility
        let json_old = load_test_json("http_balance_detail_old_fields.json");
        let detail_old: OKXBalanceDetail = serde_json::from_str(&json_old).unwrap();
        assert_eq!(detail_old.max_spot_in_use_amt, "75.0");
        assert_eq!(detail_old.spot_in_use_amt, "40.0");
        assert_eq!(detail_old.cl_spot_in_use_amt, "35.0");
    }

    #[rstest]
    fn test_parse_place_order_response() {
        let json_data = load_test_json("http_place_order_response.json");
        let parsed: OKXPlaceOrderResponse = serde_json::from_str(&json_data).unwrap();
        assert_eq!(parsed.ord_id, Some(Ustr::from("12345678901234567890")));
        assert_eq!(parsed.cl_ord_id, Some(Ustr::from("client_order_123")));
        assert_eq!(parsed.tag, Some(String::new()));
    }

    #[rstest]
    fn test_parse_transaction_details() {
        let json_data = load_test_json("http_transaction_detail.json");
        let parsed: OKXTransactionDetail = serde_json::from_str(&json_data).unwrap();
        assert_eq!(parsed.inst_type, OKXInstrumentType::Spot);
        assert_eq!(parsed.inst_id, Ustr::from("BTC-USDT"));
        assert_eq!(parsed.trade_id, Ustr::from("123456789"));
        assert_eq!(parsed.ord_id, Ustr::from("987654321"));
        assert_eq!(parsed.cl_ord_id, Ustr::from("client_123"));
        assert_eq!(parsed.bill_id, Ustr::from("bill_456"));
        assert_eq!(parsed.fill_px, "42000.5");
        assert_eq!(parsed.fill_sz, "0.001");
        assert_eq!(parsed.side, OKXSide::Buy);
        assert_eq!(parsed.exec_type, OKXExecType::Taker);
        assert_eq!(parsed.fee_ccy, "USDT");
        assert_eq!(parsed.fee, Some("0.042".to_string()));
        assert_eq!(parsed.ts, 1_625_097_600_000);
    }

    #[rstest]
    fn test_parse_empty_fee_field() {
        let json_data = load_test_json("http_transaction_detail_empty_fee.json");
        let parsed: OKXTransactionDetail = serde_json::from_str(&json_data).unwrap();
        assert_eq!(parsed.fee, None);
    }

    #[rstest]
    fn test_parse_optional_string_to_u64() {
        use serde::Deserialize;

        #[derive(Deserialize)]
        struct TestStruct {
            #[serde(deserialize_with = "crate::common::parse::deserialize_optional_string_to_u64")]
            value: Option<u64>,
        }

        let json_cases = load_test_json("common_optional_string_to_u64.json");
        let cases: Vec<TestStruct> = serde_json::from_str(&json_cases).unwrap();

        assert_eq!(cases[0].value, Some(12345));
        assert_eq!(cases[1].value, None);
        assert_eq!(cases[2].value, None);
    }

    #[rstest]
    fn test_parse_error_handling() {
        // Test error handling with invalid price string
        let invalid_price = "invalid-price";
        let result = crate::common::parse::parse_price(invalid_price, 2);
        result.unwrap_err();

        // Test error handling with invalid quantity string
        let invalid_quantity = "invalid-quantity";
        let result = crate::common::parse::parse_quantity(invalid_quantity, 8);
        result.unwrap_err();
    }

    #[rstest]
    fn test_parse_spot_instrument() {
        let json_data = load_test_json("http_get_instruments_spot.json");
        let response: OKXResponse<OKXInstrument> = serde_json::from_str(&json_data).unwrap();
        let okx_inst: &OKXInstrument = response
            .data
            .first()
            .expect("Test data must have an instrument");

        let instrument =
            parse_spot_instrument(okx_inst, None, None, None, None, UnixNanos::default()).unwrap();

        assert_eq!(instrument.id(), InstrumentId::from("BTC-USD.OKX"));
        assert_eq!(instrument.raw_symbol(), Symbol::from("BTC-USD"));
        assert_eq!(instrument.underlying(), None);
        assert_eq!(instrument.base_currency(), Some(Currency::BTC()));
        assert_eq!(instrument.quote_currency(), Currency::USD());
        assert_eq!(instrument.settlement_currency(), Currency::USD());
        assert_eq!(instrument.price_precision(), 1);
        assert_eq!(instrument.size_precision(), 8);
        assert_eq!(instrument.price_increment(), Price::from("0.1"));
        assert_eq!(instrument.size_increment(), Quantity::from("0.00000001"));
        assert_eq!(instrument.multiplier(), Quantity::from(1));
        assert_eq!(instrument.lot_size(), Some(Quantity::from("0.00000001")));
        assert_eq!(instrument.max_quantity(), Some(Quantity::from(1_000_000)));
        assert_eq!(instrument.min_quantity(), Some(Quantity::from("0.00001")));
        assert_eq!(instrument.max_notional(), None);
        assert_eq!(instrument.min_notional(), None);
        assert_eq!(instrument.max_price(), None);
        assert_eq!(instrument.min_price(), None);
        assert!(okx_inst.trade_quote_ccy_list.is_empty());
    }

    #[rstest]
    fn test_parse_spot_instrument_retains_trade_quote_ccy_list() {
        let json_data = load_test_json("http_get_instruments_spot_usdc.json");
        let response: OKXResponse<OKXInstrument> = serde_json::from_str(&json_data).unwrap();
        let okx_inst: &OKXInstrument = response
            .data
            .first()
            .expect("Test data must have an instrument");

        assert_eq!(okx_inst.inst_id, "BTC-USDC");
        assert_eq!(okx_inst.quote_ccy, "USDC");
        assert_eq!(okx_inst.inst_id_code, Some(20459));
        assert_eq!(
            okx_inst.trade_quote_ccy_list,
            vec![Ustr::from("USD"), Ustr::from("USDC")]
        );

        let instrument =
            parse_spot_instrument(okx_inst, None, None, None, None, UnixNanos::default()).unwrap();

        assert_eq!(instrument.id(), InstrumentId::from("BTC-USDC.OKX"));
        assert_eq!(instrument.quote_currency(), Currency::USDC());

        let InstrumentAny::CurrencyPair(pair) = instrument else {
            panic!("expected CurrencyPair");
        };

        let info = pair.info.expect("trade quote info must be set");
        assert_eq!(
            info.get("okx_trade_quote_ccy_list"),
            Some(&serde_json::json!(["USD", "USDC"]))
        );
    }

    #[rstest]
    fn test_parse_spot_instrument_exposes_price_limit_percentages_as_info() {
        let json_data = load_test_json("http_get_instruments_price_limit.json");
        let response: OKXResponse<OKXInstrument> = serde_json::from_str(&json_data).unwrap();
        let okx_inst = response
            .data
            .first()
            .expect("Test data must have an instrument");

        assert_eq!(okx_inst.init_px_lmt_pct, "0.05");
        assert_eq!(okx_inst.float_px_lmt_pct, "0.03");
        assert_eq!(okx_inst.max_px_lmt_pct, "0.15");

        let instrument =
            parse_spot_instrument(okx_inst, None, None, None, None, UnixNanos::default()).unwrap();

        let InstrumentAny::CurrencyPair(pair) = instrument else {
            panic!("expected CurrencyPair");
        };
        let info = pair.info.expect("price-limit info must be set");

        assert_eq!(info.get_str("okx_init_px_lmt_pct"), Some("0.05"));
        assert_eq!(info.get_str("okx_float_px_lmt_pct"), Some("0.03"));
        assert_eq!(info.get_str("okx_max_px_lmt_pct"), Some("0.15"));
        assert_eq!(pair.max_price, None);
        assert_eq!(pair.min_price, None);
    }

    #[rstest]
    fn test_parse_margin_instrument() {
        let json_data = load_test_json("http_get_instruments_margin.json");
        let response: OKXResponse<OKXInstrument> = serde_json::from_str(&json_data).unwrap();
        let okx_inst: &OKXInstrument = response
            .data
            .first()
            .expect("Test data must have an instrument");

        let instrument =
            parse_spot_instrument(okx_inst, None, None, None, None, UnixNanos::default()).unwrap();

        assert_eq!(instrument.id(), InstrumentId::from("BTC-USDT.OKX"));
        assert_eq!(instrument.raw_symbol(), Symbol::from("BTC-USDT"));
        assert_eq!(instrument.underlying(), None);
        assert_eq!(instrument.base_currency(), Some(Currency::BTC()));
        assert_eq!(instrument.quote_currency(), Currency::USDT());
        assert_eq!(instrument.settlement_currency(), Currency::USDT());
        assert_eq!(instrument.price_precision(), 1);
        assert_eq!(instrument.size_precision(), 8);
        assert_eq!(instrument.price_increment(), Price::from("0.1"));
        assert_eq!(instrument.size_increment(), Quantity::from("0.00000001"));
        assert_eq!(instrument.multiplier(), Quantity::from(1));
        assert_eq!(instrument.lot_size(), Some(Quantity::from("0.00000001")));
        assert_eq!(instrument.max_quantity(), Some(Quantity::from(1_000_000)));
        assert_eq!(instrument.min_quantity(), Some(Quantity::from("0.00001")));
        assert_eq!(instrument.max_notional(), None);
        assert_eq!(instrument.min_notional(), None);
        assert_eq!(instrument.max_price(), None);
        assert_eq!(instrument.min_price(), None);
    }

    #[rstest]
    fn test_parse_spot_instrument_with_valid_ct_mult() {
        let json_data = load_test_json("http_get_instruments_spot.json");
        let mut response: OKXResponse<OKXInstrument> = serde_json::from_str(&json_data).unwrap();

        // Modify ctMult to have a valid multiplier value (ctVal is empty, defaults to 1)
        if let Some(inst) = response.data.first_mut() {
            inst.ct_mult = "0.01".to_string();
        }

        let okx_inst = response.data.first().unwrap();
        let instrument =
            parse_spot_instrument(okx_inst, None, None, None, None, UnixNanos::default()).unwrap();

        // Should parse the multiplier as product of ctMult * ctVal (0.01 * 1 = 0.01)
        if let InstrumentAny::CurrencyPair(pair) = instrument {
            assert_eq!(pair.multiplier, Quantity::from("0.01"));
        } else {
            panic!("Expected CurrencyPair instrument");
        }
    }

    #[rstest]
    fn test_parse_spot_instrument_with_invalid_ct_mult() {
        let json_data = load_test_json("http_get_instruments_spot.json");
        let mut response: OKXResponse<OKXInstrument> = serde_json::from_str(&json_data).unwrap();

        // Modify ctMult to be invalid
        if let Some(inst) = response.data.first_mut() {
            inst.ct_mult = "invalid_number".to_string();
        }

        let okx_inst = response.data.first().unwrap();
        let result = parse_spot_instrument(okx_inst, None, None, None, None, UnixNanos::default());

        // Should error instead of silently defaulting to 1.0
        assert!(result.is_err());
        assert!(
            result
                .unwrap_err()
                .to_string()
                .contains("Failed to parse `ct_mult`")
        );
    }

    #[rstest]
    fn test_parse_spot_instrument_with_fees() {
        let json_data = load_test_json("http_get_instruments_spot.json");
        let response: OKXResponse<OKXInstrument> = serde_json::from_str(&json_data).unwrap();
        let okx_inst = response.data.first().unwrap();

        let maker_fee = Some(dec!(0.0008));
        let taker_fee = Some(dec!(0.0010));

        let instrument = parse_spot_instrument(
            okx_inst,
            None,
            None,
            maker_fee,
            taker_fee,
            UnixNanos::default(),
        )
        .unwrap();

        // Should apply the provided fees to the instrument
        if let InstrumentAny::CurrencyPair(pair) = instrument {
            assert_eq!(pair.maker_fee, dec!(0.0008));
            assert_eq!(pair.taker_fee, dec!(0.0010));
        } else {
            panic!("Expected CurrencyPair instrument");
        }
    }

    #[rstest]
    fn test_parse_instrument_any_passes_through_fees() {
        // parse_instrument_any receives fees already converted to Nautilus format
        // (negation happens in HTTP client when parsing OKX API values)
        let json_data = load_test_json("http_get_instruments_spot.json");
        let response: OKXResponse<OKXInstrument> = serde_json::from_str(&json_data).unwrap();
        let okx_inst = response.data.first().unwrap();

        // Fees are already in Nautilus convention (negated by HTTP client)
        let maker_fee = Some(dec!(-0.00025)); // Nautilus: rebate (negative)
        let taker_fee = Some(dec!(0.00050)); // Nautilus: commission (positive)

        let instrument = parse_instrument_any(
            okx_inst,
            None,
            None,
            maker_fee,
            taker_fee,
            UnixNanos::default(),
        )
        .unwrap()
        .expect("Should parse spot instrument");

        // Fees should pass through unchanged
        if let InstrumentAny::CurrencyPair(pair) = instrument {
            assert_eq!(pair.maker_fee, dec!(-0.00025));
            assert_eq!(pair.taker_fee, dec!(0.00050));
        } else {
            panic!("Expected CurrencyPair instrument");
        }
    }

    #[rstest]
    fn test_parse_swap_instrument() {
        let json_data = load_test_json("http_get_instruments_swap.json");
        let response: OKXResponse<OKXInstrument> = serde_json::from_str(&json_data).unwrap();
        let okx_inst: &OKXInstrument = response
            .data
            .first()
            .expect("Test data must have an instrument");

        let instrument =
            parse_swap_instrument(okx_inst, None, None, None, None, UnixNanos::default()).unwrap();

        assert_eq!(instrument.id(), InstrumentId::from("BTC-USD-SWAP.OKX"));
        assert_eq!(instrument.raw_symbol(), Symbol::from("BTC-USD-SWAP"));
        assert_eq!(instrument.underlying(), None);
        assert_eq!(instrument.base_currency(), Some(Currency::BTC()));
        assert_eq!(instrument.quote_currency(), Currency::USD());
        assert_eq!(instrument.settlement_currency(), Currency::BTC());
        assert!(instrument.is_inverse());
        assert_eq!(instrument.price_precision(), 1);
        assert_eq!(instrument.size_precision(), 0);
        assert_eq!(instrument.price_increment(), Price::from("0.1"));
        assert_eq!(instrument.size_increment(), Quantity::from(1));
        assert_eq!(instrument.multiplier(), Quantity::from(100));
        assert_eq!(instrument.lot_size(), Some(Quantity::from(1)));
        assert_eq!(instrument.max_quantity(), Some(Quantity::from(30000)));
        assert_eq!(instrument.min_quantity(), Some(Quantity::from(1)));
        assert_eq!(instrument.max_notional(), None);
        assert_eq!(instrument.min_notional(), None);
        assert_eq!(instrument.max_price(), None);
        assert_eq!(instrument.min_price(), None);
    }

    #[rstest]
    fn test_parse_swap_instrument_exposes_price_limit_percentages_as_info() {
        let json_data = load_test_json("http_get_instruments_swap.json");
        let mut response: OKXResponse<OKXInstrument> = serde_json::from_str(&json_data).unwrap();
        let okx_inst = response
            .data
            .first_mut()
            .expect("Test data must have an instrument");
        okx_inst.init_px_lmt_pct = "0.05".to_string();
        okx_inst.float_px_lmt_pct = "0.03".to_string();
        okx_inst.max_px_lmt_pct = "0.15".to_string();

        let instrument =
            parse_swap_instrument(okx_inst, None, None, None, None, UnixNanos::default()).unwrap();

        let InstrumentAny::CryptoPerpetual(perpetual) = instrument else {
            panic!("expected CryptoPerpetual");
        };
        let info = perpetual.info.expect("price-limit info must be set");

        assert_eq!(info.get_str("okx_init_px_lmt_pct"), Some("0.05"));
        assert_eq!(info.get_str("okx_float_px_lmt_pct"), Some("0.03"));
        assert_eq!(info.get_str("okx_max_px_lmt_pct"), Some("0.15"));
        assert_eq!(perpetual.max_price, None);
        assert_eq!(perpetual.min_price, None);
    }

    #[rstest]
    fn test_deserialize_swap_instrument_with_rebase_state() {
        let json_data = load_test_json("http_get_instruments_swap.json");
        let mut value: serde_json::Value = serde_json::from_str(&json_data).unwrap();
        value["data"][0]["state"] = serde_json::Value::String("rebase".to_string());

        let response: OKXResponse<OKXInstrument> = serde_json::from_value(value).unwrap();

        assert_eq!(response.data[0].inst_id, "BTC-USD-SWAP");
    }

    #[rstest]
    fn test_parse_inverse_spread_instrument() {
        let json_data = load_test_json("http_get_spreads.json");
        let response: OKXResponse<OKXSpread> = serde_json::from_str(&json_data).unwrap();
        let okx_spread = response.data.first().expect("Test data must have a spread");

        let instrument =
            parse_spread_instrument(okx_spread, None, None, None, None, UnixNanos::default())
                .unwrap();

        let InstrumentAny::CryptoFuturesSpread(spread) = instrument else {
            panic!("Expected CryptoFuturesSpread");
        };
        let info = spread.info.as_ref().expect("spread info must be set");
        let legs = info
            .get("okx_spread_legs")
            .and_then(serde_json::Value::as_array)
            .expect("spread legs must be present");

        assert_eq!(
            spread.id,
            InstrumentId::from("ETH-USD-SWAP_ETH-USD-231229.OKX")
        );
        assert_eq!(
            spread.raw_symbol,
            Symbol::from("ETH-USD-SWAP_ETH-USD-231229")
        );
        assert_eq!(spread.underlying, Currency::ETH());
        assert_eq!(spread.quote_currency, Currency::USD());
        assert_eq!(spread.settlement_currency, Currency::ETH());
        assert!(spread.is_inverse);
        assert_eq!(spread.strategy_type, Ustr::from("inverse"));
        assert_eq!(spread.price_precision, 2);
        assert_eq!(spread.size_precision, 0);
        assert_eq!(spread.price_increment, Price::from("0.01"));
        assert_eq!(spread.size_increment, Quantity::from("10"));
        assert_eq!(spread.lot_size, Quantity::from("10"));
        assert_eq!(spread.min_quantity, Some(Quantity::from("10")));
        assert_eq!(spread.max_quantity, None);
        assert_eq!(info.get_str("okx_sz_ccy"), Some("USD"));
        assert_eq!(legs.len(), 2);
        assert_eq!(legs[0]["inst_id"].as_str(), Some("ETH-USD-SWAP"));
        assert_eq!(legs[0]["side"].as_str(), Some("sell"));
        assert_eq!(legs[0]["ratio"].as_i64(), Some(-1));
        assert_eq!(legs[1]["inst_id"].as_str(), Some("ETH-USD-231229"));
        assert_eq!(legs[1]["side"].as_str(), Some("buy"));
        assert_eq!(legs[1]["ratio"].as_i64(), Some(1));
    }

    #[rstest]
    fn test_parse_linear_spread_instrument_without_expiry() {
        let json_data = load_test_json("http_get_spreads.json");
        let response: OKXResponse<OKXSpread> = serde_json::from_str(&json_data).unwrap();
        let okx_spread = response
            .data
            .get(1)
            .expect("Test data must have a linear spread");

        let instrument =
            parse_spread_instrument(okx_spread, None, None, None, None, UnixNanos::default())
                .unwrap();

        let InstrumentAny::CryptoFuturesSpread(spread) = instrument else {
            panic!("Expected CryptoFuturesSpread");
        };

        assert_eq!(spread.id, InstrumentId::from("BTC-USDT_BTC-USDT-SWAP.OKX"));
        assert_eq!(spread.underlying, Currency::BTC());
        assert_eq!(spread.quote_currency, Currency::USDT());
        assert_eq!(spread.settlement_currency, Currency::USDT());
        assert!(!spread.is_inverse);
        assert_eq!(spread.price_precision, 4);
        assert_eq!(spread.size_precision, 3);
        assert_eq!(spread.price_increment, Price::from("0.0001"));
        assert_eq!(spread.size_increment, Quantity::from("0.001"));
        assert_eq!(spread.expiration_ns, UnixNanos::default());
    }

    #[rstest]
    fn test_parse_option_spread_instrument() {
        let json_data = load_test_json("http_get_spreads.json");
        let mut payload: serde_json::Value = serde_json::from_str(&json_data).unwrap();
        let spread = payload["data"][0]
            .as_object_mut()
            .expect("spread payload must be an object");
        spread.insert(
            "sprdId".to_string(),
            serde_json::Value::String(
                "BTC-USD-260626-100000-C_BTC-USD-260626-110000-C".to_string(),
            ),
        );
        spread.insert(
            "baseCcy".to_string(),
            serde_json::Value::String("BTC".to_string()),
        );
        spread.insert(
            "quoteCcy".to_string(),
            serde_json::Value::String("USD".to_string()),
        );
        spread["legs"][0]["instId"] =
            serde_json::Value::String("BTC-USD-260626-100000-C".to_string());
        spread["legs"][1]["instId"] =
            serde_json::Value::String("BTC-USD-260626-110000-C".to_string());

        let response: OKXResponse<OKXSpread> = serde_json::from_value(payload).unwrap();
        let instrument = parse_spread_instrument(
            response.data.first().expect("Test data must have a spread"),
            None,
            None,
            None,
            None,
            UnixNanos::default(),
        )
        .unwrap();

        let InstrumentAny::CryptoOptionSpread(spread) = instrument else {
            panic!("Expected CryptoOptionSpread");
        };
        let info = spread.info.as_ref().expect("spread info must be set");
        let legs = info
            .get("okx_spread_legs")
            .and_then(serde_json::Value::as_array)
            .expect("spread legs must be present");

        assert_eq!(
            spread.id,
            InstrumentId::from("BTC-USD-260626-100000-C_BTC-USD-260626-110000-C.OKX")
        );
        assert_eq!(spread.underlying, Currency::BTC());
        assert_eq!(spread.quote_currency, Currency::USD());
        assert_eq!(legs[0]["inst_id"].as_str(), Some("BTC-USD-260626-100000-C"));
        assert_eq!(legs[1]["inst_id"].as_str(), Some("BTC-USD-260626-110000-C"));
    }

    #[rstest]
    #[case::empty_tick_size("tickSz", Some(""), "`tick_sz` is empty")]
    #[case::empty_lot_size("lotSz", Some(""), "`lot_sz` is empty")]
    #[case::invalid_min_size("minSz", Some("not-a-quantity"), "Failed to parse `min_sz`")]
    #[case::missing_list_time("listTime", None, "`list_time` is required")]
    fn test_parse_spread_instrument_rejects_invalid_fields(
        #[case] field: &str,
        #[case] value: Option<&str>,
        #[case] expected: &str,
    ) {
        let json_data = load_test_json("http_get_spreads.json");
        let mut payload: serde_json::Value = serde_json::from_str(&json_data).unwrap();
        let spread = payload["data"][0]
            .as_object_mut()
            .expect("spread payload must be an object");

        if let Some(value) = value {
            spread.insert(
                field.to_string(),
                serde_json::Value::String(value.to_string()),
            );
        } else {
            spread.remove(field);
        }

        let response: OKXResponse<OKXSpread> = serde_json::from_value(payload).unwrap();
        let result = parse_spread_instrument(
            response.data.first().expect("Test data must have a spread"),
            None,
            None,
            None,
            None,
            UnixNanos::default(),
        );

        let err = result.expect_err("invalid spread field must fail");
        assert!(
            err.to_string().contains(expected),
            "expected error to contain {expected:?}, was {err}"
        );
    }

    #[rstest]
    fn test_parse_event_contract_instrument() {
        let instrument = OKXInstrument {
            inst_type: OKXInstrumentType::Events,
            inst_id: Ustr::from("BTC-ABOVE-DAILY-260224-1600-65000"),
            inst_id_code: Some(1_000_000_001),
            uly: Ustr::from(""),
            inst_family: Ustr::from(""),
            series_id: Some(Ustr::from("BTC-ABOVE-DAILY")),
            inst_category: Some(OKXInstrumentCategory::Crypto),
            init_px_lmt_pct: String::new(),
            float_px_lmt_pct: String::new(),
            max_px_lmt_pct: String::new(),
            base_ccy: Ustr::from(""),
            quote_ccy: Ustr::from("USDT"),
            settle_ccy: Ustr::from("USDT"),
            ct_val: String::new(),
            ct_mult: String::new(),
            ct_val_ccy: String::new(),
            opt_type: crate::common::enums::OKXOptionType::None,
            stk: String::new(),
            list_time: Some(1_769_697_132_335),
            exp_time: Some(1_769_700_732_335),
            lever: String::new(),
            tick_sz: "0.001".to_string(),
            lot_sz: "1".to_string(),
            min_sz: "1".to_string(),
            ct_type: OKXContractType::None,
            state: OKXInstrumentStatus::Settling,
            rule_type: "normal".to_string(),
            max_lmt_sz: "1000000".to_string(),
            max_mkt_sz: "1000000".to_string(),
            max_lmt_amt: String::new(),
            max_mkt_amt: String::new(),
            max_twap_sz: String::new(),
            max_iceberg_sz: String::new(),
            max_trigger_sz: String::new(),
            max_stop_sz: String::new(),
            rpi: None,
            rpi_min_level: None,
            rpi_min_px_band: None,
            trade_quote_ccy_list: Vec::new(),
        };

        let parsed = parse_event_contract_instrument(
            &instrument,
            None,
            None,
            Some(dec!(-0.0002)),
            Some(dec!(-0.0005)),
            UnixNanos::default(),
        )
        .unwrap();

        let InstrumentAny::BinaryOption(binary) = parsed else {
            panic!("Expected BinaryOption");
        };

        assert_eq!(
            binary.id,
            InstrumentId::from("BTC-ABOVE-DAILY-260224-1600-65000.OKX")
        );
        assert_eq!(binary.asset_class, AssetClass::Cryptocurrency);
        assert_eq!(binary.currency, Currency::USDT());
        assert_eq!(binary.price_increment, Price::from("0.001"));
        assert_eq!(binary.size_increment, Quantity::from(1));
        assert_eq!(binary.description, Some(Ustr::from("BTC-ABOVE-DAILY")));
        assert_eq!(binary.maker_fee, dec!(-0.0002));
        assert_eq!(binary.taker_fee, dec!(-0.0005));
    }

    #[rstest]
    fn test_parse_linear_swap_instrument() {
        let json_data = load_test_json("http_get_instruments_swap.json");
        let response: OKXResponse<OKXInstrument> = serde_json::from_str(&json_data).unwrap();

        let okx_inst = response
            .data
            .iter()
            .find(|i| i.inst_id == "ETH-USDT-SWAP")
            .expect("ETH-USDT-SWAP must be in test data");

        let instrument =
            parse_swap_instrument(okx_inst, None, None, None, None, UnixNanos::default()).unwrap();

        assert_eq!(instrument.id(), InstrumentId::from("ETH-USDT-SWAP.OKX"));
        assert_eq!(instrument.raw_symbol(), Symbol::from("ETH-USDT-SWAP"));
        assert_eq!(instrument.base_currency(), Some(Currency::ETH()));
        assert_eq!(instrument.quote_currency(), Currency::USDT());
        assert_eq!(instrument.settlement_currency(), Currency::USDT());
        assert!(!instrument.is_inverse());
        assert_eq!(instrument.multiplier(), Quantity::from("0.1"));
        assert_eq!(instrument.price_precision(), 2);
        assert_eq!(instrument.size_precision(), 2);
        assert_eq!(instrument.price_increment(), Price::from("0.01"));
        assert_eq!(instrument.size_increment(), Quantity::from("0.01"));
        assert_eq!(instrument.lot_size(), Some(Quantity::from("0.01")));
        assert_eq!(instrument.min_quantity(), Some(Quantity::from("0.01")));
        assert_eq!(instrument.max_quantity(), Some(Quantity::from(20000)));
    }

    #[rstest]
    fn test_parse_inst_id_code_from_swap_instrument() {
        let json_data = load_test_json("http_get_instruments_swap.json");
        let response: OKXResponse<OKXInstrument> = serde_json::from_str(&json_data).unwrap();

        // Verify instIdCode is parsed correctly for BTC-USD-SWAP (inverse)
        let btc_usd_swap = response
            .data
            .iter()
            .find(|i| i.inst_id == "BTC-USD-SWAP")
            .expect("BTC-USD-SWAP must be in test data");
        assert_eq!(btc_usd_swap.inst_id_code, Some(10458));

        // Verify instIdCode is parsed correctly for ETH-USDT-SWAP (linear)
        let eth_usdt_swap = response
            .data
            .iter()
            .find(|i| i.inst_id == "ETH-USDT-SWAP")
            .expect("ETH-USDT-SWAP must be in test data");
        assert_eq!(eth_usdt_swap.inst_id_code, Some(10461));

        // Verify instIdCode is parsed correctly for BTC-USDT-SWAP
        let btc_usdt_swap = response
            .data
            .iter()
            .find(|i| i.inst_id == "BTC-USDT-SWAP")
            .expect("BTC-USDT-SWAP must be in test data");
        assert_eq!(btc_usdt_swap.inst_id_code, Some(10459));
    }

    #[rstest]
    fn test_fee_field_selection_for_contract_types() {
        // Mock OKXFeeRate with different values for crypto vs USDT-margined
        let maker_crypto = "0.0002"; // Crypto-margined maker fee
        let taker_crypto = "0.0005"; // Crypto-margined taker fee
        let maker_usdt = "0.0008"; // USDT-margined maker fee
        let taker_usdt = "0.0010"; // USDT-margined taker fee

        // Test Linear (USDT-margined) - should use maker_u/taker_u
        let is_usdt_margined = true;
        let (maker_str, taker_str) = if is_usdt_margined {
            (maker_usdt, taker_usdt)
        } else {
            (maker_crypto, taker_crypto)
        };

        assert_eq!(maker_str, "0.0008");
        assert_eq!(taker_str, "0.0010");

        let maker_fee = Decimal::from_str(maker_str).unwrap();
        let taker_fee = Decimal::from_str(taker_str).unwrap();

        assert_eq!(maker_fee, dec!(0.0008));
        assert_eq!(taker_fee, dec!(0.0010));

        // Test Inverse (crypto-margined) - should use maker/taker
        let is_usdt_margined = false;
        let (maker_str, taker_str) = if is_usdt_margined {
            (maker_usdt, taker_usdt)
        } else {
            (maker_crypto, taker_crypto)
        };

        assert_eq!(maker_str, "0.0002");
        assert_eq!(taker_str, "0.0005");

        let maker_fee = Decimal::from_str(maker_str).unwrap();
        let taker_fee = Decimal::from_str(taker_str).unwrap();

        assert_eq!(maker_fee, dec!(0.0002));
        assert_eq!(taker_fee, dec!(0.0005));
    }

    #[rstest]
    fn test_parse_futures_instrument() {
        let json_data = load_test_json("http_get_instruments_futures.json");
        let response: OKXResponse<OKXInstrument> = serde_json::from_str(&json_data).unwrap();
        let okx_inst: &OKXInstrument = response
            .data
            .first()
            .expect("Test data must have an instrument");

        let instrument =
            parse_futures_instrument(okx_inst, None, None, None, None, UnixNanos::default())
                .unwrap();

        assert_eq!(instrument.id(), InstrumentId::from("BTC-USD-241220.OKX"));
        assert_eq!(instrument.raw_symbol(), Symbol::from("BTC-USD-241220"));
        assert_eq!(instrument.underlying(), Some(Ustr::from("BTC-USD")));
        assert_eq!(instrument.quote_currency(), Currency::USD());
        assert_eq!(instrument.settlement_currency(), Currency::BTC());
        assert!(instrument.is_inverse());
        assert_eq!(instrument.price_precision(), 1);
        assert_eq!(instrument.size_precision(), 0);
        assert_eq!(instrument.price_increment(), Price::from("0.1"));
        assert_eq!(instrument.size_increment(), Quantity::from(1));
        assert_eq!(instrument.multiplier(), Quantity::from(100));
        assert_eq!(instrument.lot_size(), Some(Quantity::from(1)));
        assert_eq!(instrument.min_quantity(), Some(Quantity::from(1)));
        assert_eq!(instrument.max_quantity(), Some(Quantity::from(10000)));

        let InstrumentAny::CryptoFuture(crypto_future) = instrument else {
            panic!("expected CryptoFuture, was {instrument:?}");
        };
        let info = crypto_future.info.expect("info populated for FUTURES");
        assert_eq!(info.get_str("rule_type"), Some("normal"));
    }

    #[rstest]
    fn test_parse_futures_instrument_merges_price_limit_percentages_with_rule_type() {
        let json_data = load_test_json("http_get_instruments_futures.json");
        let mut response: OKXResponse<OKXInstrument> = serde_json::from_str(&json_data).unwrap();
        let okx_inst = response
            .data
            .first_mut()
            .expect("Test data must have an instrument");
        okx_inst.init_px_lmt_pct = "0.04".to_string();
        okx_inst.float_px_lmt_pct = "0.02".to_string();
        okx_inst.max_px_lmt_pct = "0.12".to_string();

        let instrument =
            parse_futures_instrument(okx_inst, None, None, None, None, UnixNanos::default())
                .unwrap();

        let InstrumentAny::CryptoFuture(crypto_future) = instrument else {
            panic!("expected CryptoFuture");
        };
        let info = crypto_future.info.expect("price-limit info must be set");

        assert_eq!(info.get_str("rule_type"), Some("normal"));
        assert_eq!(info.get_str("okx_init_px_lmt_pct"), Some("0.04"));
        assert_eq!(info.get_str("okx_float_px_lmt_pct"), Some("0.02"));
        assert_eq!(info.get_str("okx_max_px_lmt_pct"), Some("0.12"));
        assert_eq!(crypto_future.max_price, None);
        assert_eq!(crypto_future.min_price, None);
    }

    #[rstest]
    fn test_parse_futures_instrument_xperp_carries_rule_type() {
        // X-Perp instruments ship with the standard 3-part futures symbol
        // shape; the `ruleType=xperp` field is what distinguishes them from
        // regular dated futures.
        let instrument = OKXInstrument {
            inst_type: OKXInstrumentType::Futures,
            inst_id: Ustr::from("BTC-USDT-250328"),
            uly: Ustr::from("BTC-USDT"),
            inst_family: Ustr::from("BTC-USDT"),
            series_id: None,
            inst_category: None,
            init_px_lmt_pct: String::new(),
            float_px_lmt_pct: String::new(),
            max_px_lmt_pct: String::new(),
            base_ccy: Ustr::from(""),
            quote_ccy: Ustr::from("USDT"),
            settle_ccy: Ustr::from("USDT"),
            ct_val: "1".to_string(),
            ct_mult: "1".to_string(),
            ct_val_ccy: "USDT".to_string(),
            opt_type: crate::common::enums::OKXOptionType::None,
            stk: String::new(),
            list_time: Some(1_700_000_000_000),
            exp_time: Some(1_743_004_800_000),
            lever: "10".to_string(),
            tick_sz: "0.1".to_string(),
            lot_sz: "1".to_string(),
            min_sz: "1".to_string(),
            ct_type: OKXContractType::Linear,
            state: crate::common::enums::OKXInstrumentStatus::Live,
            rule_type: "xperp".to_string(),
            max_lmt_sz: String::new(),
            max_mkt_sz: String::new(),
            max_lmt_amt: String::new(),
            max_mkt_amt: String::new(),
            max_twap_sz: String::new(),
            max_iceberg_sz: String::new(),
            max_trigger_sz: String::new(),
            max_stop_sz: String::new(),
            inst_id_code: None,
            rpi: None,
            rpi_min_level: None,
            rpi_min_px_band: None,
            trade_quote_ccy_list: Vec::new(),
        };

        let parsed =
            parse_futures_instrument(&instrument, None, None, None, None, UnixNanos::default())
                .expect("parses synthetic X-Perp instrument");

        let InstrumentAny::CryptoFuture(crypto_future) = parsed else {
            panic!("expected CryptoFuture for X-Perp");
        };
        let info = crypto_future.info.expect("info populated for X-Perp");
        assert_eq!(info.get_str("rule_type"), Some("xperp"));
        assert!(is_xperp_rule_type("xperp"));
        assert!(is_xperp_rule_type("XPERP"));
        assert!(!is_xperp_rule_type("normal"));
    }

    #[rstest]
    fn test_parse_option_instrument() {
        let json_data = load_test_json("http_get_instruments_option.json");
        let response: OKXResponse<OKXInstrument> = serde_json::from_str(&json_data).unwrap();
        let okx_inst: &OKXInstrument = response
            .data
            .first()
            .expect("Test data must have an instrument");

        let instrument =
            parse_option_instrument(okx_inst, None, None, None, None, UnixNanos::default())
                .unwrap();

        assert_eq!(
            instrument.id(),
            InstrumentId::from("BTC-USD-241217-92000-C.OKX")
        );
        assert_eq!(
            instrument.raw_symbol(),
            Symbol::from("BTC-USD-241217-92000-C")
        );
        assert_eq!(instrument.base_currency(), Some(Currency::BTC()));
        assert_eq!(instrument.quote_currency(), Currency::USD());
        assert_eq!(instrument.settlement_currency(), Currency::BTC());
        assert!(instrument.is_inverse());
        assert_eq!(instrument.price_precision(), 4);
        assert_eq!(instrument.size_precision(), 0);
        assert_eq!(instrument.price_increment(), Price::from("0.0001"));
        assert_eq!(instrument.size_increment(), Quantity::from(1));
        assert_eq!(instrument.multiplier(), Quantity::from("0.01"));
        assert_eq!(instrument.lot_size(), Some(Quantity::from(1)));
        assert_eq!(instrument.min_quantity(), Some(Quantity::from(1)));
        assert_eq!(instrument.max_quantity(), Some(Quantity::from(5000)));
        assert_eq!(instrument.max_notional(), None);
        assert_eq!(instrument.min_notional(), None);
        assert_eq!(instrument.max_price(), None);
        assert_eq!(instrument.min_price(), None);
    }

    #[rstest]
    #[case::margin(AccountType::Margin)]
    #[case::cash(AccountType::Cash)]
    fn test_parse_account_state(#[case] account_type: AccountType) {
        let json_data = load_test_json("http_get_account_balance.json");
        let response: OKXResponse<OKXAccount> = serde_json::from_str(&json_data).unwrap();
        let okx_account = response
            .data
            .first()
            .expect("Test data must have an account");

        let account_id = AccountId::new("OKX-001");
        let account_state =
            parse_account_state(okx_account, account_id, account_type, UnixNanos::default())
                .unwrap();

        assert_eq!(account_state.account_id, account_id);
        assert_eq!(account_state.account_type, account_type);
        assert_eq!(account_state.balances.len(), 1);
        assert_eq!(account_state.margins.len(), 0); // No margins in this test data (spot account)
        assert!(account_state.is_reported);

        // Check the USDT balance details
        let usdt_balance = &account_state.balances[0];
        assert_eq!(
            usdt_balance.total,
            Money::new(94.426_129_903_333_33, Currency::USDT())
        );
        assert_eq!(
            usdt_balance.free,
            Money::new(94.426_129_903_333_33, Currency::USDT())
        );
        assert_eq!(usdt_balance.locked, Money::new(0.0, Currency::USDT()));
    }

    #[rstest]
    fn test_parse_account_state_with_margins() {
        // Create test data with margin requirements
        let account_json = r#"{
            "adjEq": "10000.0",
            "borrowFroz": "0",
            "details": [{
                "accAvgPx": "",
                "availBal": "8000.0",
                "availEq": "8000.0",
                "borrowFroz": "0",
                "cashBal": "10000.0",
                "ccy": "USDT",
                "clSpotInUseAmt": "0",
                "coinUsdPrice": "1.0",
                "colBorrAutoConversion": "0",
                "collateralEnabled": false,
                "collateralRestrict": false,
                "crossLiab": "0",
                "disEq": "10000.0",
                "eq": "10000.0",
                "eqUsd": "10000.0",
                "fixedBal": "0",
                "frozenBal": "2000.0",
                "imr": "0",
                "interest": "0",
                "isoEq": "0",
                "isoLiab": "0",
                "isoUpl": "0",
                "liab": "0",
                "maxLoan": "0",
                "mgnRatio": "0",
                "maxSpotInUseAmt": "0",
                "mmr": "0",
                "notionalLever": "0",
                "openAvgPx": "",
                "ordFrozen": "2000.0",
                "rewardBal": "0",
                "smtSyncEq": "0",
                "spotBal": "0",
                "spotCopyTradingEq": "0",
                "spotInUseAmt": "0",
                "spotIsoBal": "0",
                "spotUpl": "0",
                "spotUplRatio": "0",
                "stgyEq": "0",
                "totalPnl": "0",
                "totalPnlRatio": "0",
                "twap": "0",
                "uTime": "1704067200000",
                "upl": "0",
                "uplLiab": "0"
            }],
            "imr": "500.25",
            "isoEq": "0",
            "mgnRatio": "20.5",
            "mmr": "250.75",
            "notionalUsd": "5000.0",
            "notionalUsdForBorrow": "0",
            "notionalUsdForFutures": "0",
            "notionalUsdForOption": "0",
            "notionalUsdForSwap": "5000.0",
            "ordFroz": "2000.0",
            "totalEq": "10000.0",
            "uTime": "1704067200000",
            "upl": "0"
        }"#;

        let okx_account: OKXAccount = serde_json::from_str(account_json).unwrap();
        let account_id = AccountId::new("OKX-001");
        let account_state = parse_account_state(
            &okx_account,
            account_id,
            AccountType::Margin,
            UnixNanos::default(),
        )
        .unwrap();

        // Verify account details
        assert_eq!(account_state.account_id, account_id);
        assert_eq!(account_state.account_type, AccountType::Margin);
        assert_eq!(account_state.balances.len(), 1);

        // Verify margin information was parsed
        assert_eq!(account_state.margins.len(), 1);
        let margin = &account_state.margins[0];

        // Check margin values
        assert_eq!(margin.initial, Money::new(500.25, Currency::USD()));
        assert_eq!(margin.maintenance, Money::new(250.75, Currency::USD()));
        assert_eq!(margin.currency, Currency::USD());
        assert!(margin.instrument_id.is_none());

        // Check the USDT balance details
        let usdt_balance = &account_state.balances[0];
        assert_eq!(usdt_balance.total, Money::new(10000.0, Currency::USDT()));
        assert_eq!(usdt_balance.free, Money::new(8000.0, Currency::USDT()));
        assert_eq!(usdt_balance.locked, Money::new(2000.0, Currency::USDT()));
    }

    #[rstest]
    fn test_parse_account_state_empty_margins() {
        // Create test data with empty margin strings (common for spot accounts)
        let account_json = r#"{
            "adjEq": "",
            "borrowFroz": "",
            "details": [{
                "accAvgPx": "",
                "availBal": "1000.0",
                "availEq": "1000.0",
                "borrowFroz": "0",
                "cashBal": "1000.0",
                "ccy": "BTC",
                "clSpotInUseAmt": "0",
                "coinUsdPrice": "50000.0",
                "colBorrAutoConversion": "0",
                "collateralEnabled": false,
                "collateralRestrict": false,
                "crossLiab": "0",
                "disEq": "50000.0",
                "eq": "1000.0",
                "eqUsd": "50000.0",
                "fixedBal": "0",
                "frozenBal": "0",
                "imr": "0",
                "interest": "0",
                "isoEq": "0",
                "isoLiab": "0",
                "isoUpl": "0",
                "liab": "0",
                "maxLoan": "0",
                "mgnRatio": "0",
                "maxSpotInUseAmt": "0",
                "mmr": "0",
                "notionalLever": "0",
                "openAvgPx": "",
                "ordFrozen": "0",
                "rewardBal": "0",
                "smtSyncEq": "0",
                "spotBal": "0",
                "spotCopyTradingEq": "0",
                "spotInUseAmt": "0",
                "spotIsoBal": "0",
                "spotUpl": "0",
                "spotUplRatio": "0",
                "stgyEq": "0",
                "totalPnl": "0",
                "totalPnlRatio": "0",
                "twap": "0",
                "uTime": "1704067200000",
                "upl": "0",
                "uplLiab": "0"
            }],
            "imr": "",
            "isoEq": "0",
            "mgnRatio": "",
            "mmr": "",
            "notionalUsd": "",
            "notionalUsdForBorrow": "",
            "notionalUsdForFutures": "",
            "notionalUsdForOption": "",
            "notionalUsdForSwap": "",
            "ordFroz": "",
            "totalEq": "50000.0",
            "uTime": "1704067200000",
            "upl": "0"
        }"#;

        let okx_account: OKXAccount = serde_json::from_str(account_json).unwrap();
        let account_id = AccountId::new("OKX-SPOT");
        let account_state = parse_account_state(
            &okx_account,
            account_id,
            AccountType::Margin,
            UnixNanos::default(),
        )
        .unwrap();

        // Verify no margins are created when fields are empty
        assert_eq!(account_state.margins.len(), 0);
        assert_eq!(account_state.balances.len(), 1);

        // Check the BTC balance
        let btc_balance = &account_state.balances[0];
        assert_eq!(btc_balance.total, Money::new(1000.0, Currency::BTC()));
    }

    #[rstest]
    fn test_parse_account_state_empty_balance_account() {
        // Reproduces GH-3772: OKX returns empty strings for numeric fields
        // when the account has zero balance and no positions
        let account_json = r#"{
            "adjEq": "",
            "borrowFroz": "",
            "details": [],
            "imr": "",
            "isoEq": "0",
            "mgnRatio": "",
            "mmr": "",
            "notionalUsd": "",
            "notionalUsdForBorrow": "",
            "notionalUsdForFutures": "",
            "notionalUsdForOption": "",
            "notionalUsdForSwap": "",
            "ordFroz": "",
            "totalEq": "0",
            "uTime": "1774795570586",
            "upl": ""
        }"#;

        let okx_account: OKXAccount = serde_json::from_str(account_json).unwrap();
        let account_id = AccountId::new("OKX-001");
        let account_state = parse_account_state(
            &okx_account,
            account_id,
            AccountType::Margin,
            UnixNanos::default(),
        )
        .unwrap();

        assert_eq!(account_state.account_id, account_id);
        assert_eq!(account_state.account_type, AccountType::Margin);
        assert_eq!(account_state.margins.len(), 0);

        assert_eq!(account_state.balances.len(), 1);
        let balance = &account_state.balances[0];
        assert_eq!(balance.total, Money::new(0.0, Currency::USD()));
        assert_eq!(balance.free, Money::new(0.0, Currency::USD()));
        assert_eq!(balance.locked, Money::new(0.0, Currency::USD()));
    }

    #[rstest]
    fn test_parse_order_status_report() {
        let json_data = load_test_json("http_get_orders_history.json");
        let response: OKXResponse<OKXOrderHistory> = serde_json::from_str(&json_data).unwrap();
        let okx_order = response
            .data
            .first()
            .expect("Test data must have an order")
            .clone();

        let account_id = AccountId::new("OKX-001");
        let instrument_id = InstrumentId::from("BTC-USDT-SWAP.OKX");
        let order_report = parse_order_status_report(
            &okx_order,
            account_id,
            instrument_id,
            2,
            8,
            UnixNanos::default(),
        )
        .unwrap();

        assert_eq!(order_report.account_id, account_id);
        assert_eq!(order_report.instrument_id, instrument_id);
        assert_eq!(order_report.quantity, Quantity::from("0.03000000"));
        assert_eq!(order_report.filled_qty, Quantity::from("0.03000000"));
        assert_eq!(order_report.order_side, OrderSide::Buy.into());
        assert_eq!(order_report.order_type, OrderType::Market);
        assert_eq!(order_report.order_status, OrderStatus::Filled);
    }

    #[rstest]
    fn test_parse_triggered_order_history_preserves_parent_identity() {
        let json_data = load_test_json("http_get_orders_history.json");
        let response: OKXResponse<OKXOrderHistory> = serde_json::from_str(&json_data).unwrap();
        let mut okx_order = response
            .data
            .first()
            .expect("Test data must have an order")
            .clone();
        okx_order.cl_ord_id = Ustr::from("706620792746729474_0");
        okx_order.algo_cl_ord_id = Some(Ustr::from("STOP003BTCUSDT20250120"));
        okx_order.ord_id = Ustr::from("706620792746729999");

        let order_report = parse_order_status_report(
            &okx_order,
            AccountId::new("OKX-001"),
            InstrumentId::from("BTC-USDT-SWAP.OKX"),
            2,
            8,
            UnixNanos::default(),
        )
        .unwrap();

        assert_eq!(
            order_report.client_order_id,
            Some(ClientOrderId::from("STOP003BTCUSDT20250120"))
        );
        assert_eq!(
            order_report.venue_order_id,
            VenueOrderId::from("706620792746729999")
        );
    }

    #[rstest]
    fn test_parse_position_status_report() {
        let json_data = load_test_json("http_get_positions.json");
        let response: OKXResponse<OKXPosition> = serde_json::from_str(&json_data).unwrap();
        let okx_position = response
            .data
            .first()
            .expect("Test data must have a position")
            .clone();

        let account_id = AccountId::new("OKX-001");
        let instrument_id = InstrumentId::from("BTC-USDT.OKX");
        let position_report = parse_position_status_report(
            &okx_position,
            account_id,
            instrument_id,
            8,
            UnixNanos::default(),
        )
        .unwrap();

        assert_eq!(position_report.account_id, account_id);
        assert_eq!(position_report.instrument_id, instrument_id);
    }

    #[rstest]
    fn test_parse_trade_tick() {
        let json_data = load_test_json("http_get_trades.json");
        let response: OKXResponse<OKXTrade> = serde_json::from_str(&json_data).unwrap();
        let okx_trade = response.data.first().expect("Test data must have a trade");

        let instrument_id = InstrumentId::from("BTC-USDT.OKX");
        let trade_tick =
            parse_trade_tick(okx_trade, instrument_id, 2, 8, UnixNanos::default()).unwrap();

        assert_eq!(trade_tick.instrument_id, instrument_id);
        assert_eq!(trade_tick.price, Price::from("102537.90"));
        assert_eq!(trade_tick.size, Quantity::from("0.00013669"));
        assert_eq!(trade_tick.aggressor_side, AggressorSide::Sell);
        assert_eq!(trade_tick.trade_id, TradeId::new("734864333"));
    }

    #[rstest]
    fn test_parse_mark_price_update() {
        let json_data = load_test_json("http_get_mark_price.json");
        let response: OKXResponse<crate::http::models::OKXMarkPrice> =
            serde_json::from_str(&json_data).unwrap();
        let okx_mark_price = response
            .data
            .first()
            .expect("Test data must have a mark price");

        let instrument_id = InstrumentId::from("BTC-USDT-SWAP.OKX");
        let mark_price_update =
            parse_mark_price_update(okx_mark_price, instrument_id, 2, UnixNanos::default())
                .unwrap();

        assert_eq!(mark_price_update.instrument_id, instrument_id);
        assert_eq!(mark_price_update.value, Price::from("84660.10"));
        assert_eq!(
            mark_price_update.ts_event,
            UnixNanos::from(1_744_590_349_506_000_000)
        );
    }

    #[rstest]
    fn test_parse_index_price_update() {
        let json_data = load_test_json("http_get_index_price.json");
        let response: OKXResponse<crate::http::models::OKXIndexTicker> =
            serde_json::from_str(&json_data).unwrap();
        let okx_index_ticker = response
            .data
            .first()
            .expect("Test data must have an index ticker");

        let instrument_id = InstrumentId::from("BTC-USDT.OKX");
        let index_price_update =
            parse_index_price_update(okx_index_ticker, instrument_id, 2, UnixNanos::default())
                .unwrap();

        assert_eq!(index_price_update.instrument_id, instrument_id);
        assert_eq!(index_price_update.value, Price::from("103895.00"));
        assert_eq!(
            index_price_update.ts_event,
            UnixNanos::from(1_746_942_707_815_000_000)
        );
    }

    #[rstest]
    fn test_parse_candlestick() {
        let json_data = load_test_json("http_get_candlesticks.json");
        let response: OKXResponse<crate::http::models::OKXCandlestick> =
            serde_json::from_str(&json_data).unwrap();
        let okx_candlestick = response
            .data
            .first()
            .expect("Test data must have a candlestick");

        let instrument_id = InstrumentId::from("BTC-USDT.OKX");
        let bar_type = BarType::new(
            instrument_id,
            BAR_SPEC_1_DAY_LAST,
            AggregationSource::External,
        );
        let bar = parse_candlestick(okx_candlestick, bar_type, 2, 8, UnixNanos::default()).unwrap();

        assert_eq!(bar.bar_type, bar_type);
        assert_eq!(bar.open, Price::from("33528.60"));
        assert_eq!(bar.high, Price::from("33870.00"));
        assert_eq!(bar.low, Price::from("33528.60"));
        assert_eq!(bar.close, Price::from("33783.90"));
        assert_eq!(bar.volume, Quantity::from("778.83800000"));
        assert_eq!(bar.ts_event, UnixNanos::from(1_625_097_600_000_000_000));
    }

    #[rstest]
    fn test_parse_millisecond_timestamp() {
        let timestamp_ms = 1_625_097_600_000_u64;
        let result = parse_millisecond_timestamp(timestamp_ms);
        assert_eq!(result, UnixNanos::from(1_625_097_600_000_000_000));
    }

    #[rstest]
    fn test_parse_rfc3339_timestamp() {
        let timestamp_str = "2021-07-01T00:00:00.000Z";
        let result = parse_rfc3339_timestamp(timestamp_str).unwrap();
        assert_eq!(result, UnixNanos::from(1_625_097_600_000_000_000));

        // Test with timezone
        let timestamp_str_tz = "2021-07-01T08:00:00.000+08:00";
        let result_tz = parse_rfc3339_timestamp(timestamp_str_tz).unwrap();
        assert_eq!(result_tz, UnixNanos::from(1_625_097_600_000_000_000));

        // Test error case
        let invalid_timestamp = "invalid-timestamp";
        parse_rfc3339_timestamp(invalid_timestamp).unwrap_err();
    }

    #[rstest]
    fn test_parse_price() {
        let price_str = "42219.5";
        let precision = 2;
        let result = parse_price(price_str, precision).unwrap();
        assert_eq!(result, Price::from("42219.50"));

        // Test error case
        let invalid_price = "invalid-price";
        parse_price(invalid_price, precision).unwrap_err();
    }

    #[rstest]
    fn test_parse_quantity() {
        let quantity_str = "0.12345678";
        let precision = 8;
        let result = parse_quantity(quantity_str, precision).unwrap();
        assert_eq!(result, Quantity::from("0.12345678"));

        // Test error case
        let invalid_quantity = "invalid-quantity";
        parse_quantity(invalid_quantity, precision).unwrap_err();
    }

    #[rstest]
    fn test_parse_aggressor_side() {
        assert_eq!(
            parse_aggressor_side(&Some(OKXSide::Buy)),
            AggressorSide::Buy
        );
        assert_eq!(
            parse_aggressor_side(&Some(OKXSide::Sell)),
            AggressorSide::Sell
        );
        assert_eq!(parse_aggressor_side(&None), AggressorSide::NoAggressor);
    }

    #[rstest]
    fn test_parse_execution_type() {
        assert_eq!(
            parse_execution_type(&Some(OKXExecType::Maker)),
            LiquiditySide::Maker
        );
        assert_eq!(
            parse_execution_type(&Some(OKXExecType::Taker)),
            LiquiditySide::Taker
        );
        assert_eq!(parse_execution_type(&None), LiquiditySide::NoLiquiditySide);
    }

    #[rstest]
    fn test_parse_position_side() {
        assert_eq!(parse_position_side(Some(100)), PositionSide::Long);
        assert_eq!(parse_position_side(Some(-100)), PositionSide::Short);
        assert_eq!(parse_position_side(Some(0)), PositionSide::Flat);
        assert_eq!(parse_position_side(None), PositionSide::Flat);
    }

    #[rstest]
    fn test_parse_client_order_id() {
        let valid_id = "client_order_123";
        let result = parse_client_order_id(valid_id);
        assert_eq!(result, Some(ClientOrderId::new(valid_id)));

        let empty_id = "";
        let result_empty = parse_client_order_id(empty_id);
        assert_eq!(result_empty, None);
    }

    #[rstest]
    fn test_deserialize_empty_string_as_none() {
        let json_with_empty = r#""""#;
        let result: Option<String> = serde_json::from_str(json_with_empty).unwrap();
        let processed = result.filter(|s| !s.is_empty());
        assert_eq!(processed, None);

        let json_with_value = r#""test_value""#;
        let result: Option<String> = serde_json::from_str(json_with_value).unwrap();
        let processed = result.filter(|s| !s.is_empty());
        assert_eq!(processed, Some("test_value".to_string()));
    }

    #[rstest]
    fn test_deserialize_string_to_u64() {
        use serde::Deserialize;

        #[derive(Deserialize)]
        struct TestStruct {
            #[serde(deserialize_with = "deserialize_string_to_u64")]
            value: u64,
        }

        let json_value = r#"{"value": "12345"}"#;
        let result: TestStruct = serde_json::from_str(json_value).unwrap();
        assert_eq!(result.value, 12345);

        let json_empty = r#"{"value": ""}"#;
        let result_empty: TestStruct = serde_json::from_str(json_empty).unwrap();
        assert_eq!(result_empty.value, 0);
    }

    #[rstest]
    fn test_fill_report_parsing() {
        // Create a mock transaction detail for testing
        let transaction_detail = crate::http::models::OKXTransactionDetail {
            inst_type: OKXInstrumentType::Spot,
            inst_id: Ustr::from("BTC-USDT"),
            trade_id: Ustr::from("12345"),
            ord_id: Ustr::from("67890"),
            cl_ord_id: Ustr::from("client_123"),
            bill_id: Ustr::from("bill_456"),
            fill_px: "42219.5".to_string(),
            fill_sz: "0.001".to_string(),
            side: OKXSide::Buy,
            exec_type: OKXExecType::Taker,
            fee_ccy: "USDT".to_string(),
            fee: Some("0.042".to_string()),
            ts: 1_625_097_600_000,
        };

        let account_id = AccountId::new("OKX-001");
        let instrument_id = InstrumentId::from("BTC-USDT.OKX");
        let fill_report = parse_fill_report(
            &transaction_detail,
            account_id,
            instrument_id,
            2,
            8,
            UnixNanos::default(),
        )
        .unwrap();

        assert_eq!(fill_report.account_id, account_id);
        assert_eq!(fill_report.instrument_id, instrument_id);
        assert_eq!(fill_report.trade_id, TradeId::new("12345"));
        assert_eq!(fill_report.venue_order_id, VenueOrderId::new("67890"));
        assert_eq!(fill_report.order_side, OrderSide::Buy);
        assert_eq!(fill_report.last_px, Price::from("42219.50"));
        assert_eq!(fill_report.last_qty, Quantity::from("0.00100000"));
        assert_eq!(fill_report.liquidity_side, LiquiditySide::Taker);
        assert_eq!(
            fill_report.commission,
            Money::from_decimal(dec!(-0.042), Currency::USDT()).unwrap()
        );
    }

    #[rstest]
    fn test_parse_fee_rejects_missing_or_empty() {
        let currency = Currency::USDT();

        let missing = parse_fee(None, currency).unwrap_err();
        assert!(missing.to_string().contains("missing fee"));

        let empty = parse_fee(Some(""), currency).unwrap_err();
        assert!(empty.to_string().contains("missing fee"));

        let blank = parse_fee(Some("   "), currency).unwrap_err();
        assert!(blank.to_string().contains("missing fee"));
    }

    #[rstest]
    fn test_parse_fill_report_rejects_missing_fee() {
        let json_data = load_test_json("http_transaction_detail_empty_fee.json");
        let detail: OKXTransactionDetail = serde_json::from_str(&json_data).unwrap();
        let error = parse_fill_report(
            &detail,
            AccountId::new("OKX-001"),
            InstrumentId::from("BTC-USDT.OKX"),
            2,
            8,
            UnixNanos::default(),
        )
        .unwrap_err();

        let message = format!("{error:#}");
        assert!(message.contains("missing fee"), "was {message}");
    }

    #[rstest]
    fn test_parse_spread_fill_report_rejects_missing_fee() {
        let detail = OKXSpreadTrade {
            sprd_id: Ustr::from("ETH-USD-SWAP_ETH-USD-231229"),
            trade_id: Ustr::from("9001"),
            ord_id: Ustr::from("12345"),
            cl_ord_id: Ustr::from("O-spread-entry"),
            fill_px: "1.20".to_string(),
            fill_sz: "5".to_string(),
            side: OKXSide::Buy,
            exec_type: OKXExecType::Taker,
            fee_ccy: "USDT".to_string(),
            fee: None,
            ts: 1_700_000_001_000,
        };
        let error = parse_spread_fill_report(
            &detail,
            AccountId::new("OKX-001"),
            InstrumentId::from("ETH-USD-SWAP_ETH-USD-231229.OKX"),
            2,
            0,
            UnixNanos::default(),
        )
        .unwrap_err();

        let message = format!("{error:#}");
        assert!(message.contains("missing fee"), "was {message}");
    }

    #[rstest]
    fn test_bar_type_identity_preserved_through_parse() {
        use std::str::FromStr;

        use crate::http::models::OKXCandlestick;

        // Create a BarType
        let bar_type = BarType::from_str("ETH-USDT-SWAP.OKX-1-MINUTE-LAST-EXTERNAL").unwrap();

        // Create sample candlestick data
        let raw_candlestick = OKXCandlestick(
            "1721807460000".to_string(), // timestamp
            "3177.9".to_string(),        // open
            "3177.9".to_string(),        // high
            "3177.7".to_string(),        // low
            "3177.8".to_string(),        // close
            "18.603".to_string(),        // volume
            "59054.8231".to_string(),    // turnover
            "18.603".to_string(),        // base_volume
            "1".to_string(),             // count
        );

        // Parse the candlestick
        let bar =
            parse_candlestick(&raw_candlestick, bar_type, 1, 3, UnixNanos::default()).unwrap();

        // Verify that the BarType is preserved exactly
        assert_eq!(
            bar.bar_type, bar_type,
            "BarType must be preserved exactly through parsing"
        );
    }

    #[rstest]
    fn test_deserialize_vip_level_all_formats() {
        use serde::Deserialize;
        use serde_json;

        #[derive(Deserialize)]
        struct TestFeeRate {
            #[serde(deserialize_with = "crate::common::parse::deserialize_vip_level")]
            level: OKXVipLevel,
        }

        // Test VIP prefix format
        let json = r#"{"level":"VIP4"}"#;
        let result: TestFeeRate = serde_json::from_str(json).unwrap();
        assert_eq!(result.level, OKXVipLevel::Vip4);

        let json = r#"{"level":"VIP5"}"#;
        let result: TestFeeRate = serde_json::from_str(json).unwrap();
        assert_eq!(result.level, OKXVipLevel::Vip5);

        // Test Lv prefix format
        let json = r#"{"level":"Lv1"}"#;
        let result: TestFeeRate = serde_json::from_str(json).unwrap();
        assert_eq!(result.level, OKXVipLevel::Vip1);

        let json = r#"{"level":"Lv0"}"#;
        let result: TestFeeRate = serde_json::from_str(json).unwrap();
        assert_eq!(result.level, OKXVipLevel::Vip0);

        let json = r#"{"level":"Lv9"}"#;
        let result: TestFeeRate = serde_json::from_str(json).unwrap();
        assert_eq!(result.level, OKXVipLevel::Vip9);
    }

    #[rstest]
    fn test_deserialize_vip_level_empty_string() {
        use serde::Deserialize;
        use serde_json;

        #[derive(Deserialize)]
        struct TestFeeRate {
            #[serde(deserialize_with = "crate::common::parse::deserialize_vip_level")]
            level: OKXVipLevel,
        }

        // Empty string should default to VIP0
        let json = r#"{"level":""}"#;
        let result: TestFeeRate = serde_json::from_str(json).unwrap();
        assert_eq!(result.level, OKXVipLevel::Vip0);
    }

    #[rstest]
    fn test_deserialize_vip_level_without_prefix() {
        use serde::Deserialize;
        use serde_json;

        #[derive(Deserialize)]
        struct TestFeeRate {
            #[serde(deserialize_with = "crate::common::parse::deserialize_vip_level")]
            level: OKXVipLevel,
        }

        let json = r#"{"level":"5"}"#;
        let result: TestFeeRate = serde_json::from_str(json).unwrap();
        assert_eq!(result.level, OKXVipLevel::Vip5);
    }

    #[rstest]
    fn test_parse_position_status_report_net_mode_long() {
        // Test Net mode: positive quantity = Long position
        let position = OKXPosition {
            inst_id: Ustr::from("BTC-USDT-SWAP"),
            inst_type: OKXInstrumentType::Swap,
            mgn_mode: OKXMarginMode::Cross,
            pos_id: Some(Ustr::from("12345")),
            pos_side: OKXPositionSide::Net, // Net mode
            pos: "1.5".to_string(),         // Positive = Long
            base_bal: "1.5".to_string(),
            ccy: "BTC".to_string(),
            fee: "0.01".to_string(),
            lever: "10.0".to_string(),
            last: "50000".to_string(),
            mark_px: "50000".to_string(),
            liq_px: "45000".to_string(),
            mmr: "0.1".to_string(),
            interest: "0".to_string(),
            trade_id: Ustr::from("111"),
            notional_usd: "75000".to_string(),
            avg_px: "50000".to_string(),
            upl: "0".to_string(),
            upl_ratio: "0".to_string(),
            u_time: 1_622_559_930_237,
            margin: "0.5".to_string(),
            mgn_ratio: "0.01".to_string(),
            adl: "0".to_string(),
            c_time: "1622559930237".to_string(),
            realized_pnl: "0".to_string(),
            upl_last_px: "0".to_string(),
            upl_ratio_last_px: "0".to_string(),
            avail_pos: "1.5".to_string(),
            be_px: "0".to_string(),
            funding_fee: "0".to_string(),
            idx_px: "0".to_string(),
            liq_penalty: "0".to_string(),
            opt_val: "0".to_string(),
            pending_close_ord_liab_val: "0".to_string(),
            pnl: "0".to_string(),
            pos_ccy: "BTC".to_string(),
            quote_bal: "75000".to_string(),
            quote_borrowed: "0".to_string(),
            quote_interest: "0".to_string(),
            spot_in_use_amt: "0".to_string(),
            spot_in_use_ccy: "BTC".to_string(),
            usd_px: "50000".to_string(),
            delta_bs: String::new(),
            gamma_bs: String::new(),
            theta_bs: String::new(),
            vega_bs: String::new(),
        };

        let account_id = AccountId::new("OKX-001");
        let instrument_id = InstrumentId::from("BTC-USDT-SWAP.OKX");
        let report = parse_position_status_report(
            &position,
            account_id,
            instrument_id,
            8,
            UnixNanos::default(),
        )
        .unwrap();

        assert_eq!(report.account_id, account_id);
        assert_eq!(report.instrument_id, instrument_id);
        assert_eq!(report.position_side, PositionSide::Long);
        assert_eq!(report.quantity, Quantity::from("1.5"));
        // Net mode: venue_position_id is None (signals NETTING OMS)
        assert_eq!(report.venue_position_id, None);
    }

    #[rstest]
    fn test_parse_position_status_report_net_mode_short() {
        // Test Net mode: negative quantity = Short position
        let position = OKXPosition {
            inst_id: Ustr::from("BTC-USDT-SWAP"),
            inst_type: OKXInstrumentType::Swap,
            mgn_mode: OKXMarginMode::Isolated,
            pos_id: Some(Ustr::from("67890")),
            pos_side: OKXPositionSide::Net, // Net mode
            pos: "-2.3".to_string(),        // Negative = Short
            base_bal: "2.3".to_string(),
            ccy: "BTC".to_string(),
            fee: "0.02".to_string(),
            lever: "5.0".to_string(),
            last: "50000".to_string(),
            mark_px: "50000".to_string(),
            liq_px: "55000".to_string(),
            mmr: "0.2".to_string(),
            interest: "0".to_string(),
            trade_id: Ustr::from("222"),
            notional_usd: "115000".to_string(),
            avg_px: "50000".to_string(),
            upl: "0".to_string(),
            upl_ratio: "0".to_string(),
            u_time: 1_622_559_930_237,
            margin: "1.0".to_string(),
            mgn_ratio: "0.02".to_string(),
            adl: "0".to_string(),
            c_time: "1622559930237".to_string(),
            realized_pnl: "0".to_string(),
            upl_last_px: "0".to_string(),
            upl_ratio_last_px: "0".to_string(),
            avail_pos: "2.3".to_string(),
            be_px: "0".to_string(),
            funding_fee: "0".to_string(),
            idx_px: "0".to_string(),
            liq_penalty: "0".to_string(),
            opt_val: "0".to_string(),
            pending_close_ord_liab_val: "0".to_string(),
            pnl: "0".to_string(),
            pos_ccy: "BTC".to_string(),
            quote_bal: "115000".to_string(),
            quote_borrowed: "0".to_string(),
            quote_interest: "0".to_string(),
            spot_in_use_amt: "0".to_string(),
            spot_in_use_ccy: "BTC".to_string(),
            usd_px: "50000".to_string(),
            delta_bs: String::new(),
            gamma_bs: String::new(),
            theta_bs: String::new(),
            vega_bs: String::new(),
        };

        let account_id = AccountId::new("OKX-001");
        let instrument_id = InstrumentId::from("BTC-USDT-SWAP.OKX");
        let report = parse_position_status_report(
            &position,
            account_id,
            instrument_id,
            8,
            UnixNanos::default(),
        )
        .unwrap();

        assert_eq!(report.account_id, account_id);
        assert_eq!(report.instrument_id, instrument_id);
        assert_eq!(report.position_side, PositionSide::Short);
        assert_eq!(report.quantity, Quantity::from("2.3")); // Absolute value
        // Net mode: venue_position_id is None (signals NETTING OMS)
        assert_eq!(report.venue_position_id, None);
    }

    #[rstest]
    fn test_parse_position_status_report_net_mode_flat() {
        // Test Net mode: zero quantity = Flat position
        let position = OKXPosition {
            inst_id: Ustr::from("ETH-USDT-SWAP"),
            inst_type: OKXInstrumentType::Swap,
            mgn_mode: OKXMarginMode::Cross,
            pos_id: Some(Ustr::from("99999")),
            pos_side: OKXPositionSide::Net, // Net mode
            pos: "0".to_string(),           // Zero = Flat
            base_bal: "0".to_string(),
            ccy: "ETH".to_string(),
            fee: "0".to_string(),
            lever: "10.0".to_string(),
            last: "3000".to_string(),
            mark_px: "3000".to_string(),
            liq_px: "0".to_string(),
            mmr: "0".to_string(),
            interest: "0".to_string(),
            trade_id: Ustr::from("333"),
            notional_usd: "0".to_string(),
            avg_px: String::new(),
            upl: "0".to_string(),
            upl_ratio: "0".to_string(),
            u_time: 1_622_559_930_237,
            margin: "0".to_string(),
            mgn_ratio: "0".to_string(),
            adl: "0".to_string(),
            c_time: "1622559930237".to_string(),
            realized_pnl: "0".to_string(),
            upl_last_px: "0".to_string(),
            upl_ratio_last_px: "0".to_string(),
            avail_pos: "0".to_string(),
            be_px: "0".to_string(),
            funding_fee: "0".to_string(),
            idx_px: "0".to_string(),
            liq_penalty: "0".to_string(),
            opt_val: "0".to_string(),
            pending_close_ord_liab_val: "0".to_string(),
            pnl: "0".to_string(),
            pos_ccy: "ETH".to_string(),
            quote_bal: "0".to_string(),
            quote_borrowed: "0".to_string(),
            quote_interest: "0".to_string(),
            spot_in_use_amt: "0".to_string(),
            spot_in_use_ccy: "ETH".to_string(),
            usd_px: "3000".to_string(),
            delta_bs: String::new(),
            gamma_bs: String::new(),
            theta_bs: String::new(),
            vega_bs: String::new(),
        };

        let account_id = AccountId::new("OKX-001");
        let instrument_id = InstrumentId::from("ETH-USDT-SWAP.OKX");
        let report = parse_position_status_report(
            &position,
            account_id,
            instrument_id,
            8,
            UnixNanos::default(),
        )
        .unwrap();

        assert_eq!(report.account_id, account_id);
        assert_eq!(report.instrument_id, instrument_id);
        assert_eq!(report.position_side, PositionSide::Flat);
        assert_eq!(report.quantity, Quantity::from("0"));
        // Net mode: venue_position_id is None (signals NETTING OMS)
        assert_eq!(report.venue_position_id, None);
    }

    #[rstest]
    fn test_parse_position_status_report_long_short_mode_long() {
        // Test Long/Short mode: posSide="long" with positive quantity
        let position = OKXPosition {
            inst_id: Ustr::from("BTC-USDT-SWAP"),
            inst_type: OKXInstrumentType::Swap,
            mgn_mode: OKXMarginMode::Cross,
            pos_id: Some(Ustr::from("11111")),
            pos_side: OKXPositionSide::Long, // Long/Short mode - Long leg
            pos: "3.2".to_string(),          // Positive quantity (always positive in this mode)
            base_bal: "3.2".to_string(),
            ccy: "BTC".to_string(),
            fee: "0.01".to_string(),
            lever: "10.0".to_string(),
            last: "50000".to_string(),
            mark_px: "50000".to_string(),
            liq_px: "45000".to_string(),
            mmr: "0.1".to_string(),
            interest: "0".to_string(),
            trade_id: Ustr::from("444"),
            notional_usd: "160000".to_string(),
            avg_px: "50000".to_string(),
            upl: "0".to_string(),
            upl_ratio: "0".to_string(),
            u_time: 1_622_559_930_237,
            margin: "1.6".to_string(),
            mgn_ratio: "0.01".to_string(),
            adl: "0".to_string(),
            c_time: "1622559930237".to_string(),
            realized_pnl: "0".to_string(),
            upl_last_px: "0".to_string(),
            upl_ratio_last_px: "0".to_string(),
            avail_pos: "3.2".to_string(),
            be_px: "0".to_string(),
            funding_fee: "0".to_string(),
            idx_px: "0".to_string(),
            liq_penalty: "0".to_string(),
            opt_val: "0".to_string(),
            pending_close_ord_liab_val: "0".to_string(),
            pnl: "0".to_string(),
            pos_ccy: "BTC".to_string(),
            quote_bal: "160000".to_string(),
            quote_borrowed: "0".to_string(),
            quote_interest: "0".to_string(),
            spot_in_use_amt: "0".to_string(),
            spot_in_use_ccy: "BTC".to_string(),
            usd_px: "50000".to_string(),
            delta_bs: String::new(),
            gamma_bs: String::new(),
            theta_bs: String::new(),
            vega_bs: String::new(),
        };

        let account_id = AccountId::new("OKX-001");
        let instrument_id = InstrumentId::from("BTC-USDT-SWAP.OKX");
        let report = parse_position_status_report(
            &position,
            account_id,
            instrument_id,
            8,
            UnixNanos::default(),
        )
        .unwrap();

        assert_eq!(report.account_id, account_id);
        assert_eq!(report.instrument_id, instrument_id);
        assert_eq!(report.position_side, PositionSide::Long);
        assert_eq!(report.quantity, Quantity::from("3.2"));
        // Long/Short mode - Long leg: "-LONG" suffix
        assert_eq!(
            report.venue_position_id,
            Some(PositionId::new("11111-LONG"))
        );
    }

    #[rstest]
    fn test_parse_position_status_report_long_short_mode_short() {
        // Test Long/Short mode: posSide="short" with positive quantity
        // This is the critical test - positive quantity but SHORT side!
        let position = OKXPosition {
            inst_id: Ustr::from("BTC-USDT-SWAP"),
            inst_type: OKXInstrumentType::Swap,
            mgn_mode: OKXMarginMode::Cross,
            pos_id: Some(Ustr::from("22222")),
            pos_side: OKXPositionSide::Short, // Long/Short mode - Short leg
            pos: "1.8".to_string(),           // Positive quantity (always positive in this mode)
            base_bal: "1.8".to_string(),
            ccy: "BTC".to_string(),
            fee: "0.02".to_string(),
            lever: "10.0".to_string(),
            last: "50000".to_string(),
            mark_px: "50000".to_string(),
            liq_px: "55000".to_string(),
            mmr: "0.2".to_string(),
            interest: "0".to_string(),
            trade_id: Ustr::from("555"),
            notional_usd: "90000".to_string(),
            avg_px: "50000".to_string(),
            upl: "0".to_string(),
            upl_ratio: "0".to_string(),
            u_time: 1_622_559_930_237,
            margin: "0.9".to_string(),
            mgn_ratio: "0.02".to_string(),
            adl: "0".to_string(),
            c_time: "1622559930237".to_string(),
            realized_pnl: "0".to_string(),
            upl_last_px: "0".to_string(),
            upl_ratio_last_px: "0".to_string(),
            avail_pos: "1.8".to_string(),
            be_px: "0".to_string(),
            funding_fee: "0".to_string(),
            idx_px: "0".to_string(),
            liq_penalty: "0".to_string(),
            opt_val: "0".to_string(),
            pending_close_ord_liab_val: "0".to_string(),
            pnl: "0".to_string(),
            pos_ccy: "BTC".to_string(),
            quote_bal: "90000".to_string(),
            quote_borrowed: "0".to_string(),
            quote_interest: "0".to_string(),
            spot_in_use_amt: "0".to_string(),
            spot_in_use_ccy: "BTC".to_string(),
            usd_px: "50000".to_string(),
            delta_bs: String::new(),
            gamma_bs: String::new(),
            theta_bs: String::new(),
            vega_bs: String::new(),
        };

        let account_id = AccountId::new("OKX-001");
        let instrument_id = InstrumentId::from("BTC-USDT-SWAP.OKX");
        let report = parse_position_status_report(
            &position,
            account_id,
            instrument_id,
            8,
            UnixNanos::default(),
        )
        .unwrap();

        assert_eq!(report.account_id, account_id);
        assert_eq!(report.instrument_id, instrument_id);
        // This is the critical assertion: positive quantity but SHORT side
        assert_eq!(report.position_side, PositionSide::Short);
        assert_eq!(report.quantity, Quantity::from("1.8"));
        // Long/Short mode - Short leg: "-SHORT" suffix
        assert_eq!(
            report.venue_position_id,
            Some(PositionId::new("22222-SHORT"))
        );
    }

    #[rstest]
    fn test_parse_position_status_report_margin_long() {
        // Test MARGIN long position: pos_ccy = base currency (ETH)
        let position = OKXPosition {
            inst_id: Ustr::from("ETH-USDT"),
            inst_type: OKXInstrumentType::Margin,
            mgn_mode: OKXMarginMode::Cross,
            pos_id: Some(Ustr::from("margin-long-1")),
            pos_side: OKXPositionSide::Net,
            pos: "1.5".to_string(), // Total position (may include pending)
            base_bal: "1.5".to_string(),
            ccy: "ETH".to_string(),
            fee: "0".to_string(),
            lever: "3".to_string(),
            last: "4000".to_string(),
            mark_px: "4000".to_string(),
            liq_px: "3500".to_string(),
            mmr: "0.1".to_string(),
            interest: "0".to_string(),
            trade_id: Ustr::from("trade1"),
            notional_usd: "6000".to_string(),
            avg_px: "3800".to_string(), // Bought at 3800
            upl: "300".to_string(),
            upl_ratio: "0.05".to_string(),
            u_time: 1_622_559_930_237,
            margin: "2000".to_string(),
            mgn_ratio: "0.33".to_string(),
            adl: "0".to_string(),
            c_time: "1622559930237".to_string(),
            realized_pnl: "0".to_string(),
            upl_last_px: "300".to_string(),
            upl_ratio_last_px: "0.05".to_string(),
            avail_pos: "1.5".to_string(),
            be_px: "3800".to_string(),
            funding_fee: "0".to_string(),
            idx_px: "4000".to_string(),
            liq_penalty: "0".to_string(),
            opt_val: "0".to_string(),
            pending_close_ord_liab_val: "0".to_string(),
            pnl: "300".to_string(),
            pos_ccy: "ETH".to_string(), // pos_ccy = base = LONG
            quote_bal: "0".to_string(),
            quote_borrowed: "0".to_string(),
            quote_interest: "0".to_string(),
            spot_in_use_amt: "0".to_string(),
            spot_in_use_ccy: String::new(),
            usd_px: "4000".to_string(),
            delta_bs: String::new(),
            gamma_bs: String::new(),
            theta_bs: String::new(),
            vega_bs: String::new(),
        };

        let account_id = AccountId::new("OKX-001");
        let instrument_id = InstrumentId::from("ETH-USDT.OKX");
        let report = parse_position_status_report(
            &position,
            account_id,
            instrument_id,
            4,
            UnixNanos::default(),
        )
        .unwrap();

        assert_eq!(report.account_id, account_id);
        assert_eq!(report.instrument_id, instrument_id);
        assert_eq!(report.position_side, PositionSide::Long);
        assert_eq!(report.quantity, Quantity::from("1.5")); // 1.5 ETH in base
        assert_eq!(report.venue_position_id, None); // Net mode
    }

    #[rstest]
    fn test_parse_position_status_report_margin_short() {
        // Test MARGIN short position: pos_ccy = quote currency (USDT)
        // pos is in quote currency and needs conversion to base
        let position = OKXPosition {
            inst_id: Ustr::from("ETH-USDT"),
            inst_type: OKXInstrumentType::Margin,
            mgn_mode: OKXMarginMode::Cross,
            pos_id: Some(Ustr::from("margin-short-1")),
            pos_side: OKXPositionSide::Net,
            pos: "244.56".to_string(), // Position in quote currency (USDT)
            base_bal: "0".to_string(),
            ccy: "USDT".to_string(),
            fee: "0".to_string(),
            lever: "3".to_string(),
            last: "4092".to_string(),
            mark_px: "4092".to_string(),
            liq_px: "4500".to_string(),
            mmr: "0.1".to_string(),
            interest: "0".to_string(),
            trade_id: Ustr::from("trade2"),
            notional_usd: "244.56".to_string(),
            avg_px: "4092".to_string(), // Shorted at 4092
            upl: "-10".to_string(),
            upl_ratio: "-0.04".to_string(),
            u_time: 1_622_559_930_237,
            margin: "100".to_string(),
            mgn_ratio: "0.4".to_string(),
            adl: "0".to_string(),
            c_time: "1622559930237".to_string(),
            realized_pnl: "0".to_string(),
            upl_last_px: "-10".to_string(),
            upl_ratio_last_px: "-0.04".to_string(),
            avail_pos: "244.56".to_string(),
            be_px: "4092".to_string(),
            funding_fee: "0".to_string(),
            idx_px: "4092".to_string(),
            liq_penalty: "0".to_string(),
            opt_val: "0".to_string(),
            pending_close_ord_liab_val: "0".to_string(),
            pnl: "-10".to_string(),
            pos_ccy: "USDT".to_string(), // pos_ccy = quote indicates SHORT, pos in USDT
            quote_bal: "244.56".to_string(),
            quote_borrowed: "0".to_string(),
            quote_interest: "0".to_string(),
            spot_in_use_amt: "0".to_string(),
            spot_in_use_ccy: String::new(),
            usd_px: "4092".to_string(),
            delta_bs: String::new(),
            gamma_bs: String::new(),
            theta_bs: String::new(),
            vega_bs: String::new(),
        };

        let account_id = AccountId::new("OKX-001");
        let instrument_id = InstrumentId::from("ETH-USDT.OKX");
        let report = parse_position_status_report(
            &position,
            account_id,
            instrument_id,
            4,
            UnixNanos::default(),
        )
        .unwrap();

        assert_eq!(report.account_id, account_id);
        assert_eq!(report.instrument_id, instrument_id);
        assert_eq!(report.position_side, PositionSide::Short);
        // Position is 244.56 USDT / 4092 USDT/ETH = 0.0597... ETH
        assert_eq!(report.quantity.to_string(), "0.0598");
        assert_eq!(report.venue_position_id, None); // Net mode
    }

    #[rstest]
    fn test_parse_position_status_report_margin_short_rounds_to_size_precision() {
        // 100.00 USDT / 3333.33 USDT/ETH = 0.030000030000... ETH
        // Without round_dp this exceeds size_precision=4 and fails
        let position = OKXPosition {
            inst_id: Ustr::from("ETH-USDT"),
            inst_type: OKXInstrumentType::Margin,
            mgn_mode: OKXMarginMode::Cross,
            pos_id: Some(Ustr::from("margin-short-2")),
            pos_side: OKXPositionSide::Net,
            pos: "100.00".to_string(),
            base_bal: "0".to_string(),
            ccy: "USDT".to_string(),
            fee: "0".to_string(),
            lever: "3".to_string(),
            last: "3333.33".to_string(),
            mark_px: "3333.33".to_string(),
            liq_px: "3500".to_string(),
            mmr: "0.1".to_string(),
            interest: "0".to_string(),
            trade_id: Ustr::from("trade-round"),
            notional_usd: "100.00".to_string(),
            avg_px: "3333.33".to_string(),
            upl: "0".to_string(),
            upl_ratio: "0".to_string(),
            u_time: 1_622_559_930_237,
            margin: "50".to_string(),
            mgn_ratio: "0.5".to_string(),
            adl: "0".to_string(),
            c_time: "1622559930237".to_string(),
            realized_pnl: "0".to_string(),
            upl_last_px: "0".to_string(),
            upl_ratio_last_px: "0".to_string(),
            avail_pos: "100.00".to_string(),
            be_px: "3333.33".to_string(),
            funding_fee: "0".to_string(),
            idx_px: "3333.33".to_string(),
            liq_penalty: "0".to_string(),
            opt_val: "0".to_string(),
            pending_close_ord_liab_val: "0".to_string(),
            pnl: "0".to_string(),
            pos_ccy: "USDT".to_string(),
            quote_bal: "100.00".to_string(),
            quote_borrowed: "0".to_string(),
            quote_interest: "0".to_string(),
            spot_in_use_amt: "0".to_string(),
            spot_in_use_ccy: String::new(),
            usd_px: "3333.33".to_string(),
            delta_bs: String::new(),
            gamma_bs: String::new(),
            theta_bs: String::new(),
            vega_bs: String::new(),
        };

        let report = parse_position_status_report(
            &position,
            AccountId::new("OKX-001"),
            InstrumentId::from("ETH-USDT.OKX"),
            4, // size_precision=4
            UnixNanos::default(),
        )
        .unwrap();

        assert_eq!(report.position_side, PositionSide::Short);
        assert_eq!(report.quantity.to_string(), "0.0300");
    }

    #[rstest]
    fn test_parse_rfc3339_timestamp_rejects_pre_epoch() {
        let result = parse_rfc3339_timestamp("1960-01-01T00:00:00Z");
        assert!(result.is_err());
        assert!(
            result
                .unwrap_err()
                .to_string()
                .contains("Negative nanosecond timestamp")
        );
    }

    #[rstest]
    fn test_parse_position_status_report_margin_flat() {
        // Test MARGIN flat position: pos_ccy is empty string
        let position = OKXPosition {
            inst_id: Ustr::from("ETH-USDT"),
            inst_type: OKXInstrumentType::Margin,
            mgn_mode: OKXMarginMode::Cross,
            pos_id: Some(Ustr::from("margin-flat-1")),
            pos_side: OKXPositionSide::Net,
            pos: "0".to_string(),
            base_bal: "0".to_string(),
            ccy: "ETH".to_string(),
            fee: "0".to_string(),
            lever: "0".to_string(),
            last: "4000".to_string(),
            mark_px: "4000".to_string(),
            liq_px: "0".to_string(),
            mmr: "0".to_string(),
            interest: "0".to_string(),
            trade_id: Ustr::from(""),
            notional_usd: "0".to_string(),
            avg_px: String::new(),
            upl: "0".to_string(),
            upl_ratio: "0".to_string(),
            u_time: 1_622_559_930_237,
            margin: "0".to_string(),
            mgn_ratio: "0".to_string(),
            adl: "0".to_string(),
            c_time: "1622559930237".to_string(),
            realized_pnl: "0".to_string(),
            upl_last_px: "0".to_string(),
            upl_ratio_last_px: "0".to_string(),
            avail_pos: "0".to_string(),
            be_px: "0".to_string(),
            funding_fee: "0".to_string(),
            idx_px: "0".to_string(),
            liq_penalty: "0".to_string(),
            opt_val: "0".to_string(),
            pending_close_ord_liab_val: "0".to_string(),
            pnl: "0".to_string(),
            pos_ccy: String::new(), // Empty pos_ccy = FLAT
            quote_bal: "0".to_string(),
            quote_borrowed: "0".to_string(),
            quote_interest: "0".to_string(),
            spot_in_use_amt: "0".to_string(),
            spot_in_use_ccy: String::new(),
            usd_px: "0".to_string(),
            delta_bs: String::new(),
            gamma_bs: String::new(),
            theta_bs: String::new(),
            vega_bs: String::new(),
        };

        let account_id = AccountId::new("OKX-001");
        let instrument_id = InstrumentId::from("ETH-USDT.OKX");
        let report = parse_position_status_report(
            &position,
            account_id,
            instrument_id,
            4,
            UnixNanos::default(),
        )
        .unwrap();

        assert_eq!(report.account_id, account_id);
        assert_eq!(report.instrument_id, instrument_id);
        assert_eq!(report.position_side, PositionSide::Flat);
        assert_eq!(report.quantity, Quantity::from("0"));
        assert_eq!(report.venue_position_id, None); // Net mode
    }

    #[rstest]
    fn test_parse_swap_instrument_empty_underlying_returns_error() {
        let instrument = OKXInstrument {
            inst_type: OKXInstrumentType::Swap,
            inst_id: Ustr::from("ETH-USD_UM-SWAP"),
            uly: Ustr::from(""), // Empty underlying
            inst_family: Ustr::from(""),
            series_id: None,
            inst_category: None,
            init_px_lmt_pct: String::new(),
            float_px_lmt_pct: String::new(),
            max_px_lmt_pct: String::new(),
            base_ccy: Ustr::from(""),
            quote_ccy: Ustr::from(""),
            settle_ccy: Ustr::from("USD"),
            ct_val: "1".to_string(),
            ct_mult: "1".to_string(),
            ct_val_ccy: "USD".to_string(),
            opt_type: crate::common::enums::OKXOptionType::None,
            stk: String::new(),
            list_time: None,
            exp_time: None,
            lever: String::new(),
            tick_sz: "0.1".to_string(),
            lot_sz: "1".to_string(),
            min_sz: "1".to_string(),
            ct_type: OKXContractType::Linear,
            state: crate::common::enums::OKXInstrumentStatus::Preopen,
            rule_type: String::new(),
            max_lmt_sz: String::new(),
            max_mkt_sz: String::new(),
            max_lmt_amt: String::new(),
            max_mkt_amt: String::new(),
            max_twap_sz: String::new(),
            max_iceberg_sz: String::new(),
            max_trigger_sz: String::new(),
            max_stop_sz: String::new(),
            inst_id_code: None,
            rpi: None,
            rpi_min_level: None,
            rpi_min_px_band: None,
            trade_quote_ccy_list: Vec::new(),
        };

        let result =
            parse_swap_instrument(&instrument, None, None, None, None, UnixNanos::default());
        assert!(result.is_err());
        assert!(result.unwrap_err().to_string().contains("Empty underlying"));
    }

    #[rstest]
    fn test_parse_futures_instrument_empty_underlying_returns_error() {
        let instrument = OKXInstrument {
            inst_type: OKXInstrumentType::Futures,
            inst_id: Ustr::from("ETH-USD_UM-250328"),
            uly: Ustr::from(""), // Empty underlying
            inst_family: Ustr::from(""),
            series_id: None,
            inst_category: None,
            init_px_lmt_pct: String::new(),
            float_px_lmt_pct: String::new(),
            max_px_lmt_pct: String::new(),
            base_ccy: Ustr::from(""),
            quote_ccy: Ustr::from(""),
            settle_ccy: Ustr::from("USD"),
            ct_val: "1".to_string(),
            ct_mult: "1".to_string(),
            ct_val_ccy: "USD".to_string(),
            opt_type: crate::common::enums::OKXOptionType::None,
            stk: String::new(),
            list_time: None,
            exp_time: Some(1_743_004_800_000),
            lever: String::new(),
            tick_sz: "0.1".to_string(),
            lot_sz: "1".to_string(),
            min_sz: "1".to_string(),
            ct_type: OKXContractType::Linear,
            state: crate::common::enums::OKXInstrumentStatus::Preopen,
            rule_type: String::new(),
            max_lmt_sz: String::new(),
            max_mkt_sz: String::new(),
            max_lmt_amt: String::new(),
            max_mkt_amt: String::new(),
            max_twap_sz: String::new(),
            max_iceberg_sz: String::new(),
            max_trigger_sz: String::new(),
            max_stop_sz: String::new(),
            inst_id_code: None,
            rpi: None,
            rpi_min_level: None,
            rpi_min_px_band: None,
            trade_quote_ccy_list: Vec::new(),
        };

        let result =
            parse_futures_instrument(&instrument, None, None, None, None, UnixNanos::default());
        assert!(result.is_err());
        assert!(result.unwrap_err().to_string().contains("Empty underlying"));
    }

    #[rstest]
    fn test_parse_option_instrument_empty_opt_type_returns_error() {
        let instrument = OKXInstrument {
            inst_type: OKXInstrumentType::Option,
            inst_id: Ustr::from("BTC-USD-250328-50000-C"),
            uly: Ustr::from("BTC-USD"),
            inst_family: Ustr::from("BTC-USD"),
            series_id: None,
            inst_category: None,
            init_px_lmt_pct: String::new(),
            float_px_lmt_pct: String::new(),
            max_px_lmt_pct: String::new(),
            base_ccy: Ustr::from(""),
            quote_ccy: Ustr::from(""),
            settle_ccy: Ustr::from("USD"),
            ct_val: "0.01".to_string(),
            ct_mult: "1".to_string(),
            ct_val_ccy: "BTC".to_string(),
            // OKX sends `optType=""` for non-option instruments and the
            // occasional malformed payload, which deserializes to `None`.
            opt_type: crate::common::enums::OKXOptionType::None,
            stk: "50000".to_string(),
            list_time: None,
            exp_time: Some(1_743_004_800_000),
            lever: String::new(),
            tick_sz: "0.0005".to_string(),
            lot_sz: "0.1".to_string(),
            min_sz: "0.1".to_string(),
            ct_type: OKXContractType::Linear,
            state: crate::common::enums::OKXInstrumentStatus::Preopen,
            rule_type: String::new(),
            max_lmt_sz: String::new(),
            max_mkt_sz: String::new(),
            max_lmt_amt: String::new(),
            max_mkt_amt: String::new(),
            max_twap_sz: String::new(),
            max_iceberg_sz: String::new(),
            max_trigger_sz: String::new(),
            max_stop_sz: String::new(),
            inst_id_code: None,
            rpi: None,
            rpi_min_level: None,
            rpi_min_px_band: None,
            trade_quote_ccy_list: Vec::new(),
        };

        let result =
            parse_option_instrument(&instrument, None, None, None, None, UnixNanos::default());
        assert!(result.is_err());
        let err_msg = result.unwrap_err().to_string();
        assert!(
            err_msg.contains("Unsupported") && err_msg.contains("optType"),
            "expected Unsupported optType error, was: {err_msg}"
        );
    }

    #[rstest]
    fn test_parse_option_instrument_empty_underlying_returns_error() {
        let instrument = OKXInstrument {
            inst_type: OKXInstrumentType::Option,
            inst_id: Ustr::from("BTC-USD-250328-50000-C"),
            uly: Ustr::from(""), // Empty underlying
            inst_family: Ustr::from(""),
            series_id: None,
            inst_category: None,
            init_px_lmt_pct: String::new(),
            float_px_lmt_pct: String::new(),
            max_px_lmt_pct: String::new(),
            base_ccy: Ustr::from(""),
            quote_ccy: Ustr::from(""),
            settle_ccy: Ustr::from("USD"),
            ct_val: "0.01".to_string(),
            ct_mult: "1".to_string(),
            ct_val_ccy: "BTC".to_string(),
            opt_type: crate::common::enums::OKXOptionType::Call,
            stk: "50000".to_string(),
            list_time: None,
            exp_time: Some(1_743_004_800_000),
            lever: String::new(),
            tick_sz: "0.0005".to_string(),
            lot_sz: "0.1".to_string(),
            min_sz: "0.1".to_string(),
            ct_type: OKXContractType::Linear,
            state: crate::common::enums::OKXInstrumentStatus::Preopen,
            rule_type: String::new(),
            max_lmt_sz: String::new(),
            max_mkt_sz: String::new(),
            max_lmt_amt: String::new(),
            max_mkt_amt: String::new(),
            max_twap_sz: String::new(),
            max_iceberg_sz: String::new(),
            max_trigger_sz: String::new(),
            max_stop_sz: String::new(),
            inst_id_code: None,
            rpi: None,
            rpi_min_level: None,
            rpi_min_px_band: None,
            trade_quote_ccy_list: Vec::new(),
        };

        let result =
            parse_option_instrument(&instrument, None, None, None, None, UnixNanos::default());
        assert!(result.is_err());
        assert!(result.unwrap_err().to_string().contains("Empty underlying"));
    }

    #[rstest]
    fn test_parse_spot_margin_position_from_balance_short_usdt() {
        let balance = OKXBalanceDetail {
            ccy: Ustr::from("ENA"),
            liab: "130047.3610487126".to_string(),
            spot_in_use_amt: "-129950".to_string(),
            cross_liab: "130047.3610487126".to_string(),
            eq: "-130047.3610487126".to_string(),
            u_time: 1_704_067_200_000,
            avail_bal: "0".to_string(),
            avail_eq: "0".to_string(),
            borrow_froz: "0".to_string(),
            cash_bal: "0".to_string(),
            dis_eq: "0".to_string(),
            eq_usd: "0".to_string(),
            smt_sync_eq: "0".to_string(),
            spot_copy_trading_eq: "0".to_string(),
            fixed_bal: "0".to_string(),
            frozen_bal: "0".to_string(),
            imr: "0".to_string(),
            interest: "0".to_string(),
            iso_eq: "0".to_string(),
            iso_liab: "0".to_string(),
            iso_upl: "0".to_string(),
            max_loan: "0".to_string(),
            mgn_ratio: "0".to_string(),
            mmr: "0".to_string(),
            notional_lever: "0".to_string(),
            ord_frozen: "0".to_string(),
            reward_bal: "0".to_string(),
            cl_spot_in_use_amt: "0".to_string(),
            max_spot_in_use_amt: "0".to_string(),
            spot_iso_bal: "0".to_string(),
            stgy_eq: "0".to_string(),
            twap: "0".to_string(),
            upl: "0".to_string(),
            upl_liab: "0".to_string(),
            spot_bal: "0".to_string(),
            open_avg_px: "0".to_string(),
            acc_avg_px: "0".to_string(),
            spot_upl: "0".to_string(),
            spot_upl_ratio: "0".to_string(),
            total_pnl: "0".to_string(),
            total_pnl_ratio: "0".to_string(),
        };

        let account_id = AccountId::new("OKX-001");
        let size_precision = 2;
        let ts_init = UnixNanos::default();

        let result = parse_spot_margin_position_from_balance(
            &balance,
            account_id,
            InstrumentId::from_str(&format!("{}-USDT.OKX", balance.ccy.as_str())).unwrap(),
            size_precision,
            ts_init,
        )
        .unwrap();

        assert!(result.is_some());
        let report = result.unwrap();
        assert_eq!(report.account_id, account_id);
        assert_eq!(report.instrument_id.to_string(), "ENA-USDT.OKX".to_string());
        assert_eq!(report.position_side, PositionSide::Short);
        assert_eq!(report.quantity.to_string(), "129950.00");
    }

    #[rstest]
    fn test_parse_spot_margin_position_from_balance_long() {
        let balance = OKXBalanceDetail {
            ccy: Ustr::from("BTC"),
            liab: "1.5".to_string(),
            spot_in_use_amt: "1.2".to_string(),
            cross_liab: "1.5".to_string(),
            eq: "1.2".to_string(),
            u_time: 1_704_067_200_000,
            avail_bal: "0".to_string(),
            avail_eq: "0".to_string(),
            borrow_froz: "0".to_string(),
            cash_bal: "0".to_string(),
            dis_eq: "0".to_string(),
            eq_usd: "0".to_string(),
            smt_sync_eq: "0".to_string(),
            spot_copy_trading_eq: "0".to_string(),
            fixed_bal: "0".to_string(),
            frozen_bal: "0".to_string(),
            imr: "0".to_string(),
            interest: "0".to_string(),
            iso_eq: "0".to_string(),
            iso_liab: "0".to_string(),
            iso_upl: "0".to_string(),
            max_loan: "0".to_string(),
            mgn_ratio: "0".to_string(),
            mmr: "0".to_string(),
            notional_lever: "0".to_string(),
            ord_frozen: "0".to_string(),
            reward_bal: "0".to_string(),
            cl_spot_in_use_amt: "0".to_string(),
            max_spot_in_use_amt: "0".to_string(),
            spot_iso_bal: "0".to_string(),
            stgy_eq: "0".to_string(),
            twap: "0".to_string(),
            upl: "0".to_string(),
            upl_liab: "0".to_string(),
            spot_bal: "0".to_string(),
            open_avg_px: "0".to_string(),
            acc_avg_px: "0".to_string(),
            spot_upl: "0".to_string(),
            spot_upl_ratio: "0".to_string(),
            total_pnl: "0".to_string(),
            total_pnl_ratio: "0".to_string(),
        };

        let account_id = AccountId::new("OKX-001");
        let size_precision = 8;
        let ts_init = UnixNanos::default();

        let result = parse_spot_margin_position_from_balance(
            &balance,
            account_id,
            InstrumentId::from_str(&format!("{}-USDT.OKX", balance.ccy.as_str())).unwrap(),
            size_precision,
            ts_init,
        )
        .unwrap();

        assert!(result.is_some());
        let report = result.unwrap();
        assert_eq!(report.position_side, PositionSide::Long);
        assert_eq!(report.quantity.to_string(), "1.20000000");
    }

    #[rstest]
    fn test_parse_spot_margin_position_from_balance_usdc_quote() {
        let balance = OKXBalanceDetail {
            ccy: Ustr::from("ETH"),
            liab: "10.5".to_string(),
            spot_in_use_amt: "-10.0".to_string(),
            cross_liab: "10.5".to_string(),
            eq: "-10.0".to_string(),
            u_time: 1_704_067_200_000,
            avail_bal: "0".to_string(),
            avail_eq: "0".to_string(),
            borrow_froz: "0".to_string(),
            cash_bal: "0".to_string(),
            dis_eq: "0".to_string(),
            eq_usd: "0".to_string(),
            smt_sync_eq: "0".to_string(),
            spot_copy_trading_eq: "0".to_string(),
            fixed_bal: "0".to_string(),
            frozen_bal: "0".to_string(),
            imr: "0".to_string(),
            interest: "0".to_string(),
            iso_eq: "0".to_string(),
            iso_liab: "0".to_string(),
            iso_upl: "0".to_string(),
            max_loan: "0".to_string(),
            mgn_ratio: "0".to_string(),
            mmr: "0".to_string(),
            notional_lever: "0".to_string(),
            ord_frozen: "0".to_string(),
            reward_bal: "0".to_string(),
            cl_spot_in_use_amt: "0".to_string(),
            max_spot_in_use_amt: "0".to_string(),
            spot_iso_bal: "0".to_string(),
            stgy_eq: "0".to_string(),
            twap: "0".to_string(),
            upl: "0".to_string(),
            upl_liab: "0".to_string(),
            spot_bal: "0".to_string(),
            open_avg_px: "0".to_string(),
            acc_avg_px: "0".to_string(),
            spot_upl: "0".to_string(),
            spot_upl_ratio: "0".to_string(),
            total_pnl: "0".to_string(),
            total_pnl_ratio: "0".to_string(),
        };

        let account_id = AccountId::new("OKX-001");
        let size_precision = 6;
        let ts_init = UnixNanos::default();

        let result = parse_spot_margin_position_from_balance(
            &balance,
            account_id,
            InstrumentId::from_str(&format!("{}-USDT.OKX", balance.ccy.as_str())).unwrap(),
            size_precision,
            ts_init,
        )
        .unwrap();

        assert!(result.is_some());
        let report = result.unwrap();
        assert_eq!(report.position_side, PositionSide::Short);
        assert_eq!(report.quantity.to_string(), "10.000000");
        assert!(report.instrument_id.to_string().contains("ETH-"));
    }

    #[rstest]
    fn test_parse_spot_margin_position_from_balance_no_position() {
        let balance = OKXBalanceDetail {
            ccy: Ustr::from("USDT"),
            liab: "0".to_string(),
            spot_in_use_amt: "0".to_string(),
            cross_liab: "0".to_string(),
            eq: "1000.5".to_string(),
            u_time: 1_704_067_200_000,
            avail_bal: "1000.5".to_string(),
            avail_eq: "1000.5".to_string(),
            borrow_froz: "0".to_string(),
            cash_bal: "1000.5".to_string(),
            dis_eq: "0".to_string(),
            eq_usd: "1000.5".to_string(),
            smt_sync_eq: "0".to_string(),
            spot_copy_trading_eq: "0".to_string(),
            fixed_bal: "0".to_string(),
            frozen_bal: "0".to_string(),
            imr: "0".to_string(),
            interest: "0".to_string(),
            iso_eq: "0".to_string(),
            iso_liab: "0".to_string(),
            iso_upl: "0".to_string(),
            max_loan: "0".to_string(),
            mgn_ratio: "0".to_string(),
            mmr: "0".to_string(),
            notional_lever: "0".to_string(),
            ord_frozen: "0".to_string(),
            reward_bal: "0".to_string(),
            cl_spot_in_use_amt: "0".to_string(),
            max_spot_in_use_amt: "0".to_string(),
            spot_iso_bal: "0".to_string(),
            stgy_eq: "0".to_string(),
            twap: "0".to_string(),
            upl: "0".to_string(),
            upl_liab: "0".to_string(),
            spot_bal: "1000.5".to_string(),
            open_avg_px: "0".to_string(),
            acc_avg_px: "0".to_string(),
            spot_upl: "0".to_string(),
            spot_upl_ratio: "0".to_string(),
            total_pnl: "0".to_string(),
            total_pnl_ratio: "0".to_string(),
        };

        let account_id = AccountId::new("OKX-001");
        let size_precision = 2;
        let ts_init = UnixNanos::default();

        let result = parse_spot_margin_position_from_balance(
            &balance,
            account_id,
            InstrumentId::from_str(&format!("{}-USDT.OKX", balance.ccy.as_str())).unwrap(),
            size_precision,
            ts_init,
        )
        .unwrap();

        assert!(result.is_none());
    }

    #[rstest]
    fn test_parse_spot_margin_position_from_balance_liability_no_spot_in_use() {
        let balance = OKXBalanceDetail {
            ccy: Ustr::from("BTC"),
            liab: "0.5".to_string(),
            spot_in_use_amt: "0".to_string(),
            cross_liab: "0.5".to_string(),
            eq: "0".to_string(),
            u_time: 1_704_067_200_000,
            avail_bal: "0".to_string(),
            avail_eq: "0".to_string(),
            borrow_froz: "0".to_string(),
            cash_bal: "0".to_string(),
            dis_eq: "0".to_string(),
            eq_usd: "0".to_string(),
            smt_sync_eq: "0".to_string(),
            spot_copy_trading_eq: "0".to_string(),
            fixed_bal: "0".to_string(),
            frozen_bal: "0".to_string(),
            imr: "0".to_string(),
            interest: "0".to_string(),
            iso_eq: "0".to_string(),
            iso_liab: "0".to_string(),
            iso_upl: "0".to_string(),
            max_loan: "0".to_string(),
            mgn_ratio: "0".to_string(),
            mmr: "0".to_string(),
            notional_lever: "0".to_string(),
            ord_frozen: "0".to_string(),
            reward_bal: "0".to_string(),
            cl_spot_in_use_amt: "0".to_string(),
            max_spot_in_use_amt: "0".to_string(),
            spot_iso_bal: "0".to_string(),
            stgy_eq: "0".to_string(),
            twap: "0".to_string(),
            upl: "0".to_string(),
            upl_liab: "0".to_string(),
            spot_bal: "0".to_string(),
            open_avg_px: "0".to_string(),
            acc_avg_px: "0".to_string(),
            spot_upl: "0".to_string(),
            spot_upl_ratio: "0".to_string(),
            total_pnl: "0".to_string(),
            total_pnl_ratio: "0".to_string(),
        };

        let account_id = AccountId::new("OKX-001");
        let size_precision = 8;
        let ts_init = UnixNanos::default();

        let result = parse_spot_margin_position_from_balance(
            &balance,
            account_id,
            InstrumentId::from_str(&format!("{}-USDT.OKX", balance.ccy.as_str())).unwrap(),
            size_precision,
            ts_init,
        )
        .unwrap();

        assert!(result.is_none());
    }

    #[rstest]
    fn test_parse_spot_margin_position_from_balance_empty_strings() {
        let balance = OKXBalanceDetail {
            ccy: Ustr::from("USDT"),
            liab: String::new(),
            spot_in_use_amt: String::new(),
            cross_liab: String::new(),
            eq: "5000.25".to_string(),
            u_time: 1_704_067_200_000,
            avail_bal: "5000.25".to_string(),
            avail_eq: "5000.25".to_string(),
            borrow_froz: String::new(),
            cash_bal: "5000.25".to_string(),
            dis_eq: String::new(),
            eq_usd: "5000.25".to_string(),
            smt_sync_eq: String::new(),
            spot_copy_trading_eq: String::new(),
            fixed_bal: String::new(),
            frozen_bal: String::new(),
            imr: String::new(),
            interest: String::new(),
            iso_eq: String::new(),
            iso_liab: String::new(),
            iso_upl: String::new(),
            max_loan: String::new(),
            mgn_ratio: String::new(),
            mmr: String::new(),
            notional_lever: String::new(),
            ord_frozen: String::new(),
            reward_bal: String::new(),
            cl_spot_in_use_amt: String::new(),
            max_spot_in_use_amt: String::new(),
            spot_iso_bal: String::new(),
            stgy_eq: String::new(),
            twap: String::new(),
            upl: String::new(),
            upl_liab: String::new(),
            spot_bal: "5000.25".to_string(),
            open_avg_px: String::new(),
            acc_avg_px: String::new(),
            spot_upl: String::new(),
            spot_upl_ratio: String::new(),
            total_pnl: String::new(),
            total_pnl_ratio: String::new(),
        };

        let account_id = AccountId::new("OKX-001");
        let size_precision = 2;
        let ts_init = UnixNanos::default();

        let result = parse_spot_margin_position_from_balance(
            &balance,
            account_id,
            InstrumentId::from_str(&format!("{}-USDT.OKX", balance.ccy.as_str())).unwrap(),
            size_precision,
            ts_init,
        )
        .unwrap();

        // Empty strings should be treated as zero, returning None (no margin position)
        assert!(result.is_none());
    }

    #[rstest]
    #[case::fok_maps_to_fok_tif(OKXOrderType::Fok, TimeInForce::Fok)]
    #[case::ioc_maps_to_ioc_tif(OKXOrderType::Ioc, TimeInForce::Ioc)]
    #[case::optimal_limit_ioc_maps_to_ioc_tif(OKXOrderType::OptimalLimitIoc, TimeInForce::Ioc)]
    #[case::market_maps_to_gtc(OKXOrderType::Market, TimeInForce::Gtc)]
    #[case::limit_maps_to_gtc(OKXOrderType::Limit, TimeInForce::Gtc)]
    #[case::post_only_maps_to_gtc(OKXOrderType::PostOnly, TimeInForce::Gtc)]
    #[case::trigger_maps_to_gtc(OKXOrderType::Trigger, TimeInForce::Gtc)]
    fn test_okx_order_type_to_time_in_force(
        #[case] okx_ord_type: OKXOrderType,
        #[case] expected_tif: TimeInForce,
    ) {
        let time_in_force = match okx_ord_type {
            OKXOrderType::Fok | OKXOrderType::OpFok => TimeInForce::Fok,
            OKXOrderType::Ioc | OKXOrderType::OptimalLimitIoc => TimeInForce::Ioc,
            _ => TimeInForce::Gtc,
        };

        assert_eq!(
            time_in_force, expected_tif,
            "OKXOrderType::{okx_ord_type:?} should map to TimeInForce::{expected_tif:?}"
        );
    }

    #[rstest]
    fn test_fok_order_type_serialization() {
        let ord_type = OKXOrderType::Fok;
        let json = serde_json::to_string(&ord_type).expect("serialize");
        assert_eq!(json, "\"fok\"", "FOK should serialize to 'fok'");
    }

    #[rstest]
    fn test_ioc_order_type_serialization() {
        let ord_type = OKXOrderType::Ioc;
        let json = serde_json::to_string(&ord_type).expect("serialize");
        assert_eq!(json, "\"ioc\"", "IOC should serialize to 'ioc'");
    }

    #[rstest]
    fn test_optimal_limit_ioc_serialization() {
        let ord_type = OKXOrderType::OptimalLimitIoc;
        let json = serde_json::to_string(&ord_type).expect("serialize");
        assert_eq!(
            json, "\"optimal_limit_ioc\"",
            "OptimalLimitIoc should serialize to 'optimal_limit_ioc'"
        );
    }

    #[rstest]
    fn test_fok_order_type_deserialization() {
        let json = "\"fok\"";
        let ord_type: OKXOrderType = serde_json::from_str(json).expect("deserialize");
        assert_eq!(ord_type, OKXOrderType::Fok);
    }

    #[rstest]
    fn test_ioc_order_type_deserialization() {
        let json = "\"ioc\"";
        let ord_type: OKXOrderType = serde_json::from_str(json).expect("deserialize");
        assert_eq!(ord_type, OKXOrderType::Ioc);
    }

    #[rstest]
    fn test_optimal_limit_ioc_deserialization() {
        let json = "\"optimal_limit_ioc\"";
        let ord_type: OKXOrderType = serde_json::from_str(json).expect("deserialize");
        assert_eq!(ord_type, OKXOrderType::OptimalLimitIoc);
    }

    #[rstest]
    #[case(TimeInForce::Fok, OKXOrderType::Fok)]
    #[case(TimeInForce::Ioc, OKXOrderType::Ioc)]
    fn test_time_in_force_round_trip(
        #[case] original_tif: TimeInForce,
        #[case] expected_okx_type: OKXOrderType,
    ) {
        let okx_ord_type = match original_tif {
            TimeInForce::Fok => OKXOrderType::Fok,
            TimeInForce::Ioc => OKXOrderType::Ioc,
            TimeInForce::Gtc => OKXOrderType::Limit,
            _ => OKXOrderType::Limit,
        };
        assert_eq!(okx_ord_type, expected_okx_type);

        let parsed_tif = match okx_ord_type {
            OKXOrderType::Fok | OKXOrderType::OpFok => TimeInForce::Fok,
            OKXOrderType::Ioc | OKXOrderType::OptimalLimitIoc => TimeInForce::Ioc,
            _ => TimeInForce::Gtc,
        };
        assert_eq!(parsed_tif, original_tif);
    }

    #[rstest]
    #[case::limit_fok(
        OrderType::Limit,
        TimeInForce::Fok,
        OKXOrderType::Fok,
        "Limit + FOK should map to Fok"
    )]
    #[case::limit_ioc(
        OrderType::Limit,
        TimeInForce::Ioc,
        OKXOrderType::Ioc,
        "Limit + IOC should map to Ioc"
    )]
    #[case::market_ioc(
        OrderType::Market,
        TimeInForce::Ioc,
        OKXOrderType::OptimalLimitIoc,
        "Market + IOC should map to OptimalLimitIoc"
    )]
    #[case::limit_gtc(
        OrderType::Limit,
        TimeInForce::Gtc,
        OKXOrderType::Limit,
        "Limit + GTC should map to Limit"
    )]
    #[case::market_gtc(
        OrderType::Market,
        TimeInForce::Gtc,
        OKXOrderType::Market,
        "Market + GTC should map to Market"
    )]
    fn test_order_type_time_in_force_combinations(
        #[case] order_type: OrderType,
        #[case] tif: TimeInForce,
        #[case] expected_okx_type: OKXOrderType,
        #[case] description: &str,
    ) {
        let okx_ord_type = match (order_type, tif) {
            (OrderType::Market, TimeInForce::Ioc) => OKXOrderType::OptimalLimitIoc,
            (OrderType::Limit, TimeInForce::Fok) => OKXOrderType::Fok,
            (OrderType::Limit, TimeInForce::Ioc) => OKXOrderType::Ioc,
            _ => OKXOrderType::from(order_type),
        };

        assert_eq!(okx_ord_type, expected_okx_type, "{description}");
    }

    #[rstest]
    fn test_market_fok_not_supported() {
        let order_type = OrderType::Market;
        let tif = TimeInForce::Fok;

        let is_market_fok = matches!((order_type, tif), (OrderType::Market, TimeInForce::Fok));
        assert!(
            is_market_fok,
            "Market + FOK combination should be identified for rejection"
        );
    }

    #[rstest]
    #[case::empty_string("", true)]
    #[case::zero("0", true)]
    #[case::minus_one("-1", true)]
    #[case::minus_two("-2", true)]
    #[case::normal_price("100.5", false)]
    #[case::another_price("0.001", false)]
    fn test_is_market_price(#[case] price: &str, #[case] expected: bool) {
        assert_eq!(is_market_price(price), expected);
    }

    #[rstest]
    #[case::fok_market(OKXOrderType::Fok, "", OrderType::Market)]
    #[case::fok_limit(OKXOrderType::Fok, "100.5", OrderType::Limit)]
    #[case::ioc_market(OKXOrderType::Ioc, "", OrderType::Market)]
    #[case::ioc_limit(OKXOrderType::Ioc, "100.5", OrderType::Limit)]
    #[case::optimal_limit_ioc_market(OKXOrderType::OptimalLimitIoc, "", OrderType::Market)]
    #[case::optimal_limit_ioc_market_zero(OKXOrderType::OptimalLimitIoc, "0", OrderType::Market)]
    #[case::optimal_limit_ioc_market_minus_one(
        OKXOrderType::OptimalLimitIoc,
        "-1",
        OrderType::Market
    )]
    #[case::optimal_limit_ioc_limit(OKXOrderType::OptimalLimitIoc, "100.5", OrderType::Limit)]
    #[case::market_passthrough(OKXOrderType::Market, "", OrderType::Market)]
    #[case::limit_passthrough(OKXOrderType::Limit, "100.5", OrderType::Limit)]
    fn test_determine_order_type(
        #[case] okx_ord_type: OKXOrderType,
        #[case] price: &str,
        #[case] expected: OrderType,
    ) {
        assert_eq!(determine_order_type(okx_ord_type, price).unwrap(), expected);
    }

    #[rstest]
    fn test_determine_order_type_rejects_unknown_order_type() {
        assert!(determine_order_type(OKXOrderType::Other, "100.5").is_err());
    }

    #[rstest]
    #[case::option("BTC-USD-250328-92000-C", "BTC-USD")]
    #[case::swap("BTC-USDT-SWAP", "BTC-USDT")]
    #[case::futures("ETH-USD-250328", "ETH-USD")]
    #[case::spot("BTC-USDT", "BTC-USDT")]
    fn test_extract_inst_family(#[case] symbol: &str, #[case] expected: &str) {
        let family = extract_inst_family(symbol).unwrap();
        assert_eq!(family, expected);
    }

    #[rstest]
    fn test_extract_inst_family_single_segment_fails() {
        extract_inst_family("BTC").unwrap_err();
    }

    #[rstest]
    #[case("BTC-USDT", OKXInstrumentType::Spot)]
    #[case("BTC-USDT-SWAP", OKXInstrumentType::Swap)]
    #[case("BTC-USDT-250328", OKXInstrumentType::Futures)]
    #[case("BTC-USD-250328-50000-C", OKXInstrumentType::Option)]
    #[case("BTC-ABOVE-DAILY-260224-1600-65000", OKXInstrumentType::Events)]
    fn test_okx_instrument_type_from_symbol(
        #[case] symbol: &str,
        #[case] expected: OKXInstrumentType,
    ) {
        assert_eq!(okx_instrument_type_from_symbol(symbol), expected);
    }

    #[rstest]
    #[case(OKXInstrumentStatus::Live, MarketStatusAction::Trading)]
    #[case(OKXInstrumentStatus::Suspend, MarketStatusAction::Suspend)]
    #[case(OKXInstrumentStatus::Preopen, MarketStatusAction::PreOpen)]
    #[case(OKXInstrumentStatus::Test, MarketStatusAction::NotAvailableForTrading)]
    #[case(OKXInstrumentStatus::PostOnly, MarketStatusAction::Quoting)]
    #[case(
        OKXInstrumentStatus::Rebase,
        MarketStatusAction::NotAvailableForTrading
    )]
    #[case(
        OKXInstrumentStatus::Settling,
        MarketStatusAction::NotAvailableForTrading
    )]
    #[case(
        OKXInstrumentStatus::Unknown,
        MarketStatusAction::NotAvailableForTrading
    )]
    fn test_okx_status_to_market_action(
        #[case] status: OKXInstrumentStatus,
        #[case] expected: MarketStatusAction,
    ) {
        assert_eq!(okx_status_to_market_action(status), expected);
    }

    #[rstest]
    #[case::future_state("\"future_state_xyz\"")]
    #[case::frozen("\"frozen\"")]
    #[case::delisting("\"delisting\"")]
    fn test_okx_unknown_status_falls_back(#[case] json: &str) {
        let parsed: OKXInstrumentStatus = serde_json::from_str(json).unwrap();
        assert_eq!(parsed, OKXInstrumentStatus::Unknown);
        assert_eq!(
            okx_status_to_market_action(parsed),
            MarketStatusAction::NotAvailableForTrading
        );
    }

    #[rstest]
    #[case::crypto("\"1\"", OKXInstrumentCategory::Crypto, AssetClass::Cryptocurrency)]
    #[case::equity("\"3\"", OKXInstrumentCategory::Equity, AssetClass::Equity)]
    #[case::commodity("\"4\"", OKXInstrumentCategory::Commodity, AssetClass::Commodity)]
    #[case::fx("\"5\"", OKXInstrumentCategory::Fx, AssetClass::FX)]
    #[case::debt("\"6\"", OKXInstrumentCategory::Debt, AssetClass::Debt)]
    #[case::unknown_code("\"2\"", OKXInstrumentCategory::Unknown, AssetClass::Alternative)]
    fn test_okx_inst_category_parsing_and_asset_class(
        #[case] json: &str,
        #[case] expected: OKXInstrumentCategory,
        #[case] asset_class: AssetClass,
    ) {
        let parsed: OKXInstrumentCategory = serde_json::from_str(json).unwrap();
        assert_eq!(parsed, expected);
        assert_eq!(okx_inst_category_to_asset_class(Some(parsed)), asset_class);
    }

    #[rstest]
    fn test_okx_instrument_reads_inst_category_and_ignores_legacy_category() {
        // OKX sends both `category` (deprecated) and `instCategory`; the model
        // must read `instCategory` and ignore `category`.
        let json = crate::common::testing::load_test_json("http_get_instruments_spot.json");
        let mut value: serde_json::Value = serde_json::from_str(&json).unwrap();
        let item = &mut value["data"][0];
        assert_eq!(item["category"], serde_json::json!("1"));
        item["instCategory"] = serde_json::json!("3"); // must differ from category to prove it wins

        let instrument: OKXInstrument = serde_json::from_value(item.clone()).unwrap();
        assert_eq!(
            instrument.inst_category,
            Some(OKXInstrumentCategory::Equity)
        );
        assert_eq!(
            okx_inst_category_to_asset_class(instrument.inst_category),
            AssetClass::Equity
        );
    }

    #[rstest]
    fn test_rpi_instrument_permission_parses_current_and_legacy_fields() {
        let json = load_test_json("http_get_instruments_spot.json");
        let mut value: serde_json::Value = serde_json::from_str(&json).unwrap();
        let mut current = value["data"][0].clone();
        current["rpi"] = serde_json::json!("2");
        let current: OKXInstrument = serde_json::from_value(current).unwrap();

        let legacy = &mut value["data"][1];
        legacy["elp"] = serde_json::json!("1");
        let legacy: OKXInstrument = serde_json::from_value(legacy.clone()).unwrap();

        assert_eq!(
            current.rpi,
            Some(crate::common::enums::OKXRpiPermission::Permitted)
        );
        assert_eq!(
            legacy.rpi,
            Some(crate::common::enums::OKXRpiPermission::Enabled)
        );
    }

    #[rstest]
    fn test_rpi_instrument_spacing_fields_are_typed_and_reachable() {
        let json = load_test_json("http_get_instruments_spot.json");
        let response: OKXResponse<OKXInstrument> = serde_json::from_str(&json).unwrap();
        let okx_inst = response
            .data
            .first()
            .expect("Test data must have an instrument");

        assert_eq!(okx_inst.rpi_min_level, Some(5));
        assert_eq!(okx_inst.rpi_min_px_band, Some(Decimal::from(20)));

        let instrument =
            parse_spot_instrument(okx_inst, None, None, None, None, UnixNanos::default()).unwrap();
        let InstrumentAny::CurrencyPair(pair) = instrument else {
            panic!("expected CurrencyPair");
        };
        let info = pair.info.expect("RPI spacing info must be set");

        assert_eq!(info.get_u64("okx_rpi_min_level"), Some(5));
        assert_eq!(info.get_str("okx_rpi_min_px_band"), Some("20"));
    }
}