File size: 14,516 Bytes
3469441 c43af34 a5396a6 3469441 a5396a6 a6d8311 a5396a6 a6d8311 a5396a6 5a89d96 c955262 a5396a6 a6d8311 a5396a6 3469441 6c45e3b 3469441 c955262 c43af34 6c45e3b c43af34 6c45e3b c43af34 c955262 6c45e3b a5396a6 3469441 a6d8311 c43af34 6c45e3b c43af34 6c45e3b c43af34 6c45e3b c43af34 6c45e3b c43af34 3469441 6c45e3b c955262 6c45e3b a5396a6 c955262 6c45e3b a6d8311 6c45e3b a6d8311 6c45e3b a6d8311 6c45e3b c43af34 a6d8311 3469441 c955262 a5396a6 3469441 a5396a6 a6d8311 a5396a6 3469441 6c45e3b c43af34 6c45e3b a6d8311 6c45e3b c43af34 6c45e3b c43af34 a5396a6 6c45e3b c43af34 6c45e3b c43af34 5a89d96 a6d8311 c43af34 6c45e3b c43af34 6c45e3b c43af34 5a89d96 6c45e3b c43af34 6c45e3b c43af34 a5396a6 a6d8311 a5396a6 a6d8311 3469441 a5396a6 3469441 a6d8311 a5396a6 a6d8311 c955262 a6d8311 c955262 3469441 a6d8311 3469441 a5396a6 a6d8311 c43af34 a6d8311 c43af34 a6d8311 a5396a6 a6d8311 a5396a6 a6d8311 c43af34 13ec341 a6d8311 a5396a6 a6d8311 a5396a6 a6d8311 5a89d96 c43af34 a6d8311 c43af34 a6d8311 c43af34 a6d8311 c43af34 a6d8311 3469441 c43af34 3469441 a6d8311 c43af34 c955262 3469441 75f3b2f c43af34 75f3b2f 3469441 a5396a6 75f3b2f 3469441 a5396a6 3469441 5a89d96 6c45e3b 3469441 a5396a6 5a89d96 |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 |
import asyncio
import json
import logging
import time
import bisect
from aiohttp import web
import websockets
# --- Configuration ---
SYMBOL_KRAKEN = "BTC/USD"
PORT = 7860
HISTORY_LENGTH = 300
# --- Logging ---
logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(message)s')
# --- In-Memory State ---
market_state = {
"bids": {},
"asks": {},
"history": [],
"current_mid": 0.0,
"ready": False
}
# --- HTML Frontend (Plotly.js) ---
HTML_PAGE = f"""
<!DOCTYPE html>
<html>
<head>
<title>BTC-USD Premium Dashboard</title>
<script src="https://cdn.plot.ly/plotly-2.24.1.min.js"></script>
<style>
body {{ margin: 0; padding: 0; background-color: #0e0e0e; color: #ccc; font-family: sans-serif; overflow: hidden; }}
/* Layout Grid */
#container {{ display: flex; flex-direction: column; height: 100vh; width: 100vw; }}
/* Row 1: High Priority (Price & Ratio) */
#row-top {{ flex: 1; display: flex; width: 100%; border-bottom: 1px solid #333; }}
/* Row 2: Secondary Data (Depth & Imbalance) */
#row-bot {{ flex: 1; display: flex; width: 100%; }}
/* Columns */
.col-left {{ width: 50%; border-right: 1px solid #333; position: relative; }}
.col-right {{ width: 50%; position: relative; }}
/* Charts fill their containers */
.chart {{ width: 100%; height: 100%; }}
/* Status Badge */
#status {{ position: absolute; top: 10px; left: 60px; z-index: 100; font-size: 14px; background: rgba(0,0,0,0.7); padding: 5px 10px; border-radius: 4px; pointer-events: none; border: 1px solid #333; }}
.green {{ color: #00e676; }}
.red {{ color: #ff1744; }}
</style>
</head>
<body>
<div id="status">Connecting...</div>
<div id="container">
<!-- TOP ROW: PRICE & RATIO -->
<div id="row-top">
<div class="col-left">
<div id="price-chart" class="chart"></div>
</div>
<div class="col-right">
<div id="ratio-chart" class="chart"></div>
</div>
</div>
<!-- BOTTOM ROW: DEPTH & IMBALANCE -->
<div id="row-bot">
<div class="col-left">
<div id="depth-chart" class="chart"></div>
</div>
<div class="col-right">
<div id="imbalance-chart" class="chart"></div>
</div>
</div>
</div>
<script>
// Chart Targets
const priceDiv = document.getElementById('price-chart');
const ratioDiv = document.getElementById('ratio-chart');
const depthDiv = document.getElementById('depth-chart');
const imbDiv = document.getElementById('imbalance-chart');
const statusDiv = document.getElementById('status');
// Init Flags
let initPrice = false;
let initRatio = false;
let initDepth = false;
let initImb = false;
// Shared Config
const commonConfig = {{ responsive: true, displayModeBar: false }};
const commonLayout = {{
paper_bgcolor: '#0e0e0e',
plot_bgcolor: '#0e0e0e',
font: {{ color: '#aaa' }},
margin: {{ t: 40, b: 30, l: 50, r: 20 }},
showlegend: false,
xaxis: {{ gridcolor: '#222' }},
yaxis: {{ gridcolor: '#222' }}
}};
async function updateCharts() {{
try {{
const res = await fetch('/data');
const data = await res.json();
if (data.error) {{
statusDiv.innerHTML = "Waiting for data...";
return;
}}
// Status Header
const lastRatio = data.ratio.last_val;
let ratioColor = '#aaa';
if(lastRatio > 1.2) ratioColor = '#00e676'; // Bullish
if(lastRatio < 0.8) ratioColor = '#ff1744'; // Bearish
statusDiv.innerHTML = `Mid: <span class="${{data.mid >= data.prev_mid ? 'green' : 'red'}}">$${{data.mid.toLocaleString(undefined, {{minimumFractionDigits: 2}})}}</span> | Ratio: <span style="color:${{ratioColor}}">${{lastRatio ? lastRatio.toFixed(2) : '-'}}</span>`;
// ----------------------------------------------------
// 1. PRICE HISTORY (Top Left)
// ----------------------------------------------------
const timeData = data.history.map(d => new Date(d.t * 1000));
const priceData = data.history.map(d => d.p);
const layoutPrice = {{ ...commonLayout, title: '<b>Midprice History</b>', xaxis: {{type:'date', gridcolor:'#222'}} }};
if (!initPrice) {{
Plotly.newPlot(priceDiv, [
{{ x: timeData, y: priceData, type: 'scatter', mode:'lines', name: 'Mid', line: {{color: '#29b6f6', width: 2}} }}
], layoutPrice, commonConfig);
initPrice = true;
}} else {{
Plotly.react(priceDiv, [
{{ x: timeData, y: priceData, type: 'scatter', mode:'lines', name: 'Mid', line: {{color: '#29b6f6', width: 2}} }}
], layoutPrice, commonConfig);
}}
// ----------------------------------------------------
// 2. RATIO (Top Right)
// ----------------------------------------------------
const layoutRatio = {{ ...commonLayout,
title: '<b>Buy/Sell Liquidity Ratio</b>',
xaxis: {{title: 'Distance ($)', gridcolor:'#222'}},
shapes: [{{ type: 'line', x0: 0, x1: 1, xref: 'paper', y0: 1, y1: 1, line: {{color: '#666', width: 1, dash:'dot'}} }}]
}};
if (!initRatio) {{
Plotly.newPlot(ratioDiv, [
{{ x: data.ratio.x, y: data.ratio.y, type: 'scatter', mode:'lines', name: 'Ratio', line: {{color: '#00bcd4', width:2}} }}
], layoutRatio, commonConfig);
initRatio = true;
}} else {{
Plotly.react(ratioDiv, [
{{ x: data.ratio.x, y: data.ratio.y, type: 'scatter', mode:'lines', name: 'Ratio', line: {{color: '#00bcd4', width:2}} }}
], layoutRatio, commonConfig);
}}
// ----------------------------------------------------
// 3. DEPTH CHART (Bottom Left)
// ----------------------------------------------------
const layoutDepth = {{ ...commonLayout, title: 'Orderbook Depth', xaxis: {{title: 'Price', gridcolor:'#222'}} }};
if (!initDepth) {{
Plotly.newPlot(depthDiv, [
{{ x: data.depth.bids_x, y: data.depth.bids_y, fill: 'tozeroy', type: 'scatter', name: 'Bids', line: {{color: '#00e676'}} }},
{{ x: data.depth.asks_x, y: data.depth.asks_y, fill: 'tozeroy', type: 'scatter', name: 'Asks', line: {{color: '#ff1744'}} }}
], layoutDepth, commonConfig);
initDepth = true;
}} else {{
Plotly.react(depthDiv, [
{{ x: data.depth.bids_x, y: data.depth.bids_y, fill: 'tozeroy', type: 'scatter', name: 'Bids', line: {{color: '#00e676'}} }},
{{ x: data.depth.asks_x, y: data.depth.asks_y, fill: 'tozeroy', type: 'scatter', name: 'Asks', line: {{color: '#ff1744'}} }}
], layoutDepth, commonConfig);
}}
// ----------------------------------------------------
// 4. IMBALANCE VOL (Bottom Right)
// ----------------------------------------------------
const layoutImb = {{ ...commonLayout, title: 'Volume by Distance', xaxis: {{title: 'Distance ($)', gridcolor:'#222'}} }};
if (!initImb) {{
Plotly.newPlot(imbDiv, [
{{ x: data.imbalance.dist_bids, y: data.imbalance.vol_bids, type: 'scatter', name: 'Bid Vol', line: {{color: '#00e676'}} }},
{{ x: data.imbalance.dist_asks, y: data.imbalance.vol_asks, type: 'scatter', name: 'Ask Vol', line: {{color: '#ff1744'}} }}
], layoutImb, commonConfig);
initImb = true;
}} else {{
Plotly.react(imbDiv, [
{{ x: data.imbalance.dist_bids, y: data.imbalance.vol_bids, type: 'scatter', name: 'Bid Vol', line: {{color: '#00e676'}} }},
{{ x: data.imbalance.dist_asks, y: data.imbalance.vol_asks, type: 'scatter', name: 'Ask Vol', line: {{color: '#ff1744'}} }}
], layoutImb, commonConfig);
}}
}} catch (e) {{ console.error("Fetch error:", e); }}
}}
setInterval(updateCharts, 500);
</script>
</body>
</html>
"""
async def kraken_worker():
global market_state
while True:
try:
async with websockets.connect("wss://ws.kraken.com/v2") as ws:
logging.info(f"π Connected to Kraken ({SYMBOL_KRAKEN})")
await ws.send(json.dumps({
"method": "subscribe",
"params": {"channel": "book", "symbol": [SYMBOL_KRAKEN], "depth": 500}
}))
async for message in ws:
payload = json.loads(message)
channel = payload.get("channel")
data_entries = payload.get("data", [])
if channel == "book":
for item in data_entries:
for bid in item.get('bids', []):
q, p = float(bid['qty']), float(bid['price'])
if q == 0: market_state['bids'].pop(p, None)
else: market_state['bids'][p] = q
for ask in item.get('asks', []):
q, p = float(ask['qty']), float(ask['price'])
if q == 0: market_state['asks'].pop(p, None)
else: market_state['asks'][p] = q
if market_state['bids'] and market_state['asks']:
best_bid = max(market_state['bids'].keys())
best_ask = min(market_state['asks'].keys())
mid = (best_bid + best_ask) / 2
market_state['current_mid'] = mid
market_state['ready'] = True
now = time.time()
if not market_state['history'] or (now - market_state['history'][-1]['t'] > 0.5):
market_state['history'].append({'t': now, 'p': mid})
if len(market_state['history']) > HISTORY_LENGTH:
market_state['history'].pop(0)
except Exception as e:
logging.warning(f"β οΈ Reconnecting: {e}")
await asyncio.sleep(3)
async def handle_index(request):
return web.Response(text=HTML_PAGE, content_type='text/html')
async def handle_data(request):
if not market_state['ready']:
return web.json_response({"error": "Initializing..."})
mid = market_state['current_mid']
# --- Prepare Raw Data ---
raw_bids = sorted(market_state['bids'].items(), key=lambda x: -x[0])[:300]
raw_asks = sorted(market_state['asks'].items(), key=lambda x: x[0])[:300]
# --- 1. Depth (Price) ---
b_x, b_y = [], []
cum = 0
for p, q in raw_bids:
cum += q
b_x.append(p)
b_y.append(cum)
b_x.reverse(); b_y.reverse()
a_x, a_y = [], []
cum = 0
for p, q in raw_asks:
cum += q
a_x.append(p)
a_y.append(cum)
# --- 2. Distance Arrays ---
dist_bids = [(mid - p, q) for p, q in raw_bids if mid - p >= 0]
d_b_x, d_b_y = [], []
cum_d = 0
for d, q in dist_bids:
cum_d += q
d_b_x.append(d)
d_b_y.append(cum_d)
dist_asks = [(p - mid, q) for p, q in raw_asks if p - mid >= 0]
d_a_x, d_a_y = [], []
cum_d = 0
for d, q in dist_asks:
cum_d += q
d_a_x.append(d)
d_a_y.append(cum_d)
# --- 3. Ratio Calculation (Interp) ---
r_x, r_y = [], []
if d_b_x and d_a_x:
max_dist = min(d_b_x[-1], d_a_x[-1])
step_size = max_dist / 100
steps = [i * step_size for i in range(1, 101)]
for s in steps:
idx_b = bisect.bisect_right(d_b_x, s)
vol_b = d_b_y[idx_b-1] if idx_b > 0 else 0
idx_a = bisect.bisect_right(d_a_x, s)
vol_a = d_a_y[idx_a-1] if idx_a > 0 else 0
if vol_a > 0:
ratio = vol_b / vol_a
if ratio > 5: ratio = 5
r_x.append(s)
r_y.append(ratio)
return web.json_response({
"mid": mid,
"prev_mid": market_state['history'][-2]['p'] if len(market_state['history']) > 1 else mid,
"depth": { "bids_x": b_x, "bids_y": b_y, "asks_x": a_x, "asks_y": a_y },
"imbalance": { "dist_bids": d_b_x, "vol_bids": d_b_y, "dist_asks": d_a_x, "vol_asks": d_a_y },
"ratio": { "x": r_x, "y": r_y, "last_val": r_y[-1] if r_y else 0 },
"history": market_state['history']
})
async def start_background(app):
app['kraken_task'] = asyncio.create_task(kraken_worker())
async def cleanup_background(app):
app['kraken_task'].cancel()
try: await app['kraken_task']
except asyncio.CancelledError: pass
async def main():
app = web.Application()
app.router.add_get('/', handle_index)
app.router.add_get('/data', handle_data)
app.on_startup.append(start_background)
app.on_cleanup.append(cleanup_background)
runner = web.AppRunner(app)
await runner.setup()
site = web.TCPSite(runner, '0.0.0.0', PORT)
await site.start()
print(f"π BTC-USD Premium Dashboard: http://localhost:{PORT}")
await asyncio.Event().wait()
if __name__ == "__main__":
try: asyncio.run(main())
except KeyboardInterrupt: pass |