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import asyncio
import json
import logging
import time
import bisect
import random
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,
"prev_mid": 0.0,
"ready": False,
"last_comment_time": 0
}
# --- AI Logic Helper ---
def generate_ai_commentary(diff_y, mid, prev_mid):
"""
Analyzes the Net Liquidity (diff_y) and Price Action to generate commentary.
diff_y is a list of (BidVol - AskVol) at increasing distances.
"""
if not diff_y:
return {"text": "Initializing analysis...", "sentiment": "neutral"}
# 1. Calculate Aggregates
net_total = diff_y[-1] # Total Net Liquidity at max depth
avg_liquidity = sum(diff_y) / len(diff_y)
# 2. Price Trend
price_delta = mid - prev_mid
# 3. Logic Engine
msg = ""
sentiment = "neutral"
# -- SCENARIO 1: STRONG DIRECTIONAL --
if net_total > 50:
sentiment = "bullish"
msg = f"π <b>STRONG BUY SUPPORT:</b> Net surplus of {int(net_total)} BTC. Orderbook is heavily tilted towards Bids."
elif net_total < -50:
sentiment = "bearish"
msg = f"π <b>HEAVY SELL PRESSURE:</b> Net deficit of {int(net_total)} BTC. Sellers are dominating the book."
# -- SCENARIO 2: ABSORPTION / DIVERGENCE --
# Price dropping, but Orderbook is Bullish (Bids absorbing sells)
elif price_delta < 0 and net_total > 20:
sentiment = "warning"
msg = f"π‘οΈ <b>ABSORPTION DETECTED:</b> Price is falling, but Bid depth is increasing (+{int(net_total)} BTC). Passive buyers are catching the dump."
# Price rising, but Orderbook is Bearish (Asks absorbing buys)
elif price_delta > 0 and net_total < -20:
sentiment = "warning"
msg = f"π§± <b>HIDDEN WALL:</b> Price is rising into heavy Sell liquidity ({int(net_total)} BTC diff). Breakout might fail."
# -- SCENARIO 3: EQUILIBRIUM --
elif abs(net_total) < 10:
sentiment = "neutral"
msg = f"βοΈ <b>EQUILIBRIUM:</b> Bids and Asks are perfectly balanced. Expect low volatility or a sudden breakout."
# -- SCENARIO 4: MOMENTUM --
else:
if net_total > 0:
msg = f"π <b>Bullish Bias:</b> Moderate buy support (+{int(net_total)} BTC). Path of least resistance is UP."
sentiment = "bullish"
else:
msg = f"π <b>Bearish Bias:</b> Moderate sell overhang ({int(net_total)} BTC). Path of least resistance is DOWN."
return {"text": msg, "sentiment": sentiment, "net": net_total}
# --- HTML Frontend ---
HTML_PAGE = f"""
<!DOCTYPE html>
<html>
<head>
<title>BTC-USD AI Analyst</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: 'Courier New', monospace; overflow: hidden; }}
/* Layout Grid */
#container {{ display: flex; flex-direction: column; height: 100vh; width: 100vw; }}
/* Row 1: Charts (60% Height) */
#row-charts {{ flex: 6; display: flex; width: 100%; border-bottom: 2px solid #333; }}
.col-chart {{ width: 50%; height: 100%; border-right: 1px solid #333; }}
/* Row 2: AI Terminal (40% Height) */
#row-terminal {{ flex: 4; display: flex; flex-direction: column; background-color: #050505; padding: 10px; overflow-y: auto; }}
/* Terminal Styling */
.terminal-header {{ color: #00bcd4; font-weight: bold; border-bottom: 1px dashed #333; padding-bottom: 5px; margin-bottom: 10px; }}
.log-entry {{ margin-bottom: 6px; font-size: 14px; line-height: 1.4; border-left: 3px solid transparent; padding-left: 8px; }}
.log-time {{ color: #666; font-size: 12px; margin-right: 10px; }}
/* Sentiment Colors */
.bullish {{ border-left-color: #00e676; color: #e8f5e9; }}
.bearish {{ border-left-color: #ff1744; color: #ffebee; }}
.neutral {{ border-left-color: #999; color: #ccc; }}
.warning {{ border-left-color: #ff9800; color: #fff3e0; }}
/* Highlight classes for inner HTML */
b {{ font-weight: bold; }}
/* Charts fill their containers */
.chart {{ width: 100%; height: 100%; }}
#status {{ position: absolute; top: 10px; left: 60px; z-index: 100; font-size: 14px; background: rgba(0,0,0,0.8); padding: 5px 10px; border-radius: 4px; border: 1px solid #333; }}
.green {{ color: #00e676; }}
.red {{ color: #ff1744; }}
</style>
</head>
<body>
<div id="status">Connecting to Neural Net...</div>
<div id="container">
<!-- ROW 1: CONTEXT CHARTS -->
<div id="row-charts">
<div class="col-chart">
<div id="price-chart" class="chart"></div>
</div>
<div class="col-chart">
<div id="vol-chart" class="chart"></div>
</div>
</div>
<!-- ROW 2: AI COMMENTATOR -->
<div id="row-terminal">
<div class="terminal-header">> AI MARKET ANALYST (Based on Net Liquidity)</div>
<div id="terminal-logs"></div>
</div>
</div>
<script>
const priceDiv = document.getElementById('price-chart');
const volDiv = document.getElementById('vol-chart');
const termLogs = document.getElementById('terminal-logs');
const statusDiv = document.getElementById('status');
let initPrice = false, initVol = false;
let lastLogText = "";
const commonConfig = {{ responsive: true, displayModeBar: false }};
const commonLayout = {{
paper_bgcolor: '#0e0e0e',
plot_bgcolor: '#0e0e0e',
font: {{ color: '#aaa', family: 'Courier New' }},
margin: {{ t: 30, b: 25, l: 40, r: 20 }},
showlegend: false,
xaxis: {{ gridcolor: '#222' }},
yaxis: {{ gridcolor: '#222' }}
}};
function addLog(data) {{
// Prevent spamming the exact same message
if (data.comment.text === lastLogText) return;
lastLogText = data.comment.text;
const div = document.createElement('div');
div.className = `log-entry ${{data.comment.sentiment}}`;
const timeStr = new Date().toLocaleTimeString();
div.innerHTML = `<span class="log-time">[${{timeStr}}]</span> ${{data.comment.text}}`;
// Insert at top
termLogs.prepend(div);
// Keep max 20 logs
if (termLogs.children.length > 20) {{
termLogs.removeChild(termLogs.lastChild);
}}
}}
async function updateCharts() {{
try {{
const res = await fetch('/data');
const data = await res.json();
if (data.error) {{
statusDiv.innerHTML = "Waiting for data...";
return;
}}
// Update Status
statusDiv.innerHTML = `Mid: <span class="${{data.mid >= data.prev_mid ? 'green' : 'red'}}">$${{data.mid.toLocaleString(undefined, {{minimumFractionDigits: 2}})}}</span> | Net Liq: ${{data.comment.net.toFixed(2)}} BTC`;
// 1. PRICE CHART
const tracePrice = {{ x: data.history.map(d=>new Date(d.t*1000)), y: data.history.map(d=>d.p), type: 'scatter', mode:'lines', line: {{color: '#29b6f6', width: 2}} }};
if (!initPrice) {{ Plotly.newPlot(priceDiv, [tracePrice], {{ ...commonLayout, title: '<b>Midprice</b>', xaxis: {{type:'date', gridcolor:'#222'}} }}, commonConfig); initPrice = true; }}
else {{ Plotly.react(priceDiv, [tracePrice], {{ ...commonLayout, title: '<b>Midprice</b>', xaxis: {{type:'date', gridcolor:'#222'}} }}, commonConfig); }}
// 2. VOLUME CHART
const tracesVol = [
{{ x: data.vol.dist_bids, y: data.vol.vol_bids, type: 'scatter', name: 'Bids', line: {{color: '#00e676'}} }},
{{ x: data.vol.dist_asks, y: data.vol.vol_asks, type: 'scatter', name: 'Asks', line: {{color: '#ff1744'}} }}
];
if (!initVol) {{ Plotly.newPlot(volDiv, tracesVol, {{ ...commonLayout, title: '<b>Cumulative Volume by Distance</b>', xaxis: {{title:'Distance ($)'}} }}, commonConfig); initVol = true; }}
else {{ Plotly.react(volDiv, tracesVol, {{ ...commonLayout, title: '<b>Cumulative Volume by Distance</b>', xaxis: {{title:'Distance ($)'}} }}, commonConfig); }}
// 3. AI COMMENTARY LOG
addLog(data);
}} catch (e) {{ console.error("Fetch error:", e); }}
}}
setInterval(updateCharts, 750); // Slower update for readability
</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())
market_state['prev_mid'] = market_state['current_mid']
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 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]
# Calculate Distances & Cum Volumes
d_b_x, d_b_y, cum = [], [], 0
for p, q in raw_bids:
d = mid - p
if d >= 0:
cum += q
d_b_x.append(d); d_b_y.append(cum)
d_a_x, d_a_y, cum = [], [], 0
for p, q in raw_asks:
d = p - mid
if d >= 0:
cum += q
d_a_x.append(d); d_a_y.append(cum)
# --- Calculate Net Liquidity Array for AI ---
diff_values = []
if d_b_x and d_a_x:
max_dist = min(d_b_x[-1], d_a_x[-1])
step_size = max_dist / 50 # 50 Sampling points for AI
steps = [i * step_size for i in range(1, 51)]
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
diff_values.append(vol_b - vol_a)
# --- Generate AI Commentary ---
ai_output = generate_ai_commentary(diff_values, mid, market_state['prev_mid'])
return web.json_response({
"mid": mid,
"prev_mid": market_state['prev_mid'],
"vol": { "dist_bids": d_b_x, "vol_bids": d_b_y, "dist_asks": d_a_x, "vol_asks": d_a_y },
"comment": ai_output,
"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 AI Dashboard: http://localhost:{PORT}")
await asyncio.Event().wait()
if __name__ == "__main__":
try: asyncio.run(main())
except KeyboardInterrupt: pass |