File size: 19,211 Bytes
3469441 c43af34 b788fc7 a5396a6 3469441 a5396a6 a6d8311 a5396a6 b788fc7 a5396a6 b788fc7 c955262 74c1714 2324f1b a5396a6 deb82b2 e5d67bc deb82b2 e5d67bc deb82b2 e5d67bc 74c1714 e5d67bc 74c1714 e5d67bc 74c1714 deb82b2 a5396a6 3469441 deb82b2 3469441 deb82b2 3469441 deb82b2 b788fc7 deb82b2 b788fc7 deb82b2 b788fc7 deb82b2 b788fc7 deb82b2 b788fc7 deb82b2 b788fc7 3469441 deb82b2 b788fc7 deb82b2 b788fc7 deb82b2 69a5bc2 deb82b2 b788fc7 deb82b2 b788fc7 deb82b2 b788fc7 deb82b2 b788fc7 deb82b2 b788fc7 deb82b2 66a96ba d702b3f c43af34 3469441 b788fc7 deb82b2 b788fc7 deb82b2 a6d8311 3469441 b788fc7 74c1714 deb82b2 74c1714 b788fc7 deb82b2 74c1714 deb82b2 a5396a6 b788fc7 a5396a6 b788fc7 deb82b2 b788fc7 deb82b2 b788fc7 deb82b2 b788fc7 deb82b2 b788fc7 deb82b2 e5d67bc b788fc7 d702b3f deb82b2 b788fc7 deb82b2 a5396a6 a6d8311 deb82b2 3469441 a5396a6 3469441 a6d8311 a5396a6 a6d8311 c955262 deb82b2 c955262 b788fc7 c955262 b788fc7 c955262 3469441 a6d8311 3469441 a5396a6 b788fc7 a5396a6 a6d8311 b788fc7 c43af34 a6d8311 74c1714 b788fc7 66a96ba c43af34 66a96ba c43af34 74c1714 c43af34 66a96ba b788fc7 69a5bc2 e5d67bc c43af34 3469441 a6d8311 b788fc7 66a96ba deb82b2 3469441 75f3b2f c43af34 75f3b2f 3469441 a5396a6 75f3b2f 3469441 a5396a6 3469441 5a89d96 deb82b2 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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 |
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
}
# --- AI Logic Helper ---
def analyze_structure(diff_x, diff_y, current_mid):
if not diff_y or len(diff_y) < 5:
return None
# 1. Momentum Projection
net_total = diff_y[-1]
momentum_shift = net_total * 0.2
projected_price = current_mid + momentum_shift
# 2. Find Structural Reversals
support_level = None
resistance_level = None
scan_limit = len(diff_y) // 2
for i in range(1, scan_limit):
prev_val = diff_y[i-1]
curr_val = diff_y[i]
dist = diff_x[i]
if prev_val > 0 and curr_val < 0 and resistance_level is None:
resistance_level = current_mid + dist
if prev_val < 0 and curr_val > 0 and support_level is None:
support_level = current_mid - dist
return {
"projected": projected_price,
"support": support_level,
"resistance": resistance_level,
"net_score": net_total
}
# --- Improved HTML Frontend ---
HTML_PAGE = f"""
<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="UTF-8">
<title>AI Liquidity Dashboard | {SYMBOL_KRAKEN}</title>
<script src="https://unpkg.com/lightweight-charts/dist/lightweight-charts.standalone.production.js"></script>
<script src="https://cdn.plot.ly/plotly-2.24.1.min.js"></script>
<style>
:root {{
--bg-color: #0b0c10;
--panel-bg: #1f2833;
--text-main: #c5c6c7;
--accent-green: #66fcf1;
--accent-red: #ff3b3b;
--border: #2d3842;
}}
body {{ margin: 0; padding: 0; background-color: var(--bg-color); color: var(--text-main); font-family: monospace; overflow: hidden; height: 100vh; width: 100vw; }}
.grid-container {{ display: grid; grid-template-columns: 3fr 1fr; grid-template-rows: 2fr 1fr; gap: 4px; height: 100vh; padding: 4px; box-sizing: border-box; }}
.panel {{ background: #12141a; border: 1px solid var(--border); border-radius: 4px; position: relative; display: flex; flex-direction: column; overflow: hidden; }}
#p-price {{ grid-column: 1 / 2; grid-row: 1 / 2; }}
#p-depth {{ grid-column: 1 / 2; grid-row: 2 / 3; }}
#p-stats {{ grid-column: 2 / 3; grid-row: 1 / 3; border-left: 2px solid #45a29e; }}
.panel-header {{ padding: 8px 12px; background: #0f1116; border-bottom: 1px solid var(--border); font-size: 12px; font-weight: bold; display: flex; justify-content: space-between; color: var(--accent-green); }}
#tv-chart, #depth-chart {{ flex: 1; width: 100%; }}
.stats-content {{ padding: 15px; overflow-y: auto; flex: 1; }}
.stat-box {{ margin-bottom: 20px; padding: 10px; background: rgba(255,255,255,0.02); border-radius: 4px; }}
.stat-label {{ font-size: 11px; color: #666; display: block; margin-bottom: 4px; }}
.stat-value {{ font-size: 24px; font-weight: bold; }}
.green {{ color: var(--accent-green); }}
.red {{ color: var(--accent-red); }}
.terminal-box {{ margin-top: auto; font-size: 11px; height: 300px; display: flex; flex-direction: column; }}
.term-header {{ border-bottom: 1px dashed #444; margin-bottom: 5px; opacity: 0.7; }}
#term-logs {{ flex: 1; overflow-y: hidden; display: flex; flex-direction: column-reverse; }}
.log-line {{ margin-top: 4px; padding-left: 8px; border-left: 2px solid #333; }}
.meter-container {{ width: 100%; height: 6px; background: #333; margin-top: 10px; position: relative; overflow: hidden; }}
.meter-bar {{ height: 100%; width: 50%; background: #555; position: absolute; left: 0; transition: all 0.5s; }}
.mid-mark {{ position: absolute; left: 50%; height: 100%; width: 2px; background: #fff; z-index: 10; }}
#loader {{ position: absolute; top:0; left:0; width:100%; height:100%; background: rgba(0,0,0,0.95); z-index: 999; display: flex; flex-direction: column; justify-content: center; align-items: center; color: var(--accent-green); }}
#error-log {{ color: var(--accent-red); font-size: 12px; margin-top: 20px; max-width: 80%; text-align: center; }}
</style>
</head>
<body>
<div id="loader">
<div style="font-size: 24px; margin-bottom: 10px;">INITIALIZING AI MODELS...</div>
<div id="loading-status" style="font-size: 14px; color: #888;">Connecting to WebSocket...</div>
<div id="error-log"></div>
</div>
<div class="grid-container">
<div id="p-price" class="panel">
<div class="panel-header"><span>BTC/USD Price Action</span><span id="live-price">---</span></div>
<div id="tv-chart"></div>
</div>
<div id="p-depth" class="panel">
<div class="panel-header"><span>Liquidity Structure</span><span>DEPTH 300</span></div>
<div id="depth-chart"></div>
</div>
<div id="p-stats" class="panel">
<div class="panel-header">ANALYTICS ENGINE</div>
<div class="stats-content">
<div class="stat-box">
<span class="stat-label">NET LIQUIDITY SCORE</span>
<span id="score-val" class="stat-value">0</span>
<div class="meter-container"><div class="mid-mark"></div><div id="score-bar" class="meter-bar" style="left: 50%; width: 0%;"></div></div>
</div>
<div class="stat-box">
<span class="stat-label">STRUCTURE</span>
<div style="display:flex; justify-content:space-between;"><span>RES:</span><span id="res-val" class="red">---</span></div>
<div style="display:flex; justify-content:space-between;"><span>SUP:</span><span id="sup-val" class="green">---</span></div>
</div>
<div class="stat-box" style="border: 1px solid #444;">
<span class="stat-label" style="color:var(--accent-green);">AI PROJECTION</span>
<span id="proj-val" class="stat-value">---</span>
</div>
<div class="terminal-box">
<div class="term-header">> SYSTEM LOGS</div>
<div id="term-logs"></div>
</div>
</div>
</div>
</div>
<script>
// Global Error Handler
window.onerror = function(msg, url, lineNo, columnNo, error) {{
const errDiv = document.getElementById('error-log');
errDiv.innerHTML += `ERROR: ${{msg}} (Line: ${{lineNo}})<br>`;
document.getElementById('loading-status').style.color = 'red';
document.getElementById('loading-status').innerText = "SYSTEM FAILURE - CHECK CONSOLE";
return false;
}};
const dom = {{
loader: document.getElementById('loader'),
status: document.getElementById('loading-status'),
price: document.getElementById('live-price'),
scoreVal: document.getElementById('score-val'),
scoreBar: document.getElementById('score-bar'),
resVal: document.getElementById('res-val'),
supVal: document.getElementById('sup-val'),
projVal: document.getElementById('proj-val'),
logs: document.getElementById('term-logs')
}};
// Verify Libraries
if (typeof LightweightCharts === 'undefined') throw new Error("LightweightCharts CDN failed to load.");
if (typeof Plotly === 'undefined') throw new Error("Plotly CDN failed to load.");
// --- CHART SETUP ---
const chart = LightweightCharts.createChart(document.getElementById('tv-chart'), {{
layout: {{ background: {{ type: 'solid', color: '#12141a' }}, textColor: '#888' }},
grid: {{ vertLines: {{ color: '#1f2833' }}, horzLines: {{ color: '#1f2833' }} }},
timeScale: {{ timeVisible: true, secondsVisible: true }},
}});
const lineSeries = chart.addLineSeries({{ color: '#2962FF', lineWidth: 2 }});
const predSeries = chart.addLineSeries({{ color: '#ff9800', lineWidth: 2, lineStyle: 2 }}); // Dotted
let supportLine = null, resistanceLine = null;
// Auto Resize
new ResizeObserver(entries => {{
if (entries[0].target) {{
const r = entries[0].contentRect;
chart.applyOptions({{ width: r.width, height: r.height }});
}}
}}).observe(document.getElementById('tv-chart'));
// Plotly Setup
Plotly.newPlot('depth-chart', [], {{
paper_bgcolor: '#12141a', plot_bgcolor: '#12141a',
font: {{ color: '#888', family: 'monospace' }},
margin: {{ t: 10, b: 30, l: 40, r: 20 }},
xaxis: {{ gridcolor: '#1f2833' }}, yaxis: {{ gridcolor: '#1f2833' }},
showlegend: false
}}, {{ responsive: true, displayModeBar: false }});
function log(msg, type='neutral') {{
const div = document.createElement('div');
div.className = 'log-line';
div.style.borderLeftColor = type === 'bull' ? '#66fcf1' : type === 'bear' ? '#ff3b3b' : '#333';
div.innerHTML = `<span style="opacity:0.5">${{new Date().toLocaleTimeString()}}</span> ${{msg}}`;
dom.logs.prepend(div);
if (dom.logs.children.length > 20) dom.logs.removeChild(dom.logs.lastChild);
}}
async function fetchData() {{
try {{
// Cache busting with timestamp to prevent stuck "Initializing" state
const res = await fetch('/data?t=' + Date.now());
const data = await res.json();
if (data.error) {{
dom.status.innerText = "Waiting for market data...";
return;
}}
// Data received - Hide Loader
dom.loader.style.display = 'none';
// 1. Update Price Chart
const uniqueHistory = [];
const seen = new Set();
data.history.forEach(d => {{
const t = Math.floor(d.t);
if (!seen.has(t)) {{ seen.add(t); uniqueHistory.push({{ time: t, value: d.p }}); }}
}});
if (uniqueHistory.length > 0) {{
lineSeries.setData(uniqueHistory);
const last = uniqueHistory[uniqueHistory.length - 1];
if (data.analysis) {{
const {{ projected, support, resistance, net_score }} = data.analysis;
// Prediction
predSeries.setData([last, {{ time: last.time + 60, value: projected }}]);
dom.projVal.innerText = projected.toFixed(2);
dom.price.innerText = data.mid.toFixed(2);
// S/R Lines
if (support) {{
dom.supVal.innerText = support.toFixed(0);
if (!supportLine) supportLine = lineSeries.createPriceLine({{ price: support, color: '#00e676', title: 'SUP' }});
else supportLine.applyOptions({{ price: support }});
}} else {{
dom.supVal.innerText = '---';
if (supportLine) {{ lineSeries.removePriceLine(supportLine); supportLine = null; }}
}}
if (resistance) {{
dom.resVal.innerText = resistance.toFixed(0);
if (!resistanceLine) resistanceLine = lineSeries.createPriceLine({{ price: resistance, color: '#ff1744', title: 'RES' }});
else resistanceLine.applyOptions({{ price: resistance }});
}} else {{
dom.resVal.innerText = '---';
if (resistanceLine) {{ lineSeries.removePriceLine(resistanceLine); resistanceLine = null; }}
}}
// Score Meter
dom.scoreVal.innerText = net_score.toFixed(1);
dom.scoreVal.className = net_score > 0 ? "stat-value green" : "stat-value red";
let barW = Math.min(Math.abs(net_score)*2, 50);
dom.scoreBar.style.width = barW + '%';
dom.scoreBar.style.left = net_score > 0 ? '50%' : (50 - barW) + '%';
dom.scoreBar.style.background = net_score > 0 ? '#66fcf1' : '#ff3b3b';
// Random Logs
if (Math.random() > 0.95) {{
if (net_score > 30) log("Significant Bullish flow", 'bull');
if (net_score < -30) log("Significant Bearish flow", 'bear');
}}
}}
}}
// 2. Update Depth Chart
const trace = {{ x: data.diff.x, y: data.diff.y, type: 'scatter', fill: 'tozeroy', line: {{color: '#e040fb'}} }};
Plotly.react('depth-chart', [trace], {{
paper_bgcolor: '#12141a', plot_bgcolor: '#12141a',
font: {{ color: '#888' }}, margin: {{ t: 10, b: 20, l: 30, r: 10 }},
xaxis: {{ showgrid: false }}, yaxis: {{ showgrid: true, gridcolor: '#333' }},
shapes: [{{ type: 'line', x0: 0, x1: 1, xref: 'paper', y0: 0, y1: 0, line: {{color: '#555'}} }}]
}}, {{ displayModeBar: false }});
}} catch (e) {{
console.error(e);
// Do not show error on UI for transient fetch errors, just log to console
// unless it persists
}}
}}
setInterval(fetchData, 1000);
</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"🔌 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['prev_mid'] = market_state['current_mid']
market_state['current_mid'] = mid
market_state['ready'] = True
now = time.time()
# Throttle history recording (200ms)
if not market_state['history'] or (now - market_state['history'][-1]['t'] > 0.2):
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"⚠️ 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):
# Returns JSON. If not ready, returns error field.
if not market_state['ready']:
return web.json_response({"error": "Initializing..."})
mid = market_state['current_mid']
# Snapshot & process
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]
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)
# Net Liquidity Curve
diff_x, diff_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
diff_x.append(s)
diff_y.append(vol_b - vol_a)
analysis = analyze_structure(diff_x, diff_y, mid)
return web.json_response({
"mid": mid,
"history": market_state['history'],
"diff": { "x": diff_x, "y": diff_y },
"analysis": analysis
})
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"🚀 AI Dashboard: http://localhost:{PORT}")
await asyncio.Event().wait()
if __name__ == "__main__":
try: asyncio.run(main())
except KeyboardInterrupt: pass |