Update app.py
Browse files
app.py
CHANGED
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@@ -9,13 +9,11 @@ from datetime import datetime
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from aiohttp import web
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import websockets
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-
# --- CONFIGURATION ---
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SYMBOL_KRAKEN = "BTC/USD"
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PORT = 7860
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HISTORY_LENGTH = 300
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BROADCAST_RATE = 0.1
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-
# Mathematical Constants
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DECAY_LAMBDA = 50.0
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IMPACT_SENSITIVITY = 2.0
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WALL_DAMPENING = 0.8
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@@ -24,14 +22,13 @@ WALL_LOOKBACK = 200
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logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(message)s')
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-
# --- GLOBAL STATE ---
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market_state = {
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"bids": {},
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"asks": {},
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"history": [],
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"pred_history": [],
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"trade_vol_history": [],
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-
"ohlc_history": [],
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"current_vol_window": {"buy": 0.0, "sell": 0.0, "start": time.time()},
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"current_mid": 0.0,
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"ready": False
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@@ -39,8 +36,6 @@ market_state = {
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connected_clients = set()
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# --- QUANTITATIVE METHODS ---
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-
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def detect_anomalies(orders, scan_depth):
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if len(orders) < 10: return []
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relevant_orders = orders[:scan_depth]
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@@ -105,7 +100,6 @@ def process_market_data():
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mid = market_state['current_mid']
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# Process Trade Volume Window (Reset every 1 second)
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now = time.time()
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if now - market_state['current_vol_window']['start'] >= 1.0:
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market_state['trade_vol_history'].append({
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@@ -186,7 +180,6 @@ def process_market_data():
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"walls": {"bids": bid_walls, "asks": ask_walls}
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}
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-
# --- FRONTEND ---
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HTML_PAGE = f"""
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<!DOCTYPE html>
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<html lang="en">
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@@ -248,7 +241,6 @@ HTML_PAGE = f"""
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#p-chart {{ grid-column: 1 / 2; grid-row: 2 / 3; }}
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/* BOTTOM GRID */
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#p-bottom {{
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grid-column: 1 / 2; grid-row: 3 / 4;
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display: grid;
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@@ -258,7 +250,6 @@ HTML_PAGE = f"""
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}}
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.bottom-sub {{ background: var(--bg-panel); display: flex; flex-direction: column; position: relative; }}
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/* SIDEBAR */
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#p-sidebar {{
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grid-column: 2 / 3;
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grid-row: 2 / 4;
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@@ -306,12 +297,11 @@ HTML_PAGE = f"""
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.list-item span:first-child {{ color: #e0e0e0; }}
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.list-item:last-child {{ border: none; }}
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-
/* SIDEBAR CHARTS */
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.sidebar-chart-box {{
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flex: 1;
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display: flex;
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flex-direction: column;
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-
min-height: 0;
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}}
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.mini-chart {{
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flex: 1;
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@@ -333,13 +323,11 @@ HTML_PAGE = f"""
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<div class="status-right" id="clock">00:00:00 UTC</div>
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</div>
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-
<!-- TOP LEFT: Price Line -->
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<div id="p-chart" class="panel">
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<div class="chart-header">PRICE ACTION (BLUE) // PREDICTION (YELLOW)</div>
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<div id="tv-price" style="flex: 1; width: 100%;"></div>
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</div>
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-
<!-- BOTTOM: Candles + Imbalance -->
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<div id="p-bottom">
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<div class="bottom-sub">
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<div class="chart-header">1M KLINE (KRAKEN OHLC)</div>
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@@ -351,10 +339,8 @@ HTML_PAGE = f"""
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</div>
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</div>
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-
<!-- SIDEBAR -->
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<div id="p-sidebar" class="panel">
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-
<!-- STATS -->
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<div class="data-group">
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<span class="label">Micro-Price Delta</span>
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<div style="display:flex; align-items: baseline; gap: 10px;">
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@@ -372,7 +358,6 @@ HTML_PAGE = f"""
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<div class="divider"></div>
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-
<!-- WALLS -->
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<div class="data-group">
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<span class="label">Detected Walls (Z > 3.0)</span>
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<div id="wall-list" class="list-container">
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@@ -380,13 +365,11 @@ HTML_PAGE = f"""
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</div>
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</div>
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-
<!-- VOL CHART -->
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<div class="sidebar-chart-box">
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<span class="label" style="margin-bottom:4px;">Real-time Volume Ticks</span>
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<div id="sidebar-vol" class="mini-chart"></div>
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</div>
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-
<!-- DENSITY CHART -->
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<div class="sidebar-chart-box">
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<span class="label" style="margin-bottom:4px;">Liquidity Density</span>
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<div id="sidebar-density" class="mini-chart"></div>
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@@ -417,12 +400,10 @@ HTML_PAGE = f"""
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crosshair: {{ mode: 1, vertLine: {{ color: '#444', labelBackgroundColor: '#444' }}, horzLine: {{ color: '#444', labelBackgroundColor: '#444' }} }}
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}};
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-
// 1. PRICE LINE
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const priceChart = LightweightCharts.createChart(document.getElementById('tv-price'), chartOpts);
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const priceSeries = priceChart.addLineSeries({{ color: '#2979ff', lineWidth: 2, title: 'Price' }});
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const predSeries = priceChart.addLineSeries({{ color: '#ffeb3b', lineWidth: 2, lineStyle: 2, title: 'Forecast' }});
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-
// 2. CANDLESTICK CHART (NEW)
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const candleChart = LightweightCharts.createChart(document.getElementById('tv-candles'), {{
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...chartOpts,
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timeScale: {{ timeVisible: true, secondsVisible: false }}
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@@ -431,13 +412,11 @@ HTML_PAGE = f"""
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upColor: '#00ff9d', downColor: '#ff3b3b', borderVisible: false, wickUpColor: '#00ff9d', wickDownColor: '#ff3b3b'
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}});
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-
// 3. NET IMBALANCE
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const netChart = LightweightCharts.createChart(document.getElementById('tv-net'), {{
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...chartOpts, localization: {{ timeFormatter: t => '$' + t.toFixed(2) }}
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}});
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const netSeries = netChart.addHistogramSeries({{ color: '#2979ff' }});
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// 4. SIDEBAR: VOLUME
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const volChart = LightweightCharts.createChart(document.getElementById('sidebar-vol'), {{
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...chartOpts,
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grid: {{ vertLines: {{ visible: false }}, horzLines: {{ visible: false }} }},
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@@ -448,12 +427,11 @@ HTML_PAGE = f"""
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const volBuySeries = volChart.addHistogramSeries({{ color: '#00ff9d' }});
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const volSellSeries = volChart.addHistogramSeries({{ color: '#ff3b3b' }});
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-
// 5. SIDEBAR: DENSITY (MOVED)
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const denChart = LightweightCharts.createChart(document.getElementById('sidebar-density'), {{
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...chartOpts,
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grid: {{ vertLines: {{ visible: false }}, horzLines: {{ visible: false }} }},
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rightPriceScale: {{ visible: false }},
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timeScale: {{ visible: false }},
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handleScroll: false, handleScale: false
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}});
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const bidSeries = denChart.addAreaSeries({{ lineColor: '#00ff9d', topColor: 'rgba(0, 255, 157, 0.15)', bottomColor: 'rgba(0,0,0,0)', lineWidth: 1 }});
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@@ -461,7 +439,6 @@ HTML_PAGE = f"""
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let activeLines = [];
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// RESIZE OBSERVER
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new ResizeObserver(entries => {{
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for(let entry of entries) {{
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const {{width, height}} = entry.contentRect;
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@@ -476,7 +453,6 @@ HTML_PAGE = f"""
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['tv-price', 'tv-candles', 'tv-net', 'sidebar-vol', 'sidebar-density'].forEach(id => {{
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new ResizeObserver(e => {{
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const t = document.getElementById(id);
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// Simple check to ensure chart fits container
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if (t.clientWidth && t.clientHeight) {{
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if(id === 'tv-price') priceChart.applyOptions({{ width: t.clientWidth, height: t.clientHeight }});
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if(id === 'tv-candles') candleChart.applyOptions({{ width: t.clientWidth, height: t.clientHeight }});
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@@ -494,7 +470,6 @@ HTML_PAGE = f"""
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const data = JSON.parse(e.data);
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if (data.error) return;
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// MAIN LINE & TEXT
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if (data.history.length) {{
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const hist = data.history.map(d => ({{ time: Math.floor(d.t), value: d.p }}));
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const cleanHist = [...new Map(hist.map(i => [i.time, i])).values()];
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@@ -523,9 +498,7 @@ HTML_PAGE = f"""
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}}
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}}
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// CANDLES
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if (data.ohlc && data.ohlc.length) {{
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// Map backend format to LW Charts
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const candles = data.ohlc.map(c => ({{
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time: c.time,
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open: c.open,
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@@ -533,12 +506,10 @@ HTML_PAGE = f"""
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low: c.low,
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close: c.close
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}}));
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// De-dupe by time
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const uniqueCandles = [...new Map(candles.map(i => [i.time, i])).values()];
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candleSeries.setData(uniqueCandles);
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}}
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// WALLS
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if (data.walls) {{
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activeLines.forEach(l => priceSeries.removePriceLine(l));
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activeLines = [];
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@@ -553,7 +524,6 @@ HTML_PAGE = f"""
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dom.wallList.innerHTML = html || '<span class="c-dim" style="font-size:11px">Scanning...</span>';
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}}
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// SIDEBAR: VOL
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if (data.trade_history && data.trade_history.length) {{
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const buyData = [], sellData = [];
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data.trade_history.forEach(t => {{
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@@ -565,7 +535,6 @@ HTML_PAGE = f"""
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volSellSeries.setData([...new Map(sellData.map(i => [i.time, i])).values()]);
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}}
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// SIDEBAR: DENSITY (Moved)
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if (data.depth_x.length) {{
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const bids = [], asks = [], nets = [];
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for(let i=0; i<data.depth_x.length; i++) {{
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@@ -588,7 +557,6 @@ HTML_PAGE = f"""
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</html>
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"""
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# --- SERVER ---
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async def kraken_worker():
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global market_state
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while True:
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@@ -604,7 +572,6 @@ async def kraken_worker():
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"method": "subscribe",
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"params": {"channel": "trade", "symbol": [SYMBOL_KRAKEN]}
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}))
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# OHLC Interval 1 minute
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await ws.send(json.dumps({
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"method": "subscribe",
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"params": {"channel": "ohlc", "symbol": [SYMBOL_KRAKEN], "interval": 1}
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@@ -650,20 +617,15 @@ async def kraken_worker():
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except: pass
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elif channel == "ohlc":
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# Kraken v2 OHLC data format:
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# [{"time": "...", "open": "...", "high": "...", "low": "...", "close": "...", ...}]
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for candle in data:
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try:
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c_data = {
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# Kraken sends end time as timestamp, we use it for chart
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'time': int(float(candle['endtime'])),
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'open': float(candle['open']),
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'high': float(candle['high']),
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'low': float(candle['low']),
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'close': float(candle['close'])
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}
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# Update or Append
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# If last candle has same time, replace it, else append
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if market_state['ohlc_history'] and market_state['ohlc_history'][-1]['time'] == c_data['time']:
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market_state['ohlc_history'][-1] = c_data
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else:
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@@ -691,8 +653,11 @@ async def websocket_handler(request):
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ws = web.WebSocketResponse()
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await ws.prepare(request)
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connected_clients.add(ws)
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try:
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-
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return ws
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async def handle_index(request):
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from aiohttp import web
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import websockets
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SYMBOL_KRAKEN = "BTC/USD"
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PORT = 7860
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HISTORY_LENGTH = 300
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BROADCAST_RATE = 0.1
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DECAY_LAMBDA = 50.0
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IMPACT_SENSITIVITY = 2.0
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WALL_DAMPENING = 0.8
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logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(message)s')
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market_state = {
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"bids": {},
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"asks": {},
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"history": [],
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"pred_history": [],
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"trade_vol_history": [],
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+
"ohlc_history": [],
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"current_vol_window": {"buy": 0.0, "sell": 0.0, "start": time.time()},
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"current_mid": 0.0,
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"ready": False
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connected_clients = set()
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def detect_anomalies(orders, scan_depth):
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if len(orders) < 10: return []
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relevant_orders = orders[:scan_depth]
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mid = market_state['current_mid']
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now = time.time()
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if now - market_state['current_vol_window']['start'] >= 1.0:
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market_state['trade_vol_history'].append({
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"walls": {"bids": bid_walls, "asks": ask_walls}
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}
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HTML_PAGE = f"""
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<!DOCTYPE html>
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<html lang="en">
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#p-chart {{ grid-column: 1 / 2; grid-row: 2 / 3; }}
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#p-bottom {{
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grid-column: 1 / 2; grid-row: 3 / 4;
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display: grid;
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}}
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.bottom-sub {{ background: var(--bg-panel); display: flex; flex-direction: column; position: relative; }}
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#p-sidebar {{
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grid-column: 2 / 3;
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grid-row: 2 / 4;
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.list-item span:first-child {{ color: #e0e0e0; }}
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.list-item:last-child {{ border: none; }}
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.sidebar-chart-box {{
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flex: 1;
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display: flex;
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flex-direction: column;
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+
min-height: 0;
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}}
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.mini-chart {{
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flex: 1;
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<div class="status-right" id="clock">00:00:00 UTC</div>
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</div>
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<div id="p-chart" class="panel">
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<div class="chart-header">PRICE ACTION (BLUE) // PREDICTION (YELLOW)</div>
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<div id="tv-price" style="flex: 1; width: 100%;"></div>
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</div>
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<div id="p-bottom">
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<div class="bottom-sub">
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<div class="chart-header">1M KLINE (KRAKEN OHLC)</div>
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</div>
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</div>
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<div id="p-sidebar" class="panel">
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<div class="data-group">
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<span class="label">Micro-Price Delta</span>
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<div style="display:flex; align-items: baseline; gap: 10px;">
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<div class="divider"></div>
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<div class="data-group">
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<span class="label">Detected Walls (Z > 3.0)</span>
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<div id="wall-list" class="list-container">
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</div>
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</div>
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<div class="sidebar-chart-box">
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<span class="label" style="margin-bottom:4px;">Real-time Volume Ticks</span>
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<div id="sidebar-vol" class="mini-chart"></div>
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</div>
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<div class="sidebar-chart-box">
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<span class="label" style="margin-bottom:4px;">Liquidity Density</span>
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<div id="sidebar-density" class="mini-chart"></div>
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crosshair: {{ mode: 1, vertLine: {{ color: '#444', labelBackgroundColor: '#444' }}, horzLine: {{ color: '#444', labelBackgroundColor: '#444' }} }}
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}};
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const priceChart = LightweightCharts.createChart(document.getElementById('tv-price'), chartOpts);
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const priceSeries = priceChart.addLineSeries({{ color: '#2979ff', lineWidth: 2, title: 'Price' }});
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const predSeries = priceChart.addLineSeries({{ color: '#ffeb3b', lineWidth: 2, lineStyle: 2, title: 'Forecast' }});
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const candleChart = LightweightCharts.createChart(document.getElementById('tv-candles'), {{
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...chartOpts,
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timeScale: {{ timeVisible: true, secondsVisible: false }}
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|
| 412 |
upColor: '#00ff9d', downColor: '#ff3b3b', borderVisible: false, wickUpColor: '#00ff9d', wickDownColor: '#ff3b3b'
|
| 413 |
}});
|
| 414 |
|
|
|
|
| 415 |
const netChart = LightweightCharts.createChart(document.getElementById('tv-net'), {{
|
| 416 |
...chartOpts, localization: {{ timeFormatter: t => '$' + t.toFixed(2) }}
|
| 417 |
}});
|
| 418 |
const netSeries = netChart.addHistogramSeries({{ color: '#2979ff' }});
|
| 419 |
|
|
|
|
| 420 |
const volChart = LightweightCharts.createChart(document.getElementById('sidebar-vol'), {{
|
| 421 |
...chartOpts,
|
| 422 |
grid: {{ vertLines: {{ visible: false }}, horzLines: {{ visible: false }} }},
|
|
|
|
| 427 |
const volBuySeries = volChart.addHistogramSeries({{ color: '#00ff9d' }});
|
| 428 |
const volSellSeries = volChart.addHistogramSeries({{ color: '#ff3b3b' }});
|
| 429 |
|
|
|
|
| 430 |
const denChart = LightweightCharts.createChart(document.getElementById('sidebar-density'), {{
|
| 431 |
...chartOpts,
|
| 432 |
grid: {{ vertLines: {{ visible: false }}, horzLines: {{ visible: false }} }},
|
| 433 |
rightPriceScale: {{ visible: false }},
|
| 434 |
+
timeScale: {{ visible: false }},
|
| 435 |
handleScroll: false, handleScale: false
|
| 436 |
}});
|
| 437 |
const bidSeries = denChart.addAreaSeries({{ lineColor: '#00ff9d', topColor: 'rgba(0, 255, 157, 0.15)', bottomColor: 'rgba(0,0,0,0)', lineWidth: 1 }});
|
|
|
|
| 439 |
|
| 440 |
let activeLines = [];
|
| 441 |
|
|
|
|
| 442 |
new ResizeObserver(entries => {{
|
| 443 |
for(let entry of entries) {{
|
| 444 |
const {{width, height}} = entry.contentRect;
|
|
|
|
| 453 |
['tv-price', 'tv-candles', 'tv-net', 'sidebar-vol', 'sidebar-density'].forEach(id => {{
|
| 454 |
new ResizeObserver(e => {{
|
| 455 |
const t = document.getElementById(id);
|
|
|
|
| 456 |
if (t.clientWidth && t.clientHeight) {{
|
| 457 |
if(id === 'tv-price') priceChart.applyOptions({{ width: t.clientWidth, height: t.clientHeight }});
|
| 458 |
if(id === 'tv-candles') candleChart.applyOptions({{ width: t.clientWidth, height: t.clientHeight }});
|
|
|
|
| 470 |
const data = JSON.parse(e.data);
|
| 471 |
if (data.error) return;
|
| 472 |
|
|
|
|
| 473 |
if (data.history.length) {{
|
| 474 |
const hist = data.history.map(d => ({{ time: Math.floor(d.t), value: d.p }}));
|
| 475 |
const cleanHist = [...new Map(hist.map(i => [i.time, i])).values()];
|
|
|
|
| 498 |
}}
|
| 499 |
}}
|
| 500 |
|
|
|
|
| 501 |
if (data.ohlc && data.ohlc.length) {{
|
|
|
|
| 502 |
const candles = data.ohlc.map(c => ({{
|
| 503 |
time: c.time,
|
| 504 |
open: c.open,
|
|
|
|
| 506 |
low: c.low,
|
| 507 |
close: c.close
|
| 508 |
}}));
|
|
|
|
| 509 |
const uniqueCandles = [...new Map(candles.map(i => [i.time, i])).values()];
|
| 510 |
candleSeries.setData(uniqueCandles);
|
| 511 |
}}
|
| 512 |
|
|
|
|
| 513 |
if (data.walls) {{
|
| 514 |
activeLines.forEach(l => priceSeries.removePriceLine(l));
|
| 515 |
activeLines = [];
|
|
|
|
| 524 |
dom.wallList.innerHTML = html || '<span class="c-dim" style="font-size:11px">Scanning...</span>';
|
| 525 |
}}
|
| 526 |
|
|
|
|
| 527 |
if (data.trade_history && data.trade_history.length) {{
|
| 528 |
const buyData = [], sellData = [];
|
| 529 |
data.trade_history.forEach(t => {{
|
|
|
|
| 535 |
volSellSeries.setData([...new Map(sellData.map(i => [i.time, i])).values()]);
|
| 536 |
}}
|
| 537 |
|
|
|
|
| 538 |
if (data.depth_x.length) {{
|
| 539 |
const bids = [], asks = [], nets = [];
|
| 540 |
for(let i=0; i<data.depth_x.length; i++) {{
|
|
|
|
| 557 |
</html>
|
| 558 |
"""
|
| 559 |
|
|
|
|
| 560 |
async def kraken_worker():
|
| 561 |
global market_state
|
| 562 |
while True:
|
|
|
|
| 572 |
"method": "subscribe",
|
| 573 |
"params": {"channel": "trade", "symbol": [SYMBOL_KRAKEN]}
|
| 574 |
}))
|
|
|
|
| 575 |
await ws.send(json.dumps({
|
| 576 |
"method": "subscribe",
|
| 577 |
"params": {"channel": "ohlc", "symbol": [SYMBOL_KRAKEN], "interval": 1}
|
|
|
|
| 617 |
except: pass
|
| 618 |
|
| 619 |
elif channel == "ohlc":
|
|
|
|
|
|
|
| 620 |
for candle in data:
|
| 621 |
try:
|
| 622 |
c_data = {
|
|
|
|
| 623 |
'time': int(float(candle['endtime'])),
|
| 624 |
'open': float(candle['open']),
|
| 625 |
'high': float(candle['high']),
|
| 626 |
'low': float(candle['low']),
|
| 627 |
'close': float(candle['close'])
|
| 628 |
}
|
|
|
|
|
|
|
| 629 |
if market_state['ohlc_history'] and market_state['ohlc_history'][-1]['time'] == c_data['time']:
|
| 630 |
market_state['ohlc_history'][-1] = c_data
|
| 631 |
else:
|
|
|
|
| 653 |
ws = web.WebSocketResponse()
|
| 654 |
await ws.prepare(request)
|
| 655 |
connected_clients.add(ws)
|
| 656 |
+
try:
|
| 657 |
+
async for msg in ws:
|
| 658 |
+
pass
|
| 659 |
+
finally:
|
| 660 |
+
connected_clients.remove(ws)
|
| 661 |
return ws
|
| 662 |
|
| 663 |
async def handle_index(request):
|