Update app.py
Browse files
app.py
CHANGED
|
@@ -29,7 +29,7 @@ HTML_PAGE = f"""
|
|
| 29 |
<!DOCTYPE html>
|
| 30 |
<html>
|
| 31 |
<head>
|
| 32 |
-
<title>BTC-USD
|
| 33 |
<script src="https://cdn.plot.ly/plotly-2.24.1.min.js"></script>
|
| 34 |
<style>
|
| 35 |
body {{ margin: 0; padding: 0; background-color: #0e0e0e; color: #ccc; font-family: sans-serif; overflow: hidden; }}
|
|
@@ -76,8 +76,8 @@ HTML_PAGE = f"""
|
|
| 76 |
<div id="vol-chart" class="chart"></div>
|
| 77 |
</div>
|
| 78 |
<div class="col">
|
| 79 |
-
<!-- Bottom Right:
|
| 80 |
-
<div id="
|
| 81 |
</div>
|
| 82 |
</div>
|
| 83 |
</div>
|
|
@@ -86,11 +86,11 @@ HTML_PAGE = f"""
|
|
| 86 |
const priceDiv = document.getElementById('price-chart');
|
| 87 |
const imbPercentDiv = document.getElementById('imb-percent-chart');
|
| 88 |
const volDiv = document.getElementById('vol-chart');
|
| 89 |
-
const
|
| 90 |
|
| 91 |
const statusDiv = document.getElementById('status');
|
| 92 |
|
| 93 |
-
let initPrice = false, initImbP = false, initVol = false,
|
| 94 |
|
| 95 |
const commonConfig = {{ responsive: true, displayModeBar: false }};
|
| 96 |
const commonLayout = {{
|
|
@@ -113,7 +113,7 @@ HTML_PAGE = f"""
|
|
| 113 |
return;
|
| 114 |
}}
|
| 115 |
|
| 116 |
-
statusDiv.innerHTML = `Mid: <span class="${{data.mid >= data.prev_mid ? 'green' : 'red'}}">$${{data.mid.toLocaleString(undefined, {{minimumFractionDigits: 2}})}}</span> |
|
| 117 |
|
| 118 |
// 1. PRICE HISTORY
|
| 119 |
if (!initPrice) {{
|
|
@@ -139,24 +139,24 @@ HTML_PAGE = f"""
|
|
| 139 |
if (!initVol) {{ Plotly.newPlot(volDiv, tracesVol, layoutVol, commonConfig); initVol = true; }}
|
| 140 |
else {{ Plotly.react(volDiv, tracesVol, layoutVol, commonConfig); }}
|
| 141 |
|
| 142 |
-
// 4.
|
| 143 |
-
const
|
| 144 |
-
title: '<b>
|
| 145 |
xaxis: {{title: 'Distance ($)', gridcolor:'#222'}},
|
| 146 |
yaxis: {{title: 'Bias', range: [-1.1, 1.1], gridcolor:'#222', zeroline: true, zerolinecolor: '#fff'}}
|
| 147 |
}};
|
| 148 |
|
| 149 |
-
const
|
| 150 |
-
x: data.
|
| 151 |
-
y: data.
|
| 152 |
type: 'scatter',
|
| 153 |
mode: 'lines',
|
| 154 |
fill: 'tozeroy',
|
| 155 |
line: {{color: '#00bcd4', width: 2}} // Cyan
|
| 156 |
}};
|
| 157 |
|
| 158 |
-
if (!
|
| 159 |
-
else {{ Plotly.react(
|
| 160 |
|
| 161 |
}} catch (e) {{ console.error("Fetch error:", e); }}
|
| 162 |
}}
|
|
@@ -241,7 +241,7 @@ async def handle_data(request):
|
|
| 241 |
|
| 242 |
# --- Calculations ---
|
| 243 |
imb_x, imb_y = [], []
|
| 244 |
-
|
| 245 |
running_integral = 0
|
| 246 |
|
| 247 |
if d_b_x and d_a_x:
|
|
@@ -264,24 +264,24 @@ async def handle_data(request):
|
|
| 264 |
imb_x.append(s)
|
| 265 |
imb_y.append(pct)
|
| 266 |
|
| 267 |
-
# 3.
|
| 268 |
-
#
|
| 269 |
running_integral += pct
|
|
|
|
|
|
|
| 270 |
|
| 271 |
-
#
|
| 272 |
-
|
| 273 |
-
# Scale factor of 1000 means "significant bias" is accumulated over ~10 steps of strong pressure
|
| 274 |
-
norm_integral = math.tanh(running_integral / 1000.0)
|
| 275 |
|
| 276 |
-
|
| 277 |
-
|
| 278 |
|
| 279 |
return web.json_response({
|
| 280 |
"mid": mid,
|
| 281 |
"prev_mid": market_state['history'][-2]['p'] if len(market_state['history']) > 1 else mid,
|
| 282 |
"imbalance_vol": { "dist_bids": d_b_x, "vol_bids": d_b_y, "dist_asks": d_a_x, "vol_asks": d_a_y },
|
| 283 |
"imbalance_pct": { "x": imb_x, "y": imb_y },
|
| 284 |
-
"
|
| 285 |
"history": market_state['history']
|
| 286 |
})
|
| 287 |
|
|
@@ -305,7 +305,7 @@ async def main():
|
|
| 305 |
site = web.TCPSite(runner, '0.0.0.0', PORT)
|
| 306 |
await site.start()
|
| 307 |
|
| 308 |
-
print(f"π BTC-USD
|
| 309 |
await asyncio.Event().wait()
|
| 310 |
|
| 311 |
if __name__ == "__main__":
|
|
|
|
| 29 |
<!DOCTYPE html>
|
| 30 |
<html>
|
| 31 |
<head>
|
| 32 |
+
<title>BTC-USD Mean Pressure</title>
|
| 33 |
<script src="https://cdn.plot.ly/plotly-2.24.1.min.js"></script>
|
| 34 |
<style>
|
| 35 |
body {{ margin: 0; padding: 0; background-color: #0e0e0e; color: #ccc; font-family: sans-serif; overflow: hidden; }}
|
|
|
|
| 76 |
<div id="vol-chart" class="chart"></div>
|
| 77 |
</div>
|
| 78 |
<div class="col">
|
| 79 |
+
<!-- Bottom Right: Average Pressure (Mean Integral) -->
|
| 80 |
+
<div id="mean-chart" class="chart"></div>
|
| 81 |
</div>
|
| 82 |
</div>
|
| 83 |
</div>
|
|
|
|
| 86 |
const priceDiv = document.getElementById('price-chart');
|
| 87 |
const imbPercentDiv = document.getElementById('imb-percent-chart');
|
| 88 |
const volDiv = document.getElementById('vol-chart');
|
| 89 |
+
const meanDiv = document.getElementById('mean-chart');
|
| 90 |
|
| 91 |
const statusDiv = document.getElementById('status');
|
| 92 |
|
| 93 |
+
let initPrice = false, initImbP = false, initVol = false, initMean = false;
|
| 94 |
|
| 95 |
const commonConfig = {{ responsive: true, displayModeBar: false }};
|
| 96 |
const commonLayout = {{
|
|
|
|
| 113 |
return;
|
| 114 |
}}
|
| 115 |
|
| 116 |
+
statusDiv.innerHTML = `Mid: <span class="${{data.mid >= data.prev_mid ? 'green' : 'red'}}">$${{data.mid.toLocaleString(undefined, {{minimumFractionDigits: 2}})}}</span> | Avg Bias: ${{data.mean.last_val ? data.mean.last_val.toFixed(3) : 0}}`;
|
| 117 |
|
| 118 |
// 1. PRICE HISTORY
|
| 119 |
if (!initPrice) {{
|
|
|
|
| 139 |
if (!initVol) {{ Plotly.newPlot(volDiv, tracesVol, layoutVol, commonConfig); initVol = true; }}
|
| 140 |
else {{ Plotly.react(volDiv, tracesVol, layoutVol, commonConfig); }}
|
| 141 |
|
| 142 |
+
// 4. MEAN PRESSURE (-1 to +1)
|
| 143 |
+
const layoutMean = {{ ...commonLayout,
|
| 144 |
+
title: '<b>Average Pressure (Integral / Steps)</b>',
|
| 145 |
xaxis: {{title: 'Distance ($)', gridcolor:'#222'}},
|
| 146 |
yaxis: {{title: 'Bias', range: [-1.1, 1.1], gridcolor:'#222', zeroline: true, zerolinecolor: '#fff'}}
|
| 147 |
}};
|
| 148 |
|
| 149 |
+
const traceMean = {{
|
| 150 |
+
x: data.mean.x,
|
| 151 |
+
y: data.mean.y,
|
| 152 |
type: 'scatter',
|
| 153 |
mode: 'lines',
|
| 154 |
fill: 'tozeroy',
|
| 155 |
line: {{color: '#00bcd4', width: 2}} // Cyan
|
| 156 |
}};
|
| 157 |
|
| 158 |
+
if (!initMean) {{ Plotly.newPlot(meanDiv, [traceMean], layoutMean, commonConfig); initMean = true; }}
|
| 159 |
+
else {{ Plotly.react(meanDiv, [traceMean], layoutMean, commonConfig); }}
|
| 160 |
|
| 161 |
}} catch (e) {{ console.error("Fetch error:", e); }}
|
| 162 |
}}
|
|
|
|
| 241 |
|
| 242 |
# --- Calculations ---
|
| 243 |
imb_x, imb_y = [], []
|
| 244 |
+
mean_x, mean_y = [], []
|
| 245 |
running_integral = 0
|
| 246 |
|
| 247 |
if d_b_x and d_a_x:
|
|
|
|
| 264 |
imb_x.append(s)
|
| 265 |
imb_y.append(pct)
|
| 266 |
|
| 267 |
+
# 3. Mean Pressure
|
| 268 |
+
# Integral / Number of Steps
|
| 269 |
running_integral += pct
|
| 270 |
+
step_count = i + 1
|
| 271 |
+
mean_pressure = running_integral / step_count
|
| 272 |
|
| 273 |
+
# Normalize to -1..1 (divide by 100%)
|
| 274 |
+
norm_mean = mean_pressure / 100.0
|
|
|
|
|
|
|
| 275 |
|
| 276 |
+
mean_x.append(s)
|
| 277 |
+
mean_y.append(norm_mean)
|
| 278 |
|
| 279 |
return web.json_response({
|
| 280 |
"mid": mid,
|
| 281 |
"prev_mid": market_state['history'][-2]['p'] if len(market_state['history']) > 1 else mid,
|
| 282 |
"imbalance_vol": { "dist_bids": d_b_x, "vol_bids": d_b_y, "dist_asks": d_a_x, "vol_asks": d_a_y },
|
| 283 |
"imbalance_pct": { "x": imb_x, "y": imb_y },
|
| 284 |
+
"mean": { "x": mean_x, "y": mean_y, "last_val": mean_y[-1] if mean_y else 0 },
|
| 285 |
"history": market_state['history']
|
| 286 |
})
|
| 287 |
|
|
|
|
| 305 |
site = web.TCPSite(runner, '0.0.0.0', PORT)
|
| 306 |
await site.start()
|
| 307 |
|
| 308 |
+
print(f"π BTC-USD Mean Pressure Dashboard: http://localhost:{PORT}")
|
| 309 |
await asyncio.Event().wait()
|
| 310 |
|
| 311 |
if __name__ == "__main__":
|