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Alvin3y1 commited on 13 days ago

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0eee686

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1 Parent(s): 69a5bc2

Update app.py

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Files changed (1) hide show

app.py +42 -41

app.py CHANGED Viewed

@@ -3,7 +3,6 @@ import json
 import logging
 import time
 import bisect
-import math
 from aiohttp import web
 import websockets
@@ -29,7 +28,7 @@ HTML_PAGE = f"""
 <!DOCTYPE html>
 <html>
 <head>
-    <title>BTC-USD 6-Way Analysis</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; }}
@@ -73,20 +72,19 @@ HTML_PAGE = f"""
                 <div id="vol-chart" class="chart"></div>
             </div>
             <div class="col">
-                <!-- Net Difference (Bids - Asks) -->
                 <div id="diff-chart" class="chart"></div>
             </div>
         </div>
-        <!-- ROW 3 -->
         <div class="row">
             <div class="col">
-                <!-- Avg Diff (Diff / Steps) -->
-                <div id="avg-diff-chart" class="chart"></div>
             </div>
             <div class="col">
-                <!-- Mean Pressure (Previous) -->
-                <div id="mean-chart" class="chart"></div>
             </div>
         </div>
     </div>
@@ -96,13 +94,13 @@ HTML_PAGE = f"""
         const imbPercentDiv = document.getElementById('imb-percent-chart');
         const volDiv = document.getElementById('vol-chart');
         const diffDiv = document.getElementById('diff-chart');
-        const avgDiffDiv = document.getElementById('avg-diff-chart');
-        const meanDiv = document.getElementById('mean-chart');
         const statusDiv = document.getElementById('status');
         let initPrice = false, initImbP = false, initVol = false;
-        let initDiff = false, initAvgDiff = false, initMean = false;
         const commonConfig = {{ responsive: true, displayModeBar: false }};
         const commonLayout = {{
@@ -125,18 +123,22 @@ HTML_PAGE = f"""
                     return;
                 }}
-                statusDiv.innerHTML = `Mid: <span class="${{data.mid >= data.prev_mid ? 'green' : 'red'}}">$${{data.mid.toLocaleString(undefined, {{minimumFractionDigits: 2}})}}</span> | Net Vol: ${{data.diff.last_val ? data.diff.last_val.toFixed(2) : 0}}`;
                 // 1. PRICE HISTORY
-                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. IMBALANCE %
-                const traceImbP = {{ x: data.imbalance_pct.x, y: data.imbalance_pct.y, type: 'scatter', mode: 'lines', fill: 'tozeroy', line: {{color: '#ffeb3b'}} }};
                 const layoutImbP = {{ ...commonLayout, title: '<b>Pressure % (-100 to 100)</b>', yaxis: {{range: [-105, 105], gridcolor:'#222'}} }};
-                if (!initImbP) {{ Plotly.newPlot(imbPercentDiv, [traceImbP], layoutImbP, commonConfig); initImbP = true; }}
-                else {{ Plotly.react(imbPercentDiv, [traceImbP], layoutImbP, commonConfig); }}
                 // 3. VOLUME BY DISTANCE
                 const tracesVol = [
@@ -151,16 +153,15 @@ HTML_PAGE = f"""
                 if (!initDiff) {{ Plotly.newPlot(diffDiv, [traceDiff], {{ ...commonLayout, title: '<b>Net Liquidity (Bids - Asks)</b>' }}, commonConfig); initDiff = true; }}
                 else {{ Plotly.react(diffDiv, [traceDiff], {{ ...commonLayout, title: '<b>Net Liquidity (Bids - Asks)</b>' }}, commonConfig); }}
-                // 5. AVG NET DIFFERENCE (Diff / Steps)
-                const traceAvgDiff = {{ x: data.avg_diff.x, y: data.avg_diff.y, type: 'scatter', mode: 'lines', fill: 'tozeroy', line: {{color: '#ff9800'}} }};
-                if (!initAvgDiff) {{ Plotly.newPlot(avgDiffDiv, [traceAvgDiff], {{ ...commonLayout, title: '<b>Density (Net Vol / Step)</b>' }}, commonConfig); initAvgDiff = true; }}
-                else {{ Plotly.react(avgDiffDiv, [traceAvgDiff], {{ ...commonLayout, title: '<b>Density (Net Vol / Step)</b>' }}, commonConfig); }}
-                // 6. MEAN PRESSURE (-1 to +1)
-                const traceMean = {{ x: data.mean.x, y: data.mean.y, type: 'scatter', mode: 'lines', fill: 'tozeroy', line: {{color: '#00bcd4'}} }};
-                const layoutMean = {{ ...commonLayout, title: '<b>Avg Pressure % (-1 to 1)</b>', yaxis: {{range: [-1.1, 1.1], gridcolor:'#222'}} }};
-                if (!initMean) {{ Plotly.newPlot(meanDiv, [traceMean], layoutMean, commonConfig); initMean = true; }}
-                else {{ Plotly.react(meanDiv, [traceMean], layoutMean, commonConfig); }}
             }} catch (e) {{ console.error("Fetch error:", e); }}
         }}
@@ -246,9 +247,10 @@ async def handle_data(request):
     # --- Calculations ---
     imb_x, imb_y = [], []
     diff_x, diff_y = [], []
-    avg_diff_x, avg_diff_y = [], []
-    mean_x, mean_y = [], []
-    running_integral_pct = 0
     if d_b_x and d_a_x:
         max_dist = min(d_b_x[-1], d_a_x[-1])
@@ -273,24 +275,23 @@ async def handle_data(request):
             diff = vol_b - vol_a
             diff_x.append(s); diff_y.append(diff)
-            # 4. Avg Diff (Diff / Steps) -> Density
-            step_count = i + 1
-            avg_diff = diff / step_count
-            avg_diff_x.append(s); avg_diff_y.append(avg_diff)
-            # 5. Mean Pressure (Integral Pct / Steps)
-            running_integral_pct += pct
-            mean_pressure = (running_integral_pct / step_count) / 100.0 # Normalize -1 to 1
-            mean_x.append(s); mean_y.append(mean_pressure)
     return web.json_response({
         "mid": mid,
         "prev_mid": market_state['history'][-2]['p'] if len(market_state['history']) > 1 else mid,
         "imbalance_vol": { "dist_bids": d_b_x, "vol_bids": d_b_y, "dist_asks": d_a_x, "vol_asks": d_a_y },
         "imbalance_pct": { "x": imb_x, "y": imb_y },
-        "diff": { "x": diff_x, "y": diff_y, "last_val": diff_y[-1] if diff_y else 0 },
-        "avg_diff": { "x": avg_diff_x, "y": avg_diff_y },
-        "mean": { "x": mean_x, "y": mean_y },
         "history": market_state['history']
     })

 import logging
 import time
 import bisect
 from aiohttp import web
 import websockets
 <!DOCTYPE html>
 <html>
 <head>
+    <title>BTC-USD 6-Layer Deep Dive</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; }}
                 <div id="vol-chart" class="chart"></div>
             </div>
             <div class="col">
                 <div id="diff-chart" class="chart"></div>
             </div>
         </div>
+        <!-- ROW 3 (New) -->
         <div class="row">
             <div class="col">
+                <!-- Integral of Net Diff -->
+                <div id="int-diff-chart" class="chart"></div>
             </div>
             <div class="col">
+                <!-- Avg Integral (Integral / Steps) -->
+                <div id="avg-int-chart" class="chart"></div>
             </div>
         </div>
     </div>
         const imbPercentDiv = document.getElementById('imb-percent-chart');
         const volDiv = document.getElementById('vol-chart');
         const diffDiv = document.getElementById('diff-chart');
+        const intDiffDiv = document.getElementById('int-diff-chart');
+        const avgIntDiv = document.getElementById('avg-int-chart');
         const statusDiv = document.getElementById('status');
         let initPrice = false, initImbP = false, initVol = false;
+        let initDiff = false, initIntDiff = false, initAvgInt = false;
         const commonConfig = {{ responsive: true, displayModeBar: false }};
         const commonLayout = {{
                     return;
                 }}
+                statusDiv.innerHTML = `Mid: <span class="${{data.mid >= data.prev_mid ? 'green' : 'red'}}">$${{data.mid.toLocaleString(undefined, {{minimumFractionDigits: 2}})}}</span> | Avg Bias: ${{data.avg_int.last_val ? data.avg_int.last_val.toFixed(2) : 0}}`;
                 // 1. PRICE HISTORY
+                if (!initPrice) {{
+                    Plotly.newPlot(priceDiv, [{{ 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}} }}],
+                    {{ ...commonLayout, title: '<b>Midprice</b>', xaxis: {{type:'date', gridcolor:'#222'}} }}, commonConfig);
+                    initPrice = true;
+                }} else {{
+                    Plotly.react(priceDiv, [{{ 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}} }}],
+                    {{ ...commonLayout, title: '<b>Midprice</b>', xaxis: {{type:'date', gridcolor:'#222'}} }}, commonConfig);
+                }}
                 // 2. IMBALANCE %
                 const layoutImbP = {{ ...commonLayout, title: '<b>Pressure % (-100 to 100)</b>', yaxis: {{range: [-105, 105], gridcolor:'#222'}} }};
+                if (!initImbP) {{ Plotly.newPlot(imbPercentDiv, [{{ x: data.imbalance_pct.x, y: data.imbalance_pct.y, type: 'scatter', mode: 'lines', fill: 'tozeroy', line: {{color: '#ffeb3b'}} }}], layoutImbP, commonConfig); initImbP = true; }}
+                else {{ Plotly.react(imbPercentDiv, [{{ x: data.imbalance_pct.x, y: data.imbalance_pct.y, type: 'scatter', mode: 'lines', fill: 'tozeroy', line: {{color: '#ffeb3b'}} }}], layoutImbP, commonConfig); }}
                 // 3. VOLUME BY DISTANCE
                 const tracesVol = [
                 if (!initDiff) {{ Plotly.newPlot(diffDiv, [traceDiff], {{ ...commonLayout, title: '<b>Net Liquidity (Bids - Asks)</b>' }}, commonConfig); initDiff = true; }}
                 else {{ Plotly.react(diffDiv, [traceDiff], {{ ...commonLayout, title: '<b>Net Liquidity (Bids - Asks)</b>' }}, commonConfig); }}
+                // 5. INTEGRAL OF NET DIFFERENCE
+                const traceIntDiff = {{ x: data.int_diff.x, y: data.int_diff.y, type: 'scatter', mode: 'lines', fill: 'tozeroy', line: {{color: '#00bcd4'}} }};
+                if (!initIntDiff) {{ Plotly.newPlot(intDiffDiv, [traceIntDiff], {{ ...commonLayout, title: '<b>Integrated Net Liquidity (Sum of Diff)</b>' }}, commonConfig); initIntDiff = true; }}
+                else {{ Plotly.react(intDiffDiv, [traceIntDiff], {{ ...commonLayout, title: '<b>Integrated Net Liquidity (Sum of Diff)</b>' }}, commonConfig); }}
+                // 6. AVERAGE INTEGRATED DIFFERENCE (Integral / Steps)
+                const traceAvgInt = {{ x: data.avg_int.x, y: data.avg_int.y, type: 'scatter', mode: 'lines', fill: 'tozeroy', line: {{color: '#ff9800'}} }};
+                if (!initAvgInt) {{ Plotly.newPlot(avgIntDiv, [traceAvgInt], {{ ...commonLayout, title: '<b>Avg Integrated Liq (Int / Steps)</b>' }}, commonConfig); initAvgInt = true; }}
+                else {{ Plotly.react(avgIntDiv, [traceAvgInt], {{ ...commonLayout, title: '<b>Avg Integrated Liq (Int / Steps)</b>' }}, commonConfig); }}
             }} catch (e) {{ console.error("Fetch error:", e); }}
         }}
     # --- Calculations ---
     imb_x, imb_y = [], []
     diff_x, diff_y = [], []
+    int_diff_x, int_diff_y = [], []
+    avg_int_x, avg_int_y = [], []
+    running_diff_sum = 0
     if d_b_x and d_a_x:
         max_dist = min(d_b_x[-1], d_a_x[-1])
             diff = vol_b - vol_a
             diff_x.append(s); diff_y.append(diff)
+            # 4. Integral of Net Difference
+            running_diff_sum += diff
+            int_diff_x.append(s); int_diff_y.append(running_diff_sum)
+            # 5. Average Integrated Difference (Int / Steps)
+            step_count = i + 1
+            avg_int = running_diff_sum / step_count
+            avg_int_x.append(s); avg_int_y.append(avg_int)
     return web.json_response({
         "mid": mid,
         "prev_mid": market_state['history'][-2]['p'] if len(market_state['history']) > 1 else mid,
         "imbalance_vol": { "dist_bids": d_b_x, "vol_bids": d_b_y, "dist_asks": d_a_x, "vol_asks": d_a_y },
         "imbalance_pct": { "x": imb_x, "y": imb_y },
+        "diff": { "x": diff_x, "y": diff_y },
+        "int_diff": { "x": int_diff_x, "y": int_diff_y },
+        "avg_int": { "x": avg_int_x, "y": avg_int_y, "last_val": avg_int_y[-1] if avg_int_y else 0 },
         "history": market_state['history']
     })