Update app.py

app.py

@@ -11,7 +11,10 @@ SYMBOL_KRAKEN = "BTC/USD"
 PORT = 7860
 HISTORY_LENGTH = 300 
 BROADCAST_RATE = 0.1
-DECAY_LAMBDA = 100.0 
+
+DECAY_LAMBDA_SHORT = 100.0 
+DECAY_LAMBDA_LONG = 500.0  
+
 IMPACT_SENSITIVITY = 0.5 
 
 logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(message)s')
@@ -20,7 +23,8 @@ market_state = {
     "bids": {},
     "asks": {},
     "history": [], 
-    "pred_history": [], 
+    "pred_history_short": [], 
+    "pred_history_long": [],
     "current_mid": 0.0,
     "prev_mid": 0.0,
     "ready": False
@@ -32,7 +36,8 @@ def analyze_structure(diff_x, diff_y, current_mid):
     if not diff_y or len(diff_y) < 5:
         return None
 
-    weighted_imbalance = 0.0
+    w_imbalance_short = 0.0
+    w_imbalance_long = 0.0
     prev_vol = 0.0
     
     for i in range(len(diff_x)):
@@ -42,21 +47,26 @@ def analyze_structure(diff_x, diff_y, current_mid):
         marginal_vol = cum_vol - prev_vol
         prev_vol = cum_vol
         
-        weight = math.exp(-dist / DECAY_LAMBDA)
-        weighted_imbalance += marginal_vol * weight
+        weight_short = math.exp(-dist / DECAY_LAMBDA_SHORT)
+        w_imbalance_short += marginal_vol * weight_short
+        
+        weight_long = math.exp(-dist / DECAY_LAMBDA_LONG)
+        w_imbalance_long += marginal_vol * weight_long
 
-    if weighted_imbalance != 0:
-        impact = math.sqrt(abs(weighted_imbalance)) * IMPACT_SENSITIVITY
-        if weighted_imbalance < 0:
-            impact = -impact
-    else:
-        impact = 0.0
+    if w_imbalance_short != 0:
+        impact_s = math.sqrt(abs(w_imbalance_short)) * IMPACT_SENSITIVITY
+        if w_imbalance_short < 0: impact_s = -impact_s
+    else: impact_s = 0.0
 
-    projected_price = current_mid + impact
+    if w_imbalance_long != 0:
+        impact_l = math.sqrt(abs(w_imbalance_long)) * IMPACT_SENSITIVITY
+        if w_imbalance_long < 0: impact_l = -impact_l
+    else: impact_l = 0.0
 
     return {
-        "projected": projected_price,
-        "net_score": weighted_imbalance
+        "proj_short": current_mid + impact_s,
+        "proj_long": current_mid + impact_l,
+        "net_score": w_imbalance_short
     }
 
 def process_market_data():
@@ -106,15 +116,20 @@ def process_market_data():
     
     now = time.time()
     if analysis:
-        if not market_state['pred_history'] or (now - market_state['pred_history'][-1]['t'] > 0.5):
-            market_state['pred_history'].append({'t': now, 'p': analysis['projected']})
-            if len(market_state['pred_history']) > HISTORY_LENGTH:
-                market_state['pred_history'].pop(0)
+        if not market_state['pred_history_short'] or (now - market_state['pred_history_short'][-1]['t'] > 0.5):
+            market_state['pred_history_short'].append({'t': now, 'p': analysis['proj_short']})
+            if len(market_state['pred_history_short']) > HISTORY_LENGTH:
+                market_state['pred_history_short'].pop(0)
+                
+            market_state['pred_history_long'].append({'t': now, 'p': analysis['proj_long']})
+            if len(market_state['pred_history_long']) > HISTORY_LENGTH:
+                market_state['pred_history_long'].pop(0)
 
     return {
         "mid": mid,
         "history": market_state['history'],
-        "pred_history": market_state['pred_history'],
+        "pred_history_short": market_state['pred_history_short'],
+        "pred_history_long": market_state['pred_history_long'],
         "depth_x": diff_x,
         "depth_net": diff_y,
         "depth_bids": chart_bids,
@@ -136,6 +151,7 @@ HTML_PAGE = f"""
             --text-main: #c5c6c7;
             --accent-green: #66fcf1;
             --accent-red: #ff3b3b;
+            --accent-purple: #ce93d8;
             --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; }}
@@ -168,6 +184,7 @@ HTML_PAGE = f"""
         .stat-value {{ font-size: 24px; font-weight: bold; }}
         .green {{ color: var(--accent-green); }}
         .red {{ color: var(--accent-red); }}
+        .purple {{ color: var(--accent-purple); }}
         
         #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); }}
     </style>
@@ -200,12 +217,16 @@ HTML_PAGE = f"""
             <div class="panel-header">HFT ANALYTICS ENGINE</div>
             <div class="stats-content">
                 <div class="stat-box">
-                    <span class="stat-label">WEIGHTED IMBALANCE SCORE</span>
+                    <span class="stat-label">WEIGHTED IMBALANCE (SHORT)</span>
                     <span id="score-val" class="stat-value">0</span>
                 </div>
                 <div class="stat-box" style="border: 1px solid #444;">
-                    <span class="stat-label" style="color:var(--accent-green);">IMPACT PROJECTION</span>
-                    <span id="proj-val" class="stat-value">---</span>
+                    <span class="stat-label" style="color:#aaa;">SHORT TERM TARGET</span>
+                    <span id="proj-short" class="stat-value">---</span>
+                </div>
+                <div class="stat-box" style="border: 1px solid #7b1fa2;">
+                    <span class="stat-label" style="color:var(--accent-purple);">LONG TERM TARGET (CENTER OF MASS)</span>
+                    <span id="proj-long" class="stat-value purple">---</span>
                 </div>
             </div>
         </div>
@@ -218,7 +239,8 @@ HTML_PAGE = f"""
                 status: document.getElementById('loading-status'),
                 price: document.getElementById('live-price'),
                 scoreVal: document.getElementById('score-val'),
-                projVal: document.getElementById('proj-val')
+                projShort: document.getElementById('proj-short'),
+                projLong: document.getElementById('proj-long')
             }};
 
             const chartCommon = {{
@@ -230,28 +252,22 @@ HTML_PAGE = f"""
             }};
 
             const priceChart = LightweightCharts.createChart(document.getElementById('tv-price'), chartCommon);
+            
             const priceSeries = priceChart.addLineSeries({{ color: '#2962FF', lineWidth: 2, title: 'Price' }});
             
-            const pastPredSeries = priceChart.addLineSeries({{ 
-                color: '#555555', 
-                lineWidth: 1, 
-                title: 'Past Prediction' 
-            }});
+            const pastShortSeries = priceChart.addLineSeries({{ color: '#555555', lineWidth: 1, title: 'Short Term (Past)' }});
+            const futureShortSeries = priceChart.addLineSeries({{ color: '#ff9800', lineWidth: 2, lineStyle: 2, title: 'Short Term (Fut)' }});
 
-            const futurePredSeries = priceChart.addLineSeries({{ 
-                color: '#ff9800', 
-                lineWidth: 2, 
-                lineStyle: 2, 
-                title: 'Projection' 
-            }});
+            const pastLongSeries = priceChart.addLineSeries({{ color: '#7b1fa2', lineWidth: 1, title: 'Long Term (Past)' }});
+            const futureLongSeries = priceChart.addLineSeries({{ color: '#ce93d8', lineWidth: 2, lineStyle: 2, title: 'Long Term (Fut)' }});
 
             const rawChart = LightweightCharts.createChart(document.getElementById('tv-raw'), {{
                 ...chartCommon,
                 timeScale: {{ tickMarkFormatter: (time) => parseFloat(time).toFixed(0) }},
                 localization: {{ timeFormatter: (time) => 'Dist: $' + parseFloat(time).toFixed(2) }}
             }});
-            const rawBidSeries = rawChart.addAreaSeries({{ lineColor: '#00e676', topColor: 'rgba(0, 230, 118, 0.2)', bottomColor: 'rgba(0, 230, 118, 0.0)', lineWidth: 2, title: "Bids" }});
-            const rawAskSeries = rawChart.addAreaSeries({{ lineColor: '#ff1744', topColor: 'rgba(255, 23, 68, 0.2)', bottomColor: 'rgba(255, 23, 68, 0.0)', lineWidth: 2, title: "Asks" }});
+            const rawBidSeries = rawChart.addAreaSeries({{ lineColor: '#00e676', topColor: 'rgba(0, 230, 118, 0.2)', bottomColor: 'rgba(0, 230, 118, 0.0)', lineWidth: 2 }});
+            const rawAskSeries = rawChart.addAreaSeries({{ lineColor: '#ff1744', topColor: 'rgba(255, 23, 68, 0.2)', bottomColor: 'rgba(255, 23, 68, 0.0)', lineWidth: 2 }});
 
             const netChart = LightweightCharts.createChart(document.getElementById('tv-net'), {{
                 ...chartCommon,
@@ -295,31 +311,40 @@ HTML_PAGE = f"""
                         if (!seen.has(t)) {{ seen.add(t); cleanHistory.push({{ time: t, value: d.p }}); }}
                     }});
 
-                    const predHistory = [];
-                    const seenP = new Set();
-                    if(data.pred_history) {{
-                        data.pred_history.forEach(d => {{
+                    const predShort = [];
+                    const seenS = new Set();
+                    if(data.pred_history_short) {{
+                        data.pred_history_short.forEach(d => {{
+                            const t = Math.floor(d.t);
+                            if(!seenS.has(t)) {{ seenS.add(t); predShort.push({{ time: t, value: d.p }}); }}
+                        }});
+                    }}
+
+                    const predLong = [];
+                    const seenL = new Set();
+                    if(data.pred_history_long) {{
+                        data.pred_history_long.forEach(d => {{
                             const t = Math.floor(d.t);
-                            if(!seenP.has(t)) {{ seenP.add(t); predHistory.push({{ time: t, value: d.p }}); }}
+                            if(!seenL.has(t)) {{ seenL.add(t); predLong.push({{ time: t, value: d.p }}); }}
                         }});
                     }}
 
                     if (cleanHistory.length) {{
                         priceSeries.setData(cleanHistory);
-                        pastPredSeries.setData(predHistory);
+                        pastShortSeries.setData(predShort);
+                        pastLongSeries.setData(predLong);
 
                         const last = cleanHistory[cleanHistory.length-1];
                         dom.price.innerText = last.value.toLocaleString(undefined, {{minimumFractionDigits: 2}});
                         
                         if (data.analysis) {{
-                            const {{ projected, net_score }} = data.analysis;
+                            const {{ proj_short, proj_long, net_score }} = data.analysis;
                             
-                            futurePredSeries.setData([
-                                last,
-                                {{ time: last.time + 60, value: projected }}
-                            ]);
+                            futureShortSeries.setData([last, {{ time: last.time + 60, value: proj_short }}]);
+                            futureLongSeries.setData([last, {{ time: last.time + 300, value: proj_long }}]);
                             
-                            dom.projVal.innerText = projected.toLocaleString(undefined, {{minimumFractionDigits: 0, maximumFractionDigits: 0}});
+                            dom.projShort.innerText = proj_short.toLocaleString(undefined, {{minimumFractionDigits: 0, maximumFractionDigits: 0}});
+                            dom.projLong.innerText = proj_long.toLocaleString(undefined, {{minimumFractionDigits: 0, maximumFractionDigits: 0}});
 
                             dom.scoreVal.innerText = net_score.toFixed(2);
                             dom.scoreVal.className = net_score > 0 ? "stat-value green" : "stat-value red";