Update app.py
Browse files
app.py
CHANGED
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@@ -28,7 +28,7 @@ HTML_PAGE = f"""
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<!DOCTYPE html>
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<html>
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<head>
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<title>BTC-USD
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<script src="https://cdn.plot.ly/plotly-2.24.1.min.js"></script>
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<style>
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body {{ margin: 0; padding: 0; background-color: #0e0e0e; color: #ccc; font-family: sans-serif; overflow: hidden; }}
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@@ -36,10 +36,10 @@ HTML_PAGE = f"""
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/* Layout Grid */
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#container {{ display: flex; flex-direction: column; height: 100vh; width: 100vw; }}
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/* Row 1:
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#row-top {{ flex: 1; display: flex; width: 100%; border-bottom: 1px solid #333; }}
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/* Row 2:
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#row-bot {{ flex: 1; display: flex; width: 100%; }}
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/* Columns */
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@@ -59,7 +59,7 @@ HTML_PAGE = f"""
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<div id="status">Connecting...</div>
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<div id="container">
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<!-- TOP ROW
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<div id="row-top">
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<div class="col-left">
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<div id="price-chart" class="chart"></div>
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@@ -69,33 +69,32 @@ HTML_PAGE = f"""
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</div>
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</div>
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<!-- BOTTOM ROW
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<div id="row-bot">
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<div class="col-left">
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</div>
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<div class="col-right">
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</div>
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</div>
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</div>
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<script>
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// Chart Targets
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const priceDiv = document.getElementById('price-chart');
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const imbPercentDiv = document.getElementById('imb-percent-chart');
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const depthDiv = document.getElementById('depth-chart');
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const volDiv = document.getElementById('vol-chart');
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const statusDiv = document.getElementById('status');
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// Init Flags
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let initPrice = false;
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let initImbP = false;
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let initDepth = false;
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let initVol = false;
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// Shared Config
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const commonConfig = {{ responsive: true, displayModeBar: false }};
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const commonLayout = {{
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paper_bgcolor: '#0e0e0e',
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@@ -117,107 +116,55 @@ HTML_PAGE = f"""
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return;
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}}
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const lastImb = data.imbalance_pct.last_val;
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let imbColor = '#aaa';
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if(lastImb > 5) imbColor = '#00e676';
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if(lastImb < -5) imbColor = '#ff1744';
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statusDiv.innerHTML = `Mid: <span class="${{data.mid >= data.prev_mid ? 'green' : 'red'}}">$${{data.mid.toLocaleString(undefined, {{minimumFractionDigits: 2}})}}</span> | Pressure: <span style="color:${{imbColor}}">${{lastImb ? lastImb.toFixed(2) + '%' : '-'}}</span>`;
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// ----------------------------------------------------
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// 1. PRICE HISTORY (Top Left)
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// ----------------------------------------------------
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const timeData = data.history.map(d => new Date(d.t * 1000));
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const priceData = data.history.map(d => d.p);
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const layoutPrice = {{ ...commonLayout, title: '<b>Midprice History</b>', xaxis: {{type:'date', gridcolor:'#222'}} }};
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if (!initPrice) {{
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Plotly.newPlot(priceDiv, [
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], layoutPrice, commonConfig);
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initPrice = true;
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}} else {{
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Plotly.react(priceDiv, [
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], layoutPrice, commonConfig);
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}}
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//
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xaxis: {{title: 'Distance ($)', gridcolor:'#222'}},
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yaxis: {{
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shapes: [
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// Zero line
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{{ type: 'line', x0: 0, x1: 1, xref: 'paper', y0: 0, y1: 0, line: {{color: '#fff', width: 1}} }}
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]
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}};
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// Color
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line: {{color: '#ffeb3b', width: 2}} // Yellow line stands out
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}}
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], layoutImbP, commonConfig);
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initImbP = true;
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}} else {{
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Plotly.react(imbPercentDiv, [
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{{
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x: data.imbalance_pct.x,
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y: data.imbalance_pct.y,
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type: 'scatter',
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mode: 'lines',
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name: 'Imbalance',
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fill: 'tozeroy',
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line: {{color: '#ffeb3b', width: 2}}
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}}
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], layoutImbP, commonConfig);
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}}
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// ----------------------------------------------------
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// 3. DEPTH CHART (Bottom Left)
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// ----------------------------------------------------
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const layoutDepth = {{ ...commonLayout, title: 'Orderbook Depth', xaxis: {{title: 'Price', gridcolor:'#222'}} }};
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if (!initDepth) {{
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Plotly.newPlot(depthDiv, [
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{{ x: data.depth.bids_x, y: data.depth.bids_y, fill: 'tozeroy', type: 'scatter', name: 'Bids', line: {{color: '#00e676'}} }},
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{{ x: data.depth.asks_x, y: data.depth.asks_y, fill: 'tozeroy', type: 'scatter', name: 'Asks', line: {{color: '#ff1744'}} }}
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], layoutDepth, commonConfig);
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initDepth = true;
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}} else {{
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Plotly.react(depthDiv, [
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{{ x: data.depth.bids_x, y: data.depth.bids_y, fill: 'tozeroy', type: 'scatter', name: 'Bids', line: {{color: '#00e676'}} }},
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{{ x: data.depth.asks_x, y: data.depth.asks_y, fill: 'tozeroy', type: 'scatter', name: 'Asks', line: {{color: '#ff1744'}} }}
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], layoutDepth, commonConfig);
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}}
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// ----------------------------------------------------
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const layoutVol = {{ ...commonLayout, title: 'Volume by Distance', xaxis: {{title: 'Distance ($)', gridcolor:'#222'}} }};
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if (!initVol) {{
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Plotly.newPlot(volDiv, [
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{{ x: data.imbalance_vol.dist_bids, y: data.imbalance_vol.vol_bids, type: 'scatter', name: 'Bid Vol', line: {{color: '#00e676'}} }},
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{{ x: data.imbalance_vol.dist_asks, y: data.imbalance_vol.vol_asks, type: 'scatter', name: 'Ask Vol', line: {{color: '#ff1744'}} }}
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], layoutVol, commonConfig);
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initVol = true;
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}} else {{
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Plotly.react(volDiv, [
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{{ x: data.imbalance_vol.dist_bids, y: data.imbalance_vol.vol_bids, type: 'scatter', name: 'Bid Vol', line: {{color: '#00e676'}} }},
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{{ x: data.imbalance_vol.dist_asks, y: data.imbalance_vol.vol_asks, type: 'scatter', name: 'Ask Vol', line: {{color: '#ff1744'}} }}
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], layoutVol, commonConfig);
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}}
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}} catch (e) {{ console.error("Fetch error:", e); }}
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}}
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mid = market_state['current_mid']
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# ---
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raw_bids = sorted(market_state['bids'].items(), key=lambda x: -x[0])[:300]
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raw_asks = sorted(market_state['asks'].items(), key=lambda x: x[0])[:300]
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#
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b_x, b_y = [], []
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cum = 0
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for p, q in raw_bids:
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cum += q
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b_x.append(p); b_y.append(cum)
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b_x.reverse(); b_y.reverse()
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a_x, a_y = [], []
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cum = 0
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for p, q in raw_asks:
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cum += q
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a_x.append(p); a_y.append(cum)
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# 2. Distance Arrays
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dist_bids = [(mid - p, q) for p, q in raw_bids if mid - p >= 0]
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d_b_x, d_b_y = [], []
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cum_d = 0
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cum_d += q
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d_a_x.append(d); d_a_y.append(cum_d)
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#
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# Formula: (Vol_Bid - Vol_Ask) / (Vol_Bid + Vol_Ask) * 100
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imb_x, imb_y = [], []
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if d_b_x and d_a_x:
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max_dist = min(d_b_x[-1], d_a_x[-1])
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step_size = max_dist / 100
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steps = [i * step_size for i in range(1, 101)]
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for s in steps:
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#
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idx_b = bisect.bisect_right(d_b_x, s)
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vol_b = d_b_y[idx_b-1] if idx_b > 0 else 0
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# Get Ask Vol at distance s
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idx_a = bisect.bisect_right(d_a_x, s)
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vol_a = d_a_y[idx_a-1] if idx_a > 0 else 0
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total_vol = vol_b + vol_a
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if total_vol > 0:
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pct = ((vol_b - vol_a) / total_vol) * 100
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return web.json_response({
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"mid": mid,
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"prev_mid": market_state['history'][-2]['p'] if len(market_state['history']) > 1 else mid,
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"depth": { "bids_x": b_x, "bids_y": b_y, "asks_x": a_x, "asks_y": a_y },
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"imbalance_vol": { "dist_bids": d_b_x, "vol_bids": d_b_y, "dist_asks": d_a_x, "vol_asks": d_a_y },
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"imbalance_pct": { "x": imb_x, "y": imb_y, "last_val": imb_y[-1] if imb_y else 0 },
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"history": market_state['history']
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})
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site = web.TCPSite(runner, '0.0.0.0', PORT)
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await site.start()
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print(f"🚀 BTC-USD
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await asyncio.Event().wait()
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if __name__ == "__main__":
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<!DOCTYPE html>
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<html>
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<head>
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<title>BTC-USD Integral Analysis</title>
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<script src="https://cdn.plot.ly/plotly-2.24.1.min.js"></script>
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<style>
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body {{ margin: 0; padding: 0; background-color: #0e0e0e; color: #ccc; font-family: sans-serif; overflow: hidden; }}
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/* Layout Grid */
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#container {{ display: flex; flex-direction: column; height: 100vh; width: 100vw; }}
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/* Row 1: Price & Pressure % */
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#row-top {{ flex: 1; display: flex; width: 100%; border-bottom: 1px solid #333; }}
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/* Row 2: Volume & Integral */
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#row-bot {{ flex: 1; display: flex; width: 100%; }}
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/* Columns */
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<div id="status">Connecting...</div>
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<div id="container">
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<!-- TOP ROW -->
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<div id="row-top">
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<div class="col-left">
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<div id="price-chart" class="chart"></div>
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</div>
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</div>
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<!-- BOTTOM ROW -->
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<div id="row-bot">
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<div class="col-left">
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<!-- Moved Volume Chart Here -->
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<div id="vol-chart" class="chart"></div>
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</div>
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<div class="col-right">
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<!-- New Integral Chart Here -->
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<div id="integral-chart" class="chart"></div>
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</div>
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</div>
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</div>
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<script>
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const priceDiv = document.getElementById('price-chart');
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const imbPercentDiv = document.getElementById('imb-percent-chart');
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const volDiv = document.getElementById('vol-chart');
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const integDiv = document.getElementById('integral-chart');
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const statusDiv = document.getElementById('status');
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let initPrice = false;
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let initImbP = false;
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let initVol = false;
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let initInteg = false;
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const commonConfig = {{ responsive: true, displayModeBar: false }};
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const commonLayout = {{
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paper_bgcolor: '#0e0e0e',
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return;
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}}
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statusDiv.innerHTML = `Mid: <span class="${{data.mid >= data.prev_mid ? 'green' : 'red'}}">$${{data.mid.toLocaleString(undefined, {{minimumFractionDigits: 2}})}}</span> | Integral: ${{data.integral.last_val ? data.integral.last_val.toFixed(0) : 0}}`;
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// 1. PRICE HISTORY (Top Left)
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if (!initPrice) {{
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Plotly.newPlot(priceDiv, [{{ x: data.history.map(d=>new Date(d.t*1000)), y: data.history.map(d=>d.p), type: 'scatter', mode:'lines', line: {{color: '#29b6f6', width: 2}} }}],
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{{ ...commonLayout, title: '<b>Midprice History</b>', xaxis: {{type:'date', gridcolor:'#222'}} }}, commonConfig);
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initPrice = true;
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}} else {{
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Plotly.react(priceDiv, [{{ x: data.history.map(d=>new Date(d.t*1000)), y: data.history.map(d=>d.p), type: 'scatter', mode:'lines', line: {{color: '#29b6f6', width: 2}} }}],
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{{ ...commonLayout, title: '<b>Midprice History</b>', xaxis: {{type:'date', gridcolor:'#222'}} }}, commonConfig);
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}}
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// 2. IMBALANCE % (Top Right)
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const layoutImbP = {{ ...commonLayout, title: '<b>Liquidity Pressure (-100% to +100%)</b>', xaxis: {{title: 'Distance ($)', gridcolor:'#222'}}, yaxis: {{range: [-105, 105], gridcolor:'#222', zeroline: true}} }};
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const traceImbP = {{ x: data.imbalance_pct.x, y: data.imbalance_pct.y, type: 'scatter', mode: 'lines', fill: 'tozeroy', line: {{color: '#ffeb3b', width: 2}} }};
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if (!initImbP) {{ Plotly.newPlot(imbPercentDiv, [traceImbP], layoutImbP, commonConfig); initImbP = true; }}
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else {{ Plotly.react(imbPercentDiv, [traceImbP], layoutImbP, commonConfig); }}
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// 3. VOLUME BY DISTANCE (Bottom Left - Moved)
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const layoutVol = {{ ...commonLayout, title: '<b>Volume by Distance</b>', xaxis: {{title: 'Distance ($)', gridcolor:'#222'}} }};
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const tracesVol = [
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{{ x: data.imbalance_vol.dist_bids, y: data.imbalance_vol.vol_bids, type: 'scatter', name: 'Bid', line: {{color: '#00e676'}} }},
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{{ x: data.imbalance_vol.dist_asks, y: data.imbalance_vol.vol_asks, type: 'scatter', name: 'Ask', line: {{color: '#ff1744'}} }}
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];
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if (!initVol) {{ Plotly.newPlot(volDiv, tracesVol, layoutVol, commonConfig); initVol = true; }}
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else {{ Plotly.react(volDiv, tracesVol, layoutVol, commonConfig); }}
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// 4. INTEGRAL OF PRESSURE (Bottom Right - New)
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const layoutInteg = {{ ...commonLayout,
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title: '<b>Cumulative Pressure (Integration)</b>',
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xaxis: {{title: 'Distance ($)', gridcolor:'#222'}},
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yaxis: {{gridcolor:'#222', zeroline: true}}
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}};
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// Color based on if total is positive or negative
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const integColor = (data.integral.last_val >= 0) ? '#e040fb' : '#e040fb';
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const traceInteg = {{
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x: data.integral.x,
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y: data.integral.y,
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type: 'scatter',
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mode: 'lines',
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fill: 'tozeroy',
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line: {{color: integColor, width: 2}}
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}};
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+
if (!initInteg) {{ Plotly.newPlot(integDiv, [traceInteg], layoutInteg, commonConfig); initInteg = true; }}
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+
else {{ Plotly.react(integDiv, [traceInteg], layoutInteg, commonConfig); }}
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}} catch (e) {{ console.error("Fetch error:", e); }}
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}}
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| 229 |
mid = market_state['current_mid']
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+
# --- Raw Data ---
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| 232 |
raw_bids = sorted(market_state['bids'].items(), key=lambda x: -x[0])[:300]
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raw_asks = sorted(market_state['asks'].items(), key=lambda x: x[0])[:300]
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+
# --- Distance Data ---
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| 236 |
dist_bids = [(mid - p, q) for p, q in raw_bids if mid - p >= 0]
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| 237 |
d_b_x, d_b_y = [], []
|
| 238 |
cum_d = 0
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| 247 |
cum_d += q
|
| 248 |
d_a_x.append(d); d_a_y.append(cum_d)
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| 249 |
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| 250 |
+
# --- Imbalance % & Integration ---
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| 251 |
imb_x, imb_y = [], []
|
| 252 |
+
integ_x, integ_y = [], []
|
| 253 |
+
running_integral = 0
|
| 254 |
+
|
| 255 |
if d_b_x and d_a_x:
|
| 256 |
max_dist = min(d_b_x[-1], d_a_x[-1])
|
| 257 |
step_size = max_dist / 100
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steps = [i * step_size for i in range(1, 101)]
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| 259 |
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for s in steps:
|
| 261 |
+
# 1. Calculate Imbalance %
|
| 262 |
idx_b = bisect.bisect_right(d_b_x, s)
|
| 263 |
vol_b = d_b_y[idx_b-1] if idx_b > 0 else 0
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| 264 |
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| 265 |
idx_a = bisect.bisect_right(d_a_x, s)
|
| 266 |
vol_a = d_a_y[idx_a-1] if idx_a > 0 else 0
|
| 267 |
|
| 268 |
total_vol = vol_b + vol_a
|
| 269 |
+
pct = 0
|
| 270 |
if total_vol > 0:
|
| 271 |
pct = ((vol_b - vol_a) / total_vol) * 100
|
| 272 |
+
|
| 273 |
+
imb_x.append(s)
|
| 274 |
+
imb_y.append(pct)
|
| 275 |
+
|
| 276 |
+
# 2. Calculate Integration (Cumulative Sum of Pressure)
|
| 277 |
+
running_integral += pct
|
| 278 |
+
integ_x.append(s)
|
| 279 |
+
integ_y.append(running_integral)
|
| 280 |
|
| 281 |
return web.json_response({
|
| 282 |
"mid": mid,
|
| 283 |
"prev_mid": market_state['history'][-2]['p'] if len(market_state['history']) > 1 else mid,
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| 284 |
"imbalance_vol": { "dist_bids": d_b_x, "vol_bids": d_b_y, "dist_asks": d_a_x, "vol_asks": d_a_y },
|
| 285 |
"imbalance_pct": { "x": imb_x, "y": imb_y, "last_val": imb_y[-1] if imb_y else 0 },
|
| 286 |
+
"integral": { "x": integ_x, "y": integ_y, "last_val": integ_y[-1] if integ_y else 0 },
|
| 287 |
"history": market_state['history']
|
| 288 |
})
|
| 289 |
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|
| 307 |
site = web.TCPSite(runner, '0.0.0.0', PORT)
|
| 308 |
await site.start()
|
| 309 |
|
| 310 |
+
print(f"🚀 BTC-USD Integral Dashboard: http://localhost:{PORT}")
|
| 311 |
await asyncio.Event().wait()
|
| 312 |
|
| 313 |
if __name__ == "__main__":
|