Update app.py
Browse files
app.py
CHANGED
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@@ -2,329 +2,29 @@ import asyncio
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import json
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import logging
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import time
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import bisect
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import math
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import statistics
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import aiohttp
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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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BROADCAST_RATE = 0.1
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DECAY_LAMBDA = 50.0
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IMPACT_SENSITIVITY = 2.0
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Z_SCORE_THRESHOLD = 3.0
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WALL_LOOKBACK = 200
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# ML Hyperparameters
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LEARNING_RATE = 0.01
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MOMENTUM = 0.9
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logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(message)s')
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class OnlineScaler:
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def __init__(self):
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self.n = 0
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self.mean = 0.0
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self.M2 = 0.0
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def update(self, x):
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self.n += 1
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delta = x - self.mean
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self.mean += delta / self.n
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delta2 = x - self.mean
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self.M2 += delta * delta2
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return self.transform(x)
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def transform(self, x):
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if self.n < 2: return 0.0
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var = self.M2 / (self.n - 1)
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if var == 0: return 0.0
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std = math.sqrt(var)
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return (x - self.mean) / std
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class QuantModel:
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def __init__(self, num_features):
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self.weights = [0.0] * num_features
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self.bias = 0.0
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self.velocity = [0.0] * num_features
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self.bias_velocity = 0.0
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self.scalers = [OnlineScaler() for _ in range(num_features)]
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self.prev_features = None
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self.prev_price = None
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def predict(self, features):
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scaled = [s.transform(f) for s, f in zip(self.scalers, features)]
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dot = sum(w * x for w, x in zip(self.weights, scaled))
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return dot + self.bias
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def train(self, current_price, current_features):
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if self.prev_features is None or self.prev_price is None:
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self.prev_features = [s.update(f) for s, f in zip(self.scalers, current_features)]
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self.prev_price = current_price
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return
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# Target: Price Change (Delta)
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actual_delta = current_price - self.prev_price
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# Predict using PAST features
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pred_delta = sum(w * x for w, x in zip(self.weights, self.prev_features)) + self.bias
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# Error
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error = pred_delta - actual_delta
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# SGD with Momentum Update
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for i in range(len(self.weights)):
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grad = error * self.prev_features[i]
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self.velocity[i] = MOMENTUM * self.velocity[i] - LEARNING_RATE * grad
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self.weights[i] += self.velocity[i]
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self.bias_velocity = MOMENTUM * self.bias_velocity - LEARNING_RATE * error
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self.bias += self.bias_velocity
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# Store for next tick
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self.prev_features = [s.update(f) for s, f in zip(self.scalers, current_features)]
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self.prev_price = current_price
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def get_forecast(self, current_price, current_features):
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# Predict NEXT delta based on CURRENT features
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pred_delta = self.predict(current_features)
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return current_price + pred_delta
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# 4 Features: OFI, Depth Area, Best Imbalance, Velocity
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ml_model = QuantModel(4)
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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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"ml_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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"prev_mid": 0.0,
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"ready": False
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}
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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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volumes = [q for p, q in relevant_orders]
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if not volumes: return []
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try:
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avg_vol = statistics.mean(volumes)
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stdev_vol = statistics.stdev(volumes)
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except statistics.StatisticsError:
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return []
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if stdev_vol == 0: return []
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walls = []
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for price, qty in relevant_orders:
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z_score = (qty - avg_vol) / stdev_vol
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if z_score > Z_SCORE_THRESHOLD:
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walls.append({"price": price, "vol": qty, "z_score": z_score})
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walls.sort(key=lambda x: x['z_score'], reverse=True)
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return walls[:3]
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def calculate_micro_price_structure(diff_x, diff_y_net, current_mid, best_bid, best_ask, walls):
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if not diff_x or len(diff_x) < 5: return None, 0
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weighted_imbalance = 0.0
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total_weight = 0.0
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for i in range(len(diff_x)):
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dist = diff_x[i]
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net_vol = diff_y_net[i]
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weight = math.exp(-dist / DECAY_LAMBDA)
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weighted_imbalance += net_vol * weight
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total_weight += weight
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rho = weighted_imbalance / total_weight if total_weight > 0 else 0
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spread = best_ask - best_bid
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theoretical_delta = (spread / 2) * rho * IMPACT_SENSITIVITY
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projected_price = current_mid + theoretical_delta
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final_delta = theoretical_delta
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if final_delta > 0 and walls['asks']:
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nearest_wall = walls['asks'][0]
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if projected_price >= nearest_wall['price']:
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damp_factor = 1.0 / (1.0 + (nearest_wall['z_score'] * 0.2))
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final_delta *= damp_factor
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elif final_delta < 0 and walls['bids']:
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nearest_wall = walls['bids'][0]
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if projected_price <= nearest_wall['price']:
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damp_factor = 1.0 / (1.0 + (nearest_wall['z_score'] * 0.2))
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final_delta *= damp_factor
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return {
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"projected": current_mid + final_delta,
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"rho": rho
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}, sum(diff_y_net)
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def calculate_polr(bids, asks, mid):
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if not bids or not asks: return []
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sorted_bids = sorted(bids.items(), key=lambda x: -x[0])
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sorted_asks = sorted(asks.items(), key=lambda x: x[0])
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path_points = []
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volume_steps = [i * 0.5 for i in range(1, 61)]
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for i, target_vol in enumerate(volume_steps):
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ask_cost_dist = 0
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cum_vol = 0
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target_ask_price = mid
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for p, q in sorted_asks:
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cum_vol += q
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if cum_vol >= target_vol:
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target_ask_price = p
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break
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ask_cost_dist = target_ask_price - mid
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bid_cost_dist = 0
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cum_vol = 0
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target_bid_price = mid
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for p, q in sorted_bids:
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cum_vol += q
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if cum_vol >= target_vol:
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target_bid_price = p
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break
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bid_cost_dist = mid - target_bid_price
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if bid_cost_dist <= 0: bid_cost_dist = 0.01
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if ask_cost_dist <= 0: ask_cost_dist = 0.01
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projected_p = mid
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if ask_cost_dist > bid_cost_dist:
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projected_p = target_ask_price
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else:
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projected_p = target_bid_price
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path_points.append({'index': i, 'p': projected_p})
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return path_points
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def process_market_data():
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if not market_state['ready']:
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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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't': now,
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'buy': market_state['current_vol_window']['buy'],
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'sell': market_state['current_vol_window']['sell']
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})
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if len(market_state['trade_vol_history']) > 60:
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market_state['trade_vol_history'].pop(0)
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market_state['current_vol_window'] = {"buy": 0.0, "sell": 0.0, "start": now}
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sorted_bids = sorted(market_state['bids'].items(), key=lambda x: -x[0])
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sorted_asks = sorted(market_state['asks'].items(), key=lambda x: x[0])
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if not sorted_bids or not sorted_asks: return {"error": "Empty Book"}
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best_bid_p, best_bid_q = sorted_bids[0]
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best_ask_p, best_ask_q = sorted_asks[0]
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bid_walls = detect_anomalies(sorted_bids, WALL_LOOKBACK)
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ask_walls = detect_anomalies(sorted_asks, WALL_LOOKBACK)
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d_b_x, d_b_y, cum = [], [], 0
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for p, q in sorted_bids[:300]:
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d = mid - p
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if d >= 0:
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cum += q
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d_b_x.append(d); d_b_y.append(cum)
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d_a_x, d_a_y, cum = [], [], 0
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for p, q in sorted_asks[:300]:
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d = p - mid
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if d >= 0:
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cum += q
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d_a_x.append(d); d_a_y.append(cum)
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diff_x, diff_y_net = [], []
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chart_bids, chart_asks = [], []
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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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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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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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diff_x.append(s)
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diff_y_net.append(vol_b - vol_a)
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chart_bids.append(vol_b)
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chart_asks.append(vol_a)
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analysis, depth_integral = calculate_micro_price_structure(
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diff_x, diff_y_net, mid, best_bid_p, best_ask_p,
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{"bids": bid_walls, "asks": ask_walls}
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)
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# --- MACHINE LEARNING FEATURE EXTRACTION ---
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# 1. OFI: Net Buy-Sell Vol in current window
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feat_ofi = market_state['current_vol_window']['buy'] - market_state['current_vol_window']['sell']
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# 2. Depth Difference: Area under the Net Liquidity Curve (Bids - Asks)
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feat_depth = depth_integral
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# 3. Orderbook Imbalance at L1
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feat_l1_imb = (best_bid_q - best_ask_q) / (best_bid_q + best_ask_q)
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# 4. Price Momentum (Current - Prev)
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feat_mom = mid - market_state['prev_mid']
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features = [feat_ofi, feat_depth, feat_l1_imb, feat_mom]
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# Train (Learn from last tick's prediction vs this tick's reality)
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ml_model.train(mid, features)
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# Predict (Forecast next tick)
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ml_prediction = ml_model.get_forecast(mid, features)
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if len(market_state['ml_history']) == 0 or (now - market_state['ml_history'][-1]['t'] > 0.5):
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market_state['ml_history'].append({'t': now, 'p': ml_prediction})
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if len(market_state['ml_history']) > HISTORY_LENGTH:
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market_state['ml_history'].pop(0)
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# -------------------------------------------
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polr_path = calculate_polr(market_state['bids'], market_state['asks'], mid)
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if analysis:
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if not market_state['pred_history'] or (now - market_state['pred_history'][-1]['t'] > 0.5):
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market_state['pred_history'].append({'t': now, 'p': analysis['projected']})
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if len(market_state['pred_history']) > HISTORY_LENGTH:
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market_state['pred_history'].pop(0)
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return {
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"
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"history": market_state['history'],
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"pred_history": market_state['pred_history'],
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"ml_history": market_state['ml_history'],
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"polr": polr_path,
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"trade_history": market_state['trade_vol_history'],
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"ohlc": market_state['ohlc_history'],
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"depth_x": diff_x,
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"depth_net": diff_y_net,
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"depth_bids": chart_bids,
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"depth_asks": chart_asks,
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"analysis": analysis,
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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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<html lang="en">
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<head>
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<meta charset="UTF-8">
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<title>{SYMBOL_KRAKEN}</title>
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<script src="https://unpkg.com/lightweight-charts@4.1.1/dist/lightweight-charts.standalone.production.js"></script>
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<link href="https://fonts.googleapis.com/css2?family=Inter:wght@500;600&family=JetBrains+Mono:wght@400;700&display=swap" rel="stylesheet">
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<style>
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@@ -341,13 +41,8 @@ HTML_PAGE = f"""
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--bg-panel: #0a0a0a;
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--border: #252525;
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--text-main: #FFFFFF;
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--text-dim: #999999;
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--green: #00ff9d;
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--red: #ff3b3b;
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--blue: #2979ff;
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--yellow: #ffeb3b;
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--purple: #d500f9;
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--cyan: #00bcd4;
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}}
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body {{
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margin: 0; padding: 0;
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@@ -356,181 +51,41 @@ HTML_PAGE = f"""
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font-family: 'Inter', sans-serif;
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overflow: hidden;
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height: 100vh; width: 100vw;
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}}
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.
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grid-template-rows: 34px 1fr 1fr;
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grid-template-columns: 3fr 1fr;
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gap: 1px;
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background-color: var(--border);
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height: 100vh;
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box-sizing: border-box;
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}}
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.panel {{ background: var(--bg-panel); display: flex; flex-direction: column; overflow: hidden; }}
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.status-bar {{
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grid-column: 1 / 3;
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grid-row: 1 / 2;
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background: var(--bg-panel);
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display: flex;
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align-items: center;
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justify-content: space-between;
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padding: 0
|
| 379 |
font-family: 'JetBrains Mono', monospace;
|
| 380 |
-
font-size:
|
| 381 |
-
text-transform: uppercase;
|
| 382 |
-
border-bottom: 1px solid var(--border);
|
| 383 |
-
z-index: 50;
|
| 384 |
}}
|
| 385 |
-
.status-left {{ display: flex; gap:
|
| 386 |
-
.live-dot {{ width: 8px; height: 8px; background-color: var(--green); border-radius: 50%;
|
| 387 |
-
.ticker-val {{ font-weight: 700; color: #fff; font-size: 13px; }}
|
| 388 |
-
|
| 389 |
-
#p-chart {{ grid-column: 1 / 2; grid-row: 2 / 3; }}
|
| 390 |
|
| 391 |
-
#
|
| 392 |
-
grid-column: 1 / 2; grid-row: 3 / 4;
|
| 393 |
-
display: grid;
|
| 394 |
-
grid-template-columns: 1fr 1fr;
|
| 395 |
-
gap: 1px;
|
| 396 |
-
background: var(--border);
|
| 397 |
-
}}
|
| 398 |
-
.bottom-sub {{ background: var(--bg-panel); display: flex; flex-direction: column; position: relative; }}
|
| 399 |
-
|
| 400 |
-
#p-sidebar {{
|
| 401 |
-
grid-column: 2 / 3;
|
| 402 |
-
grid-row: 2 / 4;
|
| 403 |
-
padding: 15px;
|
| 404 |
-
display: flex;
|
| 405 |
-
flex-direction: column;
|
| 406 |
-
gap: 15px;
|
| 407 |
-
border-left: 1px solid var(--border);
|
| 408 |
-
overflow: hidden;
|
| 409 |
-
}}
|
| 410 |
-
|
| 411 |
-
.chart-header {{
|
| 412 |
-
height: 24px;
|
| 413 |
-
min-height: 24px;
|
| 414 |
-
display: flex;
|
| 415 |
-
align-items: center;
|
| 416 |
-
padding-left: 12px;
|
| 417 |
-
font-size: 10px;
|
| 418 |
-
font-weight: 700;
|
| 419 |
-
color: var(--text-dim);
|
| 420 |
-
background: #050505;
|
| 421 |
-
border-bottom: 1px solid #151515;
|
| 422 |
-
letter-spacing: 0.5px;
|
| 423 |
-
}}
|
| 424 |
-
|
| 425 |
-
.data-group {{ display: flex; flex-direction: column; gap: 4px; }}
|
| 426 |
-
.label {{ font-size: 10px; color: var(--text-dim); font-weight: 600; text-transform: uppercase; letter-spacing: 0.5px; }}
|
| 427 |
-
.value {{ font-family: 'JetBrains Mono', monospace; font-size: 20px; font-weight: 700; color: #fff; }}
|
| 428 |
-
.value-lg {{ font-size: 26px; }}
|
| 429 |
-
.value-sub {{ font-family: 'JetBrains Mono', monospace; font-size: 11px; margin-top: 2px; color: #666; }}
|
| 430 |
-
|
| 431 |
-
.divider {{ height: 1px; background: var(--border); width: 100%; }}
|
| 432 |
-
.c-green {{ color: var(--green); }}
|
| 433 |
-
.c-red {{ color: var(--red); }}
|
| 434 |
-
.c-dim {{ color: var(--text-dim); }}
|
| 435 |
-
.c-purp {{ color: var(--purple); }}
|
| 436 |
-
.c-cyan {{ color: var(--cyan); }}
|
| 437 |
-
|
| 438 |
-
.list-container {{ display: flex; flex-direction: column; gap: 8px; overflow-y: auto; height: 100px; }}
|
| 439 |
-
.list-item {{
|
| 440 |
-
display: flex; justify-content: space-between;
|
| 441 |
-
font-family: 'JetBrains Mono', monospace;
|
| 442 |
-
font-size: 11px;
|
| 443 |
-
border-bottom: 1px solid #151515;
|
| 444 |
-
padding-bottom: 4px;
|
| 445 |
-
}}
|
| 446 |
-
.list-item span:first-child {{ color: #e0e0e0; }}
|
| 447 |
-
.list-item:last-child {{ border: none; }}
|
| 448 |
-
|
| 449 |
-
.sidebar-chart-box {{
|
| 450 |
flex: 1;
|
| 451 |
-
|
| 452 |
-
|
| 453 |
-
min-height: 0;
|
| 454 |
-
}}
|
| 455 |
-
.mini-chart {{
|
| 456 |
-
flex: 1;
|
| 457 |
-
background: rgba(255,255,255,0.02);
|
| 458 |
-
border: 1px solid var(--border);
|
| 459 |
-
border-radius: 4px;
|
| 460 |
}}
|
| 461 |
</style>
|
| 462 |
</head>
|
| 463 |
<body>
|
| 464 |
-
<div class="
|
| 465 |
-
<div class="status-bar">
|
| 466 |
<div class="status-left">
|
| 467 |
<span class="live-dot"></span>
|
| 468 |
-
<span style="font-weight:700;
|
| 469 |
-
<span
|
| 470 |
</div>
|
| 471 |
-
<div
|
| 472 |
</div>
|
| 473 |
|
| 474 |
-
<div id="
|
| 475 |
-
<div class="chart-header">
|
| 476 |
-
PRICE (BLUE) // <span class="c-purp">POLR</span> // <span style="color:var(--yellow)">MICRO</span> // <span class="c-cyan">ML MODEL</span>
|
| 477 |
-
</div>
|
| 478 |
-
<div id="tv-price" style="flex: 1; width: 100%;"></div>
|
| 479 |
-
</div>
|
| 480 |
-
|
| 481 |
-
<div id="p-bottom">
|
| 482 |
-
<div class="bottom-sub">
|
| 483 |
-
<div class="chart-header">1M KLINE (KRAKEN OHLC)</div>
|
| 484 |
-
<div id="tv-candles" style="flex: 1; width: 100%;"></div>
|
| 485 |
-
</div>
|
| 486 |
-
<div class="bottom-sub">
|
| 487 |
-
<div class="chart-header">ORDER FLOW IMBALANCE</div>
|
| 488 |
-
<div id="tv-net" style="flex: 1; width: 100%;"></div>
|
| 489 |
-
</div>
|
| 490 |
-
</div>
|
| 491 |
-
|
| 492 |
-
<div id="p-sidebar" class="panel">
|
| 493 |
-
|
| 494 |
-
<div class="data-group">
|
| 495 |
-
<span class="label">ML Prediction</span>
|
| 496 |
-
<span id="ml-val" class="value c-cyan">---</span>
|
| 497 |
-
</div>
|
| 498 |
-
|
| 499 |
-
<div class="data-group">
|
| 500 |
-
<span class="label">Micro-Price Delta</span>
|
| 501 |
-
<div style="display:flex; align-items: baseline; gap: 10px;">
|
| 502 |
-
<span id="proj-pct" class="value value-lg">--%</span>
|
| 503 |
-
<span id="proj-val" class="value-sub">---</span>
|
| 504 |
-
</div>
|
| 505 |
-
</div>
|
| 506 |
-
|
| 507 |
-
<div class="divider"></div>
|
| 508 |
-
|
| 509 |
-
<div class="data-group">
|
| 510 |
-
<span class="label">OFI Imbalance Ratio</span>
|
| 511 |
-
<span id="score-val" class="value">0.00</span>
|
| 512 |
-
</div>
|
| 513 |
-
|
| 514 |
-
<div class="divider"></div>
|
| 515 |
-
|
| 516 |
-
<div class="data-group">
|
| 517 |
-
<span class="label">Detected Walls (Z > 3.0)</span>
|
| 518 |
-
<div id="wall-list" class="list-container">
|
| 519 |
-
<span class="c-dim" style="font-size: 11px;">Scanning...</span>
|
| 520 |
-
</div>
|
| 521 |
-
</div>
|
| 522 |
-
|
| 523 |
-
<div class="sidebar-chart-box">
|
| 524 |
-
<span class="label" style="margin-bottom:4px;">Real-time Volume Ticks</span>
|
| 525 |
-
<div id="sidebar-vol" class="mini-chart"></div>
|
| 526 |
-
</div>
|
| 527 |
-
|
| 528 |
-
<div class="sidebar-chart-box">
|
| 529 |
-
<span class="label" style="margin-bottom:4px;">Liquidity Density</span>
|
| 530 |
-
<div id="sidebar-density" class="mini-chart"></div>
|
| 531 |
-
</div>
|
| 532 |
-
</div>
|
| 533 |
-
</div>
|
| 534 |
|
| 535 |
<script>
|
| 536 |
setInterval(() => {{
|
|
@@ -539,94 +94,26 @@ HTML_PAGE = f"""
|
|
| 539 |
}}, 1000);
|
| 540 |
|
| 541 |
document.addEventListener('DOMContentLoaded', () => {{
|
| 542 |
-
const
|
| 543 |
-
ticker: document.getElementById('price-ticker'),
|
| 544 |
-
score: document.getElementById('score-val'),
|
| 545 |
-
projVal: document.getElementById('proj-val'),
|
| 546 |
-
projPct: document.getElementById('proj-pct'),
|
| 547 |
-
mlVal: document.getElementById('ml-val'),
|
| 548 |
-
wallList: document.getElementById('wall-list')
|
| 549 |
-
}};
|
| 550 |
|
| 551 |
-
const
|
| 552 |
-
layout: {{ background: {{ type: 'solid', color: '#
|
| 553 |
grid: {{ vertLines: {{ color: '#151515' }}, horzLines: {{ color: '#151515' }} }},
|
| 554 |
rightPriceScale: {{ borderColor: '#222', scaleMargins: {{ top: 0.1, bottom: 0.1 }} }},
|
| 555 |
-
timeScale: {{ borderColor: '#222', timeVisible: true, secondsVisible:
|
| 556 |
crosshair: {{ mode: 1, vertLine: {{ color: '#444', labelBackgroundColor: '#444' }}, horzLine: {{ color: '#444', labelBackgroundColor: '#444' }} }}
|
| 557 |
-
}};
|
| 558 |
-
|
| 559 |
-
const priceChart = LightweightCharts.createChart(document.getElementById('tv-price'), chartOpts);
|
| 560 |
-
|
| 561 |
-
const polrLines = [];
|
| 562 |
-
const polrCount = 60;
|
| 563 |
-
|
| 564 |
-
for(let i=0; i<polrCount; i++) {{
|
| 565 |
-
const opacity = 1.0 - (i / (polrCount + 5));
|
| 566 |
-
const color = `rgba(213, 0, 249, ${{opacity.toFixed(2)}})`;
|
| 567 |
-
|
| 568 |
-
polrLines.push(
|
| 569 |
-
priceChart.addLineSeries({{
|
| 570 |
-
color: color,
|
| 571 |
-
lineWidth: 1,
|
| 572 |
-
crosshairMarkerVisible: false,
|
| 573 |
-
lastValueVisible: false,
|
| 574 |
-
priceLineVisible: false,
|
| 575 |
-
title: ''
|
| 576 |
-
}})
|
| 577 |
-
);
|
| 578 |
-
}}
|
| 579 |
-
|
| 580 |
-
const priceSeries = priceChart.addLineSeries({{ color: '#2979ff', lineWidth: 2, title: 'Price' }});
|
| 581 |
-
const predSeries = priceChart.addLineSeries({{ color: '#ffeb3b', lineWidth: 2, lineStyle: 2, title: 'Micro-Structure' }});
|
| 582 |
-
const mlSeries = priceChart.addLineSeries({{ color: '#00bcd4', lineWidth: 2, lineStyle: 0, title: 'ML Forecast' }});
|
| 583 |
-
|
| 584 |
-
const candleChart = LightweightCharts.createChart(document.getElementById('tv-candles'), {{
|
| 585 |
-
...chartOpts,
|
| 586 |
-
timeScale: {{ timeVisible: true, secondsVisible: false }}
|
| 587 |
-
}});
|
| 588 |
-
const candleSeries = candleChart.addCandlestickSeries({{
|
| 589 |
-
upColor: '#00ff9d', downColor: '#ff3b3b', borderVisible: false, wickUpColor: '#00ff9d', wickDownColor: '#ff3b3b'
|
| 590 |
}});
|
| 591 |
|
| 592 |
-
const
|
| 593 |
-
|
|
|
|
|
|
|
| 594 |
}});
|
| 595 |
-
const netSeries = netChart.addHistogramSeries({{ color: '#2979ff' }});
|
| 596 |
-
|
| 597 |
-
const volChart = LightweightCharts.createChart(document.getElementById('sidebar-vol'), {{
|
| 598 |
-
...chartOpts,
|
| 599 |
-
grid: {{ vertLines: {{ visible: false }}, horzLines: {{ visible: false }} }},
|
| 600 |
-
rightPriceScale: {{ visible: false }},
|
| 601 |
-
timeScale: {{ visible: false }},
|
| 602 |
-
handleScroll: false, handleScale: false
|
| 603 |
-
}});
|
| 604 |
-
const volBuySeries = volChart.addHistogramSeries({{ color: '#00ff9d' }});
|
| 605 |
-
const volSellSeries = volChart.addHistogramSeries({{ color: '#ff3b3b' }});
|
| 606 |
-
|
| 607 |
-
const denChart = LightweightCharts.createChart(document.getElementById('sidebar-density'), {{
|
| 608 |
-
...chartOpts,
|
| 609 |
-
grid: {{ vertLines: {{ visible: false }}, horzLines: {{ visible: false }} }},
|
| 610 |
-
rightPriceScale: {{ visible: false }},
|
| 611 |
-
timeScale: {{ visible: false }},
|
| 612 |
-
handleScroll: false, handleScale: false
|
| 613 |
-
}});
|
| 614 |
-
const bidSeries = denChart.addAreaSeries({{ lineColor: '#00ff9d', topColor: 'rgba(0, 255, 157, 0.15)', bottomColor: 'rgba(0,0,0,0)', lineWidth: 1 }});
|
| 615 |
-
const askSeries = denChart.addAreaSeries({{ lineColor: '#ff3b3b', topColor: 'rgba(255, 59, 59, 0.15)', bottomColor: 'rgba(0,0,0,0)', lineWidth: 1 }});
|
| 616 |
-
|
| 617 |
-
let activeLines = [];
|
| 618 |
-
let activeCandleLines = [];
|
| 619 |
|
| 620 |
new ResizeObserver(entries => {{
|
| 621 |
-
|
| 622 |
-
|
| 623 |
-
|
| 624 |
-
if(entry.target.id === 'tv-candles') candleChart.applyOptions({{width, height}});
|
| 625 |
-
if(entry.target.id === 'tv-net') netChart.applyOptions({{width, height}});
|
| 626 |
-
if(entry.target.id === 'sidebar-vol') volChart.applyOptions({{width, height}});
|
| 627 |
-
if(entry.target.id === 'sidebar-density') denChart.applyOptions({{width, height}});
|
| 628 |
-
}}
|
| 629 |
-
}}).observe(document.body);
|
| 630 |
|
| 631 |
function connect() {{
|
| 632 |
const ws = new WebSocket((location.protocol === 'https:' ? 'wss' : 'ws') + '://' + location.host + '/ws');
|
|
@@ -635,53 +122,6 @@ HTML_PAGE = f"""
|
|
| 635 |
const data = JSON.parse(e.data);
|
| 636 |
if (data.error) return;
|
| 637 |
|
| 638 |
-
if (data.history.length) {{
|
| 639 |
-
const hist = data.history.map(d => ({{ time: Math.floor(d.t), value: d.p }}));
|
| 640 |
-
const cleanHist = [...new Map(hist.map(i => [i.time, i])).values()];
|
| 641 |
-
priceSeries.setData(cleanHist);
|
| 642 |
-
|
| 643 |
-
const lastP = cleanHist[cleanHist.length-1].value;
|
| 644 |
-
const lastTime = cleanHist[cleanHist.length-1].time;
|
| 645 |
-
dom.ticker.innerText = lastP.toLocaleString('en-US', {{ minimumFractionDigits: 2 }});
|
| 646 |
-
|
| 647 |
-
if (data.analysis) {{
|
| 648 |
-
const proj = data.analysis.projected;
|
| 649 |
-
const rho = data.analysis.rho;
|
| 650 |
-
predSeries.setData([
|
| 651 |
-
cleanHist[cleanHist.length-1],
|
| 652 |
-
{{ time: lastTime + 60, value: proj }}
|
| 653 |
-
]);
|
| 654 |
-
const pct = ((proj - lastP) / lastP) * 100;
|
| 655 |
-
const sign = pct >= 0 ? "+" : "";
|
| 656 |
-
dom.projPct.innerText = `${{sign}}${{pct.toFixed(4)}}%`;
|
| 657 |
-
dom.projPct.style.color = pct >= 0 ? "var(--green)" : "var(--red)";
|
| 658 |
-
dom.projVal.innerText = proj.toLocaleString('en-US', {{ minimumFractionDigits: 2 }});
|
| 659 |
-
dom.score.innerText = rho.toFixed(3);
|
| 660 |
-
dom.score.style.color = rho > 0 ? "var(--green)" : (rho < 0 ? "var(--red)" : "var(--text-main)");
|
| 661 |
-
}}
|
| 662 |
-
|
| 663 |
-
if (data.ml_history && data.ml_history.length) {{
|
| 664 |
-
const mlLast = data.ml_history[data.ml_history.length-1];
|
| 665 |
-
dom.mlVal.innerText = mlLast.p.toLocaleString('en-US', {{ minimumFractionDigits: 2 }});
|
| 666 |
-
|
| 667 |
-
mlSeries.setData([
|
| 668 |
-
cleanHist[cleanHist.length-1],
|
| 669 |
-
{{ time: lastTime + 30, value: mlLast.p }}
|
| 670 |
-
]);
|
| 671 |
-
}}
|
| 672 |
-
|
| 673 |
-
if (data.polr && data.polr.length) {{
|
| 674 |
-
data.polr.forEach((point, index) => {{
|
| 675 |
-
if (index < polrLines.length) {{
|
| 676 |
-
polrLines[index].update({{
|
| 677 |
-
time: lastTime,
|
| 678 |
-
value: point.p
|
| 679 |
-
}});
|
| 680 |
-
}}
|
| 681 |
-
}});
|
| 682 |
-
}}
|
| 683 |
-
}}
|
| 684 |
-
|
| 685 |
if (data.ohlc && data.ohlc.length) {{
|
| 686 |
const candles = data.ohlc.map(c => ({{
|
| 687 |
time: c.time,
|
|
@@ -690,54 +130,11 @@ HTML_PAGE = f"""
|
|
| 690 |
low: c.low,
|
| 691 |
close: c.close
|
| 692 |
}}));
|
|
|
|
|
|
|
| 693 |
const uniqueCandles = [...new Map(candles.map(i => [i.time, i])).values()];
|
| 694 |
candleSeries.setData(uniqueCandles);
|
| 695 |
}}
|
| 696 |
-
|
| 697 |
-
if (data.walls) {{
|
| 698 |
-
activeLines.forEach(l => priceSeries.removePriceLine(l));
|
| 699 |
-
activeLines = [];
|
| 700 |
-
activeCandleLines.forEach(l => candleSeries.removePriceLine(l));
|
| 701 |
-
activeCandleLines = [];
|
| 702 |
-
|
| 703 |
-
let html = "";
|
| 704 |
-
const addWall = (w, type) => {{
|
| 705 |
-
const color = type === 'BID' ? '#00ff9d' : '#ff3b3b';
|
| 706 |
-
const lineOpts = {{ price: w.price, color: color, lineWidth: 1, lineStyle: 2, axisLabelVisible: false }};
|
| 707 |
-
|
| 708 |
-
activeLines.push(priceSeries.createPriceLine(lineOpts));
|
| 709 |
-
activeCandleLines.push(candleSeries.createPriceLine(lineOpts));
|
| 710 |
-
|
| 711 |
-
html += `<div class="list-item"><span style="color:${{color}}">${{type}} ${{w.price}}</span><span class="c-dim">Z:${{w.z_score.toFixed(1)}}</span></div>`;
|
| 712 |
-
}};
|
| 713 |
-
data.walls.asks.forEach(w => addWall(w, 'ASK'));
|
| 714 |
-
data.walls.bids.forEach(w => addWall(w, 'BID'));
|
| 715 |
-
dom.wallList.innerHTML = html || '<span class="c-dim" style="font-size:11px">Scanning...</span>';
|
| 716 |
-
}}
|
| 717 |
-
|
| 718 |
-
if (data.trade_history && data.trade_history.length) {{
|
| 719 |
-
const buyData = [], sellData = [];
|
| 720 |
-
data.trade_history.forEach(t => {{
|
| 721 |
-
const time = Math.floor(t.t);
|
| 722 |
-
buyData.push({{ time: time, value: t.buy }});
|
| 723 |
-
sellData.push({{ time: time, value: t.sell }});
|
| 724 |
-
}});
|
| 725 |
-
volBuySeries.setData([...new Map(buyData.map(i => [i.time, i])).values()]);
|
| 726 |
-
volSellSeries.setData([...new Map(sellData.map(i => [i.time, i])).values()]);
|
| 727 |
-
}}
|
| 728 |
-
|
| 729 |
-
if (data.depth_x.length) {{
|
| 730 |
-
const bids = [], asks = [], nets = [];
|
| 731 |
-
for(let i=0; i<data.depth_x.length; i++) {{
|
| 732 |
-
const t = data.depth_x[i];
|
| 733 |
-
bids.push({{ time: t, value: data.depth_bids[i] }});
|
| 734 |
-
asks.push({{ time: t, value: data.depth_asks[i] }});
|
| 735 |
-
nets.push({{ time: t, value: data.depth_net[i], color: data.depth_net[i] > 0 ? '#00ff9d' : '#ff3b3b' }});
|
| 736 |
-
}}
|
| 737 |
-
bidSeries.setData(bids);
|
| 738 |
-
askSeries.setData(asks);
|
| 739 |
-
netSeries.setData(nets);
|
| 740 |
-
}}
|
| 741 |
}};
|
| 742 |
ws.onclose = () => setTimeout(connect, 2000);
|
| 743 |
}}
|
|
@@ -750,6 +147,8 @@ HTML_PAGE = f"""
|
|
| 750 |
|
| 751 |
async def kraken_worker():
|
| 752 |
global market_state
|
|
|
|
|
|
|
| 753 |
try:
|
| 754 |
async with aiohttp.ClientSession() as session:
|
| 755 |
url = "https://api.kraken.com/0/public/OHLC?pair=XBTUSD&interval=1"
|
|
@@ -768,21 +167,20 @@ async def kraken_worker():
|
|
| 768 |
'low': float(c[3]),
|
| 769 |
'close': float(c[4])
|
| 770 |
}
|
| 771 |
-
for c in raw_candles[-
|
| 772 |
]
|
|
|
|
| 773 |
break
|
| 774 |
except Exception as e:
|
| 775 |
logging.error(f"History fetch failed: {e}")
|
| 776 |
|
|
|
|
| 777 |
while True:
|
| 778 |
try:
|
| 779 |
async with websockets.connect("wss://ws.kraken.com/v2") as ws:
|
| 780 |
logging.info(f"π Connected to Kraken ({SYMBOL_KRAKEN})")
|
| 781 |
|
| 782 |
-
|
| 783 |
-
"method": "subscribe",
|
| 784 |
-
"params": {"channel": "book", "symbol": [SYMBOL_KRAKEN], "depth": 500}
|
| 785 |
-
}))
|
| 786 |
await ws.send(json.dumps({
|
| 787 |
"method": "subscribe",
|
| 788 |
"params": {"channel": "trade", "symbol": [SYMBOL_KRAKEN]}
|
|
@@ -797,51 +195,23 @@ async def kraken_worker():
|
|
| 797 |
channel = payload.get("channel")
|
| 798 |
data = payload.get("data", [])
|
| 799 |
|
| 800 |
-
|
| 801 |
-
|
| 802 |
-
for bid in item.get('bids', []):
|
| 803 |
-
q, p = float(bid['qty']), float(bid['price'])
|
| 804 |
-
if q == 0: market_state['bids'].pop(p, None)
|
| 805 |
-
else: market_state['bids'][p] = q
|
| 806 |
-
for ask in item.get('asks', []):
|
| 807 |
-
q, p = float(ask['qty']), float(ask['price'])
|
| 808 |
-
if q == 0: market_state['asks'].pop(p, None)
|
| 809 |
-
else: market_state['asks'][p] = q
|
| 810 |
-
|
| 811 |
-
if market_state['bids'] and market_state['asks']:
|
| 812 |
-
market_state['prev_mid'] = market_state['current_mid']
|
| 813 |
-
best_bid = max(market_state['bids'].keys())
|
| 814 |
-
best_ask = min(market_state['asks'].keys())
|
| 815 |
-
mid = (best_bid + best_ask) / 2
|
| 816 |
-
market_state['current_mid'] = mid
|
| 817 |
-
market_state['ready'] = True
|
| 818 |
-
|
| 819 |
-
now = time.time()
|
| 820 |
-
if not market_state['history'] or (now - market_state['history'][-1]['t'] > 0.5):
|
| 821 |
-
market_state['history'].append({'t': now, 'p': mid})
|
| 822 |
-
if len(market_state['history']) > HISTORY_LENGTH:
|
| 823 |
-
market_state['history'].pop(0)
|
| 824 |
-
|
| 825 |
-
elif channel == "trade":
|
| 826 |
for trade in data:
|
| 827 |
try:
|
| 828 |
-
qty = float(trade['qty'])
|
| 829 |
price = float(trade['price'])
|
| 830 |
-
side = trade['side']
|
| 831 |
-
|
| 832 |
-
if side == 'buy': market_state['current_vol_window']['buy'] += qty
|
| 833 |
-
else: market_state['current_vol_window']['sell'] += qty
|
| 834 |
-
|
| 835 |
current_minute_start = int(time.time()) // 60 * 60
|
| 836 |
|
| 837 |
if market_state['ohlc_history']:
|
| 838 |
last_candle = market_state['ohlc_history'][-1]
|
| 839 |
|
|
|
|
| 840 |
if last_candle['time'] == current_minute_start:
|
| 841 |
last_candle['close'] = price
|
| 842 |
if price > last_candle['high']: last_candle['high'] = price
|
| 843 |
if price < last_candle['low']: last_candle['low'] = price
|
| 844 |
|
|
|
|
| 845 |
elif current_minute_start > last_candle['time']:
|
| 846 |
new_candle = {
|
| 847 |
'time': current_minute_start,
|
|
@@ -851,13 +221,15 @@ async def kraken_worker():
|
|
| 851 |
'close': price
|
| 852 |
}
|
| 853 |
market_state['ohlc_history'].append(new_candle)
|
| 854 |
-
if len(market_state['ohlc_history']) >
|
| 855 |
market_state['ohlc_history'].pop(0)
|
| 856 |
except: pass
|
| 857 |
|
|
|
|
| 858 |
elif channel == "ohlc":
|
| 859 |
for candle in data:
|
| 860 |
try:
|
|
|
|
| 861 |
start_time = int(float(candle['endtime'])) - 60
|
| 862 |
c_data = {
|
| 863 |
'time': start_time,
|
|
@@ -872,7 +244,7 @@ async def kraken_worker():
|
|
| 872 |
market_state['ohlc_history'][-1] = c_data
|
| 873 |
elif market_state['ohlc_history'][-1]['time'] < start_time:
|
| 874 |
market_state['ohlc_history'].append(c_data)
|
| 875 |
-
if len(market_state['ohlc_history']) >
|
| 876 |
market_state['ohlc_history'].pop(0)
|
| 877 |
except Exception as e:
|
| 878 |
pass
|
|
@@ -925,7 +297,7 @@ async def main():
|
|
| 925 |
await runner.setup()
|
| 926 |
site = web.TCPSite(runner, '0.0.0.0', PORT)
|
| 927 |
await site.start()
|
| 928 |
-
print(f"π
|
| 929 |
await asyncio.Event().wait()
|
| 930 |
|
| 931 |
if __name__ == "__main__":
|
|
|
|
| 2 |
import json
|
| 3 |
import logging
|
| 4 |
import time
|
|
|
|
|
|
|
|
|
|
| 5 |
import aiohttp
|
| 6 |
from aiohttp import web
|
| 7 |
import websockets
|
| 8 |
|
| 9 |
SYMBOL_KRAKEN = "BTC/USD"
|
| 10 |
PORT = 7860
|
| 11 |
+
BROADCAST_RATE = 0.5 # Slower broadcast is fine for just candles
|
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|
| 12 |
|
| 13 |
logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(message)s')
|
| 14 |
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|
| 15 |
market_state = {
|
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|
| 16 |
"ohlc_history": [],
|
|
|
|
|
|
|
|
|
|
| 17 |
"ready": False
|
| 18 |
}
|
| 19 |
|
| 20 |
connected_clients = set()
|
| 21 |
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|
| 22 |
def process_market_data():
|
| 23 |
+
if not market_state['ready']:
|
| 24 |
+
return {"error": "Initializing..."}
|
|
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|
| 25 |
|
| 26 |
return {
|
| 27 |
+
"ohlc": market_state['ohlc_history']
|
|
|
|
|
|
|
|
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|
| 28 |
}
|
| 29 |
|
| 30 |
HTML_PAGE = f"""
|
|
|
|
| 32 |
<html lang="en">
|
| 33 |
<head>
|
| 34 |
<meta charset="UTF-8">
|
| 35 |
+
<title>{SYMBOL_KRAKEN} Klines</title>
|
| 36 |
<script src="https://unpkg.com/lightweight-charts@4.1.1/dist/lightweight-charts.standalone.production.js"></script>
|
| 37 |
<link href="https://fonts.googleapis.com/css2?family=Inter:wght@500;600&family=JetBrains+Mono:wght@400;700&display=swap" rel="stylesheet">
|
| 38 |
<style>
|
|
|
|
| 41 |
--bg-panel: #0a0a0a;
|
| 42 |
--border: #252525;
|
| 43 |
--text-main: #FFFFFF;
|
|
|
|
| 44 |
--green: #00ff9d;
|
| 45 |
--red: #ff3b3b;
|
|
|
|
|
|
|
|
|
|
|
|
|
| 46 |
}}
|
| 47 |
body {{
|
| 48 |
margin: 0; padding: 0;
|
|
|
|
| 51 |
font-family: 'Inter', sans-serif;
|
| 52 |
overflow: hidden;
|
| 53 |
height: 100vh; width: 100vw;
|
| 54 |
+
display: flex;
|
| 55 |
+
flex-direction: column;
|
| 56 |
}}
|
| 57 |
+
.header {{
|
| 58 |
+
height: 40px;
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 59 |
background: var(--bg-panel);
|
| 60 |
+
border-bottom: 1px solid var(--border);
|
| 61 |
display: flex;
|
| 62 |
align-items: center;
|
| 63 |
justify-content: space-between;
|
| 64 |
+
padding: 0 15px;
|
| 65 |
font-family: 'JetBrains Mono', monospace;
|
| 66 |
+
font-size: 13px;
|
|
|
|
|
|
|
|
|
|
| 67 |
}}
|
| 68 |
+
.status-left {{ display: flex; gap: 15px; align-items: center; }}
|
| 69 |
+
.live-dot {{ width: 8px; height: 8px; background-color: var(--green); border-radius: 50%; box-shadow: 0 0 8px var(--green); }}
|
|
|
|
|
|
|
|
|
|
| 70 |
|
| 71 |
+
#chart-container {{
|
|
|
|
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|
|
| 72 |
flex: 1;
|
| 73 |
+
width: 100%;
|
| 74 |
+
position: relative;
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
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|
|
|
| 75 |
}}
|
| 76 |
</style>
|
| 77 |
</head>
|
| 78 |
<body>
|
| 79 |
+
<div class="header">
|
|
|
|
| 80 |
<div class="status-left">
|
| 81 |
<span class="live-dot"></span>
|
| 82 |
+
<span style="font-weight:700;">{SYMBOL_KRAKEN}</span>
|
| 83 |
+
<span>1 Minute Candles</span>
|
| 84 |
</div>
|
| 85 |
+
<div id="clock">00:00:00 UTC</div>
|
| 86 |
</div>
|
| 87 |
|
| 88 |
+
<div id="chart-container"></div>
|
|
|
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| 89 |
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| 90 |
<script>
|
| 91 |
setInterval(() => {{
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| 94 |
}}, 1000);
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| 95 |
|
| 96 |
document.addEventListener('DOMContentLoaded', () => {{
|
| 97 |
+
const chartContainer = document.getElementById('chart-container');
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| 98 |
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| 99 |
+
const chart = LightweightCharts.createChart(chartContainer, {{
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| 100 |
+
layout: {{ background: {{ type: 'solid', color: '#000000' }}, textColor: '#888', fontFamily: 'JetBrains Mono' }},
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| 101 |
grid: {{ vertLines: {{ color: '#151515' }}, horzLines: {{ color: '#151515' }} }},
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| 102 |
rightPriceScale: {{ borderColor: '#222', scaleMargins: {{ top: 0.1, bottom: 0.1 }} }},
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+
timeScale: {{ borderColor: '#222', timeVisible: true, secondsVisible: false }},
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| 104 |
crosshair: {{ mode: 1, vertLine: {{ color: '#444', labelBackgroundColor: '#444' }}, horzLine: {{ color: '#444', labelBackgroundColor: '#444' }} }}
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| 105 |
}});
|
| 106 |
|
| 107 |
+
const candleSeries = chart.addCandlestickSeries({{
|
| 108 |
+
upColor: '#00ff9d', downColor: '#ff3b3b',
|
| 109 |
+
borderVisible: false,
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| 110 |
+
wickUpColor: '#00ff9d', wickDownColor: '#ff3b3b'
|
| 111 |
}});
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| 112 |
|
| 113 |
new ResizeObserver(entries => {{
|
| 114 |
+
const {{width, height}} = entries[0].contentRect;
|
| 115 |
+
chart.applyOptions({{ width, height }});
|
| 116 |
+
}}).observe(chartContainer);
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| 117 |
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| 118 |
function connect() {{
|
| 119 |
const ws = new WebSocket((location.protocol === 'https:' ? 'wss' : 'ws') + '://' + location.host + '/ws');
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|
| 122 |
const data = JSON.parse(e.data);
|
| 123 |
if (data.error) return;
|
| 124 |
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|
| 125 |
if (data.ohlc && data.ohlc.length) {{
|
| 126 |
const candles = data.ohlc.map(c => ({{
|
| 127 |
time: c.time,
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|
| 130 |
low: c.low,
|
| 131 |
close: c.close
|
| 132 |
}}));
|
| 133 |
+
|
| 134 |
+
// Deduplicate based on time to prevent flickering
|
| 135 |
const uniqueCandles = [...new Map(candles.map(i => [i.time, i])).values()];
|
| 136 |
candleSeries.setData(uniqueCandles);
|
| 137 |
}}
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|
| 138 |
}};
|
| 139 |
ws.onclose = () => setTimeout(connect, 2000);
|
| 140 |
}}
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|
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|
| 147 |
|
| 148 |
async def kraken_worker():
|
| 149 |
global market_state
|
| 150 |
+
|
| 151 |
+
# 1. Fetch initial History via REST
|
| 152 |
try:
|
| 153 |
async with aiohttp.ClientSession() as session:
|
| 154 |
url = "https://api.kraken.com/0/public/OHLC?pair=XBTUSD&interval=1"
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|
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|
| 167 |
'low': float(c[3]),
|
| 168 |
'close': float(c[4])
|
| 169 |
}
|
| 170 |
+
for c in raw_candles[-300:] # Keep last 300 candles
|
| 171 |
]
|
| 172 |
+
market_state['ready'] = True
|
| 173 |
break
|
| 174 |
except Exception as e:
|
| 175 |
logging.error(f"History fetch failed: {e}")
|
| 176 |
|
| 177 |
+
# 2. Connect via WebSocket for Live Updates
|
| 178 |
while True:
|
| 179 |
try:
|
| 180 |
async with websockets.connect("wss://ws.kraken.com/v2") as ws:
|
| 181 |
logging.info(f"π Connected to Kraken ({SYMBOL_KRAKEN})")
|
| 182 |
|
| 183 |
+
# Subscribe to Trade (for real-time ticks) and OHLC (for official close)
|
|
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|
| 184 |
await ws.send(json.dumps({
|
| 185 |
"method": "subscribe",
|
| 186 |
"params": {"channel": "trade", "symbol": [SYMBOL_KRAKEN]}
|
|
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|
| 195 |
channel = payload.get("channel")
|
| 196 |
data = payload.get("data", [])
|
| 197 |
|
| 198 |
+
# A. Real-time Tick Updates (Simulating live candle)
|
| 199 |
+
if channel == "trade":
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|
| 200 |
for trade in data:
|
| 201 |
try:
|
|
|
|
| 202 |
price = float(trade['price'])
|
|
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|
| 203 |
current_minute_start = int(time.time()) // 60 * 60
|
| 204 |
|
| 205 |
if market_state['ohlc_history']:
|
| 206 |
last_candle = market_state['ohlc_history'][-1]
|
| 207 |
|
| 208 |
+
# Update current candle
|
| 209 |
if last_candle['time'] == current_minute_start:
|
| 210 |
last_candle['close'] = price
|
| 211 |
if price > last_candle['high']: last_candle['high'] = price
|
| 212 |
if price < last_candle['low']: last_candle['low'] = price
|
| 213 |
|
| 214 |
+
# Create new candle
|
| 215 |
elif current_minute_start > last_candle['time']:
|
| 216 |
new_candle = {
|
| 217 |
'time': current_minute_start,
|
|
|
|
| 221 |
'close': price
|
| 222 |
}
|
| 223 |
market_state['ohlc_history'].append(new_candle)
|
| 224 |
+
if len(market_state['ohlc_history']) > 300:
|
| 225 |
market_state['ohlc_history'].pop(0)
|
| 226 |
except: pass
|
| 227 |
|
| 228 |
+
# B. Confirmed Candle Updates
|
| 229 |
elif channel == "ohlc":
|
| 230 |
for candle in data:
|
| 231 |
try:
|
| 232 |
+
# Kraken sends 'endtime', convert to 'starttime' for charts
|
| 233 |
start_time = int(float(candle['endtime'])) - 60
|
| 234 |
c_data = {
|
| 235 |
'time': start_time,
|
|
|
|
| 244 |
market_state['ohlc_history'][-1] = c_data
|
| 245 |
elif market_state['ohlc_history'][-1]['time'] < start_time:
|
| 246 |
market_state['ohlc_history'].append(c_data)
|
| 247 |
+
if len(market_state['ohlc_history']) > 300:
|
| 248 |
market_state['ohlc_history'].pop(0)
|
| 249 |
except Exception as e:
|
| 250 |
pass
|
|
|
|
| 297 |
await runner.setup()
|
| 298 |
site = web.TCPSite(runner, '0.0.0.0', PORT)
|
| 299 |
await site.start()
|
| 300 |
+
print(f"π Kline Chart: http://localhost:{PORT}")
|
| 301 |
await asyncio.Event().wait()
|
| 302 |
|
| 303 |
if __name__ == "__main__":
|