Update app.py

app.py

@@ -11,11 +11,7 @@ SYMBOL_KRAKEN = "BTC/USD"
 PORT = 7860
 HISTORY_LENGTH = 300 
 BROADCAST_RATE = 0.1
-
-DECAY_LAMBDA_SHORT = 100.0 
-DECAY_LAMBDA_LONG = 500.0  
-DECAY_LAMBDA_MACRO = 15000.0 
-
+DECAY_LAMBDA = 100.0 
 IMPACT_SENSITIVITY = 0.5 
 
 logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(message)s')
@@ -24,9 +20,7 @@ market_state = {
     "bids": {},
     "asks": {},
     "history": [], 
-    "pred_history_short": [], 
-    "pred_history_long": [],
-    "pred_history_macro": [],
+    "pred_history": [], 
     "current_mid": 0.0,
     "prev_mid": 0.0,
     "ready": False
@@ -38,9 +32,7 @@ def analyze_structure(diff_x, diff_y, current_mid):
     if not diff_y or len(diff_y) < 5:
         return None
 
-    w_short = 0.0
-    w_long = 0.0
-    w_macro = 0.0
+    weighted_imbalance = 0.0
     prev_vol = 0.0
     
     for i in range(len(diff_x)):
@@ -50,20 +42,21 @@ def analyze_structure(diff_x, diff_y, current_mid):
         marginal_vol = cum_vol - prev_vol
         prev_vol = cum_vol
         
-        w_short += marginal_vol * math.exp(-dist / DECAY_LAMBDA_SHORT)
-        w_long += marginal_vol * math.exp(-dist / DECAY_LAMBDA_LONG)
-        w_macro += marginal_vol * math.exp(-dist / DECAY_LAMBDA_MACRO)
+        weight = math.exp(-dist / DECAY_LAMBDA)
+        weighted_imbalance += marginal_vol * weight
+
+    if weighted_imbalance != 0:
+        impact = math.sqrt(abs(weighted_imbalance)) * IMPACT_SENSITIVITY
+        if weighted_imbalance < 0:
+            impact = -impact
+    else:
+        impact = 0.0
 
-    def get_impact(w_imb):
-        if w_imb == 0: return 0.0
-        imp = math.sqrt(abs(w_imb)) * IMPACT_SENSITIVITY
-        return -imp if w_imb < 0 else imp
+    projected_price = current_mid + impact
 
     return {
-        "proj_short": current_mid + get_impact(w_short),
-        "proj_long": current_mid + get_impact(w_long),
-        "proj_macro": current_mid + get_impact(w_macro),
-        "net_score": w_short 
+        "projected": projected_price,
+        "net_score": weighted_imbalance
     }
 
 def process_market_data():
@@ -72,8 +65,8 @@ def process_market_data():
 
     mid = market_state['current_mid']
     
-    raw_bids = sorted(market_state['bids'].items(), key=lambda x: -x[0])[:1000]
-    raw_asks = sorted(market_state['asks'].items(), key=lambda x: x[0])[:1000]
+    raw_bids = sorted(market_state['bids'].items(), key=lambda x: -x[0])[:300]
+    raw_asks = sorted(market_state['asks'].items(), key=lambda x: x[0])[:300]
 
     d_b_x, d_b_y, cum = [], [], 0
     for p, q in raw_bids:
@@ -113,25 +106,15 @@ def process_market_data():
     
     now = time.time()
     if analysis:
-        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)
-                
-            market_state['pred_history_macro'].append({'t': now, 'p': analysis['proj_macro']})
-            if len(market_state['pred_history_macro']) > HISTORY_LENGTH:
-                market_state['pred_history_macro'].pop(0)
+        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)
 
     return {
         "mid": mid,
         "history": market_state['history'],
-        "pred_history_short": market_state['pred_history_short'],
-        "pred_history_long": market_state['pred_history_long'],
-        "pred_history_macro": market_state['pred_history_macro'],
+        "pred_history": market_state['pred_history'],
         "depth_x": diff_x,
         "depth_net": diff_y,
         "depth_bids": chart_bids,
@@ -153,8 +136,6 @@ HTML_PAGE = f"""
             --text-main: #c5c6c7;
             --accent-green: #66fcf1;
             --accent-red: #ff3b3b;
-            --accent-purple: #ce93d8;
-            --accent-cyan: #4dd0e1;
             --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; }}
@@ -187,8 +168,6 @@ 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); }}
-        .cyan {{ color: var(--accent-cyan); }}
         
         #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>
@@ -221,20 +200,12 @@ 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 (SCALP)</span>
+                    <span class="stat-label">WEIGHTED IMBALANCE SCORE</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:#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 (SWING)</span>
-                    <span id="proj-long" class="stat-value purple">---</span>
-                </div>
-                <div class="stat-box" style="border: 1px solid #00acc1;">
-                    <span class="stat-label" style="color:var(--accent-cyan);">MACRO (WHALE)</span>
-                    <span id="proj-macro" class="stat-value cyan">---</span>
+                    <span class="stat-label" style="color:var(--accent-green);">IMPACT PROJECTION</span>
+                    <span id="proj-val" class="stat-value">---</span>
                 </div>
             </div>
         </div>
@@ -247,9 +218,7 @@ HTML_PAGE = f"""
                 status: document.getElementById('loading-status'),
                 price: document.getElementById('live-price'),
                 scoreVal: document.getElementById('score-val'),
-                projShort: document.getElementById('proj-short'),
-                projLong: document.getElementById('proj-long'),
-                projMacro: document.getElementById('proj-macro')
+                projVal: document.getElementById('proj-val')
             }};
 
             const chartCommon = {{
@@ -261,24 +230,28 @@ HTML_PAGE = f"""
             }};
 
             const priceChart = LightweightCharts.createChart(document.getElementById('tv-price'), chartCommon);
-            
             const priceSeries = priceChart.addLineSeries({{ color: '#2962FF', lineWidth: 2, title: 'Price' }});
             
-            const pastShortSeries = priceChart.addLineSeries({{ color: '#555555', lineWidth: 1, title: 'Short (Past)' }});
-            const futureShortSeries = priceChart.addLineSeries({{ color: '#ff9800', lineWidth: 2, lineStyle: 2, title: 'Short (Fut)' }});
+            const pastPredSeries = priceChart.addLineSeries({{ 
+                color: '#555555', 
+                lineWidth: 1, 
+                title: 'Past Prediction' 
+            }});
 
-            const pastLongSeries = priceChart.addLineSeries({{ color: '#7b1fa2', lineWidth: 1, title: 'Long (Past)' }});
-            
-            const pastMacroSeries = priceChart.addLineSeries({{ color: '#4dd0e1', lineWidth: 1, title: 'Macro (Past)' }});
-            const futureMacroSeries = priceChart.addLineSeries({{ color: '#00bcd4', lineWidth: 2, lineStyle: 2, title: 'Macro (Fut)' }});
+            const futurePredSeries = priceChart.addLineSeries({{ 
+                color: '#ff9800', 
+                lineWidth: 2, 
+                lineStyle: 2, 
+                title: 'Projection' 
+            }});
 
             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 }});
-            const rawAskSeries = rawChart.addAreaSeries({{ lineColor: '#ff1744', topColor: 'rgba(255, 23, 68, 0.2)', bottomColor: 'rgba(255, 23, 68, 0.0)', lineWidth: 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 netChart = LightweightCharts.createChart(document.getElementById('tv-net'), {{
                 ...chartCommon,
@@ -322,52 +295,31 @@ HTML_PAGE = f"""
                         if (!seen.has(t)) {{ seen.add(t); cleanHistory.push({{ time: t, value: d.p }}); }}
                     }});
 
-                    const predShort = [];
-                    const seenS = new Set();
-                    if(data.pred_history_short) {{
-                        data.pred_history_short.forEach(d => {{
+                    const predHistory = [];
+                    const seenP = new Set();
+                    if(data.pred_history) {{
+                        data.pred_history.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(!seenL.has(t)) {{ seenL.add(t); predLong.push({{ time: t, value: d.p }}); }}
-                        }});
-                    }}
-
-                    const predMacro = [];
-                    const seenM = new Set();
-                    if(data.pred_history_macro) {{
-                        data.pred_history_macro.forEach(d => {{
-                            const t = Math.floor(d.t);
-                            if(!seenM.has(t)) {{ seenM.add(t); predMacro.push({{ time: t, value: d.p }}); }}
+                            if(!seenP.has(t)) {{ seenP.add(t); predHistory.push({{ time: t, value: d.p }}); }}
                         }});
                     }}
 
                     if (cleanHistory.length) {{
                         priceSeries.setData(cleanHistory);
-                        pastShortSeries.setData(predShort);
-                        pastLongSeries.setData(predLong);
-                        pastMacroSeries.setData(predMacro);
+                        pastPredSeries.setData(predHistory);
 
                         const last = cleanHistory[cleanHistory.length-1];
                         dom.price.innerText = last.value.toLocaleString(undefined, {{minimumFractionDigits: 2}});
                         
                         if (data.analysis) {{
-                            const {{ proj_short, proj_long, proj_macro, net_score }} = data.analysis;
-                            
-                            futureShortSeries.setData([last, {{ time: last.time + 60, value: proj_short }}]);
+                            const {{ projected, net_score }} = data.analysis;
                             
-                            futureMacroSeries.setData([last, {{ time: last.time + 3600, value: proj_macro }}]);
+                            futurePredSeries.setData([
+                                last,
+                                {{ time: last.time + 60, value: projected }}
+                            ]);
                             
-                            dom.projShort.innerText = proj_short.toLocaleString(undefined, {{minimumFractionDigits: 0, maximumFractionDigits: 0}});
-                            dom.projLong.innerText = proj_long.toLocaleString(undefined, {{minimumFractionDigits: 0, maximumFractionDigits: 0}});
-                            dom.projMacro.innerText = proj_macro.toLocaleString(undefined, {{minimumFractionDigits: 0, maximumFractionDigits: 0}});
+                            dom.projVal.innerText = projected.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";