Update app.py

app.py

@@ -96,6 +96,77 @@ def calculate_micro_price_structure(diff_x, diff_y_net, current_mid, best_bid, b
         "rho": rho
     }
 
+def calculate_polr(bids, asks, mid):
+    """
+    Path of Least Resistance:
+    Simulates eating volume on both sides. 
+    Returns the price path where liquidity is thinnest.
+    """
+    if not bids or not asks: return []
+
+    sorted_bids = sorted(bids.items(), key=lambda x: -x[0]) # High to Low
+    sorted_asks = sorted(asks.items(), key=lambda x: x[0])  # Low to High
+
+    path_points = []
+    
+    # We simulate volume stepping from 0.1 BTC up to 20 BTC
+    # This represents "Time" or "Intensity" on the X-axis of the projection
+    volume_steps = [i * 0.5 for i in range(1, 41)] # 0.5, 1.0 ... 20.0
+    
+    current_time = time.time()
+    
+    for i, target_vol in enumerate(volume_steps):
+        # 1. Find price cost to eat 'target_vol' UP
+        ask_cost_dist = 0
+        cum_vol = 0
+        target_ask_price = mid
+        for p, q in sorted_asks:
+            cum_vol += q
+            if cum_vol >= target_vol:
+                target_ask_price = p
+                break
+        ask_cost_dist = target_ask_price - mid
+
+        # 2. Find price cost to eat 'target_vol' DOWN
+        bid_cost_dist = 0
+        cum_vol = 0
+        target_bid_price = mid
+        for p, q in sorted_bids:
+            cum_vol += q
+            if cum_vol >= target_vol:
+                target_bid_price = p
+                break
+        bid_cost_dist = mid - target_bid_price
+
+        # 3. Compare Resistance
+        # If moving up 10$ costs 5 BTC, but moving down 10$ costs 20 BTC,
+        # The path of least resistance is UP (it's thinner).
+        
+        # Here we compare the DISTANCE moved for the SAME volume.
+        # If for 5 BTC, Price moves UP $10 and DOWN $2. 
+        # The UP side is "thinner" (less resistance to price change), so price "slips" up.
+        
+        projected_p = mid
+        
+        # Avoid division by zero or tiny spreads
+        if bid_cost_dist <= 0: bid_cost_dist = 0.01
+        if ask_cost_dist <= 0: ask_cost_dist = 0.01
+
+        # Logic: Price goes where the book is thinner (Distance is LARGER for same volume)
+        if ask_cost_dist > bid_cost_dist:
+             # It takes LESS liquidity to move UP (Price moved further for same vol)
+             projected_p = target_ask_price
+        else:
+             projected_p = target_bid_price
+        
+        # Add slight smoothing/dampening so it connects to current price
+        path_points.append({
+            't': current_time + (i * 2), # Spread points out every 2 seconds into future
+            'p': projected_p
+        })
+
+    return path_points
+
 def process_market_data():
     if not market_state['ready']: return {"error": "Initializing..."}
 
@@ -160,6 +231,9 @@ def process_market_data():
         diff_x, diff_y_net, mid, best_bid, best_ask, 
         {"bids": bid_walls, "asks": ask_walls}
     )
+    
+    # Calculate Path of Least Resistance
+    polr_path = calculate_polr(market_state['bids'], market_state['asks'], mid)
 
     if analysis:
         if not market_state['pred_history'] or (now - market_state['pred_history'][-1]['t'] > 0.5):
@@ -171,6 +245,7 @@ def process_market_data():
         "mid": mid,
         "history": market_state['history'],
         "pred_history": market_state['pred_history'],
+        "polr": polr_path,
         "trade_history": market_state['trade_vol_history'],
         "ohlc": market_state['ohlc_history'],
         "depth_x": diff_x,
@@ -200,6 +275,7 @@ HTML_PAGE = f"""
             --red: #ff3b3b;
             --blue: #2979ff;
             --yellow: #ffeb3b; 
+            --purple: #d500f9;
         }}
         body {{ 
             margin: 0; padding: 0; 
@@ -284,6 +360,7 @@ HTML_PAGE = f"""
         .c-green {{ color: var(--green); }}
         .c-red {{ color: var(--red); }}
         .c-dim {{ color: var(--text-dim); }}
+        .c-purp {{ color: var(--purple); }}
 
         .list-container {{ display: flex; flex-direction: column; gap: 8px; overflow-y: auto; height: 100px; }}
         .list-item {{ 
@@ -322,7 +399,9 @@ HTML_PAGE = f"""
     </div>
 
     <div id="p-chart" class="panel">
-        <div class="chart-header">PRICE ACTION (BLUE) // PREDICTION (YELLOW)</div>
+        <div class="chart-header">
+            PRICE (BLUE) // <span class="c-purp">LEAST RESISTANCE (PURPLE)</span> // <span style="color:var(--yellow)">PRED (YELLOW)</span>
+        </div>
         <div id="tv-price" style="flex: 1; width: 100%;"></div>
     </div>
 
@@ -400,7 +479,12 @@ HTML_PAGE = f"""
 
         const priceChart = LightweightCharts.createChart(document.getElementById('tv-price'), chartOpts);
         const priceSeries = priceChart.addLineSeries({{ color: '#2979ff', lineWidth: 2, title: 'Price' }}); 
-        const predSeries = priceChart.addLineSeries({{ color: '#ffeb3b', lineWidth: 2, lineStyle: 2, title: 'Forecast' }});
+        
+        // Yellow Line: Mathematical Micro-Price
+        const predSeries = priceChart.addLineSeries({{ color: '#ffeb3b', lineWidth: 2, lineStyle: 2, title: 'Math Forecast' }});
+        
+        // Purple Line: Path of Least Resistance (Lowest Volume)
+        const polrSeries = priceChart.addLineSeries({{ color: '#d500f9', lineWidth: 3, lineStyle: 0, title: 'Least Resistance' }});
 
         const candleChart = LightweightCharts.createChart(document.getElementById('tv-candles'), {{
             ...chartOpts, 
@@ -475,26 +559,38 @@ HTML_PAGE = f"""
                     priceSeries.setData(cleanHist);
 
                     const lastP = cleanHist[cleanHist.length-1].value;
+                    const lastTime = cleanHist[cleanHist.length-1].time;
                     dom.ticker.innerText = lastP.toLocaleString('en-US', {{ minimumFractionDigits: 2 }});
 
+                    // 1. Yellow Line (Math Forecast)
                     if (data.analysis) {{
                         const proj = data.analysis.projected;
                         const rho = data.analysis.rho; 
-
                         predSeries.setData([
                             cleanHist[cleanHist.length-1],
-                            {{ time: cleanHist[cleanHist.length-1].time + 60, value: proj }}
+                            {{ time: lastTime + 60, value: proj }}
                         ]);
-
+                        // Text updates
                         const pct = ((proj - lastP) / lastP) * 100;
                         const sign = pct >= 0 ? "+" : "";
-                        
                         dom.projPct.innerText = `${{sign}}${{pct.toFixed(4)}}%`;
                         dom.projPct.style.color = pct >= 0 ? "var(--green)" : "var(--red)";
                         dom.projVal.innerText = proj.toLocaleString('en-US', {{ minimumFractionDigits: 2 }});
                         dom.score.innerText = rho.toFixed(3);
                         dom.score.style.color = rho > 0 ? "var(--green)" : (rho < 0 ? "var(--red)" : "var(--text-main)");
                     }}
+
+                    // 2. Purple Line (Path of Least Resistance)
+                    if (data.polr && data.polr.length) {{
+                        // Attach start of POLR to current price to make it seamless
+                        const polrData = [
+                            {{ time: lastTime, value: lastP }},
+                            ...data.polr.map(d => ({{ time: Math.floor(d.t), value: d.p }}))
+                        ];
+                        // Deduplicate times
+                        const uniquePolr = [...new Map(polrData.map(i => [i.time, i])).values()];
+                        polrSeries.setData(uniquePolr);
+                    }}
                 }}
 
                 if (data.ohlc && data.ohlc.length) {{
@@ -505,7 +601,6 @@ HTML_PAGE = f"""
                         low: c.low,
                         close: c.close
                     }}));
-                    // Deduplicate candles
                     const uniqueCandles = [...new Map(candles.map(i => [i.time, i])).values()];
                     candleSeries.setData(uniqueCandles);
                 }}
@@ -567,7 +662,7 @@ HTML_PAGE = f"""
 async def kraken_worker():
     global market_state
     try:
-        # Fetch initial history (Kraken REST API uses start time for candles)
+        # Fetch initial history
         async with aiohttp.ClientSession() as session:
             url = "https://api.kraken.com/0/public/OHLC?pair=XBTUSD&interval=1"
             async with session.get(url) as response:
@@ -650,19 +745,19 @@ async def kraken_worker():
                                 if side == 'buy': market_state['current_vol_window']['buy'] += qty
                                 else: market_state['current_vol_window']['sell'] += qty
 
-                                # LIVE CANDLE UPDATE (Crucial for "actual price")
+                                # LIVE CANDLE UPDATE
                                 current_minute_start = int(time.time()) // 60 * 60
                                 
                                 if market_state['ohlc_history']:
                                     last_candle = market_state['ohlc_history'][-1]
                                     
-                                    # If still in the same minute, update the current candle
+                                    # If still in the same minute
                                     if last_candle['time'] == current_minute_start:
                                         last_candle['close'] = price
                                         if price > last_candle['high']: last_candle['high'] = price
                                         if price < last_candle['low']: last_candle['low'] = price
                                     
-                                    # If new minute started, create new candle
+                                    # If new minute started
                                     elif current_minute_start > last_candle['time']:
                                         new_candle = {
                                             'time': current_minute_start,
@@ -674,13 +769,12 @@ async def kraken_worker():
                                         market_state['ohlc_history'].append(new_candle)
                                         if len(market_state['ohlc_history']) > 200:
                                             market_state['ohlc_history'].pop(0)
-
                             except: pass
 
                     elif channel == "ohlc":
                         for candle in data:
                             try:
-                                # Kraken WS sends 'endtime'. We convert to 'starttime' to match REST data and charting lib.
+                                # Kraken sends endtime, adjust to starttime
                                 start_time = int(float(candle['endtime'])) - 60
                                 c_data = {
                                     'time': start_time, 
@@ -690,7 +784,6 @@ async def kraken_worker():
                                     'close': float(candle['close'])
                                 }
                                 
-                                # Sync with existing history if found
                                 if market_state['ohlc_history']:
                                     if market_state['ohlc_history'][-1]['time'] == start_time:
                                         market_state['ohlc_history'][-1] = c_data