Update app.py
Browse files
app.py
CHANGED
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@@ -8,22 +8,26 @@ import statistics
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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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HISTORY_LENGTH = 300
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BROADCAST_RATE = 0.1
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DECAY_LAMBDA = 100.0
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IMPACT_SENSITIVITY = 0.5
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logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(message)s')
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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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"current_mid": 0.0,
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"prev_mid": 0.0,
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"ready": False
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@@ -31,15 +35,12 @@ market_state = {
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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:
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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:
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return []
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try:
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avg_vol = statistics.mean(volumes)
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@@ -47,30 +48,23 @@ def detect_anomalies(orders, scan_depth):
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except statistics.StatisticsError:
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return []
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if stdev_vol == 0:
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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({
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"price": price,
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"vol": qty,
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"z_score": z_score
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})
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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 analyze_structure(diff_x, diff_y, current_mid):
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if not diff_y or len(diff_y) < 5:
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return None
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weighted_imbalance = 0.0
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prev_vol = 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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cum_vol = diff_y[i]
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@@ -81,24 +75,17 @@ def analyze_structure(diff_x, diff_y, current_mid):
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if weighted_imbalance != 0:
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impact = math.sqrt(abs(weighted_imbalance)) * IMPACT_SENSITIVITY
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if weighted_imbalance < 0:
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impact = -impact
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else:
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impact = 0.0
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projected_price = current_mid + impact
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return {
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"projected": projected_price,
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"net_score": weighted_imbalance
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}
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def process_market_data():
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if not market_state['ready']:
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return {"error": "Initializing..."}
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mid = market_state['current_mid']
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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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@@ -113,39 +100,36 @@ def process_market_data():
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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)
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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 raw_asks:
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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)
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d_a_y.append(cum)
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diff_x, diff_y = [], []
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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
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idx_a = bisect.bisect_right(d_a_x, s)
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vol_a = d_a_y[idx_a
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diff_x.append(s)
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diff_y.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 = analyze_structure(diff_x, diff_y, mid)
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now = time.time()
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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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@@ -162,790 +146,337 @@ def process_market_data():
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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": {
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"bids": bid_walls,
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"asks": ask_walls
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}
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}
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<!DOCTYPE html>
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<html lang="en">
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<head>
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<meta charset="UTF-8">
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<
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<title>Quantum Flow | BTC/USD</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=
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<style>
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--
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--
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--
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--
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background: radial-gradient(ellipse at top, #0d1520 0%, var(--bg-primary) 70%);
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}
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.header {
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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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}
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display: flex;
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align-items: center;
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justify-content: center;
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font-size: 18px;
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box-shadow: 0 4px 20px rgba(0, 212, 255, 0.3);
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}
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.logo-text {
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font-family: 'JetBrains Mono', monospace;
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font-size: 18px;
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font-weight: 700;
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background: var(--gradient-cyan);
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-webkit-background-clip: text;
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-webkit-text-fill-color: transparent;
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letter-spacing: -0.5px;
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}
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.logo-sub {
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font-size: 10px;
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color: var(--text-muted);
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text-transform: uppercase;
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letter-spacing: 2px;
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margin-top: 2px;
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}
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.header-center {
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display: flex;
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align-items: center;
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gap: 24px;
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}
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.pair-display {
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display: flex;
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align-items: center;
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gap: 12px;
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padding: 8px 16px;
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background: var(--bg-elevated);
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border: 1px solid var(--border-primary);
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border-radius: 12px;
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}
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.pair-icon {
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width: 28px;
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height: 28px;
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background: linear-gradient(135deg, #f7931a 0%, #ffab40 100%);
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border-radius: 50%;
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display: flex;
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align-items: center;
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justify-content: center;
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font-weight: bold;
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font-size: 14px;
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color: #fff;
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}
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.pair-name {
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font-family: 'JetBrains Mono', monospace;
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font-size: 15px;
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font-weight: 600;
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color: var(--text-primary);
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}
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.live-price-container {
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display: flex;
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align-items: center;
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gap: 8px;
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}
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.live-indicator {
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width: 8px;
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height: 8px;
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background: var(--accent-green);
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border-radius: 50%;
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animation: pulse-glow 2s ease-in-out infinite;
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box-shadow: 0 0 10px var(--accent-green);
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}
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@keyframes pulse-glow {
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0%, 100% { opacity: 1; transform: scale(1); }
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50% { opacity: 0.6; transform: scale(0.9); }
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}
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.live-price {
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font-family: 'JetBrains Mono', monospace;
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font-size: 22px;
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font-weight: 700;
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color: var(--text-primary);
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}
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.header-right {
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display: flex;
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align-items: center;
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gap: 12px;
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}
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.status-badge {
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display: flex;
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align-items: center;
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gap: 8px;
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padding: 6px 14px;
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background: var(--accent-green-dim);
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border: 1px solid rgba(0, 255, 136, 0.3);
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border-radius: 20px;
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font-size: 11px;
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font-weight: 600;
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color: var(--accent-green);
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text-transform: uppercase;
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letter-spacing: 0.5px;
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}
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.main-grid {
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flex: 1;
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display: grid;
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grid-template-columns: 1fr 320px;
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grid-template-rows: 1fr 1fr;
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gap: 4px;
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padding: 4px;
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min-height: 0;
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}
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.chart-panel {
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grid-row: 1 / 3;
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display: flex;
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flex-direction: column;
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background: var(--bg-card);
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border: 1px solid var(--border-primary);
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border-radius: 12px;
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overflow: hidden;
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}
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.panel-header {
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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: 12px 16px;
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background: linear-gradient(180deg, var(--bg-elevated) 0%, var(--bg-card) 100%);
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border-bottom: 1px solid var(--border-primary);
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}
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.panel-title {
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display: flex;
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align-items: center;
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gap: 10px;
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font-size: 12px;
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font-weight: 600;
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color: var(--text-secondary);
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text-transform: uppercase;
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letter-spacing: 1px;
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}
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.panel-title-icon {
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width: 20px;
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height: 20px;
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background: var(--accent-cyan-dim);
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border-radius: 6px;
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display: flex;
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align-items: center;
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justify-content: center;
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font-size: 10px;
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}
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.chart-container {
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flex: 1;
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position: relative;
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min-height: 0;
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}
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.depth-row {
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display: flex;
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gap: 4px;
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}
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.depth-panel {
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flex: 1;
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display: flex;
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flex-direction: column;
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background: var(--bg-card);
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border: 1px solid var(--border-primary);
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border-radius: 12px;
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overflow: hidden;
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}
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.stats-column {
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display: flex;
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flex-direction: column;
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gap: 4px;
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}
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.stats-panel {
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flex: 1;
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display: flex;
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flex-direction: column;
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background: var(--bg-card);
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border: 1px solid var(--border-primary);
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border-radius: 12px;
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overflow: hidden;
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}
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.stats-content {
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flex: 1;
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padding: 16px;
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overflow-y: auto;
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}
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border-
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.stat-card:hover {
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border-color: var(--border-glow);
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transform: translateY(-1px);
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}
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.stat-card.highlight {
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border-color: var(--accent-cyan);
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background: linear-gradient(135deg, var(--bg-elevated) 0%, rgba(0, 212, 255, 0.05) 100%);
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box-shadow: 0 4px 20px rgba(0, 212, 255, 0.1);
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}
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.stat-label {
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font-size: 10px;
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font-weight: 600;
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color: var(--text-muted);
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text-transform: uppercase;
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letter-spacing: 1px;
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margin-bottom: 8px;
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display: flex;
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align-items: center;
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gap: 6px;
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}
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.stat-value {
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font-family: 'JetBrains Mono', monospace;
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font-size: 26px;
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font-weight: 700;
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line-height: 1.2;
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}
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.stat-value.green { color: var(--accent-green); }
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.stat-value.red { color: var(--accent-red); }
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.stat-value.cyan { color: var(--accent-cyan); }
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| 489 |
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|
| 490 |
-
.walls-section {
|
| 491 |
-
margin-top: 8px;
|
| 492 |
-
}
|
| 493 |
-
|
| 494 |
-
.walls-header {
|
| 495 |
-
display: flex;
|
| 496 |
-
align-items: center;
|
| 497 |
-
justify-content: space-between;
|
| 498 |
-
margin-bottom: 10px;
|
| 499 |
-
}
|
| 500 |
-
|
| 501 |
-
.walls-title {
|
| 502 |
-
font-size: 11px;
|
| 503 |
-
font-weight: 600;
|
| 504 |
-
color: var(--text-secondary);
|
| 505 |
-
text-transform: uppercase;
|
| 506 |
letter-spacing: 0.5px;
|
| 507 |
-
}
|
| 508 |
-
|
| 509 |
-
|
| 510 |
-
|
| 511 |
-
|
| 512 |
-
|
| 513 |
-
border-radius: 10px;
|
| 514 |
-
color: #fff;
|
| 515 |
-
font-weight: 600;
|
| 516 |
-
}
|
| 517 |
-
|
| 518 |
-
.wall-item {
|
| 519 |
-
display: flex;
|
| 520 |
-
align-items: center;
|
| 521 |
-
justify-content: space-between;
|
| 522 |
-
padding: 10px 12px;
|
| 523 |
-
background: var(--bg-secondary);
|
| 524 |
-
border: 1px solid var(--border-primary);
|
| 525 |
-
border-radius: 8px;
|
| 526 |
-
margin-bottom: 8px;
|
| 527 |
-
transition: all 0.2s ease;
|
| 528 |
-
}
|
| 529 |
-
|
| 530 |
-
.wall-item:hover {
|
| 531 |
-
background: var(--bg-elevated);
|
| 532 |
-
}
|
| 533 |
-
|
| 534 |
-
.wall-item.bid {
|
| 535 |
-
border-left: 3px solid var(--accent-green);
|
| 536 |
-
}
|
| 537 |
-
|
| 538 |
-
.wall-item.ask {
|
| 539 |
-
border-left: 3px solid var(--accent-red);
|
| 540 |
-
}
|
| 541 |
-
|
| 542 |
-
.wall-type {
|
| 543 |
-
font-size: 9px;
|
| 544 |
-
font-weight: 700;
|
| 545 |
-
text-transform: uppercase;
|
| 546 |
-
letter-spacing: 0.5px;
|
| 547 |
-
padding: 3px 8px;
|
| 548 |
border-radius: 4px;
|
| 549 |
-
|
| 550 |
-
|
| 551 |
-
.
|
| 552 |
-
|
| 553 |
-
|
| 554 |
-
|
| 555 |
-
|
| 556 |
-
.
|
| 557 |
-
|
| 558 |
-
|
| 559 |
-
}
|
| 560 |
-
|
| 561 |
-
|
| 562 |
-
|
| 563 |
-
|
| 564 |
-
font-
|
| 565 |
-
|
| 566 |
-
}
|
| 567 |
-
|
| 568 |
-
|
| 569 |
-
|
| 570 |
-
font-size: 11px;
|
| 571 |
-
color: var(--accent-orange);
|
| 572 |
-
font-weight: 600;
|
| 573 |
-
}
|
| 574 |
-
|
| 575 |
-
.empty-walls {
|
| 576 |
-
text-align: center;
|
| 577 |
-
padding: 20px;
|
| 578 |
-
color: var(--text-muted);
|
| 579 |
-
font-size: 12px;
|
| 580 |
-
}
|
| 581 |
-
|
| 582 |
-
#loader {
|
| 583 |
-
position: fixed;
|
| 584 |
-
top: 0;
|
| 585 |
-
left: 0;
|
| 586 |
-
width: 100%;
|
| 587 |
-
height: 100%;
|
| 588 |
-
background: var(--bg-primary);
|
| 589 |
-
z-index: 9999;
|
| 590 |
-
display: flex;
|
| 591 |
-
flex-direction: column;
|
| 592 |
-
justify-content: center;
|
| 593 |
-
align-items: center;
|
| 594 |
-
gap: 24px;
|
| 595 |
-
}
|
| 596 |
-
|
| 597 |
-
.loader-spinner {
|
| 598 |
-
width: 60px;
|
| 599 |
-
height: 60px;
|
| 600 |
-
border: 3px solid var(--border-primary);
|
| 601 |
-
border-top-color: var(--accent-cyan);
|
| 602 |
-
border-radius: 50%;
|
| 603 |
-
animation: spin 1s linear infinite;
|
| 604 |
-
}
|
| 605 |
-
|
| 606 |
-
@keyframes spin {
|
| 607 |
-
to { transform: rotate(360deg); }
|
| 608 |
-
}
|
| 609 |
-
|
| 610 |
-
.loader-text {
|
| 611 |
-
font-family: 'JetBrains Mono', monospace;
|
| 612 |
-
font-size: 14px;
|
| 613 |
-
color: var(--text-secondary);
|
| 614 |
-
letter-spacing: 2px;
|
| 615 |
-
}
|
| 616 |
-
|
| 617 |
-
.loader-sub {
|
| 618 |
-
font-size: 11px;
|
| 619 |
-
color: var(--text-muted);
|
| 620 |
-
}
|
| 621 |
-
|
| 622 |
-
.projection-row {
|
| 623 |
-
display: flex;
|
| 624 |
-
align-items: center;
|
| 625 |
-
gap: 8px;
|
| 626 |
-
margin-top: 6px;
|
| 627 |
-
}
|
| 628 |
-
|
| 629 |
-
.projection-arrow {
|
| 630 |
-
font-size: 14px;
|
| 631 |
-
}
|
| 632 |
-
|
| 633 |
-
.projection-value {
|
| 634 |
-
font-family: 'JetBrains Mono', monospace;
|
| 635 |
-
font-size: 18px;
|
| 636 |
-
font-weight: 600;
|
| 637 |
-
}
|
| 638 |
</style>
|
| 639 |
</head>
|
| 640 |
<body>
|
|
|
|
| 641 |
<div id="loader">
|
| 642 |
-
<div
|
| 643 |
-
<div
|
| 644 |
-
<div class="loader-sub" id="loading-status">Connecting to market data stream...</div>
|
| 645 |
</div>
|
| 646 |
|
| 647 |
-
<div class="
|
| 648 |
-
<
|
| 649 |
-
<div class="
|
| 650 |
-
|
| 651 |
-
<
|
| 652 |
-
|
| 653 |
-
<div class="logo-sub">HFT Analytics</div>
|
| 654 |
-
</div>
|
| 655 |
</div>
|
|
|
|
| 656 |
|
| 657 |
-
|
| 658 |
-
|
| 659 |
-
|
| 660 |
-
|
| 661 |
-
|
| 662 |
-
<div class="live-price-container">
|
| 663 |
-
<div class="live-indicator"></div>
|
| 664 |
-
<span class="live-price" id="live-price">---</span>
|
| 665 |
-
</div>
|
| 666 |
-
</div>
|
| 667 |
|
| 668 |
-
|
| 669 |
-
|
| 670 |
-
|
| 671 |
-
|
| 672 |
-
|
| 673 |
</div>
|
| 674 |
-
|
| 675 |
-
|
| 676 |
-
|
| 677 |
-
<div class="chart-panel">
|
| 678 |
-
<div class="panel-header">
|
| 679 |
-
<div class="panel-title">
|
| 680 |
-
<div class="panel-title-icon">📈</div>
|
| 681 |
-
Price Action & Liquidity Walls
|
| 682 |
-
</div>
|
| 683 |
-
</div>
|
| 684 |
-
<div class="chart-container" id="tv-price"></div>
|
| 685 |
</div>
|
|
|
|
| 686 |
|
| 687 |
-
|
| 688 |
-
|
| 689 |
-
|
| 690 |
-
|
| 691 |
-
|
| 692 |
-
|
| 693 |
-
|
| 694 |
-
|
| 695 |
-
<div class="stats-content">
|
| 696 |
-
<div class="stat-card highlight">
|
| 697 |
-
<div class="stat-label">◎ Impact Projection</div>
|
| 698 |
-
<div class="stat-value cyan" id="proj-val">---</div>
|
| 699 |
-
<div class="projection-row">
|
| 700 |
-
<span class="projection-arrow" id="proj-arrow">→</span>
|
| 701 |
-
<span class="projection-value" id="proj-direction">Calculating...</span>
|
| 702 |
-
</div>
|
| 703 |
-
</div>
|
| 704 |
-
|
| 705 |
-
<div class="stat-card">
|
| 706 |
-
<div class="stat-label">◉ Weighted Imbalance</div>
|
| 707 |
-
<div class="stat-value" id="score-val">0.00</div>
|
| 708 |
-
</div>
|
| 709 |
-
|
| 710 |
-
<div class="walls-section">
|
| 711 |
-
<div class="walls-header">
|
| 712 |
-
<span class="walls-title">Detected Walls</span>
|
| 713 |
-
<span class="walls-badge">Z > 3.0</span>
|
| 714 |
-
</div>
|
| 715 |
-
<div id="wall-list">
|
| 716 |
-
<div class="empty-walls">Scanning for anomalies...</div>
|
| 717 |
-
</div>
|
| 718 |
-
</div>
|
| 719 |
-
</div>
|
| 720 |
</div>
|
| 721 |
-
|
| 722 |
-
<div
|
| 723 |
-
<
|
| 724 |
-
|
| 725 |
-
<div class="panel-title-icon">📊</div>
|
| 726 |
-
Market Depth
|
| 727 |
-
</div>
|
| 728 |
-
</div>
|
| 729 |
-
<div class="chart-container" id="tv-raw"></div>
|
| 730 |
</div>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 731 |
|
| 732 |
-
|
| 733 |
-
|
| 734 |
-
|
| 735 |
-
|
| 736 |
-
|
| 737 |
-
</div>
|
| 738 |
-
</div>
|
| 739 |
-
<div class="chart-container" id="tv-net"></div>
|
| 740 |
</div>
|
| 741 |
</div>
|
| 742 |
</div>
|
| 743 |
</div>
|
| 744 |
|
| 745 |
<script>
|
| 746 |
-
document.addEventListener('DOMContentLoaded', () => {
|
| 747 |
-
const dom = {
|
| 748 |
loader: document.getElementById('loader'),
|
| 749 |
status: document.getElementById('loading-status'),
|
| 750 |
-
|
| 751 |
-
statusText: document.getElementById('status-text'),
|
| 752 |
-
price: document.getElementById('live-price'),
|
| 753 |
scoreVal: document.getElementById('score-val'),
|
| 754 |
projVal: document.getElementById('proj-val'),
|
| 755 |
-
|
| 756 |
-
projDirection: document.getElementById('proj-direction'),
|
| 757 |
wallList: document.getElementById('wall-list')
|
| 758 |
-
};
|
| 759 |
-
|
| 760 |
-
|
| 761 |
-
|
| 762 |
-
|
| 763 |
-
|
| 764 |
-
|
| 765 |
-
|
| 766 |
-
|
| 767 |
-
|
|
|
|
|
|
|
| 768 |
const priceChart = LightweightCharts.createChart(document.getElementById('tv-price'), chartCommon);
|
| 769 |
-
const priceSeries = priceChart.addLineSeries({ color: '#
|
| 770 |
-
const
|
| 771 |
-
const futurePredSeries = priceChart.addLineSeries({ color: '#ff9500', lineWidth: 2, lineStyle: 2 });
|
| 772 |
|
| 773 |
-
|
|
|
|
| 774 |
...chartCommon,
|
| 775 |
-
timeScale: { tickMarkFormatter:
|
| 776 |
-
localization: { timeFormatter:
|
| 777 |
-
});
|
| 778 |
-
const
|
| 779 |
-
const
|
| 780 |
-
|
| 781 |
-
|
|
|
|
| 782 |
...chartCommon,
|
| 783 |
-
timeScale: { tickMarkFormatter:
|
| 784 |
-
localization: { timeFormatter:
|
| 785 |
-
});
|
| 786 |
-
const netSeries = netChart.
|
| 787 |
|
| 788 |
let activePriceLines = [];
|
| 789 |
|
| 790 |
-
|
| 791 |
-
|
| 792 |
-
|
| 793 |
-
if
|
| 794 |
-
if
|
| 795 |
-
if
|
| 796 |
-
}
|
| 797 |
-
});
|
| 798 |
-
|
| 799 |
-
|
| 800 |
-
|
| 801 |
-
|
| 802 |
-
|
| 803 |
-
|
| 804 |
-
|
| 805 |
-
ws.
|
| 806 |
-
|
| 807 |
-
dom.statusText.innerText = "LIVE";
|
| 808 |
-
dom.statusBadge.style.background = "var(--accent-green-dim)";
|
| 809 |
-
dom.statusBadge.style.borderColor = "rgba(0, 255, 136, 0.3)";
|
| 810 |
-
dom.statusBadge.style.color = "var(--accent-green)";
|
| 811 |
-
};
|
| 812 |
-
|
| 813 |
-
ws.onclose = () => {
|
| 814 |
-
dom.loader.style.display = 'flex';
|
| 815 |
-
dom.status.innerText = "Connection lost. Reconnecting...";
|
| 816 |
-
dom.statusText.innerText = "OFFLINE";
|
| 817 |
-
dom.statusBadge.style.background = "var(--accent-red-dim)";
|
| 818 |
-
dom.statusBadge.style.borderColor = "rgba(255, 51, 102, 0.3)";
|
| 819 |
-
dom.statusBadge.style.color = "var(--accent-red)";
|
| 820 |
-
setTimeout(connect, 3000);
|
| 821 |
-
};
|
| 822 |
-
|
| 823 |
-
ws.onmessage = (event) => {
|
| 824 |
-
const data = JSON.parse(event.data);
|
| 825 |
if (data.error) return;
|
| 826 |
dom.loader.style.display = 'none';
|
| 827 |
|
| 828 |
-
|
| 829 |
-
|
| 830 |
-
|
| 831 |
-
const
|
| 832 |
-
|
| 833 |
-
|
| 834 |
-
|
| 835 |
-
|
| 836 |
-
|
| 837 |
-
|
| 838 |
-
data.
|
| 839 |
-
const
|
| 840 |
-
|
| 841 |
-
|
| 842 |
-
|
| 843 |
-
|
| 844 |
-
|
| 845 |
-
|
| 846 |
-
pastPredSeries.setData(predHistory);
|
| 847 |
-
|
| 848 |
-
const last = cleanHistory[cleanHistory.length - 1];
|
| 849 |
-
dom.price.innerText = '$' + last.value.toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 2 });
|
| 850 |
-
|
| 851 |
-
if (data.analysis) {
|
| 852 |
-
const { projected, net_score } = data.analysis;
|
| 853 |
-
|
| 854 |
-
futurePredSeries.setData([
|
| 855 |
-
last,
|
| 856 |
-
{ time: last.time + 60, value: projected }
|
| 857 |
]);
|
| 858 |
|
| 859 |
-
|
| 860 |
-
|
| 861 |
-
|
| 862 |
-
|
| 863 |
-
|
| 864 |
-
|
| 865 |
-
|
| 866 |
-
|
| 867 |
-
|
| 868 |
-
|
| 869 |
-
|
| 870 |
-
|
| 871 |
-
|
| 872 |
-
|
| 873 |
-
dom.projArrow.innerText = '→';
|
| 874 |
-
dom.projArrow.style.color = 'var(--text-muted)';
|
| 875 |
-
dom.projDirection.innerText = 'Neutral';
|
| 876 |
-
dom.projDirection.style.color = 'var(--text-muted)';
|
| 877 |
-
}
|
| 878 |
-
|
| 879 |
-
dom.scoreVal.innerText = net_score.toFixed(2);
|
| 880 |
-
dom.scoreVal.className = net_score > 0 ? "stat-value green" : (net_score < 0 ? "stat-value red" : "stat-value");
|
| 881 |
-
}
|
| 882 |
-
}
|
| 883 |
-
|
| 884 |
-
if (data.walls) {
|
| 885 |
-
activePriceLines.forEach(line => priceSeries.removePriceLine(line));
|
| 886 |
-
activePriceLines = [];
|
| 887 |
|
| 888 |
-
|
| 889 |
-
|
| 890 |
-
|
| 891 |
-
|
| 892 |
-
|
| 893 |
-
|
| 894 |
-
|
| 895 |
-
|
| 896 |
-
|
| 897 |
-
|
| 898 |
-
|
| 899 |
-
|
| 900 |
-
|
| 901 |
-
|
| 902 |
-
|
| 903 |
-
|
| 904 |
-
|
| 905 |
-
|
| 906 |
-
|
| 907 |
-
|
| 908 |
-
|
| 909 |
-
|
| 910 |
-
|
| 911 |
-
});
|
| 912 |
-
|
| 913 |
-
|
| 914 |
-
|
| 915 |
-
|
| 916 |
-
|
| 917 |
-
}
|
| 918 |
-
|
| 919 |
-
|
| 920 |
-
const netData = [];
|
| 921 |
-
const rawBids = [], rawAsks = [];
|
| 922 |
-
|
| 923 |
-
for (let i = 0; i < data.depth_x.length; i++) {
|
| 924 |
-
const x = data.depth_x[i];
|
| 925 |
-
netData.push({ time: x, value: data.depth_net[i] });
|
| 926 |
-
rawBids.push({ time: x, value: data.depth_bids[i] });
|
| 927 |
-
rawAsks.push({ time: x, value: data.depth_asks[i] });
|
| 928 |
-
}
|
| 929 |
-
|
| 930 |
-
netSeries.setData(netData);
|
| 931 |
-
rawBidSeries.setData(rawBids);
|
| 932 |
-
rawAskSeries.setData(rawAsks);
|
| 933 |
-
}
|
| 934 |
-
};
|
| 935 |
-
}
|
| 936 |
connect();
|
| 937 |
-
});
|
| 938 |
</script>
|
| 939 |
</body>
|
| 940 |
</html>
|
| 941 |
"""
|
| 942 |
|
|
|
|
| 943 |
async def kraken_worker():
|
| 944 |
global market_state
|
| 945 |
while True:
|
| 946 |
try:
|
| 947 |
async with websockets.connect("wss://ws.kraken.com/v2") as ws:
|
| 948 |
-
logging.info(f"Connected to Kraken ({SYMBOL_KRAKEN})")
|
| 949 |
await ws.send(json.dumps({
|
| 950 |
"method": "subscribe",
|
| 951 |
"params": {"channel": "book", "symbol": [SYMBOL_KRAKEN], "depth": 500}
|
|
@@ -960,17 +491,13 @@ async def kraken_worker():
|
|
| 960 |
for item in data:
|
| 961 |
for bid in item.get('bids', []):
|
| 962 |
q, p = float(bid['qty']), float(bid['price'])
|
| 963 |
-
if q == 0:
|
| 964 |
-
|
| 965 |
-
else:
|
| 966 |
-
market_state['bids'][p] = q
|
| 967 |
for ask in item.get('asks', []):
|
| 968 |
q, p = float(ask['qty']), float(ask['price'])
|
| 969 |
-
if q == 0:
|
| 970 |
-
|
| 971 |
-
|
| 972 |
-
market_state['asks'][p] = q
|
| 973 |
-
|
| 974 |
if market_state['bids'] and market_state['asks']:
|
| 975 |
best_bid = max(market_state['bids'].keys())
|
| 976 |
best_ask = min(market_state['asks'].keys())
|
|
@@ -978,7 +505,7 @@ async def kraken_worker():
|
|
| 978 |
market_state['prev_mid'] = market_state['current_mid']
|
| 979 |
market_state['current_mid'] = mid
|
| 980 |
market_state['ready'] = True
|
| 981 |
-
|
| 982 |
now = time.time()
|
| 983 |
if not market_state['history'] or (now - market_state['history'][-1]['t'] > 0.5):
|
| 984 |
market_state['history'].append({'t': now, 'p': mid})
|
|
@@ -986,7 +513,7 @@ async def kraken_worker():
|
|
| 986 |
market_state['history'].pop(0)
|
| 987 |
|
| 988 |
except Exception as e:
|
| 989 |
-
logging.warning(f"Reconnecting: {e}")
|
| 990 |
await asyncio.sleep(3)
|
| 991 |
|
| 992 |
async def broadcast_worker():
|
|
@@ -995,21 +522,16 @@ async def broadcast_worker():
|
|
| 995 |
payload = process_market_data()
|
| 996 |
msg = json.dumps(payload)
|
| 997 |
for ws in list(connected_clients):
|
| 998 |
-
try:
|
| 999 |
-
|
| 1000 |
-
except:
|
| 1001 |
-
pass
|
| 1002 |
await asyncio.sleep(BROADCAST_RATE)
|
| 1003 |
|
| 1004 |
async def websocket_handler(request):
|
| 1005 |
ws = web.WebSocketResponse()
|
| 1006 |
await ws.prepare(request)
|
| 1007 |
connected_clients.add(ws)
|
| 1008 |
-
try:
|
| 1009 |
-
|
| 1010 |
-
pass
|
| 1011 |
-
finally:
|
| 1012 |
-
connected_clients.remove(ws)
|
| 1013 |
return ws
|
| 1014 |
|
| 1015 |
async def handle_index(request):
|
|
@@ -1022,11 +544,8 @@ async def start_background(app):
|
|
| 1022 |
async def cleanup_background(app):
|
| 1023 |
app['kraken_task'].cancel()
|
| 1024 |
app['broadcast_task'].cancel()
|
| 1025 |
-
try:
|
| 1026 |
-
|
| 1027 |
-
await app['broadcast_task']
|
| 1028 |
-
except:
|
| 1029 |
-
pass
|
| 1030 |
|
| 1031 |
async def main():
|
| 1032 |
app = web.Application()
|
|
@@ -1038,11 +557,9 @@ async def main():
|
|
| 1038 |
await runner.setup()
|
| 1039 |
site = web.TCPSite(runner, '0.0.0.0', PORT)
|
| 1040 |
await site.start()
|
| 1041 |
-
print(f"
|
| 1042 |
await asyncio.Event().wait()
|
| 1043 |
|
| 1044 |
if __name__ == "__main__":
|
| 1045 |
-
try:
|
| 1046 |
-
|
| 1047 |
-
except KeyboardInterrupt:
|
| 1048 |
-
pass
|
|
|
|
| 8 |
from aiohttp import web
|
| 9 |
import websockets
|
| 10 |
|
| 11 |
+
# --- CONFIGURATION ---
|
| 12 |
SYMBOL_KRAKEN = "BTC/USD"
|
| 13 |
PORT = 7860
|
| 14 |
+
HISTORY_LENGTH = 300
|
| 15 |
BROADCAST_RATE = 0.1
|
| 16 |
+
DECAY_LAMBDA = 100.0
|
| 17 |
+
IMPACT_SENSITIVITY = 0.5
|
| 18 |
+
|
| 19 |
+
# Wall Detection Parameters
|
| 20 |
+
Z_SCORE_THRESHOLD = 3.0
|
| 21 |
+
WALL_LOOKBACK = 200
|
| 22 |
|
| 23 |
logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(message)s')
|
| 24 |
|
| 25 |
+
# --- GLOBAL STATE ---
|
| 26 |
market_state = {
|
| 27 |
"bids": {},
|
| 28 |
"asks": {},
|
| 29 |
+
"history": [],
|
| 30 |
+
"pred_history": [],
|
| 31 |
"current_mid": 0.0,
|
| 32 |
"prev_mid": 0.0,
|
| 33 |
"ready": False
|
|
|
|
| 35 |
|
| 36 |
connected_clients = set()
|
| 37 |
|
| 38 |
+
# --- BACKEND LOGIC ---
|
| 39 |
def detect_anomalies(orders, scan_depth):
|
| 40 |
+
if len(orders) < 10: return []
|
|
|
|
|
|
|
| 41 |
relevant_orders = orders[:scan_depth]
|
| 42 |
volumes = [q for p, q in relevant_orders]
|
| 43 |
+
if not volumes: return []
|
|
|
|
|
|
|
| 44 |
|
| 45 |
try:
|
| 46 |
avg_vol = statistics.mean(volumes)
|
|
|
|
| 48 |
except statistics.StatisticsError:
|
| 49 |
return []
|
| 50 |
|
| 51 |
+
if stdev_vol == 0: return []
|
|
|
|
| 52 |
|
| 53 |
walls = []
|
|
|
|
| 54 |
for price, qty in relevant_orders:
|
| 55 |
z_score = (qty - avg_vol) / stdev_vol
|
| 56 |
if z_score > Z_SCORE_THRESHOLD:
|
| 57 |
+
walls.append({"price": price, "vol": qty, "z_score": z_score})
|
|
|
|
|
|
|
|
|
|
|
|
|
| 58 |
|
| 59 |
walls.sort(key=lambda x: x['z_score'], reverse=True)
|
| 60 |
return walls[:3]
|
| 61 |
|
| 62 |
def analyze_structure(diff_x, diff_y, current_mid):
|
| 63 |
+
if not diff_y or len(diff_y) < 5: return None
|
|
|
|
| 64 |
|
| 65 |
weighted_imbalance = 0.0
|
| 66 |
prev_vol = 0.0
|
| 67 |
+
|
| 68 |
for i in range(len(diff_x)):
|
| 69 |
dist = diff_x[i]
|
| 70 |
cum_vol = diff_y[i]
|
|
|
|
| 75 |
|
| 76 |
if weighted_imbalance != 0:
|
| 77 |
impact = math.sqrt(abs(weighted_imbalance)) * IMPACT_SENSITIVITY
|
| 78 |
+
if weighted_imbalance < 0: impact = -impact
|
|
|
|
| 79 |
else:
|
| 80 |
impact = 0.0
|
| 81 |
|
| 82 |
projected_price = current_mid + impact
|
| 83 |
+
return {"projected": projected_price, "net_score": weighted_imbalance}
|
|
|
|
|
|
|
|
|
|
|
|
|
| 84 |
|
| 85 |
def process_market_data():
|
| 86 |
+
if not market_state['ready']: return {"error": "Initializing..."}
|
|
|
|
| 87 |
|
| 88 |
mid = market_state['current_mid']
|
|
|
|
| 89 |
sorted_bids = sorted(market_state['bids'].items(), key=lambda x: -x[0])
|
| 90 |
sorted_asks = sorted(market_state['asks'].items(), key=lambda x: x[0])
|
| 91 |
|
|
|
|
| 100 |
d = mid - p
|
| 101 |
if d >= 0:
|
| 102 |
cum += q
|
| 103 |
+
d_b_x.append(d); d_b_y.append(cum)
|
|
|
|
| 104 |
|
| 105 |
d_a_x, d_a_y, cum = [], [], 0
|
| 106 |
for p, q in raw_asks:
|
| 107 |
d = p - mid
|
| 108 |
if d >= 0:
|
| 109 |
cum += q
|
| 110 |
+
d_a_x.append(d); d_a_y.append(cum)
|
|
|
|
| 111 |
|
| 112 |
diff_x, diff_y = [], []
|
| 113 |
chart_bids, chart_asks = [], []
|
| 114 |
+
|
| 115 |
if d_b_x and d_a_x:
|
| 116 |
max_dist = min(d_b_x[-1], d_a_x[-1])
|
| 117 |
step_size = max_dist / 100
|
| 118 |
steps = [i * step_size for i in range(1, 101)]
|
| 119 |
+
|
| 120 |
for s in steps:
|
| 121 |
idx_b = bisect.bisect_right(d_b_x, s)
|
| 122 |
+
vol_b = d_b_y[idx_b-1] if idx_b > 0 else 0
|
|
|
|
| 123 |
idx_a = bisect.bisect_right(d_a_x, s)
|
| 124 |
+
vol_a = d_a_y[idx_a-1] if idx_a > 0 else 0
|
| 125 |
+
|
| 126 |
diff_x.append(s)
|
| 127 |
diff_y.append(vol_b - vol_a)
|
| 128 |
chart_bids.append(vol_b)
|
| 129 |
chart_asks.append(vol_a)
|
| 130 |
|
| 131 |
analysis = analyze_structure(diff_x, diff_y, mid)
|
| 132 |
+
|
| 133 |
now = time.time()
|
| 134 |
if analysis:
|
| 135 |
if not market_state['pred_history'] or (now - market_state['pred_history'][-1]['t'] > 0.5):
|
|
|
|
| 146 |
"depth_bids": chart_bids,
|
| 147 |
"depth_asks": chart_asks,
|
| 148 |
"analysis": analysis,
|
| 149 |
+
"walls": {"bids": bid_walls, "asks": ask_walls}
|
|
|
|
|
|
|
|
|
|
| 150 |
}
|
| 151 |
|
| 152 |
+
# --- FRONTEND (UPDATED UI) ---
|
| 153 |
+
HTML_PAGE = f"""
|
| 154 |
<!DOCTYPE html>
|
| 155 |
<html lang="en">
|
| 156 |
<head>
|
| 157 |
<meta charset="UTF-8">
|
| 158 |
+
<title>Liquidity Radar | {SYMBOL_KRAKEN}</title>
|
|
|
|
| 159 |
<script src="https://unpkg.com/lightweight-charts@4.1.1/dist/lightweight-charts.standalone.production.js"></script>
|
| 160 |
+
<link href="https://fonts.googleapis.com/css2?family=Orbitron:wght@400;700&family=Roboto+Mono:wght@300;400;700&display=swap" rel="stylesheet">
|
| 161 |
<style>
|
| 162 |
+
:root {{
|
| 163 |
+
--bg-dark: #050505;
|
| 164 |
+
--panel-bg: #0f1116;
|
| 165 |
+
--border: #1e222d;
|
| 166 |
+
--accent-blue: #2962FF;
|
| 167 |
+
--accent-green: #00E676;
|
| 168 |
+
--accent-red: #FF1744;
|
| 169 |
+
--text-main: #E0E0E0;
|
| 170 |
+
--text-dim: #757575;
|
| 171 |
+
--glass: rgba(15, 17, 22, 0.85);
|
| 172 |
+
}}
|
| 173 |
+
body {{
|
| 174 |
+
margin: 0; padding: 0;
|
| 175 |
+
background-color: var(--bg-dark);
|
| 176 |
+
color: var(--text-main);
|
| 177 |
+
font-family: 'Roboto Mono', monospace;
|
| 178 |
+
overflow: hidden;
|
| 179 |
+
height: 100vh; width: 100vw;
|
| 180 |
+
}}
|
| 181 |
+
|
| 182 |
+
/* LAYOUT GRID */
|
| 183 |
+
.layout {{
|
| 184 |
+
display: grid;
|
| 185 |
+
grid-template-rows: 50px 1fr 1fr;
|
| 186 |
+
grid-template-columns: 3fr 1fr;
|
| 187 |
+
gap: 5px;
|
| 188 |
+
height: 100vh;
|
| 189 |
+
padding: 5px;
|
| 190 |
+
box-sizing: border-box;
|
| 191 |
+
}}
|
| 192 |
+
|
| 193 |
+
/* TOP HEADER */
|
| 194 |
+
.header-bar {{
|
| 195 |
+
grid-column: 1 / 3;
|
| 196 |
+
grid-row: 1 / 2;
|
| 197 |
+
background: var(--panel-bg);
|
| 198 |
+
border: 1px solid var(--border);
|
| 199 |
+
border-radius: 4px;
|
|
|
|
|
|
|
|
|
|
|
|
|
| 200 |
display: flex;
|
| 201 |
align-items: center;
|
| 202 |
+
padding: 0 20px;
|
| 203 |
justify-content: space-between;
|
| 204 |
+
}}
|
| 205 |
+
.brand {{ font-family: 'Orbitron', sans-serif; font-weight: 700; color: var(--accent-blue); font-size: 18px; letter-spacing: 1px; }}
|
| 206 |
+
.live-price-box {{ display: flex; gap: 10px; align-items: baseline; }}
|
| 207 |
+
#main-price {{ font-size: 20px; font-weight: bold; color: #fff; }}
|
| 208 |
+
|
| 209 |
+
/* PANELS */
|
| 210 |
+
.panel {{ background: var(--panel-bg); border: 1px solid var(--border); border-radius: 4px; overflow: hidden; position: relative; display: flex; flex-direction: column; }}
|
| 211 |
+
|
| 212 |
+
#p-chart {{ grid-column: 1 / 2; grid-row: 2 / 3; }}
|
| 213 |
+
#p-depth {{ grid-column: 1 / 2; grid-row: 3 / 4; display: flex; flex-direction: row; gap: 5px; border: none; background: transparent; }}
|
| 214 |
+
|
| 215 |
+
.sub-chart {{ flex: 1; background: var(--panel-bg); border: 1px solid var(--border); display: flex; flex-direction: column; }}
|
| 216 |
+
|
| 217 |
+
/* STATS SIDEBAR */
|
| 218 |
+
#p-sidebar {{
|
| 219 |
+
grid-column: 2 / 3;
|
| 220 |
+
grid-row: 2 / 4;
|
| 221 |
+
padding: 10px;
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
| 222 |
display: flex;
|
| 223 |
flex-direction: column;
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
| 224 |
gap: 10px;
|
|
|
|
|
|
|
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|
|
|
|
| 225 |
overflow-y: auto;
|
| 226 |
+
}}
|
| 227 |
+
|
| 228 |
+
.panel-header {{
|
| 229 |
+
padding: 8px 12px;
|
| 230 |
+
background: rgba(255,255,255,0.02);
|
| 231 |
+
border-bottom: 1px solid var(--border);
|
| 232 |
+
font-size: 10px;
|
| 233 |
+
font-weight: 700;
|
| 234 |
+
color: var(--text-dim);
|
| 235 |
+
text-transform: uppercase;
|
|
|
|
|
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|
|
|
|
| 236 |
letter-spacing: 0.5px;
|
| 237 |
+
}}
|
| 238 |
+
|
| 239 |
+
/* CARD STYLES */
|
| 240 |
+
.card {{
|
| 241 |
+
background: rgba(255,255,255,0.03);
|
| 242 |
+
border: 1px solid var(--border);
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|
| 243 |
border-radius: 4px;
|
| 244 |
+
padding: 15px;
|
| 245 |
+
}}
|
| 246 |
+
.card-title {{ font-size: 10px; color: var(--text-dim); margin-bottom: 5px; display: block; }}
|
| 247 |
+
.card-value {{ font-size: 24px; font-weight: 700; display: block; }}
|
| 248 |
+
.card-sub {{ font-size: 12px; margin-left: 5px; font-weight: 400; }}
|
| 249 |
+
|
| 250 |
+
/* TEXT COLORS */
|
| 251 |
+
.green {{ color: var(--accent-green); }}
|
| 252 |
+
.red {{ color: var(--accent-red); }}
|
| 253 |
+
.blue {{ color: var(--accent-blue); }}
|
| 254 |
+
.dim {{ color: var(--text-dim); }}
|
| 255 |
+
|
| 256 |
+
/* WALL LIST */
|
| 257 |
+
.wall-item {{
|
| 258 |
+
display: flex; justify-content: space-between;
|
| 259 |
+
padding: 8px 5px; border-bottom: 1px solid #1a1d26; font-size: 11px;
|
| 260 |
+
}}
|
| 261 |
+
.wall-item:last-child {{ border: none; }}
|
| 262 |
+
|
| 263 |
+
/* LOADER */
|
| 264 |
+
#loader {{ position: fixed; top:0; left:0; width:100%; height:100%; background: #000; z-index: 999; display: flex; flex-direction: column; justify-content: center; align-items: center; color: var(--accent-blue); }}
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|
| 265 |
</style>
|
| 266 |
</head>
|
| 267 |
<body>
|
| 268 |
+
|
| 269 |
<div id="loader">
|
| 270 |
+
<div style="font-family: 'Orbitron'; font-size: 24px;">SYSTEM INITIALIZING</div>
|
| 271 |
+
<div id="loading-status" style="margin-top: 10px; font-size: 12px; color: #666;">Connecting to Feed...</div>
|
|
|
|
| 272 |
</div>
|
| 273 |
|
| 274 |
+
<div class="layout">
|
| 275 |
+
<div class="header-bar">
|
| 276 |
+
<div class="brand">LIQUIDITY RADAR <span style="font-size: 12px; color: #666;">// {SYMBOL_KRAKEN}</span></div>
|
| 277 |
+
<div class="live-price-box">
|
| 278 |
+
<span class="dim">CURRENT MID:</span>
|
| 279 |
+
<span id="main-price">---</span>
|
|
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|
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|
|
| 280 |
</div>
|
| 281 |
+
</div>
|
| 282 |
|
| 283 |
+
<!-- MAIN PRICE CHART -->
|
| 284 |
+
<div id="p-chart" class="panel">
|
| 285 |
+
<div class="panel-header">Real-time Price Action & Anomaly Detection</div>
|
| 286 |
+
<div id="tv-price" style="flex: 1; width: 100%;"></div>
|
| 287 |
+
</div>
|
|
|
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|
| 288 |
|
| 289 |
+
<!-- DEPTH CHARTS (SPLIT) -->
|
| 290 |
+
<div id="p-depth">
|
| 291 |
+
<div class="sub-chart">
|
| 292 |
+
<div class="panel-header">Liquidity Density (Raw)</div>
|
| 293 |
+
<div id="tv-raw" style="flex: 1; width: 100%;"></div>
|
| 294 |
</div>
|
| 295 |
+
<div class="sub-chart">
|
| 296 |
+
<div class="panel-header">Order Imbalance (Net)</div>
|
| 297 |
+
<div id="tv-net" style="flex: 1; width: 100%;"></div>
|
|
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|
| 298 |
</div>
|
| 299 |
+
</div>
|
| 300 |
|
| 301 |
+
<!-- SIDEBAR ANALYTICS -->
|
| 302 |
+
<div id="p-sidebar" class="panel">
|
| 303 |
+
|
| 304 |
+
<!-- IMPACT PROJECTION CARD -->
|
| 305 |
+
<div class="card" style="border-left: 3px solid var(--accent-blue);">
|
| 306 |
+
<span class="card-title">IMPACT PROJECTION (5s)</span>
|
| 307 |
+
<div style="display: flex; align-items: baseline;">
|
| 308 |
+
<span id="proj-val" class="card-value">---</span>
|
|
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|
|
| 309 |
</div>
|
| 310 |
+
<!-- PERCENTAGE CHANGE INDICATOR -->
|
| 311 |
+
<div style="margin-top: 5px;">
|
| 312 |
+
<span class="card-title" style="display:inline;">DELTA: </span>
|
| 313 |
+
<span id="proj-pct" style="font-weight: bold;">--%</span>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 314 |
</div>
|
| 315 |
+
</div>
|
| 316 |
+
|
| 317 |
+
<!-- IMBALANCE SCORE CARD -->
|
| 318 |
+
<div class="card">
|
| 319 |
+
<span class="card-title">WEIGHTED IMBALANCE</span>
|
| 320 |
+
<span id="score-val" class="card-value">0.00</span>
|
| 321 |
+
<span style="font-size: 10px; color: #555;">Exp Decay λ={DECAY_LAMBDA}</span>
|
| 322 |
+
</div>
|
| 323 |
|
| 324 |
+
<!-- WALL DETECTION -->
|
| 325 |
+
<div class="card" style="flex: 1; display: flex; flex-direction: column;">
|
| 326 |
+
<span class="card-title">DETECTED LIQUIDITY WALLS (Z > 3.0)</span>
|
| 327 |
+
<div id="wall-list" style="margin-top: 10px; overflow-y: auto;">
|
| 328 |
+
<div class="dim">Scanning depth...</div>
|
|
|
|
|
|
|
|
|
|
| 329 |
</div>
|
| 330 |
</div>
|
| 331 |
</div>
|
| 332 |
</div>
|
| 333 |
|
| 334 |
<script>
|
| 335 |
+
document.addEventListener('DOMContentLoaded', () => {{
|
| 336 |
+
const dom = {{
|
| 337 |
loader: document.getElementById('loader'),
|
| 338 |
status: document.getElementById('loading-status'),
|
| 339 |
+
mainPrice: document.getElementById('main-price'),
|
|
|
|
|
|
|
| 340 |
scoreVal: document.getElementById('score-val'),
|
| 341 |
projVal: document.getElementById('proj-val'),
|
| 342 |
+
projPct: document.getElementById('proj-pct'),
|
|
|
|
| 343 |
wallList: document.getElementById('wall-list')
|
| 344 |
+
}};
|
| 345 |
+
|
| 346 |
+
// CHART CONFIGURATION
|
| 347 |
+
const chartCommon = {{
|
| 348 |
+
layout: {{ background: {{ type: 'solid', color: '#0f1116' }}, textColor: '#757575', fontFamily: 'Roboto Mono' }},
|
| 349 |
+
grid: {{ vertLines: {{ color: '#1e222d' }}, horzLines: {{ color: '#1e222d' }} }},
|
| 350 |
+
rightPriceScale: {{ borderColor: '#1e222d', scaleMargins: {{ top: 0.1, bottom: 0.1 }} }},
|
| 351 |
+
timeScale: {{ borderColor: '#1e222d', timeVisible: true, secondsVisible: true }},
|
| 352 |
+
crosshair: {{ mode: 1, vertLine: {{ color: '#2962FF', labelBackgroundColor: '#2962FF' }}, horzLine: {{ color: '#2962FF', labelBackgroundColor: '#2962FF' }} }}
|
| 353 |
+
}};
|
| 354 |
+
|
| 355 |
+
// 1. PRICE CHART
|
| 356 |
const priceChart = LightweightCharts.createChart(document.getElementById('tv-price'), chartCommon);
|
| 357 |
+
const priceSeries = priceChart.addLineSeries({{ color: '#E0E0E0', lineWidth: 2, title: 'Price' }});
|
| 358 |
+
const predSeries = priceChart.addLineSeries({{ color: '#2962FF', lineWidth: 2, lineStyle: 2, title: 'Projected' }});
|
|
|
|
| 359 |
|
| 360 |
+
// 2. RAW DEPTH CHART
|
| 361 |
+
const rawChart = LightweightCharts.createChart(document.getElementById('tv-raw'), {{
|
| 362 |
...chartCommon,
|
| 363 |
+
timeScale: {{ tickMarkFormatter: t => t.toFixed(0) }},
|
| 364 |
+
localization: {{ timeFormatter: t => 'Dist: $' + t.toFixed(2) }}
|
| 365 |
+
}});
|
| 366 |
+
const bidSeries = rawChart.addAreaSeries({{ lineColor: '#00E676', topColor: 'rgba(0, 230, 118, 0.2)', bottomColor: 'rgba(0,0,0,0)', lineWidth: 1 }});
|
| 367 |
+
const askSeries = rawChart.addAreaSeries({{ lineColor: '#FF1744', topColor: 'rgba(255, 23, 68, 0.2)', bottomColor: 'rgba(0,0,0,0)', lineWidth: 1 }});
|
| 368 |
+
|
| 369 |
+
// 3. NET CHART
|
| 370 |
+
const netChart = LightweightCharts.createChart(document.getElementById('tv-net'), {{
|
| 371 |
...chartCommon,
|
| 372 |
+
timeScale: {{ tickMarkFormatter: t => t.toFixed(0) }},
|
| 373 |
+
localization: {{ timeFormatter: t => 'Dist: $' + t.toFixed(2) }}
|
| 374 |
+
}});
|
| 375 |
+
const netSeries = netChart.addHistogramSeries({{ color: '#2962FF' }});
|
| 376 |
|
| 377 |
let activePriceLines = [];
|
| 378 |
|
| 379 |
+
// RESIZE HANDLER
|
| 380 |
+
new ResizeObserver(entries => {{
|
| 381 |
+
entries.forEach(e => {{
|
| 382 |
+
if(e.target.id === 'tv-price') priceChart.applyOptions({{ width: e.contentRect.width, height: e.contentRect.height }});
|
| 383 |
+
if(e.target.id === 'tv-raw') rawChart.applyOptions({{ width: e.contentRect.width, height: e.contentRect.height }});
|
| 384 |
+
if(e.target.id === 'tv-net') netChart.applyOptions({{ width: e.contentRect.width, height: e.contentRect.height }});
|
| 385 |
+
}});
|
| 386 |
+
}}).observe(document.body);
|
| 387 |
+
|
| 388 |
+
function connect() {{
|
| 389 |
+
const ws = new WebSocket((window.location.protocol === 'https:' ? 'wss' : 'ws') + '://' + window.location.host + '/ws');
|
| 390 |
+
|
| 391 |
+
ws.onopen = () => dom.status.innerText = "Stream Connected. Buffering...";
|
| 392 |
+
ws.onclose = () => {{ dom.loader.style.display = 'flex'; dom.status.innerText = "Reconnecting..."; setTimeout(connect, 3000); }};
|
| 393 |
+
|
| 394 |
+
ws.onmessage = (e) => {{
|
| 395 |
+
const data = JSON.parse(e.data);
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 396 |
if (data.error) return;
|
| 397 |
dom.loader.style.display = 'none';
|
| 398 |
|
| 399 |
+
// UPDATE CHARTS
|
| 400 |
+
if (data.history.length) {{
|
| 401 |
+
const hist = data.history.map(d => ({{ time: Math.floor(d.t), value: d.p }}));
|
| 402 |
+
const uniqueHist = [...new Map(hist.map(item => [item.time, item])).values()];
|
| 403 |
+
priceSeries.setData(uniqueHist);
|
| 404 |
+
|
| 405 |
+
const lastPrice = uniqueHist[uniqueHist.length-1].value;
|
| 406 |
+
dom.mainPrice.innerText = lastPrice.toLocaleString('en-US', {{ minimumFractionDigits: 2 }});
|
| 407 |
+
|
| 408 |
+
// PREDICTION & PERCENTAGE LOGIC
|
| 409 |
+
if (data.analysis) {{
|
| 410 |
+
const proj = data.analysis.projected;
|
| 411 |
+
const score = data.analysis.net_score;
|
| 412 |
+
|
| 413 |
+
// 1. Draw projected line
|
| 414 |
+
predSeries.setData([
|
| 415 |
+
uniqueHist[uniqueHist.length-1],
|
| 416 |
+
{{ time: uniqueHist[uniqueHist.length-1].time + 60, value: proj }}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 417 |
]);
|
| 418 |
|
| 419 |
+
// 2. Update UI Numbers
|
| 420 |
+
dom.projVal.innerText = proj.toLocaleString('en-US', {{ minimumFractionDigits: 2 }});
|
| 421 |
+
dom.projVal.className = proj > lastPrice ? "card-value green" : "card-value red";
|
| 422 |
+
|
| 423 |
+
dom.scoreVal.innerText = score.toFixed(2);
|
| 424 |
+
dom.scoreVal.style.color = score > 0 ? "var(--accent-green)" : "var(--accent-red)";
|
| 425 |
+
|
| 426 |
+
// 3. CALCULATE PERCENTAGE CHANGE
|
| 427 |
+
const pctChange = ((proj - lastPrice) / lastPrice) * 100;
|
| 428 |
+
const sign = pctChange >= 0 ? "+" : "";
|
| 429 |
+
dom.projPct.innerText = `${{sign}}${{pctChange.toFixed(3)}}%`;
|
| 430 |
+
dom.projPct.style.color = pctChange >= 0 ? "var(--accent-green)" : "var(--accent-red)";
|
| 431 |
+
}}
|
| 432 |
+
}}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 433 |
|
| 434 |
+
// WALLS
|
| 435 |
+
if (data.walls) {{
|
| 436 |
+
activePriceLines.forEach(l => priceSeries.removePriceLine(l));
|
| 437 |
+
activePriceLines = [];
|
| 438 |
+
let html = "";
|
| 439 |
+
|
| 440 |
+
data.walls.bids.forEach(w => {{
|
| 441 |
+
activePriceLines.push(priceSeries.createPriceLine({{ price: w.price, color: '#00E676', lineWidth: 1, lineStyle: 2, axisLabelVisible: true, title: 'BUY WALL' }}));
|
| 442 |
+
html += `<div class="wall-item"><span class="green">BID ${{w.price}}</span><span class="dim">Vol: ${{w.vol.toFixed(1)}} (Z:${{w.z_score.toFixed(1)}})</span></div>`;
|
| 443 |
+
}});
|
| 444 |
+
|
| 445 |
+
data.walls.asks.forEach(w => {{
|
| 446 |
+
activePriceLines.push(priceSeries.createPriceLine({{ price: w.price, color: '#FF1744', lineWidth: 1, lineStyle: 2, axisLabelVisible: true, title: 'SELL WALL' }}));
|
| 447 |
+
html += `<div class="wall-item"><span class="red">ASK ${{w.price}}</span><span class="dim">Vol: ${{w.vol.toFixed(1)}} (Z:${{w.z_score.toFixed(1)}})</span></div>`;
|
| 448 |
+
}});
|
| 449 |
+
dom.wallList.innerHTML = html || '<div style="padding:10px; font-size:10px; color:#555;">No significant anomalies detected.</div>';
|
| 450 |
+
}}
|
| 451 |
+
|
| 452 |
+
// DEPTH
|
| 453 |
+
if (data.depth_x.length) {{
|
| 454 |
+
const bids = [], asks = [], nets = [];
|
| 455 |
+
for(let i=0; i<data.depth_x.length; i++) {{
|
| 456 |
+
bids.push({{ time: data.depth_x[i], value: data.depth_bids[i] }});
|
| 457 |
+
asks.push({{ time: data.depth_x[i], value: data.depth_asks[i] }});
|
| 458 |
+
nets.push({{ time: data.depth_x[i], value: data.depth_net[i], color: data.depth_net[i] > 0 ? '#00E676' : '#FF1744' }});
|
| 459 |
+
}}
|
| 460 |
+
bidSeries.setData(bids);
|
| 461 |
+
askSeries.setData(asks);
|
| 462 |
+
netSeries.setData(nets);
|
| 463 |
+
}}
|
| 464 |
+
}};
|
| 465 |
+
}}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 466 |
connect();
|
| 467 |
+
}});
|
| 468 |
</script>
|
| 469 |
</body>
|
| 470 |
</html>
|
| 471 |
"""
|
| 472 |
|
| 473 |
+
# --- SERVER BOILERPLATE ---
|
| 474 |
async def kraken_worker():
|
| 475 |
global market_state
|
| 476 |
while True:
|
| 477 |
try:
|
| 478 |
async with websockets.connect("wss://ws.kraken.com/v2") as ws:
|
| 479 |
+
logging.info(f"🔌 Connected to Kraken ({SYMBOL_KRAKEN})")
|
| 480 |
await ws.send(json.dumps({
|
| 481 |
"method": "subscribe",
|
| 482 |
"params": {"channel": "book", "symbol": [SYMBOL_KRAKEN], "depth": 500}
|
|
|
|
| 491 |
for item in data:
|
| 492 |
for bid in item.get('bids', []):
|
| 493 |
q, p = float(bid['qty']), float(bid['price'])
|
| 494 |
+
if q == 0: market_state['bids'].pop(p, None)
|
| 495 |
+
else: market_state['bids'][p] = q
|
|
|
|
|
|
|
| 496 |
for ask in item.get('asks', []):
|
| 497 |
q, p = float(ask['qty']), float(ask['price'])
|
| 498 |
+
if q == 0: market_state['asks'].pop(p, None)
|
| 499 |
+
else: market_state['asks'][p] = q
|
| 500 |
+
|
|
|
|
|
|
|
| 501 |
if market_state['bids'] and market_state['asks']:
|
| 502 |
best_bid = max(market_state['bids'].keys())
|
| 503 |
best_ask = min(market_state['asks'].keys())
|
|
|
|
| 505 |
market_state['prev_mid'] = market_state['current_mid']
|
| 506 |
market_state['current_mid'] = mid
|
| 507 |
market_state['ready'] = True
|
| 508 |
+
|
| 509 |
now = time.time()
|
| 510 |
if not market_state['history'] or (now - market_state['history'][-1]['t'] > 0.5):
|
| 511 |
market_state['history'].append({'t': now, 'p': mid})
|
|
|
|
| 513 |
market_state['history'].pop(0)
|
| 514 |
|
| 515 |
except Exception as e:
|
| 516 |
+
logging.warning(f"⚠️ Reconnecting: {e}")
|
| 517 |
await asyncio.sleep(3)
|
| 518 |
|
| 519 |
async def broadcast_worker():
|
|
|
|
| 522 |
payload = process_market_data()
|
| 523 |
msg = json.dumps(payload)
|
| 524 |
for ws in list(connected_clients):
|
| 525 |
+
try: await ws.send_str(msg)
|
| 526 |
+
except: pass
|
|
|
|
|
|
|
| 527 |
await asyncio.sleep(BROADCAST_RATE)
|
| 528 |
|
| 529 |
async def websocket_handler(request):
|
| 530 |
ws = web.WebSocketResponse()
|
| 531 |
await ws.prepare(request)
|
| 532 |
connected_clients.add(ws)
|
| 533 |
+
try: async for msg in ws: pass
|
| 534 |
+
finally: connected_clients.remove(ws)
|
|
|
|
|
|
|
|
|
|
| 535 |
return ws
|
| 536 |
|
| 537 |
async def handle_index(request):
|
|
|
|
| 544 |
async def cleanup_background(app):
|
| 545 |
app['kraken_task'].cancel()
|
| 546 |
app['broadcast_task'].cancel()
|
| 547 |
+
try: await app['kraken_task']; await app['broadcast_task']
|
| 548 |
+
except: pass
|
|
|
|
|
|
|
|
|
|
| 549 |
|
| 550 |
async def main():
|
| 551 |
app = web.Application()
|
|
|
|
| 557 |
await runner.setup()
|
| 558 |
site = web.TCPSite(runner, '0.0.0.0', PORT)
|
| 559 |
await site.start()
|
| 560 |
+
print(f"🚀 AI Liquidity Dashboard: http://localhost:{PORT}")
|
| 561 |
await asyncio.Event().wait()
|
| 562 |
|
| 563 |
if __name__ == "__main__":
|
| 564 |
+
try: asyncio.run(main())
|
| 565 |
+
except KeyboardInterrupt: pass
|
|
|
|
|
|