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Dobromir Popov
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reports/SCALPING_DASHBOARD_WEBSOCKET_TICK_STREAMING_SUMMARY.md
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reports/SCALPING_DASHBOARD_WEBSOCKET_TICK_STREAMING_SUMMARY.md
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# Scalping Dashboard WebSocket Tick Streaming Implementation
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## Major Improvements Implemented
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### 1. WebSocket Real-Time Tick Streaming for Main Chart
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**Problem**: Main 1s chart was not loading due to candlestick chart issues and lack of real-time data
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**Solution**: Implemented direct WebSocket tick streaming with zero latency
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#### Key Features:
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- **Direct WebSocket Feed**: Main chart now uses live tick data from Binance WebSocket
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- **Tick Buffer**: Maintains 200 most recent ticks for immediate chart updates
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- **Zero Latency**: No API calls or caching - direct from WebSocket stream
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- **Volume Integration**: Real-time volume data included in tick stream
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#### Implementation Details:
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```python
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# Real-time tick buffer for main chart
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self.live_tick_buffer = {
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'ETH/USDT': [],
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'BTC/USDT': []
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}
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# WebSocket tick processing with volume
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tick_entry = {
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'timestamp': timestamp,
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'price': price,
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'volume': volume,
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'open': price, # For tick data, OHLC are same as current price
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'high': price,
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'low': price,
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'close': price
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}
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```
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### 2. Fixed Candlestick Chart Issues
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**Problem**: Candlestick charts failing due to unsupported `hovertemplate` property
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**Solution**: Removed incompatible properties and optimized chart creation
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#### Changes Made:
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- Removed `hovertemplate` from `go.Candlestick()` traces
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- Fixed volume bar chart properties
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- Maintained proper OHLC data structure
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- Added proper error handling for chart creation
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### 3. Enhanced Dynamic Throttling System
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**Problem**: Dashboard was over-throttling and preventing updates
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**Solution**: Optimized throttling parameters and logic
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#### Improvements:
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- **More Lenient Thresholds**: Fast < 1.0s, Slow > 3.0s, Critical > 8.0s
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- **Reduced Max Throttle Level**: From 5 to 3 levels
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- **Faster Recovery**: Reduced consecutive updates needed from 5 to 3
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- **Conservative Start**: Begin with 2-second intervals for stability
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#### Performance Optimization:
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```python
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# Optimized throttling parameters
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self.update_frequency = 2000 # Start conservative (2s)
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self.min_frequency = 5000 # Max throttling (5s)
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self.max_frequency = 1000 # Min throttling (1s)
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self.throttle_level = 0 # Max level 3 (reduced from 5)
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```
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### 4. Dual Chart System
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**Main Chart**: WebSocket tick streaming (zero latency)
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- Real-time tick data from WebSocket
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- Line chart for high-frequency data visualization
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- Live price markers and trading signals
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- Volume overlay on secondary axis
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**Small Charts**: Traditional candlestick charts
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- ETH/USDT: 1m, 1h, 1d timeframes
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- BTC/USDT: 1s reference chart
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- Proper OHLC candlestick visualization
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- Live price indicators
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### 5. WebSocket Integration Enhancements
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**Enhanced Data Processing**:
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- Volume data extraction from WebSocket
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- Timestamp synchronization
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- Buffer size management (200 ticks max)
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- Error handling and reconnection logic
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**Real-Time Features**:
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- Live price updates every tick
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- Tick count display
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- WebSocket connection status
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- Automatic buffer maintenance
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## Technical Implementation
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### WebSocket Tick Processing
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```python
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def _websocket_price_stream(self, symbol: str):
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# Enhanced to capture volume and create tick entries
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tick_data = json.loads(message)
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price = float(tick_data.get('c', 0))
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volume = float(tick_data.get('v', 0))
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timestamp = datetime.now()
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# Add to tick buffer for real-time chart
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tick_entry = {
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'timestamp': timestamp,
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'price': price,
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'volume': volume,
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'open': price,
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'high': price,
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'low': price,
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'close': price
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}
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self.live_tick_buffer[formatted_symbol].append(tick_entry)
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```
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### Main Tick Chart Creation
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```python
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def _create_main_tick_chart(self, symbol: str):
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# Convert tick buffer to DataFrame
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df = pd.DataFrame(tick_buffer)
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# Line chart for high-frequency tick data
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fig.add_trace(go.Scatter(
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x=df['timestamp'],
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y=df['price'],
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mode='lines',
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name=f"{symbol} Live Ticks",
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line=dict(color='#00ff88', width=2)
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))
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# Volume bars on secondary axis
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fig.add_trace(go.Bar(
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x=df['timestamp'],
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y=df['volume'],
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name="Tick Volume",
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yaxis='y2',
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opacity=0.3
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))
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```
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## Performance Benefits
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### 1. Zero Latency Main Chart
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- **Direct WebSocket**: No API delays
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- **Tick-Level Updates**: Sub-second price movements
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- **Buffer Management**: Efficient memory usage
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- **Real-Time Volume**: Live trading activity
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### 2. Optimized Update Frequency
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- **Adaptive Throttling**: Responds to system performance
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- **Conservative Start**: Stable initial operation
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- **Fast Recovery**: Quick optimization when performance improves
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- **Intelligent Skipping**: Maintains responsiveness under load
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### 3. Robust Error Handling
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- **Chart Fallbacks**: Graceful degradation on errors
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- **WebSocket Reconnection**: Automatic recovery
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- **Data Validation**: Prevents crashes from bad data
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- **Performance Monitoring**: Continuous optimization
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## User Experience Improvements
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### 1. Immediate Visual Feedback
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- **Live Tick Stream**: Real-time price movements
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- **Trading Signals**: Buy/sell markers on charts
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- **Volume Activity**: Live trading volume display
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- **Connection Status**: WebSocket connectivity indicators
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### 2. Professional Trading Interface
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- **Candlestick Charts**: Proper OHLC visualization for small charts
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- **Tick Stream**: High-frequency data for main chart
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- **Multiple Timeframes**: 1s, 1m, 1h, 1d views
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- **Volume Integration**: Trading activity visualization
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### 3. Stable Performance
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- **Dynamic Throttling**: Prevents system overload
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- **Error Recovery**: Graceful handling of issues
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- **Memory Management**: Efficient tick buffer handling
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- **Connection Resilience**: Automatic WebSocket reconnection
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## Testing Results
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### ✅ Fixed Issues
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1. **Main Chart Loading**: Now displays WebSocket tick stream
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2. **Candlestick Charts**: Proper OHLC visualization in small charts
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3. **Volume Display**: Real-time volume data shown correctly
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4. **Update Frequency**: Optimized throttling prevents over-throttling
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5. **Chart Responsiveness**: Immediate updates from WebSocket feed
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### ✅ Performance Metrics
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1. **Dashboard Startup**: HTTP 200 response confirmed
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2. **WebSocket Connections**: Active connections established
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3. **Tick Buffer**: 200-tick buffer maintained efficiently
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4. **Chart Updates**: Real-time updates without lag
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5. **Error Handling**: Graceful fallbacks implemented
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## Usage Instructions
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### Launch Dashboard
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```bash
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python run_scalping_dashboard.py --port 8051 --leverage 500
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```
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### Access Dashboard
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- **URL**: http://127.0.0.1:8051
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- **Main Chart**: ETH/USDT WebSocket tick stream
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- **Small Charts**: Traditional candlestick charts
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- **Real-Time Data**: Live price and volume updates
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### Monitor Performance
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- **Throttle Level**: Displayed in logs
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- **Update Frequency**: Adaptive based on performance
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- **Tick Count**: Shown in main chart title
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- **WebSocket Status**: Connection indicators in interface
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## Conclusion
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The scalping dashboard now features:
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- **Zero-latency main chart** with WebSocket tick streaming
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- **Proper candlestick charts** for traditional timeframes
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- **Real-time volume data** integration
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- **Optimized performance** with intelligent throttling
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- **Professional trading interface** with live signals
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The implementation provides immediate visual feedback for scalping operations while maintaining system stability and performance optimization.
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