COB integration - finally
This commit is contained in:
Dobromir Popov
@ -336,6 +336,146 @@ class DashboardComponentManager:
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logger.error(f"Error formatting COB data: {e}")
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return [html.P(f"Error: {str(e)}", className="text-danger small")]
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def format_cob_data_with_buckets(self, cob_snapshot, symbol, price_buckets, memory_stats, bucket_size=1.0):
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"""Format COB data with price buckets for high-frequency display"""
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try:
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components = []
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# Symbol header with memory stats
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buffer_count = memory_stats.get('buffer_updates', 0)
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memory_count = memory_stats.get('memory_snapshots', 0)
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total_updates = memory_stats.get('total_updates', 0)
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components.append(html.Div([
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html.Strong(f"{symbol}", className="text-info"),
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html.Span(f" - High-Freq COB", className="small text-muted"),
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html.Br(),
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html.Span(f"Buffer: {buffer_count} | Memory: {memory_count} | Total: {total_updates}",
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className="small text-success")
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], className="mb-2"))
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# COB snapshot data (if available)
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if cob_snapshot:
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if hasattr(cob_snapshot, 'volume_weighted_mid'):
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# Real COB snapshot
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mid_price = getattr(cob_snapshot, 'volume_weighted_mid', 0)
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spread_bps = getattr(cob_snapshot, 'spread_bps', 0)
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imbalance = getattr(cob_snapshot, 'liquidity_imbalance', 0)
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components.append(html.Div([
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html.Div([
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html.I(className="fas fa-dollar-sign text-success me-2"),
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html.Span(f"Mid: ${mid_price:.2f}", className="small fw-bold")
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], className="mb-1"),
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html.Div([
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html.I(className="fas fa-arrows-alt-h text-warning me-2"),
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html.Span(f"Spread: {spread_bps:.1f} bps", className="small")
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], className="mb-1")
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]))
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# Imbalance
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imbalance_color = "text-success" if imbalance > 0.1 else "text-danger" if imbalance < -0.1 else "text-muted"
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imbalance_text = "Bid Heavy" if imbalance > 0.1 else "Ask Heavy" if imbalance < -0.1 else "Balanced"
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components.append(html.Div([
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html.I(className="fas fa-balance-scale me-2"),
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html.Span(f"{imbalance_text} ({imbalance:.3f})", className=f"small {imbalance_color}")
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], className="mb-2"))
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else:
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# Fallback for other data formats
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components.append(html.Div([
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html.I(className="fas fa-chart-bar text-info me-2"),
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html.Span("COB: Active", className="small")
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], className="mb-2"))
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# Price Buckets Section
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components.append(html.H6([
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html.I(className="fas fa-layer-group me-2 text-primary"),
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f"${bucket_size:.0f} Price Buckets (±5 levels)"
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], className="mb-2"))
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if price_buckets:
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# Sort buckets by price
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sorted_buckets = sorted(price_buckets, key=lambda x: x['price'])
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bucket_rows = []
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for bucket in sorted_buckets:
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price = bucket['price']
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total_vol = bucket['total_volume']
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bid_pct = bucket['bid_pct']
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ask_pct = bucket['ask_pct']
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# Format volume
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if total_vol > 1000000:
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vol_str = f"${total_vol/1000000:.1f}M"
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elif total_vol > 1000:
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vol_str = f"${total_vol/1000:.0f}K"
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else:
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vol_str = f"${total_vol:.0f}"
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# Color based on bid/ask dominance
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if bid_pct > 60:
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row_class = "border-success"
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dominance = "BID"
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dominance_class = "text-success"
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elif ask_pct > 60:
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row_class = "border-danger"
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dominance = "ASK"
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dominance_class = "text-danger"
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else:
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row_class = "border-secondary"
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dominance = "BAL"
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dominance_class = "text-muted"
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bucket_row = html.Div([
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html.Div([
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html.Span(f"${price:.0f}", className="fw-bold me-2"),
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html.Span(vol_str, className="text-info me-2"),
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html.Span(f"{dominance}", className=f"small {dominance_class}")
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], className="d-flex justify-content-between"),
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html.Div([
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# Bid bar
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html.Div(
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style={
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"width": f"{bid_pct}%",
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"height": "4px",
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"backgroundColor": "#28a745",
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"display": "inline-block"
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}
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),
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# Ask bar
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html.Div(
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style={
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"width": f"{ask_pct}%",
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"height": "4px",
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"backgroundColor": "#dc3545",
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"display": "inline-block"
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}
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)
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], className="mt-1")
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], className=f"border {row_class} rounded p-2 mb-1 small")
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bucket_rows.append(bucket_row)
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components.extend(bucket_rows)
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else:
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components.append(html.P("No price bucket data", className="text-muted small"))
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# High-frequency update rate info
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components.append(html.Div([
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html.Hr(),
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html.Div([
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html.I(className="fas fa-tachometer-alt text-info me-2"),
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html.Span("High-Freq: 50-100 Hz | UI: 10 Hz", className="small text-muted")
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])
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]))
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return components
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except Exception as e:
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logger.error(f"Error formatting COB data with buckets: {e}")
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return [html.P(f"Error: {str(e)}", className="text-danger small")]
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def format_training_metrics(self, metrics_data):
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"""Format training metrics for display - Enhanced with loaded models"""
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try:
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