COB integration - finally

core/orchestrator.py

@@ -140,7 +140,7 @@ class TradingOrchestrator:
                 from NN.models.dqn_agent import DQNAgent
                 state_size = self.config.rl.get('state_size', 13800)  # Enhanced with COB features
                 action_size = self.config.rl.get('action_space', 3)
-                self.rl_agent = DQNAgent(state_size=state_size, action_size=action_size)
+                self.rl_agent = DQNAgent(state_shape=state_size, n_actions=action_size)
                 
                 # Load best checkpoint and capture initial state
                 if hasattr(self.rl_agent, 'load_best_checkpoint'):

core/trade_data_manager.py

@@ -117,7 +117,7 @@ class TradeDataManager:
                 model_inputs['price_history'] = []
             
             total_features = sum(len(v) if isinstance(v, (dict, list)) else 1 for v in model_inputs.values())
-            logger.info(f"✅ Captured {total_features} total features for cold start training")
+            logger.info(f" Captured {total_features} total features for cold start training")
             
             return model_inputs
             

run_clean_dashboard.py

@@ -180,7 +180,7 @@ def start_clean_dashboard_with_training():
         time.sleep(3)
         
         # Start dashboard server (this blocks)
-        logger.info("🚀 Starting Clean Dashboard Server...")
+        logger.info(" Starting Clean Dashboard Server...")
         dashboard.run_server(host='127.0.0.1', port=dashboard_port, debug=False)
         
     except KeyboardInterrupt:

web/component_manager.py

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