binance WS api enhanced
This commit is contained in:
Dobromir Popov
@ -227,8 +227,20 @@ class CleanTradingDashboard:
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# COB data cache - enhanced with price buckets and memory system
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self.cob_cache: dict = {
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'ETH/USDT': {'last_update': 0, 'data': None, 'updates_count': 0},
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'BTC/USDT': {'last_update': 0, 'data': None, 'updates_count': 0}
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'ETH/USDT': {
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'last_update': 0,
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'data': None,
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'updates_count': 0,
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'update_times': [],
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'update_rate': 0.0
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},
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'BTC/USDT': {
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'last_update': 0,
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'data': None,
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'updates_count': 0,
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'update_times': [],
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'update_rate': 0.0
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}
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}
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self.latest_cob_data: dict = {} # Cache for COB integration data
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self.cob_predictions: dict = {} # Cache for COB predictions (both ETH and BTC for display)
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@ -317,20 +329,46 @@ class CleanTradingDashboard:
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def _on_cob_data_update(self, symbol: str, cob_data: dict):
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"""Handle COB data updates from data provider"""
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try:
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# Also update the COB cache for status display
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if not hasattr(self, 'cob_cache'):
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self.cob_cache = {}
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if symbol not in self.cob_cache:
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self.cob_cache[symbol] = {'last_update': 0, 'data': None, 'updates_count': 0}
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self.cob_cache[symbol] = {
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'last_update': 0,
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'data': None,
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'updates_count': 0,
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'update_times': [], # Track recent update times for rate calculation
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'update_rate': 0.0
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}
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# Update cache
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current_time = time.time()
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self.cob_cache[symbol]['data'] = cob_data
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self.cob_cache[symbol]['last_update'] = time.time()
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self.cob_cache[symbol]['last_update'] = current_time
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self.cob_cache[symbol]['updates_count'] += 1
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self.cob_cache[symbol]['websocket_status'] = 'connected'
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self.cob_cache[symbol]['source'] = 'data_provider'
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# Track update times for rate calculation (keep last 60 seconds)
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self.cob_cache[symbol]['update_times'].append(current_time)
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# Remove updates older than 60 seconds
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cutoff_time = current_time - 60
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self.cob_cache[symbol]['update_times'] = [
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t for t in self.cob_cache[symbol]['update_times'] if t > cutoff_time
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]
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# Calculate update rate (updates per second)
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if len(self.cob_cache[symbol]['update_times']) > 1:
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time_span = current_time - self.cob_cache[symbol]['update_times'][0]
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if time_span > 0:
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self.cob_cache[symbol]['update_rate'] = len(self.cob_cache[symbol]['update_times']) / time_span
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else:
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self.cob_cache[symbol]['update_rate'] = 0.0
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else:
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self.cob_cache[symbol]['update_rate'] = 0.0
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logger.info(f"📊 Updated COB cache for {symbol} from data provider (updates: {self.cob_cache[symbol]['updates_count']})")
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# Continue with existing logic
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@ -374,7 +412,6 @@ class CleanTradingDashboard:
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if not hasattr(self, 'cob_last_update'):
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self.cob_last_update = {}
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import time
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self.cob_last_update[symbol] = time.time()
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# Update current price from COB data
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@ -809,21 +846,22 @@ class CleanTradingDashboard:
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if hasattr(self.trading_executor, 'simulation_mode') and not self.trading_executor.simulation_mode:
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mexc_status = "LIVE+SYNC" # Indicate live trading with position sync
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# COB WebSocket status
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# COB WebSocket status with update rate
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cob_status = self.get_cob_websocket_status()
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overall_status = cob_status.get('overall_status', 'unknown')
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warning_message = cob_status.get('warning_message')
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update_rate = cob_status.get('update_rate', 0.0)
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if overall_status == 'all_connected':
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cob_status_str = "Connected"
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cob_status_str = f"Connected ({update_rate:.1f}/s)"
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elif overall_status == 'partial_fallback':
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cob_status_str = "Fallback"
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cob_status_str = f"Fallback ({update_rate:.1f}/s)"
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elif overall_status == 'degraded':
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cob_status_str = "Degraded"
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cob_status_str = f"Degraded ({update_rate:.1f}/s)"
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elif overall_status == 'unavailable':
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cob_status_str = "N/A"
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else:
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cob_status_str = "Error"
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cob_status_str = f"Error ({update_rate:.1f}/s)"
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return price_str, session_pnl_str, position_str, trade_str, portfolio_str, multiplier_str, cob_status_str, mexc_status
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@ -6548,13 +6586,38 @@ class CleanTradingDashboard:
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self.cob_cache = {}
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if symbol not in self.cob_cache:
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self.cob_cache[symbol] = {'last_update': 0, 'data': None, 'updates_count': 0}
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self.cob_cache[symbol] = {
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'last_update': 0,
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'data': None,
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'updates_count': 0,
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'update_times': [], # Track recent update times for rate calculation
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'update_rate': 0.0
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}
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# Update cache with orchestrator data
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current_time = time.time()
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self.cob_cache[symbol]['data'] = cob_data
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self.cob_cache[symbol]['last_update'] = time.time()
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self.cob_cache[symbol]['last_update'] = current_time
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self.cob_cache[symbol]['updates_count'] += 1
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# Track update times for rate calculation (keep last 60 seconds)
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self.cob_cache[symbol]['update_times'].append(current_time)
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# Remove updates older than 60 seconds
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cutoff_time = current_time - 60
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self.cob_cache[symbol]['update_times'] = [
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t for t in self.cob_cache[symbol]['update_times'] if t > cutoff_time
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]
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# Calculate update rate (updates per second)
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if len(self.cob_cache[symbol]['update_times']) > 1:
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time_span = current_time - self.cob_cache[symbol]['update_times'][0]
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if time_span > 0:
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self.cob_cache[symbol]['update_rate'] = len(self.cob_cache[symbol]['update_times']) / time_span
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else:
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self.cob_cache[symbol]['update_rate'] = 0.0
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else:
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self.cob_cache[symbol]['update_rate'] = 0.0
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# Set WebSocket status based on data source
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if isinstance(cob_data, dict) and 'stats' in cob_data:
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source = cob_data['stats'].get('source', 'unknown')
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@ -6591,7 +6654,13 @@ class CleanTradingDashboard:
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# Update COB cache with status
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if symbol not in self.cob_cache:
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self.cob_cache[symbol] = {'last_update': 0, 'data': None, 'updates_count': 0}
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self.cob_cache[symbol] = {
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'last_update': 0,
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'data': None,
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'updates_count': 0,
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'update_times': [],
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'update_rate': 0.0
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}
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self.cob_cache[symbol]['websocket_status'] = status
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self.cob_cache[symbol]['websocket_message'] = message
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@ -6687,11 +6756,15 @@ class CleanTradingDashboard:
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status_summary['overall_status'] = 'error'
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status_summary['warning_message'] = '❌ COB WebSocket failed - All connections down'
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# Set last update time
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# Set last update time and calculate overall update rate
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last_updates = [cache.get('last_update', 0) for cache in self.cob_cache.values()]
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if last_updates and max(last_updates) > 0:
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status_summary['last_update'] = datetime.fromtimestamp(max(last_updates)).isoformat()
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# Calculate overall update rate (sum of all symbols)
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total_update_rate = sum(cache.get('update_rate', 0.0) for cache in self.cob_cache.values())
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status_summary['update_rate'] = total_update_rate
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return status_summary
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except Exception as e:
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