main dash cob integration
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Dobromir Popov
@ -750,7 +750,7 @@ class MultiExchangeCOBProvider:
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# Log consolidation performance every 100 iterations
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if len(self.processing_times['consolidation']) % 100 == 0:
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avg_time = sum(self.processing_times['consolidation']) / len(self.processing_times['consolidation'])
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logger.info(f"Average consolidation time: {avg_time:.2f}ms")
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logger.debug(f"Average consolidation time: {avg_time:.2f}ms")
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await asyncio.sleep(0.1) # 100ms consolidation frequency
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31
main.py
31
main.py
@ -122,34 +122,47 @@ def start_web_ui():
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logger.info("=" * 50)
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logger.info("Starting Main Trading Dashboard UI...")
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logger.info("Trading Dashboard: http://127.0.0.1:8051")
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logger.info("COB Integration: ENABLED (Real-time order book visualization)")
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logger.info("=" * 50)
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# Import and create the main TradingDashboard (simplified approach)
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# Import and create the main TradingDashboard with COB integration
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from web.dashboard import TradingDashboard
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from core.data_provider import DataProvider
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from core.orchestrator import TradingOrchestrator
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from core.enhanced_orchestrator import EnhancedTradingOrchestrator # Use enhanced version with COB
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from core.trading_executor import TradingExecutor
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# Initialize components for the dashboard
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config = get_config()
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data_provider = DataProvider()
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# Create orchestrator for the dashboard (standard version for UI compatibility)
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dashboard_orchestrator = TradingOrchestrator(data_provider=data_provider)
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# Load model registry for enhanced features
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try:
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from models import get_model_registry
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model_registry = {} # Use simple dict for now
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except ImportError:
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model_registry = {}
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trading_executor = TradingExecutor()
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# Create enhanced orchestrator for the dashboard (WITH COB integration)
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dashboard_orchestrator = EnhancedTradingOrchestrator(
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data_provider=data_provider,
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symbols=config.get('symbols', ['ETH/USDT']),
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enhanced_rl_training=True, # Enable RL training display
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model_registry=model_registry
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)
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# Create the main trading dashboard
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trading_executor = TradingExecutor("config.yaml")
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# Create the main trading dashboard with enhanced features
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dashboard = TradingDashboard(
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data_provider=data_provider,
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orchestrator=dashboard_orchestrator,
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trading_executor=trading_executor
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)
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logger.info("Main TradingDashboard created successfully")
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logger.info("Features: Live trading, RL training monitoring, Position management")
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logger.info("Enhanced TradingDashboard created successfully")
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logger.info("Features: Live trading, COB visualization, RL training monitoring, Position management")
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# Run the dashboard server (simplified - no async loop)
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# Run the dashboard server (COB integration will start automatically)
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dashboard.app.run(host='127.0.0.1', port=8051, debug=False, use_reloader=False)
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except Exception as e:
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180
web/dashboard.py
180
web/dashboard.py
@ -92,6 +92,26 @@ except ImportError as e:
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class UIDataPacket:
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def __init__(self, *args, **kwargs): pass
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# Import COB integration components if available
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try:
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from core.cob_integration import COBIntegration
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from core.multi_exchange_cob_provider import MultiExchangeCOBProvider, COBSnapshot
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COB_INTEGRATION_AVAILABLE = True
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logger.info("COB integration components available")
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except ImportError as e:
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logger.warning(f"COB integration components not available: {e}")
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COB_INTEGRATION_AVAILABLE = False
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# Create fallback classes
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class COBSnapshot:
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def __init__(self, *args, **kwargs):
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self.symbol = "N/A"
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self.consolidated_bids = []
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self.consolidated_asks = []
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self.volume_weighted_mid = 0.0
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self.spread_bps = 0.0
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self.total_bid_liquidity = 0.0
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self.total_ask_liquidity = 0.0
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class AdaptiveThresholdLearner:
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"""Learn optimal confidence thresholds based on real trade outcomes"""
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@ -871,6 +891,19 @@ class TradingDashboard:
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], className="card")
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], className="mb-3"),
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# COB (Consolidated Order Book) Visualization Section
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html.Div([
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html.Div([
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html.Div([
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html.H6([
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html.I(className="fas fa-layer-group me-2"),
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"Consolidated Order Book (COB) - Real-time Market Microstructure"
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], className="card-title mb-2"),
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html.Div(id="cob-visualization-content", style={"height": "400px", "overflowY": "auto"})
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], className="card-body p-2")
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], className="card")
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], className="mb-3"),
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# Bottom row - Session performance and system status
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html.Div([
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@ -992,7 +1025,8 @@ class TradingDashboard:
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Output('system-status-details', 'children'),
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Output('current-leverage', 'children'),
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Output('leverage-risk', 'children'),
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Output('cnn-monitoring-content', 'children')
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Output('cnn-monitoring-content', 'children'),
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Output('cob-visualization-content', 'children')
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],
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[Input('interval-component', 'n_intervals')]
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)
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@ -1200,13 +1234,20 @@ class TradingDashboard:
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else:
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risk_level = "Extreme Risk"
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# Generate COB visualization content
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try:
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cob_content = self._create_cob_visualization_content()
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except Exception as e:
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logger.warning(f"COB visualization error: {e}")
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cob_content = [html.P("COB data loading...", className="text-muted")]
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# BUILD FINAL RESULT
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result = (
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price_text, pnl_text, pnl_class, fees_text, position_text, position_class,
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trade_count_text, portfolio_text, mexc_status, price_chart, training_metrics,
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decisions_list, session_perf, closed_trades_table, system_status['icon_class'],
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system_status['title'], system_status['details'], leverage_text, risk_level,
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cnn_monitoring_content
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cnn_monitoring_content, cob_content
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)
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# Cache the result for emergencies
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@ -5923,7 +5964,8 @@ class TradingDashboard:
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"fas fa-circle text-warning fa-2x", "Loading",
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[html.P("Loading...", className="text-muted")],
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f"{self.leverage_multiplier:.0f}x", "Loading",
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[html.P("Loading...", className="text-muted")]
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[html.P("Loading...", className="text-muted")],
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[html.P("COB loading...", className="text-muted")]
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)
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def _process_signal_optimized(self, signal):
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@ -6098,6 +6140,138 @@ class TradingDashboard:
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except:
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return [html.P("CNN monitoring unavailable", className="text-muted")]
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def _create_cob_visualization_content(self) -> List:
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"""Create COB (Consolidated Order Book) visualization content"""
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try:
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content = []
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# Check if we have enhanced orchestrator with COB integration
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if not hasattr(self.orchestrator, 'latest_cob_features') or not hasattr(self.orchestrator, 'cob_integration'):
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content.append(html.P("COB integration not available - using basic orchestrator", className="text-warning"))
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return content
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# Get COB data for primary symbols
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symbols = ['ETH/USDT', 'BTC/USDT']
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for symbol in symbols:
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# Get COB features and state
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cob_features = getattr(self.orchestrator, 'latest_cob_features', {}).get(symbol)
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cob_state = getattr(self.orchestrator, 'latest_cob_state', {}).get(symbol)
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# Get COB snapshot if integration is active
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cob_snapshot = None
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if hasattr(self.orchestrator, 'cob_integration') and self.orchestrator.cob_integration:
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try:
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cob_snapshot = self.orchestrator.cob_integration.get_cob_snapshot(symbol)
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except:
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pass
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# Create symbol section
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content.append(html.H6(f"{symbol} - Consolidated Order Book", className="text-primary"))
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# COB Features Status
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if cob_features is not None:
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content.append(html.P([
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html.Strong("CNN Features: "),
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f"Shape {cob_features.shape} - Ready for ML training"
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], className="text-success small"))
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else:
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content.append(html.P([
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html.Strong("CNN Features: "),
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"Not available"
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], className="text-warning small"))
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# COB State Status
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if cob_state is not None:
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content.append(html.P([
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html.Strong("RL State: "),
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f"Shape {cob_state.shape} - Ready for DQN training"
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], className="text-success small"))
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else:
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content.append(html.P([
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html.Strong("RL State: "),
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"Not available"
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], className="text-warning small"))
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# COB Snapshot Details
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if cob_snapshot:
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content.append(html.Div([
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html.P([
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html.Strong("Mid Price: "),
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f"${cob_snapshot.volume_weighted_mid:.2f}"
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], className="text-info small mb-1"),
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html.P([
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html.Strong("Spread: "),
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f"{cob_snapshot.spread_bps:.1f} bps"
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], className="text-info small mb-1"),
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html.P([
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html.Strong("Bid Liquidity: "),
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f"${cob_snapshot.total_bid_liquidity:,.0f}"
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], className="text-success small mb-1"),
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html.P([
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html.Strong("Ask Liquidity: "),
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f"${cob_snapshot.total_ask_liquidity:,.0f}"
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], className="text-success small mb-1"),
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html.P([
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html.Strong("Active Exchanges: "),
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", ".join(cob_snapshot.exchanges_active)
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], className="text-secondary small mb-1"),
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html.P([
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html.Strong("Order Book Levels: "),
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f"{len(cob_snapshot.consolidated_bids)} bids, {len(cob_snapshot.consolidated_asks)} asks"
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], className="text-secondary small mb-1")
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], className="border-start border-primary ps-2 mb-2"))
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else:
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content.append(html.P("COB snapshot not available", className="text-muted small"))
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content.append(html.Hr())
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# Training integration status
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content.append(html.H6("COB → Training Pipeline Status", className="text-info"))
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# Check if COB data is being used in training
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training_active = False
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if hasattr(self.orchestrator, 'enhanced_rl_training') and self.orchestrator.enhanced_rl_training:
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training_active = True
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content.append(html.P([
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html.I(className="fas fa-check-circle text-success me-2"),
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"COB data integrated into RL training pipeline"
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], className="small"))
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content.append(html.P([
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html.I(className="fas fa-brain text-info me-2"),
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"Real-time market microstructure → CNN features → RL states"
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], className="small"))
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else:
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content.append(html.P([
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html.I(className="fas fa-exclamation-triangle text-warning me-2"),
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"COB training integration not active"
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], className="small"))
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# Performance metrics
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if training_active:
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try:
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# Get COB integration performance
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cob_update_count = 0
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last_update = "Never"
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for symbol in symbols:
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if symbol in getattr(self.orchestrator, 'latest_cob_features', {}):
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cob_update_count += 1
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content.append(html.P([
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html.Strong("COB Updates: "),
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f"{cob_update_count} symbols receiving data"
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], className="text-info small"))
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except Exception as e:
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content.append(html.P(f"Error getting COB metrics: {e}", className="text-danger small"))
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return content
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except Exception as e:
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logger.error(f"Error creating COB visualization: {e}")
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return [html.P(f"COB visualization error: {str(e)}", className="text-danger")]
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def create_dashboard(data_provider: DataProvider = None, orchestrator: TradingOrchestrator = None, trading_executor: TradingExecutor = None) -> TradingDashboard:
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"""Factory function to create a trading dashboard"""
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