more cobfixes
This commit is contained in:
Dobromir Popov
@ -4386,11 +4386,11 @@ class DataProvider:
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# Ensure symbol keys exist in the dictionary with proper deque initialization
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for sym in ['ETH/USDT', 'BTC/USDT']:
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if sym not in self.cob_raw_ticks:
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# Use deque with maxlen for automatic size management (15 min at ~100 ticks/sec)
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self.cob_raw_ticks[sym] = deque(maxlen=90000)
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# Use deque with maxlen for automatic size management (30 min at ~100 ticks/sec)
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self.cob_raw_ticks[sym] = deque(maxlen=180000)
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if sym not in self.cob_1s_aggregated:
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# 1s aggregated: 15 minutes = 900 seconds
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self.cob_1s_aggregated[sym] = deque(maxlen=900)
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# 1s aggregated: 30 minutes = 1800 seconds
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self.cob_1s_aggregated[sym] = deque(maxlen=1800)
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# Add to raw ticks - deque automatically handles size limit with maxlen
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self.cob_raw_ticks[symbol].append(cob_data)
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@ -4452,7 +4452,7 @@ class DataProvider:
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elif not isinstance(self.cob_data_cache[symbol], (list, deque)):
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self.cob_data_cache[symbol] = []
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self.cob_data_cache[symbol].append(standard_cob_data)
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if len(self.cob_data_cache[symbol]) > 300: # Keep 5 minutes
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if len(self.cob_data_cache[symbol]) > 1800: # Keep 30 minutes
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self.cob_data_cache[symbol].pop(0)
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# Notify subscribers
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@ -341,10 +341,31 @@ def save_inference_audit_image(base_data, model_name: str, symbol: str, out_root
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ax6 = fig.add_subplot(gs[1, 2])
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_plot_data_summary(ax6, base_data, symbol)
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# COB data (bottom, spanning all columns)
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# COB data (bottom, spanning all columns) with optional heatmap overlay above it
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ax7 = fig.add_subplot(gs[2, :])
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_plot_cob_data(ax7, prices, bid_v, ask_v, imb, current_price, symbol)
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# Optional: append a small heatmap figure to the side if available
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try:
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heat_times = getattr(base_data, 'cob_heatmap_times', [])
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heat_prices = getattr(base_data, 'cob_heatmap_prices', [])
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heat_vals = getattr(base_data, 'cob_heatmap_values', [])
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if heat_times and heat_prices and heat_vals:
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import numpy as np
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# Create an inset axes on ax7 for compact heatmap
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from mpl_toolkits.axes_grid1.inset_locator import inset_axes
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inset_ax = inset_axes(ax7, width="25%", height="100%", loc='upper right', borderpad=1)
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z = np.array(heat_vals, dtype=float)
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if z.size > 0:
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col_max = np.maximum(z.max(axis=0), 1e-9)
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zn = (z / col_max).T
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inset_ax.imshow(zn, aspect='auto', origin='lower', cmap='turbo')
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inset_ax.set_title('COB Heatmap', fontsize=8)
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inset_ax.set_xticks([])
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inset_ax.set_yticks([])
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except Exception as _hm_ex:
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logger.debug(f"Audit heatmap overlay skipped: {_hm_ex}")
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# Add overall title with model and timestamp info
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fig.suptitle(f"{model_name} - {safe_symbol} - {datetime.utcnow().strftime('%H:%M:%S')}",
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fontsize=14, fontweight='bold')
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@ -1487,6 +1487,70 @@ class CleanTradingDashboard:
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fig.update_layout(margin=dict(l=10, r=10, t=20, b=10))
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return fig
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@self.app.callback(
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Output('cob-heatmap-btc', 'figure'),
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[Input('interval-component', 'n_intervals')]
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)
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def update_cob_heatmap_btc(n):
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try:
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times, prices, matrix = [], [], []
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if hasattr(self.data_provider, 'get_cob_heatmap_matrix'):
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times, prices, matrix, mids = self.data_provider.get_cob_heatmap_matrix(
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'BTC/USDT', seconds=300, bucket_radius=10, metric='liquidity'
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)
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if not times or not prices or not matrix:
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fig = go.Figure()
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fig.add_annotation(text="No COB heatmap data", xref="paper", yref="paper", x=0.5, y=0.5, showarrow=False)
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fig.update_layout(margin=dict(l=10, r=10, t=20, b=10))
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return fig
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z = np.array(matrix, dtype=float)
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col_max = np.maximum(z.max(axis=0), 1e-9)
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zn = z / col_max
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fig = go.Figure(data=go.Heatmap(
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z=zn.T,
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x=[t.strftime('%H:%M:%S') for t in times],
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y=[f"{p:.2f}" for p in prices],
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colorscale='Turbo',
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colorbar=dict(title='Norm'),
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zmin=0.0,
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zmax=1.0
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))
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try:
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bucket_size = abs(prices[1] - prices[0]) if len(prices) > 1 else 1.0
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price_line = mids if 'mids' in locals() and mids else []
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if price_line:
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y_vals = []
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y_labels = [float(p) for p in prices]
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for m in price_line:
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if m and bucket_size > 0:
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idx = int(round((m - y_labels[0]) / bucket_size))
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idx = max(0, min(len(y_labels) - 1, idx))
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y_vals.append(y_labels[idx])
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else:
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y_vals.append(None)
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fig.add_trace(go.Scatter(
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x=[t.strftime('%H:%M:%S') for t in times],
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y=[f"{yv:.2f}" if yv is not None else None for yv in y_vals],
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mode='lines',
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line=dict(color='white', width=1.5),
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name='Mid Price'
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))
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except Exception as _line_ex:
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logger.debug(f"Price line overlay skipped: {_line_ex}")
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fig.update_layout(
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title="BTC COB Heatmap (liquidity, per-bucket normalized)",
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xaxis_title="Time",
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yaxis_title="Price",
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margin=dict(l=10, r=10, t=30, b=10)
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)
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return fig
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except Exception as e:
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logger.error(f"Error rendering BTC COB heatmap: {e}")
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fig = go.Figure()
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fig.add_annotation(text=f"Heatmap Error: {str(e)}", xref="paper", yref="paper", x=0.5, y=0.5, showarrow=False)
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fig.update_layout(margin=dict(l=10, r=10, t=20, b=10))
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return fig
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# Original training metrics callback - temporarily disabled for testing
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# @self.app.callback(
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# Output('training-metrics', 'children'),
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@ -410,15 +410,18 @@ class DashboardLayoutManager:
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], style={"width": "38%", "marginLeft": "2%"}),
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], className="d-flex mb-3"),
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# COB Heatmap (ETH)
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# Mini COB Heatmaps (ETH and BTC)
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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-fire me-2"),
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"ETH/USDT COB Heatmap (last 5m, ±10 buckets)"
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], className="card-title mb-2"),
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dcc.Graph(id='cob-heatmap-eth', config={'displayModeBar': False}, style={"height": "300px"})
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], className="card-body p-2")
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html.Div([
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html.H6([html.I(className="fas fa-fire me-2"), "ETH Heatmap"], className="card-title mb-2"),
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dcc.Graph(id='cob-heatmap-eth', config={'displayModeBar': False}, style={"height": "220px"})
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], className="card-body p-2", style={"flex": "1"}),
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html.Div([
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html.H6([html.I(className="fas fa-fire me-2"), "BTC Heatmap"], className="card-title mb-2"),
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dcc.Graph(id='cob-heatmap-btc', config={'displayModeBar': False}, style={"height": "220px"})
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], className="card-body p-2", style={"flex": "1", "marginLeft": "1rem"})
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], className="d-flex")
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], className="card"),
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# Second row: Pending Orders (left) and Closed Trades (right)
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