small ui fixes

web/cob_realtime_dashboard.py

@@ -62,6 +62,14 @@ class COBDashboardServer:
             symbol: deque(maxlen=100) for symbol in self.symbols
         }
         
+        # OHLCV data for mini charts (5 minutes = 300 1-second candles)
+        self.ohlcv_data: Dict[str, deque] = {
+            symbol: deque(maxlen=300) for symbol in self.symbols
+        }
+        
+        # Current candle data (building 1-second candles)
+        self.current_candles: Dict[str, Dict] = {}
+        
         # Setup routes and CORS
         self._setup_routes()
         self._setup_cors()
@@ -312,6 +320,9 @@ class COBDashboardServer:
         try:
             logger.debug(f"Received COB update for {symbol}")
             
+            # Process OHLCV data from mid price
+            await self._process_ohlcv_update(symbol, data)
+            
             # Update cache
             self.latest_cob_data[symbol] = data
             self.update_timestamps[symbol].append(datetime.now())
@@ -323,17 +334,84 @@ class COBDashboardServer:
             
         except Exception as e:
             logger.error(f"Error handling COB update for {symbol}: {e}")
+            
+    async def _process_ohlcv_update(self, symbol: str, data: Dict):
+        """Process price updates into 1-second OHLCV candles"""
+        try:
+            stats = data.get('stats', {})
+            mid_price = stats.get('mid_price', 0)
+            
+            if mid_price <= 0:
+                return
+                
+            now = datetime.now()
+            current_second = now.replace(microsecond=0)
+            
+            # Get or create current candle
+            if symbol not in self.current_candles:
+                self.current_candles[symbol] = {
+                    'timestamp': current_second,
+                    'open': mid_price,
+                    'high': mid_price,
+                    'low': mid_price,
+                    'close': mid_price,
+                    'volume': 0,  # We don't have volume from order book, use tick count
+                    'tick_count': 1
+                }
+            else:
+                current_candle = self.current_candles[symbol]
+                
+                # Check if we need to close current candle and start new one
+                if current_second > current_candle['timestamp']:
+                    # Close previous candle
+                    finished_candle = {
+                        'timestamp': current_candle['timestamp'].isoformat(),
+                        'open': current_candle['open'],
+                        'high': current_candle['high'],
+                        'low': current_candle['low'],
+                        'close': current_candle['close'],
+                        'volume': current_candle['tick_count'],  # Use tick count as volume
+                        'tick_count': current_candle['tick_count']
+                    }
+                    
+                    # Add to OHLCV history
+                    self.ohlcv_data[symbol].append(finished_candle)
+                    
+                    # Start new candle
+                    self.current_candles[symbol] = {
+                        'timestamp': current_second,
+                        'open': mid_price,
+                        'high': mid_price,
+                        'low': mid_price,
+                        'close': mid_price,
+                        'volume': 0,
+                        'tick_count': 1
+                    }
+                else:
+                    # Update current candle
+                    current_candle['high'] = max(current_candle['high'], mid_price)
+                    current_candle['low'] = min(current_candle['low'], mid_price)
+                    current_candle['close'] = mid_price
+                    current_candle['tick_count'] += 1
+                    
+        except Exception as e:
+            logger.error(f"Error processing OHLCV update for {symbol}: {e}")
     
     async def _broadcast_cob_update(self, symbol: str, data: Dict):
         """Broadcast COB update to all connected WebSocket clients"""
         if not self.websocket_connections:
             return
         
+        # Add OHLCV data to the broadcast
+        enhanced_data = data.copy()
+        if symbol in self.ohlcv_data:
+            enhanced_data['ohlcv'] = list(self.ohlcv_data[symbol])
+        
         message = {
             'type': 'cob_update',
             'symbol': symbol,
             'timestamp': datetime.now().isoformat(),
-            'data': data
+            'data': enhanced_data
         }
         
         # Send to all connections
@@ -382,6 +460,7 @@ class COBDashboardServer:
             'bids': [],
             'asks': [],
             'svp': {'data': []},
+            'ohlcv': [],
             'stats': {
                 'mid_price': 0,
                 'spread_bps': 0,