cob dash integration
This commit is contained in:
Dobromir Popov
513
run_integrated_rl_cob_dashboard.py
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513
run_integrated_rl_cob_dashboard.py
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@ -0,0 +1,513 @@
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#!/usr/bin/env python3
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"""
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Integrated Real-time RL COB Trading System with Dashboard
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This script starts both:
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1. RealtimeRLCOBTrader - 1B parameter RL model with real-time training
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2. COB Dashboard - Real-time visualization with RL predictions
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The RL predictions are integrated into the dashboard for live visualization.
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"""
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import asyncio
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import logging
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import signal
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import sys
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import json
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import os
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from datetime import datetime
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from typing import Dict, Any
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from aiohttp import web
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# Local imports
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from core.realtime_rl_cob_trader import RealtimeRLCOBTrader, PredictionResult
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from core.trading_executor import TradingExecutor
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from core.config import load_config
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from web.cob_realtime_dashboard import COBDashboardServer
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# Configure logging
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logging.basicConfig(
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level=logging.INFO,
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
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handlers=[
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logging.FileHandler('logs/integrated_rl_cob_system.log'),
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logging.StreamHandler(sys.stdout)
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]
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)
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logger = logging.getLogger(__name__)
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class IntegratedRLCOBSystem:
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"""
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Integrated Real-time RL COB Trading System with Dashboard
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"""
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def __init__(self, config_path: str = "config.yaml"):
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"""Initialize integrated system with configuration"""
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self.config = load_config(config_path)
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self.trader = None
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self.dashboard = None
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self.trading_executor = None
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self.running = False
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# RL prediction storage for dashboard
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self.rl_predictions: Dict[str, list] = {}
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self.prediction_history: Dict[str, list] = {}
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# Setup signal handlers for graceful shutdown
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signal.signal(signal.SIGINT, self._signal_handler)
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signal.signal(signal.SIGTERM, self._signal_handler)
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logger.info("IntegratedRLCOBSystem initialized")
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def _signal_handler(self, signum, frame):
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"""Handle shutdown signals"""
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logger.info(f"Received signal {signum}, initiating graceful shutdown...")
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self.running = False
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async def start(self):
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"""Start the integrated RL COB trading system with dashboard"""
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try:
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logger.info("=" * 60)
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logger.info("INTEGRATED RL COB SYSTEM STARTING")
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logger.info("🔥 Real-time RL Trading + Dashboard")
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logger.info("=" * 60)
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# Initialize trading executor
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await self._initialize_trading_executor()
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# Initialize RL trader with prediction callback
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await self._initialize_rl_trader()
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# Initialize dashboard with RL integration
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await self._initialize_dashboard()
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# Start the integrated system
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await self._start_integrated_system()
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# Run main loop
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await self._run_main_loop()
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except Exception as e:
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logger.error(f"Critical error in integrated system: {e}")
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raise
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finally:
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await self.stop()
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async def _initialize_trading_executor(self):
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"""Initialize the trading executor"""
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logger.info("Initializing Trading Executor...")
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# Get trading configuration
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trading_config = self.config.get('trading', {})
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mexc_config = self.config.get('mexc', {})
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# Determine if we should run in simulation mode
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simulation_mode = mexc_config.get('simulation_mode', True)
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if simulation_mode:
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logger.info("Running in SIMULATION mode - no real trades will be executed")
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else:
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logger.warning("Running in LIVE TRADING mode - real money at risk!")
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# Add safety confirmation for live trading
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confirmation = input("Type 'CONFIRM_LIVE_TRADING' to proceed with live trading: ")
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if confirmation != 'CONFIRM_LIVE_TRADING':
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logger.info("Live trading not confirmed, switching to simulation mode")
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simulation_mode = True
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# Initialize trading executor
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self.trading_executor = TradingExecutor(
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simulation_mode=simulation_mode,
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mexc_config=mexc_config
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)
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logger.info(f"Trading Executor initialized in {'SIMULATION' if simulation_mode else 'LIVE'} mode")
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async def _initialize_rl_trader(self):
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"""Initialize the RL trader with prediction callbacks"""
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logger.info("Initializing Real-time RL COB Trader...")
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# Get RL configuration
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rl_config = self.config.get('realtime_rl', {})
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# Trading symbols
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symbols = rl_config.get('symbols', ['BTC/USDT', 'ETH/USDT'])
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# Initialize prediction storage
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for symbol in symbols:
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self.rl_predictions[symbol] = []
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self.prediction_history[symbol] = []
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# RL parameters
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inference_interval_ms = rl_config.get('inference_interval_ms', 200)
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min_confidence_threshold = rl_config.get('min_confidence_threshold', 0.7)
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required_confident_predictions = rl_config.get('required_confident_predictions', 3)
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model_checkpoint_dir = rl_config.get('model_checkpoint_dir', 'models/realtime_rl_cob')
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# Initialize RL trader
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self.trader = RealtimeRLCOBTrader(
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symbols=symbols,
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trading_executor=self.trading_executor,
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model_checkpoint_dir=model_checkpoint_dir,
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inference_interval_ms=inference_interval_ms,
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min_confidence_threshold=min_confidence_threshold,
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required_confident_predictions=required_confident_predictions
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)
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# Monkey-patch the trader to capture predictions
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original_add_signal = self.trader._add_signal
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def enhanced_add_signal(symbol: str, prediction: PredictionResult):
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# Call original method
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original_add_signal(symbol, prediction)
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# Capture prediction for dashboard
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self._on_rl_prediction(symbol, prediction)
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self.trader._add_signal = enhanced_add_signal
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logger.info(f"RL Trader initialized for symbols: {symbols}")
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logger.info(f"Inference interval: {inference_interval_ms}ms")
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logger.info(f"Confidence threshold: {min_confidence_threshold}")
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logger.info(f"Required predictions: {required_confident_predictions}")
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def _on_rl_prediction(self, symbol: str, prediction: PredictionResult):
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"""Handle RL predictions for dashboard integration"""
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try:
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# Convert prediction to dashboard format
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prediction_data = {
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'timestamp': prediction.timestamp.isoformat(),
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'direction': prediction.predicted_direction, # 0=DOWN, 1=SIDEWAYS, 2=UP
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'confidence': prediction.confidence,
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'predicted_change': prediction.predicted_change,
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'direction_text': ['DOWN', 'SIDEWAYS', 'UP'][prediction.predicted_direction],
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'color': ['red', 'gray', 'green'][prediction.predicted_direction]
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}
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# Add to current predictions (for live display)
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self.rl_predictions[symbol].append(prediction_data)
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if len(self.rl_predictions[symbol]) > 100: # Keep last 100
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self.rl_predictions[symbol] = self.rl_predictions[symbol][-100:]
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# Add to history (for chart overlay)
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self.prediction_history[symbol].append(prediction_data)
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if len(self.prediction_history[symbol]) > 1000: # Keep last 1000
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self.prediction_history[symbol] = self.prediction_history[symbol][-1000:]
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logger.debug(f"Captured RL prediction for {symbol}: {prediction.predicted_direction} "
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f"(confidence: {prediction.confidence:.3f})")
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except Exception as e:
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logger.error(f"Error capturing RL prediction: {e}")
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async def _initialize_dashboard(self):
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"""Initialize the COB dashboard with RL integration"""
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logger.info("Initializing COB Dashboard with RL Integration...")
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# Get dashboard configuration
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dashboard_config = self.config.get('dashboard', {})
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host = dashboard_config.get('host', 'localhost')
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port = dashboard_config.get('port', 8053)
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# Create enhanced dashboard server
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self.dashboard = EnhancedCOBDashboardServer(
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host=host,
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port=port,
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rl_system=self # Pass reference to get predictions
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)
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logger.info(f"COB Dashboard initialized at http://{host}:{port}")
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async def _start_integrated_system(self):
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"""Start the complete integrated system"""
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logger.info("Starting Integrated RL COB System...")
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# Start RL trader first (this initializes COB integration)
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await self.trader.start()
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logger.info("✅ RL Trader started")
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# Start dashboard (uses same COB integration)
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await self.dashboard.start()
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logger.info("✅ COB Dashboard started")
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self.running = True
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logger.info("🎉 INTEGRATED SYSTEM FULLY OPERATIONAL!")
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logger.info("🔥 1B parameter RL model: ACTIVE")
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logger.info("📊 Real-time COB data: STREAMING")
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logger.info("🎯 Signal accumulation: ACTIVE")
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logger.info("💹 Live predictions: VISIBLE IN DASHBOARD")
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logger.info("⚡ Continuous training: ACTIVE")
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logger.info(f"🌐 Dashboard URL: http://{self.dashboard.host}:{self.dashboard.port}")
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async def _run_main_loop(self):
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"""Main monitoring and statistics loop"""
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logger.info("Starting integrated system monitoring...")
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last_stats_time = datetime.now()
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stats_interval = 60 # Print stats every 60 seconds
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while self.running:
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try:
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# Sleep for a bit
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await asyncio.sleep(10)
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# Print periodic statistics
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current_time = datetime.now()
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if (current_time - last_stats_time).total_seconds() >= stats_interval:
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await self._print_integrated_stats()
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last_stats_time = current_time
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except asyncio.CancelledError:
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break
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except Exception as e:
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logger.error(f"Error in main loop: {e}")
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await asyncio.sleep(5)
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logger.info("Integrated system monitoring stopped")
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async def _print_integrated_stats(self):
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"""Print comprehensive integrated system statistics"""
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try:
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logger.info("=" * 80)
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logger.info("🔥 INTEGRATED RL COB SYSTEM STATISTICS")
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logger.info("=" * 80)
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# RL Trader Statistics
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if self.trader:
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rl_stats = self.trader.get_performance_stats()
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logger.info("\n🤖 RL TRADER PERFORMANCE:")
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for symbol in self.trader.symbols:
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training_stats = rl_stats.get('training_stats', {}).get(symbol, {})
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inference_stats = rl_stats.get('inference_stats', {}).get(symbol, {})
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signal_stats = rl_stats.get('signal_stats', {}).get(symbol, {})
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logger.info(f"\n 📈 {symbol}:")
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logger.info(f" Predictions: {training_stats.get('total_predictions', 0)}")
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logger.info(f" Success Rate: {signal_stats.get('success_rate', 0):.1%}")
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logger.info(f" Avg Inference: {inference_stats.get('average_inference_time_ms', 0):.1f}ms")
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logger.info(f" Current Signals: {signal_stats.get('current_signals', 0)}")
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# RL prediction stats for dashboard
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recent_predictions = len(self.rl_predictions.get(symbol, []))
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total_predictions = len(self.prediction_history.get(symbol, []))
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logger.info(f" Dashboard Predictions: {recent_predictions} recent, {total_predictions} total")
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# Dashboard Statistics
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if self.dashboard:
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logger.info(f"\n🌐 DASHBOARD STATISTICS:")
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logger.info(f" Active Connections: {len(self.dashboard.websocket_connections)}")
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logger.info(f" Server Status: {'RUNNING' if self.dashboard.site else 'STOPPED'}")
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logger.info(f" URL: http://{self.dashboard.host}:{self.dashboard.port}")
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# Trading Executor Statistics
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if self.trading_executor:
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positions = self.trading_executor.get_positions()
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trade_history = self.trading_executor.get_trade_history()
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logger.info(f"\n💰 TRADING STATISTICS:")
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logger.info(f" Active Positions: {len(positions)}")
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logger.info(f" Total Trades: {len(trade_history)}")
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if trade_history:
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total_pnl = sum(trade.pnl for trade in trade_history)
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profitable_trades = sum(1 for trade in trade_history if trade.pnl > 0)
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win_rate = (profitable_trades / len(trade_history)) * 100
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logger.info(f" Total P&L: ${total_pnl:.2f}")
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logger.info(f" Win Rate: {win_rate:.1f}%")
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logger.info("=" * 80)
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except Exception as e:
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logger.error(f"Error printing integrated stats: {e}")
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async def stop(self):
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"""Stop the integrated system gracefully"""
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if not self.running:
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return
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logger.info("Stopping Integrated RL COB System...")
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self.running = False
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# Stop dashboard
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if self.dashboard:
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await self.dashboard.stop()
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logger.info("✅ Dashboard stopped")
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# Stop RL trader
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if self.trader:
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await self.trader.stop()
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logger.info("✅ RL Trader stopped")
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logger.info("🏁 Integrated system stopped successfully")
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def get_rl_predictions(self, symbol: str) -> Dict[str, Any]:
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"""Get RL predictions for dashboard display"""
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return {
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'recent_predictions': self.rl_predictions.get(symbol, []),
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'prediction_history': self.prediction_history.get(symbol, []),
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'total_predictions': len(self.prediction_history.get(symbol, [])),
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'recent_count': len(self.rl_predictions.get(symbol, []))
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}
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class EnhancedCOBDashboardServer(COBDashboardServer):
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"""Enhanced COB Dashboard with RL prediction integration"""
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def __init__(self, host: str = 'localhost', port: int = 8053, rl_system: IntegratedRLCOBSystem = None):
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super().__init__(host, port)
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self.rl_system = rl_system
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# Add RL prediction routes
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self._setup_rl_routes()
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logger.info("Enhanced COB Dashboard with RL predictions initialized")
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async def serve_dashboard(self, request):
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"""Serve the enhanced dashboard HTML with RL predictions"""
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try:
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# Read the enhanced dashboard HTML
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dashboard_path = os.path.join(os.path.dirname(__file__), 'enhanced_cob_dashboard.html')
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if os.path.exists(dashboard_path):
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with open(dashboard_path, 'r', encoding='utf-8') as f:
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html_content = f.read()
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return web.Response(text=html_content, content_type='text/html')
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else:
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# Fallback to basic dashboard
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logger.warning("Enhanced dashboard HTML not found, using basic dashboard")
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return await super().serve_dashboard(request)
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except Exception as e:
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logger.error(f"Error serving enhanced dashboard: {e}")
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return web.Response(text="Dashboard error", status=500)
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def _setup_rl_routes(self):
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"""Setup additional routes for RL predictions"""
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self.app.router.add_get('/api/rl-predictions/{symbol}', self.get_rl_predictions)
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self.app.router.add_get('/api/rl-status', self.get_rl_status)
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async def get_rl_predictions(self, request):
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"""Get RL predictions for a symbol"""
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try:
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symbol = request.match_info['symbol']
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symbol = symbol.replace('%2F', '/')
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if symbol not in self.symbols:
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return web.json_response({
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'error': f'Symbol {symbol} not supported'
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}, status=400)
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if not self.rl_system:
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return web.json_response({
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'error': 'RL system not available'
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}, status=503)
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predictions = self.rl_system.get_rl_predictions(symbol)
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return web.json_response({
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'symbol': symbol,
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'timestamp': datetime.now().isoformat(),
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'predictions': predictions
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})
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except Exception as e:
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logger.error(f"Error getting RL predictions: {e}")
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return web.json_response({
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'error': str(e)
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}, status=500)
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async def get_rl_status(self, request):
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"""Get RL system status"""
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try:
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if not self.rl_system or not self.rl_system.trader:
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return web.json_response({
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'status': 'inactive',
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'error': 'RL system not available'
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})
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rl_stats = self.rl_system.trader.get_performance_stats()
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status = {
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'status': 'active',
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'symbols': self.rl_system.trader.symbols,
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'model_info': rl_stats.get('model_info', {}),
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'inference_interval_ms': self.rl_system.trader.inference_interval_ms,
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'confidence_threshold': self.rl_system.trader.min_confidence_threshold,
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'required_predictions': self.rl_system.trader.required_confident_predictions,
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'device': str(self.rl_system.trader.device),
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'running': self.rl_system.trader.running
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}
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return web.json_response(status)
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except Exception as e:
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logger.error(f"Error getting RL status: {e}")
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return web.json_response({
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'status': 'error',
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'error': str(e)
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}, status=500)
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async def _broadcast_cob_update(self, symbol: str, data: Dict):
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"""Enhanced COB update broadcast with RL predictions"""
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try:
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# Get RL predictions if available
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rl_data = {}
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if self.rl_system:
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rl_predictions = self.rl_system.get_rl_predictions(symbol)
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rl_data = {
|
||||
'rl_predictions': rl_predictions.get('recent_predictions', [])[-10:], # Last 10
|
||||
'prediction_count': rl_predictions.get('total_predictions', 0)
|
||||
}
|
||||
|
||||
# Enhanced data with RL predictions
|
||||
enhanced_data = {
|
||||
**data,
|
||||
'rl_data': rl_data
|
||||
}
|
||||
|
||||
# Broadcast to all WebSocket connections
|
||||
message = json.dumps({
|
||||
'type': 'cob_update',
|
||||
'symbol': symbol,
|
||||
'timestamp': datetime.now().isoformat(),
|
||||
'data': enhanced_data
|
||||
}, default=str)
|
||||
|
||||
# Send to all connected clients
|
||||
disconnected = []
|
||||
for ws in self.websocket_connections:
|
||||
try:
|
||||
await ws.send_str(message)
|
||||
except Exception as e:
|
||||
logger.debug(f"WebSocket send failed: {e}")
|
||||
disconnected.append(ws)
|
||||
|
||||
# Remove disconnected clients
|
||||
for ws in disconnected:
|
||||
self.websocket_connections.discard(ws)
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error broadcasting enhanced COB update: {e}")
|
||||
|
||||
async def main():
|
||||
"""Main entry point for integrated RL COB system"""
|
||||
# Create logs directory
|
||||
os.makedirs('logs', exist_ok=True)
|
||||
|
||||
# Initialize and start integrated system
|
||||
system = IntegratedRLCOBSystem()
|
||||
|
||||
try:
|
||||
await system.start()
|
||||
except KeyboardInterrupt:
|
||||
logger.info("Received keyboard interrupt")
|
||||
except Exception as e:
|
||||
logger.error(f"System error: {e}")
|
||||
raise
|
||||
finally:
|
||||
await system.stop()
|
||||
|
||||
if __name__ == "__main__":
|
||||
asyncio.run(main())
|
||||
BIN
web/enhanced_cob_dashboard.html
Normal file
BIN
web/enhanced_cob_dashboard.html
Normal file
Binary file not shown.
Reference in New Issue
Block a user