popov/gogo2
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

COB info restored, better COB heatmap, restore kill processes

Browse Source
This commit is contained in:
Dobromir Popov
2025-08-09 00:58:36 +03:00
parent 71ba37ccc2
commit 87193f3d6f
6 changed files with 152 additions and 89 deletions
Download Patch File Download Diff File Expand all files Collapse all files

20
web/clean_dashboard.py
View File

@ -1370,6 +1370,7 @@ class CleanTradingDashboard:
eth_rate = _calc_update_rate('ETH/USDT')
btc_rate = _calc_update_rate('BTC/USDT')
# Unified COB timeseries source: provider's 1s aggregation
eth_agg_1s = self.data_provider.get_cob_1s_aggregated('ETH/USDT') if hasattr(self.data_provider, 'get_cob_1s_aggregated') else []
btc_agg_1s = self.data_provider.get_cob_1s_aggregated('BTC/USDT') if hasattr(self.data_provider, 'get_cob_1s_aggregated') else []
eth_recent = _recent_ticks('ETH/USDT')
@ -1425,11 +1426,10 @@ class CleanTradingDashboard:
def update_cob_heatmap_eth(n):
"""Render ETH COB 1s heatmap (±10 buckets, last 5 minutes)."""
try:
# Unified heatmap source from provider
times, prices, matrix = [], [], []
if hasattr(self.data_provider, 'get_cob_heatmap_matrix'):
times, prices, matrix, mids = self.data_provider.get_cob_heatmap_matrix(
'ETH/USDT', seconds=300, bucket_radius=10, metric='liquidity'
)
times, prices, matrix, mids = self.data_provider.get_cob_heatmap_matrix('ETH/USDT', seconds=300, bucket_radius=10, metric='liquidity')
if not times or not prices or not matrix:
fig = go.Figure()
fig.add_annotation(text="No COB heatmap data", xref="paper", yref="paper", x=0.5, y=0.5, showarrow=False)
@ -1493,11 +1493,10 @@ class CleanTradingDashboard:
)
def update_cob_heatmap_btc(n):
try:
# Unified heatmap source from provider
times, prices, matrix = [], [], []
if hasattr(self.data_provider, 'get_cob_heatmap_matrix'):
times, prices, matrix, mids = self.data_provider.get_cob_heatmap_matrix(
'BTC/USDT', seconds=300, bucket_radius=10, metric='liquidity'
)
times, prices, matrix, mids = self.data_provider.get_cob_heatmap_matrix('BTC/USDT', seconds=300, bucket_radius=10, metric='liquidity')
if not times or not prices or not matrix:
fig = go.Figure()
fig.add_annotation(text="No COB heatmap data", xref="paper", yref="paper", x=0.5, y=0.5, showarrow=False)
@ -1570,8 +1569,13 @@ class CleanTradingDashboard:
# Create panel instance with orchestrator
panel = ModelsTrainingPanel(orchestrator=self.orchestrator)
# Render the panel
panel_content = panel.render()
# Prefer create_panel if available; fallback to render
if hasattr(panel, 'create_panel'):
panel_content = panel.create_panel()
elif hasattr(panel, 'render'):
panel_content = panel.render()
else:
panel_content = html.Div([html.Div("Training panel not available", className="text-muted small")])
logger.info("Successfully created training metrics panel")
return panel_content

127
web/component_manager.py
View File

@ -331,22 +331,36 @@ class DashboardComponentManager:
html.P(f"Mode: {cob_mode}", className="text-muted small")
])
# Handle both old format (with stats attribute) and new format (direct attributes)
if hasattr(cob_snapshot, 'stats'):
# Normalize snapshot to support dict-based COB (bids/asks arrays) and legacy object formats
stats = {}
bids = []
asks = []
mid_price = 0
spread_bps = 0
imbalance = 0
if isinstance(cob_snapshot, dict):
stats = cob_snapshot.get('stats', {}) if isinstance(cob_snapshot.get('stats', {}), dict) else {}
mid_price = float(stats.get('mid_price', 0) or 0)
spread_bps = float(stats.get('spread_bps', 0) or 0)
imbalance = float(stats.get('imbalance', 0) or 0)
bids = cob_snapshot.get('bids', []) or []
asks = cob_snapshot.get('asks', []) or []
elif hasattr(cob_snapshot, 'stats'):
# Old format with stats attribute
stats = cob_snapshot.stats
mid_price = stats.get('mid_price', 0)
spread_bps = stats.get('spread_bps', 0)
imbalance = stats.get('imbalance', 0)
bids = getattr(cob_snapshot, 'consolidated_bids', [])
asks = getattr(cob_snapshot, 'consolidated_asks', [])
stats = cob_snapshot.stats if isinstance(cob_snapshot.stats, dict) else {}
mid_price = float((stats or {}).get('mid_price', 0) or 0)
spread_bps = float((stats or {}).get('spread_bps', 0) or 0)
imbalance = float((stats or {}).get('imbalance', 0) or 0)
bids = getattr(cob_snapshot, 'consolidated_bids', []) or []
asks = getattr(cob_snapshot, 'consolidated_asks', []) or []
else:
# New COBSnapshot format with direct attributes
mid_price = getattr(cob_snapshot, 'volume_weighted_mid', 0)
spread_bps = getattr(cob_snapshot, 'spread_bps', 0)
imbalance = getattr(cob_snapshot, 'liquidity_imbalance', 0)
bids = getattr(cob_snapshot, 'consolidated_bids', [])
asks = getattr(cob_snapshot, 'consolidated_asks', [])
# New object-like snapshot with direct attributes
mid_price = float(getattr(cob_snapshot, 'volume_weighted_mid', 0) or 0)
spread_bps = float(getattr(cob_snapshot, 'spread_bps', 0) or 0)
imbalance = float(getattr(cob_snapshot, 'liquidity_imbalance', 0) or 0)
bids = getattr(cob_snapshot, 'consolidated_bids', []) or []
asks = getattr(cob_snapshot, 'consolidated_asks', []) or []
if mid_price == 0 or not bids or not asks:
return html.Div([
@ -401,14 +415,26 @@ class DashboardComponentManager:
])
except Exception:
pass
# Append small extras line from aggregated_1s and recent_ticks
# Append small extras line from aggregated_1s and recent_ticks (robust to numeric fields)
extras = []
if update_info:
agg = (update_info.get('aggregated_1s') or [])
if agg and isinstance(agg[-1], dict):
last = agg[-1]
avg_spread = last.get('spread', {}).get('average_bps', 0)
avg_imb = last.get('imbalance', {}).get('average', 0)
spread_field = last.get('spread', {})
if isinstance(spread_field, dict):
avg_spread = spread_field.get('average_bps', 0)
elif isinstance(spread_field, (int, float)):
avg_spread = spread_field
else:
avg_spread = 0
imb_field = last.get('imbalance', {})
if isinstance(imb_field, dict):
avg_imb = imb_field.get('average', 0)
elif isinstance(imb_field, (int, float)):
avg_imb = imb_field
else:
avg_imb = 0
tick_count = last.get('tick_count', 0)
extras.append(html.Small(f"1s agg: {tick_count} ticks, spread {avg_spread:.1f} bps, imb {avg_imb:.2f}", className="text-muted"))
recent = (update_info.get('recent_ticks') or [])
@ -416,8 +442,21 @@ class DashboardComponentManager:
extras.append(html.Small(f"Recent ticks: {len(recent)}", className="text-muted ms-2"))
extras_div = html.Div(extras, className="mb-1") if extras else None
# Insert mini heatmap inside the COB panel (right side)
heatmap_graph = None
try:
# The dashboard's data provider is accessible through a global reference on the dashboard instance.
# We embed a placeholder Graph here; actual figure is provided by the dashboard callback tied to this id.
graph_id = 'cob-heatmap-eth' if 'ETH' in symbol else 'cob-heatmap-btc'
heatmap_graph = dcc.Graph(id=graph_id, config={'displayModeBar': False}, style={"height": "220px"})
except Exception:
heatmap_graph = None
children = [dbc.Col(overview_panel, width=5, className="pe-1")]
right_children = [ladder_panel]
right_children = []
if heatmap_graph:
right_children.append(heatmap_graph)
right_children.append(ladder_panel)
if extras_div:
right_children.insert(0, extras_div)
children.append(dbc.Col(html.Div(right_children), width=7, className="ps-1"))
@ -443,6 +482,16 @@ class DashboardComponentManager:
mode_color = "text-success" if cob_mode == "WS" else "text-warning" if cob_mode == "REST" else "text-muted"
mode_icon = "fas fa-wifi" if cob_mode == "WS" else "fas fa-globe" if cob_mode == "REST" else "fas fa-question"
def _safe_imb(stats_val, key, fallback):
try:
if isinstance(stats_val, dict):
return float(stats_val.get(key, fallback))
if isinstance(stats_val, (int, float)):
return float(stats_val)
except Exception:
pass
return float(fallback)
return html.Div([
html.H6(f"{symbol} - COB Overview", className="mb-2"),
html.Div([
@ -467,10 +516,10 @@ class DashboardComponentManager:
]),
html.Div([
self._create_timeframe_imbalance("1s", cumulative_imbalance_stats.get('1s', imbalance) if cumulative_imbalance_stats else imbalance),
self._create_timeframe_imbalance("5s", cumulative_imbalance_stats.get('5s', imbalance) if cumulative_imbalance_stats else imbalance),
self._create_timeframe_imbalance("15s", cumulative_imbalance_stats.get('15s', imbalance) if cumulative_imbalance_stats else imbalance),
self._create_timeframe_imbalance("60s", cumulative_imbalance_stats.get('60s', imbalance) if cumulative_imbalance_stats else imbalance),
self._create_timeframe_imbalance("1s", _safe_imb(cumulative_imbalance_stats, '1s', imbalance)),
self._create_timeframe_imbalance("5s", _safe_imb(cumulative_imbalance_stats, '5s', imbalance)),
self._create_timeframe_imbalance("15s", _safe_imb(cumulative_imbalance_stats, '15s', imbalance)),
self._create_timeframe_imbalance("60s", _safe_imb(cumulative_imbalance_stats, '60s', imbalance)),
], className="d-flex justify-content-between mb-2"),
html.Hr(className="my-2"),
@ -529,18 +578,28 @@ class DashboardComponentManager:
def aggregate_buckets(orders):
buckets = {}
for order in orders:
# Handle both dictionary format and ConsolidatedOrderBookLevel objects
if hasattr(order, 'price'):
# ConsolidatedOrderBookLevel object
price = order.price
size = order.total_size
volume_usd = order.total_volume_usd
else:
# Dictionary format (legacy)
price = order.get('price', 0)
# Handle both old format (size) and new format (total_size)
size = order.get('total_size', order.get('size', 0))
volume_usd = order.get('total_volume_usd', size * price)
# Handle multiple formats: object, dict, or [price, size]
price = 0.0
size = 0.0
volume_usd = 0.0
try:
if hasattr(order, 'price'):
# ConsolidatedOrderBookLevel object
price = float(getattr(order, 'price', 0) or 0)
size = float(getattr(order, 'total_size', getattr(order, 'size', 0)) or 0)
volume_usd = float(getattr(order, 'total_volume_usd', price * size) or (price * size))
elif isinstance(order, dict):
price = float(order.get('price', 0) or 0)
size = float(order.get('total_size', order.get('size', 0)) or 0)
volume_usd = float(order.get('total_volume_usd', price * size) or (price * size))
elif isinstance(order, (list, tuple)) and len(order) >= 2:
price = float(order[0] or 0)
size = float(order[1] or 0)
volume_usd = price * size
else:
continue
except Exception:
continue
if price > 0:
bucket_key = round(price / bucket_size) * bucket_size