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This commit is contained in:
Dobromir Popov
@ -171,19 +171,23 @@ class EnhancedTradingOrchestrator(TradingOrchestrator):
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self.symbol_correlation_matrix = {} # Pre-computed correlations
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# Initialize COB Integration for real-time market microstructure
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# COMMENTED OUT: Causes async runtime error during sync initialization
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# self.cob_integration = COBIntegration(
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# data_provider=self.data_provider,
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# symbols=self.symbols
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# )
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# # Register COB callbacks for CNN and RL models
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# self.cob_integration.add_cnn_callback(self._on_cob_cnn_features)
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# self.cob_integration.add_dqn_callback(self._on_cob_dqn_state)
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# FIXED: Defer COB integration until async context is available
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self.cob_integration = None
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self.cob_integration_active = False
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self._cob_integration_failed = False
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# PROPERLY INITIALIZED: Create the COB integration instance synchronously
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try:
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self.cob_integration = COBIntegration(
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data_provider=self.data_provider,
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symbols=self.symbols
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)
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# Register COB callbacks for CNN and RL models
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self.cob_integration.add_cnn_callback(self._on_cob_cnn_features)
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self.cob_integration.add_dqn_callback(self._on_cob_dqn_state)
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self.cob_integration_active = False # Will be set to True when started
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self._cob_integration_failed = False
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logger.info("COB Integration: Successfully initialized")
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except Exception as e:
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logger.warning(f"COB Integration: Failed to initialize - {e}")
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self.cob_integration = None
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self.cob_integration_active = False
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self._cob_integration_failed = True
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# COB feature storage for model integration
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self.latest_cob_features: Dict[str, np.ndarray] = {}
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@ -2897,9 +2901,11 @@ class EnhancedTradingOrchestrator(TradingOrchestrator):
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logger.info("Starting COB integration for real-time market microstructure...")
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await self.cob_integration.start()
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self.cob_integration_active = True
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logger.info("COB integration started successfully")
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except Exception as e:
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logger.error(f"Error starting COB integration: {e}")
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self.cob_integration_active = False
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async def stop_cob_integration(self):
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"""Stop COB integration"""
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@ -304,7 +304,7 @@ class RealTimeTickProcessor:
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if len(self.processing_times) % 100 == 0:
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avg_time = np.mean(list(self.processing_times))
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logger.info(f"Average processing time: {avg_time:.2f}ms")
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logger.debug(f"RTP: Average processing time: {avg_time:.2f}ms")
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# Small sleep to prevent CPU overload
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time.sleep(0.001) # 1ms sleep for ultra-low latency
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235
web/dashboard.py
235
web/dashboard.py
@ -878,31 +878,52 @@ class TradingDashboard:
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], className="card", style={"width": "28%", "marginLeft": "2%"}),
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], className="row g-2 mb-3"),
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# CNN Model Monitoring Section
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# CNN Model Monitoring & COB Integration - MERGED into 1 row with 4 columns
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html.Div([
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# CNN Status Column
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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-brain me-2"),
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"CNN Model Analysis & Predictions"
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"CNN Model Analysis"
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], className="card-title mb-2"),
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html.Div(id="cnn-monitoring-content", style={"height": "350px", "overflowY": "auto"})
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html.Div(id="cnn-monitoring-content", style={"height": "280px", "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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# COB (Consolidated Order Book) Visualization Section
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html.Div([
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], className="card", style={"width": "23%"}),
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# COB Status Column
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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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"COB → Training Pipeline"
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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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html.Div(id="cob-status-content", style={"height": "280px", "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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], className="card", style={"width": "23%", "marginLeft": "2%"}),
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# ETH/USDT COB Details Column
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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-ethereum me-2", style={"color": "#627EEA"}),
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"ETH/USDT - COB"
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], className="card-title mb-2"),
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html.Div(id="eth-cob-content", style={"height": "280px", "overflowY": "auto"})
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], className="card-body p-2")
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], className="card", style={"width": "23%", "marginLeft": "2%"}),
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# BTC/USDT COB Details Column
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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-bitcoin me-2", style={"color": "#F7931A"}),
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"BTC/USDT - COB"
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], className="card-title mb-2"),
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html.Div(id="btc-cob-content", style={"height": "280px", "overflowY": "auto"})
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], className="card-body p-2")
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], className="card", style={"width": "23%", "marginLeft": "2%"}),
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], className="d-flex mb-3"),
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# Bottom row - Session performance and system status
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html.Div([
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@ -1026,7 +1047,9 @@ class TradingDashboard:
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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('cob-visualization-content', 'children')
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Output('cob-status-content', 'children'),
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Output('eth-cob-content', 'children'),
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Output('btc-cob-content', 'children')
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],
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[Input('interval-component', 'n_intervals')]
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)
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@ -1125,7 +1148,7 @@ class TradingDashboard:
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trade_count_text = f"{len(self.session_trades)}"
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portfolio_text = f"${portfolio_value:,.2f}"
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# OPTIMIZED POSITION INFO
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# OPTIMIZED POSITION INFO with separate colors for position and P&L
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if self.current_position:
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pos_side = self.current_position['side']
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pos_size = self.current_position['size']
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@ -1133,9 +1156,18 @@ class TradingDashboard:
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side_icon = "[LONG]" if pos_side == 'LONG' else "[SHORT]"
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side_color = "success" if pos_side == 'LONG' else "danger"
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pnl_color = "success" if unrealized_pnl > 0 else "danger"
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pnl_sign = "+" if unrealized_pnl > 0 else ""
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position_text = f"{side_icon} {pos_size} @ ${pos_price:.2f} | P&L: {pnl_sign}${unrealized_pnl:.2f}"
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position_class = f"text-{side_color} fw-bold mb-0 small"
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# Create position text with separate colors for position type and P&L
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from dash import html
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position_text = [
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html.Span(f"{side_icon} {pos_size} @ ${pos_price:.2f} | P&L: ",
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className=f"text-{side_color}"),
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html.Span(f"{pnl_sign}${unrealized_pnl:.2f}",
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className=f"text-{pnl_color}")
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]
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position_class = "fw-bold mb-0 small"
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else:
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position_text = "No Position"
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position_class = "text-muted mb-0 small"
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@ -1234,12 +1266,16 @@ 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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# Generate COB 4-column content
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try:
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cob_content = self._create_cob_visualization_content()
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cob_status_content = self._create_cob_status_content()
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eth_cob_content = self._create_symbol_cob_content('ETH/USDT')
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btc_cob_content = self._create_symbol_cob_content('BTC/USDT')
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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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logger.warning(f"COB content error: {e}")
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cob_status_content = [html.P("COB data loading...", className="text-muted")]
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eth_cob_content = [html.P("ETH COB loading...", className="text-muted")]
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btc_cob_content = [html.P("BTC COB loading...", className="text-muted")]
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# BUILD FINAL RESULT
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result = (
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@ -1247,7 +1283,7 @@ class TradingDashboard:
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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, cob_content
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cnn_monitoring_content, cob_status_content, eth_cob_content, btc_cob_content
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)
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# Cache the result for emergencies
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@ -6140,6 +6176,163 @@ 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_status_content(self) -> List:
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"""Create COB status and training pipeline 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([
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html.I(className="fas fa-exclamation-triangle text-warning me-2"),
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"COB integration not available"
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], className="small"))
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content.append(html.P("Using basic orchestrator", className="text-muted small"))
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return content
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# COB Integration Status
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if self.orchestrator.cob_integration:
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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 integration active"
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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 integration inactive"
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], className="small"))
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# Training Pipeline Status
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if hasattr(self.orchestrator, 'enhanced_rl_training') and self.orchestrator.enhanced_rl_training:
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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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"COB → RL pipeline enabled"
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], className="small"))
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content.append(html.P([
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html.I(className="fas fa-arrow-right text-secondary me-1"),
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"Real-time market microstructure"
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], className="small"))
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content.append(html.P([
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html.I(className="fas fa-arrow-right text-secondary me-1"),
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"CNN features generation"
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], className="small"))
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content.append(html.P([
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html.I(className="fas fa-arrow-right text-secondary me-1"),
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"RL state building"
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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-times-circle text-danger me-2"),
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"Training pipeline inactive"
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], className="small"))
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# Performance metrics
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cob_update_count = 0
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for symbol in ['ETH/USDT', 'BTC/USDT']:
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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.Hr())
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content.append(html.P([
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html.Strong("Active Symbols: "),
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f"{cob_update_count}/2"
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], className="text-info 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 status content: {e}")
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return [html.P(f"COB status error: {str(e)}", className="text-danger")]
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def _create_symbol_cob_content(self, symbol: str) -> List:
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"""Create COB content for a specific symbol"""
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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", className="text-warning small"))
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return content
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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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# CNN 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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html.Span("Available", className="text-success")
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], className="small"))
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content.append(html.P([
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html.Span(f"Shape: {cob_features.shape}", className="text-muted")
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], className="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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html.Span("Not available", className="text-warning")
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], className="small"))
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# RL 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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html.Span("Available", className="text-success")
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], className="small"))
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content.append(html.P([
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html.Span(f"Shape: {cob_state.shape}", className="text-muted")
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], className="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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html.Span("Not available", className="text-warning")
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], className="small"))
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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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# COB Snapshot Details
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if cob_snapshot:
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content.append(html.Hr())
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content.append(html.P([
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html.Strong("Mid Price: "),
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f"${cob_snapshot.volume_weighted_mid:.2f}"
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], className="text-info small"))
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content.append(html.P([
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html.Strong("Spread: "),
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f"{cob_snapshot.spread_bps:.1f} bps"
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], className="text-info small"))
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content.append(html.P([
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html.Strong("Bid Liquidity: "),
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f"${cob_snapshot.total_bid_liquidity:,.0f}"
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], className="text-success small"))
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content.append(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"))
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content.append(html.P([
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html.Strong("Exchanges: "),
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", ".join(cob_snapshot.exchanges_active)
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], className="text-secondary small"))
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content.append(html.P([
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html.Strong("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"))
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else:
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content.append(html.Hr())
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content.append(html.P("COB snapshot not available", className="text-muted 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 content for {symbol}: {e}")
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return [html.P(f"COB error: {str(e)}", className="text-danger")]
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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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