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wip COB data source - not ready

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Dobromir Popov
2025-08-08 00:49:13 +03:00
parent 0ce6e2691b
commit bd15bdc87d
7 changed files with 327 additions and 166 deletions
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_dev/dev_notes.md
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@ -91,3 +91,14 @@ also, adjust our bybit api so we trade with usdt futures - where we can have up
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1. on the dash buy/sell buttons do not open/close positions in live mode .
2. we also need to fix our Current Order Book data shown on the dash - it is not consistent ande definitely not fast/low latency. let's store all COB data aggregated to 1S buckets and 0.2s sec ticks. show COB datasource updte rate
3. we don't calculate the COB imbalance correctly - we have MA with 4 time windows.
4. we have some more work on the models statistics and overview but we can focust there later when we fix the other issues
5. audit and backtest if calculate_williams_pivot_points works correctly. show pivot points on the dash on the 1m candlesticks