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wip COB data source - not ready

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This commit is contained in:
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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47
web/component_manager.py
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@@ -296,14 +296,17 @@ class DashboardComponentManager:
logger.error(f"Error formatting system status: {e}")
return [html.P(f"Error: {str(e)}", className="text-danger small")]
def format_cob_data(self, cob_snapshot, symbol, cumulative_imbalance_stats=None, cob_mode="Unknown"):
"""Format COB data into a split view with summary, imbalance stats, and a compact ladder."""
def format_cob_data(self, cob_snapshot, symbol, cumulative_imbalance_stats=None, cob_mode="Unknown", update_info: dict = None):
"""Format COB data into a split view with summary, imbalance stats, and a compact ladder.
update_info can include keys: 'update_rate', 'aggregated_1s', 'recent_ticks'.
"""
try:
if not cob_snapshot:
return html.Div([
html.H6(f"{symbol} COB", className="mb-2"),
html.P("No COB data available", className="text-muted small"),
html.P(f"Mode: {cob_mode}", className="text-muted small")
html.P(f"Mode: {cob_mode}", className="text-muted small"),
html.P(f"Update: {(update_info or {}).get('update_rate', 'n/a')}", className="text-muted small")
])
# Defensive: If cob_snapshot is a list, log and return error
@@ -312,7 +315,8 @@ class DashboardComponentManager:
return html.Div([
html.H6(f"{symbol} COB", className="mb-2"),
html.P("Invalid COB data format (list)", className="text-danger small"),
html.P(f"Mode: {cob_mode}", className="text-muted small")
html.P(f"Mode: {cob_mode}", className="text-muted small"),
html.P(f"Update: {(update_info or {}).get('update_rate', 'n/a')}", className="text-muted small")
])
# Debug: Log the type and structure of cob_snapshot
@@ -347,7 +351,9 @@ class DashboardComponentManager:
if mid_price == 0 or not bids or not asks:
return html.Div([
html.H6(f"{symbol} COB", className="mb-2"),
html.P("Awaiting valid order book data...", className="text-muted small")
html.P("Awaiting valid order book data...", className="text-muted small"),
html.P(f"Mode: {cob_mode}", className="text-muted small"),
html.P(f"Update: {(update_info or {}).get('update_rate', 'n/a')}", className="text-muted small")
])
# Create stats dict for compatibility with existing code
@@ -362,15 +368,38 @@ class DashboardComponentManager:
}
# --- Left Panel: Overview and Stats ---
# Prepend update info to overview
overview_panel = self._create_cob_overview_panel(symbol, stats, cumulative_imbalance_stats, cob_mode)
if update_info and update_info.get('update_rate'):
# Wrap with a small header line for update rate
overview_panel = html.Div([
html.Div(html.Small(f"Update: {update_info['update_rate']}", className="text-muted"), className="mb-1"),
overview_panel
])
# --- Right Panel: Compact Ladder ---
ladder_panel = self._create_cob_ladder_panel(bids, asks, mid_price, symbol)
# Append small extras line from aggregated_1s and recent_ticks
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)
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 [])
if recent:
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
return dbc.Row([
dbc.Col(overview_panel, width=5, className="pe-1"),
dbc.Col(ladder_panel, width=7, className="ps-1")
], className="g-0") # g-0 removes gutters
children = [dbc.Col(overview_panel, width=5, className="pe-1")]
right_children = [ladder_panel]
if extras_div:
right_children.insert(0, extras_div)
children.append(dbc.Col(html.Div(right_children), width=7, className="ps-1"))
return dbc.Row(children, className="g-0") # g-0 removes gutters
except Exception as e:
logger.error(f"Error formatting split COB data: {e}")