behaviour/agressiveness sliders, fix cob data using provider
This commit is contained in:
Dobromir Popov
@ -88,6 +88,10 @@ class CleanTradingDashboard:
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def __init__(self, data_provider: Optional[DataProvider] = None, orchestrator: Optional[Any] = None, trading_executor: Optional[TradingExecutor] = None):
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self.config = get_config()
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# Initialize update batch counter to reduce flickering
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self.update_batch_counter = 0
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self.update_batch_interval = 3 # Update less critical elements every 3 intervals
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# Initialize components
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self.data_provider = data_provider or DataProvider()
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self.trading_executor = trading_executor or TradingExecutor()
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@ -432,6 +436,11 @@ class CleanTradingDashboard:
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def update_recent_decisions(n):
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"""Update recent trading signals - FILTER OUT HOLD signals and highlight COB signals"""
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try:
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# Update less frequently to reduce flickering
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self.update_batch_counter += 1
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if self.update_batch_counter % self.update_batch_interval != 0:
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raise PreventUpdate
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# Filter out HOLD signals before displaying
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filtered_decisions = []
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for decision in self.recent_decisions:
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@ -445,6 +454,8 @@ class CleanTradingDashboard:
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logger.debug(f"COB signals active: {len(cob_signals)} recent COB signals")
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return self.component_manager.format_trading_signals(filtered_decisions)
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except PreventUpdate:
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raise
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except Exception as e:
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logger.error(f"Error updating decisions: {e}")
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return [html.P(f"Error: {str(e)}", className="text-danger")]
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@ -493,6 +504,10 @@ class CleanTradingDashboard:
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def update_cob_data(n):
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"""Update COB data displays with real order book ladders and cumulative stats"""
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try:
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# Update less frequently to reduce flickering
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if n % self.update_batch_interval != 0:
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raise PreventUpdate
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eth_snapshot = self._get_cob_snapshot('ETH/USDT')
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btc_snapshot = self._get_cob_snapshot('BTC/USDT')
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@ -504,6 +519,8 @@ class CleanTradingDashboard:
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return eth_components, btc_components
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except PreventUpdate:
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raise
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except Exception as e:
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logger.error(f"Error updating COB data: {e}")
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error_msg = html.P(f"COB Error: {str(e)}", className="text-danger small")
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@ -516,8 +533,14 @@ class CleanTradingDashboard:
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def update_training_metrics(n):
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"""Update training metrics"""
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try:
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# Update less frequently to reduce flickering
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if n % self.update_batch_interval != 0:
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raise PreventUpdate
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metrics_data = self._get_training_metrics()
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return self.component_manager.format_training_metrics(metrics_data)
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except PreventUpdate:
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raise
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except Exception as e:
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logger.error(f"Error updating training metrics: {e}")
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return [html.P(f"Error: {str(e)}", className="text-danger")]
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@ -1883,18 +1906,30 @@ class CleanTradingDashboard:
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# PERFORMANCE FIX: Use orchestrator's COB integration instead of separate dashboard integration
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# This eliminates redundant COB providers and improves performance
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if hasattr(self.orchestrator, 'cob_integration') and self.orchestrator.cob_integration:
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# First try to get snapshot from orchestrator's COB integration
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snapshot = self.orchestrator.cob_integration.get_cob_snapshot(symbol)
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if snapshot:
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logger.debug(f"COB snapshot available for {symbol} from orchestrator COB integration")
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return snapshot
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else:
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logger.debug(f"No COB snapshot available for {symbol} from orchestrator COB integration")
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return None
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# If no snapshot, try to get from orchestrator's cached data
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if hasattr(self.orchestrator, 'latest_cob_data') and symbol in self.orchestrator.latest_cob_data:
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cob_data = self.orchestrator.latest_cob_data[symbol]
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logger.debug(f"COB snapshot available for {symbol} from orchestrator cached data")
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# Create a simple snapshot object from the cached data
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class COBSnapshot:
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def __init__(self, data):
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self.consolidated_bids = data.get('bids', [])
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self.consolidated_asks = data.get('asks', [])
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self.stats = data.get('stats', {})
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return COBSnapshot(cob_data)
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# Fallback: Use cached COB data if orchestrator integration not available
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elif symbol in self.latest_cob_data:
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if symbol in self.latest_cob_data and self.latest_cob_data[symbol]:
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cob_data = self.latest_cob_data[symbol]
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logger.debug(f"COB snapshot available for {symbol} from cached data (fallback)")
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logger.debug(f"COB snapshot available for {symbol} from dashboard cached data (fallback)")
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# Create a simple snapshot object from the cached data
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class COBSnapshot:
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@ -1902,11 +1937,18 @@ class CleanTradingDashboard:
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self.consolidated_bids = data.get('bids', [])
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self.consolidated_asks = data.get('asks', [])
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self.stats = data.get('stats', {})
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# Add direct attributes for new format compatibility
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self.volume_weighted_mid = data['stats'].get('mid_price', 0)
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self.spread_bps = data['stats'].get('spread_bps', 0)
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self.liquidity_imbalance = data['stats'].get('imbalance', 0)
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self.total_bid_liquidity = data['stats'].get('total_bid_liquidity', 0)
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self.total_ask_liquidity = data['stats'].get('total_ask_liquidity', 0)
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self.exchanges_active = data['stats'].get('exchanges_active', [])
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return COBSnapshot(cob_data)
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else:
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logger.debug(f"No COB snapshot available for {symbol} - no orchestrator integration or cached data")
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return None
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logger.debug(f"No COB snapshot available for {symbol} - no orchestrator integration or cached data")
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return None
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except Exception as e:
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logger.warning(f"Error getting COB snapshot for {symbol}: {e}")
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@ -4154,11 +4196,11 @@ class CleanTradingDashboard:
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self.training_system = None
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def _initialize_cob_integration(self):
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"""Initialize simple COB integration that works without async event loops"""
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"""Initialize COB integration using orchestrator's COB system"""
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try:
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logger.debug("Initializing simple COB integration for model feeding")
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logger.info("Initializing COB integration via orchestrator")
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# Initialize COB data storage
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# Initialize COB data storage (for fallback)
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self.cob_data_history = {
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'ETH/USDT': [],
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'BTC/USDT': []
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@ -4171,15 +4213,45 @@ class CleanTradingDashboard:
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'ETH/USDT': None,
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'BTC/USDT': None
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}
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self.latest_cob_data = {
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'ETH/USDT': None,
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'BTC/USDT': None
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}
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# Start simple COB data collection
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# Check if orchestrator has COB integration
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if hasattr(self.orchestrator, 'cob_integration') and self.orchestrator.cob_integration:
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logger.info("Using orchestrator's COB integration")
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# Start orchestrator's COB integration in background
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def start_orchestrator_cob():
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try:
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import asyncio
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loop = asyncio.new_event_loop()
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asyncio.set_event_loop(loop)
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loop.run_until_complete(self.orchestrator.start_cob_integration())
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except Exception as e:
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logger.error(f"Error starting orchestrator COB integration: {e}")
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import threading
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cob_thread = threading.Thread(target=start_orchestrator_cob, daemon=True)
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cob_thread.start()
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logger.info("Orchestrator COB integration started successfully")
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else:
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logger.warning("Orchestrator COB integration not available, using fallback simple collection")
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# Fallback to simple collection
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self._start_simple_cob_collection()
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# ALWAYS start simple collection as backup even if orchestrator COB exists
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# This ensures we have data flowing while orchestrator COB integration starts up
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logger.info("Starting simple COB collection as backup/fallback")
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self._start_simple_cob_collection()
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logger.debug("Simple COB integration initialized successfully")
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except Exception as e:
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logger.error(f"Error initializing COB integration: {e}")
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self.cob_integration = None
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# Fallback to simple collection
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self._start_simple_cob_collection()
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def _start_simple_cob_collection(self):
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"""Start simple COB data collection using REST APIs (no async required)"""
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