data stream working

DATA_STREAM_GUIDE.md

@@ -7,6 +7,16 @@
 python check_stream.py status
 ```
 
+### Show OHLCV Data with Indicators
+```bash
+python check_stream.py ohlcv
+```
+
+### Show COB Data with Price Buckets
+```bash
+python check_stream.py cob
+```
+
 ### Generate Snapshot
 ```bash
 python check_stream.py snapshot
@@ -16,58 +26,79 @@ python check_stream.py snapshot
 
 ### Stream Status Output
 - ✅ Dashboard is running
-- 💡 Guidance message
-- 📝 Data stream location note
-- Console output examples to look for
+- 📊 Health status
+- 🔄 Stream connection and streaming status
+- 📈 Total samples and active streams
+- 🟢/🔴 Buffer sizes for each data type
+
+### OHLCV Data Output
+- 📊 Data for 1s, 1m, 1h, 1d timeframes
+- Records count and latest timestamp
+- Current price and technical indicators:
+  - RSI (Relative Strength Index)
+  - MACD (Moving Average Convergence Divergence)
+  - SMA20 (Simple Moving Average 20-period)
+
+### COB Data Output
+- 📊 Order book data with price buckets
+- Mid price, spread, and imbalance
+- Price buckets in $1 increments
+- Bid/ask volumes for each bucket
 
 ### Snapshot Output
-- ✅ Snapshot saved: `data_snapshots/snapshot_YYYYMMDD_HHMMSS.json`
-- 📝 Note about data location
+- ✅ Snapshot saved with filepath
+- 📅 Timestamp of creation
 
-## How It Works
+## API Endpoints
 
-The script connects to your **running dashboard** instead of creating a new instance:
+The dashboard exposes these REST API endpoints:
 
-1. **Checks if dashboard is running** at `http://127.0.0.1:8050`
-2. **Provides guidance** on where to find the data stream
-3. **Generates snapshots** with current timestamp and metadata
+- `GET /api/health` - Health check
+- `GET /api/stream-status` - Data stream status
+- `GET /api/ohlcv-data?symbol=ETH/USDT&timeframe=1m&limit=300` - OHLCV data with indicators
+- `GET /api/cob-data?symbol=ETH/USDT&limit=300` - COB data with price buckets
+- `POST /api/snapshot` - Generate data snapshot
 
-## Where to Find Live Data
+## Data Available
 
-The **data stream is active inside the dashboard console**. Look for output like:
+### OHLCV Data (300 points each)
+- **1s**: Real-time tick data
+- **1m**: 1-minute candlesticks
+- **1h**: 1-hour candlesticks  
+- **1d**: Daily candlesticks
 
-```
-OHLCV (1m): ETH/USDT | O:4335.67 H:4338.92 L:4334.21 C:4336.67 V:125.8
-TICK: ETH/USDT | Price:4336.67 Vol:0.0456 Side:buy
-DQN Prediction: BUY (conf:0.78)
-Training Exp: Action:1 Reward:0.0234 Done:False
-```
+### Technical Indicators
+- SMA (Simple Moving Average) 20, 50
+- EMA (Exponential Moving Average) 12, 26
+- RSI (Relative Strength Index)
+- MACD (Moving Average Convergence Divergence)
+- Bollinger Bands (Upper, Middle, Lower)
+- Volume ratio
+
+### COB Data (300 points)
+- **Price buckets**: $1 increments around mid price
+- **Order book levels**: Bid/ask volumes and counts
+- **Market microstructure**: Spread, imbalance, total volumes
 
 ## When Data Appears
 
-Data will show in the dashboard console when:
-1. **Market data is flowing** (OHLCV, ticks, COB)
-2. **Models are making predictions**
-3. **Training is active**
-
-## Snapshot Contents
-
-Snapshots contain:
-- Timestamp
-- Dashboard status
-- Empty data arrays (data is in dashboard console)
-- Note about checking console for live data
+Data will be available when:
+1. **Dashboard is running** (`python run_clean_dashboard.py`)
+2. **Market data is flowing** (OHLCV, ticks, COB)
+3. **Models are making predictions**
+4. **Training is active**
 
 ## Usage Tips
 
 - **Start dashboard first**: `python run_clean_dashboard.py`
-- **Check status** to confirm dashboard is running
-- **Watch dashboard console** for live data stream
-- **Generate snapshots** to capture timestamps and metadata
+- **Check status** to confirm data is flowing
+- **Use OHLCV command** to see price data with indicators
+- **Use COB command** to see order book microstructure
+- **Generate snapshots** to capture current state
 - **Wait for market activity** to see data populate
 
 ## Files Created
 
-- `check_stream.py` - Status and snapshot commands
+- `check_stream.py` - API client for data access
 - `data_snapshots/` - Directory for saved snapshots
-- `snapshot_*.json` - Timestamped snapshot files with metadata
+- `snapshot_*.json` - Timestamped snapshot files with full data