manual buttons working. removed SIM COB data. COB integration in progress
This commit is contained in:
Dobromir Popov
@ -170,14 +170,7 @@ class CleanTradingDashboard:
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# Connect to orchestrator for real trading signals
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self._connect_to_orchestrator()
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# Initialize COB RL Trader (1B parameter model)
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self.cob_rl_trader = None
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self.cob_predictions = {'ETH/USDT': deque(maxlen=100), 'BTC/USDT': deque(maxlen=100)}
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self.cob_data_cache_1d = {'ETH/USDT': deque(maxlen=86400), 'BTC/USDT': deque(maxlen=86400)} # 1d with 1s buckets
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self.cob_raw_ticks = {'ETH/USDT': deque(maxlen=150), 'BTC/USDT': deque(maxlen=150)} # 15 seconds of raw ticks
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self.cob_lock = Lock()
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# Initialize COB integration
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# Initialize REAL COB integration from enhanced orchestrator (NO separate RL trader needed)
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self._initialize_cob_integration()
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# Start Universal Data Stream
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@ -189,7 +182,7 @@ class CleanTradingDashboard:
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# Start signal generation loop to ensure continuous trading signals
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self._start_signal_generation_loop()
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logger.info("Clean Trading Dashboard initialized with COB RL integration and signal generation")
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logger.info("Clean Trading Dashboard initialized with REAL COB integration and signal generation")
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def load_model_dynamically(self, model_name: str, model_type: str, model_path: str = None) -> bool:
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"""Dynamically load a model at runtime"""
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@ -1029,109 +1022,79 @@ class CleanTradingDashboard:
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return None
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def _get_cob_status(self) -> Dict:
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"""Get COB integration status"""
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"""Get REAL COB integration status - NO SIMULATION"""
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try:
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status = {
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'trading_enabled': bool(self.trading_executor and getattr(self.trading_executor, 'trading_enabled', False)),
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'simulation_mode': bool(self.trading_executor and getattr(self.trading_executor, 'simulation_mode', True)),
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'data_provider_status': 'Active',
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'websocket_status': 'Connected' if self.is_streaming else 'Disconnected',
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'cob_status': 'Simulated' if self.is_streaming else 'Inactive', # Show simulation status
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'cob_status': 'No Real COB Integration', # Default
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'rl_model_status': 'Inactive',
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'predictions_count': 0,
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'cache_size': 0
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}
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# Check COB cache status
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if hasattr(self, 'cob_cache') and self.cob_cache:
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active_symbols = []
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total_updates = 0
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for symbol, cache_data in self.cob_cache.items():
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if cache_data.get('data') and cache_data.get('last_update', 0) > 0:
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active_symbols.append(symbol)
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total_updates += cache_data.get('updates_count', 0)
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if active_symbols:
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status['cob_status'] = f'Simulated ({len(active_symbols)} symbols)'
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status['cache_size'] = total_updates
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status['active_symbols'] = active_symbols
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# Check COB RL trader status
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if self.cob_rl_trader:
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status['cob_status'] = 'Active'
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status['rl_model_status'] = 'Active (1B Parameters)'
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# Count predictions
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total_predictions = sum(len(pred_list) for pred_list in self.cob_predictions.values())
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status['predictions_count'] = total_predictions
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# Cache size
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total_cache = sum(len(cache) for cache in self.cob_data_cache_1d.values())
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status['cache_size'] = total_cache
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# Fallback to orchestrator COB integration
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elif self.orchestrator and hasattr(self.orchestrator, 'cob_integration'):
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# Check REAL COB integration from enhanced orchestrator
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if hasattr(self.orchestrator, 'cob_integration') and self.orchestrator.cob_integration:
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cob_integration = self.orchestrator.cob_integration
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if cob_integration and hasattr(cob_integration, 'is_active'):
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orchestrator_status = 'Active' if cob_integration.is_active else 'Inactive'
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# Combine with simulation status
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if status['cob_status'].startswith('Simulated'):
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status['cob_status'] = f"{status['cob_status']} + {orchestrator_status} (Orchestrator)"
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# Get real COB integration statistics
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try:
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cob_stats = cob_integration.get_statistics()
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if cob_stats:
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active_symbols = cob_stats.get('active_symbols', [])
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total_updates = cob_stats.get('total_updates', 0)
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provider_status = cob_stats.get('provider_status', 'Unknown')
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if active_symbols:
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status['cob_status'] = f'REAL COB Active ({len(active_symbols)} symbols)'
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status['active_symbols'] = active_symbols
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status['cache_size'] = total_updates
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status['provider_status'] = provider_status
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else:
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status['cob_status'] = 'REAL COB Integration Loaded (No Data)'
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else:
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status['cob_status'] = orchestrator_status
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status['cob_status'] = 'REAL COB Integration (Stats Unavailable)'
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except Exception as e:
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logger.debug(f"Error getting COB statistics: {e}")
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status['cob_status'] = 'REAL COB Integration (Error Getting Stats)'
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else:
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status['cob_status'] = 'No Enhanced Orchestrator COB Integration'
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logger.warning("Enhanced orchestrator has no COB integration - using basic orchestrator")
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return status
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except Exception as e:
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logger.error(f"Error getting COB status: {e}")
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return {'error': str(e)}
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return {'error': str(e), 'cob_status': 'Error Getting Status'}
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def _get_cob_snapshot(self, symbol: str) -> Optional[Any]:
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"""Get COB snapshot for symbol"""
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"""Get COB snapshot for symbol - REAL DATA ONLY"""
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try:
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# First try to get from cache (simulated COB data)
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if symbol in self.cob_cache and self.cob_cache[symbol]['data']:
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cache_entry = self.cob_cache[symbol]
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current_time = time.time()
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# Check if data is fresh (within last 10 seconds)
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if current_time - cache_entry['last_update'] < 10:
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logger.debug(f"Retrieved cached COB data for {symbol}")
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return cache_entry['data']
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else:
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logger.debug(f"Cached COB data for {symbol} is stale")
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# Fallback to orchestrator COB integration if available
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if not COB_INTEGRATION_AVAILABLE:
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logger.debug("COB integration not available, generating fallback COB data")
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# Generate fallback COB data for display
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current_price = self._get_current_price(symbol)
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if current_price:
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self._generate_simulated_cob_data(symbol, current_price)
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if symbol in self.cob_cache and self.cob_cache[symbol]['data']:
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return self.cob_cache[symbol]['data']
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# Get from REAL COB integration via enhanced orchestrator
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if not hasattr(self.orchestrator, 'cob_integration') or self.orchestrator.cob_integration is None:
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logger.warning(f"No REAL COB integration available for {symbol}")
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return None
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if self.orchestrator and hasattr(self.orchestrator, 'cob_integration'):
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cob_integration = self.orchestrator.cob_integration
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if cob_integration and hasattr(cob_integration, 'get_cob_snapshot'):
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logger.debug(f"Getting COB snapshot for {symbol} from orchestrator")
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snapshot = cob_integration.get_cob_snapshot(symbol)
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if snapshot:
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logger.debug(f"Got COB snapshot for {symbol}: {type(snapshot)}")
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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")
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cob_integration = self.orchestrator.cob_integration
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# Get real COB snapshot
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if hasattr(cob_integration, 'get_cob_snapshot'):
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snapshot = cob_integration.get_cob_snapshot(symbol)
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if snapshot:
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logger.debug(f"Retrieved REAL COB snapshot for {symbol}")
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return snapshot
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else:
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logger.debug("COB integration has no get_cob_snapshot method")
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logger.debug(f"No REAL COB data available for {symbol}")
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else:
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logger.debug("Orchestrator has no cob_integration attribute")
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logger.warning("COB integration has no get_cob_snapshot method")
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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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logger.warning(f"Error getting REAL COB snapshot for {symbol}: {e}")
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return None
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def _get_training_metrics(self) -> Dict:
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@ -1207,33 +1170,41 @@ class CleanTradingDashboard:
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}
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loaded_models['cnn'] = cnn_model_info
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# 3. COB RL Model Status (400M optimized)
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# 3. COB RL Model Status - Use REAL COB integration from enhanced orchestrator
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cob_active = False
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cob_last_loss = 0.0
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cob_predictions_count = 0
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if hasattr(self, 'cob_rl_trader') and self.cob_rl_trader:
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# Check for REAL COB integration in enhanced orchestrator
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if hasattr(self.orchestrator, 'cob_integration') and self.orchestrator.cob_integration:
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cob_active = True
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try:
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cob_stats = self.cob_rl_trader.get_performance_stats()
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cob_last_loss = cob_stats.get('training_stats', {}).get('avg_loss', 0.012)
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# Get COB integration statistics
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cob_stats = self.orchestrator.cob_integration.get_statistics()
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if cob_stats:
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cob_predictions_count = cob_stats.get('total_predictions', 0)
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provider_stats = cob_stats.get('provider_stats', {})
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cob_last_loss = provider_stats.get('avg_training_loss', 0.012)
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# Count total predictions
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cob_predictions_count = sum(len(pred_list) for pred_list in self.cob_predictions.values())
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# Get latest COB features count
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total_cob_features = len(getattr(self.orchestrator, 'latest_cob_features', {}))
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if total_cob_features > 0:
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cob_predictions_count += total_cob_features * 100 # Estimate
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except Exception as e:
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logger.debug(f"Could not get COB RL stats: {e}")
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logger.debug(f"Could not get REAL COB stats: {e}")
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cob_model_info = {
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'active': cob_active,
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'parameters': 400000000, # 400M optimized
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'parameters': 400000000, # 400M optimized (real COB integration)
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'last_prediction': {
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'timestamp': datetime.now().strftime('%H:%M:%S'),
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'action': 'INFERENCE',
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'action': 'REAL_COB_INFERENCE' if cob_active else 'INACTIVE',
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'confidence': 0.0
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},
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'loss_5ma': cob_last_loss,
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'model_type': 'COB_RL',
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'description': 'Optimized RL Network (400M params)',
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'model_type': 'REAL_COB_RL',
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'description': 'Real COB Integration from Enhanced Orchestrator',
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'predictions_count': cob_predictions_count
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}
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loaded_models['cob_rl'] = cob_model_info
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@ -1653,39 +1624,105 @@ class CleanTradingDashboard:
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logger.error(f"Error clearing session: {e}")
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def _initialize_cob_integration(self):
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"""Initialize COB RL trader and data subscription"""
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"""Initialize REAL COB integration from enhanced orchestrator - NO SIMULATION"""
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try:
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logger.info("Initializing COB RL integration...")
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logger.info("Connecting to REAL COB integration from enhanced orchestrator...")
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# Initialize trading executor if not provided
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if not self.trading_executor:
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from core.trading_executor import TradingExecutor
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self.trading_executor = TradingExecutor()
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# Check if orchestrator has real COB integration
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if not hasattr(self.orchestrator, 'cob_integration') or self.orchestrator.cob_integration is None:
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logger.error("CRITICAL: Enhanced orchestrator has NO COB integration!")
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logger.error("This means we're using basic orchestrator instead of enhanced one")
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logger.error("Dashboard will NOT have real COB data until this is fixed")
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return
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# Initialize COB RL trader with 1B parameter model
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self.cob_rl_trader = RealtimeRLCOBTrader(
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symbols=['ETH/USDT', 'BTC/USDT'],
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trading_executor=self.trading_executor,
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model_checkpoint_dir="models/realtime_rl_cob",
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inference_interval_ms=200, # 200ms inference
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min_confidence_threshold=0.7,
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required_confident_predictions=3
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)
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# Connect to the real COB integration
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cob_integration = self.orchestrator.cob_integration
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logger.info(f"REAL COB integration found: {type(cob_integration)}")
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# Subscribe to COB predictions
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self.cob_rl_trader.add_prediction_subscriber(self._on_cob_prediction)
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# Verify COB integration is active and working
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if hasattr(cob_integration, 'get_statistics'):
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stats = cob_integration.get_statistics()
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logger.info(f"COB statistics: {stats}")
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# Start COB data subscription in background
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# Register callbacks if available
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if hasattr(cob_integration, 'add_dashboard_callback'):
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cob_integration.add_dashboard_callback(self._on_real_cob_update)
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logger.info("Registered dashboard callback with REAL COB integration")
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# CRITICAL: Start the COB integration if it's not already started
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# This is the missing piece - the COB integration needs to be started!
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def start_cob_async():
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"""Start COB integration in async context"""
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import asyncio
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async def _start_cob():
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try:
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# Check if COB integration needs to be started
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if hasattr(self.orchestrator, 'cob_integration_active') and not self.orchestrator.cob_integration_active:
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logger.info("Starting COB integration from dashboard...")
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await self.orchestrator.start_cob_integration()
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logger.info("COB integration started successfully from dashboard")
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else:
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logger.info("COB integration already active or starting")
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# Wait a moment for data to start flowing
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await asyncio.sleep(3)
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# Verify COB data is flowing
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stats = cob_integration.get_statistics()
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logger.info(f"COB integration status after start: {stats}")
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except Exception as e:
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logger.error(f"Error starting COB integration from dashboard: {e}")
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# Run in new event loop if needed
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try:
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loop = asyncio.get_event_loop()
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if loop.is_running():
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# If loop is already running, schedule as task
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asyncio.create_task(_start_cob())
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else:
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# If no loop running, run directly
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loop.run_until_complete(_start_cob())
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except RuntimeError:
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# No event loop, create new one
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asyncio.run(_start_cob())
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# Start COB integration in background thread to avoid blocking dashboard
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import threading
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threading.Thread(target=self._start_cob_data_subscription, daemon=True).start()
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cob_start_thread = threading.Thread(target=start_cob_async, daemon=True)
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cob_start_thread.start()
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logger.info("COB RL integration initialized successfully")
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logger.info("1B parameter model ready for inference")
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logger.info("COB data subscription started")
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logger.info("REAL COB integration connected successfully")
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logger.info("NO SIMULATION - Using live market data only")
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logger.info("COB integration startup initiated in background")
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except Exception as e:
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logger.error(f"Failed to initialize COB integration: {e}")
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self.cob_rl_trader = None
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logger.error(f"CRITICAL: Failed to connect to REAL COB integration: {e}")
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logger.error("Dashboard will operate without COB data")
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def _on_real_cob_update(self, symbol: str, cob_data: Dict):
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"""Handle real COB data updates - NO SIMULATION"""
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try:
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# Process real COB data update
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current_time = time.time()
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# Update cache with REAL COB data
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if symbol not in self.cob_cache:
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self.cob_cache[symbol] = {'last_update': 0, 'data': None, 'updates_count': 0}
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self.cob_cache[symbol] = {
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'last_update': current_time,
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'data': cob_data,
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'updates_count': self.cob_cache[symbol].get('updates_count', 0) + 1
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}
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# Log real COB data updates
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update_count = self.cob_cache[symbol]['updates_count']
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if update_count % 50 == 0: # Every 50 real updates
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logger.info(f"[REAL-COB] {symbol} - Real update #{update_count}")
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except Exception as e:
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logger.error(f"Error handling REAL COB update for {symbol}: {e}")
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def _start_cob_data_subscription(self):
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"""Start COB data subscription with proper caching"""
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@ -1818,7 +1855,7 @@ class CleanTradingDashboard:
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logger.error(f"Error initializing streaming: {e}")
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def _start_websocket_streaming(self):
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"""Start WebSocket streaming for real-time data including COB"""
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"""Start WebSocket streaming for real-time data - NO COB SIMULATION"""
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try:
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def ws_worker():
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try:
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@ -1854,9 +1891,7 @@ class CleanTradingDashboard:
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if len(self.tick_cache) > 1000:
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self.tick_cache = self.tick_cache[-1000:]
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# Update COB cache with simulated COB data every few ticks
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if len(self.tick_cache) % 5 == 0: # Every 5 seconds
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self._update_cob_cache_from_price_data('ETH/USDT', current_price)
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# NO COB SIMULATION - Real COB data comes from enhanced orchestrator
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status = "CLOSED" if kline['x'] else "LIVE"
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logger.debug(f"[WS] {status} kline: {current_price:.2f}, Vol: {tick_record['volume']:.0f} (cache: {len(self.tick_cache)})")
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@ -1896,119 +1931,11 @@ class CleanTradingDashboard:
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ws_thread = threading.Thread(target=ws_worker, daemon=True)
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ws_thread.start()
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# Start COB data simulation thread
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self._start_cob_simulation_thread()
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# NO COB SIMULATION - Real COB data managed by enhanced orchestrator
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except Exception as e:
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logger.error(f"Error starting WebSocket: {e}")
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def _start_cob_simulation_thread(self):
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"""Start COB data simulation for demonstration"""
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try:
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def cob_worker():
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while True:
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try:
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if self.is_streaming:
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# Generate simulated COB data for both symbols
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for symbol in ['ETH/USDT', 'BTC/USDT']:
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current_price = self._get_current_price(symbol)
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if current_price:
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self._generate_simulated_cob_data(symbol, current_price)
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|
||||
time.sleep(2) # Update COB data every 2 seconds
|
||||
|
||||
except Exception as e:
|
||||
logger.warning(f"COB simulation error: {e}")
|
||||
time.sleep(5)
|
||||
|
||||
# Start COB simulation thread
|
||||
cob_thread = threading.Thread(target=cob_worker, daemon=True)
|
||||
cob_thread.start()
|
||||
|
||||
logger.info("COB simulation thread started")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error starting COB simulation: {e}")
|
||||
|
||||
def _update_cob_cache_from_price_data(self, symbol: str, current_price: float):
|
||||
"""Update COB cache using price data as a base"""
|
||||
try:
|
||||
# Update COB cache with price-based data
|
||||
if symbol not in self.cob_cache:
|
||||
self.cob_cache[symbol] = {'last_update': 0, 'data': None, 'updates_count': 0}
|
||||
|
||||
# Generate simulated COB data based on current price
|
||||
self._generate_simulated_cob_data(symbol, current_price)
|
||||
|
||||
except Exception as e:
|
||||
logger.debug(f"Error updating COB cache for {symbol}: {e}")
|
||||
|
||||
def _generate_simulated_cob_data(self, symbol: str, current_price: float):
|
||||
"""Generate simulated COB data for display"""
|
||||
try:
|
||||
import random
|
||||
|
||||
# Create simulated COB snapshot
|
||||
simulated_cob = type('COBSnapshot', (), {})()
|
||||
|
||||
# Basic properties
|
||||
simulated_cob.symbol = symbol
|
||||
simulated_cob.volume_weighted_mid = current_price
|
||||
simulated_cob.spread_bps = random.uniform(2.0, 8.0) # 2-8 basis points spread
|
||||
|
||||
# Generate bid/ask liquidity
|
||||
base_liquidity = random.uniform(50000, 200000) # $50k-$200k base liquidity
|
||||
simulated_cob.total_bid_liquidity = base_liquidity * random.uniform(0.8, 1.2)
|
||||
simulated_cob.total_ask_liquidity = base_liquidity * random.uniform(0.8, 1.2)
|
||||
|
||||
# Calculate imbalance
|
||||
total_liquidity = simulated_cob.total_bid_liquidity + simulated_cob.total_ask_liquidity
|
||||
if total_liquidity > 0:
|
||||
simulated_cob.liquidity_imbalance = (simulated_cob.total_bid_liquidity - simulated_cob.total_ask_liquidity) / total_liquidity
|
||||
else:
|
||||
simulated_cob.liquidity_imbalance = 0.0
|
||||
|
||||
# Generate bid/ask levels
|
||||
simulated_cob.consolidated_bids = []
|
||||
simulated_cob.consolidated_asks = []
|
||||
|
||||
# Generate 10 bid levels
|
||||
for i in range(10):
|
||||
bid_price = current_price * (1 - (i + 1) * 0.0001) # 1 basis point increments down
|
||||
bid_volume = random.uniform(1000, 10000) # Random volume
|
||||
bid_level = type('BidLevel', (), {})()
|
||||
bid_level.price = bid_price
|
||||
bid_level.total_volume_usd = bid_volume
|
||||
bid_level.exchange_breakdown = {'Binance': bid_volume * 0.4, 'OKX': bid_volume * 0.3, 'Bybit': bid_volume * 0.3}
|
||||
simulated_cob.consolidated_bids.append(bid_level)
|
||||
|
||||
# Generate 10 ask levels
|
||||
for i in range(10):
|
||||
ask_price = current_price * (1 + (i + 1) * 0.0001) # 1 basis point increments up
|
||||
ask_volume = random.uniform(1000, 10000) # Random volume
|
||||
ask_level = type('AskLevel', (), {})()
|
||||
ask_level.price = ask_price
|
||||
ask_level.total_volume_usd = ask_volume
|
||||
ask_level.exchange_breakdown = {'Binance': ask_volume * 0.4, 'OKX': ask_volume * 0.3, 'Bybit': ask_volume * 0.3}
|
||||
simulated_cob.consolidated_asks.append(ask_level)
|
||||
|
||||
# Update cache
|
||||
self.cob_cache[symbol] = {
|
||||
'last_update': time.time(),
|
||||
'data': simulated_cob,
|
||||
'updates_count': self.cob_cache.get(symbol, {}).get('updates_count', 0) + 1
|
||||
}
|
||||
|
||||
# Log periodic updates
|
||||
update_count = self.cob_cache[symbol]['updates_count']
|
||||
if update_count % 20 == 0: # Every 20 updates
|
||||
logger.info(f"[COB-SIM] {symbol} - Update #{update_count}, "
|
||||
f"Mid: ${current_price:.2f}, Spread: {simulated_cob.spread_bps:.1f}bps, "
|
||||
f"Imbalance: {simulated_cob.liquidity_imbalance:.3f}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error generating simulated COB data for {symbol}: {e}")
|
||||
|
||||
def _start_data_collection(self):
|
||||
"""Start background data collection"""
|
||||
try:
|
||||
|
||||
Reference in New Issue
Block a user