cob update fix

This commit is contained in:
Dobromir Popov
2025-07-28 09:46:49 +03:00
parent 240d2b7877
commit f5416c4f1e
4 changed files with 121 additions and 8 deletions

View File

@ -60,6 +60,8 @@ class COBWebSocketStatus:
class EnhancedCOBWebSocket:
"""Enhanced COB WebSocket with robust error handling and fallback"""
_instances = {} # Track instances by symbols to prevent duplicates
def __init__(self, symbols: List[str] = None, dashboard_callback: Callable = None):
"""
Initialize Enhanced COB WebSocket
@ -71,6 +73,18 @@ class EnhancedCOBWebSocket:
self.symbols = symbols or ['BTC/USDT', 'ETH/USDT']
self.dashboard_callback = dashboard_callback
# Check for existing instances to prevent duplicate connections
symbols_key = tuple(sorted(self.symbols))
if symbols_key in EnhancedCOBWebSocket._instances:
logger.warning(f"EnhancedCOBWebSocket already exists for symbols {self.symbols} - reusing existing instance")
existing = EnhancedCOBWebSocket._instances[symbols_key]
# Copy existing instance data
self.__dict__.update(existing.__dict__)
return
# Register this instance
EnhancedCOBWebSocket._instances[symbols_key] = self
# Connection status tracking
self.status: Dict[str, COBWebSocketStatus] = {
symbol: COBWebSocketStatus() for symbol in self.symbols
@ -83,6 +97,10 @@ class EnhancedCOBWebSocket:
# Latest data cache
self.latest_cob_data: Dict[str, Dict] = {}
# Rate limiting for message processing
self.last_message_time: Dict[str, datetime] = {}
self.min_message_interval = 0.1 # Minimum 100ms between messages per symbol
# WebSocket connections
self.websocket_tasks: Dict[str, asyncio.Task] = {}
@ -93,7 +111,7 @@ class EnhancedCOBWebSocket:
# Configuration
self.max_depth = 1000 # Maximum depth for order book
self.update_speed = '100ms' # Binance update speed
self.update_speed = '1000ms' # Binance update speed - reduced for stability
logger.info(f"Enhanced COB WebSocket initialized for symbols: {self.symbols}")
if not WEBSOCKETS_AVAILABLE:
@ -149,6 +167,11 @@ class EnhancedCOBWebSocket:
if self.rest_session:
await self.rest_session.close()
# Remove from instances registry
symbols_key = tuple(sorted(self.symbols))
if symbols_key in EnhancedCOBWebSocket._instances:
del EnhancedCOBWebSocket._instances[symbols_key]
logger.info("Enhanced COB WebSocket system stopped")
async def _init_rest_session(self):
@ -321,7 +344,7 @@ class EnhancedCOBWebSocket:
async def _websocket_connection_loop(self, symbol: str):
"""Main WebSocket connection loop with reconnection logic
Uses depth@100ms for fastest updates with maximum depth.
Uses depth@1000ms for stable updates with maximum depth.
"""
status = self.status[symbol]
@ -330,9 +353,9 @@ class EnhancedCOBWebSocket:
logger.info(f"Attempting WebSocket connection for {symbol} (attempt {status.connection_attempts + 1})")
status.connection_attempts += 1
# Create WebSocket URL with maximum depth - use depth@100ms for fastest updates
# Create WebSocket URL with reasonable update rate - use depth@1000ms for stable updates
ws_symbol = symbol.replace('/', '').lower() # BTCUSDT, ETHUSDT
ws_url = f"wss://stream.binance.com:9443/ws/{ws_symbol}@depth@100ms"
ws_url = f"wss://stream.binance.com:9443/ws/{ws_symbol}@depth@1000ms"
logger.info(f"Connecting to: {ws_url}")
@ -352,10 +375,19 @@ class EnhancedCOBWebSocket:
# Message receiving loop
async for message in websocket:
try:
# Rate limiting: skip messages that come too frequently
now = datetime.now()
if symbol in self.last_message_time:
time_since_last = (now - self.last_message_time[symbol]).total_seconds()
if time_since_last < self.min_message_interval:
continue # Skip this message
self.last_message_time[symbol] = now
data = json.loads(message)
await self._process_websocket_message(symbol, data)
status.last_message_time = datetime.now()
status.last_message_time = now
status.messages_received += 1
except json.JSONDecodeError as e:

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@ -1231,8 +1231,11 @@ class TradingOrchestrator:
logger.debug(f"Invalidated data provider cache for {symbol} due to COB update")
# Update dashboard
if self.dashboard and hasattr(self.dashboard, 'update_cob_data'):
self.dashboard.update_cob_data(symbol, cob_data)
if self.dashboard and hasattr(self.dashboard, 'update_cob_data_from_orchestrator'):
self.dashboard.update_cob_data_from_orchestrator(symbol, cob_data)
logger.debug(f"📊 Sent COB data for {symbol} to dashboard")
else:
logger.debug(f"📊 No dashboard connected to receive COB data for {symbol}")
except Exception as e:
logger.error(f"Error in _on_cob_dashboard_data for {symbol}: {e}")

View File

@ -597,7 +597,7 @@ class RealtimeRLCOBTrader:
for symbol in self.symbols:
await self._process_signals(symbol)
await asyncio.sleep(0.1) # Process signals every 100ms
await asyncio.sleep(0.5) # Process signals every 500ms to reduce load
except Exception as e:
logger.error(f"Error in signal processing loop: {e}")

View File

@ -141,6 +141,31 @@ class CleanTradingDashboard:
self.orchestrator.set_trading_executor(self.trading_executor)
logger.info("Trading executor connected to orchestrator for signal execution")
# Connect dashboard to orchestrator for COB data updates
if hasattr(self.orchestrator, 'set_dashboard'):
self.orchestrator.set_dashboard(self)
logger.info("✅ Dashboard connected to orchestrator for COB data updates")
# Start orchestrator's real-time processing to ensure COB data flows
if hasattr(self.orchestrator, 'start_continuous_trading'):
try:
# Start in background thread to avoid blocking dashboard startup
import threading
def start_orchestrator_trading():
try:
import asyncio
loop = asyncio.new_event_loop()
asyncio.set_event_loop(loop)
loop.run_until_complete(self.orchestrator.start_continuous_trading())
except Exception as e:
logger.error(f"Error starting orchestrator trading: {e}")
trading_thread = threading.Thread(target=start_orchestrator_trading, daemon=True)
trading_thread.start()
logger.info("✅ Started orchestrator real-time processing for COB data")
except Exception as e:
logger.error(f"Failed to start orchestrator trading: {e}")
# Initialize enhanced training system for predictions
self.training_system = None
self._initialize_enhanced_training_system()
@ -292,6 +317,23 @@ class CleanTradingDashboard:
def _on_cob_data_update(self, symbol: str, cob_data: dict):
"""Handle COB data updates from data provider"""
try:
# Also update the COB cache for status display
if not hasattr(self, 'cob_cache'):
self.cob_cache = {}
if symbol not in self.cob_cache:
self.cob_cache[symbol] = {'last_update': 0, 'data': None, 'updates_count': 0}
# Update cache
self.cob_cache[symbol]['data'] = cob_data
self.cob_cache[symbol]['last_update'] = time.time()
self.cob_cache[symbol]['updates_count'] += 1
self.cob_cache[symbol]['websocket_status'] = 'connected'
self.cob_cache[symbol]['source'] = 'data_provider'
logger.info(f"📊 Updated COB cache for {symbol} from data provider (updates: {self.cob_cache[symbol]['updates_count']})")
# Continue with existing logic
# Update latest COB data cache
if not hasattr(self, 'latest_cob_data'):
self.latest_cob_data = {}
@ -6498,6 +6540,42 @@ class CleanTradingDashboard:
except Exception as e:
logger.error(f"❌ Error initializing Enhanced COB Integration: {e}")
def update_cob_data_from_orchestrator(self, symbol: str, cob_data: Dict):
"""Update COB cache from orchestrator data - called by orchestrator"""
try:
# Initialize cache if needed
if not hasattr(self, 'cob_cache'):
self.cob_cache = {}
if symbol not in self.cob_cache:
self.cob_cache[symbol] = {'last_update': 0, 'data': None, 'updates_count': 0}
# Update cache with orchestrator data
self.cob_cache[symbol]['data'] = cob_data
self.cob_cache[symbol]['last_update'] = time.time()
self.cob_cache[symbol]['updates_count'] += 1
# Set WebSocket status based on data source
if isinstance(cob_data, dict) and 'stats' in cob_data:
source = cob_data['stats'].get('source', 'unknown')
if 'websocket' in source.lower():
self.cob_cache[symbol]['websocket_status'] = 'connected'
self.cob_cache[symbol]['source'] = source
elif 'rest' in source.lower() or 'fallback' in source.lower():
self.cob_cache[symbol]['websocket_status'] = 'fallback'
self.cob_cache[symbol]['source'] = source
else:
self.cob_cache[symbol]['websocket_status'] = 'unknown'
self.cob_cache[symbol]['source'] = source
else:
self.cob_cache[symbol]['websocket_status'] = 'connected'
self.cob_cache[symbol]['source'] = 'orchestrator'
logger.info(f"📊 Updated COB cache for {symbol} from orchestrator: {self.cob_cache[symbol]['websocket_status']} (updates: {self.cob_cache[symbol]['updates_count']})")
except Exception as e:
logger.error(f"❌ Error updating COB cache from orchestrator for {symbol}: {e}")
def _on_enhanced_cob_update(self, symbol: str, data: Dict):
"""Handle enhanced COB updates with WebSocket status"""
try: