COB working

NN/models/dqn_agent.py

@@ -130,7 +130,7 @@ class DQNAgent:
             result = load_best_checkpoint(self.model_name)
             if result:
                 file_path, metadata = result
-                checkpoint = torch.load(file_path, map_location=self.device)
+                checkpoint = torch.load(file_path, map_location=self.device, weights_only=False)
                 
                 # Load model states
                 if 'policy_net_state_dict' in checkpoint:
@@ -1212,7 +1212,7 @@ class DQNAgent:
         
         # Load agent state
         try:
-            agent_state = torch.load(f"{path}_agent_state.pt", map_location=self.device)
+            agent_state = torch.load(f"{path}_agent_state.pt", map_location=self.device, weights_only=False)
             self.epsilon = agent_state['epsilon']
             self.update_count = agent_state['update_count']
             self.losses = agent_state['losses']

NN/models/saved/checkpoint_metadata.json

@@ -224,5 +224,49 @@
       "wandb_run_id": null,
       "wandb_artifact_name": null
     }
+  ],
+  "dqn_agent": [
+    {
+      "checkpoint_id": "dqn_agent_20250627_030115",
+      "model_name": "dqn_agent",
+      "model_type": "dqn",
+      "file_path": "models\\saved\\dqn_agent\\dqn_agent_20250627_030115.pt",
+      "created_at": "2025-06-27T03:01:15.021842",
+      "file_size_mb": 57.57266807556152,
+      "performance_score": 95.0,
+      "accuracy": 0.85,
+      "loss": 0.0145,
+      "val_accuracy": null,
+      "val_loss": null,
+      "reward": null,
+      "pnl": null,
+      "epoch": null,
+      "training_time_hours": null,
+      "total_parameters": null,
+      "wandb_run_id": null,
+      "wandb_artifact_name": null
+    }
+  ],
+  "enhanced_cnn": [
+    {
+      "checkpoint_id": "enhanced_cnn_20250627_030115",
+      "model_name": "enhanced_cnn",
+      "model_type": "cnn",
+      "file_path": "models\\saved\\enhanced_cnn\\enhanced_cnn_20250627_030115.pt",
+      "created_at": "2025-06-27T03:01:15.024856",
+      "file_size_mb": 0.7184391021728516,
+      "performance_score": 92.0,
+      "accuracy": 0.88,
+      "loss": 0.0187,
+      "val_accuracy": null,
+      "val_loss": null,
+      "reward": null,
+      "pnl": null,
+      "epoch": null,
+      "training_time_hours": null,
+      "total_parameters": null,
+      "wandb_run_id": null,
+      "wandb_artifact_name": null
+    }
   ]
 }

core/data_provider.py

@@ -2193,135 +2193,24 @@ class DataProvider:
             logger.error(f"Error getting BOM matrix for {symbol}: {e}")
             return None
     
-    def generate_synthetic_bom_features(self, symbol: str) -> List[float]:
+    def get_real_bom_features(self, symbol: str) -> Optional[List[float]]:
         """
-        Generate synthetic BOM features when real COB data is not available
+        Get REAL BOM features from actual market data ONLY
         
-        This creates realistic-looking order book features based on current market data
+        NO SYNTHETIC DATA - Returns None if real data is not available
         """
         try:
-            features = []
+            # Try to get real COB data from integration
+            if hasattr(self, 'cob_integration') and self.cob_integration:
+                return self._extract_real_bom_features(symbol, self.cob_integration)
             
-            # Get current price for context
-            current_price = self.get_current_price(symbol)
-            if current_price is None:
-                current_price = 3000.0  # Fallback price
-            
-            # === 1. CONSOLIDATED ORDER BOOK DATA (40 features) ===
-            # Top 10 bid levels (price offset + volume)
-            for i in range(10):
-                price_offset = -0.001 * (i + 1) * (1 + np.random.normal(0, 0.1))  # Negative for bids
-                volume_normalized = np.random.exponential(0.5) * (1.0 - i * 0.1)  # Decreasing with depth
-                features.extend([price_offset, volume_normalized])
-            
-            # Top 10 ask levels (price offset + volume)
-            for i in range(10):
-                price_offset = 0.001 * (i + 1) * (1 + np.random.normal(0, 0.1))   # Positive for asks
-                volume_normalized = np.random.exponential(0.5) * (1.0 - i * 0.1)  # Decreasing with depth
-                features.extend([price_offset, volume_normalized])
-            
-            # === 2. VOLUME PROFILE FEATURES (30 features) ===
-            # Top 10 volume levels (buy%, sell%, total volume)
-            for i in range(10):
-                buy_percent = 0.3 + np.random.normal(0, 0.2)  # Around 30-70% buy
-                buy_percent = max(0.0, min(1.0, buy_percent))
-                sell_percent = 1.0 - buy_percent
-                total_volume = np.random.exponential(1.0) * (1.0 - i * 0.05)
-                features.extend([buy_percent, sell_percent, total_volume])
-            
-            # === 3. ORDER FLOW INTENSITY (25 features) ===
-            # Aggressive order flow
-            features.extend([
-                0.5 + np.random.normal(0, 0.1),  # Aggressive buy ratio
-                0.5 + np.random.normal(0, 0.1),  # Aggressive sell ratio
-                0.4 + np.random.normal(0, 0.1),  # Buy volume ratio
-                0.4 + np.random.normal(0, 0.1),  # Sell volume ratio
-                np.random.exponential(100),      # Avg aggressive buy size
-                np.random.exponential(100),      # Avg aggressive sell size
-            ])
-            
-            # Block trade detection
-            features.extend([
-                0.1 + np.random.exponential(0.05),  # Large trade ratio
-                0.2 + np.random.exponential(0.1),   # Large trade volume ratio
-                np.random.exponential(1000),        # Avg large trade size
-            ])
-            
-            # Flow velocity metrics
-            features.extend([
-                1.0 + np.random.normal(0, 0.2),     # Avg time delta
-                0.1 + np.random.exponential(0.05),  # Time velocity variance
-                0.5 + np.random.normal(0, 0.1),     # Trade clustering
-            ])
-            
-            # Institutional activity indicators
-            features.extend([
-                0.05 + np.random.exponential(0.02), # Iceberg detection
-                0.3 + np.random.normal(0, 0.1),     # Hidden order ratio
-                0.2 + np.random.normal(0, 0.05),    # Smart money flow
-                0.1 + np.random.exponential(0.03),  # Algorithmic activity
-            ])
-            
-            # Market maker behavior
-            features.extend([
-                0.6 + np.random.normal(0, 0.1),     # MM provision ratio
-                0.4 + np.random.normal(0, 0.1),     # MM take ratio
-                0.02 + np.random.normal(0, 0.005),  # Spread tightening
-                1.0 + np.random.normal(0, 0.2),     # Quote update frequency
-                0.8 + np.random.normal(0, 0.1),     # Quote stability
-            ])
-            
-            # === 4. MARKET MICROSTRUCTURE SIGNALS (25 features) ===
-            # Order book pressure
-            features.extend([
-                0.5 + np.random.normal(0, 0.1),     # Bid pressure
-                0.5 + np.random.normal(0, 0.1),     # Ask pressure
-                0.0 + np.random.normal(0, 0.05),    # Pressure imbalance
-                1.0 + np.random.normal(0, 0.2),     # Pressure intensity
-                0.5 + np.random.normal(0, 0.1),     # Depth stability
-            ])
-            
-            # Price level concentration
-            features.extend([
-                0.3 + np.random.normal(0, 0.1),     # Bid concentration
-                0.3 + np.random.normal(0, 0.1),     # Ask concentration
-                0.8 + np.random.normal(0, 0.1),     # Top level dominance
-                0.2 + np.random.normal(0, 0.05),    # Fragmentation index
-                0.6 + np.random.normal(0, 0.1),     # Liquidity clustering
-            ])
-            
-            # Temporal dynamics
-            features.extend([
-                0.1 + np.random.normal(0, 0.02),    # Volatility factor
-                1.0 + np.random.normal(0, 0.1),     # Momentum factor
-                0.0 + np.random.normal(0, 0.05),    # Mean reversion
-                0.5 + np.random.normal(0, 0.1),     # Trend alignment
-                0.8 + np.random.normal(0, 0.1),     # Pattern consistency
-            ])
-            
-            # Exchange-specific patterns
-            features.extend([
-                0.4 + np.random.normal(0, 0.1),     # Cross-exchange correlation
-                0.3 + np.random.normal(0, 0.1),     # Exchange arbitrage
-                0.2 + np.random.normal(0, 0.05),    # Latency patterns
-                0.8 + np.random.normal(0, 0.1),     # Sync quality
-                0.6 + np.random.normal(0, 0.1),     # Data freshness
-            ])
-            
-            # Ensure exactly 120 features
-            if len(features) > 120:
-                features = features[:120]
-            elif len(features) < 120:
-                features.extend([0.0] * (120 - len(features)))
-            
-            # Clamp all values to reasonable ranges
-            features = [max(-5.0, min(5.0, f)) for f in features]
-            
-            return features
+            # No real data available - return None instead of synthetic
+            logger.warning(f"No real BOM data available for {symbol} - waiting for real market data")
+            return None
             
         except Exception as e:
-            logger.error(f"Error generating synthetic BOM features for {symbol}: {e}")
-            return [0.0] * 120
+            logger.error(f"Error getting real BOM features for {symbol}: {e}")
+            return None
     
     def start_bom_cache_updates(self, cob_integration=None):
         """
@@ -2342,17 +2231,14 @@ class DataProvider:
                                     if bom_features:
                                         self.update_bom_cache(symbol, bom_features, cob_integration)
                                     else:
-                                        # Fallback to synthetic
-                                        synthetic_features = self.generate_synthetic_bom_features(symbol)
-                                        self.update_bom_cache(symbol, synthetic_features)
+                                        # NO SYNTHETIC FALLBACK - Wait for real data
+                                        logger.warning(f"No real BOM features available for {symbol} - waiting for real data")
                                 except Exception as e:
                                     logger.warning(f"Error getting real BOM features for {symbol}: {e}")
-                                    synthetic_features = self.generate_synthetic_bom_features(symbol)
-                                    self.update_bom_cache(symbol, synthetic_features)
+                                    logger.warning(f"Waiting for real data instead of using synthetic")
                             else:
-                                # Generate synthetic BOM features
-                                synthetic_features = self.generate_synthetic_bom_features(symbol)
-                                self.update_bom_cache(symbol, synthetic_features)
+                                # NO SYNTHETIC FEATURES - Wait for real COB integration
+                                logger.warning(f"No COB integration available for {symbol} - waiting for real data")
                         
                         time.sleep(1.0)  # Update every second
                         
@@ -2470,7 +2356,9 @@ class DataProvider:
         """Extract flow and microstructure features"""
         try:
             # For now, return synthetic features since full implementation would be complex
-            return self.generate_synthetic_bom_features(symbol)[70:]  # Last 50 features
+            # NO SYNTHETIC DATA - Return None if no real microstructure data
+            logger.warning(f"No real microstructure data available for {symbol}")
+            return None
         except:
             return [0.0] * 50
     

enhanced_realtime_training.py

@@ -1183,7 +1183,7 @@ class EnhancedRealtimeTrainingSystem:
                 if symbol in self.recent_dqn_predictions:
                     self.recent_dqn_predictions[symbol].append(display_prediction)
             
-            self.last_prediction_time[symbol] = current_time
+            self.last_prediction_time[symbol] = int(current_time)
             
             logger.info(f"Forward DQN prediction: {symbol} action={['BUY','SELL','HOLD'][action]} confidence={confidence:.2f} target={target_time.strftime('%H:%M:%S')}")
             

run_clean_dashboard.py

@@ -51,15 +51,17 @@ async def start_training_pipeline(orchestrator, trading_executor):
     }
     
     try:
-        # Start real-time processing (if available in Basic orchestrator)
+        # Start real-time processing (available in Enhanced orchestrator)
         if hasattr(orchestrator, 'start_realtime_processing'):
             await orchestrator.start_realtime_processing()
             logger.info("Real-time processing started")
-        else:
-            logger.info("Real-time processing not available in Basic orchestrator")
         
-        # COB integration not available in Basic orchestrator
-        logger.info("COB integration not available - using Basic orchestrator")
+        # Start COB integration (available in Enhanced orchestrator)
+        if hasattr(orchestrator, 'start_cob_integration'):
+            await orchestrator.start_cob_integration()
+            logger.info("COB integration started - 5-minute data matrix active")
+        else:
+            logger.info("COB integration not available")
         
         # Main training loop
         iteration = 0
@@ -146,9 +148,9 @@ def start_clean_dashboard_with_training():
         # Create data provider
         data_provider = DataProvider()
         
-        # Create basic orchestrator - stable and efficient
-        orchestrator = TradingOrchestrator(data_provider)
-        logger.info("Basic Trading Orchestrator created for stability")
+        # Create enhanced orchestrator with COB integration - stable and efficient
+        orchestrator = TradingOrchestrator(data_provider, enhanced_rl_training=True)
+        logger.info("Enhanced Trading Orchestrator created with COB integration")
         
         # Create trading executor
         trading_executor = TradingExecutor()

test_model_predictions_visualization.py

@@ -1,309 +0,0 @@
-#!/usr/bin/env python3
-"""
-Test Model Predictions Visualization
-
-This script demonstrates the enhanced model prediction visualization system
-that shows DQN actions, CNN price predictions, and accuracy feedback on the price chart.
-
-Features tested:
-- DQN action predictions (BUY/SELL/HOLD) as directional arrows with confidence-based sizing
-- CNN price direction predictions as trend lines with target markers
-- Prediction accuracy feedback with color-coded results
-- Real-time prediction tracking and storage
-- Mock prediction generation for demonstration
-"""
-
-import asyncio
-import logging
-import time
-import numpy as np
-from datetime import datetime, timedelta
-from typing import Dict, List, Optional
-
-from core.config import get_config
-from core.data_provider import DataProvider
-from core.orchestrator import TradingOrchestrator
-from core.trading_executor import TradingExecutor
-from web.clean_dashboard import create_clean_dashboard
-from enhanced_realtime_training import EnhancedRealtimeTrainingSystem
-
-# Setup logging
-logging.basicConfig(
-    level=logging.INFO,
-    format='%(asctime)s - %(name)s - %(levelname)s - %(message)s'
-)
-logger = logging.getLogger(__name__)
-
-class ModelPredictionTester:
-    """Test model prediction visualization capabilities"""
-    
-    def __init__(self):
-        self.config = get_config()
-        self.data_provider = DataProvider()
-        self.trading_executor = TradingExecutor()
-        self.orchestrator = TradingOrchestrator(
-            data_provider=self.data_provider,
-            enhanced_rl_training=True,
-            model_registry={}
-        )
-        
-        # Initialize enhanced training system
-        self.training_system = EnhancedRealtimeTrainingSystem(
-            orchestrator=self.orchestrator,
-            data_provider=self.data_provider,
-            dashboard=None  # Will be set after dashboard creation
-        )
-        
-        # Create dashboard with enhanced prediction visualization
-        self.dashboard = create_clean_dashboard(
-            data_provider=self.data_provider,
-            orchestrator=self.orchestrator,
-            trading_executor=self.trading_executor
-        )
-        
-        # Connect training system to dashboard
-        self.training_system.dashboard = self.dashboard
-        self.dashboard.training_system = self.training_system
-        
-        # Test data
-        self.test_symbols = ['ETH/USDT', 'BTC/USDT']
-        self.prediction_count = 0
-        
-        logger.info("Model Prediction Tester initialized")
-    
-    def generate_mock_dqn_predictions(self, symbol: str, count: int = 10):
-        """Generate mock DQN predictions for testing"""
-        try:
-            current_price = self.data_provider.get_current_price(symbol) or 2400.0
-            
-            for i in range(count):
-                # Generate realistic state vector
-                state = np.random.random(100)  # 100-dimensional state
-                
-                # Generate Q-values with some logic
-                q_values = [np.random.random(), np.random.random(), np.random.random()]
-                action = np.argmax(q_values)  # Best action
-                confidence = max(q_values) / sum(q_values)  # Confidence based on Q-value distribution
-                
-                # Add some price variation
-                pred_price = current_price + np.random.normal(0, 20)
-                
-                # Capture prediction
-                self.training_system.capture_dqn_prediction(
-                    symbol=symbol,
-                    state=state,
-                    q_values=q_values,
-                    action=action,
-                    confidence=confidence,
-                    price=pred_price
-                )
-                
-                self.prediction_count += 1
-                
-                logger.info(f"Generated DQN prediction {i+1}/{count}: {symbol} action={['BUY', 'SELL', 'HOLD'][action]} confidence={confidence:.2f}")
-                
-                # Small delay between predictions
-                time.sleep(0.1)
-                
-        except Exception as e:
-            logger.error(f"Error generating DQN predictions: {e}")
-    
-    def generate_mock_cnn_predictions(self, symbol: str, count: int = 8):
-        """Generate mock CNN predictions for testing"""
-        try:
-            current_price = self.data_provider.get_current_price(symbol) or 2400.0
-            
-            for i in range(count):
-                # Generate direction with some logic
-                direction = np.random.choice([0, 1, 2], p=[0.3, 0.2, 0.5])  # Slightly bullish
-                confidence = 0.4 + np.random.random() * 0.5  # 0.4-0.9 confidence
-                
-                # Calculate predicted price based on direction
-                if direction == 2:  # UP
-                    price_change = np.random.uniform(5, 50)
-                elif direction == 0:  # DOWN
-                    price_change = -np.random.uniform(5, 50)
-                else:  # SAME
-                    price_change = np.random.uniform(-5, 5)
-                
-                predicted_price = current_price + price_change
-                
-                # Generate features
-                features = np.random.random((15, 20)).flatten()  # Flattened CNN features
-                
-                # Capture prediction
-                self.training_system.capture_cnn_prediction(
-                    symbol=symbol,
-                    current_price=current_price,
-                    predicted_price=predicted_price,
-                    direction=direction,
-                    confidence=confidence,
-                    features=features
-                )
-                
-                self.prediction_count += 1
-                
-                logger.info(f"Generated CNN prediction {i+1}/{count}: {symbol} direction={['DOWN', 'SAME', 'UP'][direction]} confidence={confidence:.2f}")
-                
-                # Small delay between predictions
-                time.sleep(0.2)
-                
-        except Exception as e:
-            logger.error(f"Error generating CNN predictions: {e}")
-    
-    def generate_mock_accuracy_data(self, symbol: str, count: int = 15):
-        """Generate mock prediction accuracy data for testing"""
-        try:
-            current_price = self.data_provider.get_current_price(symbol) or 2400.0
-            
-            for i in range(count):
-                # Randomly choose prediction type
-                prediction_type = np.random.choice(['DQN', 'CNN'])
-                predicted_action = np.random.choice([0, 1, 2])
-                confidence = 0.3 + np.random.random() * 0.6
-                
-                # Generate realistic price change
-                actual_price_change = np.random.normal(0, 0.01)  # ±1% typical change
-                
-                # Validate accuracy
-                self.training_system.validate_prediction_accuracy(
-                    symbol=symbol,
-                    prediction_type=prediction_type,
-                    predicted_action=predicted_action,
-                    actual_price_change=actual_price_change,
-                    confidence=confidence
-                )
-                
-                logger.info(f"Generated accuracy data {i+1}/{count}: {symbol} {prediction_type} action={predicted_action}")
-                
-                # Small delay
-                time.sleep(0.1)
-                
-        except Exception as e:
-            logger.error(f"Error generating accuracy data: {e}")
-    
-    def run_prediction_generation_test(self):
-        """Run comprehensive prediction generation test"""
-        try:
-            logger.info("Starting Model Prediction Visualization Test")
-            logger.info("=" * 60)
-            
-            # Test for each symbol
-            for symbol in self.test_symbols:
-                logger.info(f"\nGenerating predictions for {symbol}...")
-                
-                # Generate DQN predictions
-                logger.info(f"Generating DQN predictions for {symbol}...")
-                self.generate_mock_dqn_predictions(symbol, count=12)
-                
-                # Generate CNN predictions
-                logger.info(f"Generating CNN predictions for {symbol}...")
-                self.generate_mock_cnn_predictions(symbol, count=8)
-                
-                # Generate accuracy data
-                logger.info(f"Generating accuracy data for {symbol}...")
-                self.generate_mock_accuracy_data(symbol, count=20)
-                
-                # Get prediction summary
-                summary = self.training_system.get_prediction_summary(symbol)
-                logger.info(f"Prediction summary for {symbol}: {summary}")
-            
-            # Log total statistics
-            training_stats = self.training_system.get_training_statistics()
-            logger.info("\nTraining System Statistics:")
-            logger.info(f"Total predictions generated: {self.prediction_count}")
-            logger.info(f"Prediction stats: {training_stats.get('prediction_stats', {})}")
-            
-            logger.info("\n" + "=" * 60)
-            logger.info("Prediction generation test completed successfully!")
-            logger.info("Dashboard should now show enhanced model predictions on the price chart:")
-            logger.info("- Green/Red arrows for DQN BUY/SELL predictions")
-            logger.info("- Gray circles for DQN HOLD predictions")
-            logger.info("- Colored trend lines for CNN price direction predictions")
-            logger.info("- Diamond markers for CNN prediction targets")
-            logger.info("- Green/Red X marks for correct/incorrect prediction feedback")
-            logger.info("- Hover tooltips showing confidence, Q-values, and accuracy scores")
-            
-        except Exception as e:
-            logger.error(f"Error in prediction generation test: {e}")
-    
-    def start_dashboard_with_predictions(self, host='127.0.0.1', port=8051):
-        """Start dashboard with enhanced prediction visualization"""
-        try:
-            logger.info(f"Starting dashboard with model predictions at http://{host}:{port}")
-            
-            # Run prediction generation in background
-            import threading
-            pred_thread = threading.Thread(target=self.run_prediction_generation_test, daemon=True)
-            pred_thread.start()
-            
-            # Start training system
-            self.training_system.start_training()
-            
-            # Start dashboard
-            self.dashboard.run_server(host=host, port=port, debug=False)
-            
-        except Exception as e:
-            logger.error(f"Error starting dashboard with predictions: {e}")
-    
-    def test_prediction_accuracy_validation(self):
-        """Test prediction accuracy validation logic"""
-        try:
-            logger.info("Testing prediction accuracy validation...")
-            
-            # Test DQN accuracy validation
-            test_cases = [
-                ('DQN', 0, 0.01, 0.8, True),   # BUY + price up = correct
-                ('DQN', 1, -0.01, 0.7, True),  # SELL + price down = correct
-                ('DQN', 2, 0.0005, 0.6, True), # HOLD + no change = correct
-                ('DQN', 0, -0.01, 0.8, False), # BUY + price down = incorrect
-                ('CNN', 2, 0.01, 0.9, True),   # UP + price up = correct
-                ('CNN', 0, -0.01, 0.8, True),  # DOWN + price down = correct
-                ('CNN', 1, 0.0005, 0.7, True), # SAME + no change = correct
-                ('CNN', 2, -0.01, 0.9, False), # UP + price down = incorrect
-            ]
-            
-            for prediction_type, action, price_change, confidence, expected_correct in test_cases:
-                self.training_system.validate_prediction_accuracy(
-                    symbol='ETH/USDT',
-                    prediction_type=prediction_type,
-                    predicted_action=action,
-                    actual_price_change=price_change,
-                    confidence=confidence
-                )
-                
-                # Check if validation worked correctly
-                if self.training_system.prediction_accuracy_history['ETH/USDT']:
-                    latest = list(self.training_system.prediction_accuracy_history['ETH/USDT'])[-1]
-                    actual_correct = latest['correct']
-                    
-                    status = "✓" if actual_correct == expected_correct else "✗"
-                    logger.info(f"{status} {prediction_type} action={action} change={price_change:.4f} -> correct={actual_correct}")
-            
-            logger.info("Prediction accuracy validation test completed")
-            
-        except Exception as e:
-            logger.error(f"Error testing prediction accuracy validation: {e}")
-
-def main():
-    """Main test function"""
-    try:
-        # Create tester
-        tester = ModelPredictionTester()
-        
-        # Run accuracy validation test first
-        tester.test_prediction_accuracy_validation()
-        
-        # Start dashboard with enhanced predictions
-        logger.info("\nStarting dashboard with enhanced model prediction visualization...")
-        logger.info("Visit http://127.0.0.1:8051 to see the enhanced price chart with model predictions")
-        
-        tester.start_dashboard_with_predictions()
-        
-    except KeyboardInterrupt:
-        logger.info("Test interrupted by user")
-    except Exception as e:
-        logger.error(f"Error in main test: {e}")
-
-if __name__ == "__main__":
-    main() 

web/component_manager.py

@@ -4,8 +4,10 @@ Manages the formatting and creation of dashboard components
 """
 
 from dash import html, dcc
+import dash_bootstrap_components as dbc
 from datetime import datetime
 import logging
+import numpy as np
 
 logger = logging.getLogger(__name__)
 
@@ -245,139 +247,108 @@ class DashboardComponentManager:
             logger.error(f"Error formatting system status: {e}")
             return [html.P(f"Error: {str(e)}", className="text-danger small")]
     
-    def _format_cnn_pivot_prediction(self, model_info):
-        """Format CNN pivot prediction for display"""
-        try:
-            pivot_prediction = model_info.get('pivot_prediction')
-            if not pivot_prediction:
-                return html.Div()
-            
-            pivot_type = pivot_prediction.get('pivot_type', 'UNKNOWN')
-            predicted_price = pivot_prediction.get('predicted_price', 0)
-            confidence = pivot_prediction.get('confidence', 0)
-            time_horizon = pivot_prediction.get('time_horizon_minutes', 0)
-            
-            # Color coding for pivot types
-            if 'RESISTANCE' in pivot_type:
-                pivot_color = "text-danger"
-                pivot_icon = "fas fa-arrow-up"
-            elif 'SUPPORT' in pivot_type:
-                pivot_color = "text-success" 
-                pivot_icon = "fas fa-arrow-down"
-            else:
-                pivot_color = "text-warning"
-                pivot_icon = "fas fa-arrows-alt-h"
-            
-            return html.Div([
-                html.Div([
-                    html.I(className=f"{pivot_icon} me-1 {pivot_color}"),
-                    html.Span("Next Pivot: ", className="text-muted small"),
-                    html.Span(f"${predicted_price:.2f}", className=f"small fw-bold {pivot_color}")
-                ], className="mb-1"),
-                html.Div([
-                    html.Span(f"{pivot_type.replace('_', ' ')}", className=f"small {pivot_color}"),
-                    html.Span(f" ({confidence:.0%}) in ~{time_horizon}m", className="text-muted small")
-                ])
-            ], className="mt-1 p-1", style={"backgroundColor": "rgba(255,255,255,0.02)", "borderRadius": "3px"})
-            
-        except Exception as e:
-            logger.debug(f"Error formatting CNN pivot prediction: {e}")
-            return html.Div()
-    
     def format_cob_data(self, cob_snapshot, symbol):
-        """Format COB data for display"""
+        """Format COB data into a ladder display with volume bars"""
         try:
-            if not cob_snapshot:
-                return [html.P("No COB data", className="text-muted small")]
+            if not cob_snapshot or not hasattr(cob_snapshot, 'stats'):
+                return html.Div([
+                    html.H6(f"{symbol} COB", className="mb-2"),
+                    html.P("No COB data available", className="text-muted small")
+                ])
             
-            # Real COB data display
-            cob_info = []
+            stats = cob_snapshot.stats if hasattr(cob_snapshot, 'stats') else {}
+            mid_price = stats.get('mid_price', 0)
+            spread_bps = stats.get('spread_bps', 0)
+            total_bid_liquidity = stats.get('total_bid_liquidity', 0)
+            total_ask_liquidity = stats.get('total_ask_liquidity', 0)
+            imbalance = stats.get('imbalance', 0)
+            bids = getattr(cob_snapshot, 'consolidated_bids', [])
+            asks = getattr(cob_snapshot, 'consolidated_asks', [])
+
+            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")
+                ])
+
+            # Header with summary stats
+            imbalance_text = f"Bid Heavy ({imbalance:.3f})" if imbalance > 0 else f"Ask Heavy ({imbalance:.3f})"
+            imbalance_color = "text-success" if imbalance > 0 else "text-danger"
             
-            # Symbol header
-            cob_info.append(html.Div([
-                html.Strong(f"{symbol}", className="text-info"),
-                html.Span(" - COB Snapshot", className="small text-muted")
-            ], className="mb-2"))
-            
-            # Check if we have a real COB snapshot object
-            if hasattr(cob_snapshot, 'volume_weighted_mid'):
-                # Real COB snapshot data
-                mid_price = getattr(cob_snapshot, 'volume_weighted_mid', 0)
-                spread_bps = getattr(cob_snapshot, 'spread_bps', 0)
-                bid_liquidity = getattr(cob_snapshot, 'total_bid_liquidity', 0)
-                ask_liquidity = getattr(cob_snapshot, 'total_ask_liquidity', 0)
-                imbalance = getattr(cob_snapshot, 'liquidity_imbalance', 0)
-                bid_levels = len(getattr(cob_snapshot, 'consolidated_bids', []))
-                ask_levels = len(getattr(cob_snapshot, 'consolidated_asks', []))
-                
-                # Price and spread
-                cob_info.append(html.Div([
-                    html.Div([
-                        html.I(className="fas fa-dollar-sign text-success me-2"),
-                        html.Span(f"Mid: ${mid_price:.2f}", className="small fw-bold")
-                    ], className="mb-1"),
-                    html.Div([
-                        html.I(className="fas fa-arrows-alt-h text-warning me-2"),
-                        html.Span(f"Spread: {spread_bps:.1f} bps", className="small")
-                    ], className="mb-1")
+            header = html.Div([
+                html.H6(f"{symbol} - COB Ladder", className="mb-1"),
+                html.Div([
+                    html.Span(f"Mid: ${mid_price:,.2f}", className="me-3"),
+                    html.Span(f"Spread: {spread_bps:.1f} bps", className="me-3"),
+                    html.Span(f"Imbalance: ", className="small"),
+                    html.Span(imbalance_text, className=f"fw-bold {imbalance_color}")
+                ], className="small text-muted")
+            ], className="mb-2")
+
+            # --- Ladder Creation ---
+            bucket_size = 10  # $10 price buckets
+            num_levels = 5  # 5 levels above and below
+
+            # Aggregate bids and asks into buckets
+            def aggregate_buckets(orders, mid_price, bucket_size):
+                buckets = {}
+                for order in orders:
+                    price = order.get('price', 0)
+                    size = order.get('size', 0)
+                    if price > 0:
+                        bucket_key = round(price / bucket_size) * bucket_size
+                        if bucket_key not in buckets:
+                            buckets[bucket_key] = 0
+                        buckets[bucket_key] += size * price  # Volume in quote currency (USD)
+                return buckets
+
+            bid_buckets = aggregate_buckets(bids, mid_price, bucket_size)
+            ask_buckets = aggregate_buckets(asks, mid_price, bucket_size)
+
+            all_volumes = list(bid_buckets.values()) + list(ask_buckets.values())
+            max_volume = max(all_volumes) if all_volumes else 1
+
+            # Determine ladder price levels
+            center_bucket = round(mid_price / bucket_size) * bucket_size
+            ask_levels = [center_bucket + i * bucket_size for i in range(1, num_levels + 1)]
+            bid_levels = [center_bucket - i * bucket_size for i in range(num_levels)]
+
+            # Create ladder rows
+            ask_rows = []
+            for price in sorted(ask_levels, reverse=True):
+                volume = ask_buckets.get(price, 0)
+                progress = (volume / max_volume) * 100
+                ask_rows.append(html.Tr([
+                    html.Td(f"${price:,.2f}", className="text-danger price-level"),
+                    html.Td(f"${volume:,.0f}", className="volume-level"),
+                    html.Td(dbc.Progress(value=progress, color="danger", className="vh-25"), className="progress-cell")
                 ]))
-                
-                # Liquidity info
-                total_liquidity = bid_liquidity + ask_liquidity
-                bid_pct = (bid_liquidity / total_liquidity * 100) if total_liquidity > 0 else 0
-                ask_pct = (ask_liquidity / total_liquidity * 100) if total_liquidity > 0 else 0
-                
-                cob_info.append(html.Div([
-                    html.Div([
-                        html.I(className="fas fa-layer-group text-info me-2"),
-                        html.Span(f"Liquidity: ${total_liquidity:,.0f}", className="small")
-                    ], className="mb-1"),
-                    html.Div([
-                        html.Span(f"Bids: {bid_pct:.0f}% ", className="small text-success"),
-                        html.Span(f"Asks: {ask_pct:.0f}%", className="small text-danger")
-                    ], className="mb-1")
-                ]))
-                
-                # Order book depth
-                cob_info.append(html.Div([
-                    html.Div([
-                        html.I(className="fas fa-list text-secondary me-2"),
-                        html.Span(f"Levels: {bid_levels} bids, {ask_levels} asks", className="small")
-                    ], className="mb-1")
-                ]))
-                
-                # Imbalance indicator
-                imbalance_color = "text-success" if imbalance > 0.1 else "text-danger" if imbalance < -0.1 else "text-muted"
-                imbalance_text = "Bid Heavy" if imbalance > 0.1 else "Ask Heavy" if imbalance < -0.1 else "Balanced"
-                
-                cob_info.append(html.Div([
-                    html.I(className="fas fa-balance-scale me-2"),
-                    html.Span(f"Imbalance: ", className="small text-muted"),
-                    html.Span(f"{imbalance_text} ({imbalance:.3f})", className=f"small {imbalance_color}")
-                ], className="mb-1"))
-                
-            else:
-                # Fallback display for other data formats
-                cob_info.append(html.Div([
-                    html.Div([
-                        html.I(className="fas fa-chart-bar text-success me-2"),
-                        html.Span("Order Book: Active", className="small")
-                    ], className="mb-1"),
-                    html.Div([
-                        html.I(className="fas fa-coins text-warning me-2"),
-                        html.Span("Liquidity: Good", className="small")
-                    ], className="mb-1"),
-                    html.Div([
-                        html.I(className="fas fa-balance-scale text-info me-2"),
-                        html.Span("Imbalance: Neutral", className="small")
-                    ])
+
+            bid_rows = []
+            for price in sorted(bid_levels, reverse=True):
+                volume = bid_buckets.get(price, 0)
+                progress = (volume / max_volume) * 100
+                bid_rows.append(html.Tr([
+                    html.Td(f"${price:,.2f}", className="text-success price-level"),
+                    html.Td(f"${volume:,.0f}", className="volume-level"),
+                    html.Td(dbc.Progress(value=progress, color="success", className="vh-25"), className="progress-cell")
                 ]))
             
-            return cob_info
-            
+            # Mid-price separator
+            mid_row = html.Tr([
+                html.Td(f"${mid_price:,.2f}", colSpan=3, className="text-center fw-bold text-white bg-secondary")
+            ])
+
+            ladder_table = html.Table([
+                html.Thead(html.Tr([html.Th("Price (USD)"), html.Th("Volume (USD)"), html.Th("Total")])),
+                html.Tbody(ask_rows + [mid_row] + bid_rows)
+            ], className="table table-sm table-dark cob-ladder-table")
+
+            return html.Div([header, ladder_table])
+
         except Exception as e:
-            logger.error(f"Error formatting COB data: {e}")
-            return [html.P(f"Error: {str(e)}", className="text-danger small")]
+            logger.error(f"Error formatting COB data ladder: {e}")
+            return html.P(f"Error: {str(e)}", className="text-danger small")
     
     def format_cob_data_with_buckets(self, cob_snapshot, symbol, price_buckets, memory_stats, bucket_size=1.0):
         """Format COB data with price buckets for high-frequency display"""
@@ -607,6 +578,18 @@ class DashboardComponentManager:
                                 html.Span(f" @ {pred_time}", className="text-muted small")
                             ], className="mb-1"),
                             
+                            # Timing information (NEW)
+                            html.Div([
+                                html.Span("Timing: ", className="text-muted small"),
+                                html.Span(f"Inf: {model_info.get('timing', {}).get('last_inference', 'None')}", className="text-info small"),
+                                html.Span(" | ", className="text-muted small"),
+                                html.Span(f"Train: {model_info.get('timing', {}).get('last_training', 'None')}", className="text-warning small"),
+                                html.Br(),
+                                html.Span(f"Rate: {model_info.get('timing', {}).get('inferences_per_second', '0.00')}/s", className="text-success small"),
+                                html.Span(" | ", className="text-muted small"),
+                                html.Span(f"24h: {model_info.get('timing', {}).get('predictions_24h', 0)}", className="text-primary small")
+                            ], className="mb-1"),
+                            
                             # Loss metrics with improvement tracking
                             html.Div([
                                 html.Span("Current Loss: ", className="text-muted small"),
@@ -680,4 +663,43 @@ class DashboardComponentManager:
             
         except Exception as e:
             logger.error(f"Error formatting training metrics: {e}")
-            return [html.P(f"Error: {str(e)}", className="text-danger small")] 
+            return [html.P(f"Error: {str(e)}", className="text-danger small")]
+    
+    def _format_cnn_pivot_prediction(self, model_info):
+        """Format CNN pivot prediction for display"""
+        try:
+            pivot_prediction = model_info.get('pivot_prediction')
+            if not pivot_prediction:
+                return html.Div()
+            
+            pivot_type = pivot_prediction.get('pivot_type', 'UNKNOWN')
+            predicted_price = pivot_prediction.get('predicted_price', 0)
+            confidence = pivot_prediction.get('confidence', 0)
+            time_horizon = pivot_prediction.get('time_horizon_minutes', 0)
+            
+            # Color coding for pivot types
+            if 'RESISTANCE' in pivot_type:
+                pivot_color = "text-danger"
+                pivot_icon = "fas fa-arrow-up"
+            elif 'SUPPORT' in pivot_type:
+                pivot_color = "text-success" 
+                pivot_icon = "fas fa-arrow-down"
+            else:
+                pivot_color = "text-warning"
+                pivot_icon = "fas fa-arrows-alt-h"
+            
+            return html.Div([
+                html.Div([
+                    html.I(className=f"{pivot_icon} me-1 {pivot_color}"),
+                    html.Span("Next Pivot: ", className="text-muted small"),
+                    html.Span(f"${predicted_price:.2f}", className=f"small fw-bold {pivot_color}")
+                ], className="mb-1"),
+                html.Div([
+                    html.Span(f"{pivot_type.replace('_', ' ')}", className=f"small {pivot_color}"),
+                    html.Span(f" ({confidence:.0%}) in ~{time_horizon}m", className="text-muted small")
+                ])
+            ], className="mt-1 p-1", style={"backgroundColor": "rgba(255,255,255,0.02)", "borderRadius": "3px"})
+            
+        except Exception as e:
+            logger.debug(f"Error formatting CNN pivot prediction: {e}")
+            return html.Div() 

web/layout_manager.py

@@ -51,7 +51,7 @@ class DashboardLayoutManager:
         return html.Div([
             self._create_metrics_and_signals_row(),
             self._create_charts_row(),
-            self._create_analytics_and_performance_row()
+            self._create_cob_and_trades_row()
         ])
     
     def _create_metrics_and_signals_row(self):
@@ -199,6 +199,100 @@ class DashboardLayoutManager:
             ], className="card")
         ])
     
+    def _create_cob_and_trades_row(self):
+        """Creates the row for COB ladders, closed trades, and model status."""
+        return html.Div(
+            [
+                # Left side: COB Ladders (60% width)
+                html.Div(
+                    [
+                        html.Div(
+                            [
+                                # ETH/USDT COB
+                                html.Div(
+                                    [
+                                        html.Div(
+                                            id="eth-cob-content",
+                                            className="card-body p-2",
+                                        )
+                                    ],
+                                    className="card",
+                                    style={"flex": "1"},
+                                ),
+                                # BTC/USDT COB
+                                html.Div(
+                                    [
+                                        html.Div(
+                                            id="btc-cob-content",
+                                            className="card-body p-2",
+                                        )
+                                    ],
+                                    className="card",
+                                    style={"flex": "1", "marginLeft": "1rem"},
+                                ),
+                            ],
+                            className="d-flex",
+                        )
+                    ],
+                    style={"width": "60%"},
+                ),
+                # Right side: Trades and Model Status (40% width)
+                html.Div(
+                    [
+                        # Closed Trades
+                        html.Div(
+                            [
+                                html.Div(
+                                    [
+                                        html.H6(
+                                            [
+                                                html.I(className="fas fa-history me-2"),
+                                                "Closed Trades",
+                                            ],
+                                            className="card-title mb-2",
+                                        ),
+                                        html.Div(
+                                            id="closed-trades-table",
+                                            style={"height": "250px", "overflowY": "auto"},
+                                        ),
+                                    ],
+                                    className="card-body p-2",
+                                )
+                            ],
+                            className="card mb-3",
+                        ),
+                        # Model Status
+                        html.Div(
+                            [
+                                html.Div(
+                                    [
+                                        html.H6(
+                                            [
+                                                html.I(className="fas fa-brain me-2"),
+                                                "Models & Training Progress",
+                                            ],
+                                            className="card-title mb-2",
+                                        ),
+                                        html.Div(
+                                            id="training-metrics",
+                                            style={
+                                                "height": "250px",
+                                                "overflowY": "auto",
+                                            },
+                                        ),
+                                    ],
+                                    className="card-body p-2",
+                                )
+                            ],
+                            className="card",
+                        ),
+                    ],
+                    style={"width": "38%", "marginLeft": "2%"},
+                ),
+            ],
+            className="d-flex mb-3",
+        )
+    
     def _create_analytics_and_performance_row(self):
         """Create the combined analytics and performance row with COB data, trades, and training progress"""
         return html.Div([