# Enhanced Scalping Dashboard with 1s Bars and 15min Cache - Implementation Summary ## Overview Successfully implemented an enhanced real-time scalping dashboard with the following key improvements: ### 🎯 Core Features Implemented 1. **1-Second OHLCV Bar Charts** (instead of tick points) - Real-time candle aggregation from tick data - Proper OHLCV calculation with volume tracking - Buy/sell volume separation for enhanced analysis 2. **15-Minute Server-Side Tick Cache** - Rolling 15-minute window of raw tick data - Optimized for model training data access - Thread-safe implementation with deque structures 3. **Enhanced Volume Visualization** - Separate buy/sell volume bars - Volume comparison charts between symbols - Real-time volume analysis subplot 4. **Ultra-Low Latency WebSocket Streaming** - Direct tick processing pipeline - Minimal latency between market data and display - Efficient data structures for real-time updates ## 📁 Files Created/Modified ### New Files: - `web/enhanced_scalping_dashboard.py` - Main enhanced dashboard implementation - `run_enhanced_scalping_dashboard.py` - Launcher script with configuration options ### Key Components: #### 1. TickCache Class ```python class TickCache: """15-minute tick cache for model training""" - cache_duration_minutes: 15 (configurable) - max_cache_size: 50,000 ticks per symbol - Thread-safe with Lock() - Automatic cleanup of old ticks ``` #### 2. CandleAggregator Class ```python class CandleAggregator: """Real-time 1-second candle aggregation from tick data""" - Aggregates ticks into 1-second OHLCV bars - Tracks buy/sell volume separately - Maintains rolling window of 300 candles (5 minutes) - Thread-safe implementation ``` #### 3. TradingSession Class ```python class TradingSession: """Session-based trading with $100 starting balance""" - $100 starting balance per session - Real-time P&L tracking - Win rate calculation - Trade history logging ``` #### 4. EnhancedScalpingDashboard Class ```python class EnhancedScalpingDashboard: """Enhanced real-time scalping dashboard with 1s bars and 15min cache""" - 1-second update frequency - Multi-chart layout with volume analysis - Real-time performance monitoring - Background orchestrator integration ``` ## 🎨 Dashboard Layout ### Header Section: - Session ID and metrics - Current balance and P&L - Live ETH/USDT and BTC/USDT prices - Cache status (total ticks) ### Main Chart (700px height): - ETH/USDT 1-second OHLCV candlestick chart - Volume subplot with buy/sell separation - Trading signal overlays - Real-time price and candle count display ### Secondary Charts: - BTC/USDT 1-second bars (350px) - Volume analysis comparison chart (350px) ### Status Panels: - 15-minute tick cache details - System performance metrics - Live trading actions log ## 🔧 Technical Implementation ### Data Flow: 1. **Market Ticks** → DataProvider WebSocket 2. **Tick Processing** → TickCache (15min) + CandleAggregator (1s) 3. **Dashboard Updates** → 1-second callback frequency 4. **Trading Decisions** → Background orchestrator thread 5. **Chart Rendering** → Plotly with dark theme ### Performance Optimizations: - Thread-safe data structures - Efficient deque collections - Minimal callback duration (<50ms target) - Background processing for heavy operations ### Volume Analysis: - Buy volume: Green bars (#00ff88) - Sell volume: Red bars (#ff6b6b) - Volume comparison between ETH and BTC - Real-time volume trend analysis ## 🚀 Launch Instructions ### Basic Launch: ```bash python run_enhanced_scalping_dashboard.py ``` ### Advanced Options: ```bash python run_enhanced_scalping_dashboard.py --host 0.0.0.0 --port 8051 --debug --log-level DEBUG ``` ### Access Dashboard: - URL: http://127.0.0.1:8051 - Features: 1s bars, 15min cache, enhanced volume display - Update frequency: 1 second ## 📊 Key Metrics Displayed ### Session Metrics: - Current balance (starts at $100) - Session P&L (real-time) - Win rate percentage - Total trades executed ### Cache Statistics: - Tick count per symbol - Cache duration in minutes - Candle count (1s aggregated) - Ticks per minute rate ### System Performance: - Callback duration (ms) - Session duration (hours) - Real-time performance monitoring ## 🎯 Benefits Over Previous Implementation 1. **Better Market Visualization**: - 1s OHLCV bars provide clearer price action - Volume analysis shows market sentiment - Proper candlestick charts instead of scatter plots 2. **Enhanced Model Training**: - 15-minute tick cache provides rich training data - Real-time data pipeline for continuous learning - Optimized data structures for fast access 3. **Improved Performance**: - Lower latency data processing - Efficient memory usage with rolling windows - Thread-safe concurrent operations 4. **Professional Dashboard**: - Clean, dark theme interface - Multiple chart views - Real-time status monitoring - Trading session tracking ## 🔄 Integration with Existing System The enhanced dashboard integrates seamlessly with: - `core.data_provider.DataProvider` for market data - `core.enhanced_orchestrator.EnhancedTradingOrchestrator` for trading decisions - Existing logging and configuration systems - Model training pipeline (via 15min tick cache) ## 📈 Next Steps 1. **Model Integration**: Use 15min tick cache for real-time model training 2. **Advanced Analytics**: Add technical indicators to 1s bars 3. **Multi-Timeframe**: Support for multiple timeframe views 4. **Alert System**: Price/volume-based notifications 5. **Export Features**: Data export for analysis ## 🎉 Success Criteria Met ✅ **1-second bar charts implemented** ✅ **15-minute tick cache operational** ✅ **Enhanced volume visualization** ✅ **Ultra-low latency streaming** ✅ **Real-time candle aggregation** ✅ **Professional dashboard interface** ✅ **Session-based trading tracking** ✅ **System performance monitoring** The enhanced scalping dashboard is now ready for production use with significantly improved market data visualization and model training capabilities.