# Data Stream Management Guide

## Quick Commands

### Check Stream Status
```bash
python check_stream.py status
```

### Show OHLCV Data with Indicators
```bash
python check_stream.py ohlcv
```

### Show COB Data with Price Buckets
```bash
python check_stream.py cob
```

### Generate Snapshot
```bash
python check_stream.py snapshot
```

## What You'll See

### Stream Status Output
- ✅ Dashboard is running
- 📊 Health status
- 🔄 Stream connection and streaming status
- 📈 Total samples and active streams
- 🟢/🔴 Buffer sizes for each data type

### OHLCV Data Output
- 📊 Data for 1s, 1m, 1h, 1d timeframes
- Records count and latest timestamp
- Current price and technical indicators:
  - RSI (Relative Strength Index)
  - MACD (Moving Average Convergence Divergence)
  - SMA20 (Simple Moving Average 20-period)

### COB Data Output
- 📊 Order book data with price buckets
- Mid price, spread, and imbalance
- Price buckets in $1 increments
- Bid/ask volumes for each bucket

### Snapshot Output
- ✅ Snapshot saved with filepath
- 📅 Timestamp of creation

## API Endpoints

The dashboard exposes these REST API endpoints:

- `GET /api/health` - Health check
- `GET /api/stream-status` - Data stream status
- `GET /api/ohlcv-data?symbol=ETH/USDT&timeframe=1m&limit=300` - OHLCV data with indicators
- `GET /api/cob-data?symbol=ETH/USDT&limit=300` - COB data with price buckets
- `POST /api/snapshot` - Generate data snapshot

## Data Available

### OHLCV Data (300 points each)
- **1s**: Real-time tick data
- **1m**: 1-minute candlesticks
- **1h**: 1-hour candlesticks  
- **1d**: Daily candlesticks

### Technical Indicators
- SMA (Simple Moving Average) 20, 50
- EMA (Exponential Moving Average) 12, 26
- RSI (Relative Strength Index)
- MACD (Moving Average Convergence Divergence)
- Bollinger Bands (Upper, Middle, Lower)
- Volume ratio

### COB Data (300 points)
- **Price buckets**: $1 increments around mid price
- **Order book levels**: Bid/ask volumes and counts
- **Market microstructure**: Spread, imbalance, total volumes

## When Data Appears

Data will be available when:
1. **Dashboard is running** (`python run_clean_dashboard.py`)
2. **Market data is flowing** (OHLCV, ticks, COB)
3. **Models are making predictions**
4. **Training is active**

## Usage Tips

- **Start dashboard first**: `python run_clean_dashboard.py`
- **Check status** to confirm data is flowing
- **Use OHLCV command** to see price data with indicators
- **Use COB command** to see order book microstructure
- **Generate snapshots** to capture current state
- **Wait for market activity** to see data populate

## Files Created

- `check_stream.py` - API client for data access
- `data_snapshots/` - Directory for saved snapshots
- `snapshot_*.json` - Timestamped snapshot files with full data