7.3 KiB
7.3 KiB
Scalping Dashboard WebSocket Tick Streaming Implementation
Major Improvements Implemented
1. WebSocket Real-Time Tick Streaming for Main Chart
Problem: Main 1s chart was not loading due to candlestick chart issues and lack of real-time data Solution: Implemented direct WebSocket tick streaming with zero latency
Key Features:
- Direct WebSocket Feed: Main chart now uses live tick data from Binance WebSocket
- Tick Buffer: Maintains 200 most recent ticks for immediate chart updates
- Zero Latency: No API calls or caching - direct from WebSocket stream
- Volume Integration: Real-time volume data included in tick stream
Implementation Details:
# Real-time tick buffer for main chart
self.live_tick_buffer = {
'ETH/USDT': [],
'BTC/USDT': []
}
# WebSocket tick processing with volume
tick_entry = {
'timestamp': timestamp,
'price': price,
'volume': volume,
'open': price, # For tick data, OHLC are same as current price
'high': price,
'low': price,
'close': price
}
2. Fixed Candlestick Chart Issues
Problem: Candlestick charts failing due to unsupported hovertemplate
property
Solution: Removed incompatible properties and optimized chart creation
Changes Made:
- Removed
hovertemplate
fromgo.Candlestick()
traces - Fixed volume bar chart properties
- Maintained proper OHLC data structure
- Added proper error handling for chart creation
3. Enhanced Dynamic Throttling System
Problem: Dashboard was over-throttling and preventing updates Solution: Optimized throttling parameters and logic
Improvements:
- More Lenient Thresholds: Fast < 1.0s, Slow > 3.0s, Critical > 8.0s
- Reduced Max Throttle Level: From 5 to 3 levels
- Faster Recovery: Reduced consecutive updates needed from 5 to 3
- Conservative Start: Begin with 2-second intervals for stability
Performance Optimization:
# Optimized throttling parameters
self.update_frequency = 2000 # Start conservative (2s)
self.min_frequency = 5000 # Max throttling (5s)
self.max_frequency = 1000 # Min throttling (1s)
self.throttle_level = 0 # Max level 3 (reduced from 5)
4. Dual Chart System
Main Chart: WebSocket tick streaming (zero latency)
- Real-time tick data from WebSocket
- Line chart for high-frequency data visualization
- Live price markers and trading signals
- Volume overlay on secondary axis
Small Charts: Traditional candlestick charts
- ETH/USDT: 1m, 1h, 1d timeframes
- BTC/USDT: 1s reference chart
- Proper OHLC candlestick visualization
- Live price indicators
5. WebSocket Integration Enhancements
Enhanced Data Processing:
- Volume data extraction from WebSocket
- Timestamp synchronization
- Buffer size management (200 ticks max)
- Error handling and reconnection logic
Real-Time Features:
- Live price updates every tick
- Tick count display
- WebSocket connection status
- Automatic buffer maintenance
Technical Implementation
WebSocket Tick Processing
def _websocket_price_stream(self, symbol: str):
# Enhanced to capture volume and create tick entries
tick_data = json.loads(message)
price = float(tick_data.get('c', 0))
volume = float(tick_data.get('v', 0))
timestamp = datetime.now()
# Add to tick buffer for real-time chart
tick_entry = {
'timestamp': timestamp,
'price': price,
'volume': volume,
'open': price,
'high': price,
'low': price,
'close': price
}
self.live_tick_buffer[formatted_symbol].append(tick_entry)
Main Tick Chart Creation
def _create_main_tick_chart(self, symbol: str):
# Convert tick buffer to DataFrame
df = pd.DataFrame(tick_buffer)
# Line chart for high-frequency tick data
fig.add_trace(go.Scatter(
x=df['timestamp'],
y=df['price'],
mode='lines',
name=f"{symbol} Live Ticks",
line=dict(color='#00ff88', width=2)
))
# Volume bars on secondary axis
fig.add_trace(go.Bar(
x=df['timestamp'],
y=df['volume'],
name="Tick Volume",
yaxis='y2',
opacity=0.3
))
Performance Benefits
1. Zero Latency Main Chart
- Direct WebSocket: No API delays
- Tick-Level Updates: Sub-second price movements
- Buffer Management: Efficient memory usage
- Real-Time Volume: Live trading activity
2. Optimized Update Frequency
- Adaptive Throttling: Responds to system performance
- Conservative Start: Stable initial operation
- Fast Recovery: Quick optimization when performance improves
- Intelligent Skipping: Maintains responsiveness under load
3. Robust Error Handling
- Chart Fallbacks: Graceful degradation on errors
- WebSocket Reconnection: Automatic recovery
- Data Validation: Prevents crashes from bad data
- Performance Monitoring: Continuous optimization
User Experience Improvements
1. Immediate Visual Feedback
- Live Tick Stream: Real-time price movements
- Trading Signals: Buy/sell markers on charts
- Volume Activity: Live trading volume display
- Connection Status: WebSocket connectivity indicators
2. Professional Trading Interface
- Candlestick Charts: Proper OHLC visualization for small charts
- Tick Stream: High-frequency data for main chart
- Multiple Timeframes: 1s, 1m, 1h, 1d views
- Volume Integration: Trading activity visualization
3. Stable Performance
- Dynamic Throttling: Prevents system overload
- Error Recovery: Graceful handling of issues
- Memory Management: Efficient tick buffer handling
- Connection Resilience: Automatic WebSocket reconnection
Testing Results
✅ Fixed Issues
- Main Chart Loading: Now displays WebSocket tick stream
- Candlestick Charts: Proper OHLC visualization in small charts
- Volume Display: Real-time volume data shown correctly
- Update Frequency: Optimized throttling prevents over-throttling
- Chart Responsiveness: Immediate updates from WebSocket feed
✅ Performance Metrics
- Dashboard Startup: HTTP 200 response confirmed
- WebSocket Connections: Active connections established
- Tick Buffer: 200-tick buffer maintained efficiently
- Chart Updates: Real-time updates without lag
- Error Handling: Graceful fallbacks implemented
Usage Instructions
Launch Dashboard
python run_scalping_dashboard.py --port 8051 --leverage 500
Access Dashboard
- URL: http://127.0.0.1:8051
- Main Chart: ETH/USDT WebSocket tick stream
- Small Charts: Traditional candlestick charts
- Real-Time Data: Live price and volume updates
Monitor Performance
- Throttle Level: Displayed in logs
- Update Frequency: Adaptive based on performance
- Tick Count: Shown in main chart title
- WebSocket Status: Connection indicators in interface
Conclusion
The scalping dashboard now features:
- Zero-latency main chart with WebSocket tick streaming
- Proper candlestick charts for traditional timeframes
- Real-time volume data integration
- Optimized performance with intelligent throttling
- Professional trading interface with live signals
The implementation provides immediate visual feedback for scalping operations while maintaining system stability and performance optimization.