feat(visualizer): add DLOB dashboard and SOL default
This commit is contained in:
@@ -1,3 +1,4 @@
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import type { CSSProperties } from 'react';
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import { useEffect, useMemo, useState } from 'react';
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import { useEffect, useMemo, useState } from 'react';
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import { useLocalStorageState } from './app/hooks/useLocalStorageState';
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import { useLocalStorageState } from './app/hooks/useLocalStorageState';
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import AppShell from './layout/AppShell';
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import AppShell from './layout/AppShell';
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@@ -11,6 +12,11 @@ import Button from './ui/Button';
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import TopNav from './layout/TopNav';
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import TopNav from './layout/TopNav';
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import AuthStatus from './layout/AuthStatus';
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import AuthStatus from './layout/AuthStatus';
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import LoginScreen from './layout/LoginScreen';
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import LoginScreen from './layout/LoginScreen';
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import { useDlobStats } from './features/market/useDlobStats';
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import { useDlobL2 } from './features/market/useDlobL2';
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import { useDlobSlippage } from './features/market/useDlobSlippage';
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import { useDlobDepthBands } from './features/market/useDlobDepthBands';
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import DlobDashboard from './features/market/DlobDashboard';
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function envNumber(name: string, fallback: number): number {
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function envNumber(name: string, fallback: number): number {
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const v = (import.meta as any).env?.[name];
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const v = (import.meta as any).env?.[name];
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@@ -36,6 +42,11 @@ function formatQty(v: number | null | undefined, decimals: number): string {
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return v.toLocaleString(undefined, { minimumFractionDigits: decimals, maximumFractionDigits: decimals });
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return v.toLocaleString(undefined, { minimumFractionDigits: decimals, maximumFractionDigits: decimals });
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}
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}
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function orderbookBarStyle(scale: number): CSSProperties {
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const s = Number.isFinite(scale) && scale > 0 ? Math.min(1, scale) : 0;
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return { ['--ob-bar-scale' as any]: s } as CSSProperties;
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}
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type WhoamiResponse = {
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type WhoamiResponse = {
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ok?: boolean;
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ok?: boolean;
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user?: string | null;
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user?: string | null;
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@@ -99,9 +110,9 @@ export default function App() {
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}
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}
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function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
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function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
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const markets = useMemo(() => ['PUMP-PERP', 'SOL-PERP', 'BTC-PERP', 'ETH-PERP'], []);
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const markets = useMemo(() => ['PUMP-PERP', 'SOL-PERP', '1MBONK-PERP', 'BTC-PERP', 'ETH-PERP'], []);
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const [symbol, setSymbol] = useLocalStorageState('trade.symbol', envString('VITE_SYMBOL', 'PUMP-PERP'));
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const [symbol, setSymbol] = useLocalStorageState('trade.symbol', envString('VITE_SYMBOL', 'SOL-PERP'));
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const [source, setSource] = useLocalStorageState('trade.source', envString('VITE_SOURCE', ''));
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const [source, setSource] = useLocalStorageState('trade.source', envString('VITE_SOURCE', ''));
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const [tf, setTf] = useLocalStorageState('trade.tf', envString('VITE_TF', '1m'));
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const [tf, setTf] = useLocalStorageState('trade.tf', envString('VITE_TF', '1m'));
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const [pollMs, setPollMs] = useLocalStorageState('trade.pollMs', envNumber('VITE_POLL_MS', 1000));
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const [pollMs, setPollMs] = useLocalStorageState('trade.pollMs', envNumber('VITE_POLL_MS', 1000));
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@@ -110,7 +121,7 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
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const [showBuild, setShowBuild] = useLocalStorageState('trade.showBuild', false);
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const [showBuild, setShowBuild] = useLocalStorageState('trade.showBuild', false);
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const [tab, setTab] = useLocalStorageState<'orderbook' | 'trades'>('trade.sidebarTab', 'orderbook');
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const [tab, setTab] = useLocalStorageState<'orderbook' | 'trades'>('trade.sidebarTab', 'orderbook');
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const [bottomTab, setBottomTab] = useLocalStorageState<
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const [bottomTab, setBottomTab] = useLocalStorageState<
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'positions' | 'orders' | 'balances' | 'orderHistory' | 'positionHistory'
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'dlob' | 'positions' | 'orders' | 'balances' | 'orderHistory' | 'positionHistory'
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>('trade.bottomTab', 'positions');
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>('trade.bottomTab', 'positions');
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const [tradeSide, setTradeSide] = useLocalStorageState<'long' | 'short'>('trade.form.side', 'long');
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const [tradeSide, setTradeSide] = useLocalStorageState<'long' | 'short'>('trade.form.side', 'long');
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const [tradeOrderType, setTradeOrderType] = useLocalStorageState<'market' | 'limit' | 'other'>(
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const [tradeOrderType, setTradeOrderType] = useLocalStorageState<'market' | 'limit' | 'other'>(
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@@ -120,6 +131,16 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
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const [tradePrice, setTradePrice] = useLocalStorageState<number>('trade.form.price', 0);
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const [tradePrice, setTradePrice] = useLocalStorageState<number>('trade.form.price', 0);
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const [tradeSize, setTradeSize] = useLocalStorageState<number>('trade.form.size', 0.1);
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const [tradeSize, setTradeSize] = useLocalStorageState<number>('trade.form.size', 0.1);
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useEffect(() => {
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if (symbol === 'BONK-PERP') {
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setSymbol('1MBONK-PERP');
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return;
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}
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if (!markets.includes(symbol)) {
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setSymbol('SOL-PERP');
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}
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}, [markets, setSymbol, symbol]);
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const { candles, indicators, meta, loading, error, refresh } = useChartData({
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const { candles, indicators, meta, loading, error, refresh } = useChartData({
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symbol,
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symbol,
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source: source.trim() ? source : undefined,
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source: source.trim() ? source : undefined,
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@@ -128,12 +149,18 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
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pollMs,
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pollMs,
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});
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});
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const { stats: dlob, connected: dlobConnected, error: dlobError } = useDlobStats(symbol);
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const { l2: dlobL2, connected: dlobL2Connected, error: dlobL2Error } = useDlobL2(symbol, { levels: 14 });
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const { rows: slippageRows, connected: slippageConnected, error: slippageError } = useDlobSlippage(symbol);
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const { rows: depthBands, connected: depthBandsConnected, error: depthBandsError } = useDlobDepthBands(symbol);
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const latest = candles.length ? candles[candles.length - 1] : null;
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const latest = candles.length ? candles[candles.length - 1] : null;
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const first = candles.length ? candles[0] : null;
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const first = candles.length ? candles[0] : null;
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const changePct =
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const changePct =
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first && latest && first.close > 0 ? ((latest.close - first.close) / first.close) * 100 : null;
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first && latest && first.close > 0 ? ((latest.close - first.close) / first.close) * 100 : null;
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const orderbook = useMemo(() => {
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const orderbook = useMemo(() => {
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if (dlobL2) return { asks: dlobL2.asks, bids: dlobL2.bids, mid: dlobL2.mid as number | null };
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if (!latest) return { asks: [], bids: [], mid: null as number | null };
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if (!latest) return { asks: [], bids: [], mid: null as number | null };
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const mid = latest.close;
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const mid = latest.close;
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const step = Math.max(mid * 0.00018, 0.0001);
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const step = Math.max(mid * 0.00018, 0.0001);
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@@ -164,7 +191,19 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
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});
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});
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return { asks, bids, mid };
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return { asks, bids, mid };
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}, [latest]);
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}, [dlobL2, latest]);
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const maxAskTotal = useMemo(() => {
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let max = 0;
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for (const r of orderbook.asks) max = Math.max(max, r.total || 0);
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return max;
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}, [orderbook.asks]);
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const maxBidTotal = useMemo(() => {
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let max = 0;
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for (const r of orderbook.bids) max = Math.max(max, r.total || 0);
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return max;
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}, [orderbook.bids]);
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const trades = useMemo(() => {
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const trades = useMemo(() => {
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const slice = candles.slice(-24).reverse();
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const slice = candles.slice(-24).reverse();
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@@ -184,6 +223,24 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
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return latest?.close ?? tradePrice;
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return latest?.close ?? tradePrice;
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}, [latest?.close, tradeOrderType, tradePrice]);
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}, [latest?.close, tradeOrderType, tradePrice]);
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const orderValueUsd = useMemo(() => {
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if (!Number.isFinite(tradeSize) || tradeSize <= 0) return null;
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if (!Number.isFinite(effectiveTradePrice) || effectiveTradePrice <= 0) return null;
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const v = effectiveTradePrice * tradeSize;
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return Number.isFinite(v) && v > 0 ? v : null;
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}, [effectiveTradePrice, tradeSize]);
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const dynamicSlippage = useMemo(() => {
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if (orderValueUsd == null) return null;
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const side = tradeSide === 'short' ? 'sell' : 'buy';
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const rows = slippageRows.filter((r) => r.side === side).slice();
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rows.sort((a, b) => a.sizeUsd - b.sizeUsd);
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if (!rows.length) return null;
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const biggest = rows[rows.length - 1];
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const match = rows.find((r) => r.sizeUsd >= orderValueUsd) || biggest;
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return match;
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}, [orderValueUsd, slippageRows, tradeSide]);
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const topItems = useMemo(
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const topItems = useMemo(
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() => [
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() => [
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{ key: 'BTC', label: 'BTC', changePct: 1.28, active: false },
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{ key: 'BTC', label: 'BTC', changePct: 1.28, active: false },
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@@ -209,12 +266,28 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
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),
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),
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},
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},
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{ key: 'oracle', label: 'Oracle', value: formatUsd(latest?.oracle ?? null) },
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{ key: 'oracle', label: 'Oracle', value: formatUsd(latest?.oracle ?? null) },
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{ key: 'funding', label: 'Funding / 24h', value: '—', sub: '—' },
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{ key: 'bid', label: 'Bid', value: formatUsd(dlob?.bestBid ?? null) },
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{ key: 'oi', label: 'Open Interest', value: '—' },
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{ key: 'ask', label: 'Ask', value: formatUsd(dlob?.bestAsk ?? null) },
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{ key: 'vol', label: '24h Volume', value: '—' },
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{
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{ key: 'details', label: 'Market Details', value: <a href="#">View</a> },
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key: 'spread',
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label: 'Spread',
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value: dlob?.spreadBps == null ? '—' : `${dlob.spreadBps.toFixed(1)} bps`,
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sub: formatUsd(dlob?.spreadAbs ?? null),
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},
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{
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key: 'dlob',
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label: 'DLOB',
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value: dlobConnected ? 'live' : '—',
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sub: dlobError ? <span className="neg">{dlobError}</span> : dlob?.updatedAt || '—',
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},
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{
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key: 'l2',
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label: 'L2',
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value: dlobL2Connected ? 'live' : '—',
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sub: dlobL2Error ? <span className="neg">{dlobL2Error}</span> : dlobL2?.updatedAt || '—',
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},
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];
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];
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}, [latest?.close, latest?.oracle, changePct]);
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}, [latest?.close, latest?.oracle, changePct, dlob, dlobConnected, dlobError, dlobL2, dlobL2Connected, dlobL2Error]);
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const seriesLabel = useMemo(() => `Candles: Mark (oracle overlay)`, []);
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const seriesLabel = useMemo(() => `Candles: Mark (oracle overlay)`, []);
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const seriesKey = useMemo(() => `${symbol}|${source}|${tf}`, [symbol, source, tf]);
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const seriesKey = useMemo(() => `${symbol}|${source}|${tf}`, [symbol, source, tf]);
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@@ -292,11 +365,30 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
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showBuild={showBuild}
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showBuild={showBuild}
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onToggleBuild={() => setShowBuild((v) => !v)}
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onToggleBuild={() => setShowBuild((v) => !v)}
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seriesLabel={seriesLabel}
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seriesLabel={seriesLabel}
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dlobQuotes={{ bid: dlob?.bestBid ?? null, ask: dlob?.bestAsk ?? null, mid: dlob?.mid ?? null }}
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/>
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/>
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<Card className="bottomCard">
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<Card className="bottomCard">
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<Tabs
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<Tabs
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items={[
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items={[
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{
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id: 'dlob',
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label: 'DLOB',
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content: (
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<DlobDashboard
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market={symbol}
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stats={dlob}
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statsConnected={dlobConnected}
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statsError={dlobError}
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depthBands={depthBands}
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depthBandsConnected={depthBandsConnected}
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depthBandsError={depthBandsError}
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slippageRows={slippageRows}
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slippageConnected={slippageConnected}
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slippageError={slippageError}
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/>
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),
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},
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{ id: 'positions', label: 'Positions', content: <div className="placeholder">Positions (next)</div> },
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{ id: 'positions', label: 'Positions', content: <div className="placeholder">Positions (next)</div> },
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{ id: 'orders', label: 'Orders', content: <div className="placeholder">Orders (next)</div> },
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{ id: 'orders', label: 'Orders', content: <div className="placeholder">Orders (next)</div> },
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{ id: 'balances', label: 'Balances', content: <div className="placeholder">Balances (next)</div> },
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{ id: 'balances', label: 'Balances', content: <div className="placeholder">Balances (next)</div> },
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@@ -323,7 +415,7 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
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title={
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title={
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<div className="sideHead">
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<div className="sideHead">
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<div className="sideHead__title">Orderbook</div>
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<div className="sideHead__title">Orderbook</div>
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<div className="sideHead__subtitle">{loading ? 'loading…' : latest ? formatUsd(latest.close) : '—'}</div>
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<div className="sideHead__subtitle">{loading ? 'loading…' : orderbook.mid != null ? formatUsd(orderbook.mid) : latest ? formatUsd(latest.close) : '—'}</div>
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</div>
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</div>
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}
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}
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>
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>
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@@ -341,18 +433,26 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
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</div>
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</div>
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<div className="orderbook__rows">
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<div className="orderbook__rows">
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{orderbook.asks.map((r) => (
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{orderbook.asks.map((r) => (
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<div key={`a-${r.price}`} className="orderbookRow orderbookRow--ask">
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<div
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key={`a-${r.price}`}
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className="orderbookRow orderbookRow--ask"
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style={orderbookBarStyle(maxAskTotal > 0 ? r.total / maxAskTotal : 0)}
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>
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<span className="orderbookRow__price">{formatQty(r.price, 3)}</span>
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<span className="orderbookRow__price">{formatQty(r.price, 3)}</span>
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<span className="orderbookRow__num">{formatQty(r.size, 2)}</span>
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<span className="orderbookRow__num">{formatQty(r.size, 2)}</span>
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<span className="orderbookRow__num">{formatQty(r.total, 2)}</span>
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<span className="orderbookRow__num">{formatQty(r.total, 2)}</span>
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</div>
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</div>
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))}
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))}
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<div className="orderbookMid">
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<div className="orderbookMid">
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<span className="orderbookMid__price">{latest ? formatQty(latest.close, 3) : '—'}</span>
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<span className="orderbookMid__price">{formatQty(orderbook.mid, 3)}</span>
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<span className="orderbookMid__label">mid</span>
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<span className="orderbookMid__label">mid</span>
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</div>
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</div>
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{orderbook.bids.map((r) => (
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{orderbook.bids.map((r) => (
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<div key={`b-${r.price}`} className="orderbookRow orderbookRow--bid">
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<div
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key={`b-${r.price}`}
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className="orderbookRow orderbookRow--bid"
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style={orderbookBarStyle(maxBidTotal > 0 ? r.total / maxBidTotal : 0)}
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>
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<span className="orderbookRow__price">{formatQty(r.price, 3)}</span>
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<span className="orderbookRow__price">{formatQty(r.price, 3)}</span>
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<span className="orderbookRow__num">{formatQty(r.size, 2)}</span>
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<span className="orderbookRow__num">{formatQty(r.size, 2)}</span>
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<span className="orderbookRow__num">{formatQty(r.total, 2)}</span>
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<span className="orderbookRow__num">{formatQty(r.total, 2)}</span>
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@@ -487,7 +587,27 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
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</div>
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</div>
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<div className="tradeMeta__row">
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<div className="tradeMeta__row">
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<span className="tradeMeta__label">Slippage (Dynamic)</span>
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<span className="tradeMeta__label">Slippage (Dynamic)</span>
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<span className="tradeMeta__value">—</span>
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<span className="tradeMeta__value">
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{slippageError ? (
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<span className="neg">{slippageError}</span>
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) : dynamicSlippage?.impactBps == null ? (
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slippageConnected ? (
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'—'
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) : (
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'offline'
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)
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) : (
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<>
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{dynamicSlippage.impactBps.toFixed(1)} bps{' '}
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<span className="muted">
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({dynamicSlippage.sizeUsd.toLocaleString()} USD)
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{dynamicSlippage.fillPct != null && dynamicSlippage.fillPct < 99.9
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? `, ${dynamicSlippage.fillPct.toFixed(0)}% fill`
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: ''}
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</span>
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</>
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)}
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</span>
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</div>
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</div>
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<div className="tradeMeta__row">
|
<div className="tradeMeta__row">
|
||||||
<span className="tradeMeta__label">Margin Required</span>
|
<span className="tradeMeta__label">Margin Required</span>
|
||||||
|
|||||||
Reference in New Issue
Block a user