33 Commits

Author SHA1 Message Date
u1
fc92392705 docs: describe candle timeframes and brick stack 2026-01-11 10:37:39 +00:00
u1
b70257fc5f docs: add DLOB services + glossary 2026-01-11 10:37:23 +00:00
u1
ca9e44a41a feat(visualizer): add DLOB depth bands panel 2026-01-10 23:02:30 +00:00
u1
c1bc6f9e2f feat(visualizer): add DLOB slippage chart component 2026-01-10 23:02:04 +00:00
u1
2a158334bf feat(visualizer): add DLOB dashboard UI 2026-01-10 23:01:36 +00:00
u1
bff6560f43 feat(visualizer): add DLOB depth bands subscription hook 2026-01-10 23:00:56 +00:00
u1
9d1ebba39d feat(visualizer): add DLOB slippage subscription hook 2026-01-10 23:00:29 +00:00
u1
965774dfbd feat(dlob): add L2 subscription hook 2026-01-10 22:56:25 +00:00
u1
fb307f0279 fix(hasura): default to /graphql proxy 2026-01-10 22:55:14 +00:00
u1
6904be4a51 feat(chart): render brick-stack flow bars 2026-01-10 22:54:22 +00:00
u1
912a78588d feat(chart): update layers panel UI 2026-01-10 22:47:22 +00:00
u1
62baa9700e feat(chart): overlay DLOB quotes + layers 2026-01-10 22:46:20 +00:00
u1
fa0ff11b5a feat(visualizer): add DLOB dashboard and SOL default 2026-01-10 22:43:49 +00:00
u1
879f45aa5c feat(chart): parse candle flow rows for brick bars 2026-01-10 22:23:51 +00:00
u1
5a9c2b0a85 feat(chart): add 5s/15s/30s timeframes 2026-01-10 22:23:15 +00:00
u1
9592d6ac16 docs(env): update visualizer defaults 2026-01-10 22:22:46 +00:00
u1
dff4d347ad feat(dlob): add stats subscription hook 2026-01-10 22:22:32 +00:00
u1
ae41f1a9de feat(hasura): add GraphQL WS subscription helper 2026-01-10 22:21:46 +00:00
u1
42e0a4d86d feat(dev): add visualizer __start helper 2026-01-10 22:20:53 +00:00
u1
a9ccc0b00e feat(visualizer): add build overlay toggle
Default is off so candles match production; enable via the new Build button when needed.
2026-01-09 03:22:31 +01:00
u1
9420c89f52 docs: update Vite staging proxy instructions 2026-01-08 06:00:23 +00:00
u1
545e1abfaa docs(workflow): update staging Vite proxy notes 2026-01-08 06:00:11 +00:00
u1
759173b5be fix(dev): enable Vite session auth proxy 2026-01-08 05:59:40 +00:00
u1
194d596284 docs(workflow): clarify local FE vs VPS backend defaults 2026-01-07 19:59:16 +00:00
u1
444f427420 docs: describe Vite dev against VPS backend 2026-01-07 19:50:44 +00:00
u1
af267ad6c9 feat(dev): support Vite proxy to VPS backend 2026-01-07 19:50:28 +00:00
u1
f3c4a999c3 docs: add workflow playbook 2026-01-07 19:49:59 +00:00
u1
1c8a6900e8 feat(chart): add candle build indicator line 2026-01-07 08:09:09 +00:00
u1
abaee44835 feat(chart): wire build indicator meta 2026-01-07 08:04:49 +00:00
u1
f57366fad2 feat(chart): pass build indicator props 2026-01-07 08:01:57 +00:00
u1
b0c7806cb6 feat(chart): expose bucketSeconds meta 2026-01-07 07:56:45 +00:00
u1
a12c86f1f8 feat(chart): layers panel + selection-first fib
- Adds Layers drawer (visible/lock/opacity) and effective opacity wiring.
- Implements selection-first overlay: click selects, drag moves selected, Ctrl-drag edits B, Space-drag always pans.
- Routes pointer events via capture and adds Fib opacity support.
- Updates .gitignore to keep secrets/local scratch out of git.
2026-01-06 23:26:51 +01:00
u1
6107c4e0ef feat(visualizer): improve chart interactions
- Rename Drift → Trade in UI\n- Dynamic price precision for low prices\n- Fib retracement: select + move in X+Y\n- Ctrl+wheel vertical zoom, Ctrl+drag vertical pan\n- Auto Scale toggle for price scale
2026-01-06 17:46:33 +01:00
30 changed files with 3503 additions and 102 deletions

13
.gitignore vendored
View File

@@ -1,7 +1,14 @@
# Secrets (never commit)
tokens/*
!tokens/*.example.json
!tokens/*.example.yml
!tokens/*.example.yaml
node_modules/
dist/
.env
*.log
tokens/*.json
tokens/*.yml
tokens/*.yaml
# Local scratch / build output
_tmp/
apps/visualizer/dist/

View File

@@ -12,6 +12,21 @@ npm ci
npm run dev
```
### Dev z backendem na VPS (staging)
Najprościej: trzymaj `VITE_API_URL=/api` i podepnij Vite proxy do VPS (żeby nie bawić się w CORS i nie wkładać tokena do przeglądarki):
```bash
cd apps/visualizer
API_PROXY_TARGET=https://trade.mpabi.pl \
npm run dev
```
Vite proxyuje wtedy: `/api/*`, `/whoami`, `/auth/*`, `/logout` do VPS. Dodatkowo w dev usuwa `Secure` z `Set-Cookie`, żeby sesja działała na `http://localhost:5173`.
Jeśli staging jest dodatkowo chroniony basic auth (np. Traefik `basicAuth`), ustaw:
`API_PROXY_BASIC_AUTH='USER:PASS'` albo `API_PROXY_BASIC_AUTH_FILE=tokens/frontend.json` (pola `username`/`password`).
## Docker
```bash

View File

@@ -1,12 +1,15 @@
# Default: UI reads ticks from the same-origin API proxy at `/api`.
VITE_API_URL=/api
# Fallback (optional): query Hasura directly (not recommended in browser).
VITE_HASURA_URL=http://localhost:8080/v1/graphql
# Optional (only if you intentionally query Hasura directly from the browser):
# Hasura GraphQL endpoint (supports subscriptions via WS).
# On VPS, `trade-frontend` proxies Hasura at the same origin under `/graphql`.
VITE_HASURA_URL=/graphql
# Optional explicit WS URL; when omitted the app derives it from `VITE_HASURA_URL`.
# Can be absolute (wss://...) or a same-origin path (e.g. /graphql-ws).
# VITE_HASURA_WS_URL=/graphql-ws
# Optional auth (only if Hasura is not configured with `HASURA_GRAPHQL_UNAUTHORIZED_ROLE=public`):
# VITE_HASURA_AUTH_TOKEN=YOUR_JWT
# VITE_HASURA_ADMIN_SECRET=devsecret
VITE_SYMBOL=PUMP-PERP
VITE_SYMBOL=SOL-PERP
# Optional: filter by source (leave empty for all)
# VITE_SOURCE=drift_oracle
VITE_POLL_MS=1000

24
apps/visualizer/__start Normal file
View File

@@ -0,0 +1,24 @@
#!/usr/bin/env bash
set -euo pipefail
SCRIPT_DIR="$(cd "$(dirname "${BASH_SOURCE[0]}")" && pwd)"
ROOT_DIR="$(cd "${SCRIPT_DIR}/../.." && pwd)"
cd "${SCRIPT_DIR}"
export API_PROXY_TARGET="${API_PROXY_TARGET:-https://trade.mpabi.pl}"
export GRAPHQL_PROXY_TARGET="${GRAPHQL_PROXY_TARGET:-https://trade.mpabi.pl}"
export VITE_API_URL="${VITE_API_URL:-/api}"
export VITE_HASURA_URL="${VITE_HASURA_URL:-/graphql}"
export VITE_HASURA_WS_URL="${VITE_HASURA_WS_URL:-/graphql-ws}"
if [[ -z "${API_PROXY_BASIC_AUTH:-}" && -z "${API_PROXY_BASIC_AUTH_FILE:-}" ]]; then
if [[ -f "${ROOT_DIR}/tokens/frontend.json" ]]; then
export API_PROXY_BASIC_AUTH_FILE="tokens/frontend.json"
else
echo "Missing basic auth config for VPS proxy."
echo "Set API_PROXY_BASIC_AUTH='USER:PASS' or create tokens/frontend.json" >&2
fi
fi
npm run dev

View File

@@ -1,3 +1,4 @@
import type { CSSProperties } from 'react';
import { useEffect, useMemo, useState } from 'react';
import { useLocalStorageState } from './app/hooks/useLocalStorageState';
import AppShell from './layout/AppShell';
@@ -11,6 +12,11 @@ import Button from './ui/Button';
import TopNav from './layout/TopNav';
import AuthStatus from './layout/AuthStatus';
import LoginScreen from './layout/LoginScreen';
import { useDlobStats } from './features/market/useDlobStats';
import { useDlobL2 } from './features/market/useDlobL2';
import { useDlobSlippage } from './features/market/useDlobSlippage';
import { useDlobDepthBands } from './features/market/useDlobDepthBands';
import DlobDashboard from './features/market/DlobDashboard';
function envNumber(name: string, fallback: number): number {
const v = (import.meta as any).env?.[name];
@@ -36,6 +42,11 @@ function formatQty(v: number | null | undefined, decimals: number): string {
return v.toLocaleString(undefined, { minimumFractionDigits: decimals, maximumFractionDigits: decimals });
}
function orderbookBarStyle(scale: number): CSSProperties {
const s = Number.isFinite(scale) && scale > 0 ? Math.min(1, scale) : 0;
return { ['--ob-bar-scale' as any]: s } as CSSProperties;
}
type WhoamiResponse = {
ok?: boolean;
user?: string | null;
@@ -99,17 +110,18 @@ export default function App() {
}
function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
const markets = useMemo(() => ['PUMP-PERP', 'SOL-PERP', 'BTC-PERP', 'ETH-PERP'], []);
const markets = useMemo(() => ['PUMP-PERP', 'SOL-PERP', '1MBONK-PERP', 'BTC-PERP', 'ETH-PERP'], []);
const [symbol, setSymbol] = useLocalStorageState('trade.symbol', envString('VITE_SYMBOL', 'PUMP-PERP'));
const [symbol, setSymbol] = useLocalStorageState('trade.symbol', envString('VITE_SYMBOL', 'SOL-PERP'));
const [source, setSource] = useLocalStorageState('trade.source', envString('VITE_SOURCE', ''));
const [tf, setTf] = useLocalStorageState('trade.tf', envString('VITE_TF', '1m'));
const [pollMs, setPollMs] = useLocalStorageState('trade.pollMs', envNumber('VITE_POLL_MS', 1000));
const [limit, setLimit] = useLocalStorageState('trade.limit', envNumber('VITE_LIMIT', 300));
const [showIndicators, setShowIndicators] = useLocalStorageState('trade.showIndicators', true);
const [showBuild, setShowBuild] = useLocalStorageState('trade.showBuild', false);
const [tab, setTab] = useLocalStorageState<'orderbook' | 'trades'>('trade.sidebarTab', 'orderbook');
const [bottomTab, setBottomTab] = useLocalStorageState<
'positions' | 'orders' | 'balances' | 'orderHistory' | 'positionHistory'
'dlob' | 'positions' | 'orders' | 'balances' | 'orderHistory' | 'positionHistory'
>('trade.bottomTab', 'positions');
const [tradeSide, setTradeSide] = useLocalStorageState<'long' | 'short'>('trade.form.side', 'long');
const [tradeOrderType, setTradeOrderType] = useLocalStorageState<'market' | 'limit' | 'other'>(
@@ -119,7 +131,17 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
const [tradePrice, setTradePrice] = useLocalStorageState<number>('trade.form.price', 0);
const [tradeSize, setTradeSize] = useLocalStorageState<number>('trade.form.size', 0.1);
const { candles, indicators, loading, error, refresh } = useChartData({
useEffect(() => {
if (symbol === 'BONK-PERP') {
setSymbol('1MBONK-PERP');
return;
}
if (!markets.includes(symbol)) {
setSymbol('SOL-PERP');
}
}, [markets, setSymbol, symbol]);
const { candles, indicators, meta, loading, error, refresh } = useChartData({
symbol,
source: source.trim() ? source : undefined,
tf,
@@ -127,12 +149,18 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
pollMs,
});
const { stats: dlob, connected: dlobConnected, error: dlobError } = useDlobStats(symbol);
const { l2: dlobL2, connected: dlobL2Connected, error: dlobL2Error } = useDlobL2(symbol, { levels: 14 });
const { rows: slippageRows, connected: slippageConnected, error: slippageError } = useDlobSlippage(symbol);
const { rows: depthBands, connected: depthBandsConnected, error: depthBandsError } = useDlobDepthBands(symbol);
const latest = candles.length ? candles[candles.length - 1] : null;
const first = candles.length ? candles[0] : null;
const changePct =
first && latest && first.close > 0 ? ((latest.close - first.close) / first.close) * 100 : null;
const orderbook = useMemo(() => {
if (dlobL2) return { asks: dlobL2.asks, bids: dlobL2.bids, mid: dlobL2.mid as number | null };
if (!latest) return { asks: [], bids: [], mid: null as number | null };
const mid = latest.close;
const step = Math.max(mid * 0.00018, 0.0001);
@@ -163,7 +191,19 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
});
return { asks, bids, mid };
}, [latest]);
}, [dlobL2, latest]);
const maxAskTotal = useMemo(() => {
let max = 0;
for (const r of orderbook.asks) max = Math.max(max, r.total || 0);
return max;
}, [orderbook.asks]);
const maxBidTotal = useMemo(() => {
let max = 0;
for (const r of orderbook.bids) max = Math.max(max, r.total || 0);
return max;
}, [orderbook.bids]);
const trades = useMemo(() => {
const slice = candles.slice(-24).reverse();
@@ -183,6 +223,24 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
return latest?.close ?? tradePrice;
}, [latest?.close, tradeOrderType, tradePrice]);
const orderValueUsd = useMemo(() => {
if (!Number.isFinite(tradeSize) || tradeSize <= 0) return null;
if (!Number.isFinite(effectiveTradePrice) || effectiveTradePrice <= 0) return null;
const v = effectiveTradePrice * tradeSize;
return Number.isFinite(v) && v > 0 ? v : null;
}, [effectiveTradePrice, tradeSize]);
const dynamicSlippage = useMemo(() => {
if (orderValueUsd == null) return null;
const side = tradeSide === 'short' ? 'sell' : 'buy';
const rows = slippageRows.filter((r) => r.side === side).slice();
rows.sort((a, b) => a.sizeUsd - b.sizeUsd);
if (!rows.length) return null;
const biggest = rows[rows.length - 1];
const match = rows.find((r) => r.sizeUsd >= orderValueUsd) || biggest;
return match;
}, [orderValueUsd, slippageRows, tradeSide]);
const topItems = useMemo(
() => [
{ key: 'BTC', label: 'BTC', changePct: 1.28, active: false },
@@ -208,14 +266,32 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
),
},
{ key: 'oracle', label: 'Oracle', value: formatUsd(latest?.oracle ?? null) },
{ key: 'funding', label: 'Funding / 24h', value: '—', sub: '—' },
{ key: 'oi', label: 'Open Interest', value: '—' },
{ key: 'vol', label: '24h Volume', value: '—' },
{ key: 'details', label: 'Market Details', value: <a href="#">View</a> },
{ key: 'bid', label: 'Bid', value: formatUsd(dlob?.bestBid ?? null) },
{ key: 'ask', label: 'Ask', value: formatUsd(dlob?.bestAsk ?? null) },
{
key: 'spread',
label: 'Spread',
value: dlob?.spreadBps == null ? '—' : `${dlob.spreadBps.toFixed(1)} bps`,
sub: formatUsd(dlob?.spreadAbs ?? null),
},
{
key: 'dlob',
label: 'DLOB',
value: dlobConnected ? 'live' : '—',
sub: dlobError ? <span className="neg">{dlobError}</span> : dlob?.updatedAt || '—',
},
{
key: 'l2',
label: 'L2',
value: dlobL2Connected ? 'live' : '—',
sub: dlobL2Error ? <span className="neg">{dlobL2Error}</span> : dlobL2?.updatedAt || '—',
},
];
}, [latest?.close, latest?.oracle, changePct]);
}, [latest?.close, latest?.oracle, changePct, dlob, dlobConnected, dlobError, dlobL2, dlobL2Connected, dlobL2Error]);
const seriesLabel = useMemo(() => `Candles: Mark (oracle overlay)`, []);
const seriesKey = useMemo(() => `${symbol}|${source}|${tf}`, [symbol, source, tf]);
const bucketSeconds = meta?.bucketSeconds ?? 60;
return (
<AppShell
@@ -281,15 +357,38 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
candles={candles}
indicators={indicators}
timeframe={tf}
bucketSeconds={bucketSeconds}
seriesKey={seriesKey}
onTimeframeChange={setTf}
showIndicators={showIndicators}
onToggleIndicators={() => setShowIndicators((v) => !v)}
showBuild={showBuild}
onToggleBuild={() => setShowBuild((v) => !v)}
seriesLabel={seriesLabel}
dlobQuotes={{ bid: dlob?.bestBid ?? null, ask: dlob?.bestAsk ?? null, mid: dlob?.mid ?? null }}
/>
<Card className="bottomCard">
<Tabs
items={[
{
id: 'dlob',
label: 'DLOB',
content: (
<DlobDashboard
market={symbol}
stats={dlob}
statsConnected={dlobConnected}
statsError={dlobError}
depthBands={depthBands}
depthBandsConnected={depthBandsConnected}
depthBandsError={depthBandsError}
slippageRows={slippageRows}
slippageConnected={slippageConnected}
slippageError={slippageError}
/>
),
},
{ id: 'positions', label: 'Positions', content: <div className="placeholder">Positions (next)</div> },
{ id: 'orders', label: 'Orders', content: <div className="placeholder">Orders (next)</div> },
{ id: 'balances', label: 'Balances', content: <div className="placeholder">Balances (next)</div> },
@@ -316,7 +415,7 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
title={
<div className="sideHead">
<div className="sideHead__title">Orderbook</div>
<div className="sideHead__subtitle">{loading ? 'loading…' : latest ? formatUsd(latest.close) : '—'}</div>
<div className="sideHead__subtitle">{loading ? 'loading…' : orderbook.mid != null ? formatUsd(orderbook.mid) : latest ? formatUsd(latest.close) : '—'}</div>
</div>
}
>
@@ -334,18 +433,26 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
</div>
<div className="orderbook__rows">
{orderbook.asks.map((r) => (
<div key={`a-${r.price}`} className="orderbookRow orderbookRow--ask">
<div
key={`a-${r.price}`}
className="orderbookRow orderbookRow--ask"
style={orderbookBarStyle(maxAskTotal > 0 ? r.total / maxAskTotal : 0)}
>
<span className="orderbookRow__price">{formatQty(r.price, 3)}</span>
<span className="orderbookRow__num">{formatQty(r.size, 2)}</span>
<span className="orderbookRow__num">{formatQty(r.total, 2)}</span>
</div>
))}
<div className="orderbookMid">
<span className="orderbookMid__price">{latest ? formatQty(latest.close, 3) : '—'}</span>
<span className="orderbookMid__price">{formatQty(orderbook.mid, 3)}</span>
<span className="orderbookMid__label">mid</span>
</div>
{orderbook.bids.map((r) => (
<div key={`b-${r.price}`} className="orderbookRow orderbookRow--bid">
<div
key={`b-${r.price}`}
className="orderbookRow orderbookRow--bid"
style={orderbookBarStyle(maxBidTotal > 0 ? r.total / maxBidTotal : 0)}
>
<span className="orderbookRow__price">{formatQty(r.price, 3)}</span>
<span className="orderbookRow__num">{formatQty(r.size, 2)}</span>
<span className="orderbookRow__num">{formatQty(r.total, 2)}</span>
@@ -480,7 +587,27 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
</div>
<div className="tradeMeta__row">
<span className="tradeMeta__label">Slippage (Dynamic)</span>
<span className="tradeMeta__value"></span>
<span className="tradeMeta__value">
{slippageError ? (
<span className="neg">{slippageError}</span>
) : dynamicSlippage?.impactBps == null ? (
slippageConnected ? (
'—'
) : (
'offline'
)
) : (
<>
{dynamicSlippage.impactBps.toFixed(1)} bps{' '}
<span className="muted">
({dynamicSlippage.sizeUsd.toLocaleString()} USD)
{dynamicSlippage.fillPct != null && dynamicSlippage.fillPct < 99.9
? `, ${dynamicSlippage.fillPct.toFixed(0)}% fill`
: ''}
</span>
</>
)}
</span>
</div>
<div className="tradeMeta__row">
<span className="tradeMeta__label">Margin Required</span>

View File

@@ -156,6 +156,21 @@ export function IconEye(props: IconProps) {
);
}
export function IconLayers(props: IconProps) {
return (
<Svg title={props.title ?? 'Layers'} {...props}>
<path
d="M3.0 6.2L9.0 3.2L15.0 6.2L9.0 9.2L3.0 6.2Z"
stroke="currentColor"
strokeWidth="1.2"
strokeLinejoin="round"
/>
<path d="M3.0 9.2L9.0 12.2L15.0 9.2" stroke="currentColor" strokeWidth="1.2" strokeLinejoin="round" opacity="0.85" />
<path d="M3.0 12.2L9.0 15.2L15.0 12.2" stroke="currentColor" strokeWidth="1.2" strokeLinejoin="round" opacity="0.65" />
</Svg>
);
}
export function IconTrash(props: IconProps) {
return (
<Svg title={props.title ?? 'Delete'} {...props}>

View File

@@ -0,0 +1,206 @@
import { useMemo } from 'react';
import type { ReactNode } from 'react';
import type { OverlayLayer } from './ChartPanel.types';
import { IconEye, IconLock, IconTrash } from './ChartIcons';
type Props = {
open: boolean;
layers: OverlayLayer[];
onRequestClose: () => void;
onToggleLayerVisible: (layerId: string) => void;
onToggleLayerLocked: (layerId: string) => void;
onSetLayerOpacity: (layerId: string, opacity: number) => void;
fibPresent: boolean;
fibSelected: boolean;
fibVisible: boolean;
fibLocked: boolean;
fibOpacity: number;
onSelectFib: () => void;
onToggleFibVisible: () => void;
onToggleFibLocked: () => void;
onSetFibOpacity: (opacity: number) => void;
onDeleteFib: () => void;
};
function clamp01(v: number): number {
if (!Number.isFinite(v)) return 1;
return Math.max(0, Math.min(1, v));
}
function opacityToPct(opacity: number): number {
return Math.round(clamp01(opacity) * 100);
}
function pctToOpacity(pct: number): number {
if (!Number.isFinite(pct)) return 1;
return clamp01(pct / 100);
}
function IconButton({
title,
active,
disabled,
onClick,
children,
}: {
title: string;
active?: boolean;
disabled?: boolean;
onClick: () => void;
children: ReactNode;
}) {
return (
<button
type="button"
className={['layersBtn', active ? 'layersBtn--active' : null].filter(Boolean).join(' ')}
title={title}
aria-label={title}
onClick={(e) => {
e.preventDefault();
e.stopPropagation();
onClick();
}}
disabled={disabled}
>
{children}
</button>
);
}
function OpacitySlider({
value,
disabled,
onChange,
}: {
value: number;
disabled?: boolean;
onChange: (next: number) => void;
}) {
const pct = opacityToPct(value);
return (
<div className="layersOpacity">
<input
className="layersOpacity__range"
type="range"
min={0}
max={100}
value={pct}
onChange={(e) => onChange(pctToOpacity(Number(e.target.value)))}
disabled={disabled}
/>
<div className="layersOpacity__pct">{pct}%</div>
</div>
);
}
export default function ChartLayersPanel({
open,
layers,
onRequestClose,
onToggleLayerVisible,
onToggleLayerLocked,
onSetLayerOpacity,
fibPresent,
fibSelected,
fibVisible,
fibLocked,
fibOpacity,
onSelectFib,
onToggleFibVisible,
onToggleFibLocked,
onSetFibOpacity,
onDeleteFib,
}: Props) {
const drawingsLayer = useMemo(() => layers.find((l) => l.id === 'drawings'), [layers]);
return (
<>
<div
className={['chartLayersBackdrop', open ? 'chartLayersBackdrop--open' : null].filter(Boolean).join(' ')}
onClick={open ? onRequestClose : undefined}
/>
<div className={['chartLayersPanel', open ? 'chartLayersPanel--open' : null].filter(Boolean).join(' ')}>
<div className="chartLayersPanel__head">
<div className="chartLayersPanel__title">Layers</div>
<button type="button" className="chartLayersPanel__close" onClick={onRequestClose} aria-label="Close">
</button>
</div>
<div className="chartLayersTable">
<div className="chartLayersRow chartLayersRow--head">
<div className="chartLayersCell chartLayersCell--icon" title="Visible">
<IconEye />
</div>
<div className="chartLayersCell chartLayersCell--icon" title="Lock">
<IconLock />
</div>
<div className="chartLayersCell chartLayersCell--name">Name</div>
<div className="chartLayersCell chartLayersCell--opacity">Opacity</div>
<div className="chartLayersCell chartLayersCell--actions">Actions</div>
</div>
{layers.map((layer) => (
<div key={layer.id} className="chartLayersRow chartLayersRow--layer">
<div className="chartLayersCell chartLayersCell--icon">
<IconButton title="Toggle visible" active={layer.visible} onClick={() => onToggleLayerVisible(layer.id)}>
<IconEye />
</IconButton>
</div>
<div className="chartLayersCell chartLayersCell--icon">
<IconButton title="Toggle lock" active={layer.locked} onClick={() => onToggleLayerLocked(layer.id)}>
<IconLock />
</IconButton>
</div>
<div className="chartLayersCell chartLayersCell--name">
<div className="layersName layersName--layer">
{layer.name}
{layer.id === 'drawings' ? <span className="layersName__meta">{fibPresent ? ' (1)' : ' (0)'}</span> : null}
</div>
</div>
<div className="chartLayersCell chartLayersCell--opacity">
<OpacitySlider value={layer.opacity} onChange={(next) => onSetLayerOpacity(layer.id, next)} />
</div>
<div className="chartLayersCell chartLayersCell--actions" />
</div>
))}
{drawingsLayer && fibPresent ? (
<div
className={['chartLayersRow', 'chartLayersRow--object', fibSelected ? 'chartLayersRow--selected' : null]
.filter(Boolean)
.join(' ')}
onClick={onSelectFib}
role="button"
tabIndex={0}
>
<div className="chartLayersCell chartLayersCell--icon">
<IconButton title="Toggle visible" active={fibVisible} onClick={onToggleFibVisible}>
<IconEye />
</IconButton>
</div>
<div className="chartLayersCell chartLayersCell--icon">
<IconButton title="Toggle lock" active={fibLocked} onClick={onToggleFibLocked}>
<IconLock />
</IconButton>
</div>
<div className="chartLayersCell chartLayersCell--name">
<div className="layersName layersName--object">Fib Retracement</div>
</div>
<div className="chartLayersCell chartLayersCell--opacity">
<OpacitySlider value={fibOpacity} onChange={onSetFibOpacity} />
</div>
<div className="chartLayersCell chartLayersCell--actions">
<IconButton title="Delete fib" onClick={onDeleteFib}>
<IconTrash />
</IconButton>
</div>
</div>
) : null}
</div>
</div>
</>
);
}

View File

@@ -1,29 +1,60 @@
import { useEffect, useMemo, useRef, useState } from 'react';
import type { Candle, ChartIndicators } from '../../lib/api';
import Card from '../../ui/Card';
import ChartLayersPanel from './ChartLayersPanel';
import ChartSideToolbar from './ChartSideToolbar';
import ChartToolbar from './ChartToolbar';
import TradingChart from './TradingChart';
import type { FibAnchor, FibRetracement } from './FibRetracementPrimitive';
import type { IChartApi } from 'lightweight-charts';
import { LineStyle, type IChartApi } from 'lightweight-charts';
import type { OverlayLayer } from './ChartPanel.types';
type Props = {
candles: Candle[];
indicators: ChartIndicators;
dlobQuotes?: { bid: number | null; ask: number | null; mid: number | null } | null;
timeframe: string;
bucketSeconds: number;
seriesKey: string;
onTimeframeChange: (tf: string) => void;
showIndicators: boolean;
onToggleIndicators: () => void;
showBuild: boolean;
onToggleBuild: () => void;
seriesLabel: string;
};
type FibDragMode = 'move' | 'edit-b';
type FibDrag = {
pointerId: number;
mode: FibDragMode;
startClientX: number;
startClientY: number;
start: FibAnchor;
origin: FibRetracement;
moved: boolean;
};
function isEditableTarget(t: EventTarget | null): boolean {
if (!(t instanceof HTMLElement)) return false;
const tag = t.tagName;
if (tag === 'INPUT' || tag === 'TEXTAREA' || tag === 'SELECT') return true;
return t.isContentEditable;
}
export default function ChartPanel({
candles,
indicators,
dlobQuotes,
timeframe,
bucketSeconds,
seriesKey,
onTimeframeChange,
showIndicators,
onToggleIndicators,
showBuild,
onToggleBuild,
seriesLabel,
}: Props) {
const [isFullscreen, setIsFullscreen] = useState(false);
@@ -31,11 +62,28 @@ export default function ChartPanel({
const [fibStart, setFibStart] = useState<FibAnchor | null>(null);
const [fib, setFib] = useState<FibRetracement | null>(null);
const [fibDraft, setFibDraft] = useState<FibRetracement | null>(null);
const [layers, setLayers] = useState<OverlayLayer[]>([
{ id: 'dlob-quotes', name: 'DLOB Quotes', visible: true, locked: false, opacity: 0.9 },
{ id: 'drawings', name: 'Drawings', visible: true, locked: false, opacity: 1 },
]);
const [layersOpen, setLayersOpen] = useState(false);
const [fibVisible, setFibVisible] = useState(true);
const [fibLocked, setFibLocked] = useState(false);
const [fibOpacity, setFibOpacity] = useState(1);
const [selectedOverlayId, setSelectedOverlayId] = useState<string | null>(null);
const [priceAutoScale, setPriceAutoScale] = useState(true);
const chartApiRef = useRef<IChartApi | null>(null);
const activeToolRef = useRef(activeTool);
const fibStartRef = useRef<FibAnchor | null>(fibStart);
const pendingMoveRef = useRef<FibAnchor | null>(null);
const pendingDragRef = useRef<{ anchor: FibAnchor; clientX: number; clientY: number } | null>(null);
const rafRef = useRef<number | null>(null);
const spaceDownRef = useRef<boolean>(false);
const dragRef = useRef<FibDrag | null>(null);
const selectPointerRef = useRef<number | null>(null);
const selectedOverlayIdRef = useRef<string | null>(selectedOverlayId);
const fibRef = useRef<FibRetracement | null>(fib);
useEffect(() => {
if (!isFullscreen) return;
@@ -67,16 +115,64 @@ export default function ChartPanel({
fibStartRef.current = fibStart;
}, [fibStart]);
useEffect(() => {
selectedOverlayIdRef.current = selectedOverlayId;
}, [selectedOverlayId]);
useEffect(() => {
fibRef.current = fib;
}, [fib]);
useEffect(() => {
const onKeyDown = (e: KeyboardEvent) => {
if (e.key !== 'Escape') return;
if (activeToolRef.current !== 'fib-retracement') return;
if (isEditableTarget(e.target)) return;
if (e.code === 'Space') {
spaceDownRef.current = true;
e.preventDefault();
return;
}
if (e.key === 'Escape') {
if (dragRef.current) {
dragRef.current = null;
pendingDragRef.current = null;
selectPointerRef.current = null;
setFibDraft(null);
return;
}
if (activeToolRef.current === 'fib-retracement') {
setFibStart(null);
setFibDraft(null);
setActiveTool('cursor');
return;
}
if (selectedOverlayIdRef.current) setSelectedOverlayId(null);
return;
}
if (e.key === 'Delete' || e.key === 'Backspace') {
if (selectedOverlayIdRef.current === 'fib') {
clearFib();
}
}
};
const onKeyUp = (e: KeyboardEvent) => {
if (e.code === 'Space') {
spaceDownRef.current = false;
}
};
window.addEventListener('keydown', onKeyDown);
return () => window.removeEventListener('keydown', onKeyDown);
window.addEventListener('keyup', onKeyUp);
return () => {
window.removeEventListener('keydown', onKeyDown);
window.removeEventListener('keyup', onKeyUp);
};
// eslint-disable-next-line react-hooks/exhaustive-deps
}, []);
useEffect(() => {
@@ -98,6 +194,112 @@ export default function ChartPanel({
ts.setVisibleLogicalRange({ from: center - span / 2, to: center + span / 2 });
}
function clamp01(v: number): number {
if (!Number.isFinite(v)) return 1;
return Math.max(0, Math.min(1, v));
}
const quotesLayer = useMemo(() => layers.find((l) => l.id === 'dlob-quotes'), [layers]);
const quotesVisible = Boolean(quotesLayer?.visible);
const quotesOpacity = clamp01(quotesLayer?.opacity ?? 1);
const priceLines = useMemo(() => {
if (!quotesVisible) return [];
return [
{
id: 'dlob-bid',
title: 'DLOB Bid',
price: dlobQuotes?.bid ?? null,
color: `rgba(34,197,94,${quotesOpacity})`,
lineStyle: LineStyle.Dotted,
},
{
id: 'dlob-mid',
title: 'DLOB Mid',
price: dlobQuotes?.mid ?? null,
color: `rgba(230,233,239,${quotesOpacity})`,
lineStyle: LineStyle.Dashed,
},
{
id: 'dlob-ask',
title: 'DLOB Ask',
price: dlobQuotes?.ask ?? null,
color: `rgba(239,68,68,${quotesOpacity})`,
lineStyle: LineStyle.Dotted,
},
];
}, [dlobQuotes?.ask, dlobQuotes?.bid, dlobQuotes?.mid, quotesOpacity, quotesVisible]);
function updateLayer(layerId: string, patch: Partial<OverlayLayer>) {
setLayers((prev) => prev.map((l) => (l.id === layerId ? { ...l, ...patch } : l)));
}
function clearFib() {
setFib(null);
setFibStart(null);
setFibDraft(null);
dragRef.current = null;
pendingDragRef.current = null;
selectPointerRef.current = null;
setSelectedOverlayId(null);
}
function computeFibFromDrag(drag: FibDrag, pointer: FibAnchor): FibRetracement {
if (drag.mode === 'edit-b') return { a: drag.origin.a, b: pointer };
const deltaLogical = pointer.logical - drag.start.logical;
const deltaPrice = pointer.price - drag.start.price;
return {
a: { logical: drag.origin.a.logical + deltaLogical, price: drag.origin.a.price + deltaPrice },
b: { logical: drag.origin.b.logical + deltaLogical, price: drag.origin.b.price + deltaPrice },
};
}
function scheduleFrame() {
if (rafRef.current != null) return;
rafRef.current = window.requestAnimationFrame(() => {
rafRef.current = null;
const drag = dragRef.current;
const pendingDrag = pendingDragRef.current;
if (drag && pendingDrag) {
if (!drag.moved) {
const dx = pendingDrag.clientX - drag.startClientX;
const dy = pendingDrag.clientY - drag.startClientY;
if (dx * dx + dy * dy >= 16) drag.moved = true; // ~4px threshold
}
if (drag.moved) {
setFibDraft(computeFibFromDrag(drag, pendingDrag.anchor));
}
return;
}
const pointer = pendingMoveRef.current;
if (!pointer) return;
if (activeToolRef.current !== 'fib-retracement') return;
const start2 = fibStartRef.current;
if (!start2) return;
setFibDraft({ a: start2, b: pointer });
});
}
const drawingsLayer =
layers.find((l) => l.id === 'drawings') ?? { id: 'drawings', name: 'Drawings', visible: true, locked: false, opacity: 1 };
const fibEffectiveVisible = fibVisible && drawingsLayer.visible;
const fibEffectiveOpacity = fibOpacity * drawingsLayer.opacity;
const fibEffectiveLocked = fibLocked || drawingsLayer.locked;
const fibSelected = selectedOverlayId === 'fib';
const fibRenderable = fibEffectiveVisible ? (fibDraft ?? fib) : null;
useEffect(() => {
if (selectedOverlayId !== 'fib') return;
if (!fib) {
setSelectedOverlayId(null);
return;
}
if (!fibEffectiveVisible) setSelectedOverlayId(null);
}, [fib, fibEffectiveVisible, selectedOverlayId]);
return (
<>
{isFullscreen ? <div className="chartBackdrop" onClick={() => setIsFullscreen(false)} /> : null}
@@ -108,6 +310,10 @@ export default function ChartPanel({
onTimeframeChange={onTimeframeChange}
showIndicators={showIndicators}
onToggleIndicators={onToggleIndicators}
showBuild={showBuild}
onToggleBuild={onToggleBuild}
priceAutoScale={priceAutoScale}
onTogglePriceAutoScale={() => setPriceAutoScale((v) => !v)}
seriesLabel={seriesLabel}
isFullscreen={isFullscreen}
onToggleFullscreen={() => setIsFullscreen((v) => !v)}
@@ -118,15 +324,13 @@ export default function ChartPanel({
timeframe={timeframe}
activeTool={activeTool}
hasFib={fib != null || fibDraft != null}
isLayersOpen={layersOpen}
onToolChange={setActiveTool}
onToggleLayers={() => setLayersOpen((v) => !v)}
onZoomIn={() => zoomTime(0.8)}
onZoomOut={() => zoomTime(1.25)}
onResetView={() => chartApiRef.current?.timeScale().resetTimeScale()}
onClearFib={() => {
setFib(null);
setFibStart(null);
setFibDraft(null);
}}
onClearFib={clearFib}
/>
<div className="chartCard__chart">
<TradingChart
@@ -136,12 +340,19 @@ export default function ChartPanel({
ema20={indicators.ema20}
bb20={indicators.bb20}
showIndicators={showIndicators}
fib={fibDraft ?? fib}
showBuild={showBuild}
bucketSeconds={bucketSeconds}
seriesKey={seriesKey}
priceLines={priceLines}
fib={fibRenderable}
fibOpacity={fibEffectiveOpacity}
fibSelected={fibSelected}
priceAutoScale={priceAutoScale}
onReady={({ chart }) => {
chartApiRef.current = chart;
}}
onChartClick={(p) => {
if (activeTool !== 'fib-retracement') return;
if (activeTool === 'fib-retracement') {
if (!fibStartRef.current) {
fibStartRef.current = p;
setFibStart(p);
@@ -153,21 +364,103 @@ export default function ChartPanel({
fibStartRef.current = null;
setFibDraft(null);
setActiveTool('cursor');
return;
}
if (p.target === 'chart') setSelectedOverlayId(null);
}}
onChartCrosshairMove={(p) => {
if (activeToolRef.current !== 'fib-retracement') return;
const start = fibStartRef.current;
if (!start) return;
pendingMoveRef.current = p;
if (rafRef.current != null) return;
rafRef.current = window.requestAnimationFrame(() => {
rafRef.current = null;
const move = pendingMoveRef.current;
const start2 = fibStartRef.current;
if (!move || !start2) return;
setFibDraft({ a: start2, b: move });
});
scheduleFrame();
}}
onPointerEvent={({ type, logical, price, target, event }) => {
const pointer: FibAnchor = { logical, price };
if (type === 'pointerdown') {
if (event.button !== 0) return;
if (spaceDownRef.current) return;
if (activeToolRef.current !== 'cursor') return;
if (target !== 'fib') return;
if (!fibRef.current) return;
if (!fibEffectiveVisible) return;
if (selectedOverlayIdRef.current !== 'fib') {
setSelectedOverlayId('fib');
selectPointerRef.current = event.pointerId;
return { consume: true, capturePointer: true };
}
if (fibEffectiveLocked) {
selectPointerRef.current = event.pointerId;
return { consume: true, capturePointer: true };
}
dragRef.current = {
pointerId: event.pointerId,
mode: event.ctrlKey ? 'edit-b' : 'move',
startClientX: event.clientX,
startClientY: event.clientY,
start: pointer,
origin: fibRef.current,
moved: false,
};
pendingDragRef.current = { anchor: pointer, clientX: event.clientX, clientY: event.clientY };
setFibDraft(fibRef.current);
return { consume: true, capturePointer: true };
}
const drag = dragRef.current;
if (drag && drag.pointerId === event.pointerId) {
if (type === 'pointermove') {
pendingDragRef.current = { anchor: pointer, clientX: event.clientX, clientY: event.clientY };
scheduleFrame();
return { consume: true };
}
if (type === 'pointerup' || type === 'pointercancel') {
if (drag.moved) setFib(computeFibFromDrag(drag, pointer));
dragRef.current = null;
pendingDragRef.current = null;
setFibDraft(null);
return { consume: true };
}
return;
}
if (selectPointerRef.current != null && selectPointerRef.current === event.pointerId) {
if (type === 'pointermove') return { consume: true };
if (type === 'pointerup' || type === 'pointercancel') {
selectPointerRef.current = null;
return { consume: true };
}
}
}}
/>
<ChartLayersPanel
open={layersOpen}
layers={layers}
onRequestClose={() => setLayersOpen(false)}
onToggleLayerVisible={(layerId) => {
const layer = layers.find((l) => l.id === layerId);
if (!layer) return;
updateLayer(layerId, { visible: !layer.visible });
}}
onToggleLayerLocked={(layerId) => {
const layer = layers.find((l) => l.id === layerId);
if (!layer) return;
updateLayer(layerId, { locked: !layer.locked });
}}
onSetLayerOpacity={(layerId, opacity) => updateLayer(layerId, { opacity: clamp01(opacity) })}
fibPresent={fib != null}
fibSelected={fibSelected}
fibVisible={fibVisible}
fibLocked={fibLocked}
fibOpacity={fibOpacity}
onSelectFib={() => setSelectedOverlayId('fib')}
onToggleFibVisible={() => setFibVisible((v) => !v)}
onToggleFibLocked={() => setFibLocked((v) => !v)}
onSetFibOpacity={(opacity) => setFibOpacity(clamp01(opacity))}
onDeleteFib={clearFib}
/>
</div>
</div>

View File

@@ -0,0 +1,8 @@
export type OverlayLayer = {
id: string;
name: string;
visible: boolean;
locked: boolean;
opacity: number; // 0..1
};

View File

@@ -4,8 +4,8 @@ import {
IconBrush,
IconCrosshair,
IconCursor,
IconEye,
IconFib,
IconLayers,
IconLock,
IconPlus,
IconRuler,
@@ -24,7 +24,9 @@ type Props = {
timeframe: string;
activeTool: ActiveTool;
hasFib: boolean;
isLayersOpen: boolean;
onToolChange: (tool: ActiveTool) => void;
onToggleLayers: () => void;
onZoomIn: () => void;
onZoomOut: () => void;
onResetView: () => void;
@@ -35,7 +37,9 @@ export default function ChartSideToolbar({
timeframe,
activeTool,
hasFib,
isLayersOpen,
onToolChange,
onToggleLayers,
onZoomIn,
onZoomOut,
onResetView,
@@ -195,9 +199,15 @@ export default function ChartSideToolbar({
</span>
</button>
<button type="button" className="chartToolBtn" title="Visibility" aria-label="Visibility" disabled>
<button
type="button"
className={['chartToolBtn', isLayersOpen ? 'chartToolBtn--active' : ''].filter(Boolean).join(' ')}
title="Layers"
aria-label="Layers"
onClick={onToggleLayers}
>
<span className="chartToolBtn__icon" aria-hidden="true">
<IconEye />
<IconLayers />
</span>
</button>
</div>

View File

@@ -5,18 +5,26 @@ type Props = {
onTimeframeChange: (tf: string) => void;
showIndicators: boolean;
onToggleIndicators: () => void;
showBuild: boolean;
onToggleBuild: () => void;
priceAutoScale: boolean;
onTogglePriceAutoScale: () => void;
seriesLabel: string;
isFullscreen: boolean;
onToggleFullscreen: () => void;
};
const timeframes = ['1m', '5m', '15m', '1h', '4h', '1D'] as const;
const timeframes = ['5s', '15s', '30s', '1m', '5m', '15m', '1h', '4h', '1D'] as const;
export default function ChartToolbar({
timeframe,
onTimeframeChange,
showIndicators,
onToggleIndicators,
showBuild,
onToggleBuild,
priceAutoScale,
onTogglePriceAutoScale,
seriesLabel,
isFullscreen,
onToggleFullscreen,
@@ -41,6 +49,12 @@ export default function ChartToolbar({
<Button size="sm" variant={showIndicators ? 'primary' : 'ghost'} onClick={onToggleIndicators} type="button">
Indicators
</Button>
<Button size="sm" variant={showBuild ? 'primary' : 'ghost'} onClick={onToggleBuild} type="button">
Build
</Button>
<Button size="sm" variant={priceAutoScale ? 'primary' : 'ghost'} onClick={onTogglePriceAutoScale} type="button">
Auto Scale
</Button>
<Button size="sm" variant={isFullscreen ? 'primary' : 'ghost'} onClick={onToggleFullscreen} type="button">
{isFullscreen ? 'Exit' : 'Fullscreen'}
</Button>

View File

@@ -54,6 +54,8 @@ type State = {
fib: FibRetracement | null;
series: ISeriesApi<'Candlestick', Time> | null;
chart: SeriesAttachedParameter<Time>['chart'] | null;
selected: boolean;
opacity: number;
};
class FibPaneRenderer implements IPrimitivePaneRenderer {
@@ -64,8 +66,10 @@ class FibPaneRenderer implements IPrimitivePaneRenderer {
}
draw(target: any) {
const { fib, series, chart } = this._getState();
const { fib, series, chart, selected, opacity } = this._getState();
if (!fib || !series || !chart) return;
const clampedOpacity = Math.max(0, Math.min(1, opacity));
if (clampedOpacity <= 0) return;
const x1 = chart.timeScale().logicalToCoordinate(fib.a.logical as any);
const x2 = chart.timeScale().logicalToCoordinate(fib.b.logical as any);
@@ -78,6 +82,9 @@ class FibPaneRenderer implements IPrimitivePaneRenderer {
const delta = p1 - p0;
target.useBitmapCoordinateSpace(({ context, bitmapSize, horizontalPixelRatio, verticalPixelRatio }: any) => {
context.save();
context.globalAlpha *= clampedOpacity;
try {
const xStart = Math.max(0, Math.round(xLeftMedia * horizontalPixelRatio));
let xEnd = Math.min(bitmapSize.width, Math.round(xRightMedia * horizontalPixelRatio));
if (xEnd <= xStart) xEnd = Math.min(bitmapSize.width, xStart + Math.max(1, Math.round(1 * horizontalPixelRatio)));
@@ -132,7 +139,7 @@ class FibPaneRenderer implements IPrimitivePaneRenderer {
const bx = Math.round(x2 * horizontalPixelRatio);
const by = Math.round(y1 * verticalPixelRatio);
context.strokeStyle = 'rgba(226,232,240,0.55)';
context.strokeStyle = selected ? 'rgba(250,204,21,0.65)' : 'rgba(226,232,240,0.55)';
context.lineWidth = Math.max(1, Math.round(1 * horizontalPixelRatio));
context.setLineDash([Math.max(2, Math.round(5 * horizontalPixelRatio)), Math.max(2, Math.round(5 * horizontalPixelRatio))]);
context.beginPath();
@@ -141,14 +148,23 @@ class FibPaneRenderer implements IPrimitivePaneRenderer {
context.stroke();
context.setLineDash([]);
const r = Math.max(2, Math.round(3 * horizontalPixelRatio));
context.fillStyle = 'rgba(147,197,253,0.95)';
const r = Math.max(2, Math.round((selected ? 4 : 3) * horizontalPixelRatio));
context.fillStyle = selected ? 'rgba(250,204,21,0.95)' : 'rgba(147,197,253,0.95)';
if (selected) {
context.strokeStyle = 'rgba(15,23,42,0.85)';
context.lineWidth = Math.max(1, Math.round(1 * horizontalPixelRatio));
}
context.beginPath();
context.arc(ax, ay, r, 0, Math.PI * 2);
context.fill();
if (selected) context.stroke();
context.beginPath();
context.arc(bx, by, r, 0, Math.PI * 2);
context.fill();
if (selected) context.stroke();
}
} finally {
context.restore();
}
});
}
@@ -170,11 +186,19 @@ export class FibRetracementPrimitive implements ISeriesPrimitive<Time> {
private _param: SeriesAttachedParameter<Time> | null = null;
private _series: ISeriesApi<'Candlestick', Time> | null = null;
private _fib: FibRetracement | null = null;
private _selected = false;
private _opacity = 1;
private readonly _paneView: FibPaneView;
private readonly _paneViews: readonly IPrimitivePaneView[];
constructor() {
this._paneView = new FibPaneView(() => ({ fib: this._fib, series: this._series, chart: this._param?.chart ?? null }));
this._paneView = new FibPaneView(() => ({
fib: this._fib,
series: this._series,
chart: this._param?.chart ?? null,
selected: this._selected,
opacity: this._opacity,
}));
this._paneViews = [this._paneView];
}
@@ -196,4 +220,14 @@ export class FibRetracementPrimitive implements ISeriesPrimitive<Time> {
this._fib = next;
this._param?.requestUpdate();
}
setSelected(next: boolean) {
this._selected = next;
this._param?.requestUpdate();
}
setOpacity(next: number) {
this._opacity = Number.isFinite(next) ? next : 1;
this._param?.requestUpdate();
}
}

File diff suppressed because it is too large Load Diff

View File

@@ -14,6 +14,7 @@ type Params = {
type Result = {
candles: Candle[];
indicators: ChartIndicators;
meta: { tf: string; bucketSeconds: number } | null;
loading: boolean;
error: string | null;
refresh: () => Promise<void>;
@@ -22,6 +23,7 @@ type Result = {
export function useChartData({ symbol, source, tf, limit, pollMs }: Params): Result {
const [candles, setCandles] = useState<Candle[]>([]);
const [indicators, setIndicators] = useState<ChartIndicators>({});
const [meta, setMeta] = useState<{ tf: string; bucketSeconds: number } | null>(null);
const [loading, setLoading] = useState(false);
const [error, setError] = useState<string | null>(null);
const inFlight = useRef(false);
@@ -34,6 +36,7 @@ export function useChartData({ symbol, source, tf, limit, pollMs }: Params): Res
const res = await fetchChart({ symbol, source, tf, limit });
setCandles(res.candles);
setIndicators(res.indicators);
setMeta(res.meta);
setError(null);
} catch (e: any) {
setError(String(e?.message || e));
@@ -50,8 +53,7 @@ export function useChartData({ symbol, source, tf, limit, pollMs }: Params): Res
useInterval(() => void fetchOnce(), pollMs);
return useMemo(
() => ({ candles, indicators, loading, error, refresh: fetchOnce }),
[candles, indicators, loading, error, fetchOnce]
() => ({ candles, indicators, meta, loading, error, refresh: fetchOnce }),
[candles, indicators, meta, loading, error, fetchOnce]
);
}

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@@ -0,0 +1,136 @@
import type { ReactNode } from 'react';
import type { DlobStats } from './useDlobStats';
import type { DlobDepthBandRow } from './useDlobDepthBands';
import type { DlobSlippageRow } from './useDlobSlippage';
import DlobDepthBandsPanel from './DlobDepthBandsPanel';
import DlobSlippageChart from './DlobSlippageChart';
function formatUsd(v: number | null | undefined): string {
if (v == null || !Number.isFinite(v)) return '—';
if (v >= 1_000_000) return `$${(v / 1_000_000).toFixed(2)}M`;
if (v >= 1000) return `$${(v / 1000).toFixed(0)}K`;
if (v >= 1) return `$${v.toFixed(2)}`;
return `$${v.toPrecision(4)}`;
}
function formatBps(v: number | null | undefined): string {
if (v == null || !Number.isFinite(v)) return '—';
return `${v.toFixed(1)} bps`;
}
function formatPct(v: number | null | undefined): string {
if (v == null || !Number.isFinite(v)) return '—';
return `${(v * 100).toFixed(0)}%`;
}
function statusLabel(connected: boolean, error: string | null): ReactNode {
if (error) return <span className="neg">{error}</span>;
return connected ? <span className="pos">live</span> : <span className="muted">offline</span>;
}
export default function DlobDashboard({
market,
stats,
statsConnected,
statsError,
depthBands,
depthBandsConnected,
depthBandsError,
slippageRows,
slippageConnected,
slippageError,
}: {
market: string;
stats: DlobStats | null;
statsConnected: boolean;
statsError: string | null;
depthBands: DlobDepthBandRow[];
depthBandsConnected: boolean;
depthBandsError: string | null;
slippageRows: DlobSlippageRow[];
slippageConnected: boolean;
slippageError: string | null;
}) {
const updatedAt = stats?.updatedAt || depthBands[0]?.updatedAt || slippageRows[0]?.updatedAt || null;
return (
<div className="dlobDash">
<div className="dlobDash__head">
<div className="dlobDash__title">DLOB</div>
<div className="dlobDash__meta">
<span className="dlobDash__market">{market}</span>
<span className="muted">{updatedAt ? `updated ${updatedAt}` : '—'}</span>
</div>
</div>
<div className="dlobDash__statuses">
<div className="dlobStatus">
<span className="dlobStatus__label">stats</span>
<span className="dlobStatus__value">{statusLabel(statsConnected, statsError)}</span>
</div>
<div className="dlobStatus">
<span className="dlobStatus__label">depth bands</span>
<span className="dlobStatus__value">{statusLabel(depthBandsConnected, depthBandsError)}</span>
</div>
<div className="dlobStatus">
<span className="dlobStatus__label">slippage</span>
<span className="dlobStatus__value">{statusLabel(slippageConnected, slippageError)}</span>
</div>
</div>
<div className="dlobDash__grid">
<div className="dlobKpi">
<div className="dlobKpi__label">Bid</div>
<div className="dlobKpi__value pos">{formatUsd(stats?.bestBid ?? null)}</div>
</div>
<div className="dlobKpi">
<div className="dlobKpi__label">Ask</div>
<div className="dlobKpi__value neg">{formatUsd(stats?.bestAsk ?? null)}</div>
</div>
<div className="dlobKpi">
<div className="dlobKpi__label">Mid</div>
<div className="dlobKpi__value">{formatUsd(stats?.mid ?? null)}</div>
</div>
<div className="dlobKpi">
<div className="dlobKpi__label">Spread</div>
<div className="dlobKpi__value">{formatBps(stats?.spreadBps ?? null)}</div>
<div className="dlobKpi__sub muted">{formatUsd(stats?.spreadAbs ?? null)}</div>
</div>
<div className="dlobKpi">
<div className="dlobKpi__label">Depth (bid/ask)</div>
<div className="dlobKpi__value">
<span className="pos">{formatUsd(stats?.depthBidUsd ?? null)}</span>{' '}
<span className="muted">/</span> <span className="neg">{formatUsd(stats?.depthAskUsd ?? null)}</span>
</div>
</div>
<div className="dlobKpi">
<div className="dlobKpi__label">Imbalance</div>
<div className="dlobKpi__value">{formatPct(stats?.imbalance ?? null)}</div>
<div className="dlobKpi__sub muted">[-1..1]</div>
</div>
</div>
<div className="dlobDash__panes">
<div className="dlobDash__pane">
<DlobDepthBandsPanel rows={depthBands} />
</div>
<div className="dlobDash__pane">
<div className="dlobSlippage">
<div className="dlobSlippage__head">
<div className="dlobSlippage__title">Slippage (impact bps)</div>
<div className="dlobSlippage__meta muted">by size (USD)</div>
</div>
{slippageRows.length ? (
<div className="dlobSlippage__chartWrap">
<DlobSlippageChart rows={slippageRows} />
</div>
) : (
<div className="dlobSlippage__empty muted">No slippage rows yet.</div>
)}
</div>
</div>
</div>
</div>
);
}

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@@ -0,0 +1,75 @@
import type { CSSProperties } from 'react';
import { useMemo } from 'react';
import type { DlobDepthBandRow } from './useDlobDepthBands';
function formatUsd(v: number | null | undefined): string {
if (v == null || !Number.isFinite(v)) return '—';
if (v >= 1_000_000) return `$${(v / 1_000_000).toFixed(2)}M`;
if (v >= 1000) return `$${(v / 1000).toFixed(0)}K`;
if (v >= 1) return `$${v.toFixed(2)}`;
return `$${v.toPrecision(4)}`;
}
function formatPct(v: number | null | undefined): string {
if (v == null || !Number.isFinite(v)) return '—';
return `${v.toFixed(0)}%`;
}
function bandRowStyle(askScale: number, bidScale: number): CSSProperties {
const a = Number.isFinite(askScale) && askScale > 0 ? Math.min(1, askScale) : 0;
const b = Number.isFinite(bidScale) && bidScale > 0 ? Math.min(1, bidScale) : 0;
return { ['--ask-scale' as any]: a, ['--bid-scale' as any]: b } as CSSProperties;
}
export default function DlobDepthBandsPanel({ rows }: { rows: DlobDepthBandRow[] }) {
const sorted = useMemo(() => rows.slice().sort((a, b) => a.bandBps - b.bandBps), [rows]);
const maxUsd = useMemo(() => {
let max = 0;
for (const r of sorted) {
if (r.askUsd != null && Number.isFinite(r.askUsd)) max = Math.max(max, r.askUsd);
if (r.bidUsd != null && Number.isFinite(r.bidUsd)) max = Math.max(max, r.bidUsd);
}
return max;
}, [sorted]);
return (
<div className="dlobDepth">
<div className="dlobDepth__head">
<div className="dlobDepth__title">Depth (bands)</div>
<div className="dlobDepth__meta">±bps around mid</div>
</div>
<div className="dlobDepth__table">
<div className="dlobDepthRow dlobDepthRow--head">
<span>Band</span>
<span className="dlobDepthRow__num">Ask USD</span>
<span className="dlobDepthRow__num">Bid USD</span>
<span className="dlobDepthRow__num">Bid %</span>
</div>
{sorted.length ? (
sorted.map((r) => (
<div
key={r.bandBps}
className="dlobDepthRow"
style={bandRowStyle(maxUsd > 0 ? (r.askUsd || 0) / maxUsd : 0, maxUsd > 0 ? (r.bidUsd || 0) / maxUsd : 0)}
title={`band=${r.bandBps}bps bid=${r.bidUsd ?? '—'} ask=${r.askUsd ?? '—'} imbalance=${r.imbalance ?? '—'}`}
>
<span className="dlobDepthRow__band">{r.bandBps} bps</span>
<span className="dlobDepthRow__num neg">{formatUsd(r.askUsd)}</span>
<span className="dlobDepthRow__num pos">{formatUsd(r.bidUsd)}</span>
<span className="dlobDepthRow__num muted">
{r.imbalance == null || !Number.isFinite(r.imbalance)
? '—'
: formatPct(((r.imbalance + 1) / 2) * 100)}
</span>
</div>
))
) : (
<div className="dlobDepth__empty muted">No depth band rows yet.</div>
)}
</div>
</div>
);
}

View File

@@ -0,0 +1,111 @@
import { useEffect, useMemo, useRef } from 'react';
import Chart from 'chart.js/auto';
import type { DlobSlippageRow } from './useDlobSlippage';
type Point = { x: number; y: number | null };
function clamp01(v: number): number {
if (!Number.isFinite(v)) return 0;
return Math.max(0, Math.min(1, v));
}
export default function DlobSlippageChart({ rows }: { rows: DlobSlippageRow[] }) {
const canvasRef = useRef<HTMLCanvasElement | null>(null);
const chartRef = useRef<Chart | null>(null);
const { buy, sell, maxImpact } = useMemo(() => {
const buy: Point[] = [];
const sell: Point[] = [];
let maxImpact = 0;
for (const r of rows) {
if (!Number.isFinite(r.sizeUsd) || r.sizeUsd <= 0) continue;
const y = r.impactBps == null || !Number.isFinite(r.impactBps) ? null : r.impactBps;
if (y != null) maxImpact = Math.max(maxImpact, y);
if (r.side === 'buy') buy.push({ x: r.sizeUsd, y });
if (r.side === 'sell') sell.push({ x: r.sizeUsd, y });
}
buy.sort((a, b) => a.x - b.x);
sell.sort((a, b) => a.x - b.x);
return { buy, sell, maxImpact };
}, [rows]);
useEffect(() => {
if (!canvasRef.current) return;
if (chartRef.current) return;
chartRef.current = new Chart(canvasRef.current, {
type: 'line',
data: {
datasets: [
{
label: 'Buy',
data: [],
borderColor: 'rgba(34,197,94,0.9)',
backgroundColor: 'rgba(34,197,94,0.15)',
pointRadius: 2,
pointHoverRadius: 4,
borderWidth: 2,
tension: 0.2,
fill: false,
},
{
label: 'Sell',
data: [],
borderColor: 'rgba(239,68,68,0.9)',
backgroundColor: 'rgba(239,68,68,0.15)',
pointRadius: 2,
pointHoverRadius: 4,
borderWidth: 2,
tension: 0.2,
fill: false,
},
],
},
options: {
responsive: true,
maintainAspectRatio: false,
animation: false,
parsing: false,
interaction: { mode: 'nearest', intersect: false },
plugins: {
legend: { labels: { color: '#e6e9ef' } },
tooltip: { enabled: true },
},
scales: {
x: {
type: 'linear',
title: { display: true, text: 'Size (USD)', color: '#c7cbd4' },
ticks: { color: '#c7cbd4' },
grid: { color: 'rgba(255,255,255,0.06)' },
},
y: {
type: 'linear',
beginAtZero: true,
suggestedMax: Math.max(10, maxImpact * (1 + clamp01(0.15))),
title: { display: true, text: 'Impact (bps)', color: '#c7cbd4' },
ticks: { color: '#c7cbd4' },
grid: { color: 'rgba(255,255,255,0.06)' },
},
},
},
});
return () => {
chartRef.current?.destroy();
chartRef.current = null;
};
}, [maxImpact]);
useEffect(() => {
const chart = chartRef.current;
if (!chart) return;
chart.data.datasets[0]!.data = buy as any;
chart.data.datasets[1]!.data = sell as any;
chart.update('none');
}, [buy, sell]);
return <canvas className="dlobSlippageChart" ref={canvasRef} />;
}

View File

@@ -0,0 +1,133 @@
import { useEffect, useMemo, useState } from 'react';
import { subscribeGraphqlWs } from '../../lib/graphqlWs';
export type DlobDepthBandRow = {
marketName: string;
bandBps: number;
midPrice: number | null;
bestBid: number | null;
bestAsk: number | null;
bidUsd: number | null;
askUsd: number | null;
bidBase: number | null;
askBase: number | null;
imbalance: number | null;
updatedAt: string | null;
};
function toNum(v: unknown): number | null {
if (v == null) return null;
if (typeof v === 'number') return Number.isFinite(v) ? v : null;
if (typeof v === 'string') {
const s = v.trim();
if (!s) return null;
const n = Number(s);
return Number.isFinite(n) ? n : null;
}
return null;
}
function toInt(v: unknown): number | null {
if (v == null) return null;
if (typeof v === 'number') return Number.isFinite(v) ? Math.trunc(v) : null;
if (typeof v === 'string') {
const s = v.trim();
if (!s) return null;
const n = Number.parseInt(s, 10);
return Number.isFinite(n) ? n : null;
}
return null;
}
type HasuraRow = {
market_name: string;
band_bps: unknown;
mid_price?: unknown;
best_bid_price?: unknown;
best_ask_price?: unknown;
bid_usd?: unknown;
ask_usd?: unknown;
bid_base?: unknown;
ask_base?: unknown;
imbalance?: unknown;
updated_at?: string | null;
};
type SubscriptionData = {
dlob_depth_bps_latest: HasuraRow[];
};
export function useDlobDepthBands(
marketName: string
): { rows: DlobDepthBandRow[]; connected: boolean; error: string | null } {
const [rows, setRows] = useState<DlobDepthBandRow[]>([]);
const [connected, setConnected] = useState(false);
const [error, setError] = useState<string | null>(null);
const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
useEffect(() => {
if (!normalizedMarket) {
setRows([]);
setError(null);
setConnected(false);
return;
}
setError(null);
const query = `
subscription DlobDepthBands($market: String!) {
dlob_depth_bps_latest(
where: { market_name: { _eq: $market } }
order_by: [{ band_bps: asc }]
) {
market_name
band_bps
mid_price
best_bid_price
best_ask_price
bid_usd
ask_usd
bid_base
ask_base
imbalance
updated_at
}
}
`;
const sub = subscribeGraphqlWs<SubscriptionData>({
query,
variables: { market: normalizedMarket },
onStatus: ({ connected }) => setConnected(connected),
onError: (e) => setError(e),
onData: (data) => {
const out: DlobDepthBandRow[] = [];
for (const r of data?.dlob_depth_bps_latest || []) {
if (!r?.market_name) continue;
const bandBps = toInt(r.band_bps);
if (bandBps == null || bandBps <= 0) continue;
out.push({
marketName: r.market_name,
bandBps,
midPrice: toNum(r.mid_price),
bestBid: toNum(r.best_bid_price),
bestAsk: toNum(r.best_ask_price),
bidUsd: toNum(r.bid_usd),
askUsd: toNum(r.ask_usd),
bidBase: toNum(r.bid_base),
askBase: toNum(r.ask_base),
imbalance: toNum(r.imbalance),
updatedAt: r.updated_at ?? null,
});
}
setRows(out);
},
});
return () => sub.unsubscribe();
}, [normalizedMarket]);
return { rows, connected, error };
}

View File

@@ -0,0 +1,158 @@
import { useEffect, useMemo, useState } from 'react';
import { subscribeGraphqlWs } from '../../lib/graphqlWs';
export type OrderbookRow = {
price: number;
size: number;
total: number;
};
export type DlobL2 = {
marketName: string;
bids: OrderbookRow[];
asks: OrderbookRow[];
bestBid: number | null;
bestAsk: number | null;
mid: number | null;
updatedAt: string | null;
};
function envNumber(name: string): number | undefined {
const raw = (import.meta as any).env?.[name];
if (raw == null) return undefined;
const n = Number(raw);
return Number.isFinite(n) ? n : undefined;
}
function toNum(v: unknown): number | null {
if (v == null) return null;
if (typeof v === 'number') return Number.isFinite(v) ? v : null;
if (typeof v === 'string') {
const s = v.trim();
if (!s) return null;
const n = Number(s);
return Number.isFinite(n) ? n : null;
}
return null;
}
function normalizeJson(v: unknown): unknown {
if (typeof v !== 'string') return v;
const s = v.trim();
if (!s) return null;
try {
return JSON.parse(s);
} catch {
return v;
}
}
function parseLevels(raw: unknown, pricePrecision: number, basePrecision: number): Array<{ price: number; size: number }> {
const v = normalizeJson(raw);
if (!Array.isArray(v)) return [];
const out: Array<{ price: number; size: number }> = [];
for (const item of v) {
const priceInt = toNum((item as any)?.price);
const sizeInt = toNum((item as any)?.size);
if (priceInt == null || sizeInt == null) continue;
const price = priceInt / pricePrecision;
const size = sizeInt / basePrecision;
if (!Number.isFinite(price) || !Number.isFinite(size)) continue;
out.push({ price, size });
}
return out;
}
function withTotals(levels: Array<{ price: number; size: number }>): OrderbookRow[] {
let total = 0;
return levels.map((l) => {
total += l.size;
return { ...l, total };
});
}
type HasuraDlobL2Row = {
market_name: string;
bids?: unknown;
asks?: unknown;
updated_at?: string | null;
};
type SubscriptionData = {
dlob_l2_latest: HasuraDlobL2Row[];
};
export function useDlobL2(
marketName: string,
opts?: { levels?: number }
): { l2: DlobL2 | null; connected: boolean; error: string | null } {
const [l2, setL2] = useState<DlobL2 | null>(null);
const [connected, setConnected] = useState(false);
const [error, setError] = useState<string | null>(null);
const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
const levels = useMemo(() => Math.max(1, opts?.levels ?? 14), [opts?.levels]);
const pricePrecision = useMemo(() => envNumber('VITE_DLOB_PRICE_PRECISION') ?? 1_000_000, []);
const basePrecision = useMemo(() => envNumber('VITE_DLOB_BASE_PRECISION') ?? 1_000_000_000, []);
useEffect(() => {
if (!normalizedMarket) {
setL2(null);
setError(null);
setConnected(false);
return;
}
setError(null);
const query = `
subscription DlobL2($market: String!) {
dlob_l2_latest(where: {market_name: {_eq: $market}}, limit: 1) {
market_name
bids
asks
updated_at
}
}
`;
const sub = subscribeGraphqlWs<SubscriptionData>({
query,
variables: { market: normalizedMarket },
onStatus: ({ connected }) => setConnected(connected),
onError: (e) => setError(e),
onData: (data) => {
const row = data?.dlob_l2_latest?.[0];
if (!row?.market_name) return;
const bidsRaw = parseLevels(row.bids, pricePrecision, basePrecision).slice(0, levels);
const asksRaw = parseLevels(row.asks, pricePrecision, basePrecision).slice(0, levels);
const bids = withTotals(bidsRaw);
const asks = withTotals(asksRaw).slice().reverse();
const bestBid = bidsRaw.length ? bidsRaw[0].price : null;
const bestAsk = asksRaw.length ? asksRaw[0].price : null;
const mid = bestBid != null && bestAsk != null ? (bestBid + bestAsk) / 2 : null;
setL2({
marketName: row.market_name,
bids,
asks,
bestBid,
bestAsk,
mid,
updatedAt: row.updated_at ?? null,
});
},
});
return () => sub.unsubscribe();
}, [normalizedMarket, levels, pricePrecision, basePrecision]);
return { l2, connected, error };
}

View File

@@ -0,0 +1,137 @@
import { useEffect, useMemo, useState } from 'react';
import { subscribeGraphqlWs } from '../../lib/graphqlWs';
export type DlobSlippageRow = {
marketName: string;
side: 'buy' | 'sell';
sizeUsd: number;
midPrice: number | null;
vwapPrice: number | null;
worstPrice: number | null;
filledUsd: number | null;
filledBase: number | null;
impactBps: number | null;
levelsConsumed: number | null;
fillPct: number | null;
updatedAt: string | null;
};
function toNum(v: unknown): number | null {
if (v == null) return null;
if (typeof v === 'number') return Number.isFinite(v) ? v : null;
if (typeof v === 'string') {
const s = v.trim();
if (!s) return null;
const n = Number(s);
return Number.isFinite(n) ? n : null;
}
return null;
}
function toInt(v: unknown): number | null {
if (v == null) return null;
if (typeof v === 'number') return Number.isFinite(v) ? Math.trunc(v) : null;
if (typeof v === 'string') {
const s = v.trim();
if (!s) return null;
const n = Number.parseInt(s, 10);
return Number.isFinite(n) ? n : null;
}
return null;
}
type HasuraRow = {
market_name: string;
side: string;
size_usd: unknown;
mid_price?: unknown;
vwap_price?: unknown;
worst_price?: unknown;
filled_usd?: unknown;
filled_base?: unknown;
impact_bps?: unknown;
levels_consumed?: unknown;
fill_pct?: unknown;
updated_at?: string | null;
};
type SubscriptionData = {
dlob_slippage_latest: HasuraRow[];
};
export function useDlobSlippage(marketName: string): { rows: DlobSlippageRow[]; connected: boolean; error: string | null } {
const [rows, setRows] = useState<DlobSlippageRow[]>([]);
const [connected, setConnected] = useState(false);
const [error, setError] = useState<string | null>(null);
const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
useEffect(() => {
if (!normalizedMarket) {
setRows([]);
setError(null);
setConnected(false);
return;
}
setError(null);
const query = `
subscription DlobSlippage($market: String!) {
dlob_slippage_latest(
where: { market_name: { _eq: $market } }
order_by: [{ side: asc }, { size_usd: asc }]
) {
market_name
side
size_usd
mid_price
vwap_price
worst_price
filled_usd
filled_base
impact_bps
levels_consumed
fill_pct
updated_at
}
}
`;
const sub = subscribeGraphqlWs<SubscriptionData>({
query,
variables: { market: normalizedMarket },
onStatus: ({ connected }) => setConnected(connected),
onError: (e) => setError(e),
onData: (data) => {
const out: DlobSlippageRow[] = [];
for (const r of data?.dlob_slippage_latest || []) {
if (!r?.market_name) continue;
const side = String(r.side || '').trim();
if (side !== 'buy' && side !== 'sell') continue;
const sizeUsd = toInt(r.size_usd);
if (sizeUsd == null || sizeUsd <= 0) continue;
out.push({
marketName: r.market_name,
side,
sizeUsd,
midPrice: toNum(r.mid_price),
vwapPrice: toNum(r.vwap_price),
worstPrice: toNum(r.worst_price),
filledUsd: toNum(r.filled_usd),
filledBase: toNum(r.filled_base),
impactBps: toNum(r.impact_bps),
levelsConsumed: toInt(r.levels_consumed),
fillPct: toNum(r.fill_pct),
updatedAt: r.updated_at ?? null,
});
}
setRows(out);
},
});
return () => sub.unsubscribe();
}, [normalizedMarket]);
return { rows, connected, error };
}

View File

@@ -0,0 +1,123 @@
import { useEffect, useMemo, useState } from 'react';
import { subscribeGraphqlWs } from '../../lib/graphqlWs';
export type DlobStats = {
marketName: string;
markPrice: number | null;
oraclePrice: number | null;
bestBid: number | null;
bestAsk: number | null;
mid: number | null;
spreadAbs: number | null;
spreadBps: number | null;
depthBidBase: number | null;
depthAskBase: number | null;
depthBidUsd: number | null;
depthAskUsd: number | null;
imbalance: number | null;
updatedAt: string | null;
};
function toNum(v: unknown): number | null {
if (v == null) return null;
if (typeof v === 'number') return Number.isFinite(v) ? v : null;
if (typeof v === 'string') {
const s = v.trim();
if (!s) return null;
const n = Number(s);
return Number.isFinite(n) ? n : null;
}
return null;
}
type HasuraDlobStatsRow = {
market_name: string;
mark_price?: string | null;
oracle_price?: string | null;
best_bid_price?: string | null;
best_ask_price?: string | null;
mid_price?: string | null;
spread_abs?: string | null;
spread_bps?: string | null;
depth_bid_base?: string | null;
depth_ask_base?: string | null;
depth_bid_usd?: string | null;
depth_ask_usd?: string | null;
imbalance?: string | null;
updated_at?: string | null;
};
type SubscriptionData = {
dlob_stats_latest: HasuraDlobStatsRow[];
};
export function useDlobStats(marketName: string): { stats: DlobStats | null; connected: boolean; error: string | null } {
const [stats, setStats] = useState<DlobStats | null>(null);
const [connected, setConnected] = useState(false);
const [error, setError] = useState<string | null>(null);
const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
useEffect(() => {
if (!normalizedMarket) {
setStats(null);
setError(null);
setConnected(false);
return;
}
setError(null);
const query = `
subscription DlobStats($market: String!) {
dlob_stats_latest(where: {market_name: {_eq: $market}}, limit: 1) {
market_name
mark_price
oracle_price
best_bid_price
best_ask_price
mid_price
spread_abs
spread_bps
depth_bid_base
depth_ask_base
depth_bid_usd
depth_ask_usd
imbalance
updated_at
}
}
`;
const sub = subscribeGraphqlWs<SubscriptionData>({
query,
variables: { market: normalizedMarket },
onStatus: ({ connected }) => setConnected(connected),
onError: (e) => setError(e),
onData: (data) => {
const row = data?.dlob_stats_latest?.[0];
if (!row?.market_name) return;
setStats({
marketName: row.market_name,
markPrice: toNum(row.mark_price),
oraclePrice: toNum(row.oracle_price),
bestBid: toNum(row.best_bid_price),
bestAsk: toNum(row.best_ask_price),
mid: toNum(row.mid_price),
spreadAbs: toNum(row.spread_abs),
spreadBps: toNum(row.spread_bps),
depthBidBase: toNum(row.depth_bid_base),
depthAskBase: toNum(row.depth_ask_base),
depthBidUsd: toNum(row.depth_bid_usd),
depthAskUsd: toNum(row.depth_ask_usd),
imbalance: toNum(row.imbalance),
updatedAt: row.updated_at ?? null,
});
},
});
return () => sub.unsubscribe();
}, [normalizedMarket]);
return { stats, connected, error };
}

View File

@@ -16,16 +16,15 @@ type Props = {
active?: NavId;
onSelect?: (id: NavId) => void;
rightSlot?: ReactNode;
rightEndSlot?: ReactNode;
};
export default function TopNav({ active = 'trade', onSelect, rightSlot, rightEndSlot }: Props) {
export default function TopNav({ active = 'trade', onSelect, rightSlot }: Props) {
return (
<header className="topNav">
<div className="topNav__left">
<div className="topNav__brand" aria-label="Drift">
<div className="topNav__brand" aria-label="Trade">
<div className="topNav__brandMark" aria-hidden="true" />
<div className="topNav__brandName">Drift</div>
<div className="topNav__brandName">Trade</div>
</div>
<nav className="topNav__menu" aria-label="Primary">
{navItems.map((it) => (
@@ -56,7 +55,6 @@ export default function TopNav({ active = 'trade', onSelect, rightSlot, rightEnd
</div>
</>
)}
{rightEndSlot}
</div>
</header>
);

View File

@@ -6,6 +6,9 @@ export type Candle = {
close: number;
volume?: number;
oracle?: number | null;
flow?: { up: number; down: number; flat: number };
flowRows?: number[];
flowMoves?: number[];
};
export type SeriesPoint = {
@@ -68,9 +71,18 @@ export async function fetchChart(params: {
close: Number(c.close),
volume: c.volume == null ? undefined : Number(c.volume),
oracle: c.oracle == null ? null : Number(c.oracle),
flow:
(c as any)?.flow && typeof (c as any).flow === 'object'
? {
up: Number((c as any).flow.up),
down: Number((c as any).flow.down),
flat: Number((c as any).flow.flat),
}
: undefined,
flowRows: Array.isArray((c as any)?.flowRows) ? (c as any).flowRows.map((x: any) => Number(x)) : undefined,
flowMoves: Array.isArray((c as any)?.flowMoves) ? (c as any).flowMoves.map((x: any) => Number(x)) : undefined,
})),
indicators: json.indicators || {},
meta: { tf: String(json.tf || params.tf), bucketSeconds: Number(json.bucketSeconds || 0) },
};
}

View File

@@ -0,0 +1,181 @@
type HeadersMap = Record<string, string>;
type SubscribeParams<T> = {
query: string;
variables?: Record<string, unknown>;
onData: (data: T) => void;
onError?: (err: string) => void;
onStatus?: (s: { connected: boolean }) => void;
};
function envString(name: string): string | undefined {
const v = (import.meta as any).env?.[name];
const s = v == null ? '' : String(v).trim();
return s ? s : undefined;
}
function resolveGraphqlHttpUrl(): string {
return envString('VITE_HASURA_URL') || '/graphql';
}
function resolveGraphqlWsUrl(): string {
const explicit = envString('VITE_HASURA_WS_URL');
if (explicit) {
if (explicit.startsWith('ws://') || explicit.startsWith('wss://')) return explicit;
if (explicit.startsWith('http://')) return `ws://${explicit.slice('http://'.length)}`;
if (explicit.startsWith('https://')) return `wss://${explicit.slice('https://'.length)}`;
const proto = window.location.protocol === 'https:' ? 'wss:' : 'ws:';
const host = window.location.host;
const path = explicit.startsWith('/') ? explicit : `/${explicit}`;
return `${proto}//${host}${path}`;
}
const httpUrl = resolveGraphqlHttpUrl();
if (httpUrl.startsWith('ws://') || httpUrl.startsWith('wss://')) return httpUrl;
if (httpUrl.startsWith('http://')) return `ws://${httpUrl.slice('http://'.length)}`;
if (httpUrl.startsWith('https://')) return `wss://${httpUrl.slice('https://'.length)}`;
const proto = window.location.protocol === 'https:' ? 'wss:' : 'ws:';
const host = window.location.host;
const path = httpUrl.startsWith('/') ? httpUrl : `/${httpUrl}`;
return `${proto}//${host}${path}`;
}
function resolveAuthHeaders(): HeadersMap | undefined {
const token = envString('VITE_HASURA_AUTH_TOKEN');
if (token) return { authorization: `Bearer ${token}` };
const secret = envString('VITE_HASURA_ADMIN_SECRET');
if (secret) return { 'x-hasura-admin-secret': secret };
return undefined;
}
type WsMessage =
| { type: 'connection_ack' | 'ka' | 'complete' }
| { type: 'connection_error'; payload?: any }
| { type: 'data'; id: string; payload: { data?: any; errors?: Array<{ message: string }> } }
| { type: 'error'; id: string; payload?: any };
export type SubscriptionHandle = {
unsubscribe: () => void;
};
export function subscribeGraphqlWs<T>({ query, variables, onData, onError, onStatus }: SubscribeParams<T>): SubscriptionHandle {
const wsUrl = resolveGraphqlWsUrl();
const headers = resolveAuthHeaders();
let ws: WebSocket | null = null;
let closed = false;
let started = false;
let reconnectTimer: number | null = null;
const subId = '1';
const emitError = (e: unknown) => {
const msg = typeof e === 'string' ? e : String((e as any)?.message || e);
onError?.(msg);
};
const setConnected = (connected: boolean) => onStatus?.({ connected });
const start = () => {
if (!ws || started) return;
started = true;
ws.send(
JSON.stringify({
id: subId,
type: 'start',
payload: { query, variables: variables ?? {} },
})
);
};
const connect = () => {
if (closed) return;
started = false;
try {
ws = new WebSocket(wsUrl, 'graphql-ws');
} catch (e) {
emitError(e);
reconnectTimer = window.setTimeout(connect, 1000);
return;
}
ws.onopen = () => {
setConnected(true);
const payload = headers ? { headers } : {};
ws?.send(JSON.stringify({ type: 'connection_init', payload }));
};
ws.onmessage = (ev) => {
let msg: WsMessage;
try {
msg = JSON.parse(String(ev.data));
} catch (e) {
emitError(e);
return;
}
if (msg.type === 'connection_ack') {
start();
return;
}
if (msg.type === 'connection_error') {
emitError(msg.payload || 'connection_error');
return;
}
if (msg.type === 'ka' || msg.type === 'complete') return;
if (msg.type === 'error') {
emitError(msg.payload || 'subscription_error');
return;
}
if (msg.type === 'data') {
const errors = msg.payload?.errors;
if (Array.isArray(errors) && errors.length) {
emitError(errors.map((e) => e.message).join(' | '));
return;
}
if (msg.payload?.data != null) onData(msg.payload.data as T);
}
};
ws.onerror = () => {
setConnected(false);
};
ws.onclose = () => {
setConnected(false);
if (closed) return;
reconnectTimer = window.setTimeout(connect, 1000);
};
};
connect();
return {
unsubscribe: () => {
closed = true;
setConnected(false);
if (reconnectTimer != null) {
window.clearTimeout(reconnectTimer);
reconnectTimer = null;
}
if (!ws) return;
try {
ws.send(JSON.stringify({ id: subId, type: 'stop' }));
ws.send(JSON.stringify({ type: 'connection_terminate' }));
} catch {
// ignore
}
try {
ws.close();
} catch {
// ignore
}
ws = null;
},
};
}

View File

@@ -18,7 +18,7 @@ function getApiUrl(): string | undefined {
}
function getHasuraUrl(): string {
return (import.meta as any).env?.VITE_HASURA_URL || 'http://localhost:8080/v1/graphql';
return (import.meta as any).env?.VITE_HASURA_URL || '/graphql';
}
function getAuthToken(): string | undefined {

View File

@@ -689,6 +689,216 @@ a:hover {
white-space: nowrap;
}
.chartLayersBackdrop {
position: absolute;
inset: 0;
background: transparent;
z-index: 60;
opacity: 0;
pointer-events: none;
transition: opacity 140ms ease;
}
.chartLayersBackdrop--open {
opacity: 1;
pointer-events: auto;
}
.chartLayersPanel {
position: absolute;
top: 8px;
bottom: 8px;
left: 8px;
width: 420px;
max-width: calc(100% - 16px);
background: rgba(17, 19, 28, 0.92);
border: 1px solid rgba(255, 255, 255, 0.10);
border-radius: 14px;
box-shadow: 0 18px 60px rgba(0, 0, 0, 0.65);
backdrop-filter: blur(14px);
overflow: hidden;
z-index: 70;
display: flex;
flex-direction: column;
opacity: 0;
transform: translateX(-10px);
pointer-events: none;
transition: opacity 140ms ease, transform 140ms ease;
}
.chartLayersPanel--open {
opacity: 1;
transform: translateX(0);
pointer-events: auto;
}
.chartLayersPanel__head {
padding: 10px 12px;
border-bottom: 1px solid rgba(255, 255, 255, 0.08);
display: flex;
align-items: center;
justify-content: space-between;
gap: 10px;
}
.chartLayersPanel__title {
font-weight: 900;
letter-spacing: 0.02em;
}
.chartLayersPanel__close {
width: 30px;
height: 30px;
border-radius: 10px;
border: 1px solid rgba(255, 255, 255, 0.10);
background: transparent;
color: rgba(230, 233, 239, 0.85);
cursor: pointer;
}
.chartLayersPanel__close:hover {
border-color: rgba(255, 255, 255, 0.18);
background: rgba(255, 255, 255, 0.04);
color: rgba(230, 233, 239, 0.92);
}
.chartLayersTable {
flex: 1;
min-height: 0;
overflow: auto;
}
.chartLayersRow {
display: grid;
grid-template-columns: 34px 34px minmax(0, 1fr) 150px 40px;
gap: 8px;
align-items: center;
padding: 8px 10px;
}
.chartLayersRow--head {
position: sticky;
top: 0;
z-index: 1;
background: rgba(17, 19, 28, 0.92);
color: rgba(230, 233, 239, 0.60);
font-size: 11px;
font-weight: 850;
letter-spacing: 0.08em;
text-transform: uppercase;
border-bottom: 1px solid rgba(255, 255, 255, 0.08);
}
.chartLayersRow--layer {
background: rgba(255, 255, 255, 0.03);
border-bottom: 1px solid rgba(255, 255, 255, 0.06);
}
.chartLayersRow--object {
cursor: pointer;
padding-left: 18px;
}
.chartLayersRow--object:hover {
background: rgba(255, 255, 255, 0.05);
}
.chartLayersRow--selected {
background: rgba(168, 85, 247, 0.12);
}
.chartLayersCell {
display: flex;
align-items: center;
min-width: 0;
}
.chartLayersCell--icon {
justify-content: center;
}
.chartLayersCell--name {
min-width: 0;
}
.chartLayersCell--opacity {
min-width: 0;
}
.chartLayersCell--actions {
justify-content: flex-end;
}
.layersBtn {
width: 28px;
height: 28px;
border-radius: 10px;
border: 1px solid rgba(255, 255, 255, 0.10);
background: rgba(0, 0, 0, 0.10);
color: rgba(230, 233, 239, 0.88);
display: inline-flex;
align-items: center;
justify-content: center;
cursor: pointer;
}
.layersBtn:hover {
border-color: rgba(255, 255, 255, 0.18);
background: rgba(255, 255, 255, 0.04);
}
.layersBtn--active {
background: rgba(255, 255, 255, 0.08);
border-color: rgba(255, 255, 255, 0.22);
color: var(--text);
}
.layersBtn:disabled {
cursor: not-allowed;
opacity: 0.55;
}
.layersName {
min-width: 0;
overflow: hidden;
text-overflow: ellipsis;
white-space: nowrap;
}
.layersName--layer {
font-weight: 900;
}
.layersName--object {
font-weight: 800;
color: rgba(230, 233, 239, 0.92);
}
.layersName__meta {
opacity: 0.65;
font-weight: 800;
margin-left: 6px;
}
.layersOpacity {
width: 100%;
display: grid;
grid-template-columns: minmax(0, 1fr) 44px;
gap: 8px;
align-items: center;
}
.layersOpacity__range {
width: 100%;
}
.layersOpacity__pct {
font-size: 12px;
color: rgba(230, 233, 239, 0.70);
text-align: right;
font-variant-numeric: tabular-nums;
}
.chartCard__chart {
min-height: 0;
height: 100%;

View File

@@ -7,6 +7,13 @@ import react from '@vitejs/plugin-react';
const DIR = path.dirname(fileURLToPath(import.meta.url));
const ROOT = path.resolve(DIR, '../..');
type BasicAuth = { username: string; password: string };
function stripTrailingSlashes(p: string): string {
const out = p.replace(/\/+$/, '');
return out || '/';
}
function readApiReadToken(): string | undefined {
if (process.env.API_READ_TOKEN) return process.env.API_READ_TOKEN;
const p = path.join(ROOT, 'tokens', 'read.json');
@@ -20,24 +27,132 @@ function readApiReadToken(): string | undefined {
}
}
function parseBasicAuth(value: string | undefined): BasicAuth | undefined {
const raw = String(value || '').trim();
if (!raw) return undefined;
const idx = raw.indexOf(':');
if (idx <= 0) return undefined;
const username = raw.slice(0, idx).trim();
const password = raw.slice(idx + 1);
if (!username || !password) return undefined;
return { username, password };
}
function readProxyBasicAuth(): BasicAuth | undefined {
const fromEnv = parseBasicAuth(process.env.API_PROXY_BASIC_AUTH);
if (fromEnv) return fromEnv;
const fileRaw = String(process.env.API_PROXY_BASIC_AUTH_FILE || '').trim();
if (!fileRaw) return undefined;
const p = path.isAbsolute(fileRaw) ? fileRaw : path.join(ROOT, fileRaw);
if (!fs.existsSync(p)) return undefined;
try {
const raw = fs.readFileSync(p, 'utf8');
const json = JSON.parse(raw) as { username?: string; password?: string };
const username = typeof json?.username === 'string' ? json.username.trim() : '';
const password = typeof json?.password === 'string' ? json.password : '';
if (!username || !password) return undefined;
return { username, password };
} catch {
return undefined;
}
}
const apiReadToken = readApiReadToken();
const proxyBasicAuth = readProxyBasicAuth();
const apiProxyTarget = process.env.API_PROXY_TARGET || 'http://localhost:8787';
function parseUrl(v: string): URL | undefined {
try {
return new URL(v);
} catch {
return undefined;
}
}
const apiProxyTargetUrl = parseUrl(apiProxyTarget);
const apiProxyTargetPath = stripTrailingSlashes(apiProxyTargetUrl?.pathname || '/');
const apiProxyTargetEndsWithApi = apiProxyTargetPath.endsWith('/api');
function inferUiProxyTarget(apiTarget: string): string | undefined {
try {
const u = new URL(apiTarget);
const p = stripTrailingSlashes(u.pathname || '/');
if (!p.endsWith('/api')) return undefined;
const basePath = p.slice(0, -'/api'.length) || '/';
u.pathname = basePath;
u.search = '';
u.hash = '';
const out = u.toString();
return out.endsWith('/') ? out.slice(0, -1) : out;
} catch {
return undefined;
}
}
const uiProxyTarget =
process.env.FRONTEND_PROXY_TARGET ||
process.env.UI_PROXY_TARGET ||
process.env.AUTH_PROXY_TARGET ||
inferUiProxyTarget(apiProxyTarget) ||
(apiProxyTargetUrl && apiProxyTargetPath === '/' ? stripTrailingSlashes(apiProxyTargetUrl.toString()) : undefined);
function applyProxyBasicAuth(proxyReq: any) {
if (!proxyBasicAuth) return false;
const b64 = Buffer.from(`${proxyBasicAuth.username}:${proxyBasicAuth.password}`, 'utf8').toString('base64');
proxyReq.setHeader('Authorization', `Basic ${b64}`);
return true;
}
function rewriteSetCookieForLocalDevHttp(proxyRes: any) {
const v = proxyRes?.headers?.['set-cookie'];
if (!v) return;
const rewrite = (cookie: string) => {
let out = cookie.replace(/;\s*secure\b/gi, '');
out = out.replace(/;\s*domain=[^;]+/gi, '');
out = out.replace(/;\s*samesite=none\b/gi, '; SameSite=Lax');
return out;
};
proxyRes.headers['set-cookie'] = Array.isArray(v) ? v.map(rewrite) : rewrite(String(v));
}
const proxy: Record<string, any> = {
'/api': {
target: apiProxyTarget,
changeOrigin: true,
rewrite: (p: string) => (apiProxyTargetEndsWithApi ? p.replace(/^\/api/, '') : p),
configure: (p: any) => {
p.on('proxyReq', (proxyReq: any) => {
if (applyProxyBasicAuth(proxyReq)) return;
if (apiReadToken) proxyReq.setHeader('Authorization', `Bearer ${apiReadToken}`);
});
},
},
};
if (uiProxyTarget) {
for (const prefix of ['/whoami', '/auth', '/logout']) {
proxy[prefix] = {
target: uiProxyTarget,
changeOrigin: true,
configure: (p: any) => {
p.on('proxyReq', (proxyReq: any) => {
applyProxyBasicAuth(proxyReq);
});
p.on('proxyRes', (proxyRes: any) => {
rewriteSetCookieForLocalDevHttp(proxyRes);
});
},
};
}
}
export default defineConfig({
plugins: [react()],
server: {
port: 5173,
strictPort: true,
proxy: {
'/api': {
target: process.env.API_PROXY_TARGET || 'http://localhost:8787',
changeOrigin: true,
rewrite: (p) => p.replace(/^\/api/, ''),
configure: (proxy) => {
proxy.on('proxyReq', (proxyReq) => {
if (apiReadToken) proxyReq.setHeader('Authorization', `Bearer ${apiReadToken}`);
});
},
},
},
proxy,
},
});

153
doc/dlob-services.md Normal file
View File

@@ -0,0 +1,153 @@
# Serwisy DLOB na VPS (k3s / `trade-staging`)
Ten dokument opisuje rolę serwisów “DLOB” uruchomionych w namespace `trade-staging` oraz ich przepływ danych.
## Czy `dlob-worker` pracuje na VPS?
Tak — wszystkie serwisy wymienione niżej działają **na VPS** jako Deploymenty w klastrze k3s, w namespace `trade-staging`.
## Czy na VPS jest GraphQL/WS dla stats i orderbook?
Tak — **GraphQL wystawia Hasura** (na VPS w k3s), a nie `dlob-server`.
- Dane L2 i liczone statsy są zapisane do Postgresa jako tabele `dlob_*_latest` i są dostępne przez Hasurę jako GraphQL (query + subscriptions).
- Z zewnątrz korzystamy przez frontend (proxy) pod:
- HTTP: `https://trade.rv32i.pl/graphql`
- WS: `wss://trade.rv32i.pl/graphql` (subskrypcje, protokół `graphql-ws`)
`dlob-server` wystawia **REST** (np. `/l2`, `/l3`) w klastrze; to jest źródło danych dla workerów albo do debugowania.
## TL;DR: kto co robi
### `dlob-worker`
- **Rola:** kolektor L2 + wyliczenie “basic stats”.
- **Wejście:** HTTP L2 z `DLOB_HTTP_URL` (u nas obecnie `https://dlob.drift.trade`, ale można przełączyć na `http://dlob-server:6969`).
- **Wyjście:** upsert do Hasury (Postgres) tabel:
- `dlob_l2_latest` (raw snapshot L2, JSON leveli)
- `dlob_stats_latest` (pochodne: best bid/ask, mid, spread, depth, imbalance, itp.)
- **Częstotliwość:** `DLOB_POLL_MS` (u nas 500 ms).
### `dlob-slippage-worker`
- **Rola:** symulacja slippage vs rozmiar zlecenia na podstawie L2.
- **Wejście:** czyta z Hasury `dlob_l2_latest` (dla listy rynków).
- **Wyjście:** upsert do Hasury tabeli `dlob_slippage_latest` (m.in. `impact_bps`, `vwap_price`, `worst_price`, `fill_pct`).
- **Częstotliwość:** `DLOB_POLL_MS` (u nas 1000 ms); rozmiary w `DLOB_SLIPPAGE_SIZES_USD`.
### `dlob-depth-worker`
- **Rola:** metryki “głębokości” w pasmach ±bps wokół mid.
- **Wejście:** czyta z Hasury `dlob_l2_latest`.
- **Wyjście:** upsert do Hasury tabeli `dlob_depth_bps_latest` (per `(market_name, band_bps)`).
- **Częstotliwość:** `DLOB_POLL_MS` (u nas 1000 ms); pasma w `DLOB_DEPTH_BPS_BANDS`.
### `dlob-publisher`
- **Rola:** utrzymuje “żywy” DLOB na podstawie subskrypcji on-chain i publikuje snapshoty do Redis.
- **Wejście:** Solana RPC/WS (`ENDPOINT`, `WS_ENDPOINT` z secreta `trade-dlob-rpc`), Drift SDK; konfiguracja rynków np. `PERP_MARKETS_TO_LOAD`.
- **Wyjście:** zapis/publish do `dlob-redis` (cache / pubsub / streamy), z którego korzysta serwer HTTP (i ewentualnie WS manager).
### `dlob-server`
- **Rola:** HTTP API do danych DLOB (np. `/l2`, `/l3`) serwowane z cache Redis.
- **Wejście:** `dlob-redis` + slot subscriber (do oceny “świeżości” danych).
- **Wyjście:** endpoint HTTP w klastrze (Service `dlob-server:6969`), który może być źródłem dla `dlob-worker` (gdy `DLOB_HTTP_URL=http://dlob-server:6969`).
### `dlob-redis`
- **Rola:** Redis (u nas single-node “cluster mode”) jako **cache i kanał komunikacji** między `dlob-publisher` a `dlob-server`.
- **Uwagi:** to “klej” między komponentami publish/serve; bez niego publisher i server nie współpracują.
## Jak to się spina (przepływ danych)
1) `dlob-publisher` (on-chain) → publikuje snapshoty do `dlob-redis`.
2) `dlob-server` → serwuje `/l2` i `/l3` z `dlob-redis` (HTTP w klastrze).
3) `dlob-worker` → pobiera L2 (obecnie z `https://dlob.drift.trade`; opcjonalnie z `dlob-server`) i zapisuje “latest” do Hasury/DB.
4) `dlob-slippage-worker` + `dlob-depth-worker` → liczą agregaty z `dlob_l2_latest` i zapisują do Hasury/DB (pod UI).
## Co to jest L1 / L2 / L3 (orderbook)
- `L1` (top-of-book): tylko najlepszy bid i najlepszy ask (czasem też spread).
- `L2` (Level 2): **zagregowane poziomy cenowe** po stronie bid/ask — lista leveli `{ price, size }`, gdzie `size` to suma wolumenu na danej cenie (to jest typowy “orderbook UI” i baza pod spread/depth/imbalance).
- `L3` (Level 3): **niezagregowane, pojedyncze zlecenia** (każde osobno, zwykle z dodatkowymi polami/identyfikatorami). Większy wolumen danych; przydatne do “pro” analiz i debugowania mikrostruktury.
W tym stacku:
- `dlob-server` udostępnia REST endpointy `/l2` i `/l3`.
- Hasura/DB trzyma “latest” snapshot L2 w `dlob_l2_latest` oraz metryki w `dlob_stats_latest` / `dlob_depth_bps_latest` / `dlob_slippage_latest`.
## Słownik pojęć (bid/ask/spread i metryki)
### Podstawy orderbooka
- **Bid**: zlecenia kupna (chęć kupna). W orderbooku “bid side”.
- **Ask**: zlecenia sprzedaży (chęć sprzedaży). W orderbooku “ask side”.
- **Best bid / best ask**: najlepsza (najwyższa) cena kupna i najlepsza (najniższa) cena sprzedaży na topie księgi (L1).
- **Spread**: różnica pomiędzy `best_ask` a `best_bid`. Im mniejszy spread, tym “taniej” wejść/wyjść (mniej kosztów natychmiastowej realizacji).
- **Mid price**: cena “po środku”: `(best_bid + best_ask) / 2`. Używana jako punkt odniesienia do bps i slippage.
- **Level**: pojedynczy poziom cenowy w L2 (np. `price=100.00`, `size=12.3`).
- **Size**: ilość/płynność na poziomie (zwykle w jednostkach “base asset”).
- **Base / Quote**:
- `base` = instrument bazowy (np. SOL),
- `quote` = waluta wyceny (często USD).
## Kolory w UI (visualizer)
- `bid` / “buy side” = zielony (`.pos`, `#22c55e`)
- `ask` / “sell side” = czerwony (`.neg`, `#ef4444`)
- “flat” / brak zmiany = niebieski (`#60a5fa`) — używany m.in. w “brick stack” pod świecami
### Jednostki i skróty
- **bps (basis points)**: 1 bps = 0.01% = `0.0001`. Np. 25 bps = 0.25%.
- **USD**: u nas wiele wartości jest przeliczanych do USD (np. `size_base * price`).
### Metryki “stats” (np. `dlob_stats_latest`)
- `spread_abs` (USD): `best_ask - best_bid`.
- `spread_bps` (bps): `(spread_abs / mid_price) * 10_000`.
- `depth_levels`: ile leveli (topN) z każdej strony braliśmy do liczenia “depth”.
- `depth_bid_base` / `depth_ask_base`: suma `size` po topN levelach bid/ask (w base).
- `depth_bid_usd` / `depth_ask_usd`: suma `size_base * price` po topN levelach (w USD).
- `imbalance` ([-1..1]): miara asymetrii płynności:
- `(depth_bid_usd - depth_ask_usd) / (depth_bid_usd + depth_ask_usd)`
- >0 = relatywnie więcej płynności po bid, <0 = po ask.
- `oracle_price`: cena z oracla (np. Pyth) jako punkt odniesienia.
- `mark_price`: mark z rynku/perp (cena referencyjna dla rozliczeń); różni się od oracle/top-of-book.
### Metryki “depth bands” (np. `dlob_depth_bps_latest`)
- `band_bps`: szerokość pasma wokół `mid_price` (np. 5/10/20/50/100/200 bps).
- `bid_usd` / `ask_usd`: płynność po danej stronie, ale **tylko z poziomów mieszczących się w oknie ±`band_bps`** wokół mid.
- `imbalance`: jak wyżej, ale liczony per band.
### Metryki “slippage” (np. `dlob_slippage_latest`)
To jest symulacja gdybym teraz zrobił market order o rozmiarze X na podstawie L2.
- `size_usd`: docelowy rozmiar zlecenia w USD.
- `vwap_price`: średnia cena realizacji (Volume Weighted Average Price) dla symulowanego fill.
- `impact_bps`: koszt/odchylenie względem `mid_price` wyrażone w bps (zwykle na bazie `vwap` vs `mid`).
- `worst_price`: najgorsza cena dotknięta podczas zjadania kolejnych leveli.
- `filled_usd` / `filled_base`: ile realnie udało się wypełnić (może być < docelowego, jeśli brakuje płynności).
- `fill_pct`: procent wypełnienia (100% = pełny fill).
- `levels_consumed`: ile leveli zostało zjedzonych podczas fill.
### Metadane czasu (“świeżość”)
- `ts`: timestamp źródła (czas snapshotu).
- `slot`: slot Solany, z którego pochodzi snapshot (monotoniczny numer czasu chaina).
- `updated_at`: kiedy nasz worker zapisał/odświeżył rekord w DB (do oceny, czy dane świeże).
## Szybka diagnostyka na VPS
```bash
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging get deploy | grep -E 'dlob-(worker|slippage-worker|depth-worker|publisher|server|redis)'
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging logs deploy/dlob-worker --tail=80
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging logs deploy/dlob-publisher --tail=80
KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging logs deploy/dlob-server --tail=80
```
## Ważna uwaga (źródło L2 w `dlob-worker`)
Jeśli chcesz, żeby `dlob-worker` polegał na **naszym** stacku (własny RPC + `dlob-publisher` + `dlob-server`), ustaw:
- `DLOB_HTTP_URL=http://dlob-server:6969`
Aktualnie w `trade-staging` jest ustawione:
- `DLOB_HTTP_URL=https://dlob.drift.trade`

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# Visualizer: świeczki + “brick stack” pod świecą
## Timeframe (tf)
W visualizerze `tf` to długość świecy (bucket) przekazywana do API:
- `3s`, `5s`, `15s`, `30s` — mikroruchy (dużo szumu, ale świetne do obserwacji mikrostruktury)
- `1m`, `5m`, `15m`, `1h`, `4h`, `1d` — klasyczne interwały
Kiedy ma to sens:
- `3s/5s`: gdy chcesz widzieć “jak cena się buduje” w krótkich falach (np. po newsie / w dużej zmienności).
- `15s/30s`: często najlepszy kompromis między szumem a czytelnością, jeżeli patrzysz na very-short-term.
## Co pokazuje “brick stack” na dole
Pod każdą świecą rysujemy słupek złożony z “bricków” (małych segmentów) odpowiadających kolejnym krokom czasu wewnątrz świecy.
Kolory bricków:
- zielony = w tym kroku cena poszła w górę
- czerwony = w tym kroku cena poszła w dół
- niebieski = w tym kroku cena była stała (flat)
Wysokość bricków:
- zielony/czerwony: proporcjonalna do `|Δprice|` w danym kroku
- niebieski: stała (unit height)
Bricki są rozdzielone cienką czarną linią (1px), żeby było widać strukturę “krok po kroku”.
## Jakie pola musi zwracać API
Endpoint `GET /v1/chart` zwraca w każdej świecy:
- `flow`: udziały czasu `up/down/flat` w całym buckecie (0..1)
- `flowRows`: tablica kierunków per krok czasu: `-1` (down), `0` (flat), `1` (up)
- `flowMoves`: tablica “move magnitude” per krok czasu (wartości dodatnie; 0 jeśli flat)
To właśnie `flowRows` + `flowMoves` są używane do narysowania brick stacka.
## Domyślny rynek
W visualizerze domyślnie ustawiony jest `SOL-PERP`.

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# Workflow pracy w projekcie `trade` (dev → staging na VPS) + snapshot/rollback
Ten plik jest “source of truth” dla sposobu pracy nad zmianami w `trade`.
Cel: **zero ręcznych zmian na VPS**, każdy deploy jest **snapshootem**, do którego można wrócić.
## Dla agenta / po restarcie sesji
1) Przeczytaj ten plik: `doc/workflow.md`.
2) Kontekst funkcjonalny: `README.md`, `info.md`.
3) Kontekst stacka: `doc/workflow-api-ingest.md` oraz `devops/*/README.md`.
4) Stan VPS/k3s + GitOps: `doc/migration.md` i log zmian: `doc/steps.md`.
## Zasady (must-have)
- **Nie edytujemy “na żywo” VPS** (żadnych ręcznych poprawek w kontenerach/plikach na serwerze) → tylko Git + CI + Argo.
- **Sekrety nie trafiają do gita**: `tokens/*.json` są gitignored; w dokumentacji/logach redagujemy hasła/tokeny.
- **Brak `latest`**: obrazy w deployu są przypięte do `sha-<shortsha>` albo digesta.
- **Każda zmiana = snapshot**: “wersja” to commit w repo deploy + przypięte obrazy.
## Domyślne środowisko pracy (ważne)
- **Frontend**: domyślnie pracujemy lokalnie (Vite) i łączymy się z backendem na VPS (staging) przez proxy. Deploy frontendu na VPS robimy tylko jeśli jest to wyraźnie powiedziane (“wdrażam na VPS”).
- **Backend (trade-api + ingestor)**: zmiany backendu weryfikujemy/wdrażamy na VPS (staging), bo tam działa ingestor i tam są dane. Nie traktujemy lokalnego uruchomienia backendu jako domyślnego (tylko na wyraźną prośbę do debugowania).
## Standardowy flow zmian (polecany)
1) Zmiana w kodzie lokalnie.
- Nie musisz odpalać lokalnego Dockera; na start rób szybkie walidacje (build/typecheck).
2) Commit + push (najlepiej przez PR).
3) CI:
- build → push obrazów (tag `sha-*` lub digest),
- aktualizacja `trade-deploy` (bump obrazu/rewizji).
4) Argo CD (auto-sync na staging) wdraża nowy snapshot w `trade-staging`.
5) Test na VPS:
- API: `/healthz`, `/v1/ticks`, `/v1/chart`
- UI: `trade.mpabi.pl`
- Ingest: logi `trade-ingestor` + napływ ticków do tabeli.
## Snapshoty i rollback (playbook)
### Rollback szybki (preferowany)
- Cofnij snapshot w repo deploy:
- `git revert` commita, który podbił obrazy, **albo**
- w Argo cofnij do poprzedniej rewizji (ten sam efekt).
Efekt: Argo wraca do poprzedniego “dobrego” zestawu obrazów i konfiguracji.
### Rollback bezpieczny dla “dużych” zmian (schema/ingest)
Jeśli zmiana dotyka danych/ingestu, rób ją jako nową wersję vN:
- nowa tabela: `drift_ticks_vN`
- nowa funkcja: `get_drift_candles_vN`
- osobny deploy API/UI (inne porty/sufiksy), a ingest przełączany “cutover”.
W razie problemów: robisz “cut back” vN → v1 (stare dane zostają nietknięte).
## Lokalne uruchomienie (opcjonalne, do debugowania)
Dokładna instrukcja: `doc/workflow-api-ingest.md`.
Skrót:
```bash
npm install
docker compose -f devops/db/docker-compose.yml up -d
docker compose -f devops/tools/bootstrap/docker-compose.yml run --rm db-init
docker compose -f devops/tools/bootstrap/docker-compose.yml run --rm hasura-bootstrap
docker compose -f devops/app/docker-compose.yml up -d --build api
npm run token:api -- --scopes write --out tokens/alg.json
npm run token:api -- --scopes read --out tokens/read.json
docker compose -f devops/app/docker-compose.yml up -d --build frontend
docker compose -f devops/app/docker-compose.yml --profile ingest up -d --build
```
### Frontend dev (Vite) z backendem na VPS (staging)
Jeśli chcesz szybko iterować nad UI bez deploya, możesz odpalić lokalny Vite i podpiąć go do backendu na VPS przez istniejący proxy `/api` na `trade.mpabi.pl`.
- Vite trzyma `VITE_API_URL=/api` (default) i proxyuje `/api/*` do VPS.
- Auth w staging jest w trybie `session` (`/auth/login`, cookie `trade_session`), więc w dev proxyujemy też `/whoami`, `/auth/*`, `/logout`.
- Dev proxy usuwa `Secure` z `Set-Cookie`, żeby cookie działało na `http://localhost:5173`.
- Na VPS `trade-frontend` proxyuje dalej do `trade-api` i wstrzykuje read-token **server-side** (token nie trafia do przeglądarki).
Przykład:
```bash
cd apps/visualizer
API_PROXY_TARGET=https://trade.mpabi.pl \
npm run dev
```
Jeśli staging ma dodatkowy basic auth (np. Traefik `basicAuth`), dodaj:
`API_PROXY_BASIC_AUTH='USER:PASS'` albo `API_PROXY_BASIC_AUTH_FILE=tokens/frontend.json` (pola `username`/`password`).
## Definicja “done” dla zmiany
- Jest snapshot (commit w deploy) i można wrócić jednym ruchem.
- Staging działa (API/ingest/UI) i ma podstawowe smoke-checki.
- Sekrety nie zostały dodane do repo ani do logów/komentarzy.