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15
README.md
15
README.md
@@ -12,6 +12,21 @@ npm ci
|
||||
npm run dev
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||||
```
|
||||
|
||||
### 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):
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||||
|
||||
```bash
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||||
cd apps/visualizer
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||||
API_PROXY_TARGET=https://trade.mpabi.pl \
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npm run dev
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```
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||||
|
||||
Vite proxy’uje wtedy: `/api/*`, `/whoami`, `/auth/*`, `/logout` do VPS. Dodatkowo w dev usuwa `Secure` z `Set-Cookie`, żeby sesja działała na `http://localhost:5173`.
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||||
|
||||
Jeśli staging jest dodatkowo chroniony basic auth (np. Traefik `basicAuth`), ustaw:
|
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`API_PROXY_BASIC_AUTH='USER:PASS'` albo `API_PROXY_BASIC_AUTH_FILE=tokens/frontend.json` (pola `username`/`password`).
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||||
|
||||
## Docker
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||||
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||||
```bash
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||||
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||||
@@ -1,12 +1,15 @@
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||||
# Default: UI reads ticks from the same-origin API proxy at `/api`.
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||||
VITE_API_URL=/api
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||||
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||||
# Fallback (optional): query Hasura directly (not recommended in browser).
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||||
VITE_HASURA_URL=http://localhost:8080/v1/graphql
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||||
# Optional (only if you intentionally query Hasura directly from the browser):
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# Hasura GraphQL endpoint (supports subscriptions via WS).
|
||||
# On VPS, `trade-frontend` proxies Hasura at the same origin under `/graphql`.
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VITE_HASURA_URL=/graphql
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||||
# Optional explicit WS URL; when omitted the app derives it from `VITE_HASURA_URL`.
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# Can be absolute (wss://...) or a same-origin path (e.g. /graphql-ws).
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# VITE_HASURA_WS_URL=/graphql-ws
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||||
# Optional auth (only if Hasura is not configured with `HASURA_GRAPHQL_UNAUTHORIZED_ROLE=public`):
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||||
# VITE_HASURA_AUTH_TOKEN=YOUR_JWT
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||||
# 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
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||||
|
||||
24
apps/visualizer/__start
Normal file
24
apps/visualizer/__start
Normal file
@@ -0,0 +1,24 @@
|
||||
#!/usr/bin/env bash
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||||
set -euo pipefail
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||||
|
||||
SCRIPT_DIR="$(cd "$(dirname "${BASH_SOURCE[0]}")" && pwd)"
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||||
ROOT_DIR="$(cd "${SCRIPT_DIR}/../.." && pwd)"
|
||||
|
||||
cd "${SCRIPT_DIR}"
|
||||
|
||||
export API_PROXY_TARGET="${API_PROXY_TARGET:-https://trade.mpabi.pl}"
|
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export GRAPHQL_PROXY_TARGET="${GRAPHQL_PROXY_TARGET:-https://trade.mpabi.pl}"
|
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export VITE_API_URL="${VITE_API_URL:-/api}"
|
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export VITE_HASURA_URL="${VITE_HASURA_URL:-/graphql}"
|
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export VITE_HASURA_WS_URL="${VITE_HASURA_WS_URL:-/graphql-ws}"
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|
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if [[ -z "${API_PROXY_BASIC_AUTH:-}" && -z "${API_PROXY_BASIC_AUTH_FILE:-}" ]]; then
|
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if [[ -f "${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
|
||||
@@ -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>
|
||||
|
||||
@@ -142,38 +142,30 @@ export default function ChartLayersPanel({
|
||||
<div className="chartLayersCell chartLayersCell--actions">Actions</div>
|
||||
</div>
|
||||
|
||||
{drawingsLayer ? (
|
||||
<div className="chartLayersRow chartLayersRow--layer">
|
||||
{layers.map((layer) => (
|
||||
<div key={layer.id} className="chartLayersRow chartLayersRow--layer">
|
||||
<div className="chartLayersCell chartLayersCell--icon">
|
||||
<IconButton
|
||||
title="Toggle visible"
|
||||
active={drawingsLayer.visible}
|
||||
onClick={() => onToggleLayerVisible(drawingsLayer.id)}
|
||||
>
|
||||
<IconButton title="Toggle visible" active={layer.visible} onClick={() => onToggleLayerVisible(layer.id)}>
|
||||
<IconEye />
|
||||
</IconButton>
|
||||
</div>
|
||||
<div className="chartLayersCell chartLayersCell--icon">
|
||||
<IconButton
|
||||
title="Toggle lock"
|
||||
active={drawingsLayer.locked}
|
||||
onClick={() => onToggleLayerLocked(drawingsLayer.id)}
|
||||
>
|
||||
<IconButton title="Toggle lock" active={layer.locked} onClick={() => onToggleLayerLocked(layer.id)}>
|
||||
<IconLock />
|
||||
</IconButton>
|
||||
</div>
|
||||
<div className="chartLayersCell chartLayersCell--name">
|
||||
<div className="layersName layersName--layer">
|
||||
{drawingsLayer.name}
|
||||
<span className="layersName__meta">{fibPresent ? ' (1)' : ' (0)'}</span>
|
||||
{layer.name}
|
||||
{layer.id === 'drawings' ? <span className="layersName__meta">{fibPresent ? ' (1)' : ' (0)'}</span> : null}
|
||||
</div>
|
||||
</div>
|
||||
<div className="chartLayersCell chartLayersCell--opacity">
|
||||
<OpacitySlider value={drawingsLayer.opacity} onChange={(next) => onSetLayerOpacity(drawingsLayer.id, next)} />
|
||||
<OpacitySlider value={layer.opacity} onChange={(next) => onSetLayerOpacity(layer.id, next)} />
|
||||
</div>
|
||||
<div className="chartLayersCell chartLayersCell--actions" />
|
||||
</div>
|
||||
) : null}
|
||||
))}
|
||||
|
||||
{drawingsLayer && fibPresent ? (
|
||||
<div
|
||||
@@ -212,4 +204,3 @@ export default function ChartLayersPanel({
|
||||
</>
|
||||
);
|
||||
}
|
||||
|
||||
|
||||
@@ -6,16 +6,21 @@ 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;
|
||||
};
|
||||
|
||||
@@ -41,10 +46,15 @@ function isEditableTarget(t: EventTarget | null): boolean {
|
||||
export default function ChartPanel({
|
||||
candles,
|
||||
indicators,
|
||||
dlobQuotes,
|
||||
timeframe,
|
||||
bucketSeconds,
|
||||
seriesKey,
|
||||
onTimeframeChange,
|
||||
showIndicators,
|
||||
onToggleIndicators,
|
||||
showBuild,
|
||||
onToggleBuild,
|
||||
seriesLabel,
|
||||
}: Props) {
|
||||
const [isFullscreen, setIsFullscreen] = useState(false);
|
||||
@@ -53,6 +63,7 @@ export default function ChartPanel({
|
||||
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);
|
||||
@@ -188,6 +199,37 @@ export default function ChartPanel({
|
||||
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)));
|
||||
}
|
||||
@@ -234,6 +276,7 @@ export default function ChartPanel({
|
||||
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 });
|
||||
@@ -267,6 +310,8 @@ export default function ChartPanel({
|
||||
onTimeframeChange={onTimeframeChange}
|
||||
showIndicators={showIndicators}
|
||||
onToggleIndicators={onToggleIndicators}
|
||||
showBuild={showBuild}
|
||||
onToggleBuild={onToggleBuild}
|
||||
priceAutoScale={priceAutoScale}
|
||||
onTogglePriceAutoScale={() => setPriceAutoScale((v) => !v)}
|
||||
seriesLabel={seriesLabel}
|
||||
@@ -295,6 +340,10 @@ export default function ChartPanel({
|
||||
ema20={indicators.ema20}
|
||||
bb20={indicators.bb20}
|
||||
showIndicators={showIndicators}
|
||||
showBuild={showBuild}
|
||||
bucketSeconds={bucketSeconds}
|
||||
seriesKey={seriesKey}
|
||||
priceLines={priceLines}
|
||||
fib={fibRenderable}
|
||||
fibOpacity={fibEffectiveOpacity}
|
||||
fibSelected={fibSelected}
|
||||
|
||||
@@ -5,6 +5,8 @@ type Props = {
|
||||
onTimeframeChange: (tf: string) => void;
|
||||
showIndicators: boolean;
|
||||
onToggleIndicators: () => void;
|
||||
showBuild: boolean;
|
||||
onToggleBuild: () => void;
|
||||
priceAutoScale: boolean;
|
||||
onTogglePriceAutoScale: () => void;
|
||||
seriesLabel: string;
|
||||
@@ -12,13 +14,15 @@ type Props = {
|
||||
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,
|
||||
@@ -45,6 +49,9 @@ 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>
|
||||
|
||||
@@ -1,13 +1,18 @@
|
||||
import { useEffect, useMemo, useRef } from 'react';
|
||||
import { useEffect, useMemo, useRef, useState } from 'react';
|
||||
import {
|
||||
CandlestickSeries,
|
||||
ColorType,
|
||||
CrosshairMode,
|
||||
HistogramSeries,
|
||||
type IPrimitivePaneRenderer,
|
||||
type IPrimitivePaneView,
|
||||
type IChartApi,
|
||||
type ISeriesApi,
|
||||
type ISeriesPrimitive,
|
||||
LineStyle,
|
||||
LineSeries,
|
||||
type SeriesAttachedParameter,
|
||||
type Time,
|
||||
createChart,
|
||||
type UTCTimestamp,
|
||||
type CandlestickData,
|
||||
@@ -25,6 +30,18 @@ type Props = {
|
||||
ema20?: SeriesPoint[];
|
||||
bb20?: { upper: SeriesPoint[]; lower: SeriesPoint[]; mid: SeriesPoint[] };
|
||||
showIndicators: boolean;
|
||||
showBuild: boolean;
|
||||
bucketSeconds: number;
|
||||
seriesKey: string;
|
||||
priceLines?: Array<{
|
||||
id: string;
|
||||
title: string;
|
||||
price: number | null;
|
||||
color: string;
|
||||
lineWidth?: number;
|
||||
lineStyle?: LineStyle;
|
||||
axisLabelVisible?: boolean;
|
||||
}>;
|
||||
fib?: FibRetracement | null;
|
||||
fibOpacity?: number;
|
||||
fibSelected?: boolean;
|
||||
@@ -44,11 +61,30 @@ type Props = {
|
||||
};
|
||||
|
||||
type LinePoint = LineData | WhitespaceData;
|
||||
type BuildSample = { t: number; v: number };
|
||||
|
||||
const BUILD_UP_COLOR = '#22c55e';
|
||||
const BUILD_DOWN_COLOR = '#ef4444';
|
||||
const BUILD_FLAT_COLOR = '#60a5fa';
|
||||
const BUILD_UP_SLICE = 'rgba(34,197,94,0.70)';
|
||||
const BUILD_DOWN_SLICE = 'rgba(239,68,68,0.70)';
|
||||
const BUILD_FLAT_SLICE = 'rgba(96,165,250,0.70)';
|
||||
|
||||
function toTime(t: number): UTCTimestamp {
|
||||
return t as UTCTimestamp;
|
||||
}
|
||||
|
||||
function resolveBucketSeconds(bucketSeconds: number, candles: Candle[]): number {
|
||||
if (Number.isFinite(bucketSeconds) && bucketSeconds > 0) return bucketSeconds;
|
||||
if (candles.length >= 2) {
|
||||
const last = candles[candles.length - 1]?.time;
|
||||
const prev = candles[candles.length - 2]?.time;
|
||||
const delta = typeof last === 'number' && typeof prev === 'number' ? last - prev : 0;
|
||||
if (Number.isFinite(delta) && delta > 0) return delta;
|
||||
}
|
||||
return 60;
|
||||
}
|
||||
|
||||
function samplePriceFromCandles(candles: Candle[]): number | null {
|
||||
for (let i = candles.length - 1; i >= 0; i -= 1) {
|
||||
const close = candles[i]?.close;
|
||||
@@ -82,18 +118,371 @@ function toCandleData(candles: Candle[]): CandlestickData[] {
|
||||
|
||||
function toVolumeData(candles: Candle[]): HistogramData[] {
|
||||
return candles.map((c) => {
|
||||
const up = c.close >= c.open;
|
||||
return {
|
||||
time: toTime(c.time),
|
||||
value: c.volume ?? 0,
|
||||
color: up ? 'rgba(34,197,94,0.35)' : 'rgba(239,68,68,0.35)',
|
||||
color: 'rgba(148,163,184,0.22)',
|
||||
};
|
||||
});
|
||||
}
|
||||
|
||||
function toLineSeries(points: SeriesPoint[] | undefined): LinePoint[] {
|
||||
if (!points?.length) return [];
|
||||
return points.map((p) => (p.value == null ? ({ time: toTime(p.time) } as WhitespaceData) : { time: toTime(p.time), value: p.value }));
|
||||
return points.map((p) =>
|
||||
p.value == null ? ({ time: toTime(p.time) } as WhitespaceData) : { time: toTime(p.time), value: p.value }
|
||||
);
|
||||
}
|
||||
|
||||
function colorForDelta(delta: number): string {
|
||||
if (delta > 0) return BUILD_UP_COLOR;
|
||||
if (delta < 0) return BUILD_DOWN_COLOR;
|
||||
return BUILD_FLAT_COLOR;
|
||||
}
|
||||
|
||||
function sliceColorForDelta(delta: number): string {
|
||||
if (delta > 0) return BUILD_UP_SLICE;
|
||||
if (delta < 0) return BUILD_DOWN_SLICE;
|
||||
return BUILD_FLAT_SLICE;
|
||||
}
|
||||
|
||||
type SliceDir = -1 | 0 | 1;
|
||||
|
||||
function dirForDelta(delta: number): SliceDir {
|
||||
if (delta > 0) return 1;
|
||||
if (delta < 0) return -1;
|
||||
return 0;
|
||||
}
|
||||
|
||||
function buildDeltaSeriesForCandle(candle: Candle, bs: number, samples: BuildSample[] | undefined): LinePoint[] {
|
||||
const eps = 1e-3;
|
||||
const startT = candle.time + eps;
|
||||
const endT = candle.time + bs - eps;
|
||||
if (!(endT > startT)) return [];
|
||||
|
||||
const points: BuildSample[] = [{ t: startT, v: 0 }];
|
||||
let lastT = startT;
|
||||
for (const p of samples || []) {
|
||||
let t = p.t;
|
||||
if (t <= lastT + eps) t = lastT + eps;
|
||||
if (t >= endT) break;
|
||||
points.push({ t, v: p.v });
|
||||
lastT = t;
|
||||
}
|
||||
|
||||
const finalDelta = candle.close - candle.open;
|
||||
if (endT > lastT + eps) {
|
||||
points.push({ t: endT, v: finalDelta });
|
||||
} else if (points.length) {
|
||||
points[points.length - 1] = { ...points[points.length - 1]!, v: finalDelta };
|
||||
}
|
||||
|
||||
const out: LinePoint[] = [{ time: toTime(candle.time) } as WhitespaceData];
|
||||
out.push({ time: toTime(points[0]!.t), value: points[0]!.v } as LineData);
|
||||
|
||||
let lastLineIdx = out.length - 1;
|
||||
let lastVal = points[0]!.v;
|
||||
for (let i = 1; i < points.length; i += 1) {
|
||||
const v = points[i]!.v;
|
||||
const prev = out[lastLineIdx] as LineData;
|
||||
out[lastLineIdx] = { ...prev, color: colorForDelta(v - lastVal) } as LineData;
|
||||
out.push({ time: toTime(points[i]!.t), value: v } as LineData);
|
||||
lastLineIdx = out.length - 1;
|
||||
lastVal = v;
|
||||
}
|
||||
return out;
|
||||
}
|
||||
|
||||
type BuildSlicesState = {
|
||||
enabled: boolean;
|
||||
candles: Candle[];
|
||||
bucketSeconds: number;
|
||||
samples: Map<number, BuildSample[]>;
|
||||
series: ISeriesApi<'Histogram', Time> | null;
|
||||
chart: SeriesAttachedParameter<Time>['chart'] | null;
|
||||
};
|
||||
|
||||
class BuildSlicesPaneRenderer implements IPrimitivePaneRenderer {
|
||||
private readonly _getState: () => BuildSlicesState;
|
||||
|
||||
constructor(getState: () => BuildSlicesState) {
|
||||
this._getState = getState;
|
||||
}
|
||||
|
||||
draw(target: any) {
|
||||
const { enabled, candles, bucketSeconds, samples, series, chart } = this._getState();
|
||||
if (!enabled) return;
|
||||
if (!candles.length || !series || !chart) return;
|
||||
|
||||
const bs = resolveBucketSeconds(bucketSeconds, candles);
|
||||
const lastCandleTime = candles[candles.length - 1]?.time ?? null;
|
||||
|
||||
const yBase = series.priceToCoordinate(0);
|
||||
if (yBase == null) return;
|
||||
|
||||
const xs = candles.map((c) => chart.timeScale().timeToCoordinate(toTime(c.time)));
|
||||
|
||||
target.useBitmapCoordinateSpace(({ context, bitmapSize, horizontalPixelRatio, verticalPixelRatio }: any) => {
|
||||
const yBottomPx = Math.round(yBase * verticalPixelRatio);
|
||||
const lastIdx = xs.length - 1;
|
||||
|
||||
for (let i = 0; i < candles.length; i += 1) {
|
||||
const x = xs[i];
|
||||
if (x == null) continue;
|
||||
if (!Number.isFinite(x)) continue;
|
||||
|
||||
const c = candles[i]!;
|
||||
|
||||
const start = c.time;
|
||||
const end = start + bs;
|
||||
const isCurrent = lastCandleTime != null && c.time === lastCandleTime;
|
||||
const now = Date.now() / 1000;
|
||||
const progressT = isCurrent ? Math.min(end, Math.max(start, now)) : end;
|
||||
|
||||
let spacing = 0;
|
||||
const prevX = i > 0 ? xs[i - 1] : null;
|
||||
const nextX = i < lastIdx ? xs[i + 1] : null;
|
||||
if (prevX != null && Number.isFinite(prevX)) spacing = x - prevX;
|
||||
if (nextX != null && Number.isFinite(nextX)) {
|
||||
const s2 = nextX - x;
|
||||
spacing = spacing > 0 ? Math.min(spacing, s2) : s2;
|
||||
}
|
||||
if (!(spacing > 0)) spacing = 6;
|
||||
|
||||
const barWidthCss = Math.max(1, spacing * 0.9);
|
||||
const barWidthPx = Math.max(1, Math.round(barWidthCss * horizontalPixelRatio));
|
||||
const xCenterPx = Math.round(x * horizontalPixelRatio);
|
||||
const xLeftPx = Math.round(xCenterPx - barWidthPx / 2);
|
||||
|
||||
const volumeValue = typeof c.volume === 'number' && Number.isFinite(c.volume) ? c.volume : 0;
|
||||
if (!(volumeValue > 0)) continue;
|
||||
const yTop = series.priceToCoordinate(volumeValue);
|
||||
if (yTop == null) continue;
|
||||
const yTopPx = Math.round(yTop * verticalPixelRatio);
|
||||
if (!(yBottomPx > yTopPx)) continue;
|
||||
const barHeightPx = yBottomPx - yTopPx;
|
||||
|
||||
const x0 = Math.max(0, Math.min(bitmapSize.width, xLeftPx));
|
||||
const x1 = Math.max(0, Math.min(bitmapSize.width, xLeftPx + barWidthPx));
|
||||
const w = x1 - x0;
|
||||
if (!(w > 0)) continue;
|
||||
|
||||
// Prefer server-provided `flowRows`: brick-by-brick direction per time slice inside the candle.
|
||||
// Fallback to `flow` (3 shares) or net candle direction.
|
||||
const rowsFromApi = Array.isArray((c as any).flowRows) ? ((c as any).flowRows as any[]) : null;
|
||||
const rowDirs = rowsFromApi?.length ? rowsFromApi : null;
|
||||
|
||||
if (rowDirs) {
|
||||
const rows = Math.max(1, rowDirs.length);
|
||||
const progressRows = Math.max(0, Math.min(rows, Math.ceil(((progressT - start) / bs) * rows)));
|
||||
const movesFromApi = Array.isArray((c as any).flowMoves) ? ((c as any).flowMoves as any[]) : null;
|
||||
const rowMoves = movesFromApi && movesFromApi.length === rows ? movesFromApi : null;
|
||||
let maxMove = 0;
|
||||
if (rowMoves) {
|
||||
for (let r = 0; r < progressRows; r += 1) {
|
||||
const v = Number(rowMoves[r]);
|
||||
if (Number.isFinite(v) && v > maxMove) maxMove = v;
|
||||
}
|
||||
}
|
||||
|
||||
const sepPx = 1; // black separator line between steps
|
||||
const sepColor = 'rgba(0,0,0,0.75)';
|
||||
|
||||
// Blue (flat) bricks have a constant pixel height (unit).
|
||||
// Up/down bricks are scaled by |Δ| in their dt.
|
||||
const minNonFlatPx = 1;
|
||||
let unitFlatPx = 2;
|
||||
|
||||
let flatCount = 0;
|
||||
let nonFlatCount = 0;
|
||||
for (let r = 0; r < progressRows; r += 1) {
|
||||
const dirRaw = rowDirs[r];
|
||||
const dir = dirRaw > 0 ? 1 : dirRaw < 0 ? -1 : 0;
|
||||
if (dir === 0) flatCount += 1;
|
||||
else nonFlatCount += 1;
|
||||
}
|
||||
|
||||
const sepTotal = Math.max(0, progressRows - 1) * sepPx;
|
||||
if (flatCount > 0) {
|
||||
const maxUnit = Math.floor((barHeightPx - sepTotal - nonFlatCount * minNonFlatPx) / flatCount);
|
||||
unitFlatPx = Math.max(1, Math.min(unitFlatPx, maxUnit));
|
||||
} else {
|
||||
unitFlatPx = 0;
|
||||
}
|
||||
|
||||
let nonFlatAvailable = barHeightPx - sepTotal - flatCount * unitFlatPx;
|
||||
if (!Number.isFinite(nonFlatAvailable) || nonFlatAvailable < 0) nonFlatAvailable = 0;
|
||||
|
||||
const baseNonFlat = nonFlatCount * minNonFlatPx;
|
||||
let extra = nonFlatAvailable - baseNonFlat;
|
||||
if (!Number.isFinite(extra) || extra < 0) extra = 0;
|
||||
|
||||
let sumMove = 0;
|
||||
if (nonFlatCount > 0) {
|
||||
for (let r = 0; r < progressRows; r += 1) {
|
||||
const dirRaw = rowDirs[r];
|
||||
const dir = dirRaw > 0 ? 1 : dirRaw < 0 ? -1 : 0;
|
||||
if (dir === 0) continue;
|
||||
const mvRaw = rowMoves ? Number(rowMoves[r]) : 0;
|
||||
const mv = Number.isFinite(mvRaw) ? Math.max(0, mvRaw) : 0;
|
||||
sumMove += mv;
|
||||
}
|
||||
}
|
||||
|
||||
if (!(flatCount + nonFlatCount > 0) || barHeightPx <= sepTotal) {
|
||||
continue;
|
||||
}
|
||||
|
||||
// Stack bricks bottom-up (earliest slices at the bottom).
|
||||
let usedExtra = 0;
|
||||
let nonFlatSeen = 0;
|
||||
let y = yBottomPx;
|
||||
for (let r = 0; r < progressRows; r += 1) {
|
||||
const dirRaw = rowDirs[r];
|
||||
const dir = dirRaw > 0 ? 1 : dirRaw < 0 ? -1 : 0;
|
||||
const isLast = r === progressRows - 1;
|
||||
|
||||
let h = 0;
|
||||
if (dir === 0) {
|
||||
h = unitFlatPx;
|
||||
} else {
|
||||
nonFlatSeen += 1;
|
||||
const mvRaw = rowMoves ? Number(rowMoves[r]) : 0;
|
||||
const mv = Number.isFinite(mvRaw) ? Math.max(0, mvRaw) : 0;
|
||||
const share = sumMove > 0 ? mv / sumMove : 1 / nonFlatCount;
|
||||
const wantExtra = Math.floor(extra * share);
|
||||
const isLastNonFlat = nonFlatSeen === nonFlatCount;
|
||||
const add = isLastNonFlat ? Math.max(0, extra - usedExtra) : Math.max(0, wantExtra);
|
||||
usedExtra += add;
|
||||
h = minNonFlatPx + add;
|
||||
}
|
||||
|
||||
if (h <= 0) continue;
|
||||
y -= h;
|
||||
context.fillStyle = sliceColorForDelta(dir);
|
||||
context.fillRect(x0, y, w, h);
|
||||
|
||||
if (!isLast) {
|
||||
y -= sepPx;
|
||||
context.fillStyle = sepColor;
|
||||
context.fillRect(x0, y, w, sepPx);
|
||||
}
|
||||
}
|
||||
continue;
|
||||
}
|
||||
|
||||
const f: any = (c as any).flow;
|
||||
let upShare = typeof f?.up === 'number' ? f.up : Number(f?.up);
|
||||
let downShare = typeof f?.down === 'number' ? f.down : Number(f?.down);
|
||||
let flatShare = typeof f?.flat === 'number' ? f.flat : Number(f?.flat);
|
||||
|
||||
if (!Number.isFinite(upShare)) upShare = 0;
|
||||
if (!Number.isFinite(downShare)) downShare = 0;
|
||||
if (!Number.isFinite(flatShare)) flatShare = 0;
|
||||
upShare = Math.max(0, upShare);
|
||||
downShare = Math.max(0, downShare);
|
||||
flatShare = Math.max(0, flatShare);
|
||||
|
||||
let sum = upShare + downShare + flatShare;
|
||||
if (!(sum > 0)) {
|
||||
const overallDir = dirForDelta(c.close - c.open);
|
||||
upShare = overallDir > 0 ? 1 : 0;
|
||||
downShare = overallDir < 0 ? 1 : 0;
|
||||
flatShare = overallDir === 0 ? 1 : 0;
|
||||
sum = 1;
|
||||
}
|
||||
|
||||
upShare /= sum;
|
||||
downShare /= sum;
|
||||
flatShare /= sum;
|
||||
|
||||
const downH = Math.floor(barHeightPx * downShare);
|
||||
const flatH = Math.floor(barHeightPx * flatShare);
|
||||
const upH = Math.max(0, barHeightPx - downH - flatH);
|
||||
|
||||
let y = yBottomPx;
|
||||
|
||||
if (downH > 0) {
|
||||
context.fillStyle = sliceColorForDelta(-1);
|
||||
context.fillRect(x0, y - downH, w, downH);
|
||||
y -= downH;
|
||||
}
|
||||
if (flatH > 0) {
|
||||
context.fillStyle = sliceColorForDelta(0);
|
||||
context.fillRect(x0, y - flatH, w, flatH);
|
||||
y -= flatH;
|
||||
}
|
||||
if (upH > 0) {
|
||||
context.fillStyle = sliceColorForDelta(1);
|
||||
context.fillRect(x0, y - upH, w, upH);
|
||||
}
|
||||
}
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
class BuildSlicesPaneView implements IPrimitivePaneView {
|
||||
private readonly _renderer: BuildSlicesPaneRenderer;
|
||||
|
||||
constructor(getState: () => BuildSlicesState) {
|
||||
this._renderer = new BuildSlicesPaneRenderer(getState);
|
||||
}
|
||||
|
||||
zOrder() {
|
||||
return 'top';
|
||||
}
|
||||
|
||||
renderer() {
|
||||
return this._renderer;
|
||||
}
|
||||
}
|
||||
|
||||
class BuildSlicesPrimitive implements ISeriesPrimitive<Time> {
|
||||
private _param: SeriesAttachedParameter<Time> | null = null;
|
||||
private _series: ISeriesApi<'Histogram', Time> | null = null;
|
||||
private _enabled = true;
|
||||
private _candles: Candle[] = [];
|
||||
private _bucketSeconds = 0;
|
||||
private _samples: Map<number, BuildSample[]> = new Map();
|
||||
private readonly _paneView: BuildSlicesPaneView;
|
||||
private readonly _paneViews: readonly IPrimitivePaneView[];
|
||||
|
||||
constructor() {
|
||||
this._paneView = new BuildSlicesPaneView(() => ({
|
||||
enabled: this._enabled,
|
||||
candles: this._candles,
|
||||
bucketSeconds: this._bucketSeconds,
|
||||
samples: this._samples,
|
||||
series: this._series,
|
||||
chart: this._param?.chart ?? null,
|
||||
}));
|
||||
this._paneViews = [this._paneView];
|
||||
}
|
||||
|
||||
attached(param: SeriesAttachedParameter<Time>) {
|
||||
this._param = param;
|
||||
this._series = param.series as ISeriesApi<'Histogram', Time>;
|
||||
}
|
||||
|
||||
detached() {
|
||||
this._param = null;
|
||||
this._series = null;
|
||||
}
|
||||
|
||||
paneViews() {
|
||||
return this._paneViews;
|
||||
}
|
||||
|
||||
setEnabled(next: boolean) {
|
||||
this._enabled = Boolean(next);
|
||||
this._param?.requestUpdate();
|
||||
}
|
||||
|
||||
setData(next: { candles: Candle[]; bucketSeconds: number; samples: Map<number, BuildSample[]> }) {
|
||||
this._candles = Array.isArray(next.candles) ? next.candles : [];
|
||||
this._bucketSeconds = Number.isFinite(next.bucketSeconds) ? next.bucketSeconds : 0;
|
||||
this._samples = next.samples;
|
||||
this._param?.requestUpdate();
|
||||
}
|
||||
}
|
||||
|
||||
export default function TradingChart({
|
||||
@@ -103,6 +492,10 @@ export default function TradingChart({
|
||||
ema20,
|
||||
bb20,
|
||||
showIndicators,
|
||||
showBuild,
|
||||
bucketSeconds,
|
||||
seriesKey,
|
||||
priceLines,
|
||||
fib,
|
||||
fibOpacity = 1,
|
||||
fibSelected = false,
|
||||
@@ -119,14 +512,23 @@ export default function TradingChart({
|
||||
const fibOpacityRef = useRef<number>(fibOpacity);
|
||||
const priceAutoScaleRef = useRef<boolean>(priceAutoScale);
|
||||
const prevPriceAutoScaleRef = useRef<boolean>(priceAutoScale);
|
||||
const showBuildRef = useRef<boolean>(showBuild);
|
||||
const onReadyRef = useRef<Props['onReady']>(onReady);
|
||||
const onChartClickRef = useRef<Props['onChartClick']>(onChartClick);
|
||||
const onChartCrosshairMoveRef = useRef<Props['onChartCrosshairMove']>(onChartCrosshairMove);
|
||||
const onPointerEventRef = useRef<Props['onPointerEvent']>(onPointerEvent);
|
||||
const capturedOverlayPointerRef = useRef<number | null>(null);
|
||||
const buildSlicesPrimitiveRef = useRef<BuildSlicesPrimitive | null>(null);
|
||||
const buildSamplesRef = useRef<Map<number, BuildSample[]>>(new Map());
|
||||
const buildKeyRef = useRef<string | null>(null);
|
||||
const lastBuildCandleStartRef = useRef<number | null>(null);
|
||||
const hoverCandleTimeRef = useRef<number | null>(null);
|
||||
const [hoverCandleTime, setHoverCandleTime] = useState<number | null>(null);
|
||||
const priceLinesRef = useRef<Map<string, any>>(new Map());
|
||||
const seriesRef = useRef<{
|
||||
candles?: ISeriesApi<'Candlestick'>;
|
||||
volume?: ISeriesApi<'Histogram'>;
|
||||
buildHover?: ISeriesApi<'Line'>;
|
||||
oracle?: ISeriesApi<'Line'>;
|
||||
sma20?: ISeriesApi<'Line'>;
|
||||
ema20?: ISeriesApi<'Line'>;
|
||||
@@ -177,6 +579,14 @@ export default function TradingChart({
|
||||
priceAutoScaleRef.current = priceAutoScale;
|
||||
}, [priceAutoScale]);
|
||||
|
||||
useEffect(() => {
|
||||
showBuildRef.current = showBuild;
|
||||
if (!showBuild && (hoverCandleTimeRef.current != null || hoverCandleTime != null)) {
|
||||
hoverCandleTimeRef.current = null;
|
||||
setHoverCandleTime(null);
|
||||
}
|
||||
}, [showBuild, hoverCandleTime]);
|
||||
|
||||
useEffect(() => {
|
||||
if (!containerRef.current) return;
|
||||
if (chartRef.current) return;
|
||||
@@ -225,7 +635,27 @@ export default function TradingChart({
|
||||
color: 'rgba(255,255,255,0.15)',
|
||||
});
|
||||
volumeSeries.priceScale().applyOptions({
|
||||
scaleMargins: { top: 0.82, bottom: 0 },
|
||||
scaleMargins: { top: 0.88, bottom: 0 },
|
||||
});
|
||||
|
||||
const buildSlicesPrimitive = new BuildSlicesPrimitive();
|
||||
volumeSeries.attachPrimitive(buildSlicesPrimitive);
|
||||
buildSlicesPrimitiveRef.current = buildSlicesPrimitive;
|
||||
buildSlicesPrimitive.setEnabled(!showBuildRef.current);
|
||||
|
||||
const buildHoverSeries = chart.addSeries(LineSeries, {
|
||||
color: BUILD_FLAT_COLOR,
|
||||
lineWidth: 2,
|
||||
priceFormat,
|
||||
priceScaleId: 'build',
|
||||
lastValueVisible: false,
|
||||
priceLineVisible: false,
|
||||
crosshairMarkerVisible: false,
|
||||
});
|
||||
buildHoverSeries.priceScale().applyOptions({
|
||||
scaleMargins: { top: 0.72, bottom: 0.12 },
|
||||
visible: false,
|
||||
borderVisible: false,
|
||||
});
|
||||
|
||||
const oracleSeries = chart.addSeries(LineSeries, {
|
||||
@@ -249,6 +679,7 @@ export default function TradingChart({
|
||||
seriesRef.current = {
|
||||
candles: candleSeries,
|
||||
volume: volumeSeries,
|
||||
buildHover: buildHoverSeries,
|
||||
oracle: oracleSeries,
|
||||
sma20: smaSeries,
|
||||
ema20: emaSeries,
|
||||
@@ -298,7 +729,23 @@ export default function TradingChart({
|
||||
chart.subscribeClick(onClick);
|
||||
|
||||
const onCrosshairMove = (param: any) => {
|
||||
if (!param?.point) return;
|
||||
if (!param?.point) {
|
||||
if (showBuildRef.current && hoverCandleTimeRef.current != null) {
|
||||
hoverCandleTimeRef.current = null;
|
||||
setHoverCandleTime(null);
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if (showBuildRef.current) {
|
||||
const t = typeof param?.time === 'number' ? Number(param.time) : null;
|
||||
const next = t != null && Number.isFinite(t) ? t : null;
|
||||
if (hoverCandleTimeRef.current !== next) {
|
||||
hoverCandleTimeRef.current = next;
|
||||
setHoverCandleTime(next);
|
||||
}
|
||||
}
|
||||
|
||||
const logical = param.logical ?? chart.timeScale().coordinateToLogical(param.point.x);
|
||||
if (logical == null) return;
|
||||
const price = candleSeries.coordinateToPrice(param.point.y);
|
||||
@@ -543,15 +990,75 @@ export default function TradingChart({
|
||||
candleSeries.detachPrimitive(fibPrimitiveRef.current);
|
||||
fibPrimitiveRef.current = null;
|
||||
}
|
||||
if (buildSlicesPrimitiveRef.current) {
|
||||
volumeSeries.detachPrimitive(buildSlicesPrimitiveRef.current);
|
||||
buildSlicesPrimitiveRef.current = null;
|
||||
}
|
||||
const lines = priceLinesRef.current;
|
||||
for (const line of Array.from(lines.values())) {
|
||||
try {
|
||||
candleSeries.removePriceLine(line);
|
||||
} catch {
|
||||
// ignore
|
||||
}
|
||||
}
|
||||
lines.clear();
|
||||
chart.remove();
|
||||
chartRef.current = null;
|
||||
seriesRef.current = {};
|
||||
};
|
||||
}, []);
|
||||
|
||||
useEffect(() => {
|
||||
const candlesSeries = seriesRef.current.candles;
|
||||
if (!candlesSeries) return;
|
||||
|
||||
const desired = (priceLines || []).filter((l) => l.price != null && Number.isFinite(l.price));
|
||||
const desiredIds = new Set(desired.map((l) => l.id));
|
||||
|
||||
const map = priceLinesRef.current;
|
||||
for (const [id, line] of Array.from(map.entries())) {
|
||||
if (desiredIds.has(id)) continue;
|
||||
try {
|
||||
candlesSeries.removePriceLine(line);
|
||||
} catch {
|
||||
// ignore
|
||||
}
|
||||
map.delete(id);
|
||||
}
|
||||
|
||||
for (const spec of desired) {
|
||||
const opts: any = {
|
||||
price: spec.price,
|
||||
color: spec.color,
|
||||
title: spec.title,
|
||||
lineWidth: spec.lineWidth ?? 1,
|
||||
lineStyle: spec.lineStyle ?? LineStyle.Dotted,
|
||||
axisLabelVisible: spec.axisLabelVisible ?? true,
|
||||
};
|
||||
|
||||
const existing = map.get(spec.id);
|
||||
if (!existing) {
|
||||
try {
|
||||
const created = candlesSeries.createPriceLine(opts);
|
||||
map.set(spec.id, created);
|
||||
} catch {
|
||||
// ignore
|
||||
}
|
||||
continue;
|
||||
}
|
||||
|
||||
try {
|
||||
existing.applyOptions(opts);
|
||||
} catch {
|
||||
// ignore
|
||||
}
|
||||
}
|
||||
}, [priceLines]);
|
||||
|
||||
useEffect(() => {
|
||||
const s = seriesRef.current;
|
||||
if (!s.candles || !s.volume) return;
|
||||
if (!s.candles || !s.volume || !s.buildHover) return;
|
||||
s.candles.setData(candleData);
|
||||
s.volume.setData(volumeData);
|
||||
s.oracle?.setData(oracleData);
|
||||
@@ -561,17 +1068,111 @@ export default function TradingChart({
|
||||
s.bbLower?.setData(bbLower);
|
||||
s.bbMid?.setData(bbMid);
|
||||
|
||||
const bs = resolveBucketSeconds(bucketSeconds, candles);
|
||||
const eps = 1e-3;
|
||||
const maxPointsPerCandle = 600;
|
||||
const minStep = Math.max(0.5, bs / maxPointsPerCandle);
|
||||
const map = buildSamplesRef.current;
|
||||
|
||||
if (buildKeyRef.current !== seriesKey) {
|
||||
map.clear();
|
||||
buildKeyRef.current = seriesKey;
|
||||
lastBuildCandleStartRef.current = null;
|
||||
}
|
||||
|
||||
const visibleStarts = new Set(candles.map((c) => c.time));
|
||||
for (const start of Array.from(map.keys())) {
|
||||
if (!visibleStarts.has(start)) map.delete(start);
|
||||
}
|
||||
|
||||
const last = candles[candles.length - 1];
|
||||
if (last) {
|
||||
const prevStart = lastBuildCandleStartRef.current;
|
||||
if (prevStart != null && prevStart !== last.time) {
|
||||
const prevCandle = candles.find((c) => c.time === prevStart);
|
||||
if (prevCandle) {
|
||||
const endT = prevStart + bs - eps;
|
||||
const finalDelta = prevCandle.close - prevCandle.open;
|
||||
const list = map.get(prevStart) ?? [];
|
||||
const lastT = list.length ? list[list.length - 1]!.t : -Infinity;
|
||||
if (endT > lastT + eps) {
|
||||
list.push({ t: endT, v: finalDelta });
|
||||
} else if (list.length) {
|
||||
list[list.length - 1] = { t: lastT, v: finalDelta };
|
||||
}
|
||||
map.set(prevStart, list);
|
||||
}
|
||||
}
|
||||
|
||||
const start = last.time;
|
||||
const endT = start + bs - eps;
|
||||
const delta = last.close - last.open;
|
||||
const nowT = Date.now() / 1000;
|
||||
const tClamped = Math.min(endT, Math.max(start + eps, nowT));
|
||||
const list = map.get(start) ?? [];
|
||||
if (list.length) {
|
||||
const lastPt = list[list.length - 1]!;
|
||||
if (tClamped - lastPt.t < minStep) {
|
||||
list[list.length - 1] = { t: tClamped, v: delta };
|
||||
} else {
|
||||
const t = Math.min(endT, Math.max(lastPt.t + eps, tClamped));
|
||||
if (t > lastPt.t) list.push({ t, v: delta });
|
||||
}
|
||||
} else {
|
||||
list.push({ t: tClamped, v: delta });
|
||||
}
|
||||
map.set(start, list);
|
||||
lastBuildCandleStartRef.current = start;
|
||||
}
|
||||
|
||||
const buildPrimitive = buildSlicesPrimitiveRef.current;
|
||||
buildPrimitive?.setData({ candles, bucketSeconds: bs, samples: map });
|
||||
buildPrimitive?.setEnabled(!showBuild);
|
||||
|
||||
if (showBuild) {
|
||||
const hoverTime = hoverCandleTime;
|
||||
const hoverCandle = hoverTime == null ? null : candles.find((c) => c.time === hoverTime);
|
||||
const hoverData = hoverCandle ? buildDeltaSeriesForCandle(hoverCandle, bs, map.get(hoverCandle.time)) : [];
|
||||
|
||||
if (hoverData.length) {
|
||||
s.buildHover.applyOptions({ visible: true });
|
||||
s.buildHover.setData(hoverData);
|
||||
} else {
|
||||
s.buildHover.applyOptions({ visible: false });
|
||||
s.buildHover.setData([]);
|
||||
}
|
||||
} else {
|
||||
s.buildHover.applyOptions({ visible: false });
|
||||
s.buildHover.setData([]);
|
||||
}
|
||||
|
||||
s.sma20?.applyOptions({ visible: showIndicators });
|
||||
s.ema20?.applyOptions({ visible: showIndicators });
|
||||
s.bbUpper?.applyOptions({ visible: showIndicators });
|
||||
s.bbLower?.applyOptions({ visible: showIndicators });
|
||||
s.bbMid?.applyOptions({ visible: showIndicators });
|
||||
}, [candleData, volumeData, oracleData, smaData, emaData, bbUpper, bbLower, bbMid, showIndicators]);
|
||||
}, [
|
||||
candleData,
|
||||
volumeData,
|
||||
oracleData,
|
||||
smaData,
|
||||
emaData,
|
||||
bbUpper,
|
||||
bbLower,
|
||||
bbMid,
|
||||
showIndicators,
|
||||
showBuild,
|
||||
candles,
|
||||
bucketSeconds,
|
||||
seriesKey,
|
||||
hoverCandleTime,
|
||||
]);
|
||||
|
||||
useEffect(() => {
|
||||
const s = seriesRef.current;
|
||||
if (!s.candles) return;
|
||||
s.candles.applyOptions({ priceFormat });
|
||||
s.buildHover?.applyOptions({ priceFormat });
|
||||
s.oracle?.applyOptions({ priceFormat });
|
||||
s.sma20?.applyOptions({ priceFormat });
|
||||
s.ema20?.applyOptions({ priceFormat });
|
||||
|
||||
@@ -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]
|
||||
);
|
||||
}
|
||||
|
||||
|
||||
136
apps/visualizer/src/features/market/DlobDashboard.tsx
Normal file
136
apps/visualizer/src/features/market/DlobDashboard.tsx
Normal file
@@ -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>
|
||||
);
|
||||
}
|
||||
75
apps/visualizer/src/features/market/DlobDepthBandsPanel.tsx
Normal file
75
apps/visualizer/src/features/market/DlobDepthBandsPanel.tsx
Normal file
@@ -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>
|
||||
);
|
||||
}
|
||||
111
apps/visualizer/src/features/market/DlobSlippageChart.tsx
Normal file
111
apps/visualizer/src/features/market/DlobSlippageChart.tsx
Normal 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} />;
|
||||
}
|
||||
133
apps/visualizer/src/features/market/useDlobDepthBands.ts
Normal file
133
apps/visualizer/src/features/market/useDlobDepthBands.ts
Normal 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 };
|
||||
}
|
||||
158
apps/visualizer/src/features/market/useDlobL2.ts
Normal file
158
apps/visualizer/src/features/market/useDlobL2.ts
Normal 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 };
|
||||
}
|
||||
137
apps/visualizer/src/features/market/useDlobSlippage.ts
Normal file
137
apps/visualizer/src/features/market/useDlobSlippage.ts
Normal 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 };
|
||||
}
|
||||
123
apps/visualizer/src/features/market/useDlobStats.ts
Normal file
123
apps/visualizer/src/features/market/useDlobStats.ts
Normal 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 };
|
||||
}
|
||||
@@ -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) },
|
||||
};
|
||||
}
|
||||
|
||||
|
||||
181
apps/visualizer/src/lib/graphqlWs.ts
Normal file
181
apps/visualizer/src/lib/graphqlWs.ts
Normal 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;
|
||||
},
|
||||
};
|
||||
}
|
||||
@@ -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 {
|
||||
|
||||
@@ -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,
|
||||
},
|
||||
});
|
||||
|
||||
99
doc/workflow.md
Normal file
99
doc/workflow.md
Normal file
@@ -0,0 +1,99 @@
|
||||
# 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 **snapshoot’em**, 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 proxy’uje `/api/*` do VPS.
|
||||
- Auth w staging jest w trybie `session` (`/auth/login`, cookie `trade_session`), więc w dev proxy’ujemy też `/whoami`, `/auth/*`, `/logout`.
|
||||
- Dev proxy usuwa `Secure` z `Set-Cookie`, żeby cookie działało na `http://localhost:5173`.
|
||||
- Na VPS `trade-frontend` proxy’uje 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.
|
||||
Reference in New Issue
Block a user