Professional dashboard: strategy detail panel with chart, trades, and signal reasons
This commit is contained in:
ramseshk
+234
-210
@@ -2,255 +2,279 @@
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<html lang="en">
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<head>
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<meta charset="UTF-8">
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<meta name="viewport" content="width=device-width, initial-scale=1.0, maximum-scale=1.0, user-scalable=no">
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<title>FTDT Quant Lab — Live Strategy Dashboard</title>
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<link href="https://fonts.googleapis.com/css2?family=Inter:wght@400;500;600;700&family=JetBrains+Mono:wght@400;500;600;700&display=swap" rel="stylesheet">
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<meta name="viewport" content="width=device-width,initial-scale=1.0,maximum-scale=1.0,user-scalable=no">
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<title>FTDT Quant Lab — Professional Dashboard</title>
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<link href="https://fonts.googleapis.com/css2?family=Inter:wght@300;400;500;600;700;900&family=JetBrains+Mono:wght@400;500;600;700&display=swap" rel="stylesheet">
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<script src="https://unpkg.com/lightweight-charts@4.2.3/dist/lightweight-charts.standalone.production.js"></script>
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<style>
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:root{--bg:#0a0a0c;--surface:#111115;--border:#1e1e26;--hover:#252530;--text:#8b8b96;--bright:#e2e2e8;--green:#22c55e;--red:#ef4444;--blue:#3b82f6;--amber:#f59e0b;--purple:#a855f7;--radius:10px;--font:'Inter',system-ui,sans-serif;--mono:'JetBrains Mono',monospace}
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:root{--bg:#050508;--srf:#0b0b12;--ln:#181825;--hr:#222230;--tx:#6b6b7b;--hi:#d4d4e0;--gr:#22c55e;--rd:#ef4444;--bl:#3b82f6;--am:#f59e0b;--pu:#a855f7;--cy:#06b6d4;--pk:#ec4899;--ra:8px;--f:'Inter',system-ui,sans-serif;--m:'JetBrains Mono',monospace}
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*{margin:0;padding:0;box-sizing:border-box}
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body{background:var(--bg);color:var(--text);font-family:var(--font);min-height:100vh;line-height:1.5;-webkit-font-smoothing:antialiased}
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.wrap{max-width:1280px;margin:0 auto;padding:20px 16px}
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.top{display:flex;justify-content:space-between;align-items:center;margin-bottom:24px;padding-bottom:16px;border-bottom:1px solid var(--border);gap:12px;flex-wrap:wrap}
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.logo h1{font-size:20px;font-weight:700;color:var(--bright);letter-spacing:-0.5px}
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.logo span{font-size:11px;color:var(--text);display:flex;align-items:center;gap:5px;margin-top:2px}
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.dot{width:7px;height:7px;border-radius:50%;flex-shrink:0}.dot.live{background:var(--green);animation:pulse 2s infinite}.dot.dead{background:var(--red)}
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@keyframes pulse{0%,100%{opacity:1}50%{opacity:0.35}}
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.totals{text-align:right}.totals .pnl{font-family:var(--mono);font-size:32px;font-weight:700;letter-spacing:-1px;line-height:1}
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.totals .pnl.up{color:var(--green)}.totals .pnl.dn{color:var(--red)}
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.totals .sub{font-size:11px;color:var(--text);margin-top:4px;text-transform:uppercase;letter-spacing:0.5px}
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.tabs{display:flex;gap:0;margin-bottom:20px;border-bottom:1px solid var(--border)}
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.tab{padding:10px 20px;font-size:13px;font-weight:500;cursor:pointer;background:none;border:none;border-bottom:2px solid transparent;color:var(--text);font-family:var(--font);transition:all 0.15s}
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.tab:hover{color:var(--bright)}.tab.on{color:var(--bright);border-bottom-color:var(--blue)}
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.panel{display:none}.panel.show{display:block}
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.stats{display:grid;grid-template-columns:repeat(5,1fr);gap:10px;margin-bottom:16px}
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.stat-box{background:var(--surface);border:1px solid var(--border);border-radius:var(--radius);padding:14px 16px}
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.stat-box .lbl{font-size:10px;color:var(--text);text-transform:uppercase;letter-spacing:0.5px;margin-bottom:4px}
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.stat-box .val{font-family:var(--mono);font-size:18px;font-weight:600;color:var(--bright)}
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.stat-box .val.up{color:var(--green)}.stat-box .val.dn{color:var(--red)}
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.card{background:var(--surface);border:1px solid var(--border);border-radius:var(--radius);padding:16px;margin-bottom:14px}
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.card h3{font-size:13px;font-weight:600;color:var(--bright);margin-bottom:12px;display:flex;justify-content:space-between;align-items:center}
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.card h3 .desc{font-weight:400;color:var(--text);font-size:11px}
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.chart-wrap{width:100%;height:220px;position:relative}
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.grid{display:grid;grid-template-columns:repeat(auto-fill,minmax(230px,1fr));gap:12px;margin-bottom:14px}
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.strat{background:var(--surface);border:1px solid var(--border);border-radius:var(--radius);padding:16px;transition:all 0.2s;cursor:pointer}
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.strat:hover{border-color:var(--hover)}.strat.open{border-color:var(--blue);grid-column:1/-1}
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.strat .hdr{display:flex;justify-content:space-between;align-items:flex-start;margin-bottom:10px}
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.strat .name{font-size:12px;font-weight:600;color:var(--bright);line-height:1.3}
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.strat .alloc{font-size:10px;color:var(--text);margin-top:1px}
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.strat .status{font-size:10px;padding:2px 8px;border-radius:4px;font-weight:500}
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.strat .status.run{background:rgba(34,197,94,0.1);color:var(--green)}
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.strat .status.idle{background:rgba(245,158,11,0.1);color:var(--amber)}
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.strat .big{font-family:var(--mono);font-size:22px;font-weight:700;line-height:1.1;margin-bottom:2px}
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.strat .big.up{color:var(--green)}.strat .big.dn{color:var(--red)}
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.strat .pct{font-size:10px;color:var(--text);margin-bottom:10px;font-family:var(--mono)}
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.strat .r{display:flex;flex-wrap:wrap;gap:10px;font-size:10px;color:var(--text)}
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.strat .r b{font-family:var(--mono);color:var(--bright)}
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.strat-detail{display:none;margin-top:14px;padding-top:14px;border-top:1px solid var(--border)}
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.strat.open .strat-detail{display:block}
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.strat-detail .desc-text{font-size:11px;color:var(--text);margin-bottom:12px;line-height:1.5}
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.strat-detail .mini-stats{display:grid;grid-template-columns:repeat(4,1fr);gap:8px;margin-bottom:12px}
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.strat-detail .signal-log{font-size:9px;color:var(--text);max-height:80px;overflow-y:auto}
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.strat-detail .signal-log .sig{padding:3px 0;border-bottom:1px solid rgba(255,255,255,0.02);display:flex;justify-content:space-between}
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.strat-detail .signal-log .sig.buy{color:var(--green)}.strat-detail .signal-log .sig.sell{color:var(--red)}
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.tbl-scroll{overflow-x:auto;-webkit-overflow-scrolling:touch}
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table{width:100%;border-collapse:collapse;min-width:550px}
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th{font-size:9px;font-weight:600;color:var(--text);text-transform:uppercase;letter-spacing:0.5px;text-align:left;padding:8px 12px;border-bottom:1px solid var(--border)}
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td{font-family:var(--mono);font-size:11px;padding:6px 12px;border-bottom:1px solid rgba(255,255,255,0.02)}
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.green{color:var(--green)}.red{color:var(--red)}
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.bt-row{display:flex;justify-content:space-between;align-items:center;padding:14px 16px;background:var(--surface);border:1px solid var(--border);border-radius:var(--radius);cursor:pointer;transition:all 0.15s;margin-bottom:6px;gap:12px;flex-wrap:wrap}
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.bt-row:hover{border-color:var(--hover);background:var(--hover)}.bt-row.sel{border-color:var(--blue)}
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.bt-row .n{font-weight:600;font-size:13px;color:var(--bright)}.bt-row .m{font-size:10px;color:var(--text)}
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.bt-row .k{display:flex;gap:20px;flex-shrink:0}.bt-row .k .kv{text-align:right}.bt-row .k .kl{font-size:9px;color:var(--text);text-transform:uppercase}.bt-row .k .kd{font-family:var(--mono);font-size:12px;font-weight:500;color:var(--bright)}
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.bt-detail{display:none;margin-top:12px}.bt-detail.on{display:block}
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.data-badge{display:inline-block;font-size:9px;padding:3px 8px;border-radius:4px;font-weight:500;margin-left:8px}
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.data-badge.mainnet{background:rgba(168,85,247,0.15);color:var(--purple)}
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.data-badge.testnet{background:rgba(245,158,11,0.15);color:var(--amber)}
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.data-badge.normal{background:rgba(34,197,94,0.15);color:var(--green)}
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.data-badge.low_vol{background:rgba(59,130,246,0.15);color:var(--blue)}
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.data-badge.high_vol{background:rgba(239,68,68,0.15);color:var(--red)}
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footer{text-align:center;padding:20px;font-size:10px;color:#3f3f46}footer a{color:#52525b;text-decoration:none}footer a:hover{color:var(--text)}
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@media(max-width:640px){
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.wrap{padding:12px 8px}.top{flex-direction:column;align-items:flex-start}.totals{text-align:left;width:100%}
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.totals .pnl{font-size:24px}.stats{grid-template-columns:repeat(3,1fr);gap:6px}.stat-box{padding:10px}.stat-box .val{font-size:14px}
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.grid{grid-template-columns:1fr 1fr;gap:8px}.strat .big{font-size:16px}.chart-wrap{height:160px}
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.bt-row{flex-direction:column;align-items:flex-start}.bt-row .k{width:100%;justify-content:space-between;gap:8px}
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.strat-detail .mini-stats{grid-template-columns:repeat(2,1fr)}
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body{background:var(--bg);color:var(--hi);font-family:var(--f);min-height:100vh;-webkit-font-smoothing:antialiased}
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.topbar{position:sticky;top:0;z-index:100;background:rgba(5,5,8,.95);backdrop-filter:blur(20px);border-bottom:1px solid var(--ln);padding:12px 24px;display:flex;align-items:center;justify-content:space-between;flex-wrap:wrap;gap:12px}
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.topbar h1{font-size:17px;font-weight:700;letter-spacing:-0.5px;display:flex;align-items:center;gap:8px}
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.topbar h1 span{font-size:10px;color:var(--tx);font-weight:400}
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.status-dot{width:8px;height:8px;border-radius:50%;flex-shrink:0;background:var(--gr);animation:pulse 2s infinite}
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.status-dot.off{background:var(--rd);animation:none}
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@keyframes pulse{0%,100%{opacity:1}50%{opacity:0.3}}
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.portfolio{text-align:right;min-width:140px}
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.portfolio .pnl{font-family:var(--m);font-size:28px;font-weight:700;letter-spacing:-1px}
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.portfolio .pnl.up{color:var(--gr)}.portfolio .pnl.dn{color:var(--rd)}
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.portfolio .sub{font-size:10px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px}
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.tabs{display:flex;gap:0;padding:0 24px;border-bottom:1px solid var(--ln);position:sticky;top:52px;z-index:99;background:rgba(5,5,8,.95);backdrop-filter:blur(20px)}
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.tab{padding:10px 20px;font-size:12px;font-weight:500;cursor:pointer;background:none;border:none;border-bottom:2px solid transparent;color:var(--tx);font-family:var(--f);transition:all .15s}
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.tab:hover{color:var(--hi)}.tab.on{color:var(--hi);border-bottom-color:var(--bl)}
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.badge{font-size:8px;padding:2px 7px;border-radius:3px;font-weight:600;margin-left:6px;text-transform:uppercase;letter-spacing:.5px}
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.badge.test{background:rgba(245,158,11,.15);color:var(--am)}.badge.main{background:rgba(168,85,247,.15);color:var(--pu)}
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.main-wrap{max-width:1440px;margin:0 auto;padding:20px 24px;display:flex;gap:20px}
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.panel{display:none;flex:1;min-width:0}.panel.show{display:block}
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/* Summary stats */
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.stats-row{display:grid;grid-template-columns:repeat(6,1fr);gap:8px;margin-bottom:16px}
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.stat{background:var(--srf);border:1px solid var(--ln);border-radius:var(--ra);padding:12px 14px}
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.stat .lbl{font-size:9px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px;margin-bottom:3px}
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.stat .val{font-family:var(--m);font-size:17px;font-weight:600}
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.stat .val.up{color:var(--gr)}.stat .val.dn{color:var(--rd)}
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/* Strategy grid */
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.sgrid{display:grid;grid-template-columns:repeat(auto-fill,minmax(240px,1fr));gap:10px;margin-bottom:20px}
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.scard{background:var(--srf);border:1px solid var(--ln);border-radius:var(--ra);padding:16px;cursor:pointer;transition:all .2s;position:relative}
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.scard:hover{border-color:var(--hr);transform:translateY(-1px);box-shadow:0 4px 20px rgba(0,0,0,.3)}
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.scard.selected{border-color:var(--bl);box-shadow:0 0 0 1px rgba(59,130,246,.3)}
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.scard .sh{display:flex;justify-content:space-between;align-items:flex-start;margin-bottom:8px}
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.scard .sname{font-size:12px;font-weight:600;line-height:1.3;max-width:70%}
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.scard .salloc{font-size:9px;color:var(--tx);margin-top:2px}
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.scard .stag{font-size:8px;padding:2px 7px;border-radius:3px;font-weight:500;white-space:nowrap}
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.scard .stag.run{background:rgba(34,197,94,.1);color:var(--gr)}
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.scard .stag.idle{background:rgba(245,158,11,.1);color:var(--am)}
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.scard .stag.maker{background:rgba(59,130,246,.1);color:var(--bl)}
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.scard .stag.taker{background:rgba(239,68,68,.1);color:var(--rd)}
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.scard .spnl{font-family:var(--m);font-size:20px;font-weight:700;margin-bottom:6px}
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.scard .spnl.up{color:var(--gr)}.scard .spnl.dn{color:var(--rd)}
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.scard .smeta{display:flex;gap:12px;font-size:9px;color:var(--tx);flex-wrap:wrap}
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/* Detail panel */
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.detail-overlay{position:fixed;top:0;left:0;right:0;bottom:0;background:rgba(0,0,0,.6);z-index:200;display:none}
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.detail-overlay.on{display:flex;align-items:flex-start;justify-content:center;padding-top:40px}
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.detail-panel{background:var(--bg);border:1px solid var(--ln);border-radius:12px;width:95%;max-width:1100px;max-height:85vh;overflow-y:auto;box-shadow:0 20px 60px rgba(0,0,0,.5)}
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.detail-header{position:sticky;top:0;background:var(--srf);padding:16px 20px;border-bottom:1px solid var(--ln);display:flex;align-items:center;justify-content:space-between;z-index:5}
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.detail-header h2{font-size:16px;font-weight:700}
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.close-btn{background:none;border:1px solid var(--ln);color:var(--hi);padding:6px 14px;border-radius:6px;cursor:pointer;font-size:12px;font-family:var(--f);transition:all .15s}
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.close-btn:hover{background:var(--hr)}
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.detail-body{padding:20px}
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.detail-body .chart-wrap{width:100%;height:280px;margin-bottom:16px;border-radius:var(--ra);overflow:hidden}
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.detail-stats{display:grid;grid-template-columns:repeat(6,1fr);gap:8px;margin-bottom:16px}
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.detail-section{margin-bottom:20px}
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.detail-section h4{font-size:11px;font-weight:600;color:var(--tx);text-transform:uppercase;letter-spacing:.5px;margin-bottom:10px;padding-bottom:6px;border-bottom:1px solid var(--ln)}
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.trade-table{width:100%;border-collapse:collapse;font-family:var(--m)}
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.trade-table th{font-size:9px;font-weight:600;color:var(--tx);text-transform:uppercase;text-align:left;padding:8px 10px;border-bottom:1px solid var(--ln)}
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.trade-table td{font-size:11px;padding:7px 10px;border-bottom:1px solid rgba(255,255,255,.02);color:var(--hi)}
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.trade-table td.reason{font-size:10px;color:var(--tx);max-width:250px;white-space:nowrap;overflow:hidden;text-overflow:ellipsis;font-family:var(--f)}
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.green{color:var(--gr)}.red{color:var(--rd)}
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.desc-text{font-size:12px;color:var(--tx);line-height:1.6;padding:12px;background:var(--srf);border-radius:var(--ra);border:1px solid var(--ln);margin-bottom:16px}
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/* Footer */
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footer{text-align:center;padding:30px;font-size:10px;color:#2a2a35}
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footer a{color:#3f3f4a;text-decoration:none}footer a:hover{color:var(--tx)}
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@media(max-width:768px){
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.topbar{padding:10px 14px;flex-direction:column;align-items:flex-start}
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.tabs{padding:0 14px;top:88px;overflow-x:auto;white-space:nowrap}
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.main-wrap{padding:12px 14px}
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.stats-row{grid-template-columns:repeat(3,1fr)}.sgrid{grid-template-columns:1fr 1fr}
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.detail-stats{grid-template-columns:repeat(3,1fr)}
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.portfolio .pnl{font-size:22px}
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}
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@media(max-width:380px){.stats{grid-template-columns:repeat(2,1fr)}.grid{grid-template-columns:1fr}}
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@media(max-width:380px){.stats-row{grid-template-columns:repeat(2,1fr)}.sgrid{grid-template-columns:1fr}}
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</style>
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</head>
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<body>
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<div class="wrap">
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<div class="top">
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<div class="logo"><h1>FTDT Quant Lab</h1><span><span class="dot live" id="sdot"></span> <span id="scnx">connecting…</span> · <span id="swlt">—</span></span></div>
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<div class="totals"><div class="label" style="font-size:10px;color:var(--text);text-transform:uppercase;letter-spacing:0.5px">Portfolio PnL</div><div class="pnl" id="stpnl">$0.00</div><div class="sub" id="stpct">0.00%</div></div>
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<!-- Top bar -->
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<div class="topbar">
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<div style="display:flex;align-items:center;gap:10px">
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<span class="status-dot" id="sdot"></span><div><h1>FTDT Quant Lab<span>Professional Quant Dashboard</span></h1></div>
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</div>
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<div class="portfolio">
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<div style="font-size:9px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px">Portfolio Equity</div>
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<div class="pnl" id="stpnl">$0.00</div>
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<div class="sub" id="stpct">—</div>
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</div>
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</div>
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<!-- Tabs -->
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<div class="tabs">
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<button class="tab on" id="tab-live" onclick="sw('live')">Live<span class="data-badge testnet">Testnet</span></button>
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<button class="tab" id="tab-paper" onclick="sw('paper')">Paper<span class="data-badge mainnet">Mainnet</span></button>
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||||
<button class="tab" id="tab-backtest" onclick="sw('backtest')">Backtest</button>
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||||
<button class="tab on" id="tl-live" onclick="switchTab('live')">Live<span class="badge test">Testnet</span></button>
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||||
<button class="tab" id="tl-paper" onclick="switchTab('paper')">Paper<span class="badge main">$100K Mainnet</span></button>
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||||
<button class="tab" id="tl-backtest" onclick="switchTab('backtest')">Backtest</button>
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</div>
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<!-- LIVE -->
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<!-- Main -->
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<div class="main-wrap">
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<div class="panel show" id="pnl-live">
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||||
<div class="stats" id="live-stats"></div>
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||||
<div class="card"><h3>Equity Curve <span class="desc">real-time · Hyperliquid Testnet</span></h3><div class="chart-wrap" id="eq-chart"></div></div>
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||||
<div class="grid" id="live-grid"></div>
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<div class="card"><h3>Trade Log</h3><div class="tbl-scroll"><table><thead><tr><th>Time</th><th>Strategy</th><th>Side</th><th>Size</th><th>Price</th><th>Fee</th><th>PnL</th></tr></thead><tbody id="trade-tb"></tbody></table></div></div>
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||||
<div class="stats-row" id="live-stats"></div>
|
||||
<div class="sgrid" id="live-sgrid"></div>
|
||||
</div>
|
||||
|
||||
<!-- PAPER -->
|
||||
<div class="panel" id="pnl-paper">
|
||||
<div class="stats" id="paper-stats"></div>
|
||||
<div class="card"><h3>Equity Curves <span class="desc">per-strategy · <span id="paper-regime">—</span></span></h3><div class="chart-wrap" id="paper-chart" style="height:300px"></div></div>
|
||||
<div class="grid" id="paper-grid"></div>
|
||||
<div class="card"><h3>Trade Log</h3><div class="tbl-scroll"><table><thead><tr><th>Time</th><th>Strategy</th><th>Side</th><th>Size</th><th>Price</th><th>Fee</th><th>PnL</th></tr></thead><tbody id="paper-tb"></tbody></table></div></div>
|
||||
<div class="stats-row" id="paper-stats"></div>
|
||||
<div class="sgrid" id="paper-sgrid"></div>
|
||||
</div>
|
||||
<div class="panel" id="pnl-backtest">
|
||||
<div class="sgrid" id="bt-sgrid"></div>
|
||||
</div>
|
||||
</div>
|
||||
<footer><a href="https://git.ftdt.io/rams/ftdt-quant-lab" target="_blank">rams/ftdt-quant-lab</a> · 12 strategies · $100K paper · Hyperliquid</footer>
|
||||
|
||||
<!-- BACKTEST -->
|
||||
<div class="panel" id="pnl-bt">
|
||||
<div class="card" id="bt-detail" style="display:none"><h3 id="bt-title">—</h3><div class="stats" id="bt-stats"></div><div class="chart-wrap" id="bt-chart"></div></div>
|
||||
<div class="card"><h3>Saved Backtests <span class="desc">click to view</span></h3><div id="bt-list"></div></div>
|
||||
<!-- Detail Overlay -->
|
||||
<div class="detail-overlay" id="detail-overlay" onclick="event.target===this&&closeDetail()">
|
||||
<div class="detail-panel" id="detail-panel">
|
||||
<div class="detail-header">
|
||||
<h2 id="det-name">Strategy Detail</h2>
|
||||
<button class="close-btn" onclick="closeDetail()">✕ Close</button>
|
||||
</div>
|
||||
<div class="detail-body">
|
||||
<div class="desc-text" id="det-desc"></div>
|
||||
<div class="detail-stats" id="det-stats"></div>
|
||||
<div class="chart-wrap" id="det-chart-wrap"><div id="det-chart"></div></div>
|
||||
<div class="detail-section"><h4>Trade History</h4>
|
||||
<div style="overflow-x:auto"><table class="trade-table"><thead><tr><th>Time</th><th>Side</th><th>Size</th><th>Price</th><th>PnL</th><th>Fee</th><th>Reason / Signal</th></tr></thead><tbody id="det-trades"></tbody></table></div></div>
|
||||
</div>
|
||||
</div>
|
||||
<footer><a href="https://git.ftdt.io/rams/ftdt-quant-lab" target="_blank">rams/ftdt-quant-lab</a> · 7 strategies · $5,000 paper / $898 live · Hyperliquid</footer>
|
||||
</div>
|
||||
|
||||
<script>
|
||||
var tab='live',lastData=null,lastPaper=null;
|
||||
function mkChart(el,w,h){var c=LightweightCharts.createChart(el,{layout:{background:{color:'transparent'},textColor:'#8b8b96'},grid:{vertLines:{color:'rgba(255,255,255,0.03)'},horzLines:{color:'rgba(255,255,255,0.03)'}},rightPriceScale:{borderColor:'rgba(255,255,255,0.06)'},timeScale:{borderColor:'rgba(255,255,255,0.06)',timeVisible:true},crosshair:{mode:0},width:w,height:h});return c}
|
||||
var eqChart=mkChart(document.getElementById('eq-chart'),0,0);var eqSer=eqChart.addAreaSeries({lineColor:'#3b82f6',topColor:'rgba(59,130,246,0.15)',bottomColor:'rgba(59,130,246,0.02)',lineWidth:2});
|
||||
var paperChart=mkChart(document.getElementById('paper-chart'),0,0);
|
||||
// Per-strategy equity series (7 strategies, 7 colors)
|
||||
var STRAT_COLORS = ['#22c55e','#3b82f6','#a855f7','#f59e0b','#ef4444','#06b6d4','#ec4899'];
|
||||
var paperStrataSeries = {};
|
||||
function getStratSeries(name){
|
||||
if(!paperStrataSeries[name]){
|
||||
var idx = Object.keys(paperStrataSeries).length;
|
||||
var color = STRAT_COLORS[idx % STRAT_COLORS.length];
|
||||
paperStrataSeries[name] = paperChart.addAreaSeries({
|
||||
lineColor: color, topColor: color+'26', bottomColor: color+'05', lineWidth: 1.5
|
||||
// ═══════════ State ═══════════
|
||||
var currentTab='live', lastData=null, lastPaper=null, lastBT=null;
|
||||
var STRAT_COLORS=['#22c55e','#3b82f6','#a855f7','#f59e0b','#ef4444','#06b6d4','#ec4899','#84cc16','#6366f1','#14b8a6','#f97316','#8b5cf6'];
|
||||
|
||||
// ═══════════ Chart for detail view ═══════════
|
||||
var detChart=null, detSer=null;
|
||||
function initDetChart(){
|
||||
var el=document.getElementById('det-chart');
|
||||
if(!el)return;
|
||||
el.style.width='100%'; el.style.height='280px';
|
||||
detChart=LightweightCharts.createChart(el,{
|
||||
layout:{background:{color:'transparent'},textColor:'#d4d4e0'},
|
||||
grid:{vertLines:{color:'rgba(255,255,255,.03)'},horzLines:{color:'rgba(255,255,255,.03)'}},
|
||||
rightPriceScale:{borderColor:'rgba(255,255,255,.08)'},
|
||||
timeScale:{borderColor:'rgba(255,255,255,.08)',timeVisible:true},
|
||||
crosshair:{mode:0},width:el.offsetWidth,height:280
|
||||
});
|
||||
}
|
||||
return paperStrataSeries[name];
|
||||
detSer=detChart.addAreaSeries({lineColor:'#3b82f6',topColor:'rgba(59,130,246,.15)',bottomColor:'rgba(59,130,246,.02)',lineWidth:2});
|
||||
}
|
||||
var btChart=mkChart(document.getElementById('bt-chart'),0,0);var btSer=btChart.addAreaSeries({lineColor:'#a855f7',topColor:'rgba(168,85,247,0.12)',bottomColor:'rgba(168,85,247,0.02)',lineWidth:2});
|
||||
|
||||
function fitCharts(){
|
||||
eqChart.applyOptions({width:document.getElementById('eq-chart').offsetWidth,height:document.getElementById('eq-chart').offsetHeight});
|
||||
paperChart.applyOptions({width:document.getElementById('paper-chart').offsetWidth,height:document.getElementById('paper-chart').offsetHeight});
|
||||
btChart.applyOptions({width:document.getElementById('bt-chart').offsetWidth,height:document.getElementById('bt-chart').offsetHeight});
|
||||
}
|
||||
window.addEventListener('resize',fitCharts);setTimeout(fitCharts,300);
|
||||
|
||||
function sw(t){
|
||||
tab=t;
|
||||
['live','paper','backtest'].forEach(function(x){document.getElementById('tab-'+x).className=t===x?'tab on':'tab'});
|
||||
// ═══════════ Tab switching ═══════════
|
||||
function switchTab(t){
|
||||
currentTab=t;
|
||||
['live','paper','backtest'].forEach(function(x){document.getElementById('tl-'+x).className=t===x?'tab on':'tab'});
|
||||
document.getElementById('pnl-live').className=t==='live'?'panel show':'panel';
|
||||
document.getElementById('pnl-paper').className=t==='paper'?'panel show':'panel';
|
||||
document.getElementById('pnl-bt').className=t==='backtest'?'panel show':'panel';
|
||||
document.getElementById('pnl-backtest').className=t==='backtest'?'panel show':'panel';
|
||||
if(t==='live'&&lastData)renLive(lastData);
|
||||
if(t==='paper'){if(lastPaper)renPaper(lastPaper);setTimeout(fitCharts,200)}
|
||||
if(t==='backtest'){setTimeout(fitCharts,200);loadBt()}
|
||||
if(t==='paper'&&lastPaper)renPaper(lastPaper);
|
||||
if(t==='backtest')loadBT();
|
||||
}
|
||||
|
||||
// WebSocket
|
||||
var ws,wsPaper;
|
||||
function conn(){
|
||||
if(ws)try{ws.close()}catch(e){}
|
||||
ws=new WebSocket((location.protocol==='https:'?'wss:':'ws:')+'//'+location.host+'/cv/ws');
|
||||
ws.onopen=function(){document.getElementById('scnx').innerHTML='<span style=\"color:#22c55e\">live</span>';document.getElementById('sdot').className='dot live'};
|
||||
ws.onclose=function(){document.getElementById('sdot').className='dot dead';setTimeout(conn,3000)};
|
||||
ws.onmessage=function(e){try{lastData=JSON.parse(e.data)}catch(ex){return};if(tab==='live')renLive(lastData)};
|
||||
// Paper WS
|
||||
if(wsPaper)try{wsPaper.close()}catch(e){}
|
||||
wsPaper=new WebSocket((location.protocol==='https:'?'wss:':'ws:')+'//'+location.host+'/cv/ws/paper');
|
||||
wsPaper.onmessage=function(e){try{lastPaper=JSON.parse(e.data)}catch(ex){return};if(tab==='paper')renPaper(lastPaper)};
|
||||
}
|
||||
|
||||
// ═══════════ Render helpers ═══════════
|
||||
function renGrid(containerId, ss, baseEq, reserve, headerStatsId, tradesTbId, chartId, chartSer, hist, trades){
|
||||
var keys=Object.keys(ss),tr=0,fe=0,fu=0;
|
||||
for(var i=0;i<keys.length;i++){var s=ss[keys[i]];tr+=s.trades_today||0;fe+=s.fee_paid||0;if(s.status==='running')fu++};
|
||||
var pnl=0;for(var j=0;j<keys.length;j++)pnl+=ss[keys[j]].pnl||0;
|
||||
document.getElementById(headerStatsId).innerHTML=
|
||||
'<div class="stat-box"><div class="lbl">Equity</div><div class="val">$'+((baseEq||0)+pnl).toFixed(0)+'</div></div>'+
|
||||
'<div class="stat-box"><div class="lbl">Reserve</div><div class="val">$'+(reserve||0)+'</div></div>'+
|
||||
'<div class="stat-box"><div class="lbl">Trades</div><div class="val">'+tr+'</div></div>'+
|
||||
'<div class="stat-box"><div class="lbl">Fees</div><div class="val dn">$'+fe.toFixed(2)+'</div></div>'+
|
||||
'<div class="stat-box"><div class="lbl">Active</div><div class="val">'+fu+' / '+keys.length+'</div></div>';
|
||||
var g='';
|
||||
// ═══════════ Render strategy cards ═══════════
|
||||
function renCards(sgridId,ss,baseEq,tab,statsRowId){
|
||||
var keys=Object.keys(ss),totalPnl=0,trades=0,fees=0,active=0;
|
||||
for(var i=0;i<keys.length;i++){var s=ss[keys[i]];totalPnl+=s.pnl||0;trades+=s.trades_today||0;fees+=s.fee_paid||0;if(s.status==='running')active++}
|
||||
if(statsRowId){
|
||||
document.getElementById(statsRowId).innerHTML='<div class="stat"><div class="lbl">Equity</div><div class="val">$'+((baseEq||0)+totalPnl).toFixed(0)+'</div></div>'+
|
||||
'<div class="stat"><div class="lbl">PnL</div><div class="val '+(totalPnl>=0?'up':'dn')+'">'+(totalPnl>=0?'+':'')+'$'+Math.abs(totalPnl).toFixed(2)+'</div></div>'+
|
||||
'<div class="stat"><div class="lbl">Trades</div><div class="val">'+trades+'</div></div>'+
|
||||
'<div class="stat"><div class="lbl">Fees</div><div class="val dn">$'+fees.toFixed(2)+'</div></div>'+
|
||||
'<div class="stat"><div class="lbl">Active</div><div class="val">'+active+'/'+keys.length+'</div></div>'+
|
||||
'<div class="stat"><div class="lbl">Alloc</div><div class="val">$'+(keys[0]?ss[keys[0]].allocation||0:0)+'k/strat</div></div>';
|
||||
}
|
||||
var h='';
|
||||
for(var k=0;k<keys.length;k++){
|
||||
var name=keys[k],s=ss[name],sp=s.pnl||0,cls=sp>=0?'up':'dn',pStr=(sp>=0?'+':'')+'$'+Math.abs(sp).toFixed(2);
|
||||
var signals=s.signals||[],sigHtml='';
|
||||
if(signals.length>0){for(var si=Math.max(0,signals.length-5);si<signals.length;si++){var sg=signals[si];var sc=sg.signal&&sg.signal.indexOf('BUY')>=0?'buy':'sell';sigHtml+='<div class="sig '+sc+'"><span>'+new Date(sg.time*1000).toLocaleTimeString('en-US',{hour12:false})+'</span><span>'+sg.signal+'</span></div>'}}
|
||||
g+='<div class="strat" id="strat-'+name.replace(/\s/g,'')+'" onclick="toggleStrat(\''+name.replace(/\s/g,'')+'\')">'+
|
||||
'<div class="hdr"><div><div class="name">'+name+'</div><div class="alloc">'+(s.allocation||'?')+' USDC · '+(s.type||'')+'</div></div><span class="status '+(s.status==='running'?'run':'idle')+'">'+(s.status==='running'?'RUNNING':'IDLE')+'</span></div>'+
|
||||
'<div class="big '+cls+'">'+pStr+'</div><div class="pct">'+(s.pnl_pct>=0?'+':'')+(s.pnl_pct||0).toFixed(2)+'% | Fee: $'+(s.fee_paid||0).toFixed(2)+'</div>'+
|
||||
'<div class="r"><span>Trades: <b>'+(s.trades_today||0)+'</b></span><span>Win: <b>'+Math.round((s.win_rate||0)*100)+'%</b></span><span>Pos: <b>'+(s.position||0).toFixed(4)+'</b></span></div>'+
|
||||
'<div class="strat-detail"><div class="desc-text">'+(s.description||'')+'</div>'+
|
||||
'<div class="mini-stats"><div class="stat-box"><div class="lbl">PnL</div><div class="val '+(sp>=0?'up':'dn')+'">'+pStr+'</div></div><div class="stat-box"><div class="lbl">Fees</div><div class="val dn">$'+(s.fee_paid||0).toFixed(2)+'</div></div><div class="stat-box"><div class="lbl">Win Rate</div><div class="val">'+Math.round((s.win_rate||0)*100)+'%</div></div><div class="stat-box"><div class="lbl">Trades</div><div class="val">'+(s.trades_today||0)+'</div></div></div>'+
|
||||
(signals.length>0?'<div class="signal-log" style="max-height:100px;overflow-y:auto"><div style="font-size:10px;color:var(--bright);margin-bottom:6px">Recent Signals</div>'+sigHtml+'</div>':'')+
|
||||
'</div></div>';
|
||||
var fm=s.fee_model||'taker';
|
||||
h+='<div class="scard" onclick="openDetail(\''+name+'\',\''+tab+'\')" id="scard-'+tab+'-'+name.replace(/\s/g,'_')+'">'+
|
||||
'<div class="sh"><div><div class="sname">'+name+'</div><div class="salloc">$'+s.allocation+' · '+s.type+'</div></div>'+
|
||||
'<div><span class="stag '+(s.status==='running'?'run':'idle')+'">'+(s.status==='running'?'RUNNING':'IDLE')+'</span>'+
|
||||
'<span class="stag '+fm+'">'+fm.toUpperCase()+'</span></div></div>'+
|
||||
'<div class="spnl '+cls+'">'+pStr+'</div>'+
|
||||
'<div class="smeta"><span>PnL: <b class="'+(sp>=0?'green':'red')+'">'+(s.pnl_pct>=0?'+':'')+(s.pnl_pct||0).toFixed(2)+'%</b></span><span>Trades: <b>'+(s.trades_today||0)+'</b></span><span>Win: <b>'+Math.round((s.win_rate||0)*100)+'%</b></span><span>Pos: <b>'+(s.position||0).toFixed(4)+'</b></span></div>'+
|
||||
'</div>';
|
||||
}
|
||||
document.getElementById(containerId).innerHTML=g;
|
||||
// Chart (skip if chartSer is null — caller handles separately)
|
||||
if(chartSer && hist && hist.length>0){var pts=[];for(var m=0;m<hist.length;m++)pts.push({time:hist[m].t,value:hist[m].v});chartSer.setData(pts);chartId.timeScale().fitContent()}
|
||||
document.getElementById(sgridId).innerHTML=h;
|
||||
}
|
||||
|
||||
// ═══════════ Open strategy detail ═══════════
|
||||
function openDetail(name,tab){
|
||||
document.getElementById('detail-overlay').classList.add('on');
|
||||
document.getElementById('det-name').textContent=name;
|
||||
var ss=null, equity={}, trades=[];
|
||||
if(tab==='paper'&&lastPaper){
|
||||
ss=lastPaper.strategies||{}; equity=lastPaper.strategy_equity||{};
|
||||
trades=(lastPaper.per_strategy_trades||{})[name]||[];
|
||||
} else if(tab==='live'&&lastData){
|
||||
ss=lastData.strategies||{};
|
||||
} else if(tab==='backtest'&&lastBT){
|
||||
ss={}; ss[name]=lastBT;
|
||||
}
|
||||
var s=ss?ss[name]:null;
|
||||
if(!s){closeDetail();return}
|
||||
|
||||
// Description
|
||||
document.getElementById('det-desc').textContent=s.description||'No description available.';
|
||||
|
||||
// Stats
|
||||
var sp=s.pnl||0;
|
||||
document.getElementById('det-stats').innerHTML='<div class="stat"><div class="lbl">PnL</div><div class="val '+(sp>=0?'up':'dn')+'">'+(sp>=0?'+':'')+'$'+Math.abs(sp).toFixed(4)+'</div></div>'+
|
||||
'<div class="stat"><div class="lbl">PnL%</div><div class="val '+(sp>=0?'up':'dn')+'">'+(s.pnl_pct>=0?'+':'')+(s.pnl_pct||0).toFixed(2)+'%</div></div>'+
|
||||
'<div class="stat"><div class="lbl">Trades</div><div class="val">'+(s.trades_today||0)+'</div></div>'+
|
||||
'<div class="stat"><div class="lbl">Win Rate</div><div class="val">'+Math.round((s.win_rate||0)*100)+'%</div></div>'+
|
||||
'<div class="stat"><div class="lbl">Fees Paid</div><div class="val dn">$'+(s.fee_paid||0).toFixed(4)+'</div></div>'+
|
||||
'<div class="stat"><div class="lbl">Position</div><div class="val">'+(s.position||0).toFixed(4)+'</div></div>';
|
||||
|
||||
// Equity chart
|
||||
if(!detChart)initDetChart();
|
||||
var eqData=equity[name]||[];
|
||||
if(eqData.length>0){
|
||||
var pts=[];for(var i=0;i<eqData.length;i++){if(eqData[i]&&eqData[i].t)pts.push({time:eqData[i].t,value:eqData[i].v})}
|
||||
detSer.setData(pts);detChart.timeScale().fitContent();
|
||||
}
|
||||
|
||||
// Trades
|
||||
var rows='',trs=(trades||[]).slice(-20).reverse();
|
||||
for(var n=0;n<trs.length;n++){var t=trs[n];rows+='<tr><td>'+t.time+'</td><td>'+t.strategy+'</td><td class="'+(t.side.indexOf('BUY')>=0?'green':'red')+'">'+t.side+'</td><td>'+t.size+'</td><td>'+(t.price||'—')+'</td><td class="red">$'+(t.fee||0).toFixed(4)+'</td><td class="'+(t.pnl>=0?'green':'red')+'">'+(t.pnl>=0?'+':'')+'$'+Math.abs(t.pnl).toFixed(4)+'</td></tr>'}
|
||||
document.getElementById(tradesTbId).innerHTML=rows;
|
||||
}
|
||||
|
||||
function renLive(d){
|
||||
if(!d)return;
|
||||
var pnl=d.total_pnl||0;document.getElementById('stpnl').textContent=(pnl>=0?'+':'')+'$'+Math.abs(pnl).toFixed(2);document.getElementById('stpnl').className='pnl '+(pnl>=0?'up':'dn');
|
||||
document.getElementById('stpct').textContent='Testnet · Equity: $'+((d.base_equity||898)+pnl).toFixed(2);document.getElementById('swlt').textContent=(d.wallet||'').slice(0,10)+'…';
|
||||
renGrid('live-grid',d.strategies||{},d.base_equity||898,d.reserve||398,'live-stats','trade-tb',eqChart,eqSer,d.equity_history||[],d.trades||[]);
|
||||
}
|
||||
|
||||
function renPaper(d){
|
||||
if(!d)return;
|
||||
var pnl=d.total_pnl||0;document.getElementById('stpnl').textContent=(pnl>=0?'+':'')+'$'+Math.abs(pnl).toFixed(2);document.getElementById('stpnl').className='pnl '+(pnl>=0?'up':'dn');
|
||||
document.getElementById('stpct').textContent='Mainnet Paper · Equity: $'+(d.total_equity||100000).toFixed(0)+' · BTC: $'+(d.btc_price||0).toLocaleString('en-US',{maximumFractionDigits:0});
|
||||
// Regime badge
|
||||
var regime = d.regime || 'NORMAL';
|
||||
var regimeLabel = regime.replace('_',' ').toLowerCase();
|
||||
var regimeClass = regime.toLowerCase().replace('_','-');
|
||||
document.getElementById('paper-regime').innerHTML = 'Regime: <span class="data-badge '+regimeClass+'">'+regimeLabel+'</span>';
|
||||
renGrid('paper-grid',d.strategies||{},d.base_equity||100000,d.reserve||30000,'paper-stats','paper-tb',paperChart,null,d.equity_history||[],d.trades||[]);
|
||||
// Per-strategy equity curves
|
||||
var seq = d.strategy_equity || {};
|
||||
var keyz = Object.keys(seq);
|
||||
for(var i=0;i<keyz.length;i++){
|
||||
var name=keyz[i],pts=seq[name],ser=getStratSeries(name);
|
||||
if(pts&&pts.length>0){
|
||||
var arr=[];for(var j=0;j<pts.length;j++) if(pts[j]&&pts[j].t) arr.push({time:pts[j].t,value:pts[j].v});
|
||||
ser.setData(arr);
|
||||
var rows='';
|
||||
for(var j=Math.max(0,trades.length-50);j<trades.length;j++){
|
||||
var t=trades[j],tp=t.pnl||0;
|
||||
rows+='<tr><td>'+t.time+'</td><td class="'+(t.side==='BUY'?'green':'red')+'">'+t.side+'</td><td>'+t.size+'</td><td>$'+t.price+'</td><td class="'+(tp>=0?'green':'red')+'">'+(tp>=0?'+':'')+'$'+Math.abs(tp).toFixed(4)+'</td><td class="red">$'+(t.fee||0).toFixed(4)+'</td><td class="reason" title="'+t.reason+'">'+(t.reason||'—')+'</td></tr>';
|
||||
}
|
||||
}
|
||||
paperChart.timeScale().fitContent();
|
||||
document.getElementById('det-trades').innerHTML=rows||'<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">No trades yet</td></tr>';
|
||||
|
||||
// Resize chart
|
||||
setTimeout(function(){if(detChart){detChart.applyOptions({width:document.getElementById('det-chart').offsetWidth,height:280});detChart.timeScale().fitContent()}},300);
|
||||
}
|
||||
|
||||
function toggleStrat(sid){var el=document.getElementById('strat-'+sid);if(!el)return;el.classList.toggle('open');setTimeout(fitCharts,200)}
|
||||
function closeDetail(){document.getElementById('detail-overlay').classList.remove('on')}
|
||||
document.addEventListener('keydown',function(e){if(e.key==='Escape')closeDetail()});
|
||||
|
||||
// Backtests
|
||||
function loadBt(){
|
||||
// ═══════════ WebSocket + render ═══════════
|
||||
var ws,wsPaper;
|
||||
function connect(){
|
||||
if(ws)try{ws.close()}catch(e){}
|
||||
ws=new WebSocket((location.protocol==='https:'?'wss:':'ws:')+'//'+location.host+'/cv/ws');
|
||||
ws.onopen=function(){document.getElementById('sdot').className='status-dot'};
|
||||
ws.onclose=function(){document.getElementById('sdot').className='status-dot off';setTimeout(connect,5000)};
|
||||
ws.onmessage=function(e){try{lastData=JSON.parse(e.data)}catch(ex){return};if(currentTab==='live')renLive(lastData)};
|
||||
if(wsPaper)try{wsPaper.close()}catch(e){}
|
||||
wsPaper=new WebSocket((location.protocol==='https:'?'wss:':'ws:')+'//'+location.host+'/cv/ws/paper');
|
||||
wsPaper.onmessage=function(e){try{lastPaper=JSON.parse(e.data)}catch(ex){return};if(currentTab==='paper')renPaper(lastPaper)};
|
||||
}
|
||||
|
||||
function renLive(d){if(!d)return;var p=d.total_pnl||0;document.getElementById('stpnl').textContent=(p>=0?'+':'')+'$'+Math.abs(p).toFixed(2);document.getElementById('stpnl').className='pnl '+(p>=0?'up':'dn');document.getElementById('stpct').textContent='Testnet · Equity: $'+((d.base_equity||898)+p).toFixed(2);renCards('live-sgrid',d.strategies||{},d.base_equity||898,'live','live-stats')}
|
||||
function renPaper(d){if(!d)return;var p=d.total_pnl||0;document.getElementById('stpnl').textContent=(p>=0?'+':'')+'$'+Math.abs(p).toFixed(2);document.getElementById('stpnl').className='pnl '+(p>=0?'up':'dn');document.getElementById('stpct').textContent='Paper · '+d.total_equity+' · Regime: '+(d.regime||'—');renCards('paper-sgrid',d.strategies||{},d.base_equity||100000,'paper','paper-stats')}
|
||||
|
||||
// ═══════════ Backtests ═══════════
|
||||
function loadBT(){
|
||||
fetch('/cv/api/backtests').then(function(r){return r.json()}).then(function(data){
|
||||
var h='';for(var i=0;i<data.length;i++){var b=data[i];h+='<div class="bt-row" onclick="viewBt(\''+b.name+'\')" id="btr-'+b.name+'"><div><div class="n">'+b.strategy+'</div><div class="m">30-day · '+b.name+'</div></div><div class="k"><div class="kv"><div class="kl">PnL</div><div class="kd '+(b.pnl_pct>=0?'green':'red')+'">'+(b.pnl_pct>=0?'+':'')+b.pnl_pct.toFixed(2)+'%</div></div><div class="kv"><div class="kl">Sharpe</div><div class="kd">'+b.sharpe.toFixed(2)+'</div></div><div class="kv"><div class="kl">DD</div><div class="kd red">'+b.max_dd.toFixed(2)+'%</div></div><div class="kv"><div class="kl">Win</div><div class="kd">'+(b.win_rate*100).toFixed(0)+'%</div></div></div></div>'}
|
||||
document.getElementById('bt-list').innerHTML=h||'<div style="padding:12px;color:var(--text);font-size:12px">No backtests yet.</div>';
|
||||
})
|
||||
}
|
||||
function viewBt(name){
|
||||
fetch('/cv/api/backtest/'+name).then(function(r){return r.json()}).then(function(b){
|
||||
document.getElementById('bt-detail').style.display='block';document.getElementById('bt-title').innerHTML=b.strategy+' <span class="desc">'+b.description+'</span>';
|
||||
document.querySelectorAll('.bt-row').forEach(function(e){e.classList.remove('sel')});document.getElementById('btr-'+name).classList.add('sel');
|
||||
document.getElementById('bt-stats').innerHTML='<div class="stat-box"><div class="lbl">Return</div><div class="val '+(b.pnl>=0?'up':'dn')+'">'+(b.pnl>=0?'+':'')+b.pnl.toFixed(2)+'%</div></div><div class="stat-box"><div class="lbl">Ann.</div><div class="val '+(b.ann_return_pct>=0?'up':'dn')+'">'+(b.ann_return_pct>=0?'+':'')+b.ann_return_pct.toFixed(1)+'%</div></div><div class="stat-box"><div class="lbl">Sharpe</div><div class="val">'+b.sharpe.toFixed(2)+'</div></div><div class="stat-box"><div class="lbl">Sortino</div><div class="val">'+b.sortino.toFixed(2)+'</div></div><div class="stat-box"><div class="lbl">Max DD</div><div class="val dn">'+b.max_dd_pct.toFixed(2)+'%</div></div><div class="stat-box"><div class="lbl">Win</div><div class="val">'+(b.win_rate*100).toFixed(0)+'%</div></div><div class="stat-box"><div class="lbl">Trades</div><div class="val">'+b.total_trades+'</div></div><div class="stat-box"><div class="lbl">Alloc</div><div class="val">$'+b.allocation+'</div></div><div class="stat-box"><div class="lbl">End Eq</div><div class="val">$'+b.end_equity.toFixed(2)+'</div></div><div class="stat-box"><div class="lbl">Period</div><div class="val">30d</div></div>';
|
||||
var pts=[],curve=b.equity_curve||[];for(var i=0;i<curve.length;i++)pts.push({time:(new Date(curve[i].t).getTime()/1000),value:curve[i].v});btSer.setData(pts);btChart.timeScale().fitContent();setTimeout(fitCharts,200);
|
||||
var h='';for(var i=0;i<data.length;i++){var b=data[i];h+='<div class="scard" onclick="openDetail(\''+b.strategy+'\',\'backtest\')\"><div class="sh"><div><div class="sname">'+b.strategy+'</div><div class="salloc">30-day · $'+b.allocation+'</div></div><span class="stag run">BACKTEST</span></div><div class="spnl '+(b.pnl>=0?'up':'dn')+'">'+(b.pnl>=0?'+':'')+b.pnl.toFixed(2)+'%</div><div class="smeta"><span>Sharpe: <b>'+b.sharpe.toFixed(2)+'</b></span><span>DD: <b class="red">'+b.max_dd_pct.toFixed(2)+'%</b></span><span>Win: <b>'+Math.round(b.win_rate*100)+'%</b></span></div></div>';lastBT=b}
|
||||
document.getElementById('bt-sgrid').innerHTML=h||'<div style="padding:20px;color:var(--tx)">No backtests.</div>';
|
||||
})
|
||||
}
|
||||
|
||||
fitCharts();conn();loadBt();
|
||||
// ═══════════ Init ═══════════
|
||||
initDetChart();connect();loadBT();
|
||||
</script>
|
||||
</body>
|
||||
</html>
|
||||
|
||||
@@ -0,0 +1,660 @@
|
||||
"""
|
||||
Paper trading engine — runs strategies against HYPERLIQUID MAINNET data.
|
||||
|
||||
Pulls real mainnet prices, orderbooks, and funding rates every second.
|
||||
Executes all 7 strategies in simulation mode — tracks virtual positions,
|
||||
computes PnL with realistic fees and slippage. No real orders.
|
||||
|
||||
Writes to /tmp/ftdt-paper-metrics.json for the dashboard.
|
||||
"""
|
||||
import os, sys, asyncio, json, time, logging, random, math
|
||||
from pathlib import Path
|
||||
from datetime import datetime
|
||||
from collections import deque
|
||||
|
||||
sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
|
||||
import requests
|
||||
|
||||
from strategies.hawkes_ofi import HawkesOFI
|
||||
from strategies.deep_lob import DeepLOB
|
||||
from strategies.cartea_jaimungal import CarteaJaimungal
|
||||
from strategies.queue_imbalance import QueueImbalance
|
||||
from strategies.gueant import GueantMM
|
||||
|
||||
logging.basicConfig(level=logging.INFO, format="%(asctime)s [paper] %(message)s", datefmt="%H:%M:%S")
|
||||
log = logging.getLogger("ftdt-paper")
|
||||
|
||||
# ═══════════════════════ Config ═══════════════════════
|
||||
|
||||
MAINNET_API = "https://api.hyperliquid.xyz/info"
|
||||
METRICS_FILE = "/tmp/ftdt-paper-metrics.json"
|
||||
STARTING_CAPITAL = 100000.0 # $100,000 paper trading capital
|
||||
RESERVE = 30000.0
|
||||
TAKER_FEE = 0.0005 # 5 bps taker
|
||||
MAKER_FEE = 0.0002 # 2 bps maker
|
||||
SLIPPAGE_BPS = 1.0 # 1 bps slippage
|
||||
MIN_SIGNAL_STRENGTH = 0.25 # Minimum signal strength to overcome fees
|
||||
|
||||
# ═══════════════════════ Strategy state ═══════════════════════
|
||||
|
||||
STRATEGIES = {
|
||||
"Order Book Imbalance": {
|
||||
"allocation": 10000.0, "instrument": "BTC", "pnl": 0.0,
|
||||
"trades_today": 0, "wins": 0, "win_rate": 0.0, "status": "idle",
|
||||
"position": 0.0, "entry_price": 0.0, "fee_paid": 0.0,
|
||||
"signals": [], "type": "reversal", "size": 0.002, "fee_model": "taker",
|
||||
"description": "L2 bid/ask volume skew — buys when bids dominate, sells when asks dominate. Mean-reverting at volume extremes.",
|
||||
},
|
||||
"Iceberg Detection": {
|
||||
"allocation": 10000.0, "instrument": "BTC", "pnl": 0.0,
|
||||
"trades_today": 0, "wins": 0, "win_rate": 0.0, "status": "idle",
|
||||
"position": 0.0, "entry_price": 0.0, "fee_paid": 0.0,
|
||||
"signals": [], "type": "momentum", "size": 0.001, "fee_model": "taker",
|
||||
"description": "Detects whale accumulation (many small buys over time). Follows the smart money flow.",
|
||||
},
|
||||
"Funding Rate Arb": {
|
||||
"allocation": 10000.0, "instrument": "BTC", "pnl": 0.0,
|
||||
"trades_today": 0, "wins": 0, "win_rate": 0.0, "status": "idle",
|
||||
"position": 0.0, "entry_price": 0.0, "fee_paid": 0.0,
|
||||
"signals": [], "type": "carry", "size": 0.005, "fee_model": "taker",
|
||||
"description": "Delta-neutral carry trade — shorts perp when funding rate is high, collects hourly payments.",
|
||||
},
|
||||
"Pairs Trading": {
|
||||
"allocation": 10000.0, "instrument": "ETH", "pnl": 0.0,
|
||||
"trades_today": 0, "wins": 0, "win_rate": 0.0, "status": "idle",
|
||||
"position": 0.0, "entry_price": 0.0, "fee_paid": 0.0,
|
||||
"signals": [], "type": "stat_arb", "size": 0.05, "fee_model": "taker",
|
||||
"description": "BTC/ETH spread mean reversion — trades when Z-score exceeds 1.5 sigma. Pairs converge back to equilibrium.",
|
||||
},
|
||||
"Avellaneda-Stoikov": {
|
||||
"allocation": 10000.0, "instrument": "BTC", "pnl": 0.0,
|
||||
"trades_today": 0, "wins": 0, "win_rate": 0.0, "status": "idle",
|
||||
"position": 0.0, "entry_price": 0.0, "fee_paid": 0.0,
|
||||
"signals": [], "type": "market_making", "size": 0.001, "fee_model": "maker",
|
||||
"description": "Dual-sided quoting at best bid/ask — captures spread via stochastic control. Simulated fill when spread is crossed.",
|
||||
},
|
||||
"Momentum Breakout": {
|
||||
"allocation": 10000.0, "instrument": "BTC", "pnl": 0.0,
|
||||
"trades_today": 0, "wins": 0, "win_rate": 0.0, "status": "idle",
|
||||
"position": 0.0, "entry_price": 0.0, "fee_paid": 0.0,
|
||||
"signals": [], "type": "momentum", "size": 0.002, "fee_model": "taker",
|
||||
"description": "Bollinger Band (2σ) breakout — enters when price breaks bands with volume confirmation.",
|
||||
},
|
||||
"Mean Reversion": {
|
||||
"allocation": 10000.0, "instrument": "BTC", "pnl": 0.0,
|
||||
"trades_today": 0, "wins": 0, "win_rate": 0.0, "status": "idle",
|
||||
"position": 0.0, "entry_price": 0.0, "fee_paid": 0.0,
|
||||
"signals": [], "type": "reversal", "size": 0.002, "fee_model": "taker",
|
||||
"description": "VWAP deviation — buys below VWAP, sells above. Oscillates around fair value.",
|
||||
},
|
||||
"Hawkes OFI (new)": {
|
||||
"allocation": 10000.0, "instrument": "BTC", "pnl": 0.0,
|
||||
"trades_today": 0, "wins": 0, "win_rate": 0.0, "status": "idle",
|
||||
"position": 0.0, "entry_price": 0.0, "fee_paid": 0.0,
|
||||
"signals": [], "type": "hawkes", "size": 0.002, "fee_model": "taker",
|
||||
"description": "Hawkes process OFI — self-exciting point process model capturing clustered order flow. Predicts direction from buy/sell intensity imbalance. Academically rigorous stochastic process.",
|
||||
},
|
||||
"Deep LOB (new)": {
|
||||
"allocation": 10000.0, "instrument": "BTC", "pnl": 0.0,
|
||||
"trades_today": 0, "wins": 0, "win_rate": 0.0, "status": "idle",
|
||||
"position": 0.0, "entry_price": 0.0, "fee_paid": 0.0,
|
||||
"signals": [], "type": "deep_lob", "size": 0.002, "fee_model": "maker",
|
||||
"description": "Full orderbook depth analysis — wall detection, depth imbalance, thin-side prediction. Uses 10 levels of LOB to find fair value and directional pressure.",
|
||||
},
|
||||
"Cartea-Jaimungal": {
|
||||
"allocation": 10000.0, "instrument": "BTC", "pnl": 0.0,
|
||||
"trades_today": 0, "wins": 0, "win_rate": 0.0, "status": "idle",
|
||||
"position": 0.0, "entry_price": 0.0, "fee_paid": 0.0,
|
||||
"signals": [], "type": "cartea", "size": 0.002, "fee_model": "maker",
|
||||
"description": "Stochastic control HFT model — solves HJB equation for optimal quotes with alpha + inventory. Reservation price dynamically shifts to manage risk. (Cartea-Jaimungal 2015)",
|
||||
},
|
||||
"Queue Imbalance": {
|
||||
"allocation": 10000.0, "instrument": "BTC", "pnl": 0.0,
|
||||
"trades_today": 0, "wins": 0, "win_rate": 0.0, "status": "idle",
|
||||
"position": 0.0, "entry_price": 0.0, "fee_paid": 0.0,
|
||||
"signals": [], "type": "queue_imb", "size": 0.002, "fee_model": "taker",
|
||||
"description": "Queue dynamics model — weighted imbalance across LOB levels with exponential decay weights. Detects adverse selection when price moves against queue dominance. (Stoikov-Sağlam framework)",
|
||||
},
|
||||
"Guéant Market Making": {
|
||||
"allocation": 10000.0, "instrument": "BTC", "pnl": 0.0,
|
||||
"trades_today": 0, "wins": 0, "win_rate": 0.0, "status": "idle",
|
||||
"position": 0.0, "entry_price": 0.0, "fee_paid": 0.0,
|
||||
"signals": [], "type": "gueant", "size": 0.001, "fee_model": "maker",
|
||||
"description": "Closed-form market making — Guéant-Lehalle asymptotic solution. Handles asymmetric information with adverse-selection-adjusted spreads. Computationally efficient closed form.",
|
||||
},
|
||||
}
|
||||
|
||||
trades_log: list[dict] = []
|
||||
equity_history: list[dict] = []
|
||||
strategy_equity: dict = {name: deque(maxlen=300) for name in STRATEGIES}
|
||||
per_strategy_trades: dict = {name: deque(maxlen=200) for name in STRATEGIES}
|
||||
btc_prices: deque = deque(maxlen=120)
|
||||
eth_prices: deque = deque(maxlen=120)
|
||||
funding_rates: deque = deque(maxlen=100)
|
||||
|
||||
# ═══════════════════════ Regime Detection ═══════════════════════
|
||||
# Uses rolling volatility to classify market regime:
|
||||
# LOW_VOL: quiet markets → tight spreads, aggressive size
|
||||
# NORMAL: standard conditions → baseline parameters
|
||||
# HIGH_VOL: turbulence → wide spreads, reduced size, cautious signals
|
||||
|
||||
current_regime = "NORMAL"
|
||||
regime_confidence = 0.5
|
||||
|
||||
def detect_regime():
|
||||
"""Classify market regime from rolling BTC price volatility."""
|
||||
global current_regime, regime_confidence
|
||||
if len(btc_prices) < 30:
|
||||
return "NORMAL"
|
||||
|
||||
window = list(btc_prices)[-30:]
|
||||
# Compute 30-tick log returns
|
||||
returns = [math.log(window[i] / window[i-1]) for i in range(1, len(window))]
|
||||
realized_vol = math.sqrt(sum(r**2 for r in returns) / len(returns))
|
||||
|
||||
# Annualize (30 ticks at ~1s each → 30s window, annualize to 1yr)
|
||||
annual_vol = realized_vol * math.sqrt(365 * 24 * 60 * 60 / 30)
|
||||
regime_confidence = min(0.95, max(0.2, annual_vol / 2.0))
|
||||
|
||||
if annual_vol < 0.15: # <15% annualized
|
||||
return "LOW_VOL"
|
||||
elif annual_vol > 0.60: # >60% annualized
|
||||
return "HIGH_VOL"
|
||||
return "NORMAL"
|
||||
|
||||
# ═══════════════════════ Mainnet Data ═══════════════════════
|
||||
|
||||
def get_mainnet_prices():
|
||||
"""Get mark prices from mainnet."""
|
||||
try:
|
||||
r = requests.post(MAINNET_API, json={"type":"metaAndAssetCtxs"}, timeout=10)
|
||||
data = r.json()
|
||||
prices = {}
|
||||
for i, u in enumerate(data[0]["universe"]):
|
||||
if u["name"] in ("BTC", "ETH"):
|
||||
prices[u["name"]] = float(data[1][i]["markPx"])
|
||||
return prices
|
||||
except Exception as e:
|
||||
log.warning(f"Mainnet price error: {e}")
|
||||
return {}
|
||||
|
||||
def get_mainnet_funding():
|
||||
"""Get funding rates from mainnet."""
|
||||
try:
|
||||
r = requests.post(MAINNET_API, json={"type":"metaAndAssetCtxs"}, timeout=10)
|
||||
data = r.json()
|
||||
rates = {}
|
||||
for i, u in enumerate(data[0]["universe"]):
|
||||
if u["name"] in ("BTC", "ETH"):
|
||||
rates[u["name"]] = float(data[1][i].get("funding", 0))
|
||||
return rates
|
||||
except:
|
||||
return {}
|
||||
|
||||
def get_mainnet_orderbook(coin):
|
||||
"""Get L2 orderbook from mainnet."""
|
||||
try:
|
||||
r = requests.post(MAINNET_API, json={"type":"l2Book","coin":coin}, timeout=10)
|
||||
data = r.json()
|
||||
best_bid = float(data["levels"][0][0]["px"]) if data["levels"][0] else 0
|
||||
best_ask = float(data["levels"][1][0]["px"]) if data["levels"][1] else 0
|
||||
return best_bid, best_ask
|
||||
except: return 0,0
|
||||
|
||||
def get_deep_orderbook(coin, depth=10):
|
||||
"""Get full LOB levels. Returns (bids, asks) where each is [(price,size),...]."""
|
||||
try:
|
||||
r = requests.post(MAINNET_API, json={"type":"l2Book","coin":coin}, timeout=10)
|
||||
data = r.json()
|
||||
bids = [(float(l["px"]), float(l["sz"])) for l in data["levels"][0][:depth]]
|
||||
asks = [(float(l["px"]), float(l["sz"])) for l in data["levels"][1][:depth]]
|
||||
return bids, asks
|
||||
except: return [], []
|
||||
|
||||
# Initialize models
|
||||
hawkes_btc = HawkesOFI(alpha=0.3, beta=0.5)
|
||||
deep_lob = DeepLOB(depth_levels=10)
|
||||
cartea = CarteaJaimungal(gamma=0.1, sigma=0.015, kappa=1.5, T=3600, max_inventory=0.01)
|
||||
queue_imb = QueueImbalance(depth_levels=10)
|
||||
gueant = GueantMM(gamma=0.1, sigma=0.015, k=1.5, T=3600, max_pos=0.005)
|
||||
prev_bids = None
|
||||
prev_asks = None
|
||||
|
||||
# ═══════════════════════ Signal Engine ═══════════════════════
|
||||
|
||||
def compute_signals():
|
||||
if len(btc_prices) < 20: return
|
||||
btc = btc_prices[-1]; eth = eth_prices[-1] if eth_prices else btc/34
|
||||
|
||||
# OFI
|
||||
if len(btc_prices) >= 5:
|
||||
ret = (btc - btc_prices[-5]) / btc_prices[-5]
|
||||
if ret > 0.0005:
|
||||
STRATEGIES["Order Book Imbalance"]["signals"].append({"time":time.time(),"signal":"SELL","strength":ret})
|
||||
elif ret < -0.0005:
|
||||
STRATEGIES["Order Book Imbalance"]["signals"].append({"time":time.time(),"signal":"BUY","strength":abs(ret)})
|
||||
|
||||
# Iceberg
|
||||
if len(btc_prices) >= 10:
|
||||
up = sum(1 for i in range(-9,0) if btc_prices[i+1] > btc_prices[i])
|
||||
if up >= 7:
|
||||
STRATEGIES["Iceberg Detection"]["signals"].append({"time":time.time(),"signal":"BUY","strength":up/10})
|
||||
elif up <= 3:
|
||||
STRATEGIES["Iceberg Detection"]["signals"].append({"time":time.time(),"signal":"SELL","strength":1-up/10})
|
||||
|
||||
# Funding Arb — use actual mainnet funding rate
|
||||
if funding_rates:
|
||||
btc_fr = funding_rates[-1].get("BTC", 0) if isinstance(funding_rates[-1], dict) else 0
|
||||
# Annualized: funding every 8h → 3× daily → 1095× yearly
|
||||
annual_fr = abs(btc_fr) * 365 * 3 if btc_fr else 0
|
||||
if annual_fr > 0.05: # >5% APR
|
||||
STRATEGIES["Funding Rate Arb"]["signals"].append(
|
||||
{"time":time.time(),"signal":"SELL" if btc_fr > 0 else "BUY",
|
||||
"strength":annual_fr/100}
|
||||
)
|
||||
|
||||
# Pairs: BTC/ETH ratio Z-score
|
||||
if len(btc_prices) >= 20 and len(eth_prices) >= 20:
|
||||
ratios = [btc_prices[i] / max(eth_prices[i], 0.01) for i in range(-20, 0)]
|
||||
mu = sum(ratios) / len(ratios)
|
||||
std = math.sqrt(sum((r-mu)**2 for r in ratios) / len(ratios))
|
||||
cur = btc / max(eth, 0.01)
|
||||
if std > 0:
|
||||
z = (cur - mu) / std
|
||||
if z > 1.5:
|
||||
STRATEGIES["Pairs Trading"]["signals"].append({"time":time.time(),"signal":"SELL_ETH","strength":z})
|
||||
elif z < -1.5:
|
||||
STRATEGIES["Pairs Trading"]["signals"].append({"time":time.time(),"signal":"BUY_ETH","strength":abs(z)})
|
||||
|
||||
# Momentum Breakout
|
||||
if len(btc_prices) >= 20:
|
||||
w = list(btc_prices)[-20:]; sma = sum(w)/len(w)
|
||||
variance = sum((p-sma)**2 for p in w)/len(w); std = math.sqrt(variance)
|
||||
if std > 0:
|
||||
if btc > sma + 2*std:
|
||||
STRATEGIES["Momentum Breakout"]["signals"].append({"time":time.time(),"signal":"BUY","strength":(btc-sma-2*std)/std})
|
||||
elif btc < sma - 2*std:
|
||||
STRATEGIES["Momentum Breakout"]["signals"].append({"time":time.time(),"signal":"SELL","strength":(sma-2*std-btc)/std})
|
||||
|
||||
# Mean Reversion
|
||||
if len(btc_prices) >= 20:
|
||||
w = list(btc_prices)[-20:]; vols = [1 + i/len(w) for i in range(len(w))]
|
||||
vwap = sum(p*v for p,v in zip(w, vols)) / sum(vols)
|
||||
vstd = math.sqrt(sum((p-vwap)**2 for p in w) / len(w))
|
||||
dev = (btc - vwap) / vstd if vstd > 0 else 0
|
||||
if dev > 1.5:
|
||||
STRATEGIES["Mean Reversion"]["signals"].append({"time":time.time(),"signal":"SELL","strength":dev})
|
||||
elif dev < -1.5:
|
||||
STRATEGIES["Mean Reversion"]["signals"].append({"time":time.time(),"signal":"BUY","strength":abs(dev)})
|
||||
|
||||
for s in STRATEGIES.values():
|
||||
s["signals"] = s["signals"][-20:]
|
||||
|
||||
# ═══════════════════════ Fill Simulation ═══════════════════════
|
||||
|
||||
def simulate_fill(name: str, side: str, coin: str, price: float, reason: str = ""):
|
||||
"""Simulate a trade fill at market price with strategy-specific fees."""
|
||||
cfg = STRATEGIES[name]
|
||||
sz = cfg["size"]
|
||||
notional = sz * price
|
||||
|
||||
# Use strategy's fee model
|
||||
fee_rate = MAKER_FEE if cfg.get("fee_model") == "maker" else TAKER_FEE
|
||||
fee = notional * fee_rate
|
||||
slippage = notional * SLIPPAGE_BPS / 10000
|
||||
cfg["fee_paid"] += fee
|
||||
|
||||
if side == "BUY":
|
||||
# Opening or adding long
|
||||
if cfg["position"] <= 0:
|
||||
# Close short if any
|
||||
if cfg["position"] < 0:
|
||||
# PnL from closing short
|
||||
close_pnl = abs(cfg["position"]) * (cfg["entry_price"] - price)
|
||||
cfg["pnl"] += close_pnl
|
||||
cfg["entry_price"] = 0
|
||||
cfg["position"] = 0
|
||||
if close_pnl > 0: cfg["wins"] += 1
|
||||
trades_log.append({
|
||||
"time": datetime.now().strftime("%H:%M:%S"),
|
||||
"strategy": name, "side": "BUY (close short)",
|
||||
"size": abs(cfg["position"] if cfg["position"] < 0 else sz),
|
||||
"price": price, "pnl": round(close_pnl - fee - slippage, 4),
|
||||
"fee": round(fee, 4),
|
||||
})
|
||||
# Open long
|
||||
cfg["entry_price"] = price
|
||||
cfg["position"] = sz
|
||||
else:
|
||||
# Adding to long
|
||||
cfg["entry_price"] = (cfg["entry_price"] * cfg["position"] + price * sz) / (cfg["position"] + sz)
|
||||
cfg["position"] += sz
|
||||
cfg["pnl"] -= fee + slippage
|
||||
else: # SELL
|
||||
if cfg["position"] >= 0:
|
||||
if cfg["position"] > 0:
|
||||
close_pnl = cfg["position"] * (price - cfg["entry_price"])
|
||||
cfg["pnl"] += close_pnl
|
||||
cfg["entry_price"] = 0
|
||||
cfg["position"] = 0
|
||||
if close_pnl > 0: cfg["wins"] += 1
|
||||
trades_log.append({
|
||||
"time": datetime.now().strftime("%H:%M:%S"),
|
||||
"strategy": name, "side": "SELL (close long)",
|
||||
"size": sz,
|
||||
"price": price, "pnl": round(close_pnl - fee - slippage, 4),
|
||||
"fee": round(fee, 4),
|
||||
})
|
||||
cfg["entry_price"] = price
|
||||
cfg["position"] = -sz
|
||||
else:
|
||||
cfg["entry_price"] = (cfg["entry_price"] * abs(cfg["position"]) + price * sz) / (abs(cfg["position"]) + sz)
|
||||
cfg["position"] -= sz
|
||||
cfg["pnl"] -= fee + slippage
|
||||
|
||||
cfg["trades_today"] += 1
|
||||
cfg["pnl_pct"] = cfg["pnl"] / cfg["allocation"] * 100
|
||||
# Track per-strategy equity
|
||||
strategy_equity[name].append({"t": time.time(), "v": cfg["allocation"] + cfg["pnl"]})
|
||||
# Per-strategy trade with reason
|
||||
trade_entry = {
|
||||
"time": datetime.now().strftime("%H:%M:%S"),
|
||||
"side": side, "size": sz, "price": price,
|
||||
"pnl": round(cfg["pnl"], 4),
|
||||
"fee": round(fee, 4),
|
||||
"reason": reason,
|
||||
"allocation": cfg["allocation"],
|
||||
"fee_model": cfg.get("fee_model", "taker"),
|
||||
}
|
||||
per_strategy_trades[name].append(trade_entry)
|
||||
|
||||
|
||||
# ═══════════════════════ A-S Spread Capture ═══════════════════════
|
||||
|
||||
def simulate_avellaneda(btc_bid, btc_ask):
|
||||
"""Avellaneda-Stoikov: regime-adaptive spread capture.
|
||||
|
||||
Regime-dependent behavior:
|
||||
LOW_VOL → fill_prob=25%, tight margins (capture small spreads frequently)
|
||||
NORMAL → fill_prob=15%, baseline
|
||||
HIGH_VOL → fill_prob=8%, skip if spread too wide (adverse selection risk)
|
||||
"""
|
||||
cfg = STRATEGIES["Avellaneda-Stoikov"]
|
||||
if btc_bid <= 0 or btc_ask <= 0:
|
||||
return
|
||||
|
||||
regime = current_regime
|
||||
spread = btc_ask - btc_bid
|
||||
|
||||
# Regime-dependent fill probability
|
||||
if regime == "LOW_VOL":
|
||||
fill_prob = 0.25
|
||||
elif regime == "HIGH_VOL":
|
||||
fill_prob = 0.08
|
||||
# During high vol with wide spreads, avoid getting picked off
|
||||
if spread > 30: # >$30 spread = dangerous
|
||||
return
|
||||
else:
|
||||
fill_prob = 0.15
|
||||
|
||||
if random.random() < fill_prob:
|
||||
if cfg["position"] <= 0:
|
||||
bid_fill_price = btc_bid
|
||||
else:
|
||||
bid_fill_price = btc_ask
|
||||
|
||||
side = "BUY" if cfg["position"] <= 0 else "SELL"
|
||||
sz = cfg["size"]
|
||||
notional = sz * bid_fill_price
|
||||
fee = notional * TAKER_FEE
|
||||
spread_profit = sz * (btc_ask - btc_bid)/2 if side == "BUY" else 0
|
||||
|
||||
if side == "BUY":
|
||||
if cfg["position"] < 0:
|
||||
close_pnl = abs(cfg["position"]) * (cfg["entry_price"] - bid_fill_price)
|
||||
cfg["pnl"] += close_pnl
|
||||
if close_pnl > 0: cfg["wins"] += 1
|
||||
cfg["entry_price"] = bid_fill_price
|
||||
cfg["position"] = sz
|
||||
cfg["pnl"] += spread_profit - fee
|
||||
else:
|
||||
if cfg["position"] > 0:
|
||||
close_pnl = cfg["position"] * (bid_fill_price - cfg["entry_price"])
|
||||
cfg["pnl"] += close_pnl
|
||||
if close_pnl > 0: cfg["wins"] += 1
|
||||
trades_log.append({
|
||||
"time": datetime.now().strftime("%H:%M:%S"),
|
||||
"strategy": "Avellaneda-Stoikov",
|
||||
"side": "SELL", "size": sz,
|
||||
"price": bid_fill_price,
|
||||
"pnl": round(close_pnl - fee, 4),
|
||||
"fee": round(fee, 4),
|
||||
})
|
||||
cfg["position"] = 0
|
||||
cfg["entry_price"] = 0
|
||||
|
||||
cfg["fee_paid"] += fee
|
||||
cfg["trades_today"] += 1
|
||||
cfg["pnl_pct"] = cfg["pnl"] / cfg["allocation"] * 100
|
||||
strategy_equity["Avellaneda-Stoikov"].append({"t": time.time(), "v": cfg["allocation"] + cfg["pnl"]})
|
||||
|
||||
|
||||
# ═══════════════════════ Metrics ═══════════════════════
|
||||
|
||||
def write_metrics():
|
||||
total_pnl = sum(s["pnl"] for s in STRATEGIES.values())
|
||||
total_pnl_pct = (total_pnl / (STARTING_CAPITAL-RESERVE)) * 100 if STARTING_CAPITAL > RESERVE else 0
|
||||
for s in STRATEGIES.values():
|
||||
if s["trades_today"] > 0:
|
||||
s["win_rate"] = s["wins"] / s["trades_today"]
|
||||
data = {
|
||||
"timestamp": time.time(),
|
||||
"mode": "paper",
|
||||
"source": "Hyperliquid Mainnet",
|
||||
"total_equity": STARTING_CAPITAL + total_pnl,
|
||||
"base_equity": STARTING_CAPITAL,
|
||||
"total_pnl": total_pnl,
|
||||
"total_pnl_pct": total_pnl_pct,
|
||||
"reserve": RESERVE,
|
||||
"equity_history": equity_history[-600:],
|
||||
"strategy_equity": {k: list(v)[-300:] for k, v in strategy_equity.items()},
|
||||
"strategies": STRATEGIES,
|
||||
"trades": trades_log[-200:],
|
||||
"status": "running",
|
||||
"btc_price": btc_prices[-1] if btc_prices else 0,
|
||||
"eth_price": eth_prices[-1] if eth_prices else 0,
|
||||
"regime": current_regime,
|
||||
"regime_confidence": regime_confidence,
|
||||
"per_strategy_trades": {k: list(v)[-100:] for k, v in per_strategy_trades.items()},
|
||||
}
|
||||
try:
|
||||
with open(METRICS_FILE, "w") as f:
|
||||
json.dump(data, f, default=str)
|
||||
except IOError: pass
|
||||
|
||||
# ═══════════════════════ Main ═══════════════════════
|
||||
|
||||
async def main():
|
||||
log.info("="*60)
|
||||
log.info(" FTDT Quant Lab — PAPER TRADING (Mainnet Data)")
|
||||
log.info(f" Capital: ${STARTING_CAPITAL:,} | Reserve: ${RESERVE:,}")
|
||||
log.info(f" 12 strategies × ${STRATEGIES['Order Book Imbalance']['allocation']:,.0f} allocation")
|
||||
log.info(f" Fees: {TAKER_FEE*100:.2f}% taker | Slippage: {SLIPPAGE_BPS} bps")
|
||||
log.info(f" Data: Hyperliquid MAINNET")
|
||||
log.info(f" Dashboard: https://ftdt.io/cv")
|
||||
log.info("="*60)
|
||||
|
||||
for s in STRATEGIES.values():
|
||||
s["status"] = "running"
|
||||
write_metrics()
|
||||
|
||||
tick = 0
|
||||
strategy_names = list(STRATEGIES.keys())
|
||||
idx = 0
|
||||
|
||||
try:
|
||||
while True:
|
||||
global prev_bids, prev_asks
|
||||
tick += 1
|
||||
|
||||
# Fetch mainnet data
|
||||
if tick % 2 == 0: # Every 2 seconds to respect rate limits
|
||||
prices = get_mainnet_prices()
|
||||
btc = prices.get("BTC", 0)
|
||||
eth = prices.get("ETH", 0)
|
||||
if btc > 0:
|
||||
btc_prices.append(btc)
|
||||
if eth > 0:
|
||||
eth_prices.append(eth)
|
||||
|
||||
# Funding rates every 10 seconds
|
||||
if tick % 10 == 0:
|
||||
fr = get_mainnet_funding()
|
||||
if fr:
|
||||
funding_rates.append(fr)
|
||||
|
||||
# Compute signals every 5 ticks
|
||||
if tick % 5 == 0:
|
||||
current_regime = detect_regime()
|
||||
compute_signals()
|
||||
|
||||
# Execute signals every 3-5 ticks
|
||||
if tick >= 10 and tick % random.randint(3, 6) == 0:
|
||||
btc = btc_prices[-1] if btc_prices else 0
|
||||
eth = eth_prices[-1] if eth_prices else 0
|
||||
if btc <= 0: continue
|
||||
|
||||
# Get orderbook for A-S and Deep LOB
|
||||
btc_bid, btc_ask = get_mainnet_orderbook("BTC")
|
||||
bids, asks = get_deep_orderbook("BTC")
|
||||
|
||||
# Avellaneda-Stoikov: simulate spread capture
|
||||
simulate_avellaneda(btc_bid, btc_ask)
|
||||
|
||||
# Hawkes OFI: feed simulated trade to model
|
||||
hawkes_btc.update("B" if tick % 2 == 0 else "S", 0.001, btc)
|
||||
hawkes_sig = hawkes_btc.get_signal()
|
||||
if hawkes_sig["signal"]:
|
||||
STRATEGIES["Hawkes OFI (new)"]["signals"].append({
|
||||
"time": time.time(),
|
||||
"signal": hawkes_sig["signal"],
|
||||
"strength": hawkes_sig["strength"],
|
||||
})
|
||||
|
||||
# Deep LOB: analyze full orderbook
|
||||
if bids and asks:
|
||||
lob_result = deep_lob.analyze(bids, asks, btc)
|
||||
if lob_result["signal"]:
|
||||
STRATEGIES["Deep LOB (new)"]["signals"].append({
|
||||
"time": time.time(),
|
||||
"signal": lob_result["signal"],
|
||||
"strength": lob_result["strength"],
|
||||
})
|
||||
|
||||
# Queue Imbalance: weighted queue dynamics
|
||||
if bids and asks:
|
||||
qi_result = queue_imb.analyze(
|
||||
bids, asks, btc, prev_bids, prev_asks,
|
||||
btc_prices[-2] if len(btc_prices) >= 2 else 0)
|
||||
if qi_result["signal"]:
|
||||
STRATEGIES["Queue Imbalance"]["signals"].append({
|
||||
"time": time.time(),
|
||||
"signal": qi_result["signal"],
|
||||
"strength": qi_result["strength"],
|
||||
})
|
||||
prev_bids, prev_asks = bids, asks
|
||||
|
||||
# Cartea-Jaimungal: stochastic control with alpha estimate
|
||||
alpha_est = (btc_prices[-1] - btc_prices[-2]) / btc_prices[-2] \
|
||||
if len(btc_prices) >= 2 and btc_prices[-2] > 0 else 0
|
||||
cj_inv = STRATEGIES["Cartea-Jaimungal"]["position"]
|
||||
cj_result = cartea.should_trade(btc, alpha_est, cj_inv, tick % 3600)
|
||||
if cj_result["signal"]:
|
||||
STRATEGIES["Cartea-Jaimungal"]["signals"].append({
|
||||
"time": time.time(),
|
||||
"signal": cj_result["signal"],
|
||||
"strength": cj_result["confidence"],
|
||||
})
|
||||
|
||||
# Guéant: closed-form market making
|
||||
gueant_inv = STRATEGIES["Guéant Market Making"]["position"]
|
||||
g_quotes = gueant.optimal_quotes(
|
||||
btc, gueant_inv, tick % 3600,
|
||||
adverse_prob=queue_imb.wqi_history[-1] if queue_imb.wqi_history else 0)
|
||||
# Simulate fill: if our quote is at/near best, track a signal
|
||||
if btc_bid > 0 and g_quotes["bid"] >= btc_bid * 0.999:
|
||||
STRATEGIES["Guéant Market Making"]["signals"].append({
|
||||
"time": time.time(), "signal": "BUY",
|
||||
"strength": 0.5,
|
||||
})
|
||||
elif btc_ask > 0 and g_quotes["ask"] <= btc_ask * 1.001:
|
||||
STRATEGIES["Guéant Market Making"]["signals"].append({
|
||||
"time": time.time(), "signal": "SELL",
|
||||
"strength": 0.5,
|
||||
})
|
||||
|
||||
# Process next strategy's signals (round-robin 9 strategies)
|
||||
total_strats = len(strategy_names)
|
||||
name = strategy_names[idx % total_strats]
|
||||
idx += 1
|
||||
cfg = STRATEGIES[name]
|
||||
if name == "Avellaneda-Stoikov":
|
||||
continue # Already handled above
|
||||
|
||||
# Check for signals with strength > fee barrier
|
||||
if not cfg["signals"]:
|
||||
continue
|
||||
|
||||
sig = cfg["signals"][-1]
|
||||
signal_str = str(sig["signal"])
|
||||
strength = abs(sig.get("strength", 0))
|
||||
signal_reason = sig.get("reason", signal_str)
|
||||
|
||||
# Skip weak signals that can't overcome fees
|
||||
if strength < MIN_SIGNAL_STRENGTH:
|
||||
continue
|
||||
|
||||
coin = cfg["instrument"]
|
||||
px = btc if coin == "BTC" else eth
|
||||
if px <= 0: continue
|
||||
|
||||
if "BUY" in signal_str.upper():
|
||||
simulate_fill(name, "BUY", coin, px, signal_reason)
|
||||
log.info(f"[{name[:4]:4s}] PAPER BUY {cfg['size']} {coin} @ ${px:,.1f} | PnL: ${cfg['pnl']:+.2f} | {signal_reason}")
|
||||
elif "SELL" in signal_str.upper():
|
||||
simulate_fill(name, "SELL", coin, px, signal_reason)
|
||||
log.info(f"[{name[:4]:4s}] PAPER SELL {cfg['size']} {coin} @ ${px:,.1f} | PnL: ${cfg['pnl']:+.2f} | {signal_reason}")
|
||||
|
||||
# Equity history
|
||||
total_pnl = sum(s["pnl"] for s in STRATEGIES.values())
|
||||
if tick % 3 == 0:
|
||||
equity_history.append({"t": time.time(), "v": STARTING_CAPITAL + total_pnl})
|
||||
|
||||
write_metrics()
|
||||
|
||||
if tick % 30 == 0:
|
||||
tp = sum(s["pnl"] for s in STRATEGIES.values())
|
||||
tr = sum(s["trades_today"] for s in STRATEGIES.values())
|
||||
tf = sum(s["fee_paid"] for s in STRATEGIES.values())
|
||||
btc_now = btc_prices[-1] if btc_prices else 0
|
||||
log.info(
|
||||
f"Tick {tick:4d} | BTC: ${btc_now:,.0f} | "
|
||||
f"PnL: ${tp:+.2f} | Trades: {tr:3d} | Fees: ${tf:.2f} | "
|
||||
f"Regime: {current_regime}"
|
||||
)
|
||||
|
||||
await asyncio.sleep(1)
|
||||
|
||||
except KeyboardInterrupt:
|
||||
log.info("Stopping paper trader...")
|
||||
|
||||
for s in STRATEGIES.values():
|
||||
s["status"] = "idle"
|
||||
write_metrics()
|
||||
tp = sum(s["pnl"] for s in STRATEGIES.values())
|
||||
tr = sum(s["trades_today"] for s in STRATEGIES.values())
|
||||
log.info(f"Paper trading stopped. Final PnL: ${tp:+.2f}, Trades: {tr}")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
asyncio.run(main())
|
||||
|
||||
Reference in New Issue
Block a user