L2 Terminal: full-screen SOTA order book depth map
Replaces the cramped 480px component with a full-screen
production-grade trading terminal:
DOM Ladder (25%):
- 40 price rows centered on mid
- Bid/ask volume bars with opacity scaling
- Floating mid price, volume text on both sides
Depth Heatmap (75%):
- Cumulative volume profile (filled gradient areas)
- Green bid fill, red ask fill
- Yellow dashed mid line with floating labels
- Price axis, volume scale, imbalance gauge
Trade Tape (30% bottom):
- Amber trade path with colored markers
- Sized dots (trade size proportional)
- Latest trade callout with direction
Header bar:
- Live connection indicator, mid, spread, imbalance
- Real-time trade count
Access: click L2 Depth Map button on main dashboard
Fullscreen overlay with close button, ESC to dismiss
This commit is contained in:
ramseshk
@@ -13,6 +13,7 @@ import { EquityChart } from "@/components/equity-chart";
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import { PositionsPanel } from "@/components/positions-panel";
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import { PositionsPanel } from "@/components/positions-panel";
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import { OBIDetail } from "@/components/obi-detail";
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import { OBIDetail } from "@/components/obi-detail";
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import OrderBookDepthMap from "@/components/orderbook-depth-map";
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import OrderBookDepthMap from "@/components/orderbook-depth-map";
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import L2Terminal from "@/components/L2Terminal";
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import { useLiveMetrics, usePaperMetrics, fetchHistorical, fetchBacktestDetail, recalcBacktest } from "@/lib/api";
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import { useLiveMetrics, usePaperMetrics, fetchHistorical, fetchBacktestDetail, recalcBacktest } from "@/lib/api";
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import type { Strategy, BacktestSummary, BacktestFull, Trade, Position, Order } from "@/lib/types";
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import type { Strategy, BacktestSummary, BacktestFull, Trade, Position, Order } from "@/lib/types";
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@@ -27,6 +28,7 @@ export default function Dashboard() {
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const [historical, setHistorical] = useState<Record<string, BacktestSummary>>({});
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const [historical, setHistorical] = useState<Record<string, BacktestSummary>>({});
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const [detailOpen, setDetailOpen] = useState(false);
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const [detailOpen, setDetailOpen] = useState(false);
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const [l2TerminalOpen, setL2TerminalOpen] = useState(false);
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const [detailName, setDetailName] = useState("");
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const [detailName, setDetailName] = useState("");
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const [detailTab, setDetailTab] = useState<Tab>("live");
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const [detailTab, setDetailTab] = useState<Tab>("live");
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const [btFull, setBtFull] = useState<BacktestFull | null>(null);
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const [btFull, setBtFull] = useState<BacktestFull | null>(null);
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@@ -368,6 +370,12 @@ export default function Dashboard() {
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</CollapsibleContent>
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</CollapsibleContent>
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</Collapsible>
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</Collapsible>
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{/* L2 Terminal launcher */}
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<button onClick={() => setL2TerminalOpen(true)} className="flex items-center gap-2 px-4 py-2 mb-4 border border-[#1A1A2E] bg-[#0A0A10] hover:bg-[#111122] rounded transition-colors">
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<span className="text-[11px] font-mono text-gray-300">⌘ L2 Depth Map</span>
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<span className="text-[9px] text-gray-600">ws://hyperliquid · {liveConn ? "LIVE" : "OFFLINE"}</span>
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</button>
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<div className="grid grid-cols-1 md:grid-cols-3 gap-3 mb-6">
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<div className="grid grid-cols-1 md:grid-cols-3 gap-3 mb-6">
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<a href="https://ftdt.io" target="_blank" className="flex items-center gap-3 p-4 rounded-lg border border-border bg-card hover:border-primary/50 transition-colors">
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<a href="https://ftdt.io" target="_blank" className="flex items-center gap-3 p-4 rounded-lg border border-border bg-card hover:border-primary/50 transition-colors">
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<Activity className="w-4 h-4 text-primary" />
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<Activity className="w-4 h-4 text-primary" />
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@@ -383,6 +391,19 @@ export default function Dashboard() {
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</a>
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</a>
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</div>
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</div>
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</main>
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</main>
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{/* Fullscreen L2 Terminal */}
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{l2TerminalOpen && (
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<div className="fixed inset-0 z-[200] bg-black">
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<button
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onClick={() => setL2TerminalOpen(false)}
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className="absolute top-2 right-4 z-[201] text-gray-400 hover:text-white text-xs font-mono bg-[#111] px-3 py-1 rounded border border-[#333]"
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>
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✕ Close L2 Terminal
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</button>
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<L2Terminal coin="BTC" className="w-full h-full" />
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</div>
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)}
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</div>
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</div>
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);
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);
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}
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}
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@@ -0,0 +1,386 @@
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"use client";
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import { useEffect, useRef, useState, useMemo } from "react";
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import { useHyperliquidWebSocket, type L2Snapshot, type TradeTapeEntry } from "@/lib/hyperliquid-ws";
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// ═══════════ Colors ═══════════
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const BID_C = "#00C853";
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const ASK_C = "#FF1744";
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const MID_C = "#FFEB3B";
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const TRADE_C = "#FFAB00";
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const TXT = "#CCCCCC";
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const TXT_B = "#FFFFFF";
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const BG = "#000000";
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const PANEL_BG = "#0A0A10";
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const GRID = "rgba(255,255,255,0.03)";
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interface Props {
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coin?: string;
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className?: string;
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}
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export default function L2Terminal({ coin = "BTC", className = "" }: Props) {
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const { l2, trades, connected, error } = useHyperliquidWebSocket(coin);
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const domCanvas = useRef<HTMLCanvasElement>(null);
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const depthCanvas = useRef<HTMLCanvasElement>(null);
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const tapeCanvas = useRef<HTMLCanvasElement>(null);
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const containerRef = useRef<HTMLDivElement>(null);
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const [dims, setDims] = useState({ w: 1200, h: 800 });
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useEffect(() => {
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const cb = () => {
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if (containerRef.current) {
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setDims({ w: containerRef.current.clientWidth, h: window.innerHeight - 64 });
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}
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};
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cb();
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window.addEventListener("resize", cb);
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return () => window.removeEventListener("resize", cb);
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}, []);
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// ═══════ DOM Ladder (Left 25%) ═══════
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useEffect(() => {
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const canvas = domCanvas.current;
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if (!canvas || !l2) return;
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const ctx = canvas.getContext("2d")!;
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const dpr = window.devicePixelRatio || 1;
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const W = canvas.clientWidth;
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const H = canvas.clientHeight;
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canvas.width = W * dpr;
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canvas.height = H * dpr;
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ctx.setTransform(dpr, 0, 0, dpr, 0, 0);
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ctx.fillStyle = BG;
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ctx.fillRect(0, 0, W, H);
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const M = { top: 20, bot: 20, left: 8, right: 4 };
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const pH = (H - M.top - M.bot) / 40; // 40 price rows
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const mid = l2.mid;
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const step = Math.max(l2.spread * 2, mid * 0.0001);
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const maxVol = Math.max(
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...l2.bids.map(b => b.sz).slice(0, 40),
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...l2.asks.map(a => a.sz).slice(0, 40),
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1
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);
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// Draw price ladder
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for (let i = -20; i <= 20; i++) {
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const px = mid + i * step;
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const y = M.top + (20 - i) * pH;
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const bidSz = l2.bids.find(b => Math.abs(b.px - px) < step * 0.5)?.sz ?? 0;
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const askSz = l2.asks.find(a => Math.abs(a.px - px) < step * 0.5)?.sz ?? 0;
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// Row background
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ctx.fillStyle = i === 0 ? "rgba(255,235,59,0.08)" : i % 2 ? "rgba(255,255,255,0.01)" : "transparent";
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ctx.fillRect(0, y, W, pH);
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// Bid volume bar
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if (bidSz > 0) {
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const w = (bidSz / maxVol) * W * 0.45;
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ctx.fillStyle = BID_C;
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ctx.globalAlpha = 0.25 + 0.5 * (bidSz / maxVol);
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ctx.fillRect(W * 0.05, y + 1, w, pH - 2);
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}
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// Ask volume bar
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if (askSz > 0) {
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const w = (askSz / maxVol) * W * 0.45;
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ctx.fillStyle = ASK_C;
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ctx.globalAlpha = 0.25 + 0.5 * (askSz / maxVol);
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ctx.fillRect(W * 0.55, y + 1, w, pH - 2);
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}
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ctx.globalAlpha = 1;
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// Price text
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ctx.fillStyle = i === 0 ? TXT_B : TXT;
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ctx.font = `${i === 0 ? "bold " : ""}10px "JetBrains Mono", monospace`;
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ctx.textAlign = "center";
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ctx.fillText(px.toFixed(1), W / 2, y + pH * 0.65);
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// Volume text
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ctx.font = "8px monospace";
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ctx.textAlign = "left";
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if (bidSz > 0.01) ctx.fillText(bidSz.toFixed(1), W * 0.05 + 4, y + pH * 0.65);
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ctx.textAlign = "right";
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if (askSz > 0.01) ctx.fillText(askSz.toFixed(1), W - 4, y + pH * 0.65);
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}
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// Header
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ctx.font = "9px monospace";
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ctx.textAlign = "left";
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ctx.fillText("DEPTH OF MARKET", 4, 10);
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ctx.textAlign = "right";
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ctx.fillText(`${coin}-USD`, W - 4, 10);
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}, [l2, coin, dims]);
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// ═══════ Depth Heatmap (Right 45%) ═══════
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useEffect(() => {
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const canvas = depthCanvas.current;
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if (!canvas || !l2) return;
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const ctx = canvas.getContext("2d")!;
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const dpr = window.devicePixelRatio || 1;
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const W = canvas.clientWidth;
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const H = canvas.clientHeight;
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canvas.width = W * dpr;
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canvas.height = H * dpr;
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ctx.setTransform(dpr, 0, 0, dpr, 0, 0);
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ctx.fillStyle = PANEL_BG;
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ctx.fillRect(0, 0, W, H);
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const M = { top: 20, bot: 25, left: 40, right: 10 };
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const pW = W - M.left - M.right;
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const pH = H - M.top - M.bot;
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const mid = l2.mid;
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const range = mid * 0.02;
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const pMin = mid - range;
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const pMax = mid + range;
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const p2x = (px: number) => M.left + ((px - pMin) / (pMax - pMin)) * pW;
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// Find max vol
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const allVol = [...l2.bids.slice(0, 80), ...l2.asks.slice(0, 80)];
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const maxV = Math.max(...allVol.map(v => v.sz), 10);
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// Grid
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ctx.strokeStyle = GRID;
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ctx.lineWidth = 0.5;
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for (let i = 0; i <= 8; i++) {
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const y = M.top + (i / 8) * pH;
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ctx.beginPath(); ctx.moveTo(M.left, y); ctx.lineTo(M.left + pW, y); ctx.stroke();
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}
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// Draw cumulative volume profile
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const drawProfile = (levels: { px: number; sz: number }[], color: string, fromMid: boolean) => {
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ctx.beginPath();
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let cumVol = 0;
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const sorted = [...levels].sort((a, b) => fromMid ? b.px - a.px : a.px - b.px);
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// Draw filled area
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for (let i = 0; i < sorted.length; i++) {
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cumVol += sorted[i].sz;
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const x = p2x(sorted[i].px);
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const y = M.top + pH - (cumVol / maxV) * pH;
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if (i === 0) ctx.moveTo(x, M.top + pH);
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ctx.lineTo(x, y);
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}
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// Close and fill
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const lastX = p2x(sorted[sorted.length - 1]?.px ?? mid);
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ctx.lineTo(lastX, M.top + pH);
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ctx.closePath();
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const grad = ctx.createLinearGradient(0, 0, 0, H);
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grad.addColorStop(0, color + "80");
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grad.addColorStop(1, color + "10");
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ctx.fillStyle = grad;
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ctx.fill();
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};
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drawProfile(l2.bids.slice(0, 80), BID_C, true);
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drawProfile(l2.asks.slice(0, 80), ASK_C, false);
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// Mid line
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const midX = p2x(mid);
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ctx.strokeStyle = MID_C;
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ctx.lineWidth = 1.5;
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ctx.setLineDash([4, 3]);
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ctx.beginPath(); ctx.moveTo(midX, M.top); ctx.lineTo(midX, M.top + pH); ctx.stroke();
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ctx.setLineDash([]);
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// Mid price labels
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ctx.fillStyle = TXT_B;
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ctx.font = "bold 13px 'JetBrains Mono', monospace";
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ctx.textAlign = "center";
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ctx.fillText(mid.toFixed(1), midX, M.top + pH / 2 - 8);
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ctx.fillText(mid.toFixed(1), midX, M.top + pH / 2 + 20);
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// Orange mid marker
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ctx.fillStyle = "#FF9100";
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ctx.beginPath(); ctx.arc(midX, M.top + pH, 4, 0, Math.PI * 2); ctx.fill();
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// Price axis labels
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ctx.fillStyle = TXT;
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ctx.font = "8px monospace";
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ctx.textAlign = "center";
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for (let i = 0; i <= 5; i++) {
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const px = pMin + (i / 5) * (pMax - pMin);
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ctx.fillText(px.toFixed(0), p2x(px), M.top + pH + 15);
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}
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// Volume scale
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ctx.textAlign = "right";
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for (let i = 0; i <= 4; i++) {
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const v = Math.round(maxV * i / 4);
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ctx.fillText(v.toLocaleString(), M.left - 4, M.top + pH - (i / 4) * pH + 3);
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}
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// Imbalance gauge
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const imb = l2.imbalance;
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ctx.fillStyle = TXT;
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ctx.font = "9px monospace";
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ctx.textAlign = "left";
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const imbStr = `I = ${imb >= 0 ? "+" : ""}${imb.toFixed(3)} | (Vb-Va)/(Vb+Va)`;
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ctx.fillText(imbStr, 8, 12);
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// Spread
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ctx.textAlign = "right";
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ctx.fillText(`Spread: ${l2.spread.toFixed(1)}`, W - 8, 12);
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// Volume totals
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ctx.fillStyle = BID_C;
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ctx.textAlign = "left";
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ctx.fillText(`Bid: ${l2.totalBidVol.toFixed(1)} BTC`, 8, M.top + pH + 22);
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ctx.fillStyle = ASK_C;
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ctx.textAlign = "right";
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ctx.fillText(`Ask: ${l2.totalAskVol.toFixed(1)} BTC`, W - 8, M.top + pH + 22);
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}, [l2, dims]);
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// ═══════ Trade Tape (Bottom 30%) ═══════
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useEffect(() => {
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const canvas = tapeCanvas.current;
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if (!canvas || trades.length < 2) return;
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const ctx = canvas.getContext("2d")!;
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const dpr = window.devicePixelRatio || 1;
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const W = canvas.clientWidth;
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const H = canvas.clientHeight;
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canvas.width = W * dpr;
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canvas.height = H * dpr;
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ctx.setTransform(dpr, 0, 0, dpr, 0, 0);
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ctx.fillStyle = PANEL_BG;
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ctx.fillRect(0, 0, W, H);
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const M = { top: 20, bot: 12, left: 40, right: 8 };
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const pW = W - M.left - M.right;
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const pH = H - M.top - M.bot;
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const prices = trades.map(t => t.px);
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const pMin = Math.min(...prices);
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const pMax = Math.max(...prices);
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const pRange = (pMax - pMin) || 1;
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const pad = pRange * 0.15 || 5;
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const pLo = pMin - pad;
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const pHi = pMax + pad;
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const p2y = (px: number) => M.top + pH - ((px - pLo) / (pHi - pLo)) * pH;
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// Grid
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ctx.strokeStyle = GRID;
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||||||
|
ctx.lineWidth = 0.5;
|
||||||
|
for (let i = 0; i <= 4; i++) {
|
||||||
|
const y = M.top + (i / 4) * pH;
|
||||||
|
ctx.beginPath(); ctx.moveTo(M.left, y); ctx.lineTo(M.left + pW, y); ctx.stroke();
|
||||||
|
}
|
||||||
|
|
||||||
|
// Trade path
|
||||||
|
ctx.strokeStyle = TRADE_C;
|
||||||
|
ctx.lineWidth = 1.5;
|
||||||
|
ctx.beginPath();
|
||||||
|
for (let i = 0; i < trades.length; i++) {
|
||||||
|
const x = M.left + (i / Math.max(trades.length - 1, 1)) * pW;
|
||||||
|
const y = p2y(trades[i].px);
|
||||||
|
if (i === 0) ctx.moveTo(x, y);
|
||||||
|
else ctx.lineTo(x, y);
|
||||||
|
}
|
||||||
|
ctx.stroke();
|
||||||
|
|
||||||
|
// Trade markers
|
||||||
|
const maxSz = Math.max(...trades.map(t => t.sz), 1);
|
||||||
|
for (let i = 0; i < trades.length; i++) {
|
||||||
|
const t = trades[i];
|
||||||
|
const x = M.left + (i / Math.max(trades.length - 1, 1)) * pW;
|
||||||
|
const y = p2y(t.px);
|
||||||
|
const r = Math.max(1.5, (t.sz / maxSz) * 4 + 1);
|
||||||
|
ctx.fillStyle = t.side === "buy" ? "#4CAF50" : "#F44336";
|
||||||
|
ctx.globalAlpha = 0.6;
|
||||||
|
ctx.beginPath(); ctx.arc(x, y, r, 0, Math.PI * 2); ctx.fill();
|
||||||
|
}
|
||||||
|
ctx.globalAlpha = 1;
|
||||||
|
|
||||||
|
// Latest trade callout
|
||||||
|
const last = trades[trades.length - 1];
|
||||||
|
const lx = M.left + pW;
|
||||||
|
const ly = p2y(last.px);
|
||||||
|
ctx.fillStyle = last.side === "buy" ? "#00E676" : "#FF5252";
|
||||||
|
ctx.font = "bold 14px 'JetBrains Mono', monospace";
|
||||||
|
ctx.textAlign = "left";
|
||||||
|
ctx.fillText(`${last.side === "buy" ? "B" : "S"} ${last.px.toFixed(1)}`, 8, 14);
|
||||||
|
ctx.fillStyle = TXT;
|
||||||
|
ctx.font = "10px monospace";
|
||||||
|
ctx.fillText(` | ${last.sz.toFixed(4)} BTC`, 140, 14);
|
||||||
|
|
||||||
|
// Trade count
|
||||||
|
ctx.textAlign = "right";
|
||||||
|
ctx.fillText(`${trades.length} trades`, W - 8, 14);
|
||||||
|
|
||||||
|
// Price labels
|
||||||
|
ctx.textAlign = "right";
|
||||||
|
ctx.font = "8px monospace";
|
||||||
|
for (let i = 0; i <= 3; i++) {
|
||||||
|
const px = pLo + (i / 3) * (pHi - pLo);
|
||||||
|
ctx.fillText(px.toFixed(1), M.left - 4, p2y(px) + 3);
|
||||||
|
}
|
||||||
|
}, [trades, dims]);
|
||||||
|
|
||||||
|
// Has data?
|
||||||
|
const noData = !l2 && !error;
|
||||||
|
|
||||||
|
return (
|
||||||
|
<div ref={containerRef} className={`relative bg-black overflow-hidden ${className}`}>
|
||||||
|
{/* Header bar */}
|
||||||
|
<div className="flex items-center justify-between px-4 py-2 bg-[#0D0D15] border-b border-[#1A1A2E]">
|
||||||
|
<div className="flex items-center gap-3">
|
||||||
|
<span className="text-xs text-gray-400 font-mono">L2 ORDER BOOK</span>
|
||||||
|
<span className="text-[10px] text-gray-600">·</span>
|
||||||
|
<span className="text-xs text-white font-mono font-bold">{coin}-USD</span>
|
||||||
|
<span className="text-[10px] text-gray-600">·</span>
|
||||||
|
<span className={`w-2 h-2 rounded-full ${connected ? "bg-green-500" : "bg-red-500"}`} />
|
||||||
|
<span className="text-[10px] text-gray-500">{connected ? "LIVE" : "RECONNECTING"}</span>
|
||||||
|
</div>
|
||||||
|
<div className="flex items-center gap-4">
|
||||||
|
{l2 && (
|
||||||
|
<>
|
||||||
|
<span className="text-[10px] text-gray-500">Mid</span>
|
||||||
|
<span className="text-xs text-white font-mono font-bold">{l2.mid.toFixed(1)}</span>
|
||||||
|
<span className="text-[10px] text-gray-500">Spread</span>
|
||||||
|
<span className="text-xs text-white font-mono">{l2.spread.toFixed(1)}</span>
|
||||||
|
<span className="text-[10px] text-gray-500">Imb</span>
|
||||||
|
<span className={`text-xs font-mono ${l2.imbalance >= 0 ? "text-green-400" : "text-red-400"}`}>
|
||||||
|
{l2.imbalance >= 0 ? "+" : ""}{l2.imbalance.toFixed(3)}
|
||||||
|
</span>
|
||||||
|
</>
|
||||||
|
)}
|
||||||
|
<span className="text-[10px] text-gray-500">Trades</span>
|
||||||
|
<span className="text-xs text-white font-mono">{trades.length}</span>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
{/* Main grid: DOM Ladder | Depth Heatmap */}
|
||||||
|
<div className="flex" style={{ height: dims.h * 0.70 }}>
|
||||||
|
{/* DOM Ladder - 25% */}
|
||||||
|
<div className="w-[25%] border-r border-[#1A1A2E] relative">
|
||||||
|
<canvas ref={domCanvas} className="w-full h-full" />
|
||||||
|
{noData && <div className="absolute inset-0 flex items-center justify-center"><span className="text-gray-600 text-xs">Waiting for L2...</span></div>}
|
||||||
|
</div>
|
||||||
|
{/* Depth Heatmap - 75% */}
|
||||||
|
<div className="w-[75%] relative">
|
||||||
|
<canvas ref={depthCanvas} className="w-full h-full" />
|
||||||
|
{noData && <div className="absolute inset-0 flex items-center justify-center"><span className="text-gray-600 text-xs">Waiting for L2...</span></div>}
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
{/* Bottom: Trade Tape */}
|
||||||
|
<div className="border-t border-[#1A1A2E]" style={{ height: dims.h * 0.30 }}>
|
||||||
|
<canvas ref={tapeCanvas} className="w-full h-full" />
|
||||||
|
{trades.length < 2 && !error && (
|
||||||
|
<div className="absolute inset-0 flex items-center justify-center" style={{ bottom: dims.h * 0.15 }}>
|
||||||
|
<span className="text-gray-600 text-xs">Waiting for trades...</span>
|
||||||
|
</div>
|
||||||
|
)}
|
||||||
|
</div>
|
||||||
|
|
||||||
|
{/* Error banner */}
|
||||||
|
{error && (
|
||||||
|
<div className="absolute bottom-0 left-0 right-0 bg-red-900/50 text-red-300 text-[9px] px-2 py-1 font-mono">
|
||||||
|
{error} — reconnecting every 2s
|
||||||
|
</div>
|
||||||
|
)}
|
||||||
|
</div>
|
||||||
|
);
|
||||||
|
}
|
||||||
File diff suppressed because one or more lines are too long
@@ -1,514 +0,0 @@
|
|||||||
<!DOCTYPE html>
|
|
||||||
<html lang="en">
|
|
||||||
<head>
|
|
||||||
<meta charset="UTF-8">
|
|
||||||
<meta name="viewport" content="width=device-width,initial-scale=1.0,maximum-scale=1.0,user-scalable=no">
|
|
||||||
<title>FTDT Quant Lab — Professional Dashboard</title>
|
|
||||||
<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">
|
|
||||||
<script src="https://unpkg.com/lightweight-charts@4.2.3/dist/lightweight-charts.standalone.production.js"></script>
|
|
||||||
<style>
|
|
||||||
: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}
|
|
||||||
*{margin:0;padding:0;box-sizing:border-box}
|
|
||||||
body{background:var(--bg);color:var(--hi);font-family:var(--f);min-height:100vh;-webkit-font-smoothing:antialiased}
|
|
||||||
.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}
|
|
||||||
.topbar h1{font-size:17px;font-weight:700;letter-spacing:-0.5px;display:flex;align-items:center;gap:8px}
|
|
||||||
.topbar h1 span{font-size:10px;color:var(--tx);font-weight:400}
|
|
||||||
.status-dot{width:8px;height:8px;border-radius:50%;flex-shrink:0;background:var(--gr);animation:pulse 2s infinite}
|
|
||||||
.status-dot.off{background:var(--rd);animation:none}
|
|
||||||
@keyframes pulse{0%,100%{opacity:1}50%{opacity:0.3}}
|
|
||||||
.portfolio{text-align:right;min-width:140px}
|
|
||||||
.portfolio .pnl{font-family:var(--m);font-size:28px;font-weight:700;letter-spacing:-1px}
|
|
||||||
.portfolio .pnl.up{color:var(--gr)}.portfolio .pnl.dn{color:var(--rd)}
|
|
||||||
.portfolio .sub{font-size:10px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px}
|
|
||||||
.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)}
|
|
||||||
.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}
|
|
||||||
.tab:hover{color:var(--hi)}.tab.on{color:var(--hi);border-bottom-color:var(--bl)}
|
|
||||||
.badge{font-size:8px;padding:2px 7px;border-radius:3px;font-weight:600;margin-left:6px;text-transform:uppercase;letter-spacing:.5px}
|
|
||||||
.badge.test{background:rgba(245,158,11,.15);color:var(--am)}.badge.main{background:rgba(168,85,247,.15);color:var(--pu)}
|
|
||||||
.main-wrap{max-width:1440px;margin:0 auto;padding:20px 24px;display:flex;gap:20px}
|
|
||||||
.panel{display:none;flex:1;min-width:0}.panel.show{display:block}
|
|
||||||
|
|
||||||
/* Summary stats */
|
|
||||||
.stats-row{display:grid;grid-template-columns:repeat(6,1fr);gap:8px;margin-bottom:16px}
|
|
||||||
.stat{background:var(--srf);border:1px solid var(--ln);border-radius:var(--ra);padding:12px 14px}
|
|
||||||
.stat .lbl{font-size:9px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px;margin-bottom:3px}
|
|
||||||
.stat .val{font-family:var(--m);font-size:17px;font-weight:600}
|
|
||||||
.stat .val.up{color:var(--gr)}.stat .val.dn{color:var(--rd)}
|
|
||||||
|
|
||||||
/* Strategy grid */
|
|
||||||
.sgrid{display:grid;grid-template-columns:repeat(auto-fill,minmax(240px,1fr));gap:10px;margin-bottom:20px}
|
|
||||||
.scard{background:var(--srf);border:1px solid var(--ln);border-radius:var(--ra);padding:16px;cursor:pointer;transition:all .2s;position:relative}
|
|
||||||
.scard:hover{border-color:var(--hr);transform:translateY(-1px);box-shadow:0 4px 20px rgba(0,0,0,.3)}
|
|
||||||
.scard.selected{border-color:var(--bl);box-shadow:0 0 0 1px rgba(59,130,246,.3)}
|
|
||||||
.scard .sh{display:flex;justify-content:space-between;align-items:flex-start;margin-bottom:8px}
|
|
||||||
.scard .sname{font-size:12px;font-weight:600;line-height:1.3;max-width:70%}
|
|
||||||
.scard .salloc{font-size:9px;color:var(--tx);margin-top:2px}
|
|
||||||
.scard .stag{font-size:8px;padding:2px 7px;border-radius:3px;font-weight:500;white-space:nowrap}
|
|
||||||
.scard .stag.run{background:rgba(34,197,94,.1);color:var(--gr)}
|
|
||||||
.scard .stag.idle{background:rgba(245,158,11,.1);color:var(--am)}
|
|
||||||
.scard .stag.maker{background:rgba(59,130,246,.1);color:var(--bl)}
|
|
||||||
.scard .stag.taker{background:rgba(239,68,68,.1);color:var(--rd)}
|
|
||||||
.scard .spnl{font-family:var(--m);font-size:20px;font-weight:700;margin-bottom:6px}
|
|
||||||
.scard .spnl.up{color:var(--gr)}.scard .spnl.dn{color:var(--rd)}
|
|
||||||
.scard .smeta{display:flex;gap:12px;font-size:9px;color:var(--tx);flex-wrap:wrap}
|
|
||||||
|
|
||||||
/* Detail panel */
|
|
||||||
.detail-overlay{position:fixed;top:0;left:0;right:0;bottom:0;background:rgba(0,0,0,.6);z-index:200;display:none}
|
|
||||||
.detail-overlay.on{display:flex;align-items:flex-start;justify-content:center;padding-top:40px}
|
|
||||||
.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)}
|
|
||||||
.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}
|
|
||||||
.detail-header h2{font-size:16px;font-weight:700}
|
|
||||||
.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}
|
|
||||||
.close-btn:hover{background:var(--hr)}
|
|
||||||
.detail-body{padding:20px}
|
|
||||||
.main-chart{width:100%;height:220px;margin:8px 0 0;border-radius:var(--ra);overflow:hidden;background:rgba(0,0,0,.25)}
|
|
||||||
.detail-body .chart-wrap{width:100%;height:280px;margin-bottom:16px;border-radius:var(--ra);overflow:hidden}
|
|
||||||
.detail-stats{display:grid;grid-template-columns:repeat(6,1fr);gap:8px;margin-bottom:16px}
|
|
||||||
.detail-section{margin-bottom:20px}
|
|
||||||
.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)}
|
|
||||||
.trade-table{width:100%;border-collapse:collapse;font-family:var(--m)}
|
|
||||||
.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)}
|
|
||||||
.trade-table td{font-size:11px;padding:7px 10px;border-bottom:1px solid rgba(255,255,255,.02);color:var(--hi)}
|
|
||||||
.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)}
|
|
||||||
.green{color:var(--gr)}.red{color:var(--rd)}
|
|
||||||
.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}
|
|
||||||
|
|
||||||
/* Footer */
|
|
||||||
footer{text-align:center;padding:30px;font-size:10px;color:#2a2a35}
|
|
||||||
footer a{color:#3f3f4a;text-decoration:none}footer a:hover{color:var(--tx)}
|
|
||||||
|
|
||||||
/* Risk Analytics panel — collapsible */
|
|
||||||
.risk-wrap{max-width:1440px;margin:0 auto 20px;padding:0 24px}
|
|
||||||
.risk-toggle{display:flex;align-items:center;gap:8px;cursor:pointer;background:none;border:1px solid var(--ln);border-radius:var(--ra);color:var(--tx);font-family:var(--f);font-size:11px;font-weight:600;padding:10px 16px;text-transform:uppercase;letter-spacing:.5px;transition:all .15s}
|
|
||||||
.risk-toggle:hover{color:var(--hi);border-color:var(--hr)}
|
|
||||||
.risk-toggle .arrow{display:inline-block;transition:transform .2s;font-size:10px}
|
|
||||||
.risk-toggle.open .arrow{transform:rotate(90deg)}
|
|
||||||
.risk-panel{display:none;background:var(--srf);border:1px solid var(--ln);border-radius:var(--ra);padding:16px;margin-top:8px}
|
|
||||||
.risk-panel.show{display:block}
|
|
||||||
.risk-corr{font-family:var(--m);font-size:10px;color:var(--tx);line-height:1.8;margin-top:12px;padding:10px;background:rgba(0,0,0,.2);border-radius:6px;max-height:200px;overflow-y:auto}
|
|
||||||
.risk-corr .corr-high{color:var(--rd)}
|
|
||||||
.risk-corr .corr-med{color:var(--am)}
|
|
||||||
.risk-corr .corr-low{color:var(--tx)}
|
|
||||||
|
|
||||||
@media(max-width:768px){
|
|
||||||
.topbar{padding:10px 14px;flex-direction:column;align-items:flex-start}
|
|
||||||
.tabs{padding:0 14px;top:88px;overflow-x:auto;white-space:nowrap}
|
|
||||||
.main-wrap{padding:12px 14px}
|
|
||||||
.stats-row{grid-template-columns:repeat(3,1fr)}.sgrid{grid-template-columns:1fr 1fr}
|
|
||||||
.detail-stats{grid-template-columns:repeat(3,1fr)}
|
|
||||||
.portfolio .pnl{font-size:22px}
|
|
||||||
}
|
|
||||||
@media(max-width:380px){.stats-row{grid-template-columns:repeat(2,1fr)}.sgrid{grid-template-columns:1fr}}
|
|
||||||
</style>
|
|
||||||
</head>
|
|
||||||
<body>
|
|
||||||
<!-- Top bar -->
|
|
||||||
<div class="topbar">
|
|
||||||
<div style="display:flex;align-items:center;gap:10px">
|
|
||||||
<span class="status-dot" id="sdot"></span><div><h1>FTDT Quant Lab<span>Professional Quant Dashboard</span></h1></div>
|
|
||||||
</div>
|
|
||||||
<div class="portfolio">
|
|
||||||
<div style="font-size:9px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px">Portfolio Equity</div>
|
|
||||||
<div class="pnl" id="stpnl">$0.00</div>
|
|
||||||
<div class="sub" id="stpct">—</div>
|
|
||||||
</div>
|
|
||||||
</div>
|
|
||||||
<!-- Tabs -->
|
|
||||||
<div class="tabs">
|
|
||||||
<button class="tab on" id="tl-live" onclick="switchTab('live')">Live<span class="badge test">Testnet</span></button>
|
|
||||||
<button class="tab" id="tl-paper" onclick="switchTab('paper')">Paper<span class="badge main">$100K Mainnet</span></button>
|
|
||||||
<button class="tab" id="tl-backtest" onclick="switchTab('backtest')">Backtest</button>
|
|
||||||
<button class="tab" id="tl-historical" onclick="switchTab('historical')">Historical<span class="badge main">Real Data</span></button>
|
|
||||||
</div>
|
|
||||||
<!-- Main -->
|
|
||||||
<div class="main-wrap">
|
|
||||||
<div class="panel show" id="pnl-live">
|
|
||||||
<div class="stats-row" id="live-stats"></div>
|
|
||||||
<div class="sgrid" id="live-sgrid"></div>
|
|
||||||
<div class="chart-wrap main-chart" id="chart-live-wrap"><div id="chart-live"></div></div>
|
|
||||||
</div>
|
|
||||||
<div class="panel" id="pnl-paper">
|
|
||||||
<div class="stats-row" id="paper-stats"></div>
|
|
||||||
<div class="sgrid" id="paper-sgrid"></div>
|
|
||||||
<div class="chart-wrap main-chart" id="chart-paper-wrap"><div id="chart-paper"></div></div>
|
|
||||||
</div>
|
|
||||||
<div class="panel" id="pnl-backtest">
|
|
||||||
<div class="sgrid" id="bt-sgrid"></div>
|
|
||||||
</div>
|
|
||||||
<div class="panel" id="pnl-historical">
|
|
||||||
<div class="sgrid" id="hist-sgrid"></div>
|
|
||||||
</div>
|
|
||||||
</div>
|
|
||||||
<!-- Risk Analytics -->
|
|
||||||
<div class="risk-wrap">
|
|
||||||
<button class="risk-toggle" onclick="toggleRisk()" id="risk-btn"><span class="arrow">▶</span> Risk Analytics</button>
|
|
||||||
<div class="risk-panel" id="risk-panel">
|
|
||||||
<div class="stats-row" id="risk-stats" style="margin-bottom:12px"></div>
|
|
||||||
<div class="risk-corr" id="risk-corr"></div>
|
|
||||||
</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>
|
|
||||||
|
|
||||||
<!-- 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>
|
|
||||||
<div style="display:flex;align-items:center;gap:8px;flex-wrap:wrap">
|
|
||||||
<label id="fee-toggle-wrap" style="display:none;font-size:11px;color:var(--tx);cursor:pointer;user-select:none">
|
|
||||||
<input type="checkbox" id="fee-toggle" checked onchange="toggleFees()" style="cursor:pointer;margin-right:4px">Inc. fees
|
|
||||||
</label>
|
|
||||||
<select id="fee-tier-sel" style="display:none;font-size:10px;background:var(--srf);color:var(--hi);border:1px solid var(--ln);border-radius:4px;padding:3px 6px;font-family:var(--f)" onchange="onFeeTierChange()">
|
|
||||||
<option value="0">Tier 0 (0.045/0.015%)</option>
|
|
||||||
<option value="1">Tier 1 — >$5M (0.040/0.012%)</option>
|
|
||||||
<option value="2">Tier 2 — >$25M (0.035/0.008%)</option>
|
|
||||||
<option value="3">Tier 3 — >$100M (0.030/0.004%)</option>
|
|
||||||
<option value="4">Tier 4 — >$500M (0.028/0.000%)</option>
|
|
||||||
<option value="5">Tier 5 — >$2B (0.026/0.000%)</option>
|
|
||||||
<option value="6">Tier 6 — >$7B (0.024/0.000%)</option>
|
|
||||||
</select>
|
|
||||||
<select id="stake-tier-sel" style="display:none;font-size:10px;background:var(--srf);color:var(--hi);border:1px solid var(--ln);border-radius:4px;padding:3px 6px;font-family:var(--f)" onchange="onFeeTierChange()">
|
|
||||||
<option value="none">No Stake</option>
|
|
||||||
<option value="wood">Wood (×0.95)</option>
|
|
||||||
<option value="bronze">Bronze (×0.90)</option>
|
|
||||||
<option value="silver">Silver (×0.85)</option>
|
|
||||||
<option value="gold">Gold (×0.80)</option>
|
|
||||||
<option value="platinum">Platinum (×0.70)</option>
|
|
||||||
<option value="diamond">Diamond (×0.60)</option>
|
|
||||||
</select>
|
|
||||||
<a id="dl-csv" href="#" style="display:none;font-size:11px;color:var(--bl);text-decoration:none;padding:4px 10px;border:1px solid var(--ln);border-radius:5px" download>↓ CSV</a>
|
|
||||||
<button class="close-btn" onclick="closeDetail()">✕ Close</button>
|
|
||||||
</div>
|
|
||||||
</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>
|
|
||||||
</div>
|
|
||||||
|
|
||||||
<script>
|
|
||||||
// ═══════════ State ═══════════
|
|
||||||
var currentTab='live', lastData=null, lastPaper=null, lastBT=null, lastBTFull=null, feeOn=true;
|
|
||||||
var STRAT_COLORS=['#22c55e','#3b82f6','#a855f7','#f59e0b','#ef4444','#06b6d4','#ec4899','#84cc16','#6366f1','#14b8a6','#f97316','#8b5cf6'];
|
|
||||||
|
|
||||||
// ═══════════ Chart for detail view ═══════════
|
|
||||||
var detChart=null, detSer=null;
|
|
||||||
|
|
||||||
// ═══════════ Main area charts ═══════════
|
|
||||||
var chartLive=null, serLive=null, chartPaper=null, serPaper=null;
|
|
||||||
function initMainCharts(){
|
|
||||||
[{el:'chart-live',ch:'chartLive',sr:'serLive'},{el:'chart-paper',ch:'chartPaper',sr:'serPaper'}].forEach(function(c){
|
|
||||||
var el=document.getElementById(c.el);if(!el)return;
|
|
||||||
el.style.width='100%';el.style.height='220px';
|
|
||||||
window[c.ch]=LightweightCharts.createChart(el,{
|
|
||||||
layout:{background:{color:'transparent'},textColor:'#a0a0b0'},
|
|
||||||
grid:{vertLines:{color:'rgba(255,255,255,.02)'},horzLines:{color:'rgba(255,255,255,.03)'}},
|
|
||||||
rightPriceScale:{borderColor:'rgba(255,255,255,.08)',autoScale:true},
|
|
||||||
timeScale:{borderColor:'rgba(255,255,255,.08)',timeVisible:false},
|
|
||||||
crosshair:{mode:0},width:el.offsetWidth,height:220
|
|
||||||
});
|
|
||||||
window[c.sr]=window[c.ch].addAreaSeries({lineColor:'#3b82f6',topColor:'rgba(59,130,246,.15)',bottomColor:'rgba(59,130,246,.02)',lineWidth:2});
|
|
||||||
});
|
|
||||||
}
|
|
||||||
function pushEquity(chart,ser,data){
|
|
||||||
if(!chart||!ser||!data||!data.length)return;
|
|
||||||
var pts=[];
|
|
||||||
for(var i=0;i<data.length;i++){
|
|
||||||
var t=data[i].t||data[i].time||data[i][0];
|
|
||||||
var v=data[i].v||data[i].value||data[i].equity||data[i][1];
|
|
||||||
if(typeof t==='number'){
|
|
||||||
if(t>1e12)t=Math.floor(t/1000);
|
|
||||||
pts.push({time:t,value:v});
|
|
||||||
}
|
|
||||||
}
|
|
||||||
if(pts.length>0){ser.setData(pts);chart.timeScale().fitContent()}
|
|
||||||
}
|
|
||||||
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
|
|
||||||
});
|
|
||||||
detSer=detChart.addAreaSeries({lineColor:'#3b82f6',topColor:'rgba(59,130,246,.15)',bottomColor:'rgba(59,130,246,.02)',lineWidth:2});
|
|
||||||
}
|
|
||||||
|
|
||||||
// ═══════════ Tab switching ═══════════
|
|
||||||
function switchTab(t){
|
|
||||||
currentTab=t;
|
|
||||||
['live','paper','backtest','historical'].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-backtest').className=t==='backtest'?'panel show':'panel';
|
|
||||||
document.getElementById('pnl-historical').className=t==='historical'?'panel show':'panel';
|
|
||||||
if(t==='live'&&lastData)renLive(lastData);
|
|
||||||
if(t==='paper'&&lastPaper)renPaper(lastPaper);
|
|
||||||
if(t==='backtest')loadBT();
|
|
||||||
if(t==='historical')loadHistBT();
|
|
||||||
}
|
|
||||||
|
|
||||||
// ═══════════ 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 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(sgridId).innerHTML=h;
|
|
||||||
}
|
|
||||||
|
|
||||||
// ═══════════ Fee toggle ═══════════
|
|
||||||
var currentBTName=null;
|
|
||||||
function toggleFees(){
|
|
||||||
feeOn=document.getElementById('fee-toggle').checked;
|
|
||||||
if(lastBTFull){renderBTDetail(lastBTFull)}
|
|
||||||
}
|
|
||||||
function onFeeTierChange(){
|
|
||||||
if(!currentBTName)return;
|
|
||||||
var ft=document.getElementById('fee-tier-sel').value;
|
|
||||||
var st=document.getElementById('stake-tier-sel').value;
|
|
||||||
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">Recalculating with '+document.getElementById('fee-tier-sel').selectedOptions[0].text+'…</td></tr>';
|
|
||||||
fetch('/cv/api/backtest/'+encodeURIComponent(currentBTName)+'/recalc?fee_tier='+ft+'&staking_tier='+st)
|
|
||||||
.then(function(r){return r.json()}).then(function(full){
|
|
||||||
lastBTFull=full; renderBTDetail(full);
|
|
||||||
}).catch(function(e){
|
|
||||||
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--rd);padding:20px">Recalc failed: '+e.message+'</td></tr>';
|
|
||||||
});
|
|
||||||
}
|
|
||||||
|
|
||||||
// ═══════════ Render backtest detail with fee toggle ──
|
|
||||||
function renderBTDetail(full){
|
|
||||||
var pnl=feeOn?(full.pnl_net||full.pnl||0):(full.pnl_gross||full.pnl||0);
|
|
||||||
var pnlPct=feeOn?(full.pnl_net_pct||full.pnl_pct||0):(full.pnl_gross_pct||full.pnl_pct||0);
|
|
||||||
var fees=full.fees_total||0;
|
|
||||||
var strat=full.strategy||'';
|
|
||||||
document.getElementById('det-name').textContent=strat+(feeOn?' (net of fees)':' (gross, no fees)');
|
|
||||||
document.getElementById('det-desc').textContent=strat+' — '+full.num_periods+' periods, '+full.total_trades+' trades, fees $'+fees.toFixed(2)+', fee model: '+(full.fee_model||'taker');
|
|
||||||
document.getElementById('det-stats').innerHTML=
|
|
||||||
'<div class="stat"><div class="lbl">'+(feeOn?'Net PnL':'Gross PnL')+'</div><div class="val '+(pnlPct>=0?'up':'dn')+'">'+(pnlPct>=0?'+':'')+pnlPct.toFixed(2)+'%</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Sharpe</div><div class="val">'+(full.sharpe||0).toFixed(2)+'</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Sortino</div><div class="val">'+(full.sortino||0).toFixed(2)+'</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Max DD</div><div class="val dn">'+(full.max_dd*100).toFixed(2)+'%</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Win Rate</div><div class="val">'+Math.round((full.win_rate||0)*100)+'%</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Fees</div><div class="val '+(feeOn?'dn':'')+'">$'+fees.toFixed(2)+(feeOn?'':' (excl)')+'</div></div>';
|
|
||||||
// Equity chart
|
|
||||||
if(!detChart)initDetChart();
|
|
||||||
var pts=[],curve=full.equity_curve||[];
|
|
||||||
for(var i=0;i<curve.length;i++){if(curve[i]&&curve[i].t)var ct=curve[i].t;if(typeof ct==="string")ct=Math.floor(new Date(ct).getTime()/1000);pts.push({time:ct,value:curve[i].v})}
|
|
||||||
if(pts.length>0){detSer.setData(pts);detChart.timeScale().fitContent();setTimeout(function(){if(detChart){detChart.timeScale().fitContent();detChart.applyOptions({width:document.getElementById('det-chart').offsetWidth,height:280})}},250)}
|
|
||||||
// Trades table (show pnl_net or pnl_gross based on toggle)
|
|
||||||
var trows='',tlist=full.trades||[];
|
|
||||||
for(var j=Math.max(0,tlist.length-100);j<tlist.length;j++){
|
|
||||||
var t=tlist[j];
|
|
||||||
var tp=feeOn?(t.pnl_net||t.pnl||0):(t.pnl_gross||t.pnl||0);
|
|
||||||
var tf=t.fee||0;
|
|
||||||
var tside=(t.side||'').toUpperCase();
|
|
||||||
trows+='<tr><td>'+(t.time||'').substr(0,16)+'</td><td class="'+(tside.indexOf('BUY')>=0?'green':'red')+'">'+tside+'</td><td>'+t.size+'</td><td>$'+(t.price||0).toFixed(1)+'</td><td class="'+(tp>=0?'green':'red')+'">'+(tp>=0?'+':'')+'$'+Math.abs(tp).toFixed(4)+'</td><td class="'+(tf>0?'red':'')+'">$'+tf.toFixed(4)+'</td><td class="reason">—</td></tr>';
|
|
||||||
}
|
|
||||||
document.getElementById('det-trades').innerHTML=trows||'<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">No trades recorded</td></tr>';
|
|
||||||
setTimeout(function(){if(detChart)detChart.applyOptions({width:document.getElementById('det-chart').offsetWidth,height:280})},300);
|
|
||||||
}
|
|
||||||
|
|
||||||
// ═══════════ 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||{};
|
|
||||||
// Live node doesn't send per-strategy equity — use overall equity_history
|
|
||||||
equity=lastData.equity_history||[];
|
|
||||||
// Filter trades by strategy name
|
|
||||||
var allTrades=lastData.trades||[];
|
|
||||||
trades=allTrades.filter(function(t){return t.strategy===name||t.id===name});
|
|
||||||
} else if(tab==='backtest'&&lastBT&&lastBT[name]){
|
|
||||||
var b=lastBT[name];
|
|
||||||
currentBTName=b.name;
|
|
||||||
document.getElementById('fee-toggle-wrap').style.display='inline';
|
|
||||||
document.getElementById('fee-toggle').checked=true; feeOn=true;
|
|
||||||
document.getElementById('fee-tier-sel').style.display='inline';
|
|
||||||
document.getElementById('stake-tier-sel').style.display='inline';
|
|
||||||
document.getElementById('dl-csv').style.display='inline';
|
|
||||||
document.getElementById('dl-csv').href='/cv/api/backtest/'+encodeURIComponent(b.name)+'/csv';
|
|
||||||
document.getElementById('det-desc').textContent='';
|
|
||||||
document.getElementById('det-stats').innerHTML='<div class="stat"><div class="lbl">Loading</div><div class="val">…</div></div>';
|
|
||||||
if(detSer)detSer.setData([]);
|
|
||||||
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">Loading full trade data…</td></tr>';
|
|
||||||
fetch('/cv/api/backtest/'+encodeURIComponent(b.name)).then(function(r){return r.json()}).then(function(full){
|
|
||||||
lastBTFull=full; renderBTDetail(full);
|
|
||||||
}).catch(function(e){
|
|
||||||
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--rd);padding:20px">Failed to load: '+e.message+'</td></tr>';
|
|
||||||
});
|
|
||||||
return;
|
|
||||||
}
|
|
||||||
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">$'+(s.fee_paid||0).toFixed(4)+'</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Position</div><div class="val">'+(s.position||0).toFixed(4)+'</div></div>';
|
|
||||||
|
|
||||||
// Equity chart
|
|
||||||
if(!detChart)initDetChart();
|
|
||||||
var eqData=Array.isArray(equity)?equity:(equity[name]||[]);
|
|
||||||
if(eqData.length>0){
|
|
||||||
var pts=[];for(var i=0;i<eqData.length;i++){if(eqData[i]&&eqData[i].t){var edt=eqData[i].t;if(typeof edt==='string')edt=Math.floor(new Date(edt).getTime()/1000);pts.push({time:edt,value:eqData[i].v})}}
|
|
||||||
detSer.setData(pts);detChart.timeScale().fitContent();
|
|
||||||
}
|
|
||||||
|
|
||||||
// Trades
|
|
||||||
var rows='';
|
|
||||||
for(var j=Math.max(0,trades.length-50);j<trades.length;j++){
|
|
||||||
var t=trades[j],tp=t.pnl||0;
|
|
||||||
rows+='<tr><td>'+t.time+'</td><td class="'+(t.side==='BUY'?'green':'red')+'">'+t.side+'</td><td>'+t.size+'</td><td>$'+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>';
|
|
||||||
}
|
|
||||||
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 closeDetail(){document.getElementById('detail-overlay').classList.remove('on');document.getElementById('fee-toggle-wrap').style.display='none';document.getElementById('fee-tier-sel').style.display='none';document.getElementById('stake-tier-sel').style.display='none';document.getElementById('dl-csv').style.display='none';lastBTFull=null;currentBTName=null}
|
|
||||||
document.addEventListener('keydown',function(e){if(e.key==='Escape')closeDetail()});
|
|
||||||
|
|
||||||
// ═══════════ 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: $'+((d.base_equity||898)+p).toFixed(2);renCards("live-sgrid",d.strategies||{},d.base_equity||898,"live","live-stats");if(d.equity_history&&chartLive)pushEquity(chartLive,serLive,d.equity_history)}
|
|
||||||
function renPaper(d){if(!d)return;var p=d.total_pnl||0;document.getElementById('stpnl').textContent=(p>=0?'+':'')+'$'+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");if(d.equity_history&&chartPaper)pushEquity(chartPaper,serPaper,d.equity_history)}
|
|
||||||
|
|
||||||
// ═══════════ Backtests ═══════════
|
|
||||||
var lastBT={}, lastBTList=[];
|
|
||||||
function loadBT(){
|
|
||||||
fetch('/cv/api/backtests').then(function(r){return r.json()}).then(function(data){
|
|
||||||
lastBTList=data; lastBT={};
|
|
||||||
// Keep latest backtest per strategy (sorted by time desc — first wins)
|
|
||||||
for(var i=0;i<data.length;i++){var b=data[i];if(!lastBT[b.strategy])lastBT[b.strategy]=b;}
|
|
||||||
var h='';
|
|
||||||
for(var s in lastBT){var b=lastBT[s];var pnl=b.pnl_pct||0;
|
|
||||||
h+='<div class=\"scard\" onclick=\"openDetail(\''+s+'\',\'backtest\')\"><div class=\"sh\"><div><div class=\"sname\">'+s+'</div><div class=\"salloc\">30-day · $100</div></div><span class=\"stag run\">BACKTEST</span></div><div class=\"spnl '+(pnl>=0?'up':'dn')+'\">'+(pnl>=0?'+':'')+pnl.toFixed(2)+'%</div><div class=\"smeta\"><span>Sharpe: <b>'+b.sharpe.toFixed(2)+'</b></span><span>DD: <b class=\"red\">'+(b.max_dd*100).toFixed(2)+'%</b></span><span>Win: <b>'+Math.round(b.win_rate*100)+'%</b></span></div></div>';
|
|
||||||
}
|
|
||||||
document.getElementById('bt-sgrid').innerHTML=h||'<div style=\"padding:20px;color:var(--tx)\">No backtests.</div>';
|
|
||||||
})
|
|
||||||
}
|
|
||||||
|
|
||||||
// ═══════════ Historical backtests ═══════════
|
|
||||||
var lastHist={};
|
|
||||||
function loadHistBT(){
|
|
||||||
fetch('/cv/api/backtests/historical').then(function(r){return r.json()}).then(function(data){
|
|
||||||
lastHist={};
|
|
||||||
for(var i=0;i<data.length;i++){var b=data[i];if(!lastHist[b.strategy])lastHist[b.strategy]=b;}
|
|
||||||
var h='';
|
|
||||||
for(var s in lastHist){var b=lastHist[s];var pnl=b.pnl_pct||0;
|
|
||||||
h+='<div class="scard" data-strat="'+s+'" onclick="openHistDetail(this.dataset.strat)"><div class="sh"><div><div class="sname">'+s+'</div><div class="salloc">30d '+b.coin+' · Mainnet</div></div><span class="stag run">REAL DATA</span></div><div class="spnl '+(pnl>=0?'up':'dn')+'">'+(pnl>=0?'+':'')+pnl.toFixed(2)+'%</div><div class="smeta"><span>Sharpe: <b>'+b.sharpe.toFixed(2)+'</b></span><span>DD: <b class="red">'+(b.max_dd*100).toFixed(2)+'%</b></span><span>Win: <b>'+Math.round(b.win_rate*100)+'%</b></span></div></div>';
|
|
||||||
}
|
|
||||||
document.getElementById('hist-sgrid').innerHTML=h||'<div style="padding:20px;color:var(--tx)">No historical backtests. Run: python backtests/historical_runner.py --coin BTC --strategy all</div>';
|
|
||||||
})
|
|
||||||
}
|
|
||||||
function openHistDetail(strat){
|
|
||||||
var b=lastHist[strat];if(!b)return;
|
|
||||||
document.getElementById('detail-overlay').classList.add('on');
|
|
||||||
document.getElementById('fee-toggle-wrap').style.display='inline';
|
|
||||||
document.getElementById('fee-tier-sel').style.display='inline';
|
|
||||||
document.getElementById('stake-tier-sel').style.display='inline';
|
|
||||||
document.getElementById('dl-csv').style.display='none';
|
|
||||||
document.getElementById('fee-toggle').checked=true; feeOn=true; currentBTName=b.name;
|
|
||||||
document.getElementById('det-name').textContent=strat+' (Historical '+b.coin+')';
|
|
||||||
fetch('/cv/api/backtest/historical/'+encodeURIComponent(b.name)).then(function(r){return r.json()}).then(function(full){
|
|
||||||
lastBTFull=full; renderBTDetail(full);
|
|
||||||
}).catch(function(e){
|
|
||||||
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--rd);padding:20px">Failed: '+e.message+'</td></tr>';
|
|
||||||
});
|
|
||||||
}
|
|
||||||
|
|
||||||
// ═══════════ Init ═══════════
|
|
||||||
initDetChart();initMainCharts();connect();loadBT();loadHistBT();
|
|
||||||
// ═══════════ Risk Analytics ═══════════
|
|
||||||
function toggleRisk(){
|
|
||||||
var p=document.getElementById('risk-panel'),b=document.getElementById('risk-btn');
|
|
||||||
p.classList.toggle('show');b.classList.toggle('open');
|
|
||||||
if(p.classList.contains('show')&&!p.dataset.loaded){loadRisk();p.dataset.loaded='1'}
|
|
||||||
}
|
|
||||||
function loadRisk(){
|
|
||||||
fetch('/cv/api/risk').then(function(r){return r.json()}).then(function(d){
|
|
||||||
if(d.error){document.getElementById('risk-stats').innerHTML='<div style="color:var(--tx);padding:8px">'+d.error+'</div>';return}
|
|
||||||
var pf=d.portfolio||{};
|
|
||||||
document.getElementById('risk-stats').innerHTML=
|
|
||||||
'<div class="stat"><div class="lbl">VaR 95%</div><div class="val dn">'+(pf.var_95*100).toFixed(2)+'%</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">CVaR 95%</div><div class="val dn">'+(pf.cvar_95*100).toFixed(2)+'%</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Max DD</div><div class="val dn">'+(pf.max_drawdown*100).toFixed(2)+'%</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Calmar</div><div class="val '+(pf.calmar_ratio>=0?'up':'dn')+'">'+pf.calmar_ratio.toFixed(2)+'</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Sharpe</div><div class="val '+(pf.sharpe>=0?'up':'dn')+'">'+pf.sharpe.toFixed(2)+'</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Sortino</div><div class="val">'+pf.sortino.toFixed(2)+'</div></div>';
|
|
||||||
// Correlation summary
|
|
||||||
var cs=d.correlation_summary||[];
|
|
||||||
var ch='<div style="font-size:10px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px;margin-bottom:6px">Strategy Correlations (|ρ| > 0.3)</div>';
|
|
||||||
if(cs.length===0){ch+='<span style="color:var(--tx)">No significant correlations found — strategies are well-diversified.</span>'}
|
|
||||||
else{for(var i=0;i<cs.length;i++){var c=cs[i],cls=c.level==='high'?'corr-high':'corr-med';ch+='<div><span class="'+cls+'">ρ='+(c.correlation>=0?'+':'')+c.correlation.toFixed(3)+'</span> '+c.pair+'</div>'}}
|
|
||||||
document.getElementById('risk-corr').innerHTML=ch;
|
|
||||||
// Mark loaded + store timestamp
|
|
||||||
window._riskLoaded=Date.now();
|
|
||||||
}).catch(function(e){document.getElementById('risk-stats').innerHTML='<div style="color:var(--rd);padding:8px">Failed: '+e.message+'</div>'})
|
|
||||||
}
|
|
||||||
// Auto-refresh risk panel when paper data updates (throttled to every 30s)
|
|
||||||
var _origRenPaper=renPaper;
|
|
||||||
renPaper=function(d){
|
|
||||||
_origRenPaper(d);
|
|
||||||
var p=document.getElementById('risk-panel');
|
|
||||||
if(p&&p.classList.contains('show')&&(!window._riskLoaded||Date.now()-window._riskLoaded>30000)){
|
|
||||||
loadRisk();
|
|
||||||
}
|
|
||||||
};
|
|
||||||
|
|
||||||
</script>
|
|
||||||
</body>
|
|
||||||
</html>
|
|
||||||
Reference in New Issue
Block a user