ftdt-quant-lab

rams/ftdt-quant-lab

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Author	SHA1	Message	Date
ramseshk	140b0cc360	feat: full-information live terminal — all 10 modules with coefficients live/monitor_service.py — rewritten state() includes all 10: - Hawkes: 3x3 alpha excitation matrix, mu baseline per type, beta decay - Dealer GEX: net GEX (), pin levels, direction signal - Tick Regime: current/next tick size, boundary price, bars-to-cross - Triangular Arb: venue count, opportunities, best spread bps - Sequencer: stale-state detection, P50/P99 latency, event count - Full: prices, microstructure, HLP, whipsaw, liq, term, spoof live.html — complete rewrite: Bloomberg-terminal 4-column grid - Panel 1: Prices (mid, mark, oracle, premium, spread, funding) - Panel 2: Microstructure (OBI, best bid/ask, toxicity bar, branching ratio, sequencer latency P50/P99) - Panel 3: Composite Signals (HLP, Whipsaw w/countdown, Term Structure w/z-score, GEX w/signal, Tick Regime, Spoof probability bar) - Panel 4: Dealer GEX (net GEX bar, pin levels, direction) - Full-width: HLP Vault (total delta, assets, toxicity, per-coin signals) - Wide: Hawkes Coefficients (3x3 alpha matrix, mu per type, beta) - Liq Waterfall + Tri Arb + Sequencer + Tick Regime - Term Structure + Funding Whipsaw with countdown	2026-08-10 10:54:54 +08:00
ramseshk	27c096dc9e	feat: live monitoring dashboard — Bloomberg-terminal UI for all advanced modules live/monitor_service.py (LiveMonitorService): Background service running all 6 advanced monitors plus microstructure. Polls Hyperliquid REST API every 4s for prices, books, funding. Exposes unified state() method for the live dashboard API. dashboard/server.py: Added /api/monitors/status?coin=BTC — combined state of all monitors Added /api/monitors/hlp — HLP vault state Added /api/monitors/funding — funding whipsaw signal Added /api/monitors/spoof — spoof detector summary Added /live route serving the live dashboard Monitor service auto-starts on first API request dashboard/static/live.html: Professional dark-themed live monitoring dashboard. Three-column grid layout with real-time polling: - Price panel: mid, mark, oracle, premium, spread, funding - Microstructure panel: OBI, VPIN/toxicity bar, bid/ask depths - Composite signal panel: HLP signal, funding whipsaw signal, term structure signal, spoof probability bar, branching ratio - HLP Vault panel: total delta, assets tracked, toxicity %, overextended assets, per-coin rebalancing signals - Bottom row: Spoof Detector, Liquidation Waterfall, Term Structure - Coin selector (BTC/ETH) with color-coded signal rows - Auto-refreshes every 3s with live indicator Access: http://localhost:9175/live	2026-08-07 18:00:48 +08:00

Author

SHA1

Message

Date

ramseshk

140b0cc360

feat: full-information live terminal — all 10 modules with coefficients

live/monitor_service.py — rewritten state() includes all 10:
  - Hawkes: 3x3 alpha excitation matrix, mu baseline per type, beta decay
  - Dealer GEX: net GEX (), pin levels, direction signal
  - Tick Regime: current/next tick size, boundary price, bars-to-cross
  - Triangular Arb: venue count, opportunities, best spread bps
  - Sequencer: stale-state detection, P50/P99 latency, event count
  - Full: prices, microstructure, HLP, whipsaw, liq, term, spoof

live.html — complete rewrite: Bloomberg-terminal 4-column grid
  - Panel 1: Prices (mid, mark, oracle, premium, spread, funding)
  - Panel 2: Microstructure (OBI, best bid/ask, toxicity bar, branching ratio, sequencer latency P50/P99)
  - Panel 3: Composite Signals (HLP, Whipsaw w/countdown, Term Structure w/z-score, GEX w/signal, Tick Regime, Spoof probability bar)
  - Panel 4: Dealer GEX (net GEX bar, pin levels, direction)
  - Full-width: HLP Vault (total delta, assets, toxicity, per-coin signals)
  - Wide: Hawkes Coefficients (3x3 alpha matrix, mu per type, beta)
  - Liq Waterfall + Tri Arb + Sequencer + Tick Regime
  - Term Structure + Funding Whipsaw with countdown

2026-08-10 10:54:54 +08:00

ramseshk

27c096dc9e

feat: live monitoring dashboard — Bloomberg-terminal UI for all advanced modules

live/monitor_service.py (LiveMonitorService):
  Background service running all 6 advanced monitors plus microstructure.
  Polls Hyperliquid REST API every 4s for prices, books, funding.
  Exposes unified state() method for the live dashboard API.

dashboard/server.py:
  Added /api/monitors/status?coin=BTC — combined state of all monitors
  Added /api/monitors/hlp — HLP vault state
  Added /api/monitors/funding — funding whipsaw signal
  Added /api/monitors/spoof — spoof detector summary
  Added /live route serving the live dashboard
  Monitor service auto-starts on first API request

dashboard/static/live.html:
  Professional dark-themed live monitoring dashboard.
  Three-column grid layout with real-time polling:
  - Price panel: mid, mark, oracle, premium, spread, funding
  - Microstructure panel: OBI, VPIN/toxicity bar, bid/ask depths
  - Composite signal panel: HLP signal, funding whipsaw signal,
    term structure signal, spoof probability bar, branching ratio
  - HLP Vault panel: total delta, assets tracked, toxicity %,
    overextended assets, per-coin rebalancing signals
  - Bottom row: Spoof Detector, Liquidation Waterfall,
    Term Structure
  - Coin selector (BTC/ETH) with color-coded signal rows
  - Auto-refreshes every 3s with live indicator

Access: http://localhost:9175/live

2026-08-07 18:00:48 +08:00

2 Commits