Files
ftdt-quant-lab/dashboard/server.py
T
ramseshk e4de21192a Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard
Backtest detail: openDetail() now fetches full backtest JSON from the API
instead of showing "Full trade data not in summary". Renders equity curve
chart + full trade history table with 100 rows.

Backtest reproducibility: replaced hash(key) with fixed per-strategy seeds.
Python's hash() is randomized per process (PYTHONHASHSEED), causing wildly
different results for same strategy across runs. Now deterministic.

Server: added total_trades and sortino to /api/backtests summary response.

Paper trader: fixed Avellaneda-Stoikov simulate using TAKER_FEE instead of
MAKER_FEE. Lowered OBI signal threshold from 5bps to 1.5bps for flat markets.

Live node: added None-guard in get_mark_prices — Hyperliquid testnet API
sometimes returns null, crashing the node. Wrapped in try/except.
2026-08-04 07:07:15 +00:00

239 lines
9.2 KiB
Python

"""
Dashboard backend — WebSocket metrics server.
Reads live metrics from a shared JSON file (written by the live node)
and serves backtest results from disk. Streams everything to
connected dashboard clients via WebSocket.
Architecture:
- /ws — WebSocket for real-time streaming
- /backtests — list available backtest results
- /backtest/{name} — serve specific backtest result
- / — static HTML dashboard
Usage:
python dashboard/server.py --port 9175
"""
import asyncio
import json
import os
import time
import threading
from pathlib import Path
from typing import Optional
from fastapi import FastAPI, WebSocket, WebSocketDisconnect
from fastapi.staticfiles import StaticFiles
from fastapi.responses import FileResponse, JSONResponse
import uvicorn
# ═══════════════════════════════════════════════════════════
# Constants
# ═══════════════════════════════════════════════════════════
METRICS_FILE = "/tmp/ftdt-metrics.json"
PAPER_METRICS_FILE = "/tmp/ftdt-paper-metrics.json"
BACKTEST_DIR = "/home/debian/ftdt-quant-lab/backtests/results"
STATIC_DIR = Path(__file__).parent / "static"
# Ensure backtest dir exists
os.makedirs(BACKTEST_DIR, exist_ok=True)
# ═══════════════════════════════════════════════════════════
# App
# ═══════════════════════════════════════════════════════════
app = FastAPI(title="FTDT Quant Lab Dashboard")
connected_clients: set[WebSocket] = set()
paper_clients: set[WebSocket] = set()
loop: Optional[asyncio.AbstractEventLoop] = None
# ═══════════════════════════════════════════════════════════
# Metrics reader
# ═══════════════════════════════════════════════════════════
def read_metrics() -> dict:
"""Read the shared metrics file written by the live node."""
try:
if os.path.exists(METRICS_FILE):
with open(METRICS_FILE) as f:
return json.load(f)
except (json.JSONDecodeError, IOError):
pass
return _empty_metrics()
def _empty_metrics() -> dict:
return {
"timestamp": time.time(),
"wallet": "0x...",
"total_equity": 898.0,
"total_pnl": 0.0,
"total_pnl_pct": 0.0,
"equity_history": [],
"strategies": {},
"trades": [],
"status": "starting",
}
def read_paper_metrics() -> dict:
"""Read paper trading metrics file."""
try:
if os.path.exists(PAPER_METRICS_FILE):
with open(PAPER_METRICS_FILE) as f:
return json.load(f)
except (json.JSONDecodeError, IOError):
pass
return {"status": "waiting", "mode": "paper", "strategies": {}, "trades": [], "equity_history": [], "total_pnl": 0, "total_equity": 100000}
# ═══════════════════════════════════════════════════════════
# Background broadcaster
# ═══════════════════════════════════════════════════════════
async def broadcast_to_client(ws: WebSocket, payload: str):
try:
await ws.send_text(payload)
except Exception:
connected_clients.discard(ws)
def broadcast_loop():
"""Continuously read metrics and broadcast to all clients."""
while True:
time.sleep(1)
data = read_metrics()
payload = json.dumps(data, default=str)
for ws in list(connected_clients):
if loop:
asyncio.run_coroutine_threadsafe(
broadcast_to_client(ws, payload), loop
)
# Also broadcast paper metrics
paper_data = read_paper_metrics()
paper_payload = json.dumps(paper_data, default=str)
for ws in list(paper_clients):
if loop:
asyncio.run_coroutine_threadsafe(
broadcast_to_client(ws, paper_payload), loop
)
# ═══════════════════════════════════════════════════════════
# WebSocket
# ═══════════════════════════════════════════════════════════
@app.websocket("/ws")
async def websocket_endpoint(websocket: WebSocket):
await websocket.accept()
connected_clients.add(websocket)
try:
# Send initial state immediately
data = read_metrics()
await websocket.send_text(json.dumps(data, default=str))
while True:
await asyncio.sleep(30)
except WebSocketDisconnect:
connected_clients.discard(websocket)
@app.websocket("/ws/paper")
async def paper_websocket_endpoint(websocket: WebSocket):
await websocket.accept()
paper_clients.add(websocket)
try:
data = read_paper_metrics()
await websocket.send_text(json.dumps(data, default=str))
while True:
await asyncio.sleep(30)
except WebSocketDisconnect:
paper_clients.discard(websocket)
# ═══════════════════════════════════════════════════════════
# Backtest endpoints
# ═══════════════════════════════════════════════════════════
@app.get("/api/backtests")
async def list_backtests():
"""List all saved backtest results."""
results = []
if os.path.isdir(BACKTEST_DIR):
for fname in sorted(os.listdir(BACKTEST_DIR), reverse=True):
if fname.endswith(".json"):
fpath = os.path.join(BACKTEST_DIR, fname)
try:
with open(fpath) as f:
data = json.load(f)
results.append({
"name": fname.replace(".json", ""),
"strategy": data.get("strategy", "unknown"),
"start": data.get("start_time"),
"end": data.get("end_time"),
"sharpe": data.get("sharpe", 0),
"sortino": data.get("sortino", 0),
"pnl_pct": data.get("pnl_pct", 0),
"max_dd": data.get("max_dd", 0),
"win_rate": data.get("win_rate", 0),
"total_trades": data.get("total_trades", 0),
})
except (json.JSONDecodeError, IOError):
pass
return JSONResponse(results)
@app.get("/api/backtest/{name}")
async def get_backtest(name: str):
"""Get full backtest result data."""
fpath = os.path.join(BACKTEST_DIR, f"{name}.json")
if os.path.exists(fpath):
with open(fpath) as f:
return JSONResponse(json.load(f))
return JSONResponse({"error": "not found"}, status_code=404)
# ═══════════════════════════════════════════════════════════
# Static
# ═══════════════════════════════════════════════════════════
@app.get("/")
async def root():
return FileResponse(STATIC_DIR / "index.html")
app.mount("/static", StaticFiles(directory=str(STATIC_DIR)), name="static")
# ═══════════════════════════════════════════════════════════
# Main
# ═══════════════════════════════════════════════════════════
def main():
import argparse
parser = argparse.ArgumentParser()
parser.add_argument("--port", type=int, default=9175)
parser.add_argument("--host", default="0.0.0.0")
args = parser.parse_args()
global loop
loop = asyncio.new_event_loop()
asyncio.set_event_loop(loop)
# Start metrics broadcaster
broadcaster = threading.Thread(target=broadcast_loop, daemon=True)
broadcaster.start()
print(f"FTDT Quant Lab Dashboard")
print(f" http://{args.host}:{args.port}")
print(f" WebSocket: ws://{args.host}:{args.port}/ws")
print(f" Backtests: /api/backtests")
uvicorn.run(app, host=args.host, port=args.port, log_level="warning")
if __name__ == "__main__":
main()