P3-1: Scan optimization — only BG↔HL (50+ pair combos → 2)
P3-2: Real-time spread chart — spreadHistory ring buffer +
/api/spread-history endpoint + Chart.js spread chart
P3-3: Live position PnL — positions SSE now includes
estimated current profit/loss + current spread
P3-4: Real-time trade events — trader.OnTradeEvent callback
fires SSE 'trade_open' / 'trade_close' immediately
P3-5: Connection status monitoring — tracks last update time
per exchange, broadcast via stats.connections + /api/connections
Frontend: spread chart card, PnL column in positions,
connection status dots in stats bar,
green/red border flash on trade events
508 lines
15 KiB
JavaScript
508 lines
15 KiB
JavaScript
/* ============================================================
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Exchange Monitor Dashboard — Frontend Logic v3 (P3)
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============================================================ */
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(function() {
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'use strict';
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// ---- DOM refs ----
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const $ = id => document.getElementById(id);
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const els = {
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clock: $('clock'),
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connStatus: $('conn-status'),
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connDetail: $('conn-detail'),
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pricesAge: $('prices-age'),
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priceBody: $('price-body'),
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arbBody: $('arb-body'),
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posBody: $('positions-body'),
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tradesBody: $('trades-body'),
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statTotal: $('stat-total'),
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statConv: $('stat-converged'),
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statDiv: $('stat-diverged'),
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statFlat: $('stat-flat'),
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statPos: $('stat-positions'),
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statCoins: $('stat-coins'),
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chartCoin: $('chart-coin'),
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chartExch: $('chart-exchange'),
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chartCanvas: $('priceChart'),
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spreadCoin: $('spread-coin'),
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spreadCanvas: $('spreadChart'),
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};
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// ---- Clock ----
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function updateClock() {
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const now = new Date();
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els.clock.textContent = now.toLocaleTimeString('zh-CN', { hour12: false });
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}
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setInterval(updateClock, 1000);
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updateClock();
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const EXCHANGES = ['Binance', 'HyperLiquid', 'Bitget', 'dYdX'];
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const COINS = ['DOGE', 'LINK', 'ONDO', 'OP', 'WIF', 'ARB'];
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function formatPrice(p) {
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if (p == null || p <= 0) return '-';
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if (p >= 100) return p.toFixed(2);
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if (p >= 1) return p.toFixed(4);
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return p.toFixed(6);
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}
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function priceClass(last, cur) {
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if (last == null || cur == null) return '';
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return cur > last ? 'text-green' : cur < last ? 'text-red' : '';
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}
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function pnlClass(val) {
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if (val == null) return '';
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return val > 0 ? 'text-green' : val < 0 ? 'text-red' : '';
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}
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// ---- Price cache for chart data ----
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const priceCache = {};
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// ---- SSE Connection ----
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let eventSource = null;
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function connectSSE() {
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if (eventSource) eventSource.close();
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eventSource = new EventSource('/events');
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eventSource.addEventListener('connected', () => {
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els.connStatus.textContent = '● 已连接';
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els.connStatus.className = 'status-online';
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});
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eventSource.onerror = () => {
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els.connStatus.textContent = '● 已断开 (重连中...)';
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els.connStatus.className = 'status-offline';
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setTimeout(connectSSE, 3000);
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};
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eventSource.onmessage = (e) => {
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try {
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const msg = JSON.parse(e.data);
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const handler = eventHandlers[msg.event];
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if (handler) handler(msg.data);
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} catch(err) {
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// ignore parse errors
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}
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};
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}
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// ---- Event Handlers ----
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const eventHandlers = {};
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eventHandlers.prices = (prices) => {
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if (!prices || prices.length === 0) return;
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let html = '';
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let coinsOnline = 0;
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for (const coin of COINS) {
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const row = prices.find(p => p.coin === coin);
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if (!row) {
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html += `<tr><td>${coin}</td>${EXCHANGES.map(() => '<td class="text-dim">-</td>').join('')}<td class="text-dim">-</td></tr>`;
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continue;
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}
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coinsOnline++;
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const cells = EXCHANGES.map(ex => {
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const p = row[ex];
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const sp = row[ex + '_spread'];
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const key = coin + '.' + ex;
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const prev = priceCache[key];
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const curP = p || 0;
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const cls = prev ? priceClass(prev.last, curP) : '';
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if (prev) {
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prev.last = curP;
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} else {
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priceCache[key] = { last: curP, points: [] };
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}
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if (p > 0) {
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if (!priceCache[key]) priceCache[key] = { last: p, points: [] };
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priceCache[key].points.push({ t: Date.now(), p: p });
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if (priceCache[key].points.length > 500) {
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priceCache[key].points = priceCache[key].points.slice(-500);
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}
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}
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let display = formatPrice(p);
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if (sp && sp > 0.01) {
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display += `<span class="text-dim" style="font-size:10px"> (${sp.toFixed(3)}%)</span>`;
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}
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return `<td class="${cls}">${display}</td>`;
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});
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// P3-2: Add spread column
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const spread = row['bg_hl_spread'];
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const spreadCls = spread > 0.1 ? 'text-green' : spread < -0.1 ? 'text-red' : '';
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const spreadStr = spread != null ? spread.toFixed(4) + '%' : '-';
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html += `<tr><td><strong>${coin}</strong></td>${cells.join('')}<td class="${spreadCls}">${spreadStr}</td></tr>`;
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}
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els.priceBody.innerHTML = html;
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els.pricesAge.textContent = new Date().toLocaleTimeString('zh-CN', { hour12: false });
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updateChartSelectors(prices);
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};
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eventHandlers.arb = (opps) => {
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if (!opps || opps.length === 0) {
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els.arbBody.innerHTML = '<tr><td colspan="5" class="text-dim">暂无套利机会</td></tr>';
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return;
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}
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const html = opps.slice(0, 10).map(opp => {
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const cls = opp.net_profit > 0.1 ? 'text-green' : opp.net_profit > 0.05 ? 'text-yellow' : '';
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return `<tr>
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<td>${opp.coin}</td>
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<td>${opp.direction}</td>
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<td class="text-right">${formatPrice(opp.buy_price)}</td>
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<td class="text-right">${formatPrice(opp.sell_price)}</td>
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<td class="text-right ${cls}"><strong>${opp.net_profit.toFixed(4)}</strong></td>
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</tr>`;
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}).join('');
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els.arbBody.innerHTML = html;
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};
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// P3-3: Positions with live PnL
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eventHandlers.positions = (positions) => {
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if (!positions || positions.length === 0) {
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els.posBody.innerHTML = '<tr><td colspan="8" class="text-dim">无持仓</td></tr>';
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return;
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}
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const html = positions.map(p => {
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const pnl = p.pnl_est;
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const pnlStr = pnl != null ? pnl.toFixed(4) + '%' : '-';
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const curSpread = p.current_spread != null ? p.current_spread.toFixed(4) + '%' : '-';
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return `<tr>
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<td><strong>${p.coin}</strong></td>
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<td>${p.direction}</td>
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<td class="text-right">$${p.amount_usd.toFixed(0)}</td>
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<td class="text-right">${p.entry_spread.toFixed(4)}%</td>
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<td class="text-right">${curSpread}</td>
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<td class="text-right ${pnlClass(pnl)}"><strong>${pnlStr}</strong></td>
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<td class="text-right">${p.scales}</td>
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<td>${p.duration}</td>
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</tr>`;
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}).join('');
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els.posBody.innerHTML = html;
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};
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// P3-5: Connection status in stats
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eventHandlers.stats = (stats) => {
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els.statTotal.textContent = stats.total_trades || 0;
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els.statConv.textContent = stats.converged || 0;
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els.statDiv.textContent = stats.diverged || 0;
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els.statFlat.textContent = stats.flat || 0;
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els.statPos.textContent = stats.open_positions || 0;
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els.statCoins.textContent = stats.coins || 0;
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// Connection status dots
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if (stats.connections) {
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const dots = Object.entries(stats.connections).map(([ex, status]) => {
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const color = status === 'online' ? '#3fb950' : status === 'stale' ? '#d29922' : '#f85149';
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return `<span style="color:${color}">●</span> ${ex}`;
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}).join(' ');
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els.connDetail.innerHTML = dots;
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}
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};
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// P3-4: Real-time trade events
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eventHandlers.trade_open = (trade) => {
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// Flash the positions card to draw attention
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const card = $('positions-card');
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card.style.transition = 'border-color 0.3s';
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card.style.borderColor = '#3fb950';
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setTimeout(() => { card.style.borderColor = ''; }, 2000);
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// Refresh trades table
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setTimeout(loadTrades, 500);
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};
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eventHandlers.trade_close = (trade) => {
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const card = $('trades-card');
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card.style.transition = 'border-color 0.3s';
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card.style.borderColor = trade.pnl_pct > 0 ? '#3fb950' : '#f85149';
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setTimeout(() => { card.style.borderColor = ''; }, 2000);
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setTimeout(loadTrades, 500);
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};
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// ---- Price Chart ----
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let priceChart = null;
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function initPriceChart() {
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const ctx = els.chartCanvas.getContext('2d');
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priceChart = new Chart(ctx, {
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type: 'line',
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data: { datasets: [{
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label: 'Price',
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data: [],
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borderColor: '#58a6ff',
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backgroundColor: 'rgba(88, 166, 255, 0.1)',
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borderWidth: 2,
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pointRadius: 0,
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fill: true,
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tension: 0.2,
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}] },
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options: {
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responsive: true,
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maintainAspectRatio: false,
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animation: { duration: 0 },
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plugins: {
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legend: { display: false },
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tooltip: {
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mode: 'index', intersect: false,
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callbacks: {
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title: (items) => items.length ? new Date(items[0].parsed.x).toLocaleTimeString('zh-CN', { hour12: false }) : '',
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label: (item) => item.parsed.y.toFixed(4),
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},
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},
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},
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scales: {
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x: {
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type: 'linear',
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ticks: {
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color: '#8b949e', maxTicksLimit: 10,
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callback: (v) => new Date(v).toLocaleTimeString('zh-CN', { hour12: false, hour: '2-digit', minute: '2-digit' }),
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},
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grid: { color: 'rgba(48,54,61,0.5)' },
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},
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y: {
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ticks: { color: '#8b949e', callback: (v) => v.toFixed(4) },
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grid: { color: 'rgba(48,54,61,0.3)' },
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},
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},
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},
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});
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}
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// ---- P3-2: Spread Chart ----
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let spreadChart = null;
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function initSpreadChart() {
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const ctx = els.spreadCanvas.getContext('2d');
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spreadChart = new Chart(ctx, {
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type: 'line',
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data: { datasets: [{
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label: 'BG↔HL Spread %',
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data: [],
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borderColor: '#d29922',
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backgroundColor: 'rgba(210, 153, 34, 0.1)',
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borderWidth: 2,
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pointRadius: 0,
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fill: true,
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tension: 0.2,
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}] },
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options: {
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responsive: true,
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maintainAspectRatio: false,
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animation: { duration: 0 },
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plugins: {
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legend: { display: false },
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tooltip: {
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mode: 'index', intersect: false,
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callbacks: {
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title: (items) => items.length ? new Date(items[0].parsed.x).toLocaleTimeString('zh-CN', { hour12: false }) : '',
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label: (item) => item.parsed.y.toFixed(4) + '%',
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},
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},
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},
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scales: {
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x: {
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type: 'linear',
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ticks: {
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color: '#8b949e', maxTicksLimit: 10,
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callback: (v) => new Date(v).toLocaleTimeString('zh-CN', { hour12: false, hour: '2-digit', minute: '2-digit' }),
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},
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grid: { color: 'rgba(48,54,61,0.5)' },
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},
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y: {
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ticks: { color: '#8b949e', callback: (v) => v.toFixed(3) + '%' },
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grid: { color: 'rgba(48,54,61,0.3)' },
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},
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},
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},
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});
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}
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// ---- Chart Selectors ----
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function updateChartSelectors(prices) {
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const coinSel = els.chartCoin;
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const exSel = els.chartExch;
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const spreadSel = els.spreadCoin;
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// Price chart coin selector
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if (coinSel.options.length <= 1) {
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const cur = coinSel.value;
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coinSel.innerHTML = '<option value="">-- 选择币种 --</option>';
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for (const row of prices) {
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const opt = document.createElement('option');
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opt.value = row.coin; opt.textContent = row.coin;
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coinSel.appendChild(opt);
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}
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if (cur) coinSel.value = cur;
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else if (prices.length > 0) coinSel.value = prices[0].coin;
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}
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// Price chart exchange selector
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if (exSel.options.length <= 1) {
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exSel.innerHTML = '<option value="">-- 选择交易所 --</option>';
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for (const ex of EXCHANGES) {
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const opt = document.createElement('option');
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opt.value = ex; opt.textContent = ex;
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exSel.appendChild(opt);
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}
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exSel.value = 'HyperLiquid';
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}
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// Spread chart coin selector
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if (spreadSel.options.length <= 1) {
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const cur = spreadSel.value;
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spreadSel.innerHTML = '<option value="">-- 选择币种 --</option>';
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for (const row of prices) {
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const opt = document.createElement('option');
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opt.value = row.coin; opt.textContent = row.coin;
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spreadSel.appendChild(opt);
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}
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if (cur) spreadSel.value = cur;
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else if (prices.length > 0) spreadSel.value = prices[0].coin;
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}
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// Update charts on selection change
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const selCoin = coinSel.value, selEx = exSel.value;
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if (selCoin && selEx) updatePriceChart(selCoin, selEx);
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const spCoin = spreadSel.value;
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if (spCoin) updateSpreadChart(spCoin);
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}
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function updatePriceChart(coin, exchange) {
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const key = coin + '.' + exchange;
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const cache = priceCache[key];
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if (!cache || !cache.points || cache.points.length < 2) {
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if (priceChart) {
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priceChart.data.datasets[0].data = [];
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priceChart.data.datasets[0].label = `${coin} @ ${exchange}`;
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priceChart.update('none');
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}
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return;
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}
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const data = cache.points.map(p => ({ x: p.t, y: p.p }));
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if (priceChart) {
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priceChart.data.datasets[0].data = data;
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priceChart.data.datasets[0].label = `${coin} @ ${exchange}`;
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priceChart.update('none');
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}
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}
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async function updateSpreadChart(coin) {
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try {
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const resp = await fetch(`/api/spread-history?coin=${coin}`);
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const data = await resp.json();
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const pts = data.points || [];
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if (pts.length < 2) {
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if (spreadChart) {
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spreadChart.data.datasets[0].data = [];
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spreadChart.data.datasets[0].label = `${coin} BG↔HL`;
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spreadChart.update('none');
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}
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return;
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}
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const chartData = pts.map(p => ({ x: p.t, y: p.s }));
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if (spreadChart) {
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spreadChart.data.datasets[0].data = chartData;
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spreadChart.data.datasets[0].label = `${coin} BG↔HL`;
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spreadChart.update('none');
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}
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} catch (err) {
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// ignore
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}
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}
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// ---- Chart controls ----
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els.chartCoin.addEventListener('change', () => {
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const coin = els.chartCoin.value;
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const ex = els.chartExch.value;
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if (coin && ex) updatePriceChart(coin, ex);
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});
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els.chartExch.addEventListener('change', () => {
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const coin = els.chartCoin.value;
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const ex = els.chartExch.value;
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if (coin && ex) updatePriceChart(coin, ex);
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});
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els.spreadCoin.addEventListener('change', () => {
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if (els.spreadCoin.value) updateSpreadChart(els.spreadCoin.value);
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});
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// ---- Auto-refresh charts ----
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setInterval(() => {
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const coin = els.chartCoin.value;
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const ex = els.chartExch.value;
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if (coin && ex) updatePriceChart(coin, ex);
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}, 2000);
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setInterval(() => {
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if (els.spreadCoin.value) updateSpreadChart(els.spreadCoin.value);
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}, 3000);
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// ---- Trades from API ----
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async function loadTrades() {
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try {
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const resp = await fetch('/api/trades');
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const data = await resp.json();
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const trades = data.trades || [];
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if (trades.length === 0) {
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els.tradesBody.innerHTML = '<tr><td colspan="8" class="text-dim">暂无交易记录</td></tr>';
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return;
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}
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const html = trades.slice(0, 20).map(t => {
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const pnlCls = t.NetPnl > 0 ? 'text-green' : t.NetPnl < 0 ? 'text-red' : '';
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const convCls = t.Convergence === '价差收敛' ? 'text-green' :
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t.Convergence === '价差发散' ? 'text-red' : 'text-yellow';
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return `<tr>
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<td class="text-dim">${t.ClosedAt ? new Date(t.ClosedAt).toLocaleTimeString('zh-CN', { hour12: false }) : '-'}</td>
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<td><strong>${t.Coin}</strong></td>
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<td>${t.Direction}</td>
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<td class="text-right">${t.EntrySpread != null ? t.EntrySpread.toFixed(4) : '-'}</td>
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<td class="text-right">${t.ExitSpread != null ? t.ExitSpread.toFixed(4) : '-'}</td>
|
|
<td class="text-right ${pnlCls}"><strong>${t.NetPnl != null ? t.NetPnl.toFixed(4) : '-'}</strong></td>
|
|
<td class="${convCls}">${t.Convergence || '-'}</td>
|
|
<td>${t.ExitReason || '-'}</td>
|
|
</tr>`;
|
|
}).join('');
|
|
|
|
els.tradesBody.innerHTML = html;
|
|
} catch (err) {
|
|
els.tradesBody.innerHTML = '<tr><td colspan="8" class="text-red">加载失败</td></tr>';
|
|
}
|
|
}
|
|
|
|
// ---- Init ----
|
|
function init() {
|
|
connectSSE();
|
|
initPriceChart();
|
|
initSpreadChart();
|
|
loadTrades();
|
|
setInterval(loadTrades, 10000);
|
|
}
|
|
|
|
if (document.readyState === 'loading') {
|
|
document.addEventListener('DOMContentLoaded', init);
|
|
} else {
|
|
init();
|
|
}
|
|
|
|
})();
|