fvg and ob indicators

Front-end start

backend/api/routes.py

@@ -0,0 +1,56 @@
+from fastapi import FastAPI
+from fastapi.middleware.cors import CORSMiddleware
+from data.loader import load_candles, resample_candles
+from indicators.market_structure import find_swing_points, detect_structure
+from indicators.liquidity import find_liquidity_levels
+from indicators.fvg import find_fvgs
+from indicators.order_blocks import find_order_blocks
+import sys
+import os
+sys.path.insert(0, os.path.dirname(os.path.dirname(__file__)))
+
+app = FastAPI()
+
+app.add_middleware(
+    CORSMiddleware,
+    allow_origins=["*"],
+    allow_methods=["*"],
+    allow_headers=["*"],
+)
+
+@app.get("/api/candles")
+def get_candles(timeframe: int = 5):
+    candles_1m = load_candles("data/data.csv")
+    candles = resample_candles(candles_1m, period=timeframe)
+
+    return {
+        "candles": [
+            {
+                "time": c.time_open.isoformat(),
+                "open": c.open,
+                "high": c.high,
+                "low": c.low,
+                "close": c.close
+            }
+            for c in candles
+        ]
+    }
+
+@app.get("/api/indicators")
+def get_indicators(timeframe: int = 5):
+    candles_1m = load_candles("data/data.csv")
+    candles = resample_candles(candles_1m, period=timeframe)
+
+    swings = find_swing_points(candles)
+    structure = detect_structure(swings)
+    levels = find_liquidity_levels(swings)
+    fvgs = find_fvgs(candles)
+    obs = find_order_blocks(candles, structure)
+
+    return {
+        "swings": swings,
+        "structure": structure,
+        "liquidity": levels,
+        "fvgs": fvgs,
+        "order_blocks": obs
+    }

backend/indicators/fvg.py

@@ -0,0 +1,27 @@
+def find_fvgs(candles):
+    fvgs = []
+
+    for i in range(2, len(candles)):
+        c1 = candles[i - 2]
+        c2 = candles[i - 1]
+        c3 = candles[i]
+
+        # Bullish
+        if c1.high < c3.low:
+            fvgs.append({
+                "index": i - 1,
+                "type": "bullish",
+                "top": c3.low,
+                "bottom": c1.high
+            })
+
+        # bearish
+        elif c1.low > c3.high:
+            fvgs.append({
+                "index": i - 1,
+                "type": "bearish",
+                "top": c1.low,
+                "bottom": c3.high
+            })
+
+    return fvgs

backend/indicators/order_blocks.py

@@ -0,0 +1,31 @@
+def find_order_blocks(candles, structure, min_impulse=0.10):
+    obs = []
+
+    for point in structure:
+        if point["label"] == "HH":
+            # Bullish break of structure, look back for last bearish candle
+            idx = point["index"]
+            for j in range(idx - 1, max(idx - 20, 0), -1):
+                if candles[j].close < candles[j].open:
+                    obs.append({
+                        "index": j,
+                        "type": "bullish",
+                        "top": candles[j].open,
+                        "bottom": candles[j].close
+                    })
+                    break
+
+        elif point["label"] == "LL":
+            # Bearish break of structure, look back for last bullish candle
+            idx = point["index"]
+            for j in range(idx - 1, max(idx - 20, 0), -1):
+                if candles[j].close > candles[j].open:
+                    obs.append({
+                        "index": j,
+                        "type": "bearish",
+                        "top": candles[j].close,
+                        "bottom": candles[j].open
+                    })
+                    break
+
+    return obs

backend/run.py

@@ -1,10 +1,8 @@
-from data.loader import load_candles
+from data.loader import load_candles, resample_candles
 from indicators.market_structure import find_swing_points, detect_structure
 from indicators.liquidity import find_liquidity_levels
-
-candles = load_candles("data/data.csv")
-print(f"Loaded {len(candles)} candles")
-from data.loader import load_candles, resample_candles
+from indicators.fvg import find_fvgs
+from indicators.order_blocks import find_order_blocks
 
 candles_1m = load_candles("data/data.csv")
 candles_3m = resample_candles(candles_1m, period=3)
@@ -15,9 +13,16 @@ print(f"3m: {len(candles_3m)} candles")
 print(f"5m: {len(candles_5m)} candles")
 
 swings = find_swing_points(candles_5m)
+structure = detect_structure(swings)
 levels = find_liquidity_levels(swings)
-print(f"Swing points: {len(swings)}")
-print(f"Liquidity levels: {len(levels)}")
-for l in levels[:5]:
-    print(l)
+fvgs = find_fvgs(candles_5m)
+obs = find_order_blocks(candles_5m, structure)
 
+print(f"Swing points: {len(swings)}")
+print(f"Structure points: {len(structure)}")
+print(f"Liquidity levels: {len(levels)}")
+print(f"FVGs: {len(fvgs)}")
+print(f"Order blocks: {len(obs)}")
+
+for o in obs[:5]:
+    print(o)