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feat: visual e coleta de dados do footprint chart

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- Footprint bars bid/ask por nível com cor dominante
- Painel inferior duplo: volume (barras) + delta (blocos azul/laranja)
- Linha de preço atual ciano dashed com tag no eixo
- Timestamp por cluster no eixo X
- Drag no eixo de tempo para zoom horizontal
- Drag no eixo de preço para ajustar step multiplier
- Coleta de volume via price-step method para delta correto
- Guard is_live para evitar flood de WebSocket no replay histórico
- total_ticks adicionado ao aggregator

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
rufinomec-afk
2026-06-06 14:57:02 -03:00
co-authored by Claude Sonnet 4.6
parent 0a185c0223
commit 11a0921e20
7 changed files with 464 additions and 258 deletions
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config/settings.py
+7 -7
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@@ -4,14 +4,14 @@ import os
MT5_LOGIN = int(os.environ.get("MT5_LOGIN", 0)) # seu número de conta
MT5_PASSWORD = os.environ.get("MT5_PASSWORD", "") # sua senha
MT5_SERVER = os.environ.get("MT5_SERVER", "") # nome do servidor (ex: "XPInvestimentos-Real")
MT5_SYMBOL = os.environ.get("MT5_SYMBOL", "EURUSD") # símbolo padrão
MT5_SYMBOL = os.environ.get("MT5_SYMBOL", "USTEC") # símbolo padrão
# Cluster
CLUSTER_RANGE_POINTS = int(os.environ.get("CLUSTER_RANGE_POINTS", 10))
CLUSTER_VOLUME_MAX = float(os.environ.get("CLUSTER_VOLUME_MAX", 1000))
CLUSTER_DELTA_MAX = float(os.environ.get("CLUSTER_DELTA_MAX", 500))
CLUSTER_TIME_SECONDS = float(os.environ.get("CLUSTER_TIME_SECONDS", 60))
CLUSTER_CLOSE_MODE = os.environ.get("CLUSTER_CLOSE_MODE", "range") # "range" | "volume" | "delta" | "time"
CLUSTER_RANGE_POINTS = float(os.environ.get("CLUSTER_RANGE_POINTS", 50.0))
CLUSTER_VOLUME_MAX = float(os.environ.get("CLUSTER_VOLUME_MAX", 100000))
CLUSTER_DELTA_MAX = float(os.environ.get("CLUSTER_DELTA_MAX", 800))
CLUSTER_TIME_SECONDS = float(os.environ.get("CLUSTER_TIME_SECONDS", 300))
CLUSTER_CLOSE_MODE = os.environ.get("CLUSTER_CLOSE_MODE", "delta") # "range" | "volume" | "delta" | "time"
# Imbalance
IMBALANCE_RATIO = float(os.environ.get("IMBALANCE_RATIO", 3.0))
@@ -19,4 +19,4 @@ STACKED_MIN_COUNT = int(os.environ.get("STACKED_MIN_COUNT", 3))
# WebSocket
WS_PORT = int(os.environ.get("WS_PORT", 6002))
HISTORY_BUFFER_SIZE = int(os.environ.get("HISTORY_BUFFER_SIZE", 50))
HISTORY_BUFFER_SIZE = int(os.environ.get("HISTORY_BUFFER_SIZE", 500))