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merge: integra fase5 do Thiago (DOM, VWAP, big trades, trading, historical browser) mantendo fixes de ontem

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- Combina on_history_ready_callback (replay reset) com on_big_trade_callback (Thiago)
- DOM subscription + visualização no canvas
- VWAP e delta profile no volume profile
- Big trades com alerta visual no canvas
- Endpoints /trade/buy, /trade/sell para execução via MQL5
- Historical Browser: date picker no header, /history/load e /history/live
- Trading panel no sidebar com botões BUY/SELL
- config/settings.py: mantém USTEC como padrão, adiciona BIG_TRADE_THRESHOLD
- Todos os fixes de ontem preservados: broadcast live, history_ready, replay reset

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
rufinomec-afk
2026-06-08 11:22:13 -03:00
co-authored by Claude Sonnet 4.6
parent cc0e1bc3de 764822da46
commit b35fd2eb5a
8 changed files with 621 additions and 25 deletions
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config/settings.py
+2 -1
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@@ -13,9 +13,10 @@ 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 & Big Trades
IMBALANCE_RATIO = float(os.environ.get("IMBALANCE_RATIO", 3.0))
STACKED_MIN_COUNT = int(os.environ.get("STACKED_MIN_COUNT", 3))
BIG_TRADE_THRESHOLD = float(os.environ.get("BIG_TRADE_THRESHOLD", 50.0))
# WebSocket
WS_PORT = int(os.environ.get("WS_PORT", 6002))