34 lines
946 B
Python
34 lines
946 B
Python
|
"""
|
||
|
|
Aggregation package for market data processing.
|
||
|
|
|
||
|
|
This package provides functionality for building OHLCV candles from trade data,
|
||
|
|
with support for both real-time and batch processing. It handles:
|
||
|
|
|
||
|
|
- Time-based bucketing of trades
|
||
|
|
- Real-time candle construction
|
||
|
|
- Batch processing for historical data
|
||
|
|
- Multiple timeframe support
|
||
|
|
|
||
|
|
Note: The actual class exports will be added here once the refactoring is complete.
|
||
|
|
"""
|
||
|
|
|
||
|
|
from .bucket import TimeframeBucket
|
||
|
|
from .realtime import RealTimeCandleProcessor
|
||
|
|
from .batch import BatchCandleProcessor
|
||
|
|
from .utils import (
|
||
|
|
aggregate_trades_to_candles,
|
||
|
|
validate_timeframe,
|
||
|
|
parse_timeframe
|
||
|
|
)
|
||
|
|
|
||
|
|
__all__ = [
|
||
|
|
'TimeframeBucket',
|
||
|
|
'RealTimeCandleProcessor',
|
||
|
|
'BatchCandleProcessor',
|
||
|
|
'aggregate_trades_to_candles',
|
||
|
|
'validate_timeframe',
|
||
|
|
'parse_timeframe'
|
||
|
|
]
|
||
|
|
|
||
|
|
# Placeholder for future imports and exports
|
||
|
|
# These will be added as we move the classes into their respective modules
|