Remove complete time series aggregation example and add data collection service implementation

- Deleted `example_complete_series_aggregation.py` as it is no longer needed.
- Introduced `data_collection_service.py`, a production-ready service for cryptocurrency market data collection with clean logging and robust error handling.
- Added configuration management for multiple trading pairs and exchanges, supporting health monitoring and graceful shutdown.
- Created `data_collection.json` for service configuration, including exchange settings and logging preferences.
- Updated `CandleProcessingConfig` to reflect changes in timeframes for candle processing.
- Enhanced documentation to cover the new data collection service and its configuration, ensuring clarity for users.
This commit is contained in:
Vasily.onl
2025-06-02 14:23:08 +08:00
parent 24b6a3feed
commit 1cca8cda16
9 changed files with 1161 additions and 244 deletions

View File

@@ -118,7 +118,7 @@ class OHLCVCandle:
@dataclass
class CandleProcessingConfig:
"""Configuration for candle processing - shared across exchanges."""
timeframes: List[str] = field(default_factory=lambda: ['1s', '5s', '1m', '5m', '15m', '1h'])
timeframes: List[str] = field(default_factory=lambda: ['5s', '1m', '5m', '15m', '1h'])
auto_save_candles: bool = True
emit_incomplete_candles: bool = False
max_trades_per_candle: int = 100000 # Safety limit