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