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

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- 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
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4
data/exchanges/okx/collector.py
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@@ -402,7 +402,7 @@ class OKXCollector(BaseDataCollector):
if success and self.logger:
action = "Updated" if self.force_update_candles else "Stored"
self.logger.info(f"{self.component_name}: {action} candle: {candle.symbol} {candle.timeframe} at {candle.end_time} (force_update={self.force_update_candles}) - OHLCV: {candle.open}/{candle.high}/{candle.low}/{candle.close}, Vol: {candle.volume}, Trades: {candle.trade_count}")
self.logger.debug(f"{self.component_name}: {action} candle: {candle.symbol} {candle.timeframe} at {candle.end_time} (force_update={self.force_update_candles}) - OHLCV: {candle.open}/{candle.high}/{candle.low}/{candle.close}, Vol: {candle.volume}, Trades: {candle.trade_count}")
except DatabaseOperationError as e:
if self.logger:
@@ -488,7 +488,7 @@ class OKXCollector(BaseDataCollector):
"""
self._processed_candles += 1
if self.logger:
self.logger.info(f"{self.component_name}: Completed candle: {candle.symbol} {candle.timeframe} O:{candle.open} H:{candle.high} L:{candle.low} C:{candle.close} V:{candle.volume}")
self.logger.debug(f"{self.component_name}: Completed candle: {candle.symbol} {candle.timeframe} O:{candle.open} H:{candle.high} L:{candle.low} C:{candle.close} V:{candle.volume}")
# Store completed candle in market_data table
if candle.is_complete: