14 Commits

Author SHA1 Message Date
Vasily.onl
8572a7a387 fixed 'store_raw_data' 2025-06-06 12:07:27 +08:00
Vasily.onl
371c0a4591 Eliminates the "coroutine was never awaited" warnings
 Properly handles lock acquisition with timeout
 Maintains the same functionality (timeout protection for lock acquisition)
 Ensures proper lock cleanup in the finally block
2025-06-03 13:11:51 +08:00
Vasily.onl
d508616677 fix recursion error on reconnection 2025-06-03 11:42:10 +08:00
Vasily.onl
01cea1d5e5 Enhance OKX WebSocket client with improved task management and error handling
- Implemented enhanced task synchronization to prevent race conditions during WebSocket operations.
- Introduced reconnection locking to avoid concurrent reconnection attempts.
- Improved error handling in message processing and reconnection logic, ensuring graceful shutdown and task management.
- Added unit tests to verify the stability and reliability of the WebSocket client under concurrent operations.
2025-06-02 23:14:04 +08:00
Vasily.onl
1cca8cda16 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.
2025-06-02 14:23:08 +08:00
Vasily.onl
24b6a3feed Add technical indicators module for OHLCV data analysis
- Introduced `indicators.py` containing implementations for SMA, EMA, RSI, MACD, and Bollinger Bands, optimized for handling sparse OHLCV data.
- Added `IndicatorResult` dataclass to encapsulate results of indicator calculations.
- Implemented methods for calculating multiple indicators efficiently with JSON configuration support and validation.
- Updated `__init__.py` to include new indicators in the module's exports.
- Enhanced documentation to cover the new technical indicators module, including usage examples and integration details.
- Added comprehensive unit tests to ensure accuracy and robustness of the indicators module.
2025-06-02 13:42:00 +08:00
Vasily.onl
cffc54b648 Add complete time series aggregation example and refactor OKXCollector for repository pattern
- Introduced `example_complete_series_aggregation.py` to demonstrate time series aggregation, emitting candles even when no trades occur.
- Implemented `CompleteSeriesProcessor` extending `RealTimeCandleProcessor` to handle time-based candle emission and empty candle creation.
- Refactored `OKXCollector` to utilize the new repository pattern for database operations, enhancing modularity and maintainability.
- Updated database operations to centralize data handling through `DatabaseOperations`, improving error handling and logging.
- Enhanced documentation to include details on the new aggregation example and repository pattern implementation, ensuring clarity for users.
2025-06-02 13:27:01 +08:00
Vasily.onl
5b4547edd5 Add force_update_candles configuration to OKX data collector
- Introduced `force_update_candles` option in `okx_config.json` to control candle update behavior.
- Updated `OKXCollector` to handle candle storage based on the `force_update_candles` setting, allowing for either updating existing records or preserving them.
- Enhanced logging to reflect the action taken during candle storage, improving traceability.
- Updated database schema to include `updated_at` timestamp for better tracking of data changes.
2025-06-02 12:41:31 +08:00
Vasily.onl
02a51521a0 Update OKX configuration and aggregation logic for enhanced multi-timeframe support
- Increased health check interval from 30s to 120s in `okx_config.json`.
- Added support for additional timeframes (1s, 5s, 10s, 15s, 30s) in the aggregation logic across multiple components.
- Updated `CandleProcessingConfig` and `RealTimeCandleProcessor` to handle new timeframes.
- Enhanced validation and parsing functions to include new second-based timeframes.
- Updated database schema to support new timeframes in `schema_clean.sql`.
- Improved documentation to reflect changes in multi-timeframe aggregation capabilities.
2025-06-02 12:35:19 +08:00
Vasily.onl
cecb5fd411 Enhance OKXCollector with improved heartbeat and logging functionality
- Added logger parameter to the OKXCollector to enable detailed ping/pong logging.
- Updated message processing methods to maintain heartbeat and track data reception timestamps.
- Adjusted ProductionManager to disable auto-restart and enable full logging for debugging WebSocket issues.
- Enhanced overall logging capabilities to facilitate better monitoring and troubleshooting of data collection processes.
2025-06-02 12:09:34 +08:00
Vasily.onl
bc13cfcbe0 Enhance logging capabilities across data collection components
- Added optional logger parameter to various classes including `BaseDataCollector`, `CollectorManager`, `RealTimeCandleProcessor`, and `BatchCandleProcessor` to support conditional logging.
- Implemented error-only logging mode, allowing components to log only error and critical messages when specified.
- Updated logging calls to utilize new helper methods for improved readability and maintainability.
- Enhanced documentation to include details on the new logging system and its usage across components.
- Ensured that child components inherit the logger from their parent components for consistent logging behavior.
2025-06-01 14:42:29 +08:00
Vasily.onl
8bb5f28fd2 Add common data processing framework for OKX exchange
- Introduced a modular architecture for data processing, including common utilities for validation, transformation, and aggregation.
- Implemented `StandardizedTrade`, `OHLCVCandle`, and `TimeframeBucket` classes for unified data handling across exchanges.
- Developed `OKXDataProcessor` for OKX-specific data validation and processing, leveraging the new common framework.
- Enhanced `OKXCollector` to utilize the common data processing utilities, improving modularity and maintainability.
- Updated documentation to reflect the new architecture and provide guidance on the data processing framework.
- Created comprehensive tests for the new data processing components to ensure reliability and functionality.
2025-05-31 21:58:47 +08:00
Vasily.onl
4510181b39 Add OKX data collector implementation and modular exchange architecture
- Introduced the `OKXCollector` and `OKXWebSocketClient` classes for real-time market data collection from the OKX exchange.
- Implemented a factory pattern for creating exchange-specific collectors, enhancing modularity and scalability.
- Added configuration support for the OKX collector in `config/okx_config.json`.
- Updated documentation to reflect the new modular architecture and provide guidance on using the OKX collector.
- Created unit tests for the OKX collector and exchange factory to ensure functionality and reliability.
- Enhanced logging and error handling throughout the new implementation for improved monitoring and debugging.
2025-05-31 20:49:31 +08:00
Vasily.onl
4936e5cd73 Implement enhanced data collection system with health monitoring and management
- Introduced `BaseDataCollector` and `CollectorManager` classes for standardized data collection and centralized management.
- Added health monitoring features, including auto-restart capabilities and detailed status reporting for collectors.
- Updated `env.template` to include new logging and health check configurations.
- Enhanced documentation in `docs/data_collectors.md` to provide comprehensive guidance on the new data collection system.
- Added unit tests for `BaseDataCollector` and `CollectorManager` to ensure reliability and functionality.
2025-05-30 20:33:56 +08:00