14 Commits

Author SHA1 Message Date
Ajasra
90cb450640 Remove OKX configuration file and enhance data collector with timeframes support
- Deleted the `okx_config.json` file as part of the configuration refactor.
- Updated `BaseDataCollector` to include an optional `timeframes` parameter for more flexible data collection.
- Modified `DataCollectionService` and `OKXCollector` to pass and utilize the new `timeframes` parameter.
- Enhanced `ExchangeCollectorConfig` to validate timeframes, ensuring they are provided and correctly formatted.
- Updated documentation to reflect the new configurable timeframes feature, improving clarity for users.

These changes streamline the configuration process and improve the flexibility of data collection, aligning with project standards for maintainability and usability.
2025-06-07 15:46:24 +08:00
Ajasra
24394d7b92 Add custom exceptions and enhance error handling in exchanges module
- Introduced a new `exceptions.py` file containing custom exceptions for the exchanges module, improving error specificity and handling.
- Updated the `factory.py` and `registry.py` files to utilize the new exceptions, enhancing robustness in error reporting and logging.
- Implemented validation logic in `ExchangeCollectorConfig` to ensure proper configuration, raising appropriate exceptions when validation fails.
- Enhanced logging throughout the factory methods to provide better insights into the collector creation process and error scenarios.
- Added comprehensive documentation for the exchanges module, detailing the architecture, error handling, and usage examples.

These changes significantly improve the error handling and maintainability of the exchanges module, aligning with project standards and enhancing developer experience.
2025-06-07 14:29:09 +08:00
Vasily.onl
e7ede7f329 Refactor aggregation module and enhance structure
- Split the `aggregation.py` file into a dedicated sub-package, improving modularity and maintainability.
- Moved `TimeframeBucket`, `RealTimeCandleProcessor`, and `BatchCandleProcessor` classes into their respective files within the new `aggregation` sub-package.
- Introduced utility functions for trade aggregation and validation, enhancing code organization.
- Updated import paths throughout the codebase to reflect the new structure, ensuring compatibility.
- Added safety net tests for the aggregation package to verify core functionality and prevent regressions during refactoring.

These changes enhance the overall architecture of the aggregation module, making it more scalable and easier to manage.
2025-06-07 01:17:22 +08:00
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
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
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