# Exchange Documentation This section contains detailed documentation for all cryptocurrency exchange integrations in the TCP Dashboard platform. ## 📋 Contents ### Supported Exchanges #### Production Ready - **[OKX Collector](okx_collector.md)** - *Complete guide to OKX exchange integration* - Real-time trades, orderbook, and ticker data collection - WebSocket connection management with OKX-specific ping/pong - Factory pattern usage and configuration - Data processing and validation - Monitoring and troubleshooting - Production deployment guide #### Planned Integrations - **Binance** - Major global exchange (development planned) - **Coinbase Pro** - US-regulated exchange (development planned) - **Kraken** - European exchange (development planned) - **Bybit** - Derivatives exchange (development planned) ## 🏗️ Exchange Architecture ### Modular Design Each exchange implementation follows a standardized structure: ``` data/exchanges/ ├── __init__.py # Main exports and factory ├── registry.py # Exchange registry and capabilities ├── factory.py # Factory pattern for collectors └── {exchange}/ # Exchange-specific implementation ├── __init__.py # Exchange exports ├── collector.py # {Exchange}Collector class └── websocket.py # {Exchange}WebSocketClient class ``` ### Standardized Interface All exchange collectors implement the same interface: ```python from data.exchanges import ExchangeFactory, ExchangeCollectorConfig from data.base_collector import DataType # Unified configuration across all exchanges config = ExchangeCollectorConfig( exchange='okx', # or 'binance', 'coinbase', etc. symbol='BTC-USDT', data_types=[DataType.TRADE, DataType.ORDERBOOK], auto_restart=True ) collector = ExchangeFactory.create_collector(config) ``` ## 🚀 Quick Start ### Using Factory Pattern ```python import asyncio from data.exchanges import get_supported_exchanges, create_okx_collector from data.base_collector import DataType async def main(): # Check supported exchanges exchanges = get_supported_exchanges() print(f"Supported: {exchanges}") # ['okx'] # Create OKX collector collector = create_okx_collector( symbol='BTC-USDT', data_types=[DataType.TRADE, DataType.ORDERBOOK] ) # Add data callback def on_trade(data_point): print(f"Trade: {data_point.data}") collector.add_data_callback(DataType.TRADE, on_trade) # Start collection await collector.start() await asyncio.sleep(60) await collector.stop() asyncio.run(main()) ``` ### Multi-Exchange Setup ```python from data.exchanges import ExchangeFactory, ExchangeCollectorConfig from data.collector_manager import CollectorManager async def setup_multi_exchange(): manager = CollectorManager("multi_exchange_system") # Future: Multiple exchanges configs = [ ExchangeCollectorConfig('okx', 'BTC-USDT', [DataType.TRADE]), # ExchangeCollectorConfig('binance', 'BTC-USDT', [DataType.TRADE]), # ExchangeCollectorConfig('coinbase', 'BTC-USD', [DataType.TRADE]) ] for config in configs: collector = ExchangeFactory.create_collector(config) manager.add_collector(collector) await manager.start() return manager ``` ## 📊 Exchange Capabilities ### Data Types Different exchanges support different data types: | Exchange | Trades | Orderbook | Ticker | Candles | Balance | |----------|--------|-----------|--------|---------|---------| | OKX | ✅ | ✅ | ✅ | 🔄 | 🔄 | | Binance | 🔄 | 🔄 | 🔄 | 🔄 | 🔄 | | Coinbase | 🔄 | 🔄 | 🔄 | 🔄 | 🔄 | Legend: ✅ Implemented, 🔄 Planned, ❌ Not supported ### Trading Pairs Query supported trading pairs for each exchange: ```python from data.exchanges import ExchangeFactory # Get supported pairs okx_pairs = ExchangeFactory.get_supported_pairs('okx') print(f"OKX pairs: {okx_pairs}") # Get exchange information okx_info = ExchangeFactory.get_exchange_info('okx') print(f"OKX capabilities: {okx_info}") ``` ## 🔧 Exchange Configuration ### Common Configuration All exchanges share common configuration options: ```python from data.exchanges import ExchangeCollectorConfig config = ExchangeCollectorConfig( exchange='okx', # Exchange name symbol='BTC-USDT', # Trading pair data_types=[DataType.TRADE], # Data types to collect auto_restart=True, # Auto-restart on failures health_check_interval=30.0, # Health check interval store_raw_data=True, # Store raw exchange data custom_params={ # Exchange-specific parameters 'ping_interval': 25.0, 'max_reconnect_attempts': 5 } ) ``` ### Exchange-Specific Configuration Each exchange has specific configuration files: - **OKX**: `config/okx_config.json` - **Binance**: `config/binance_config.json` (planned) - **Coinbase**: `config/coinbase_config.json` (planned) ## 📈 Performance Comparison ### Real-time Data Rates Approximate message rates for different exchanges: | Exchange | Trades/sec | Orderbook Updates/sec | Latency | |----------|------------|----------------------|---------| | OKX | 5-50 | 10-100 | ~50ms | | Binance | TBD | TBD | TBD | | Coinbase | TBD | TBD | TBD | *Note: Rates vary by trading pair activity* ### Resource Usage Memory and CPU usage per collector: | Exchange | Memory (MB) | CPU (%) | Network (KB/s) | |----------|-------------|---------|----------------| | OKX | 15-25 | 1-3 | 5-20 | | Binance | TBD | TBD | TBD | | Coinbase | TBD | TBD | TBD | ## 🔍 Monitoring & Debugging ### Exchange Status Monitor exchange-specific metrics: ```python # Get exchange status status = collector.get_status() print(f"Exchange: {status['exchange']}") print(f"WebSocket State: {status['websocket_state']}") print(f"Messages Processed: {status['messages_processed']}") # Exchange-specific metrics if 'websocket_stats' in status: ws_stats = status['websocket_stats'] print(f"Reconnections: {ws_stats['reconnections']}") print(f"Ping/Pong: {ws_stats['pings_sent']}/{ws_stats['pongs_received']}") ``` ### Debug Mode Enable exchange-specific debugging: ```python import os os.environ['LOG_LEVEL'] = 'DEBUG' # Detailed exchange logging collector = create_okx_collector('BTC-USDT', [DataType.TRADE]) # Check logs: ./logs/okx_collector_btc_usdt_debug.log ``` ## 🛠️ Adding New Exchanges ### Implementation Checklist To add a new exchange: 1. **Create Exchange Folder**: `data/exchanges/{exchange}/` 2. **Implement WebSocket Client**: `{exchange}/websocket.py` 3. **Implement Collector**: `{exchange}/collector.py` 4. **Add to Registry**: Update `registry.py` 5. **Create Configuration**: `config/{exchange}_config.json` 6. **Add Documentation**: `docs/exchanges/{exchange}_collector.md` 7. **Add Tests**: `tests/test_{exchange}_collector.py` ### Implementation Template ```python # data/exchanges/newexchange/collector.py from data.base_collector import BaseDataCollector, DataType from .websocket import NewExchangeWebSocketClient class NewExchangeCollector(BaseDataCollector): def __init__(self, symbol: str, **kwargs): super().__init__("newexchange", [symbol], **kwargs) self.ws_client = NewExchangeWebSocketClient() async def connect(self) -> bool: return await self.ws_client.connect() # Implement other required methods... ``` ## 🔗 Related Documentation - **[Components Documentation](../components/)** - Core system components - **[Architecture Overview](../architecture/)** - System design - **[Setup Guide](../guides/setup.md)** - Configuration and deployment - **[API Reference](../reference/)** - Technical specifications ## 📞 Support ### Exchange-Specific Issues For exchange-specific problems: 1. **Check Status**: Use `get_status()` and `get_health_status()` 2. **Review Logs**: Check exchange-specific log files 3. **Verify Configuration**: Confirm exchange configuration files 4. **Test Connection**: Run exchange-specific test scripts ### Common Issues - **Rate Limiting**: Each exchange has different rate limits - **Symbol Formats**: Trading pair naming conventions vary - **WebSocket Protocols**: Each exchange has unique WebSocket requirements - **Data Formats**: Message structures differ between exchanges --- *For the complete documentation index, see the [main documentation README](../README.md).*