68030730e9
- Introduced a new transformation module that includes safety limits for trade operations, enhancing data integrity and preventing errors. - Refactored existing transformation logic into dedicated classes and functions, improving modularity and maintainability. - Added detailed validation for trade sizes, prices, and symbol formats, ensuring compliance with trading rules. - Implemented logging for significant operations and validation checks, aiding in monitoring and debugging. - Created a changelog to document the new features and changes, providing clarity for future development. - Developed extensive unit tests to cover the new functionality, ensuring reliability and preventing regressions. These changes significantly enhance the architecture of the transformation module, making it more robust and easier to manage.
29 lines
871 B
Python
29 lines
871 B
Python
"""
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Common data transformation utilities for all exchanges.
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This package provides common transformation patterns and base classes
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for converting exchange-specific data to standardized formats.
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"""
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from .base import BaseDataTransformer
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from .unified import UnifiedDataTransformer
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from .trade import create_standardized_trade, batch_create_standardized_trades
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from .time_utils import timestamp_to_datetime
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from .numeric_utils import safe_decimal_conversion
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from .normalization import normalize_trade_side, validate_symbol_format
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__all__ = [
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# Base classes
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'BaseDataTransformer',
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'UnifiedDataTransformer',
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# Trade transformation
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'create_standardized_trade',
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'batch_create_standardized_trades',
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# Utility functions
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'timestamp_to_datetime',
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'safe_decimal_conversion',
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'normalize_trade_side',
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'validate_symbol_format'
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] |