1cca8cda16
- 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.
69 lines
1.4 KiB
JSON
69 lines
1.4 KiB
JSON
{
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"exchange": "okx",
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"connection": {
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"public_ws_url": "wss://ws.okx.com:8443/ws/v5/public",
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"private_ws_url": "wss://ws.okx.com:8443/ws/v5/private",
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"ping_interval": 25.0,
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"pong_timeout": 10.0,
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"max_reconnect_attempts": 5,
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"reconnect_delay": 5.0
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},
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"data_collection": {
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"store_raw_data": true,
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"health_check_interval": 120.0,
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"auto_restart": true,
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"buffer_size": 1000
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},
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"trading_pairs": [
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{
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"symbol": "BTC-USDT",
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"enabled": true,
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"data_types": [
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"trade",
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"orderbook"
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],
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"timeframes": [
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"1m",
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"5m",
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"15m",
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"1h"
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],
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"channels": {
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"trades": "trades",
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"orderbook": "books5",
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"ticker": "tickers"
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}
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},
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{
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"symbol": "ETH-USDT",
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"enabled": true,
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"data_types": [
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"trade",
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"orderbook"
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],
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"timeframes": [
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"1m",
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"5m",
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"15m",
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"1h"
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],
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"channels": {
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"trades": "trades",
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"orderbook": "books5",
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"ticker": "tickers"
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}
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}
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],
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"logging": {
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"component_name_template": "okx_collector_{symbol}",
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"log_level": "INFO",
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"verbose": false
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},
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"database": {
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"store_processed_data": true,
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"store_raw_data": true,
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"force_update_candles": false,
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"batch_size": 100,
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"flush_interval": 5.0
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}
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} |