33f2110f19
- Extracted `OHLCVData` and validation logic into a new `common/ohlcv_data.py` module, promoting better organization and reusability. - Updated `BaseDataCollector` to utilize the new `validate_ohlcv_data` function for improved data validation, enhancing code clarity and maintainability. - Refactored imports in `data/__init__.py` to reflect the new structure, ensuring consistent access to common data types and exceptions. - Removed redundant data validation logic from `BaseDataCollector`, streamlining its responsibilities. - Added unit tests for `OHLCVData` and validation functions to ensure correctness and reliability. These changes improve the architecture of the data module, aligning with project standards for maintainability and performance.
Exchange Integrations
Overview
This module provides a standardized interface for collecting real-time data from various cryptocurrency exchanges. It uses a modular architecture that allows easy addition of new exchanges while maintaining consistent behavior and error handling.
Documentation Structure
- Technical Documentation: Detailed technical documentation of the exchange module architecture, including factory pattern, configuration, and error handling.
- Exchange-Specific Implementations:
- OKX: Complete guide for OKX exchange integration
Quick Links
Exchange Status
| Exchange | Status | Features | Documentation |
|---|---|---|---|
| OKX | ✅ Production | Trades, Order Book, Ticker, Configurable Timeframes (1s+) | Guide |
| Binance | 🔄 Planned | TBD | - |
| Coinbase | 🔄 Planned | TBD | - |
Features
Core Features
- Real-time data collection
- Robust error handling
- Automatic reconnection
- Health monitoring
- Configurable timeframes
- Support for 1-second intervals
- Flexible timeframe configuration
- Custom timeframe aggregation
Exchange-Specific Features
- OKX: Full WebSocket support with configurable timeframes (1s+)
- More exchanges coming soon
Adding New Exchanges
See Technical Documentation for detailed implementation guide.
Key Steps:
- Create exchange module in
data/exchanges/ - Implement collector class extending
BaseDataCollector - Add WebSocket/REST implementations
- Register in
ExchangeFactory - Add documentation
Support
- Report issues in the project issue tracker
- See Contributing Guide for development guidelines
- Check Known Issues for current limitations
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