8bb5f28fd2
- 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.
52 lines
1.0 KiB
Python
52 lines
1.0 KiB
Python
"""
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Common data processing utilities for all exchanges.
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This package contains shared components for data validation, transformation,
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and aggregation that can be used across different exchange implementations.
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"""
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from .data_types import (
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StandardizedTrade,
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OHLCVCandle,
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MarketDataPoint,
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DataValidationResult
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)
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from .aggregation import (
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TimeframeBucket,
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RealTimeCandleProcessor,
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CandleProcessingConfig
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)
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from .transformation import (
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BaseDataTransformer,
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UnifiedDataTransformer,
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create_standardized_trade
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)
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from .validation import (
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BaseDataValidator,
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ValidationResult
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)
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__all__ = [
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# Data types
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'StandardizedTrade',
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'OHLCVCandle',
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'MarketDataPoint',
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'DataValidationResult',
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# Aggregation
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'TimeframeBucket',
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'RealTimeCandleProcessor',
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'CandleProcessingConfig',
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# Transformation
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'BaseDataTransformer',
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'UnifiedDataTransformer',
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'create_standardized_trade',
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# Validation
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'BaseDataValidator',
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'ValidationResult'
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] |