Vasily.onl 8bb5f28fd2 Add common data processing framework for OKX exchange
- 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.
2025-05-31 21:58:47 +08:00

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Architecture & Design Documentation

This section contains high-level system architecture documentation and design decisions for the TCP Trading Platform.

Documents

Architecture Overview

Comprehensive overview of the system architecture, including:

  • Component relationships and data flow
  • Technology stack and infrastructure decisions
  • Scalability and performance considerations
  • Security architecture and best practices

Data Processing Refactor

Documentation of the major refactoring of the data processing system:

  • Migration from monolithic to modular architecture
  • Common utilities framework for all exchanges
  • Right-aligned timestamp aggregation strategy
  • Future leakage prevention mechanisms
  • Exchange-specific component design patterns

Crypto Bot PRD

Product Requirements Document defining:

  • Platform objectives and scope
  • Functional and non-functional requirements
  • User stories and acceptance criteria
  • Technical constraints and assumptions

Quick Navigation


For the complete documentation index, see the main documentation README.