fixes

core/multi_exchange_cob_provider.py

@@ -23,7 +23,11 @@ import asyncio
 import json
 import logging
 import time
-import websockets
+try:
+    import websockets
+except ImportError:
+    # Fallback for environments where websockets is not available
+    websockets = None
 import numpy as np
 import pandas as pd
 from datetime import datetime, timedelta
@@ -106,7 +110,7 @@ class MultiExchangeCOBProvider:
     to create a consolidated view of market liquidity and pricing.
     """
     
-    def __init__(self, symbols: List[str] = None, bucket_size_bps: float = 1.0):
+    def __init__(self, symbols: Optional[List[str]] = None, bucket_size_bps: float = 1.0):
         """
         Initialize Multi-Exchange COB Provider
         
@@ -461,6 +465,8 @@ class MultiExchangeCOBProvider:
             ws_url = f"{config.websocket_url}{config.symbols_mapping[symbol].lower()}@depth20@100ms"
             logger.info(f"Connecting to Binance WebSocket: {ws_url}")
             
+            if websockets is None:
+                raise ImportError("websockets module not available")
             async with websockets.connect(ws_url) as websocket:
                 self.exchange_order_books[symbol]['binance']['connected'] = True
                 logger.info(f"Connected to Binance order book stream for {symbol}")
@@ -537,7 +543,7 @@ class MultiExchangeCOBProvider:
         except Exception as e:
             logger.error(f"Error adding trade to SVP: {e}")
     
-    def get_session_volume_profile(self, symbol: str, bucket_size: float = None) -> Dict:
+    def get_session_volume_profile(self, symbol: str, bucket_size: Optional[float] = None) -> Dict:
         """Get session volume profile for a symbol"""
         try:
             if bucket_size is None:
@@ -690,6 +696,8 @@ class MultiExchangeCOBProvider:
             ws_url = f"{config.websocket_url}{config.symbols_mapping[symbol].lower()}@trade"
             logger.info(f"Connecting to Binance trade stream: {ws_url}")
             
+            if websockets is None:
+                raise ImportError("websockets module not available")
             async with websockets.connect(ws_url) as websocket:
                 logger.info(f"Connected to Binance trade stream for {symbol}")