replay system
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@ -15,7 +15,9 @@
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- _Requirements: 1.1, 6.1, 7.3_
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- [ ] 2. Implement TimescaleDB integration and database schema
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- [x] 2. Implement TimescaleDB integration and database schema
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- Create TimescaleDB connection manager with connection pooling
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@ -28,6 +30,7 @@
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- [ ] 3. Create base exchange connector framework
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- Implement abstract base class for exchange WebSocket connectors
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- Create connection management with exponential backoff and circuit breaker patterns
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@ -38,6 +41,7 @@
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- Add connection status monitoring and health checks
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- _Requirements: 1.1, 1.3, 1.4, 8.5_
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- [ ] 4. Implement Binance exchange connector
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- Create Binance-specific WebSocket connector extending the base framework
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@ -52,6 +56,7 @@
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- [ ] 5. Create data processing and normalization engine
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- Implement data processor for normalizing raw exchange data
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- Create validation logic for order book and trade data
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@ -60,6 +65,7 @@
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- Add metrics calculation for order book statistics
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- Write comprehensive unit tests for data processing logic
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- _Requirements: 1.4, 6.3, 8.1_
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@ -69,6 +75,7 @@
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- Create aggregation engine for converting order book data to price buckets
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- Implement configurable bucket sizes ($10 for BTC, $1 for ETH)
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- Create heatmap data structure generation from price buckets
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- Implement real-time aggregation with high-frequency updates
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- Add volume-weighted aggregation calculations
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- _Requirements: 2.1, 2.2, 2.3, 2.4, 8.1, 8.2_
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@ -76,6 +83,7 @@
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- [ ] 7. Build Redis caching layer
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- Implement Redis connection manager with connection pooling
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- Create caching strategies for latest order book data and heatmaps
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- Implement cache invalidation and TTL management
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- Add cache performance monitoring and metrics
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- Write tests for caching functionality
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@ -83,13 +91,17 @@
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- [ ] 8. Create live data API endpoints
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- Implement REST API for accessing current order book data
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- Create WebSocket API for real-time data streaming
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- Add endpoints for heatmap data retrieval
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- Implement API rate limiting and authentication
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- Create comprehensive API documentation
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- _Requirements: 4.1, 4.2, 4.4, 6.3_
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- [ ] 9. Implement web dashboard for visualization
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- [x] 9. Implement web dashboard for visualization
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- Create HTML/CSS/JavaScript dashboard for real-time heatmap visualization
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- Implement WebSocket client for receiving real-time updates
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- Create progress bar visualization for aggregated price buckets
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