replay system

This commit is contained in:
Dobromir Popov
2025-08-04 22:46:11 +03:00
parent db61f3c3bf
commit 1479ac1624
7 changed files with 1587 additions and 8 deletions

View File

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