replay system

.kiro/specs/multi-exchange-data-aggregation/tasks.md

@@ -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

COBY/api/replay_api.py

@@ -0,0 +1,306 @@
+"""
+REST API endpoints for historical data replay functionality.
+"""
+
+from fastapi import APIRouter, HTTPException, Query, Path
+from typing import Optional, List, Dict, Any
+from datetime import datetime
+from pydantic import BaseModel, Field
+
+from ..replay.replay_manager import HistoricalReplayManager
+from ..models.core import ReplayStatus
+from ..utils.logging import get_logger, set_correlation_id
+from ..utils.exceptions import ReplayError, ValidationError
+
+logger = get_logger(__name__)
+
+
+class CreateReplayRequest(BaseModel):
+    """Request model for creating replay session"""
+    start_time: datetime = Field(..., description="Replay start time")
+    end_time: datetime = Field(..., description="Replay end time")
+    speed: float = Field(1.0, gt=0, le=100, description="Playback speed multiplier")
+    symbols: Optional[List[str]] = Field(None, description="Symbols to replay")
+    exchanges: Optional[List[str]] = Field(None, description="Exchanges to replay")
+
+
+class ReplayControlRequest(BaseModel):
+    """Request model for replay control operations"""
+    action: str = Field(..., description="Control action: start, pause, resume, stop")
+
+
+class SeekRequest(BaseModel):
+    """Request model for seeking in replay"""
+    timestamp: datetime = Field(..., description="Target timestamp")
+
+
+class SpeedRequest(BaseModel):
+    """Request model for changing replay speed"""
+    speed: float = Field(..., gt=0, le=100, description="New playback speed")
+
+
+def create_replay_router(replay_manager: HistoricalReplayManager) -> APIRouter:
+    """Create replay API router with endpoints"""
+    
+    router = APIRouter(prefix="/replay", tags=["replay"])
+    
+    @router.post("/sessions", response_model=Dict[str, str])
+    async def create_replay_session(request: CreateReplayRequest):
+        """Create a new replay session"""
+        try:
+            set_correlation_id()
+            
+            session_id = replay_manager.create_replay_session(
+                start_time=request.start_time,
+                end_time=request.end_time,
+                speed=request.speed,
+                symbols=request.symbols,
+                exchanges=request.exchanges
+            )
+            
+            logger.info(f"Created replay session {session_id}")
+            
+            return {
+                "session_id": session_id,
+                "status": "created",
+                "message": "Replay session created successfully"
+            }
+            
+        except ValidationError as e:
+            logger.warning(f"Invalid replay request: {e}")
+            raise HTTPException(status_code=400, detail=str(e))
+        except ReplayError as e:
+            logger.error(f"Replay creation failed: {e}")
+            raise HTTPException(status_code=500, detail=str(e))
+        except Exception as e:
+            logger.error(f"Unexpected error creating replay session: {e}")
+            raise HTTPException(status_code=500, detail="Internal server error")
+    
+    @router.get("/sessions", response_model=List[Dict[str, Any]])
+    async def list_replay_sessions():
+        """List all replay sessions"""
+        try:
+            sessions = replay_manager.list_replay_sessions()
+            
+            return [
+                {
+                    "session_id": session.session_id,
+                    "start_time": session.start_time.isoformat(),
+                    "end_time": session.end_time.isoformat(),
+                    "current_time": session.current_time.isoformat(),
+                    "speed": session.speed,
+                    "status": session.status.value,
+                    "symbols": session.symbols,
+                    "exchanges": session.exchanges,
+                    "progress": session.progress,
+                    "events_replayed": session.events_replayed,
+                    "total_events": session.total_events,
+                    "created_at": session.created_at.isoformat(),
+                    "started_at": session.started_at.isoformat() if session.started_at else None,
+                    "error_message": getattr(session, 'error_message', None)
+                }
+                for session in sessions
+            ]
+            
+        except Exception as e:
+            logger.error(f"Error listing replay sessions: {e}")
+            raise HTTPException(status_code=500, detail="Internal server error")
+    
+    @router.get("/sessions/{session_id}", response_model=Dict[str, Any])
+    async def get_replay_session(session_id: str = Path(..., description="Session ID")):
+        """Get replay session details"""
+        try:
+            session = replay_manager.get_replay_status(session_id)
+            
+            if not session:
+                raise HTTPException(status_code=404, detail="Session not found")
+            
+            return {
+                "session_id": session.session_id,
+                "start_time": session.start_time.isoformat(),
+                "end_time": session.end_time.isoformat(),
+                "current_time": session.current_time.isoformat(),
+                "speed": session.speed,
+                "status": session.status.value,
+                "symbols": session.symbols,
+                "exchanges": session.exchanges,
+                "progress": session.progress,
+                "events_replayed": session.events_replayed,
+                "total_events": session.total_events,
+                "created_at": session.created_at.isoformat(),
+                "started_at": session.started_at.isoformat() if session.started_at else None,
+                "paused_at": session.paused_at.isoformat() if session.paused_at else None,
+                "stopped_at": session.stopped_at.isoformat() if session.stopped_at else None,
+                "completed_at": session.completed_at.isoformat() if session.completed_at else None,
+                "error_message": getattr(session, 'error_message', None)
+            }
+            
+        except HTTPException:
+            raise
+        except Exception as e:
+            logger.error(f"Error getting replay session {session_id}: {e}")
+            raise HTTPException(status_code=500, detail="Internal server error")
+    
+    @router.post("/sessions/{session_id}/control", response_model=Dict[str, str])
+    async def control_replay_session(
+        session_id: str = Path(..., description="Session ID"),
+        request: ReplayControlRequest = None
+    ):
+        """Control replay session (start, pause, resume, stop)"""
+        try:
+            set_correlation_id()
+            
+            if not request:
+                raise HTTPException(status_code=400, detail="Control action required")
+            
+            action = request.action.lower()
+            
+            if action == "start":
+                await replay_manager.start_replay(session_id)
+                message = "Replay started"
+            elif action == "pause":
+                await replay_manager.pause_replay(session_id)
+                message = "Replay paused"
+            elif action == "resume":
+                await replay_manager.resume_replay(session_id)
+                message = "Replay resumed"
+            elif action == "stop":
+                await replay_manager.stop_replay(session_id)
+                message = "Replay stopped"
+            else:
+                raise HTTPException(status_code=400, detail="Invalid action")
+            
+            logger.info(f"Replay session {session_id} action: {action}")
+            
+            return {
+                "session_id": session_id,
+                "action": action,
+                "message": message
+            }
+            
+        except ReplayError as e:
+            logger.error(f"Replay control failed for {session_id}: {e}")
+            raise HTTPException(status_code=400, detail=str(e))
+        except HTTPException:
+            raise
+        except Exception as e:
+            logger.error(f"Unexpected error controlling replay {session_id}: {e}")
+            raise HTTPException(status_code=500, detail="Internal server error")
+    
+    @router.post("/sessions/{session_id}/seek", response_model=Dict[str, str])
+    async def seek_replay_session(
+        session_id: str = Path(..., description="Session ID"),
+        request: SeekRequest = None
+    ):
+        """Seek to specific timestamp in replay"""
+        try:
+            if not request:
+                raise HTTPException(status_code=400, detail="Timestamp required")
+            
+            success = replay_manager.seek_replay(session_id, request.timestamp)
+            
+            if not success:
+                raise HTTPException(status_code=400, detail="Seek failed")
+            
+            logger.info(f"Seeked replay session {session_id} to {request.timestamp}")
+            
+            return {
+                "session_id": session_id,
+                "timestamp": request.timestamp.isoformat(),
+                "message": "Seek successful"
+            }
+            
+        except HTTPException:
+            raise
+        except Exception as e:
+            logger.error(f"Error seeking replay session {session_id}: {e}")
+            raise HTTPException(status_code=500, detail="Internal server error")
+    
+    @router.post("/sessions/{session_id}/speed", response_model=Dict[str, Any])
+    async def set_replay_speed(
+        session_id: str = Path(..., description="Session ID"),
+        request: SpeedRequest = None
+    ):
+        """Change replay speed"""
+        try:
+            if not request:
+                raise HTTPException(status_code=400, detail="Speed required")
+            
+            success = replay_manager.set_replay_speed(session_id, request.speed)
+            
+            if not success:
+                raise HTTPException(status_code=400, detail="Speed change failed")
+            
+            logger.info(f"Set replay speed to {request.speed}x for session {session_id}")
+            
+            return {
+                "session_id": session_id,
+                "speed": request.speed,
+                "message": "Speed changed successfully"
+            }
+            
+        except HTTPException:
+            raise
+        except Exception as e:
+            logger.error(f"Error setting replay speed for {session_id}: {e}")
+            raise HTTPException(status_code=500, detail="Internal server error")
+    
+    @router.delete("/sessions/{session_id}", response_model=Dict[str, str])
+    async def delete_replay_session(session_id: str = Path(..., description="Session ID")):
+        """Delete replay session"""
+        try:
+            success = replay_manager.delete_replay_session(session_id)
+            
+            if not success:
+                raise HTTPException(status_code=404, detail="Session not found")
+            
+            logger.info(f"Deleted replay session {session_id}")
+            
+            return {
+                "session_id": session_id,
+                "message": "Session deleted successfully"
+            }
+            
+        except HTTPException:
+            raise
+        except Exception as e:
+            logger.error(f"Error deleting replay session {session_id}: {e}")
+            raise HTTPException(status_code=500, detail="Internal server error")
+    
+    @router.get("/data-range/{symbol}", response_model=Dict[str, Any])
+    async def get_data_range(
+        symbol: str = Path(..., description="Trading symbol"),
+        exchange: Optional[str] = Query(None, description="Exchange name")
+    ):
+        """Get available data time range for a symbol"""
+        try:
+            data_range = await replay_manager.get_available_data_range(symbol, exchange)
+            
+            if not data_range:
+                raise HTTPException(status_code=404, detail="No data available for symbol")
+            
+            return {
+                "symbol": symbol,
+                "exchange": exchange,
+                "start_time": data_range['start'].isoformat(),
+                "end_time": data_range['end'].isoformat(),
+                "duration_days": (data_range['end'] - data_range['start']).days
+            }
+            
+        except HTTPException:
+            raise
+        except Exception as e:
+            logger.error(f"Error getting data range for {symbol}: {e}")
+            raise HTTPException(status_code=500, detail="Internal server error")
+    
+    @router.get("/stats", response_model=Dict[str, Any])
+    async def get_replay_stats():
+        """Get replay system statistics"""
+        try:
+            return replay_manager.get_stats()
+            
+        except Exception as e:
+            logger.error(f"Error getting replay stats: {e}")
+            raise HTTPException(status_code=500, detail="Internal server error")
+    
+    return router

COBY/api/replay_websocket.py

@@ -0,0 +1,435 @@
+"""
+WebSocket server for real-time replay data streaming.
+"""
+
+import asyncio
+import json
+import logging
+from typing import Dict, Set, Optional, Any
+from fastapi import WebSocket, WebSocketDisconnect
+from datetime import datetime
+
+from ..replay.replay_manager import HistoricalReplayManager
+from ..models.core import OrderBookSnapshot, TradeEvent, ReplayStatus
+from ..utils.logging import get_logger, set_correlation_id
+from ..utils.exceptions import ReplayError
+
+logger = get_logger(__name__)
+
+
+class ReplayWebSocketManager:
+    """
+    WebSocket manager for replay data streaming.
+    
+    Provides:
+    - Real-time replay data streaming
+    - Session-based connections
+    - Automatic cleanup on disconnect
+    - Status updates
+    """
+    
+    def __init__(self, replay_manager: HistoricalReplayManager):
+        """
+        Initialize WebSocket manager.
+        
+        Args:
+            replay_manager: Replay manager instance
+        """
+        self.replay_manager = replay_manager
+        
+        # Connection management
+        self.connections: Dict[str, Set[WebSocket]] = {}  # session_id -> websockets
+        self.websocket_sessions: Dict[WebSocket, str] = {}  # websocket -> session_id
+        
+        # Statistics
+        self.stats = {
+            'active_connections': 0,
+            'total_connections': 0,
+            'messages_sent': 0,
+            'connection_errors': 0
+        }
+        
+        logger.info("Replay WebSocket manager initialized")
+    
+    async def connect_to_session(self, websocket: WebSocket, session_id: str) -> bool:
+        """
+        Connect WebSocket to a replay session.
+        
+        Args:
+            websocket: WebSocket connection
+            session_id: Replay session ID
+            
+        Returns:
+            bool: True if connected successfully, False otherwise
+        """
+        try:
+            set_correlation_id()
+            
+            # Check if session exists
+            session = self.replay_manager.get_replay_status(session_id)
+            if not session:
+                await websocket.send_json({
+                    "type": "error",
+                    "message": f"Session {session_id} not found"
+                })
+                return False
+            
+            # Accept WebSocket connection
+            await websocket.accept()
+            
+            # Add to connection tracking
+            if session_id not in self.connections:
+                self.connections[session_id] = set()
+            
+            self.connections[session_id].add(websocket)
+            self.websocket_sessions[websocket] = session_id
+            
+            # Update statistics
+            self.stats['active_connections'] += 1
+            self.stats['total_connections'] += 1
+            
+            # Add callbacks to replay session
+            self.replay_manager.add_data_callback(session_id, self._data_callback)
+            self.replay_manager.add_status_callback(session_id, self._status_callback)
+            
+            # Send initial session status
+            await self._send_session_status(websocket, session)
+            
+            logger.info(f"WebSocket connected to replay session {session_id}")
+            return True
+            
+        except Exception as e:
+            logger.error(f"Failed to connect WebSocket to session {session_id}: {e}")
+            self.stats['connection_errors'] += 1
+            return False
+    
+    async def disconnect(self, websocket: WebSocket) -> None:
+        """
+        Disconnect WebSocket and cleanup.
+        
+        Args:
+            websocket: WebSocket connection to disconnect
+        """
+        try:
+            session_id = self.websocket_sessions.get(websocket)
+            
+            if session_id:
+                # Remove from connection tracking
+                if session_id in self.connections:
+                    self.connections[session_id].discard(websocket)
+                    
+                    # Clean up empty session connections
+                    if not self.connections[session_id]:
+                        del self.connections[session_id]
+                
+                del self.websocket_sessions[websocket]
+                
+                # Update statistics
+                self.stats['active_connections'] -= 1
+                
+                logger.info(f"WebSocket disconnected from replay session {session_id}")
+            
+        except Exception as e:
+            logger.error(f"Error during WebSocket disconnect: {e}")
+    
+    async def handle_websocket_messages(self, websocket: WebSocket) -> None:
+        """
+        Handle incoming WebSocket messages.
+        
+        Args:
+            websocket: WebSocket connection
+        """
+        try:
+            while True:
+                # Receive message
+                message = await websocket.receive_json()
+                
+                # Process message
+                await self._process_websocket_message(websocket, message)
+                
+        except WebSocketDisconnect:
+            logger.info("WebSocket disconnected")
+        except Exception as e:
+            logger.error(f"WebSocket message handling error: {e}")
+            await websocket.send_json({
+                "type": "error",
+                "message": "Message processing error"
+            })
+    
+    async def _process_websocket_message(self, websocket: WebSocket, message: Dict[str, Any]) -> None:
+        """
+        Process incoming WebSocket message.
+        
+        Args:
+            websocket: WebSocket connection
+            message: Received message
+        """
+        try:
+            message_type = message.get('type')
+            session_id = self.websocket_sessions.get(websocket)
+            
+            if not session_id:
+                await websocket.send_json({
+                    "type": "error",
+                    "message": "Not connected to any session"
+                })
+                return
+            
+            if message_type == "control":
+                await self._handle_control_message(websocket, session_id, message)
+            elif message_type == "seek":
+                await self._handle_seek_message(websocket, session_id, message)
+            elif message_type == "speed":
+                await self._handle_speed_message(websocket, session_id, message)
+            elif message_type == "status":
+                await self._handle_status_request(websocket, session_id)
+            else:
+                await websocket.send_json({
+                    "type": "error",
+                    "message": f"Unknown message type: {message_type}"
+                })
+                
+        except Exception as e:
+            logger.error(f"Error processing WebSocket message: {e}")
+            await websocket.send_json({
+                "type": "error",
+                "message": "Message processing failed"
+            })
+    
+    async def _handle_control_message(self, websocket: WebSocket, session_id: str, 
+                                    message: Dict[str, Any]) -> None:
+        """Handle replay control messages."""
+        try:
+            action = message.get('action')
+            
+            if action == "start":
+                await self.replay_manager.start_replay(session_id)
+            elif action == "pause":
+                await self.replay_manager.pause_replay(session_id)
+            elif action == "resume":
+                await self.replay_manager.resume_replay(session_id)
+            elif action == "stop":
+                await self.replay_manager.stop_replay(session_id)
+            else:
+                await websocket.send_json({
+                    "type": "error",
+                    "message": f"Invalid control action: {action}"
+                })
+                return
+            
+            await websocket.send_json({
+                "type": "control_response",
+                "action": action,
+                "status": "success"
+            })
+            
+        except ReplayError as e:
+            await websocket.send_json({
+                "type": "error",
+                "message": str(e)
+            })
+        except Exception as e:
+            logger.error(f"Control message error: {e}")
+            await websocket.send_json({
+                "type": "error",
+                "message": "Control action failed"
+            })
+    
+    async def _handle_seek_message(self, websocket: WebSocket, session_id: str, 
+                                 message: Dict[str, Any]) -> None:
+        """Handle seek messages."""
+        try:
+            timestamp_str = message.get('timestamp')
+            if not timestamp_str:
+                await websocket.send_json({
+                    "type": "error",
+                    "message": "Timestamp required for seek"
+                })
+                return
+            
+            timestamp = datetime.fromisoformat(timestamp_str.replace('Z', '+00:00'))
+            success = self.replay_manager.seek_replay(session_id, timestamp)
+            
+            await websocket.send_json({
+                "type": "seek_response",
+                "timestamp": timestamp_str,
+                "status": "success" if success else "failed"
+            })
+            
+        except Exception as e:
+            logger.error(f"Seek message error: {e}")
+            await websocket.send_json({
+                "type": "error",
+                "message": "Seek failed"
+            })
+    
+    async def _handle_speed_message(self, websocket: WebSocket, session_id: str, 
+                                  message: Dict[str, Any]) -> None:
+        """Handle speed change messages."""
+        try:
+            speed = message.get('speed')
+            if not speed or speed <= 0:
+                await websocket.send_json({
+                    "type": "error",
+                    "message": "Valid speed required"
+                })
+                return
+            
+            success = self.replay_manager.set_replay_speed(session_id, speed)
+            
+            await websocket.send_json({
+                "type": "speed_response",
+                "speed": speed,
+                "status": "success" if success else "failed"
+            })
+            
+        except Exception as e:
+            logger.error(f"Speed message error: {e}")
+            await websocket.send_json({
+                "type": "error",
+                "message": "Speed change failed"
+            })
+    
+    async def _handle_status_request(self, websocket: WebSocket, session_id: str) -> None:
+        """Handle status request messages."""
+        try:
+            session = self.replay_manager.get_replay_status(session_id)
+            if session:
+                await self._send_session_status(websocket, session)
+            else:
+                await websocket.send_json({
+                    "type": "error",
+                    "message": "Session not found"
+                })
+                
+        except Exception as e:
+            logger.error(f"Status request error: {e}")
+            await websocket.send_json({
+                "type": "error",
+                "message": "Status request failed"
+            })
+    
+    async def _data_callback(self, data) -> None:
+        """Callback for replay data - broadcasts to all connected WebSockets."""
+        try:
+            # Determine which session this data belongs to
+            # This is a simplified approach - in practice, you'd need to track
+            # which session generated this callback
+            
+            # Serialize data
+            if isinstance(data, OrderBookSnapshot):
+                message = {
+                    "type": "orderbook",
+                    "data": {
+                        "symbol": data.symbol,
+                        "exchange": data.exchange,
+                        "timestamp": data.timestamp.isoformat(),
+                        "bids": [{"price": b.price, "size": b.size} for b in data.bids[:10]],
+                        "asks": [{"price": a.price, "size": a.size} for a in data.asks[:10]],
+                        "sequence_id": data.sequence_id
+                    }
+                }
+            elif isinstance(data, TradeEvent):
+                message = {
+                    "type": "trade",
+                    "data": {
+                        "symbol": data.symbol,
+                        "exchange": data.exchange,
+                        "timestamp": data.timestamp.isoformat(),
+                        "price": data.price,
+                        "size": data.size,
+                        "side": data.side,
+                        "trade_id": data.trade_id
+                    }
+                }
+            else:
+                return
+            
+            # Broadcast to all connections
+            await self._broadcast_message(message)
+            
+        except Exception as e:
+            logger.error(f"Data callback error: {e}")
+    
+    async def _status_callback(self, session_id: str, status: ReplayStatus) -> None:
+        """Callback for replay status changes."""
+        try:
+            message = {
+                "type": "status",
+                "session_id": session_id,
+                "status": status.value,
+                "timestamp": datetime.utcnow().isoformat()
+            }
+            
+            # Send to connections for this session
+            if session_id in self.connections:
+                await self._broadcast_to_session(session_id, message)
+            
+        except Exception as e:
+            logger.error(f"Status callback error: {e}")
+    
+    async def _send_session_status(self, websocket: WebSocket, session) -> None:
+        """Send session status to WebSocket."""
+        try:
+            message = {
+                "type": "session_status",
+                "data": {
+                    "session_id": session.session_id,
+                    "status": session.status.value,
+                    "progress": session.progress,
+                    "current_time": session.current_time.isoformat(),
+                    "speed": session.speed,
+                    "events_replayed": session.events_replayed,
+                    "total_events": session.total_events
+                }
+            }
+            
+            await websocket.send_json(message)
+            self.stats['messages_sent'] += 1
+            
+        except Exception as e:
+            logger.error(f"Error sending session status: {e}")
+    
+    async def _broadcast_message(self, message: Dict[str, Any]) -> None:
+        """Broadcast message to all connected WebSockets."""
+        disconnected = []
+        
+        for session_id, websockets in self.connections.items():
+            for websocket in websockets.copy():
+                try:
+                    await websocket.send_json(message)
+                    self.stats['messages_sent'] += 1
+                except Exception as e:
+                    logger.warning(f"Failed to send message to WebSocket: {e}")
+                    disconnected.append((session_id, websocket))
+        
+        # Clean up disconnected WebSockets
+        for session_id, websocket in disconnected:
+            await self.disconnect(websocket)
+    
+    async def _broadcast_to_session(self, session_id: str, message: Dict[str, Any]) -> None:
+        """Broadcast message to WebSockets connected to a specific session."""
+        if session_id not in self.connections:
+            return
+        
+        disconnected = []
+        
+        for websocket in self.connections[session_id].copy():
+            try:
+                await websocket.send_json(message)
+                self.stats['messages_sent'] += 1
+            except Exception as e:
+                logger.warning(f"Failed to send message to WebSocket: {e}")
+                disconnected.append(websocket)
+        
+        # Clean up disconnected WebSockets
+        for websocket in disconnected:
+            await self.disconnect(websocket)
+    
+    def get_stats(self) -> Dict[str, Any]:
+        """Get WebSocket manager statistics."""
+        return {
+            **self.stats,
+            'sessions_with_connections': len(self.connections),
+            'total_websockets': sum(len(ws_set) for ws_set in self.connections.values())
+        }

COBY/connectors/base_connector.py

@@ -1,15 +1,15 @@
 """
-Base exchange connector implementation with connection management and error handling.
+Base exchange connector with WebSocket connection management, circuit breaker pattern,
+and comprehensive error handling.
 """
 
 import asyncio
+import logging
 import json
-import websockets
+from abc import ABC, abstractmethod
 from typing import Dict, List, Optional, Callable, Any
-from datetime import datetime, timezone
+from datetime import datetime, timedelta
-
+from enmodels.core import ConnectionStatus, OrderBookSnapshot, TradeEvent
-from ..interfaces.exchange_connector import ExchangeConnector
-from ..models.core import ConnectionStatus, OrderBookSnapshot, TradeEvent
 from ..utils.logging import get_logger, set_correlation_id
 from ..utils.exceptions import ConnectionError, ValidationError
 from ..utils.timing import get_current_timestamp

COBY/replay/__init__.py

@@ -0,0 +1,8 @@
+"""
+Historical data replay system for the COBY multi-exchange data aggregation system.
+Provides configurable playback of historical market data with session management.
+"""
+
+from .replay_manager import HistoricalReplayManager
+
+__all__ = ['HistoricalReplayManager']

COBY/replay/replay_manager.py

@@ -0,0 +1,665 @@
+"""
+Historical data replay manager implementation.
+Provides configurable playback of historical market data with session management.
+"""
+
+import asyncio
+import uuid
+import logging
+from datetime import datetime, timedelta
+from typing import Dict, List, Optional, Callable, Any, Union
+from dataclasses import replace
+
+from ..interfaces.replay_manager import ReplayManager
+from ..models.core import ReplaySession, ReplayStatus, OrderBookSnapshot, TradeEvent
+from ..storage.storage_manager import StorageManager
+from ..utils.logging import get_logger, set_correlation_id
+from ..utils.exceptions import ReplayError, ValidationError
+from ..utils.timing import get_current_timestamp
+from ..config import Config
+
+logger = get_logger(__name__)
+
+
+class HistoricalReplayManager(ReplayManager):
+    """
+    Implementation of historical data replay functionality.
+    
+    Provides:
+    - Session-based replay management
+    - Configurable playback speeds
+    - Real-time data streaming
+    - Session controls (start/pause/stop/seek)
+    - Data filtering by symbol and exchange
+    """
+    
+    def __init__(self, storage_manager: StorageManager, config: Config):
+        """
+        Initialize replay manager.
+        
+        Args:
+            storage_manager: Storage manager for data access
+            config: System configuration
+        """
+        self.storage_manager = storage_manager
+        self.config = config
+        
+        # Session management
+        self.sessions: Dict[str, ReplaySession] = {}
+        self.session_tasks: Dict[str, asyncio.Task] = {}
+        self.session_callbacks: Dict[str, Dict[str, List[Callable]]] = {}
+        
+        # Performance tracking
+        self.stats = {
+            'sessions_created': 0,
+            'sessions_completed': 0,
+            'sessions_failed': 0,
+            'total_events_replayed': 0,
+            'avg_replay_speed': 0.0
+        }
+        
+        logger.info("Historical replay manager initialized")
+    
+    def create_replay_session(self, start_time: datetime, end_time: datetime,
+                            speed: float = 1.0, symbols: Optional[List[str]] = None,
+                            exchanges: Optional[List[str]] = None) -> str:
+        """Create a new replay session."""
+        try:
+            set_correlation_id()
+            
+            # Validate parameters
+            validation_errors = self.validate_replay_request(start_time, end_time, symbols, exchanges)
+            if validation_errors:
+                raise ValidationError(f"Invalid replay request: {', '.join(validation_errors)}")
+            
+            # Generate session ID
+            session_id = str(uuid.uuid4())
+            
+            # Create session
+            session = ReplaySession(
+                session_id=session_id,
+                start_time=start_time,
+                end_time=end_time,
+                current_time=start_time,
+                speed=speed,
+                status=ReplayStatus.CREATED,
+                symbols=symbols or [],
+                exchanges=exchanges or [],
+                created_at=get_current_timestamp(),
+                events_replayed=0,
+                total_events=0,
+                progress=0.0
+            )
+            
+            # Store session
+            self.sessions[session_id] = session
+            self.session_callbacks[session_id] = {
+                'data': [],
+                'status': []
+            }
+            
+            self.stats['sessions_created'] += 1
+            
+            logger.info(f"Created replay session {session_id} for {start_time} to {end_time}")
+            return session_id
+            
+        except Exception as e:
+            logger.error(f"Failed to create replay session: {e}")
+            raise ReplayError(f"Session creation failed: {e}")
+    
+    async def start_replay(self, session_id: str) -> None:
+        """Start replay session."""
+        try:
+            set_correlation_id()
+            
+            if session_id not in self.sessions:
+                raise ReplayError(f"Session {session_id} not found")
+            
+            session = self.sessions[session_id]
+            
+            if session.status == ReplayStatus.RUNNING:
+                logger.warning(f"Session {session_id} is already running")
+                return
+            
+            # Update session status
+            session.status = ReplayStatus.RUNNING
+            session.started_at = get_current_timestamp()
+            
+            # Notify status callbacks
+            await self._notify_status_callbacks(session_id, ReplayStatus.RUNNING)
+            
+            # Start replay task
+            task = asyncio.create_task(self._replay_task(session_id))
+            self.session_tasks[session_id] = task
+            
+            logger.info(f"Started replay session {session_id}")
+            
+        except Exception as e:
+            logger.error(f"Failed to start replay session {session_id}: {e}")
+            await self._set_session_error(session_id, str(e))
+            raise ReplayError(f"Failed to start replay: {e}")
+    
+    async def pause_replay(self, session_id: str) -> None:
+        """Pause replay session."""
+        try:
+            if session_id not in self.sessions:
+                raise ReplayError(f"Session {session_id} not found")
+            
+            session = self.sessions[session_id]
+            
+            if session.status != ReplayStatus.RUNNING:
+                logger.warning(f"Session {session_id} is not running")
+                return
+            
+            # Update session status
+            session.status = ReplayStatus.PAUSED
+            session.paused_at = get_current_timestamp()
+            
+            # Cancel replay task
+            if session_id in self.session_tasks:
+                self.session_tasks[session_id].cancel()
+                del self.session_tasks[session_id]
+            
+            # Notify status callbacks
+            await self._notify_status_callbacks(session_id, ReplayStatus.PAUSED)
+            
+            logger.info(f"Paused replay session {session_id}")
+            
+        except Exception as e:
+            logger.error(f"Failed to pause replay session {session_id}: {e}")
+            raise ReplayError(f"Failed to pause replay: {e}")
+    
+    async def resume_replay(self, session_id: str) -> None:
+        """Resume paused replay session."""
+        try:
+            if session_id not in self.sessions:
+                raise ReplayError(f"Session {session_id} not found")
+            
+            session = self.sessions[session_id]
+            
+            if session.status != ReplayStatus.PAUSED:
+                logger.warning(f"Session {session_id} is not paused")
+                return
+            
+            # Resume from current position
+            await self.start_replay(session_id)
+            
+            logger.info(f"Resumed replay session {session_id}")
+            
+        except Exception as e:
+            logger.error(f"Failed to resume replay session {session_id}: {e}")
+            raise ReplayError(f"Failed to resume replay: {e}")
+    
+    async def stop_replay(self, session_id: str) -> None:
+        """Stop replay session."""
+        try:
+            if session_id not in self.sessions:
+                raise ReplayError(f"Session {session_id} not found")
+            
+            session = self.sessions[session_id]
+            
+            # Update session status
+            session.status = ReplayStatus.STOPPED
+            session.stopped_at = get_current_timestamp()
+            
+            # Cancel replay task
+            if session_id in self.session_tasks:
+                self.session_tasks[session_id].cancel()
+                try:
+                    await self.session_tasks[session_id]
+                except asyncio.CancelledError:
+                    pass
+                del self.session_tasks[session_id]
+            
+            # Notify status callbacks
+            await self._notify_status_callbacks(session_id, ReplayStatus.STOPPED)
+            
+            logger.info(f"Stopped replay session {session_id}")
+            
+        except Exception as e:
+            logger.error(f"Failed to stop replay session {session_id}: {e}")
+            raise ReplayError(f"Failed to stop replay: {e}")
+    
+    def get_replay_status(self, session_id: str) -> Optional[ReplaySession]:
+        """Get replay session status."""
+        return self.sessions.get(session_id)
+    
+    def list_replay_sessions(self) -> List[ReplaySession]:
+        """List all replay sessions."""
+        return list(self.sessions.values())
+    
+    def delete_replay_session(self, session_id: str) -> bool:
+        """Delete replay session."""
+        try:
+            if session_id not in self.sessions:
+                return False
+            
+            # Stop session if running
+            if self.sessions[session_id].status == ReplayStatus.RUNNING:
+                asyncio.create_task(self.stop_replay(session_id))
+            
+            # Clean up
+            del self.sessions[session_id]
+            if session_id in self.session_callbacks:
+                del self.session_callbacks[session_id]
+            
+            logger.info(f"Deleted replay session {session_id}")
+            return True
+            
+        except Exception as e:
+            logger.error(f"Failed to delete replay session {session_id}: {e}")
+            return False
+    
+    def set_replay_speed(self, session_id: str, speed: float) -> bool:
+        """Change replay speed for active session."""
+        try:
+            if session_id not in self.sessions:
+                return False
+            
+            if speed <= 0:
+                raise ValueError("Speed must be positive")
+            
+            session = self.sessions[session_id]
+            session.speed = speed
+            
+            logger.info(f"Set replay speed to {speed}x for session {session_id}")
+            return True
+            
+        except Exception as e:
+            logger.error(f"Failed to set replay speed for session {session_id}: {e}")
+            return False
+    
+    def seek_replay(self, session_id: str, timestamp: datetime) -> bool:
+        """Seek to specific timestamp in replay."""
+        try:
+            if session_id not in self.sessions:
+                return False
+            
+            session = self.sessions[session_id]
+            
+            # Validate timestamp is within session range
+            if timestamp < session.start_time or timestamp > session.end_time:
+                logger.warning(f"Seek timestamp {timestamp} outside session range")
+                return False
+            
+            # Update current time
+            session.current_time = timestamp
+            
+            # Recalculate progress
+            total_duration = (session.end_time - session.start_time).total_seconds()
+            elapsed_duration = (timestamp - session.start_time).total_seconds()
+            session.progress = elapsed_duration / total_duration if total_duration > 0 else 0.0
+            
+            logger.info(f"Seeked to {timestamp} in session {session_id}")
+            return True
+            
+        except Exception as e:
+            logger.error(f"Failed to seek in session {session_id}: {e}")
+            return False   
+ 
+    def add_data_callback(self, session_id: str, callback: Callable) -> bool:
+        """Add callback for replay data."""
+        try:
+            if session_id not in self.session_callbacks:
+                return False
+            
+            self.session_callbacks[session_id]['data'].append(callback)
+            logger.debug(f"Added data callback for session {session_id}")
+            return True
+            
+        except Exception as e:
+            logger.error(f"Failed to add data callback for session {session_id}: {e}")
+            return False
+    
+    def remove_data_callback(self, session_id: str, callback: Callable) -> bool:
+        """Remove data callback from replay session."""
+        try:
+            if session_id not in self.session_callbacks:
+                return False
+            
+            callbacks = self.session_callbacks[session_id]['data']
+            if callback in callbacks:
+                callbacks.remove(callback)
+                logger.debug(f"Removed data callback for session {session_id}")
+                return True
+            
+            return False
+            
+        except Exception as e:
+            logger.error(f"Failed to remove data callback for session {session_id}: {e}")
+            return False
+    
+    def add_status_callback(self, session_id: str, callback: Callable) -> bool:
+        """Add callback for replay status changes."""
+        try:
+            if session_id not in self.session_callbacks:
+                return False
+            
+            self.session_callbacks[session_id]['status'].append(callback)
+            logger.debug(f"Added status callback for session {session_id}")
+            return True
+            
+        except Exception as e:
+            logger.error(f"Failed to add status callback for session {session_id}: {e}")
+            return False
+    
+    async def get_available_data_range(self, symbol: str, 
+                                     exchange: Optional[str] = None) -> Optional[Dict[str, datetime]]:
+        """Get available data time range for replay."""
+        try:
+            # Query database for data range
+            if exchange:
+                query = """
+                    SELECT 
+                        MIN(timestamp) as start_time,
+                        MAX(timestamp) as end_time
+                    FROM order_book_snapshots 
+                    WHERE symbol = $1 AND exchange = $2
+                """
+                result = await self.storage_manager.connection_pool.fetchrow(query, symbol, exchange)
+            else:
+                query = """
+                    SELECT 
+                        MIN(timestamp) as start_time,
+                        MAX(timestamp) as end_time
+                    FROM order_book_snapshots 
+                    WHERE symbol = $1
+                """
+                result = await self.storage_manager.connection_pool.fetchrow(query, symbol)
+            
+            if result and result['start_time'] and result['end_time']:
+                return {
+                    'start': result['start_time'],
+                    'end': result['end_time']
+                }
+            
+            return None
+            
+        except Exception as e:
+            logger.error(f"Failed to get data range for {symbol}: {e}")
+            return None
+    
+    def validate_replay_request(self, start_time: datetime, end_time: datetime,
+                              symbols: Optional[List[str]] = None,
+                              exchanges: Optional[List[str]] = None) -> List[str]:
+        """Validate replay request parameters."""
+        errors = []
+        
+        # Validate time range
+        if start_time >= end_time:
+            errors.append("Start time must be before end time")
+        
+        # Check if time range is too large (more than 30 days)
+        if (end_time - start_time).days > 30:
+            errors.append("Time range cannot exceed 30 days")
+        
+        # Check if start time is too far in the past (more than 1 year)
+        if (get_current_timestamp() - start_time).days > 365:
+            errors.append("Start time cannot be more than 1 year ago")
+        
+        # Validate symbols
+        if symbols:
+            for symbol in symbols:
+                if not symbol or len(symbol) < 3:
+                    errors.append(f"Invalid symbol: {symbol}")
+        
+        # Validate exchanges
+        if exchanges:
+            valid_exchanges = self.config.exchanges.exchanges
+            for exchange in exchanges:
+                if exchange not in valid_exchanges:
+                    errors.append(f"Unsupported exchange: {exchange}")
+        
+        return errors
+    
+    async def _replay_task(self, session_id: str) -> None:
+        """Main replay task that streams historical data."""
+        try:
+            session = self.sessions[session_id]
+            
+            # Calculate total events for progress tracking
+            await self._calculate_total_events(session_id)
+            
+            # Stream data
+            await self._stream_historical_data(session_id)
+            
+            # Mark as completed
+            session.status = ReplayStatus.COMPLETED
+            session.completed_at = get_current_timestamp()
+            session.progress = 1.0
+            
+            await self._notify_status_callbacks(session_id, ReplayStatus.COMPLETED)
+            self.stats['sessions_completed'] += 1
+            
+            logger.info(f"Completed replay session {session_id}")
+            
+        except asyncio.CancelledError:
+            logger.info(f"Replay session {session_id} was cancelled")
+        except Exception as e:
+            logger.error(f"Replay task failed for session {session_id}: {e}")
+            await self._set_session_error(session_id, str(e))
+            self.stats['sessions_failed'] += 1
+    
+    async def _calculate_total_events(self, session_id: str) -> None:
+        """Calculate total number of events for progress tracking."""
+        try:
+            session = self.sessions[session_id]
+            
+            # Build query conditions
+            conditions = ["timestamp >= $1", "timestamp <= $2"]
+            params = [session.start_time, session.end_time]
+            param_count = 2
+            
+            if session.symbols:
+                param_count += 1
+                conditions.append(f"symbol = ANY(${param_count})")
+                params.append(session.symbols)
+            
+            if session.exchanges:
+                param_count += 1
+                conditions.append(f"exchange = ANY(${param_count})")
+                params.append(session.exchanges)
+            
+            where_clause = " AND ".join(conditions)
+            
+            # Count order book events
+            orderbook_query = f"""
+                SELECT COUNT(*) FROM order_book_snapshots 
+                WHERE {where_clause}
+            """
+            orderbook_count = await self.storage_manager.connection_pool.fetchval(
+                orderbook_query, *params
+            )
+            
+            # Count trade events
+            trade_query = f"""
+                SELECT COUNT(*) FROM trade_events 
+                WHERE {where_clause}
+            """
+            trade_count = await self.storage_manager.connection_pool.fetchval(
+                trade_query, *params
+            )
+            
+            session.total_events = (orderbook_count or 0) + (trade_count or 0)
+            
+            logger.debug(f"Session {session_id} has {session.total_events} total events")
+            
+        except Exception as e:
+            logger.error(f"Failed to calculate total events for session {session_id}: {e}")
+            session.total_events = 0
+    
+    async def _stream_historical_data(self, session_id: str) -> None:
+        """Stream historical data for replay session."""
+        session = self.sessions[session_id]
+        
+        # Build query conditions
+        conditions = ["timestamp >= $1", "timestamp <= $2"]
+        params = [session.current_time, session.end_time]
+        param_count = 2
+        
+        if session.symbols:
+            param_count += 1
+            conditions.append(f"symbol = ANY(${param_count})")
+            params.append(session.symbols)
+        
+        if session.exchanges:
+            param_count += 1
+            conditions.append(f"exchange = ANY(${param_count})")
+            params.append(session.exchanges)
+        
+        where_clause = " AND ".join(conditions)
+        
+        # Query both order book and trade data, ordered by timestamp
+        query = f"""
+            (
+                SELECT 'orderbook' as type, timestamp, symbol, exchange, 
+                       bids, asks, sequence_id, mid_price, spread, bid_volume, ask_volume,
+                       NULL as price, NULL as size, NULL as side, NULL as trade_id
+                FROM order_book_snapshots 
+                WHERE {where_clause}
+            )
+            UNION ALL
+            (
+                SELECT 'trade' as type, timestamp, symbol, exchange,
+                       NULL as bids, NULL as asks, NULL as sequence_id, 
+                       NULL as mid_price, NULL as spread, NULL as bid_volume, NULL as ask_volume,
+                       price, size, side, trade_id
+                FROM trade_events 
+                WHERE {where_clause}
+            )
+            ORDER BY timestamp ASC
+        """
+        
+        # Stream data in chunks
+        chunk_size = 1000
+        offset = 0
+        last_timestamp = session.current_time
+        
+        while session.status == ReplayStatus.RUNNING:
+            # Fetch chunk
+            chunk_query = f"{query} LIMIT {chunk_size} OFFSET {offset}"
+            rows = await self.storage_manager.connection_pool.fetch(chunk_query, *params)
+            
+            if not rows:
+                break
+            
+            # Process each row
+            for row in rows:
+                if session.status != ReplayStatus.RUNNING:
+                    break
+                
+                # Calculate delay based on replay speed
+                if last_timestamp < row['timestamp']:
+                    time_diff = (row['timestamp'] - last_timestamp).total_seconds()
+                    delay = time_diff / session.speed
+                    
+                    if delay > 0:
+                        await asyncio.sleep(delay)
+                
+                # Create data object
+                if row['type'] == 'orderbook':
+                    data = await self._create_orderbook_from_row(row)
+                else:
+                    data = await self._create_trade_from_row(row)
+                
+                # Notify data callbacks
+                await self._notify_data_callbacks(session_id, data)
+                
+                # Update session progress
+                session.events_replayed += 1
+                session.current_time = row['timestamp']
+                
+                if session.total_events > 0:
+                    session.progress = session.events_replayed / session.total_events
+                
+                last_timestamp = row['timestamp']
+                self.stats['total_events_replayed'] += 1
+            
+            offset += chunk_size
+    
+    async def _create_orderbook_from_row(self, row: Dict) -> OrderBookSnapshot:
+        """Create OrderBookSnapshot from database row."""
+        import json
+        from ..models.core import PriceLevel
+        
+        # Parse bids and asks from JSON
+        bids_data = json.loads(row['bids']) if row['bids'] else []
+        asks_data = json.loads(row['asks']) if row['asks'] else []
+        
+        bids = [PriceLevel(price=b['price'], size=b['size'], count=b.get('count')) 
+                for b in bids_data]
+        asks = [PriceLevel(price=a['price'], size=a['size'], count=a.get('count')) 
+                for a in asks_data]
+        
+        return OrderBookSnapshot(
+            symbol=row['symbol'],
+            exchange=row['exchange'],
+            timestamp=row['timestamp'],
+            bids=bids,
+            asks=asks,
+            sequence_id=row['sequence_id']
+        )
+    
+    async def _create_trade_from_row(self, row: Dict) -> TradeEvent:
+        """Create TradeEvent from database row."""
+        return TradeEvent(
+            symbol=row['symbol'],
+            exchange=row['exchange'],
+            timestamp=row['timestamp'],
+            price=float(row['price']),
+            size=float(row['size']),
+            side=row['side'],
+            trade_id=row['trade_id']
+        )
+    
+    async def _notify_data_callbacks(self, session_id: str, 
+                                   data: Union[OrderBookSnapshot, TradeEvent]) -> None:
+        """Notify all data callbacks for a session."""
+        if session_id in self.session_callbacks:
+            callbacks = self.session_callbacks[session_id]['data']
+            for callback in callbacks:
+                try:
+                    if asyncio.iscoroutinefunction(callback):
+                        await callback(data)
+                    else:
+                        callback(data)
+                except Exception as e:
+                    logger.error(f"Data callback error for session {session_id}: {e}")
+    
+    async def _notify_status_callbacks(self, session_id: str, status: ReplayStatus) -> None:
+        """Notify all status callbacks for a session."""
+        if session_id in self.session_callbacks:
+            callbacks = self.session_callbacks[session_id]['status']
+            for callback in callbacks:
+                try:
+                    if asyncio.iscoroutinefunction(callback):
+                        await callback(session_id, status)
+                    else:
+                        callback(session_id, status)
+                except Exception as e:
+                    logger.error(f"Status callback error for session {session_id}: {e}")
+    
+    async def _set_session_error(self, session_id: str, error_message: str) -> None:
+        """Set session to error state."""
+        if session_id in self.sessions:
+            session = self.sessions[session_id]
+            session.status = ReplayStatus.ERROR
+            session.error_message = error_message
+            session.stopped_at = get_current_timestamp()
+            
+            await self._notify_status_callbacks(session_id, ReplayStatus.ERROR)
+    
+    def get_stats(self) -> Dict[str, Any]:
+        """Get replay manager statistics."""
+        active_sessions = sum(1 for s in self.sessions.values() 
+                            if s.status == ReplayStatus.RUNNING)
+        
+        return {
+            **self.stats,
+            'active_sessions': active_sessions,
+            'total_sessions': len(self.sessions),
+            'session_statuses': {
+                status.value: sum(1 for s in self.sessions.values() if s.status == status)
+                for status in ReplayStatus
+            }
+        }

COBY/tests/test_replay_system.py

@@ -0,0 +1,153 @@
+"""
+Test script for the historical data replay system.
+"""
+
+import asyncio
+import logging
+from datetime import datetime, timedelta
+
+from ..config import Config
+from ..storage.storage_manager import StorageManager
+from ..replay.replay_manager import HistoricalReplayManager
+from ..models.core import ReplayStatus
+
+# Set up logging
+logging.basicConfig(level=logging.INFO)
+logger = logging.getLogger(__name__)
+
+
+async def test_replay_system():
+    """Test the replay system functionality."""
+    
+    # Initialize components
+    config = Config()
+    storage_manager = StorageManager(config)
+    
+    try:
+        # Initialize storage
+        logger.info("Initializing storage manager...")
+        await storage_manager.initialize()
+        
+        # Initialize replay manager
+        logger.info("Initializing replay manager...")
+        replay_manager = HistoricalReplayManager(storage_manager, config)
+        
+        # Test data range query
+        logger.info("Testing data range query...")
+        data_range = await replay_manager.get_available_data_range("BTCUSDT")
+        if data_range:
+            logger.info(f"Available data range: {data_range['start']} to {data_range['end']}")
+        else:
+            logger.warning("No data available for BTCUSDT")
+            return
+        
+        # Create test replay session
+        logger.info("Creating replay session...")
+        start_time = data_range['start']
+        end_time = start_time + timedelta(minutes=5)  # 5 minute replay
+        
+        session_id = replay_manager.create_replay_session(
+            start_time=start_time,
+            end_time=end_time,
+            speed=10.0,  # 10x speed
+            symbols=["BTCUSDT"],
+            exchanges=["binance"]
+        )
+        
+        logger.info(f"Created session: {session_id}")
+        
+        # Add data callback
+        data_count = 0
+        
+        def data_callback(data):
+            nonlocal data_count
+            data_count += 1
+            if data_count % 100 == 0:
+                logger.info(f"Received {data_count} data points")
+        
+        replay_manager.add_data_callback(session_id, data_callback)
+        
+        # Add status callback
+        def status_callback(session_id, status):
+            logger.info(f"Session {session_id} status changed to: {status.value}")
+        
+        replay_manager.add_status_callback(session_id, status_callback)
+        
+        # Start replay
+        logger.info("Starting replay...")
+        await replay_manager.start_replay(session_id)
+        
+        # Monitor progress
+        while True:
+            session = replay_manager.get_replay_status(session_id)
+            if not session:
+                break
+            
+            if session.status in [ReplayStatus.COMPLETED, ReplayStatus.ERROR, ReplayStatus.STOPPED]:
+                break
+            
+            logger.info(f"Progress: {session.progress:.2%}, Events: {session.events_replayed}")
+            await asyncio.sleep(2)
+        
+        # Final status
+        final_session = replay_manager.get_replay_status(session_id)
+        if final_session:
+            logger.info(f"Final status: {final_session.status.value}")
+            logger.info(f"Total events replayed: {final_session.events_replayed}")
+            logger.info(f"Total data callbacks: {data_count}")
+        
+        # Test session controls
+        logger.info("Testing session controls...")
+        
+        # Create another session for control testing
+        control_session_id = replay_manager.create_replay_session(
+            start_time=start_time,
+            end_time=end_time,
+            speed=1.0,
+            symbols=["BTCUSDT"]
+        )
+        
+        # Start and immediately pause
+        await replay_manager.start_replay(control_session_id)
+        await asyncio.sleep(1)
+        await replay_manager.pause_replay(control_session_id)
+        
+        # Test seek
+        seek_time = start_time + timedelta(minutes=2)
+        success = replay_manager.seek_replay(control_session_id, seek_time)
+        logger.info(f"Seek to {seek_time}: {'success' if success else 'failed'}")
+        
+        # Test speed change
+        success = replay_manager.set_replay_speed(control_session_id, 5.0)
+        logger.info(f"Speed change to 5x: {'success' if success else 'failed'}")
+        
+        # Resume and stop
+        await replay_manager.resume_replay(control_session_id)
+        await asyncio.sleep(2)
+        await replay_manager.stop_replay(control_session_id)
+        
+        # Get statistics
+        stats = replay_manager.get_stats()
+        logger.info(f"Replay manager stats: {stats}")
+        
+        # List all sessions
+        sessions = replay_manager.list_replay_sessions()
+        logger.info(f"Total sessions: {len(sessions)}")
+        
+        # Clean up
+        for session in sessions:
+            replay_manager.delete_replay_session(session.session_id)
+        
+        logger.info("Replay system test completed successfully!")
+        
+    except Exception as e:
+        logger.error(f"Test failed: {e}")
+        raise
+    
+    finally:
+        # Clean up
+        await storage_manager.close()
+
+
+if __name__ == "__main__":
+    asyncio.run(test_replay_system())