stats, standartized data provider

This commit is contained in:
Dobromir Popov
2025-07-28 08:35:08 +03:00
parent 6efaa27c33
commit 240d2b7877
3 changed files with 220 additions and 58 deletions

View File

@ -60,6 +60,13 @@ class StandardizedDataProvider(DataProvider):
from datetime import timedelta
self.live_price_cache_ttl = timedelta(milliseconds=500)
# Initialize WebSocket cache for dashboard compatibility
if not hasattr(self, 'ws_price_cache'):
self.ws_price_cache: Dict[str, float] = {}
# Initialize orchestrator reference (for dashboard compatibility)
self.orchestrator = None
# COB provider integration
self.cob_provider: Optional[MultiExchangeCOBProvider] = None
self._initialize_cob_provider()
@ -488,32 +495,177 @@ class StandardizedDataProvider(DataProvider):
return []
def get_live_price_from_api(self, symbol: str) -> Optional[float]:
"""FORCE fetch live price from Binance API for low-latency updates"""
# Check cache first to avoid excessive API calls
if symbol in self.live_price_cache:
price, timestamp = self.live_price_cache[symbol]
if datetime.now() - timestamp < self.live_price_cache_ttl:
return price
"""ROBUST live price fetching with comprehensive fallbacks"""
try:
import requests
binance_symbol = symbol.replace('/', '')
url = f"https://api.binance.com/api/v3/ticker/price?symbol={binance_symbol}"
response = requests.get(url, timeout=0.5) # Use a short timeout for low latency
response.raise_for_status()
data = response.json()
price = float(data['price'])
# 1. Check cache first to avoid excessive API calls
if symbol in self.live_price_cache:
price, timestamp = self.live_price_cache[symbol]
if datetime.now() - timestamp < self.live_price_cache_ttl:
logger.debug(f"Using cached price for {symbol}: ${price:.2f}")
return price
# Update cache and current prices
self.live_price_cache[symbol] = (price, datetime.now())
self.current_prices[symbol] = price
# 2. Try direct Binance API call
try:
import requests
binance_symbol = symbol.replace('/', '')
url = f"https://api.binance.com/api/v3/ticker/price?symbol={binance_symbol}"
response = requests.get(url, timeout=0.5) # Use a short timeout for low latency
response.raise_for_status()
data = response.json()
price = float(data['price'])
# Update cache and current prices
self.live_price_cache[symbol] = (price, datetime.now())
self.current_prices[symbol] = price
logger.info(f"LIVE PRICE for {symbol}: ${price:.2f}")
return price
except requests.exceptions.RequestException as e:
logger.warning(f"Failed to get live price for {symbol} from API: {e}")
except Exception as e:
logger.warning(f"Unexpected error in API call for {symbol}: {e}")
# 3. Fallback to current prices from parent
if hasattr(self, 'current_prices') and symbol in self.current_prices:
price = self.current_prices[symbol]
if price and price > 0:
logger.debug(f"Using current price for {symbol}: ${price:.2f}")
return price
# 4. Try parent's get_current_price method
if hasattr(self, 'get_current_price'):
try:
price = self.get_current_price(symbol)
if price and price > 0:
self.current_prices[symbol] = price
logger.debug(f"Got current price for {symbol} from parent: ${price:.2f}")
return price
except Exception as e:
logger.debug(f"Parent get_current_price failed for {symbol}: {e}")
# 5. Try historical data from multiple timeframes
for timeframe in ['1m', '5m', '1h']: # Start with 1m for better reliability
try:
df = self.get_historical_data(symbol, timeframe, limit=1, refresh=True)
if df is not None and not df.empty:
price = float(df['close'].iloc[-1])
if price > 0:
self.current_prices[symbol] = price
logger.debug(f"Got current price for {symbol} from {timeframe}: ${price:.2f}")
return price
except Exception as tf_error:
logger.debug(f"Failed to get {timeframe} data for {symbol}: {tf_error}")
continue
# 6. Try WebSocket cache if available
ws_symbol = symbol.replace('/', '')
if hasattr(self, 'ws_price_cache') and ws_symbol in self.ws_price_cache:
price = self.ws_price_cache[ws_symbol]
if price and price > 0:
logger.debug(f"Using WebSocket cache for {symbol}: ${price:.2f}")
return price
# 7. Try to get from orchestrator if available (for dashboard compatibility)
if hasattr(self, 'orchestrator') and self.orchestrator:
try:
if hasattr(self.orchestrator, 'data_provider'):
price = self.orchestrator.data_provider.get_current_price(symbol)
if price and price > 0:
self.current_prices[symbol] = price
logger.debug(f"Got current price for {symbol} from orchestrator: ${price:.2f}")
return price
except Exception as orch_error:
logger.debug(f"Failed to get price from orchestrator: {orch_error}")
# 8. Last resort: try external API with longer timeout
try:
import requests
binance_symbol = symbol.replace('/', '')
url = f"https://api.binance.com/api/v3/ticker/price?symbol={binance_symbol}"
response = requests.get(url, timeout=2) # Longer timeout for last resort
if response.status_code == 200:
data = response.json()
price = float(data['price'])
if price > 0:
self.current_prices[symbol] = price
logger.warning(f"Got current price for {symbol} from external API (last resort): ${price:.2f}")
return price
except Exception as api_error:
logger.debug(f"External API failed: {api_error}")
logger.warning(f"Could not get current price for {symbol} from any source")
logger.info(f"LIVE PRICE for {symbol}: ${price:.2f}")
return price
except requests.exceptions.RequestException as e:
logger.warning(f"Failed to get live price for {symbol} from API: {e}")
# Fallback to last known current price
return self.current_prices.get(symbol)
except Exception as e:
logger.error(f"Unexpected error getting live price for {symbol}: {e}")
return self.current_prices.get(symbol)
logger.error(f"Error getting current price for {symbol}: {e}")
# Return a fallback price if we have any cached data
if hasattr(self, 'current_prices') and symbol in self.current_prices and self.current_prices[symbol] > 0:
return self.current_prices[symbol]
# Return None instead of hardcoded fallbacks - let the caller handle missing data
return None
def get_current_price(self, symbol: str) -> Optional[float]:
"""Get current price with robust fallbacks - enhanced version"""
try:
# 1. Try live price API first (our enhanced method)
price = self.get_live_price_from_api(symbol)
if price and price > 0:
return price
# 2. Try parent's get_current_price method
if hasattr(super(), 'get_current_price'):
try:
price = super().get_current_price(symbol)
if price and price > 0:
return price
except Exception as e:
logger.debug(f"Parent get_current_price failed for {symbol}: {e}")
# 3. Try current prices cache
if hasattr(self, 'current_prices') and symbol in self.current_prices:
price = self.current_prices[symbol]
if price and price > 0:
return price
# 4. Try historical data from multiple timeframes
for timeframe in ['1m', '5m', '1h']:
try:
df = self.get_historical_data(symbol, timeframe, limit=1, refresh=True)
if df is not None and not df.empty:
price = float(df['close'].iloc[-1])
if price > 0:
self.current_prices[symbol] = price
return price
except Exception as tf_error:
logger.debug(f"Failed to get {timeframe} data for {symbol}: {tf_error}")
continue
# 5. Try WebSocket cache if available
ws_symbol = symbol.replace('/', '')
if hasattr(self, 'ws_price_cache') and ws_symbol in self.ws_price_cache:
price = self.ws_price_cache[ws_symbol]
if price and price > 0:
return price
logger.warning(f"Could not get current price for {symbol} from any source")
return None
except Exception as e:
logger.error(f"Error getting current price for {symbol}: {e}")
return None
def update_ws_price_cache(self, symbol: str, price: float):
"""Update WebSocket price cache for dashboard compatibility"""
try:
ws_symbol = symbol.replace('/', '')
self.ws_price_cache[ws_symbol] = price
# Also update current prices for consistency
self.current_prices[symbol] = price
logger.debug(f"Updated WS cache for {symbol}: ${price:.2f}")
except Exception as e:
logger.error(f"Error updating WS cache for {symbol}: {e}")
def set_orchestrator(self, orchestrator):
"""Set orchestrator reference for dashboard compatibility"""
self.orchestrator = orchestrator