integratoin fixes - COB and CNN

core/data_provider.py

@@ -1453,17 +1453,37 @@ class DataProvider:
     async def _on_enhanced_cob_data(self, symbol: str, cob_data: Dict):
         """Handle COB data from Enhanced WebSocket"""
         try:
+            # Ensure cob_websocket_data is initialized
+            if not hasattr(self, 'cob_websocket_data'):
+                self.cob_websocket_data = {}
+            
             # Store the latest COB data
             self.cob_websocket_data[symbol] = cob_data
             
+            # Ensure cob_data_cache is initialized
+            if not hasattr(self, 'cob_data_cache'):
+                self.cob_data_cache = {}
+            
             # Update COB data cache for distribution
             binance_symbol = symbol.replace('/', '').upper()
-            if binance_symbol in self.cob_data_cache:
-                self.cob_data_cache[binance_symbol].append({
-                    'timestamp': cob_data.get('timestamp', datetime.now()),
-                    'data': cob_data,
-                    'source': 'enhanced_websocket'
-                })
+            if binance_symbol not in self.cob_data_cache or self.cob_data_cache[binance_symbol] is None:
+                from collections import deque
+                self.cob_data_cache[binance_symbol] = deque(maxlen=300)
+            
+            # Ensure the deque is properly initialized
+            if not isinstance(self.cob_data_cache[binance_symbol], deque):
+                from collections import deque
+                self.cob_data_cache[binance_symbol] = deque(maxlen=300)
+            
+            self.cob_data_cache[binance_symbol].append({
+                'timestamp': cob_data.get('timestamp', datetime.now()),
+                'data': cob_data,
+                'source': 'enhanced_websocket'
+            })
+            
+            # Ensure cob_data_callbacks is initialized
+            if not hasattr(self, 'cob_data_callbacks'):
+                self.cob_data_callbacks = []
             
             # Distribute to COB data callbacks
             for callback in self.cob_data_callbacks:
@@ -1472,6 +1492,13 @@ class DataProvider:
                 except Exception as e:
                     logger.error(f"Error in COB data callback: {e}")
             
+            # Ensure distribution_stats is initialized
+            if not hasattr(self, 'distribution_stats'):
+                self.distribution_stats = {
+                    'total_ticks_received': 0,
+                    'last_tick_time': {}
+                }
+            
             # Update distribution stats
             self.distribution_stats['total_ticks_received'] += 1
             self.distribution_stats['last_tick_time'][symbol] = datetime.now()
@@ -1479,7 +1506,7 @@ class DataProvider:
             logger.debug(f"Enhanced COB data received for {symbol}: {len(cob_data.get('bids', []))} bids, {len(cob_data.get('asks', []))} asks")
             
         except Exception as e:
-            logger.error(f"Error handling enhanced COB data for {symbol}: {e}")
+            logger.error(f"Error handling enhanced COB data for {symbol}: {e}", exc_info=True)
     
     async def _on_websocket_status_update(self, status_data: Dict):
         """Handle WebSocket status updates"""
@@ -1488,12 +1515,16 @@ class DataProvider:
             status = status_data.get('status')
             message = status_data.get('message', '')
             
+            # Ensure cob_websocket_status is initialized
+            if not hasattr(self, 'cob_websocket_status'):
+                self.cob_websocket_status = {}
+            
             if symbol:
                 self.cob_websocket_status[symbol] = status
                 logger.info(f"🔌 Enhanced WebSocket status for {symbol}: {status} - {message}")
                 
         except Exception as e:
-            logger.error(f"Error handling WebSocket status update: {e}")
+            logger.error(f"Error handling WebSocket status update: {e}", exc_info=True)
     
     async def _start_fallback_websocket_streaming(self):
         """Fallback to old WebSocket method if Enhanced COB WebSocket fails"""
@@ -3499,9 +3530,14 @@ class DataProvider:
                 # Convert datetime to timestamp
                 cob_data['timestamp'] = cob_data['timestamp'].timestamp()
             
-            # Store raw tick
+            # Store raw tick - ensure proper initialization
             if not hasattr(self, 'cob_raw_ticks'):
-                self.cob_raw_ticks = {'ETH/USDT': [], 'BTC/USDT': []}
+                self.cob_raw_ticks = {}
+            
+            # Ensure symbol keys exist in the dictionary
+            for sym in ['ETH/USDT', 'BTC/USDT']:
+                if sym not in self.cob_raw_ticks:
+                    self.cob_raw_ticks[sym] = []
             
             # Add to raw ticks with size limit (keep last 10 seconds of data)
             max_ticks = 1000  # ~10 seconds at 100 updates/sec
@@ -3514,6 +3550,7 @@ class DataProvider:
                 if not hasattr(self, 'cob_data_cache'):
                     self.cob_data_cache = {}
                 
+                # Ensure symbol key exists in the cache
                 if symbol not in self.cob_data_cache:
                     self.cob_data_cache[symbol] = []
                 
@@ -3537,7 +3574,7 @@ class DataProvider:
             logger.debug(f"Processed WebSocket COB tick for {symbol}: {len(cob_data.get('bids', []))} bids, {len(cob_data.get('asks', []))} asks")
             
         except Exception as e:
-            logger.error(f"Error processing WebSocket COB data for {symbol}: {e}")
+            logger.error(f"Error processing WebSocket COB data for {symbol}: {e}", exc_info=True)
     
     def _on_cob_websocket_status(self, status_data: dict):
         """Handle WebSocket status updates"""