15. wip

COBY/aggregation/aggregation_engine.py

@@ -143,9 +143,9 @@ class StandardAggregationEngine(AggregationEngine):
             
         except Exception as e:
             logger.error(f"Error aggregating across exchanges: {e}")
-            raise AggregationError(f"Cross-exchange aggregation failed: {e}", "CONSOLIDATION_ERROR")    
-   
- def calculate_volume_weighted_price(self, orderbooks: List[OrderBookSnapshot]) -> float:
+            raise AggregationError(f"Cross-exchange aggregation failed: {e}", "CONSOLIDATION_ERROR")
+    
+    def calculate_volume_weighted_price(self, orderbooks: List[OrderBookSnapshot]) -> float:
         """
         Calculate volume-weighted average price across exchanges.
         

COBY/aggregation/price_bucketer.py

@@ -118,6 +118,18 @@ class PriceBucketer:
         logger.debug(f"Aggregated {len(bucket_list)} bucket sets")
         return aggregated
     
+    def get_bucket_price(self, price: float) -> float:
+        """
+        Get the bucket price for a given price.
+        
+        Args:
+            price: Original price
+            
+        Returns:
+            float: Bucket price (rounded to bucket boundaries)
+        """
+        return math.floor(price / self.bucket_size) * self.bucket_size
+    
     def get_bucket_range(self, center_price: float, depth: int) -> Tuple[float, float]:
         """
         Get price range for buckets around a center price.

COBY/config.py

@@ -111,11 +111,9 @@ class Config:
         log_dir = Path(self.logging.file_path).parent
         log_dir.mkdir(parents=True, exist_ok=True)
         
-        # Validate bucket sizes
-        if self.aggregation.btc_bucket_size <= 0:
-            raise ValueError("BTC bucket size must be positive")
-        if self.aggregation.eth_bucket_size <= 0:
-            raise ValueError("ETH bucket size must be positive")
+        # Validate bucket size
+        if self.aggregation.bucket_size <= 0:
+            raise ValueError("Bucket size must be positive")
     
     def get_bucket_size(self, symbol: str = None) -> float:
         """Get bucket size (now universal $1 for all symbols)"""

COBY/connectors/base_connector.py

@@ -10,6 +10,7 @@ from abc import ABC, abstractmethod
 from typing import Dict, List, Optional, Callable, Any
 from datetime import datetime, timedelta
 from ..models.core import ConnectionStatus, OrderBookSnapshot, TradeEvent
+from ..interfaces.exchange_connector import ExchangeConnector
 from ..utils.logging import get_logger, set_correlation_id
 from ..utils.exceptions import ConnectionError, ValidationError
 from ..utils.timing import get_current_timestamp

COBY/processing/quality_checker.py

@@ -94,8 +94,9 @@ class DataQualityChecker:
         if issues:
             logger.debug(f"Order book quality issues for {orderbook.symbol}@{orderbook.exchange}: {issues}")
         
-        return quality_score, issues    de
-f check_trade_quality(self, trade: TradeEvent) -> Tuple[float, List[str]]:
+        return quality_score, issues
+    
+    def check_trade_quality(self, trade: TradeEvent) -> Tuple[float, List[str]]:
         """
         Check trade data quality.
         
@@ -197,8 +198,9 @@ f check_trade_quality(self, trade: TradeEvent) -> Tuple[float, List[str]]:
             if orderbook.bids[0].price >= orderbook.asks[0].price:
                 issues.append("Best bid >= best ask (crossed book)")
         
-        return issues    def
- _check_orderbook_volumes(self, orderbook: OrderBookSnapshot) -> List[str]:
+        return issues
+    
+    def _check_orderbook_volumes(self, orderbook: OrderBookSnapshot) -> List[str]:
         """Check order book volume validity"""
         issues = []