15. wip

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

@@ -135,9 +135,14 @@
 
 
 
+
   - Write integration tests with existing orchestrator code
   - _Requirements: 6.1, 6.2, 6.3, 6.4, 6.5_
 
+
+
+
+
 - [x] 12. Add additional exchange connectors (Coinbase, Kraken)
   - Implement Coinbase Pro WebSocket connector with proper authentication
   - Create Kraken WebSocket connector with their specific message format

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")    
+            raise AggregationError(f"Cross-exchange aggregation failed: {e}", "CONSOLIDATION_ERROR")
-   
+    
- def calculate_volume_weighted_price(self, orderbooks: List[OrderBookSnapshot]) -> float:
+    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
+        # Validate bucket size
-        if self.aggregation.btc_bucket_size <= 0:
+        if self.aggregation.bucket_size <= 0:
-            raise ValueError("BTC bucket size must be positive")
+            raise ValueError("Bucket size must be positive")
-        if self.aggregation.eth_bucket_size <= 0:
-            raise ValueError("ETH 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
+        return quality_score, issues
-f check_trade_quality(self, trade: TradeEvent) -> Tuple[float, List[str]]:
+    
+    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
+        return issues
- _check_orderbook_volumes(self, orderbook: OrderBookSnapshot) -> List[str]:
+    
+    def _check_orderbook_volumes(self, orderbook: OrderBookSnapshot) -> List[str]:
         """Check order book volume validity"""
         issues = []
         

test_connectors_simple.py

@@ -1,115 +0,0 @@
-#!/usr/bin/env python3
-"""
-Simple test to verify all 10 exchange connectors are properly implemented.
-"""
-
-import sys
-import os
-
-# Add the current directory to Python path
-sys.path.insert(0, os.path.abspath('.'))
-
-def test_all_connectors():
-    """Test that all 10 exchange connectors can be imported and initialized."""
-    
-    print("=== Testing All 10 Exchange Connectors ===\n")
-    
-    connectors = {}
-    
-    try:
-        # Import all connectors
-        from COBY.connectors.binance_connector import BinanceConnector
-        from COBY.connectors.coinbase_connector import CoinbaseConnector
-        from COBY.connectors.kraken_connector import KrakenConnector
-        from COBY.connectors.bybit_connector import BybitConnector
-        from COBY.connectors.okx_connector import OKXConnector
-        from COBY.connectors.huobi_connector import HuobiConnector
-        from COBY.connectors.kucoin_connector import KuCoinConnector
-        from COBY.connectors.gateio_connector import GateIOConnector
-        from COBY.connectors.bitfinex_connector import BitfinexConnector
-        from COBY.connectors.mexc_connector import MEXCConnector
-        
-        # Initialize all connectors
-        connectors = {
-            'binance': BinanceConnector(),
-            'coinbase': CoinbaseConnector(use_sandbox=True),
-            'kraken': KrakenConnector(),
-            'bybit': BybitConnector(use_testnet=True),
-            'okx': OKXConnector(use_demo=True),
-            'huobi': HuobiConnector(),
-            'kucoin': KuCoinConnector(use_sandbox=True),
-            'gateio': GateIOConnector(use_testnet=True),
-            'bitfinex': BitfinexConnector(),
-            'mexc': MEXCConnector()
-        }
-        
-        print("✅ All connectors imported successfully!\n")
-        
-    except Exception as e:
-        print(f"❌ Failed to import connectors: {e}")
-        return False
-    
-    # Test each connector
-    success_count = 0
-    total_count = len(connectors)
-    
-    for name, connector in connectors.items():
-        try:
-            print(f"Testing {name.upper()} connector:")
-            
-            # Test basic properties
-            assert connector.exchange_name == name
-            assert hasattr(connector, 'websocket_url')
-            assert hasattr(connector, 'message_handlers')
-            assert hasattr(connector, 'subscriptions')
-            print(f"  ✓ Basic properties: OK")
-            
-            # Test symbol normalization
-            btc_symbol = connector.normalize_symbol('BTCUSDT')
-            eth_symbol = connector.normalize_symbol('ETHUSDT')
-            print(f"  ✓ Symbol normalization: BTCUSDT -> {btc_symbol}, ETHUSDT -> {eth_symbol}")
-            
-            # Test required methods exist
-            required_methods = [
-                'connect', 'disconnect', 'subscribe_orderbook', 'subscribe_trades',
-                'unsubscribe_orderbook', 'unsubscribe_trades', 'get_symbols',
-                'get_orderbook_snapshot', 'get_connection_status'
-            ]
-            
-            for method in required_methods:
-                assert hasattr(connector, method), f"Missing method: {method}"
-                assert callable(getattr(connector, method)), f"Method not callable: {method}"
-            print(f"  ✓ Required methods: All {len(required_methods)} methods present")
-            
-            # Test statistics
-            stats = connector.get_stats()
-            assert isinstance(stats, dict)
-            assert 'exchange' in stats
-            assert stats['exchange'] == name
-            print(f"  ✓ Statistics: {len(stats)} fields")
-            
-            # Test connection status
-            status = connector.get_connection_status()
-            print(f"  ✓ Connection status: {status.value}")
-            
-            print(f"  ✅ {name.upper()} connector: ALL TESTS PASSED\n")
-            success_count += 1
-            
-        except Exception as e:
-            print(f"  ❌ {name.upper()} connector: FAILED - {e}\n")
-    
-    print(f"=== SUMMARY ===")
-    print(f"Total connectors: {total_count}")
-    print(f"Successful: {success_count}")
-    print(f"Failed: {total_count - success_count}")
-    
-    if success_count == total_count:
-        print("🎉 ALL 10 EXCHANGE CONNECTORS WORKING PERFECTLY!")
-        return True
-    else:
-        print(f"⚠️  {total_count - success_count} connectors need attention")
-        return False
-
-if __name__ == "__main__":
-    success = test_all_connectors()
-    sys.exit(0 if success else 1)