✅ Binance (completed previously)

✅ Coinbase Pro (completed in this task)
✅ Kraken (completed in this task)

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

@@ -115,6 +115,9 @@
 - [x] 10. Build historical data replay system
   - Create replay manager for historical data playback
   - Implement configurable playback speeds and time range selection
+
+
+
   - Create replay session management with start/pause/stop controls
   - Implement data streaming interface compatible with live data format
   - Add replay status monitoring and progress tracking

COBY/connectors/__init__.py

@@ -3,11 +3,17 @@ Exchange connector implementations for the COBY system.
 """
 
 from .base_connector import BaseExchangeConnector
+from .binance_connector import BinanceConnector
+from .coinbase_connector import CoinbaseConnector
+from .kraken_connector import KrakenConnector
 from .connection_manager import ConnectionManager
 from .circuit_breaker import CircuitBreaker
 
 __all__ = [
     'BaseExchangeConnector',
+    'BinanceConnector',
+    'CoinbaseConnector',
+    'KrakenConnector',
     'ConnectionManager', 
     'CircuitBreaker'
 ]

COBY/connectors/coinbase_connector.py

@@ -0,0 +1,650 @@
+"""
+Coinbase Pro exchange connector implementation.
+Supports WebSocket connections to Coinbase Pro (now Coinbase Advanced Trade).
+"""
+
+import json
+import hmac
+import hashlib
+import base64
+import time
+from typing import Dict, List, Optional, Any
+from datetime import datetime, timezone
+
+from ..models.core import OrderBookSnapshot, TradeEvent, PriceLevel
+from ..utils.logging import get_logger, set_correlation_id
+from ..utils.exceptions import ValidationError, ConnectionError
+from ..utils.validation import validate_symbol, validate_price, validate_volume
+from .base_connector import BaseExchangeConnector
+
+logger = get_logger(__name__)
+
+
+class CoinbaseConnector(BaseExchangeConnector):
+    """
+    Coinbase Pro WebSocket connector implementation.
+    
+    Supports:
+    - Order book level2 streams
+    - Trade streams (matches)
+    - Symbol normalization
+    - Authentication for private channels (if needed)
+    """
+    
+    # Coinbase Pro WebSocket URLs
+    WEBSOCKET_URL = "wss://ws-feed.exchange.coinbase.com"
+    SANDBOX_URL = "wss://ws-feed-public.sandbox.exchange.coinbase.com"
+    API_URL = "https://api.exchange.coinbase.com"
+    
+    def __init__(self, use_sandbox: bool = False, api_key: str = None, 
+                 api_secret: str = None, passphrase: str = None):
+        """
+        Initialize Coinbase connector.
+        
+        Args:
+            use_sandbox: Whether to use sandbox environment
+            api_key: API key for authentication (optional)
+            api_secret: API secret for authentication (optional)
+            passphrase: API passphrase for authentication (optional)
+        """
+        websocket_url = self.SANDBOX_URL if use_sandbox else self.WEBSOCKET_URL
+        super().__init__("coinbase", websocket_url)
+        
+        # Authentication credentials (optional)
+        self.api_key = api_key
+        self.api_secret = api_secret
+        self.passphrase = passphrase
+        self.use_sandbox = use_sandbox
+        
+        # Coinbase-specific message handlers
+        self.message_handlers.update({
+            'l2update': self._handle_orderbook_update,
+            'match': self._handle_trade_update,
+            'snapshot': self._handle_orderbook_snapshot,
+            'error': self._handle_error_message,
+            'subscriptions': self._handle_subscription_response
+        })
+        
+        # Channel management
+        self.subscribed_channels = set()
+        self.product_ids = set()
+        
+        logger.info(f"Coinbase connector initialized ({'sandbox' if use_sandbox else 'production'})")
+    
+    def _get_message_type(self, data: Dict) -> str:
+        """
+        Determine message type from Coinbase message data.
+        
+        Args:
+            data: Parsed message data
+            
+        Returns:
+            str: Message type identifier
+        """
+        # Coinbase uses 'type' field for message type
+        return data.get('type', 'unknown')
+    
+    def normalize_symbol(self, symbol: str) -> str:
+        """
+        Normalize symbol to Coinbase format.
+        
+        Args:
+            symbol: Standard symbol format (e.g., 'BTCUSDT')
+            
+        Returns:
+            str: Coinbase product ID format (e.g., 'BTC-USD')
+        """
+        # Convert standard format to Coinbase product ID
+        if symbol.upper() == 'BTCUSDT':
+            return 'BTC-USD'
+        elif symbol.upper() == 'ETHUSDT':
+            return 'ETH-USD'
+        elif symbol.upper() == 'ADAUSDT':
+            return 'ADA-USD'
+        elif symbol.upper() == 'DOTUSDT':
+            return 'DOT-USD'
+        elif symbol.upper() == 'LINKUSDT':
+            return 'LINK-USD'
+        else:
+            # Generic conversion: BTCUSDT -> BTC-USD
+            if symbol.endswith('USDT'):
+                base = symbol[:-4]
+                return f"{base}-USD"
+            elif symbol.endswith('USD'):
+                base = symbol[:-3]
+                return f"{base}-USD"
+            else:
+                # Assume it's already in correct format or try to parse
+                if '-' in symbol:
+                    return symbol.upper()
+                else:
+                    # Default fallback
+                    return symbol.upper()
+    
+    def _denormalize_symbol(self, product_id: str) -> str:
+        """
+        Convert Coinbase product ID back to standard format.
+        
+        Args:
+            product_id: Coinbase product ID (e.g., 'BTC-USD')
+            
+        Returns:
+            str: Standard symbol format (e.g., 'BTCUSDT')
+        """
+        if '-' in product_id:
+            base, quote = product_id.split('-', 1)
+            if quote == 'USD':
+                return f"{base}USDT"
+            else:
+                return f"{base}{quote}"
+        return product_id
+    
+    async def subscribe_orderbook(self, symbol: str) -> None:
+        """
+        Subscribe to order book level2 updates for a symbol.
+        
+        Args:
+            symbol: Trading symbol (e.g., 'BTCUSDT')
+        """
+        try:
+            set_correlation_id()
+            product_id = self.normalize_symbol(symbol)
+            
+            # Create subscription message
+            subscription_msg = {
+                "type": "subscribe",
+                "product_ids": [product_id],
+                "channels": ["level2"]
+            }
+            
+            # Add authentication if credentials provided
+            if self.api_key and self.api_secret and self.passphrase:
+                subscription_msg.update(self._get_auth_headers(subscription_msg))
+            
+            # Send subscription
+            success = await self._send_message(subscription_msg)
+            if success:
+                # Track subscription
+                if symbol not in self.subscriptions:
+                    self.subscriptions[symbol] = []
+                if 'orderbook' not in self.subscriptions[symbol]:
+                    self.subscriptions[symbol].append('orderbook')
+                
+                self.subscribed_channels.add('level2')
+                self.product_ids.add(product_id)
+                
+                logger.info(f"Subscribed to order book for {symbol} ({product_id}) on Coinbase")
+            else:
+                logger.error(f"Failed to subscribe to order book for {symbol} on Coinbase")
+                
+        except Exception as e:
+            logger.error(f"Error subscribing to order book for {symbol}: {e}")
+            raise
+    
+    async def subscribe_trades(self, symbol: str) -> None:
+        """
+        Subscribe to trade updates (matches) for a symbol.
+        
+        Args:
+            symbol: Trading symbol (e.g., 'BTCUSDT')
+        """
+        try:
+            set_correlation_id()
+            product_id = self.normalize_symbol(symbol)
+            
+            # Create subscription message
+            subscription_msg = {
+                "type": "subscribe",
+                "product_ids": [product_id],
+                "channels": ["matches"]
+            }
+            
+            # Add authentication if credentials provided
+            if self.api_key and self.api_secret and self.passphrase:
+                subscription_msg.update(self._get_auth_headers(subscription_msg))
+            
+            # Send subscription
+            success = await self._send_message(subscription_msg)
+            if success:
+                # Track subscription
+                if symbol not in self.subscriptions:
+                    self.subscriptions[symbol] = []
+                if 'trades' not in self.subscriptions[symbol]:
+                    self.subscriptions[symbol].append('trades')
+                
+                self.subscribed_channels.add('matches')
+                self.product_ids.add(product_id)
+                
+                logger.info(f"Subscribed to trades for {symbol} ({product_id}) on Coinbase")
+            else:
+                logger.error(f"Failed to subscribe to trades for {symbol} on Coinbase")
+                
+        except Exception as e:
+            logger.error(f"Error subscribing to trades for {symbol}: {e}")
+            raise
+    
+    async def unsubscribe_orderbook(self, symbol: str) -> None:
+        """
+        Unsubscribe from order book updates for a symbol.
+        
+        Args:
+            symbol: Trading symbol (e.g., 'BTCUSDT')
+        """
+        try:
+            product_id = self.normalize_symbol(symbol)
+            
+            # Create unsubscription message
+            unsubscription_msg = {
+                "type": "unsubscribe",
+                "product_ids": [product_id],
+                "channels": ["level2"]
+            }
+            
+            # Send unsubscription
+            success = await self._send_message(unsubscription_msg)
+            if success:
+                # Remove from tracking
+                if symbol in self.subscriptions and 'orderbook' in self.subscriptions[symbol]:
+                    self.subscriptions[symbol].remove('orderbook')
+                    if not self.subscriptions[symbol]:
+                        del self.subscriptions[symbol]
+                
+                self.product_ids.discard(product_id)
+                
+                logger.info(f"Unsubscribed from order book for {symbol} ({product_id}) on Coinbase")
+            else:
+                logger.error(f"Failed to unsubscribe from order book for {symbol} on Coinbase")
+                
+        except Exception as e:
+            logger.error(f"Error unsubscribing from order book for {symbol}: {e}")
+            raise
+    
+    async def unsubscribe_trades(self, symbol: str) -> None:
+        """
+        Unsubscribe from trade updates for a symbol.
+        
+        Args:
+            symbol: Trading symbol (e.g., 'BTCUSDT')
+        """
+        try:
+            product_id = self.normalize_symbol(symbol)
+            
+            # Create unsubscription message
+            unsubscription_msg = {
+                "type": "unsubscribe",
+                "product_ids": [product_id],
+                "channels": ["matches"]
+            }
+            
+            # Send unsubscription
+            success = await self._send_message(unsubscription_msg)
+            if success:
+                # Remove from tracking
+                if symbol in self.subscriptions and 'trades' in self.subscriptions[symbol]:
+                    self.subscriptions[symbol].remove('trades')
+                    if not self.subscriptions[symbol]:
+                        del self.subscriptions[symbol]
+                
+                self.product_ids.discard(product_id)
+                
+                logger.info(f"Unsubscribed from trades for {symbol} ({product_id}) on Coinbase")
+            else:
+                logger.error(f"Failed to unsubscribe from trades for {symbol} on Coinbase")
+                
+        except Exception as e:
+            logger.error(f"Error unsubscribing from trades for {symbol}: {e}")
+            raise
+    
+    async def get_symbols(self) -> List[str]:
+        """
+        Get list of available trading symbols from Coinbase.
+        
+        Returns:
+            List[str]: List of available symbols in standard format
+        """
+        try:
+            import aiohttp
+            
+            api_url = "https://api-public.sandbox.exchange.coinbase.com" if self.use_sandbox else self.API_URL
+            
+            async with aiohttp.ClientSession() as session:
+                async with session.get(f"{api_url}/products") as response:
+                    if response.status == 200:
+                        data = await response.json()
+                        symbols = []
+                        
+                        for product in data:
+                            if product.get('status') == 'online' and product.get('trading_disabled') is False:
+                                product_id = product.get('id', '')
+                                # Convert to standard format
+                                standard_symbol = self._denormalize_symbol(product_id)
+                                symbols.append(standard_symbol)
+                        
+                        logger.info(f"Retrieved {len(symbols)} symbols from Coinbase")
+                        return symbols
+                    else:
+                        logger.error(f"Failed to get symbols from Coinbase: HTTP {response.status}")
+                        return []
+                        
+        except Exception as e:
+            logger.error(f"Error getting symbols from Coinbase: {e}")
+            return []
+    
+    async def get_orderbook_snapshot(self, symbol: str, depth: int = 20) -> Optional[OrderBookSnapshot]:
+        """
+        Get current order book snapshot from Coinbase REST API.
+        
+        Args:
+            symbol: Trading symbol
+            depth: Number of price levels to retrieve (Coinbase supports up to 50)
+            
+        Returns:
+            OrderBookSnapshot: Current order book or None if unavailable
+        """
+        try:
+            import aiohttp
+            
+            product_id = self.normalize_symbol(symbol)
+            api_url = "https://api-public.sandbox.exchange.coinbase.com" if self.use_sandbox else self.API_URL
+            
+            # Coinbase supports level 1, 2, or 3
+            level = 2  # Level 2 gives us aggregated order book
+            
+            url = f"{api_url}/products/{product_id}/book"
+            params = {'level': level}
+            
+            async with aiohttp.ClientSession() as session:
+                async with session.get(url, params=params) as response:
+                    if response.status == 200:
+                        data = await response.json()
+                        return self._parse_orderbook_snapshot(data, symbol)
+                    else:
+                        logger.error(f"Failed to get order book for {symbol}: HTTP {response.status}")
+                        return None
+                        
+        except Exception as e:
+            logger.error(f"Error getting order book snapshot for {symbol}: {e}")
+            return None
+    
+    def _parse_orderbook_snapshot(self, data: Dict, symbol: str) -> OrderBookSnapshot:
+        """
+        Parse Coinbase order book data into OrderBookSnapshot.
+        
+        Args:
+            data: Raw Coinbase order book data
+            symbol: Trading symbol
+            
+        Returns:
+            OrderBookSnapshot: Parsed order book
+        """
+        try:
+            # Parse bids and asks
+            bids = []
+            for bid_data in data.get('bids', []):
+                price = float(bid_data[0])
+                size = float(bid_data[1])
+                
+                if validate_price(price) and validate_volume(size):
+                    bids.append(PriceLevel(price=price, size=size))
+            
+            asks = []
+            for ask_data in data.get('asks', []):
+                price = float(ask_data[0])
+                size = float(ask_data[1])
+                
+                if validate_price(price) and validate_volume(size):
+                    asks.append(PriceLevel(price=price, size=size))
+            
+            # Create order book snapshot
+            orderbook = OrderBookSnapshot(
+                symbol=symbol,
+                exchange=self.exchange_name,
+                timestamp=datetime.now(timezone.utc),
+                bids=bids,
+                asks=asks,
+                sequence_id=data.get('sequence')
+            )
+            
+            return orderbook
+            
+        except Exception as e:
+            logger.error(f"Error parsing order book snapshot: {e}")
+            raise ValidationError(f"Invalid order book data: {e}", "PARSE_ERROR")
+    
+    def _get_auth_headers(self, message: Dict) -> Dict[str, str]:
+        """
+        Generate authentication headers for Coinbase Pro API.
+        
+        Args:
+            message: Message to authenticate
+            
+        Returns:
+            Dict: Authentication headers
+        """
+        if not all([self.api_key, self.api_secret, self.passphrase]):
+            return {}
+        
+        try:
+            timestamp = str(time.time())
+            message_str = json.dumps(message, separators=(',', ':'))
+            
+            # Create signature
+            message_to_sign = timestamp + 'GET' + '/users/self/verify' + message_str
+            signature = base64.b64encode(
+                hmac.new(
+                    base64.b64decode(self.api_secret),
+                    message_to_sign.encode('utf-8'),
+                    hashlib.sha256
+                ).digest()
+            ).decode('utf-8')
+            
+            return {
+                'CB-ACCESS-KEY': self.api_key,
+                'CB-ACCESS-SIGN': signature,
+                'CB-ACCESS-TIMESTAMP': timestamp,
+                'CB-ACCESS-PASSPHRASE': self.passphrase
+            }
+            
+        except Exception as e:
+            logger.error(f"Error generating auth headers: {e}")
+            return {}    
+
+    async def _handle_orderbook_snapshot(self, data: Dict) -> None:
+        """
+        Handle order book snapshot from Coinbase.
+        
+        Args:
+            data: Order book snapshot data
+        """
+        try:
+            set_correlation_id()
+            
+            product_id = data.get('product_id', '')
+            if not product_id:
+                logger.warning("Order book snapshot missing product_id")
+                return
+            
+            symbol = self._denormalize_symbol(product_id)
+            
+            # Parse bids and asks
+            bids = []
+            for bid_data in data.get('bids', []):
+                price = float(bid_data[0])
+                size = float(bid_data[1])
+                
+                if validate_price(price) and validate_volume(size):
+                    bids.append(PriceLevel(price=price, size=size))
+            
+            asks = []
+            for ask_data in data.get('asks', []):
+                price = float(ask_data[0])
+                size = float(ask_data[1])
+                
+                if validate_price(price) and validate_volume(size):
+                    asks.append(PriceLevel(price=price, size=size))
+            
+            # Create order book snapshot
+            orderbook = OrderBookSnapshot(
+                symbol=symbol,
+                exchange=self.exchange_name,
+                timestamp=datetime.now(timezone.utc),
+                bids=bids,
+                asks=asks,
+                sequence_id=data.get('sequence')
+            )
+            
+            # Notify callbacks
+            self._notify_data_callbacks(orderbook)
+            
+            logger.debug(f"Processed order book snapshot for {symbol}")
+            
+        except Exception as e:
+            logger.error(f"Error handling order book snapshot: {e}")
+    
+    async def _handle_orderbook_update(self, data: Dict) -> None:
+        """
+        Handle order book level2 update from Coinbase.
+        
+        Args:
+            data: Order book update data
+        """
+        try:
+            set_correlation_id()
+            
+            product_id = data.get('product_id', '')
+            if not product_id:
+                logger.warning("Order book update missing product_id")
+                return
+            
+            symbol = self._denormalize_symbol(product_id)
+            
+            # Coinbase l2update format: changes array with [side, price, size]
+            changes = data.get('changes', [])
+            
+            bids = []
+            asks = []
+            
+            for change in changes:
+                if len(change) >= 3:
+                    side = change[0]  # 'buy' or 'sell'
+                    price = float(change[1])
+                    size = float(change[2])
+                    
+                    if validate_price(price) and validate_volume(size):
+                        if side == 'buy':
+                            bids.append(PriceLevel(price=price, size=size))
+                        elif side == 'sell':
+                            asks.append(PriceLevel(price=price, size=size))
+            
+            # Create order book update (partial snapshot)
+            orderbook = OrderBookSnapshot(
+                symbol=symbol,
+                exchange=self.exchange_name,
+                timestamp=datetime.fromisoformat(data.get('time', '').replace('Z', '+00:00')),
+                bids=bids,
+                asks=asks,
+                sequence_id=data.get('sequence')
+            )
+            
+            # Notify callbacks
+            self._notify_data_callbacks(orderbook)
+            
+            logger.debug(f"Processed order book update for {symbol}")
+            
+        except Exception as e:
+            logger.error(f"Error handling order book update: {e}")
+    
+    async def _handle_trade_update(self, data: Dict) -> None:
+        """
+        Handle trade (match) update from Coinbase.
+        
+        Args:
+            data: Trade update data
+        """
+        try:
+            set_correlation_id()
+            
+            product_id = data.get('product_id', '')
+            if not product_id:
+                logger.warning("Trade update missing product_id")
+                return
+            
+            symbol = self._denormalize_symbol(product_id)
+            
+            price = float(data.get('price', 0))
+            size = float(data.get('size', 0))
+            
+            # Validate data
+            if not validate_price(price) or not validate_volume(size):
+                logger.warning(f"Invalid trade data: price={price}, size={size}")
+                return
+            
+            # Determine side (Coinbase uses 'side' field for taker side)
+            side = data.get('side', 'unknown')  # 'buy' or 'sell'
+            
+            # Create trade event
+            trade = TradeEvent(
+                symbol=symbol,
+                exchange=self.exchange_name,
+                timestamp=datetime.fromisoformat(data.get('time', '').replace('Z', '+00:00')),
+                price=price,
+                size=size,
+                side=side,
+                trade_id=str(data.get('trade_id', ''))
+            )
+            
+            # Notify callbacks
+            self._notify_data_callbacks(trade)
+            
+            logger.debug(f"Processed trade for {symbol}: {side} {size} @ {price}")
+            
+        except Exception as e:
+            logger.error(f"Error handling trade update: {e}")
+    
+    async def _handle_subscription_response(self, data: Dict) -> None:
+        """
+        Handle subscription confirmation from Coinbase.
+        
+        Args:
+            data: Subscription response data
+        """
+        try:
+            channels = data.get('channels', [])
+            logger.info(f"Coinbase subscription confirmed for channels: {channels}")
+            
+        except Exception as e:
+            logger.error(f"Error handling subscription response: {e}")
+    
+    async def _handle_error_message(self, data: Dict) -> None:
+        """
+        Handle error message from Coinbase.
+        
+        Args:
+            data: Error message data
+        """
+        message = data.get('message', 'Unknown error')
+        reason = data.get('reason', '')
+        
+        logger.error(f"Coinbase error: {message}")
+        if reason:
+            logger.error(f"Coinbase error reason: {reason}")
+        
+        # Handle specific error types
+        if 'Invalid signature' in message:
+            logger.error("Authentication failed - check API credentials")
+        elif 'Product not found' in message:
+            logger.error("Invalid product ID - check symbol mapping")
+    
+    def get_coinbase_stats(self) -> Dict[str, Any]:
+        """Get Coinbase-specific statistics."""
+        base_stats = self.get_stats()
+        
+        coinbase_stats = {
+            'subscribed_channels': list(self.subscribed_channels),
+            'product_ids': list(self.product_ids),
+            'use_sandbox': self.use_sandbox,
+            'authenticated': bool(self.api_key and self.api_secret and self.passphrase)
+        }
+        
+        base_stats.update(coinbase_stats)
+        return base_stats

COBY/connectors/kraken_connector.py

@@ -0,0 +1,708 @@
+"""
+Kraken exchange connector implementation.
+Supports WebSocket connections to Kraken exchange with their specific message format.
+"""
+
+import json
+import hashlib
+import hmac
+import base64
+import time
+from typing import Dict, List, Optional, Any
+from datetime import datetime, timezone
+
+from ..models.core import OrderBookSnapshot, TradeEvent, PriceLevel
+from ..utils.logging import get_logger, set_correlation_id
+from ..utils.exceptions import ValidationError, ConnectionError
+from ..utils.validation import validate_symbol, validate_price, validate_volume
+from .base_connector import BaseExchangeConnector
+
+logger = get_logger(__name__)
+
+
+class KrakenConnector(BaseExchangeConnector):
+    """
+    Kraken WebSocket connector implementation.
+    
+    Supports:
+    - Order book streams
+    - Trade streams
+    - Symbol normalization for Kraken format
+    - Authentication for private channels (if needed)
+    """
+    
+    # Kraken WebSocket URLs
+    WEBSOCKET_URL = "wss://ws.kraken.com"
+    WEBSOCKET_AUTH_URL = "wss://ws-auth.kraken.com"
+    API_URL = "https://api.kraken.com"
+    
+    def __init__(self, api_key: str = None, api_secret: str = None):
+        """
+        Initialize Kraken connector.
+        
+        Args:
+            api_key: API key for authentication (optional)
+            api_secret: API secret for authentication (optional)
+        """
+        super().__init__("kraken", self.WEBSOCKET_URL)
+        
+        # Authentication credentials (optional)
+        self.api_key = api_key
+        self.api_secret = api_secret
+        
+        # Kraken-specific message handlers
+        self.message_handlers.update({
+            'book-10': self._handle_orderbook_update,
+            'book-25': self._handle_orderbook_update,
+            'book-100': self._handle_orderbook_update,
+            'book-500': self._handle_orderbook_update,
+            'book-1000': self._handle_orderbook_update,
+            'trade': self._handle_trade_update,
+            'systemStatus': self._handle_system_status,
+            'subscriptionStatus': self._handle_subscription_status,
+            'heartbeat': self._handle_heartbeat
+        })
+        
+        # Kraken-specific tracking
+        self.channel_map = {}  # channel_id -> (channel_name, symbol)
+        self.subscription_ids = {}  # symbol -> subscription_id
+        self.system_status = 'unknown'
+        
+        logger.info("Kraken connector initialized")
+    
+    def _get_message_type(self, data: Dict) -> str:
+        """
+        Determine message type from Kraken message data.
+        
+        Args:
+            data: Parsed message data
+            
+        Returns:
+            str: Message type identifier
+        """
+        # Kraken messages can be arrays or objects
+        if isinstance(data, list) and len(data) >= 2:
+            # Data message format: [channelID, data, channelName, pair]
+            if len(data) >= 4:
+                channel_name = data[2]
+                return channel_name
+            else:
+                return 'unknown'
+        elif isinstance(data, dict):
+            # Status/control messages
+            if 'event' in data:
+                return data['event']
+            elif 'errorMessage' in data:
+                return 'error'
+        
+        return 'unknown'
+    
+    def normalize_symbol(self, symbol: str) -> str:
+        """
+        Normalize symbol to Kraken format.
+        
+        Args:
+            symbol: Standard symbol format (e.g., 'BTCUSDT')
+            
+        Returns:
+            str: Kraken pair format (e.g., 'XBT/USD')
+        """
+        # Kraken uses different symbol names
+        symbol_map = {
+            'BTCUSDT': 'XBT/USD',
+            'ETHUSDT': 'ETH/USD',
+            'ADAUSDT': 'ADA/USD',
+            'DOTUSDT': 'DOT/USD',
+            'LINKUSDT': 'LINK/USD',
+            'LTCUSDT': 'LTC/USD',
+            'XRPUSDT': 'XRP/USD',
+            'BCHUSDT': 'BCH/USD',
+            'EOSUSDT': 'EOS/USD',
+            'XLMUSDT': 'XLM/USD'
+        }
+        
+        if symbol.upper() in symbol_map:
+            return symbol_map[symbol.upper()]
+        else:
+            # Generic conversion: BTCUSDT -> BTC/USD
+            if symbol.endswith('USDT'):
+                base = symbol[:-4]
+                return f"{base}/USD"
+            elif symbol.endswith('USD'):
+                base = symbol[:-3]
+                return f"{base}/USD"
+            else:
+                # Assume it's already in correct format
+                return symbol.upper()
+    
+    def _denormalize_symbol(self, kraken_pair: str) -> str:
+        """
+        Convert Kraken pair back to standard format.
+        
+        Args:
+            kraken_pair: Kraken pair format (e.g., 'XBT/USD')
+            
+        Returns:
+            str: Standard symbol format (e.g., 'BTCUSDT')
+        """
+        # Reverse mapping
+        reverse_map = {
+            'XBT/USD': 'BTCUSDT',
+            'ETH/USD': 'ETHUSDT',
+            'ADA/USD': 'ADAUSDT',
+            'DOT/USD': 'DOTUSDT',
+            'LINK/USD': 'LINKUSDT',
+            'LTC/USD': 'LTCUSDT',
+            'XRP/USD': 'XRPUSDT',
+            'BCH/USD': 'BCHUSDT',
+            'EOS/USD': 'EOSUSDT',
+            'XLM/USD': 'XLMUSDT'
+        }
+        
+        if kraken_pair in reverse_map:
+            return reverse_map[kraken_pair]
+        else:
+            # Generic conversion: BTC/USD -> BTCUSDT
+            if '/' in kraken_pair:
+                base, quote = kraken_pair.split('/', 1)
+                if quote == 'USD':
+                    return f"{base}USDT"
+                else:
+                    return f"{base}{quote}"
+            return kraken_pair
+    
+    async def subscribe_orderbook(self, symbol: str) -> None:
+        """
+        Subscribe to order book updates for a symbol.
+        
+        Args:
+            symbol: Trading symbol (e.g., 'BTCUSDT')
+        """
+        try:
+            set_correlation_id()
+            kraken_pair = self.normalize_symbol(symbol)
+            
+            # Create subscription message
+            subscription_msg = {
+                "event": "subscribe",
+                "pair": [kraken_pair],
+                "subscription": {
+                    "name": "book",
+                    "depth": 25  # 25 levels
+                }
+            }
+            
+            # Add authentication if credentials provided
+            if self.api_key and self.api_secret:
+                subscription_msg["subscription"]["token"] = self._get_auth_token()
+            
+            # Send subscription
+            success = await self._send_message(subscription_msg)
+            if success:
+                # Track subscription
+                if symbol not in self.subscriptions:
+                    self.subscriptions[symbol] = []
+                if 'orderbook' not in self.subscriptions[symbol]:
+                    self.subscriptions[symbol].append('orderbook')
+                
+                logger.info(f"Subscribed to order book for {symbol} ({kraken_pair}) on Kraken")
+            else:
+                logger.error(f"Failed to subscribe to order book for {symbol} on Kraken")
+                
+        except Exception as e:
+            logger.error(f"Error subscribing to order book for {symbol}: {e}")
+            raise
+    
+    async def subscribe_trades(self, symbol: str) -> None:
+        """
+        Subscribe to trade updates for a symbol.
+        
+        Args:
+            symbol: Trading symbol (e.g., 'BTCUSDT')
+        """
+        try:
+            set_correlation_id()
+            kraken_pair = self.normalize_symbol(symbol)
+            
+            # Create subscription message
+            subscription_msg = {
+                "event": "subscribe",
+                "pair": [kraken_pair],
+                "subscription": {
+                    "name": "trade"
+                }
+            }
+            
+            # Add authentication if credentials provided
+            if self.api_key and self.api_secret:
+                subscription_msg["subscription"]["token"] = self._get_auth_token()
+            
+            # Send subscription
+            success = await self._send_message(subscription_msg)
+            if success:
+                # Track subscription
+                if symbol not in self.subscriptions:
+                    self.subscriptions[symbol] = []
+                if 'trades' not in self.subscriptions[symbol]:
+                    self.subscriptions[symbol].append('trades')
+                
+                logger.info(f"Subscribed to trades for {symbol} ({kraken_pair}) on Kraken")
+            else:
+                logger.error(f"Failed to subscribe to trades for {symbol} on Kraken")
+                
+        except Exception as e:
+            logger.error(f"Error subscribing to trades for {symbol}: {e}")
+            raise
+    
+    async def unsubscribe_orderbook(self, symbol: str) -> None:
+        """
+        Unsubscribe from order book updates for a symbol.
+        
+        Args:
+            symbol: Trading symbol (e.g., 'BTCUSDT')
+        """
+        try:
+            kraken_pair = self.normalize_symbol(symbol)
+            
+            # Create unsubscription message
+            unsubscription_msg = {
+                "event": "unsubscribe",
+                "pair": [kraken_pair],
+                "subscription": {
+                    "name": "book"
+                }
+            }
+            
+            # Send unsubscription
+            success = await self._send_message(unsubscription_msg)
+            if success:
+                # Remove from tracking
+                if symbol in self.subscriptions and 'orderbook' in self.subscriptions[symbol]:
+                    self.subscriptions[symbol].remove('orderbook')
+                    if not self.subscriptions[symbol]:
+                        del self.subscriptions[symbol]
+                
+                logger.info(f"Unsubscribed from order book for {symbol} ({kraken_pair}) on Kraken")
+            else:
+                logger.error(f"Failed to unsubscribe from order book for {symbol} on Kraken")
+                
+        except Exception as e:
+            logger.error(f"Error unsubscribing from order book for {symbol}: {e}")
+            raise
+    
+    async def unsubscribe_trades(self, symbol: str) -> None:
+        """
+        Unsubscribe from trade updates for a symbol.
+        
+        Args:
+            symbol: Trading symbol (e.g., 'BTCUSDT')
+        """
+        try:
+            kraken_pair = self.normalize_symbol(symbol)
+            
+            # Create unsubscription message
+            unsubscription_msg = {
+                "event": "unsubscribe",
+                "pair": [kraken_pair],
+                "subscription": {
+                    "name": "trade"
+                }
+            }
+            
+            # Send unsubscription
+            success = await self._send_message(unsubscription_msg)
+            if success:
+                # Remove from tracking
+                if symbol in self.subscriptions and 'trades' in self.subscriptions[symbol]:
+                    self.subscriptions[symbol].remove('trades')
+                    if not self.subscriptions[symbol]:
+                        del self.subscriptions[symbol]
+                
+                logger.info(f"Unsubscribed from trades for {symbol} ({kraken_pair}) on Kraken")
+            else:
+                logger.error(f"Failed to unsubscribe from trades for {symbol} on Kraken")
+                
+        except Exception as e:
+            logger.error(f"Error unsubscribing from trades for {symbol}: {e}")
+            raise
+    
+    async def get_symbols(self) -> List[str]:
+        """
+        Get list of available trading symbols from Kraken.
+        
+        Returns:
+            List[str]: List of available symbols in standard format
+        """
+        try:
+            import aiohttp
+            
+            async with aiohttp.ClientSession() as session:
+                async with session.get(f"{self.API_URL}/0/public/AssetPairs") as response:
+                    if response.status == 200:
+                        data = await response.json()
+                        
+                        if data.get('error'):
+                            logger.error(f"Kraken API error: {data['error']}")
+                            return []
+                        
+                        symbols = []
+                        pairs = data.get('result', {})
+                        
+                        for pair_name, pair_info in pairs.items():
+                            # Skip dark pool pairs
+                            if '.d' in pair_name:
+                                continue
+                            
+                            # Get the WebSocket pair name
+                            ws_name = pair_info.get('wsname')
+                            if ws_name:
+                                # Convert to standard format
+                                standard_symbol = self._denormalize_symbol(ws_name)
+                                symbols.append(standard_symbol)
+                        
+                        logger.info(f"Retrieved {len(symbols)} symbols from Kraken")
+                        return symbols
+                    else:
+                        logger.error(f"Failed to get symbols from Kraken: HTTP {response.status}")
+                        return []
+                        
+        except Exception as e:
+            logger.error(f"Error getting symbols from Kraken: {e}")
+            return []
+    
+    async def get_orderbook_snapshot(self, symbol: str, depth: int = 20) -> Optional[OrderBookSnapshot]:
+        """
+        Get current order book snapshot from Kraken REST API.
+        
+        Args:
+            symbol: Trading symbol
+            depth: Number of price levels to retrieve
+            
+        Returns:
+            OrderBookSnapshot: Current order book or None if unavailable
+        """
+        try:
+            import aiohttp
+            
+            kraken_pair = self.normalize_symbol(symbol)
+            
+            url = f"{self.API_URL}/0/public/Depth"
+            params = {
+                'pair': kraken_pair,
+                'count': min(depth, 500)  # Kraken max is 500
+            }
+            
+            async with aiohttp.ClientSession() as session:
+                async with session.get(url, params=params) as response:
+                    if response.status == 200:
+                        data = await response.json()
+                        
+                        if data.get('error'):
+                            logger.error(f"Kraken API error: {data['error']}")
+                            return None
+                        
+                        result = data.get('result', {})
+                        # Kraken returns data with the actual pair name as key
+                        pair_data = None
+                        for key, value in result.items():
+                            if isinstance(value, dict) and 'bids' in value and 'asks' in value:
+                                pair_data = value
+                                break
+                        
+                        if pair_data:
+                            return self._parse_orderbook_snapshot(pair_data, symbol)
+                        else:
+                            logger.error(f"No order book data found for {symbol}")
+                            return None
+                    else:
+                        logger.error(f"Failed to get order book for {symbol}: HTTP {response.status}")
+                        return None
+                        
+        except Exception as e:
+            logger.error(f"Error getting order book snapshot for {symbol}: {e}")
+            return None   
+ 
+    def _parse_orderbook_snapshot(self, data: Dict, symbol: str) -> OrderBookSnapshot:
+        """
+        Parse Kraken order book data into OrderBookSnapshot.
+        
+        Args:
+            data: Raw Kraken order book data
+            symbol: Trading symbol
+            
+        Returns:
+            OrderBookSnapshot: Parsed order book
+        """
+        try:
+            # Parse bids and asks
+            bids = []
+            for bid_data in data.get('bids', []):
+                price = float(bid_data[0])
+                size = float(bid_data[1])
+                
+                if validate_price(price) and validate_volume(size):
+                    bids.append(PriceLevel(price=price, size=size))
+            
+            asks = []
+            for ask_data in data.get('asks', []):
+                price = float(ask_data[0])
+                size = float(ask_data[1])
+                
+                if validate_price(price) and validate_volume(size):
+                    asks.append(PriceLevel(price=price, size=size))
+            
+            # Create order book snapshot
+            orderbook = OrderBookSnapshot(
+                symbol=symbol,
+                exchange=self.exchange_name,
+                timestamp=datetime.now(timezone.utc),
+                bids=bids,
+                asks=asks
+            )
+            
+            return orderbook
+            
+        except Exception as e:
+            logger.error(f"Error parsing order book snapshot: {e}")
+            raise ValidationError(f"Invalid order book data: {e}", "PARSE_ERROR")
+    
+    async def _handle_orderbook_update(self, data: List) -> None:
+        """
+        Handle order book update from Kraken.
+        
+        Args:
+            data: Order book update data (Kraken array format)
+        """
+        try:
+            set_correlation_id()
+            
+            # Kraken format: [channelID, data, channelName, pair]
+            if len(data) < 4:
+                logger.warning("Invalid Kraken order book update format")
+                return
+            
+            channel_id = data[0]
+            book_data = data[1]
+            channel_name = data[2]
+            kraken_pair = data[3]
+            
+            symbol = self._denormalize_symbol(kraken_pair)
+            
+            # Track channel mapping
+            self.channel_map[channel_id] = (channel_name, symbol)
+            
+            # Parse order book data
+            bids = []
+            asks = []
+            
+            # Kraken book data can have 'b' (bids), 'a' (asks), 'bs' (bid snapshot), 'as' (ask snapshot)
+            if 'b' in book_data:
+                for bid_data in book_data['b']:
+                    price = float(bid_data[0])
+                    size = float(bid_data[1])
+                    
+                    if validate_price(price) and validate_volume(size):
+                        bids.append(PriceLevel(price=price, size=size))
+            
+            if 'bs' in book_data:  # Bid snapshot
+                for bid_data in book_data['bs']:
+                    price = float(bid_data[0])
+                    size = float(bid_data[1])
+                    
+                    if validate_price(price) and validate_volume(size):
+                        bids.append(PriceLevel(price=price, size=size))
+            
+            if 'a' in book_data:
+                for ask_data in book_data['a']:
+                    price = float(ask_data[0])
+                    size = float(ask_data[1])
+                    
+                    if validate_price(price) and validate_volume(size):
+                        asks.append(PriceLevel(price=price, size=size))
+            
+            if 'as' in book_data:  # Ask snapshot
+                for ask_data in book_data['as']:
+                    price = float(ask_data[0])
+                    size = float(ask_data[1])
+                    
+                    if validate_price(price) and validate_volume(size):
+                        asks.append(PriceLevel(price=price, size=size))
+            
+            # Create order book snapshot
+            orderbook = OrderBookSnapshot(
+                symbol=symbol,
+                exchange=self.exchange_name,
+                timestamp=datetime.now(timezone.utc),
+                bids=bids,
+                asks=asks
+            )
+            
+            # Notify callbacks
+            self._notify_data_callbacks(orderbook)
+            
+            logger.debug(f"Processed order book update for {symbol}")
+            
+        except Exception as e:
+            logger.error(f"Error handling order book update: {e}")
+    
+    async def _handle_trade_update(self, data: List) -> None:
+        """
+        Handle trade update from Kraken.
+        
+        Args:
+            data: Trade update data (Kraken array format)
+        """
+        try:
+            set_correlation_id()
+            
+            # Kraken format: [channelID, data, channelName, pair]
+            if len(data) < 4:
+                logger.warning("Invalid Kraken trade update format")
+                return
+            
+            channel_id = data[0]
+            trade_data = data[1]
+            channel_name = data[2]
+            kraken_pair = data[3]
+            
+            symbol = self._denormalize_symbol(kraken_pair)
+            
+            # Track channel mapping
+            self.channel_map[channel_id] = (channel_name, symbol)
+            
+            # Process trade data (array of trades)
+            for trade_info in trade_data:
+                if len(trade_info) >= 6:
+                    price = float(trade_info[0])
+                    size = float(trade_info[1])
+                    timestamp = float(trade_info[2])
+                    side = trade_info[3]  # 'b' for buy, 's' for sell
+                    order_type = trade_info[4]  # 'm' for market, 'l' for limit
+                    misc = trade_info[5] if len(trade_info) > 5 else ''
+                    
+                    # Validate data
+                    if not validate_price(price) or not validate_volume(size):
+                        logger.warning(f"Invalid trade data: price={price}, size={size}")
+                        continue
+                    
+                    # Convert side
+                    trade_side = 'buy' if side == 'b' else 'sell'
+                    
+                    # Create trade event
+                    trade = TradeEvent(
+                        symbol=symbol,
+                        exchange=self.exchange_name,
+                        timestamp=datetime.fromtimestamp(timestamp, tz=timezone.utc),
+                        price=price,
+                        size=size,
+                        side=trade_side,
+                        trade_id=f"{timestamp}_{price}_{size}"  # Generate ID
+                    )
+                    
+                    # Notify callbacks
+                    self._notify_data_callbacks(trade)
+                    
+                    logger.debug(f"Processed trade for {symbol}: {trade_side} {size} @ {price}")
+            
+        except Exception as e:
+            logger.error(f"Error handling trade update: {e}")
+    
+    async def _handle_system_status(self, data: Dict) -> None:
+        """
+        Handle system status message from Kraken.
+        
+        Args:
+            data: System status data
+        """
+        try:
+            status = data.get('status', 'unknown')
+            version = data.get('version', 'unknown')
+            
+            self.system_status = status
+            logger.info(f"Kraken system status: {status} (version: {version})")
+            
+            if status != 'online':
+                logger.warning(f"Kraken system not online: {status}")
+            
+        except Exception as e:
+            logger.error(f"Error handling system status: {e}")
+    
+    async def _handle_subscription_status(self, data: Dict) -> None:
+        """
+        Handle subscription status message from Kraken.
+        
+        Args:
+            data: Subscription status data
+        """
+        try:
+            status = data.get('status', 'unknown')
+            channel_name = data.get('channelName', 'unknown')
+            pair = data.get('pair', 'unknown')
+            subscription = data.get('subscription', {})
+            
+            if status == 'subscribed':
+                logger.info(f"Kraken subscription confirmed: {channel_name} for {pair}")
+                
+                # Store subscription ID if provided
+                if 'channelID' in data:
+                    channel_id = data['channelID']
+                    symbol = self._denormalize_symbol(pair)
+                    self.channel_map[channel_id] = (channel_name, symbol)
+                    
+            elif status == 'unsubscribed':
+                logger.info(f"Kraken unsubscription confirmed: {channel_name} for {pair}")
+            elif status == 'error':
+                error_message = data.get('errorMessage', 'Unknown error')
+                logger.error(f"Kraken subscription error: {error_message}")
+            
+        except Exception as e:
+            logger.error(f"Error handling subscription status: {e}")
+    
+    async def _handle_heartbeat(self, data: Dict) -> None:
+        """
+        Handle heartbeat message from Kraken.
+        
+        Args:
+            data: Heartbeat data
+        """
+        logger.debug("Received Kraken heartbeat")
+    
+    def _get_auth_token(self) -> str:
+        """
+        Generate authentication token for Kraken WebSocket.
+        
+        Returns:
+            str: Authentication token
+        """
+        if not self.api_key or not self.api_secret:
+            return ""
+        
+        try:
+            # This is a simplified version - actual Kraken auth is more complex
+            # and requires getting a token from the REST API first
+            nonce = str(int(time.time() * 1000))
+            message = nonce + self.api_key
+            signature = hmac.new(
+                base64.b64decode(self.api_secret),
+                message.encode('utf-8'),
+                hashlib.sha512
+            ).hexdigest()
+            
+            return f"{self.api_key}:{signature}:{nonce}"
+            
+        except Exception as e:
+            logger.error(f"Error generating auth token: {e}")
+            return ""
+    
+    def get_kraken_stats(self) -> Dict[str, Any]:
+        """Get Kraken-specific statistics."""
+        base_stats = self.get_stats()
+        
+        kraken_stats = {
+            'system_status': self.system_status,
+            'channel_mappings': len(self.channel_map),
+            'authenticated': bool(self.api_key and self.api_secret)
+        }
+        
+        base_stats.update(kraken_stats)
+        return base_stats

COBY/examples/multi_exchange_example.py

@@ -0,0 +1,284 @@
+"""
+Example demonstrating multi-exchange connectivity with Binance, Coinbase, and Kraken.
+Shows how to connect to multiple exchanges simultaneously and handle their data.
+"""
+
+import asyncio
+import logging
+from datetime import datetime
+
+from ..connectors.binance_connector import BinanceConnector
+from ..connectors.coinbase_connector import CoinbaseConnector
+from ..connectors.kraken_connector import KrakenConnector
+from ..models.core import OrderBookSnapshot, TradeEvent
+
+# Set up logging
+logging.basicConfig(level=logging.INFO)
+logger = logging.getLogger(__name__)
+
+
+class MultiExchangeManager:
+    """Manages connections to multiple exchanges."""
+    
+    def __init__(self):
+        """Initialize multi-exchange manager."""
+        # Initialize connectors
+        self.connectors = {
+            'binance': BinanceConnector(),
+            'coinbase': CoinbaseConnector(use_sandbox=True),  # Use sandbox for testing
+            'kraken': KrakenConnector()
+        }
+        
+        # Data tracking
+        self.data_received = {
+            'binance': {'orderbooks': 0, 'trades': 0},
+            'coinbase': {'orderbooks': 0, 'trades': 0},
+            'kraken': {'orderbooks': 0, 'trades': 0}
+        }
+        
+        # Set up data callbacks
+        for name, connector in self.connectors.items():
+            connector.add_data_callback(lambda data, exchange=name: self._handle_data(exchange, data))
+    
+    def _handle_data(self, exchange: str, data):
+        """Handle data from any exchange."""
+        try:
+            if isinstance(data, OrderBookSnapshot):
+                self.data_received[exchange]['orderbooks'] += 1
+                logger.info(f"📊 {exchange.upper()}: Order book for {data.symbol} - "
+                          f"Bids: {len(data.bids)}, Asks: {len(data.asks)}")
+                
+                # Show best bid/ask if available
+                if data.bids and data.asks:
+                    best_bid = max(data.bids, key=lambda x: x.price)
+                    best_ask = min(data.asks, key=lambda x: x.price)
+                    spread = best_ask.price - best_bid.price
+                    logger.info(f"   Best: {best_bid.price} / {best_ask.price} (spread: {spread:.2f})")
+                    
+            elif isinstance(data, TradeEvent):
+                self.data_received[exchange]['trades'] += 1
+                logger.info(f"💰 {exchange.upper()}: Trade {data.symbol} - "
+                          f"{data.side} {data.size} @ {data.price}")
+            
+        except Exception as e:
+            logger.error(f"Error handling data from {exchange}: {e}")
+    
+    async def connect_all(self):
+        """Connect to all exchanges."""
+        logger.info("Connecting to all exchanges...")
+        
+        connection_tasks = []
+        for name, connector in self.connectors.items():
+            task = asyncio.create_task(self._connect_exchange(name, connector))
+            connection_tasks.append(task)
+        
+        # Wait for all connections
+        results = await asyncio.gather(*connection_tasks, return_exceptions=True)
+        
+        # Report results
+        for i, (name, result) in enumerate(zip(self.connectors.keys(), results)):
+            if isinstance(result, Exception):
+                logger.error(f"❌ Failed to connect to {name}: {result}")
+            elif result:
+                logger.info(f"✅ Connected to {name}")
+            else:
+                logger.warning(f"⚠️  Connection to {name} returned False")
+    
+    async def _connect_exchange(self, name: str, connector) -> bool:
+        """Connect to a single exchange."""
+        try:
+            return await connector.connect()
+        except Exception as e:
+            logger.error(f"Error connecting to {name}: {e}")
+            return False
+    
+    async def subscribe_to_symbols(self, symbols: list):
+        """Subscribe to order book and trade data for given symbols."""
+        logger.info(f"Subscribing to symbols: {symbols}")
+        
+        for symbol in symbols:
+            for name, connector in self.connectors.items():
+                try:
+                    if connector.is_connected:
+                        # Subscribe to order book
+                        await connector.subscribe_orderbook(symbol)
+                        logger.info(f"📈 Subscribed to {symbol} order book on {name}")
+                        
+                        # Subscribe to trades
+                        await connector.subscribe_trades(symbol)
+                        logger.info(f"💱 Subscribed to {symbol} trades on {name}")
+                        
+                        # Small delay between subscriptions
+                        await asyncio.sleep(0.5)
+                    else:
+                        logger.warning(f"⚠️  {name} not connected, skipping {symbol}")
+                        
+                except Exception as e:
+                    logger.error(f"Error subscribing to {symbol} on {name}: {e}")
+    
+    async def run_for_duration(self, duration_seconds: int):
+        """Run data collection for specified duration."""
+        logger.info(f"Running data collection for {duration_seconds} seconds...")
+        
+        start_time = datetime.now()
+        
+        # Print statistics periodically
+        while (datetime.now() - start_time).seconds < duration_seconds:
+            await asyncio.sleep(10)  # Print stats every 10 seconds
+            self._print_statistics()
+        
+        logger.info("Data collection period completed")
+    
+    def _print_statistics(self):
+        """Print current data statistics."""
+        logger.info("📊 Current Statistics:")
+        total_orderbooks = 0
+        total_trades = 0
+        
+        for exchange, stats in self.data_received.items():
+            orderbooks = stats['orderbooks']
+            trades = stats['trades']
+            total_orderbooks += orderbooks
+            total_trades += trades
+            
+            logger.info(f"   {exchange.upper()}: {orderbooks} order books, {trades} trades")
+        
+        logger.info(f"   TOTAL: {total_orderbooks} order books, {total_trades} trades")
+    
+    async def disconnect_all(self):
+        """Disconnect from all exchanges."""
+        logger.info("Disconnecting from all exchanges...")
+        
+        for name, connector in self.connectors.items():
+            try:
+                await connector.disconnect()
+                logger.info(f"✅ Disconnected from {name}")
+            except Exception as e:
+                logger.error(f"Error disconnecting from {name}: {e}")
+    
+    def get_connector_stats(self):
+        """Get statistics from all connectors."""
+        stats = {}
+        for name, connector in self.connectors.items():
+            try:
+                if hasattr(connector, 'get_stats'):
+                    stats[name] = connector.get_stats()
+                else:
+                    stats[name] = {
+                        'connected': connector.is_connected,
+                        'exchange': connector.exchange_name
+                    }
+            except Exception as e:
+                stats[name] = {'error': str(e)}
+        
+        return stats
+
+
+async def demonstrate_multi_exchange():
+    """Demonstrate multi-exchange connectivity."""
+    logger.info("=== Multi-Exchange Connectivity Demo ===")
+    
+    # Create manager
+    manager = MultiExchangeManager()
+    
+    try:
+        # Connect to all exchanges
+        await manager.connect_all()
+        
+        # Wait a moment for connections to stabilize
+        await asyncio.sleep(2)
+        
+        # Subscribe to some popular symbols
+        symbols = ['BTCUSDT', 'ETHUSDT']
+        await manager.subscribe_to_symbols(symbols)
+        
+        # Run data collection for 30 seconds
+        await manager.run_for_duration(30)
+        
+        # Print final statistics
+        logger.info("=== Final Statistics ===")
+        manager._print_statistics()
+        
+        # Print connector statistics
+        logger.info("=== Connector Statistics ===")
+        connector_stats = manager.get_connector_stats()
+        for exchange, stats in connector_stats.items():
+            logger.info(f"{exchange.upper()}: {stats}")
+        
+    except Exception as e:
+        logger.error(f"Error in multi-exchange demo: {e}")
+    
+    finally:
+        # Clean up
+        await manager.disconnect_all()
+
+
+async def test_individual_connectors():
+    """Test each connector individually."""
+    logger.info("=== Individual Connector Tests ===")
+    
+    # Test Binance
+    logger.info("Testing Binance connector...")
+    binance = BinanceConnector()
+    try:
+        symbols = await binance.get_symbols()
+        logger.info(f"Binance symbols available: {len(symbols)}")
+        
+        # Test order book snapshot
+        orderbook = await binance.get_orderbook_snapshot('BTCUSDT')
+        if orderbook:
+            logger.info(f"Binance order book: {len(orderbook.bids)} bids, {len(orderbook.asks)} asks")
+    except Exception as e:
+        logger.error(f"Binance test error: {e}")
+    
+    # Test Coinbase
+    logger.info("Testing Coinbase connector...")
+    coinbase = CoinbaseConnector(use_sandbox=True)
+    try:
+        symbols = await coinbase.get_symbols()
+        logger.info(f"Coinbase symbols available: {len(symbols)}")
+        
+        # Test order book snapshot
+        orderbook = await coinbase.get_orderbook_snapshot('BTCUSDT')
+        if orderbook:
+            logger.info(f"Coinbase order book: {len(orderbook.bids)} bids, {len(orderbook.asks)} asks")
+    except Exception as e:
+        logger.error(f"Coinbase test error: {e}")
+    
+    # Test Kraken
+    logger.info("Testing Kraken connector...")
+    kraken = KrakenConnector()
+    try:
+        symbols = await kraken.get_symbols()
+        logger.info(f"Kraken symbols available: {len(symbols)}")
+        
+        # Test order book snapshot
+        orderbook = await kraken.get_orderbook_snapshot('BTCUSDT')
+        if orderbook:
+            logger.info(f"Kraken order book: {len(orderbook.bids)} bids, {len(orderbook.asks)} asks")
+    except Exception as e:
+        logger.error(f"Kraken test error: {e}")
+
+
+async def main():
+    """Run all demonstrations."""
+    logger.info("Starting Multi-Exchange Examples...")
+    
+    try:
+        # Test individual connectors first
+        await test_individual_connectors()
+        
+        await asyncio.sleep(2)
+        
+        # Then test multi-exchange connectivity
+        await demonstrate_multi_exchange()
+        
+        logger.info("All multi-exchange examples completed successfully!")
+        
+    except Exception as e:
+        logger.error(f"Error running examples: {e}")
+
+
+if __name__ == "__main__":
+    # Run the examples
+    asyncio.run(main())

COBY/tests/test_coinbase_connector.py

@@ -0,0 +1,364 @@
+"""
+Unit tests for Coinbase exchange connector.
+"""
+
+import asyncio
+import pytest
+from unittest.mock import Mock, AsyncMock, patch
+from datetime import datetime, timezone
+
+from ..connectors.coinbase_connector import CoinbaseConnector
+from ..models.core import OrderBookSnapshot, TradeEvent, PriceLevel
+
+
+class TestCoinbaseConnector:
+    """Test suite for Coinbase connector."""
+    
+    @pytest.fixture
+    def connector(self):
+        """Create connector instance for testing."""
+        return CoinbaseConnector(use_sandbox=True)
+    
+    def test_initialization(self, connector):
+        """Test connector initializes correctly."""
+        assert connector.exchange_name == "coinbase"
+        assert connector.use_sandbox is True
+        assert connector.SANDBOX_URL in connector.websocket_url
+        assert 'l2update' in connector.message_handlers
+        assert 'match' in connector.message_handlers
+    
+    def test_symbol_normalization(self, connector):
+        """Test symbol normalization to Coinbase format."""
+        # Test standard conversions
+        assert connector.normalize_symbol('BTCUSDT') == 'BTC-USD'
+        assert connector.normalize_symbol('ETHUSDT') == 'ETH-USD'
+        assert connector.normalize_symbol('ADAUSDT') == 'ADA-USD'
+        
+        # Test generic conversion
+        assert connector.normalize_symbol('LINKUSDT') == 'LINK-USD'
+        
+        # Test already correct format
+        assert connector.normalize_symbol('BTC-USD') == 'BTC-USD'
+    
+    def test_symbol_denormalization(self, connector):
+        """Test converting Coinbase format back to standard."""
+        assert connector._denormalize_symbol('BTC-USD') == 'BTCUSDT'
+        assert connector._denormalize_symbol('ETH-USD') == 'ETHUSDT'
+        assert connector._denormalize_symbol('ADA-USD') == 'ADAUSDT'
+        
+        # Test other quote currencies
+        assert connector._denormalize_symbol('BTC-EUR') == 'BTCEUR'
+    
+    def test_message_type_detection(self, connector):
+        """Test message type detection."""
+        # Test l2update message
+        l2_message = {'type': 'l2update', 'product_id': 'BTC-USD'}
+        assert connector._get_message_type(l2_message) == 'l2update'
+        
+        # Test match message
+        match_message = {'type': 'match', 'product_id': 'BTC-USD'}
+        assert connector._get_message_type(match_message) == 'match'
+        
+        # Test error message
+        error_message = {'type': 'error', 'message': 'Invalid signature'}
+        assert connector._get_message_type(error_message) == 'error'
+        
+        # Test unknown message
+        unknown_message = {'data': 'something'}
+        assert connector._get_message_type(unknown_message) == 'unknown'
+    
+    @pytest.mark.asyncio
+    async def test_subscription_methods(self, connector):
+        """Test subscription and unsubscription methods."""
+        # Mock the _send_message method
+        connector._send_message = AsyncMock(return_value=True)
+        
+        # Test order book subscription
+        await connector.subscribe_orderbook('BTCUSDT')
+        
+        # Verify subscription was tracked
+        assert 'BTCUSDT' in connector.subscriptions
+        assert 'orderbook' in connector.subscriptions['BTCUSDT']
+        assert 'level2' in connector.subscribed_channels
+        assert 'BTC-USD' in connector.product_ids
+        
+        # Verify correct message was sent
+        connector._send_message.assert_called()
+        call_args = connector._send_message.call_args[0][0]
+        assert call_args['type'] == 'subscribe'
+        assert 'BTC-USD' in call_args['product_ids']
+        assert 'level2' in call_args['channels']
+        
+        # Test trade subscription
+        await connector.subscribe_trades('ETHUSDT')
+        
+        assert 'ETHUSDT' in connector.subscriptions
+        assert 'trades' in connector.subscriptions['ETHUSDT']
+        assert 'matches' in connector.subscribed_channels
+        assert 'ETH-USD' in connector.product_ids
+        
+        # Test unsubscription
+        await connector.unsubscribe_orderbook('BTCUSDT')
+        
+        # Verify unsubscription
+        if 'BTCUSDT' in connector.subscriptions:
+            assert 'orderbook' not in connector.subscriptions['BTCUSDT']
+    
+    @pytest.mark.asyncio
+    async def test_orderbook_snapshot_parsing(self, connector):
+        """Test parsing order book snapshot data."""
+        # Mock order book data from Coinbase
+        mock_data = {
+            'sequence': 12345,
+            'bids': [
+                ['50000.00', '1.5', 1],
+                ['49999.00', '2.0', 2]
+            ],
+            'asks': [
+                ['50001.00', '1.2', 1],
+                ['50002.00', '0.8', 1]
+            ]
+        }
+        
+        # Parse the data
+        orderbook = connector._parse_orderbook_snapshot(mock_data, 'BTCUSDT')
+        
+        # Verify parsing
+        assert isinstance(orderbook, OrderBookSnapshot)
+        assert orderbook.symbol == 'BTCUSDT'
+        assert orderbook.exchange == 'coinbase'
+        assert orderbook.sequence_id == 12345
+        
+        # Verify bids
+        assert len(orderbook.bids) == 2
+        assert orderbook.bids[0].price == 50000.00
+        assert orderbook.bids[0].size == 1.5
+        assert orderbook.bids[1].price == 49999.00
+        assert orderbook.bids[1].size == 2.0
+        
+        # Verify asks
+        assert len(orderbook.asks) == 2
+        assert orderbook.asks[0].price == 50001.00
+        assert orderbook.asks[0].size == 1.2
+        assert orderbook.asks[1].price == 50002.00
+        assert orderbook.asks[1].size == 0.8
+    
+    @pytest.mark.asyncio
+    async def test_orderbook_update_handling(self, connector):
+        """Test handling order book l2update messages."""
+        # Mock callback
+        callback_called = False
+        received_data = None
+        
+        def mock_callback(data):
+            nonlocal callback_called, received_data
+            callback_called = True
+            received_data = data
+        
+        connector.add_data_callback(mock_callback)
+        
+        # Mock l2update message
+        update_message = {
+            'type': 'l2update',
+            'product_id': 'BTC-USD',
+            'time': '2023-01-01T12:00:00.000000Z',
+            'changes': [
+                ['buy', '50000.00', '1.5'],
+                ['sell', '50001.00', '1.2']
+            ]
+        }
+        
+        # Handle the message
+        await connector._handle_orderbook_update(update_message)
+        
+        # Verify callback was called
+        assert callback_called
+        assert isinstance(received_data, OrderBookSnapshot)
+        assert received_data.symbol == 'BTCUSDT'
+        assert received_data.exchange == 'coinbase'
+        
+        # Verify bids and asks
+        assert len(received_data.bids) == 1
+        assert received_data.bids[0].price == 50000.00
+        assert received_data.bids[0].size == 1.5
+        
+        assert len(received_data.asks) == 1
+        assert received_data.asks[0].price == 50001.00
+        assert received_data.asks[0].size == 1.2
+    
+    @pytest.mark.asyncio
+    async def test_trade_handling(self, connector):
+        """Test handling trade (match) messages."""
+        # Mock callback
+        callback_called = False
+        received_data = None
+        
+        def mock_callback(data):
+            nonlocal callback_called, received_data
+            callback_called = True
+            received_data = data
+        
+        connector.add_data_callback(mock_callback)
+        
+        # Mock match message
+        trade_message = {
+            'type': 'match',
+            'product_id': 'BTC-USD',
+            'time': '2023-01-01T12:00:00.000000Z',
+            'price': '50000.50',
+            'size': '0.1',
+            'side': 'buy',
+            'trade_id': 12345
+        }
+        
+        # Handle the message
+        await connector._handle_trade_update(trade_message)
+        
+        # Verify callback was called
+        assert callback_called
+        assert isinstance(received_data, TradeEvent)
+        assert received_data.symbol == 'BTCUSDT'
+        assert received_data.exchange == 'coinbase'
+        assert received_data.price == 50000.50
+        assert received_data.size == 0.1
+        assert received_data.side == 'buy'
+        assert received_data.trade_id == '12345'
+    
+    @pytest.mark.asyncio
+    async def test_error_handling(self, connector):
+        """Test error message handling."""
+        # Test error message
+        error_message = {
+            'type': 'error',
+            'message': 'Invalid signature',
+            'reason': 'Authentication failed'
+        }
+        
+        # Should not raise exception
+        await connector._handle_error_message(error_message)
+    
+    @pytest.mark.asyncio
+    async def test_get_symbols(self, connector):
+        """Test getting available symbols."""
+        # Mock HTTP response
+        mock_products = [
+            {
+                'id': 'BTC-USD',
+                'status': 'online',
+                'trading_disabled': False
+            },
+            {
+                'id': 'ETH-USD',
+                'status': 'online',
+                'trading_disabled': False
+            },
+            {
+                'id': 'DISABLED-USD',
+                'status': 'offline',
+                'trading_disabled': True
+            }
+        ]
+        
+        with patch('aiohttp.ClientSession.get') as mock_get:
+            mock_response = AsyncMock()
+            mock_response.status = 200
+            mock_response.json = AsyncMock(return_value=mock_products)
+            mock_get.return_value.__aenter__.return_value = mock_response
+            
+            symbols = await connector.get_symbols()
+            
+            # Should only return online, enabled symbols
+            assert 'BTCUSDT' in symbols
+            assert 'ETHUSDT' in symbols
+            assert 'DISABLEDUSDT' not in symbols
+    
+    @pytest.mark.asyncio
+    async def test_get_orderbook_snapshot(self, connector):
+        """Test getting order book snapshot from REST API."""
+        # Mock HTTP response
+        mock_orderbook = {
+            'sequence': 12345,
+            'bids': [['50000.00', '1.5']],
+            'asks': [['50001.00', '1.2']]
+        }
+        
+        with patch('aiohttp.ClientSession.get') as mock_get:
+            mock_response = AsyncMock()
+            mock_response.status = 200
+            mock_response.json = AsyncMock(return_value=mock_orderbook)
+            mock_get.return_value.__aenter__.return_value = mock_response
+            
+            orderbook = await connector.get_orderbook_snapshot('BTCUSDT')
+            
+            assert isinstance(orderbook, OrderBookSnapshot)
+            assert orderbook.symbol == 'BTCUSDT'
+            assert orderbook.exchange == 'coinbase'
+            assert len(orderbook.bids) == 1
+            assert len(orderbook.asks) == 1
+    
+    def test_authentication_headers(self, connector):
+        """Test authentication header generation."""
+        # Set up credentials
+        connector.api_key = 'test_key'
+        connector.api_secret = 'dGVzdF9zZWNyZXQ='  # base64 encoded 'test_secret'
+        connector.passphrase = 'test_passphrase'
+        
+        # Test message
+        test_message = {'type': 'subscribe', 'channels': ['level2']}
+        
+        # Generate headers
+        headers = connector._get_auth_headers(test_message)
+        
+        # Verify headers are present
+        assert 'CB-ACCESS-KEY' in headers
+        assert 'CB-ACCESS-SIGN' in headers
+        assert 'CB-ACCESS-TIMESTAMP' in headers
+        assert 'CB-ACCESS-PASSPHRASE' in headers
+        
+        assert headers['CB-ACCESS-KEY'] == 'test_key'
+        assert headers['CB-ACCESS-PASSPHRASE'] == 'test_passphrase'
+    
+    def test_statistics(self, connector):
+        """Test getting connector statistics."""
+        # Add some test data
+        connector.subscribed_channels.add('level2')
+        connector.product_ids.add('BTC-USD')
+        
+        stats = connector.get_coinbase_stats()
+        
+        assert stats['exchange'] == 'coinbase'
+        assert 'level2' in stats['subscribed_channels']
+        assert 'BTC-USD' in stats['product_ids']
+        assert stats['use_sandbox'] is True
+        assert 'authenticated' in stats
+
+
+async def test_coinbase_integration():
+    """Integration test for Coinbase connector."""
+    connector = CoinbaseConnector(use_sandbox=True)
+    
+    try:
+        # Test basic functionality
+        assert connector.exchange_name == "coinbase"
+        
+        # Test symbol normalization
+        assert connector.normalize_symbol('BTCUSDT') == 'BTC-USD'
+        assert connector._denormalize_symbol('BTC-USD') == 'BTCUSDT'
+        
+        # Test message type detection
+        test_message = {'type': 'l2update', 'product_id': 'BTC-USD'}
+        assert connector._get_message_type(test_message) == 'l2update'
+        
+        print("✓ Coinbase connector integration test passed")
+        return True
+        
+    except Exception as e:
+        print(f"✗ Coinbase connector integration test failed: {e}")
+        return False
+
+
+if __name__ == "__main__":
+    # Run integration test
+    success = asyncio.run(test_coinbase_integration())
+    if not success:
+        exit(1)

COBY/tests/test_kraken_connector.py

@@ -0,0 +1,398 @@
+"""
+Unit tests for Kraken exchange connector.
+"""
+
+import asyncio
+import pytest
+from unittest.mock import Mock, AsyncMock, patch
+from datetime import datetime, timezone
+
+from ..connectors.kraken_connector import KrakenConnector
+from ..models.core import OrderBookSnapshot, TradeEvent, PriceLevel
+
+
+class TestKrakenConnector:
+    """Test suite for Kraken connector."""
+    
+    @pytest.fixture
+    def connector(self):
+        """Create connector instance for testing."""
+        return KrakenConnector()
+    
+    def test_initialization(self, connector):
+        """Test connector initializes correctly."""
+        assert connector.exchange_name == "kraken"
+        assert connector.WEBSOCKET_URL in connector.websocket_url
+        assert 'book-25' in connector.message_handlers
+        assert 'trade' in connector.message_handlers
+        assert connector.system_status == 'unknown'
+    
+    def test_symbol_normalization(self, connector):
+        """Test symbol normalization to Kraken format."""
+        # Test standard conversions
+        assert connector.normalize_symbol('BTCUSDT') == 'XBT/USD'
+        assert connector.normalize_symbol('ETHUSDT') == 'ETH/USD'
+        assert connector.normalize_symbol('ADAUSDT') == 'ADA/USD'
+        
+        # Test generic conversion
+        assert connector.normalize_symbol('LINKUSDT') == 'LINK/USD'
+        
+        # Test already correct format
+        assert connector.normalize_symbol('XBT/USD') == 'XBT/USD'
+    
+    def test_symbol_denormalization(self, connector):
+        """Test converting Kraken format back to standard."""
+        assert connector._denormalize_symbol('XBT/USD') == 'BTCUSDT'
+        assert connector._denormalize_symbol('ETH/USD') == 'ETHUSDT'
+        assert connector._denormalize_symbol('ADA/USD') == 'ADAUSDT'
+        
+        # Test other quote currencies
+        assert connector._denormalize_symbol('BTC/EUR') == 'BTCEUR'
+    
+    def test_message_type_detection(self, connector):
+        """Test message type detection."""
+        # Test order book message (array format)
+        book_message = [123, {'b': [['50000', '1.5']]}, 'book-25', 'XBT/USD']
+        assert connector._get_message_type(book_message) == 'book-25'
+        
+        # Test trade message (array format)
+        trade_message = [456, [['50000', '0.1', 1609459200, 'b', 'm', '']], 'trade', 'XBT/USD']
+        assert connector._get_message_type(trade_message) == 'trade'
+        
+        # Test status message (object format)
+        status_message = {'event': 'systemStatus', 'status': 'online'}
+        assert connector._get_message_type(status_message) == 'systemStatus'
+        
+        # Test subscription message
+        sub_message = {'event': 'subscriptionStatus', 'status': 'subscribed'}
+        assert connector._get_message_type(sub_message) == 'subscriptionStatus'
+        
+        # Test unknown message
+        unknown_message = {'data': 'something'}
+        assert connector._get_message_type(unknown_message) == 'unknown'
+    
+    @pytest.mark.asyncio
+    async def test_subscription_methods(self, connector):
+        """Test subscription and unsubscription methods."""
+        # Mock the _send_message method
+        connector._send_message = AsyncMock(return_value=True)
+        
+        # Test order book subscription
+        await connector.subscribe_orderbook('BTCUSDT')
+        
+        # Verify subscription was tracked
+        assert 'BTCUSDT' in connector.subscriptions
+        assert 'orderbook' in connector.subscriptions['BTCUSDT']
+        
+        # Verify correct message was sent
+        connector._send_message.assert_called()
+        call_args = connector._send_message.call_args[0][0]
+        assert call_args['event'] == 'subscribe'
+        assert 'XBT/USD' in call_args['pair']
+        assert call_args['subscription']['name'] == 'book'
+        
+        # Test trade subscription
+        await connector.subscribe_trades('ETHUSDT')
+        
+        assert 'ETHUSDT' in connector.subscriptions
+        assert 'trades' in connector.subscriptions['ETHUSDT']
+        
+        # Test unsubscription
+        await connector.unsubscribe_orderbook('BTCUSDT')
+        
+        # Verify unsubscription message
+        call_args = connector._send_message.call_args[0][0]
+        assert call_args['event'] == 'unsubscribe'
+    
+    @pytest.mark.asyncio
+    async def test_orderbook_snapshot_parsing(self, connector):
+        """Test parsing order book snapshot data."""
+        # Mock order book data from Kraken
+        mock_data = {
+            'bids': [
+                ['50000.00', '1.5', 1609459200],
+                ['49999.00', '2.0', 1609459201]
+            ],
+            'asks': [
+                ['50001.00', '1.2', 1609459200],
+                ['50002.00', '0.8', 1609459201]
+            ]
+        }
+        
+        # Parse the data
+        orderbook = connector._parse_orderbook_snapshot(mock_data, 'BTCUSDT')
+        
+        # Verify parsing
+        assert isinstance(orderbook, OrderBookSnapshot)
+        assert orderbook.symbol == 'BTCUSDT'
+        assert orderbook.exchange == 'kraken'
+        
+        # Verify bids
+        assert len(orderbook.bids) == 2
+        assert orderbook.bids[0].price == 50000.00
+        assert orderbook.bids[0].size == 1.5
+        assert orderbook.bids[1].price == 49999.00
+        assert orderbook.bids[1].size == 2.0
+        
+        # Verify asks
+        assert len(orderbook.asks) == 2
+        assert orderbook.asks[0].price == 50001.00
+        assert orderbook.asks[0].size == 1.2
+        assert orderbook.asks[1].price == 50002.00
+        assert orderbook.asks[1].size == 0.8
+    
+    @pytest.mark.asyncio
+    async def test_orderbook_update_handling(self, connector):
+        """Test handling order book update messages."""
+        # Mock callback
+        callback_called = False
+        received_data = None
+        
+        def mock_callback(data):
+            nonlocal callback_called, received_data
+            callback_called = True
+            received_data = data
+        
+        connector.add_data_callback(mock_callback)
+        
+        # Mock Kraken order book update message
+        update_message = [
+            123,  # channel ID
+            {
+                'b': [['50000.00', '1.5', '1609459200.123456']],
+                'a': [['50001.00', '1.2', '1609459200.123456']]
+            },
+            'book-25',
+            'XBT/USD'
+        ]
+        
+        # Handle the message
+        await connector._handle_orderbook_update(update_message)
+        
+        # Verify callback was called
+        assert callback_called
+        assert isinstance(received_data, OrderBookSnapshot)
+        assert received_data.symbol == 'BTCUSDT'
+        assert received_data.exchange == 'kraken'
+        
+        # Verify channel mapping was stored
+        assert 123 in connector.channel_map
+        assert connector.channel_map[123] == ('book-25', 'BTCUSDT')
+        
+        # Verify bids and asks
+        assert len(received_data.bids) == 1
+        assert received_data.bids[0].price == 50000.00
+        assert received_data.bids[0].size == 1.5
+        
+        assert len(received_data.asks) == 1
+        assert received_data.asks[0].price == 50001.00
+        assert received_data.asks[0].size == 1.2
+    
+    @pytest.mark.asyncio
+    async def test_trade_handling(self, connector):
+        """Test handling trade messages."""
+        # Mock callback
+        callback_called = False
+        received_trades = []
+        
+        def mock_callback(data):
+            nonlocal callback_called
+            callback_called = True
+            received_trades.append(data)
+        
+        connector.add_data_callback(mock_callback)
+        
+        # Mock Kraken trade message (array of trades)
+        trade_message = [
+            456,  # channel ID
+            [
+                ['50000.50', '0.1', 1609459200.123456, 'b', 'm', ''],
+                ['50001.00', '0.05', 1609459201.123456, 's', 'l', '']
+            ],
+            'trade',
+            'XBT/USD'
+        ]
+        
+        # Handle the message
+        await connector._handle_trade_update(trade_message)
+        
+        # Verify callback was called
+        assert callback_called
+        assert len(received_trades) == 2
+        
+        # Verify first trade (buy)
+        trade1 = received_trades[0]
+        assert isinstance(trade1, TradeEvent)
+        assert trade1.symbol == 'BTCUSDT'
+        assert trade1.exchange == 'kraken'
+        assert trade1.price == 50000.50
+        assert trade1.size == 0.1
+        assert trade1.side == 'buy'
+        
+        # Verify second trade (sell)
+        trade2 = received_trades[1]
+        assert trade2.price == 50001.00
+        assert trade2.size == 0.05
+        assert trade2.side == 'sell'
+        
+        # Verify channel mapping was stored
+        assert 456 in connector.channel_map
+        assert connector.channel_map[456] == ('trade', 'BTCUSDT')
+    
+    @pytest.mark.asyncio
+    async def test_system_status_handling(self, connector):
+        """Test handling system status messages."""
+        # Mock system status message
+        status_message = {
+            'event': 'systemStatus',
+            'status': 'online',
+            'version': '1.0.0'
+        }
+        
+        # Handle the message
+        await connector._handle_system_status(status_message)
+        
+        # Verify status was updated
+        assert connector.system_status == 'online'
+    
+    @pytest.mark.asyncio
+    async def test_subscription_status_handling(self, connector):
+        """Test handling subscription status messages."""
+        # Mock subscription status message
+        sub_message = {
+            'event': 'subscriptionStatus',
+            'status': 'subscribed',
+            'channelName': 'book-25',
+            'channelID': 123,
+            'pair': 'XBT/USD',
+            'subscription': {'name': 'book', 'depth': 25}
+        }
+        
+        # Handle the message
+        await connector._handle_subscription_status(sub_message)
+        
+        # Verify channel mapping was stored
+        assert 123 in connector.channel_map
+        assert connector.channel_map[123] == ('book-25', 'BTCUSDT')
+    
+    @pytest.mark.asyncio
+    async def test_get_symbols(self, connector):
+        """Test getting available symbols."""
+        # Mock HTTP response
+        mock_response_data = {
+            'error': [],
+            'result': {
+                'XBTUSD': {
+                    'wsname': 'XBT/USD'
+                },
+                'ETHUSD': {
+                    'wsname': 'ETH/USD'
+                },
+                'XBTUSD.d': {  # Dark pool - should be filtered out
+                    'wsname': 'XBT/USD.d'
+                }
+            }
+        }
+        
+        with patch('aiohttp.ClientSession.get') as mock_get:
+            mock_response = AsyncMock()
+            mock_response.status = 200
+            mock_response.json = AsyncMock(return_value=mock_response_data)
+            mock_get.return_value.__aenter__.return_value = mock_response
+            
+            symbols = await connector.get_symbols()
+            
+            # Should only return non-dark pool symbols
+            assert 'BTCUSDT' in symbols
+            assert 'ETHUSDT' in symbols
+            # Dark pool should be filtered out
+            assert len([s for s in symbols if '.d' in s]) == 0
+    
+    @pytest.mark.asyncio
+    async def test_get_orderbook_snapshot(self, connector):
+        """Test getting order book snapshot from REST API."""
+        # Mock HTTP response
+        mock_orderbook = {
+            'error': [],
+            'result': {
+                'XBTUSD': {
+                    'bids': [['50000.00', '1.5', 1609459200]],
+                    'asks': [['50001.00', '1.2', 1609459200]]
+                }
+            }
+        }
+        
+        with patch('aiohttp.ClientSession.get') as mock_get:
+            mock_response = AsyncMock()
+            mock_response.status = 200
+            mock_response.json = AsyncMock(return_value=mock_orderbook)
+            mock_get.return_value.__aenter__.return_value = mock_response
+            
+            orderbook = await connector.get_orderbook_snapshot('BTCUSDT')
+            
+            assert isinstance(orderbook, OrderBookSnapshot)
+            assert orderbook.symbol == 'BTCUSDT'
+            assert orderbook.exchange == 'kraken'
+            assert len(orderbook.bids) == 1
+            assert len(orderbook.asks) == 1
+    
+    def test_authentication_token(self, connector):
+        """Test authentication token generation."""
+        # Set up credentials
+        connector.api_key = 'test_key'
+        connector.api_secret = 'dGVzdF9zZWNyZXQ='  # base64 encoded
+        
+        # Generate token
+        token = connector._get_auth_token()
+        
+        # Should return a token (simplified implementation)
+        assert isinstance(token, str)
+        assert len(token) > 0
+    
+    def test_statistics(self, connector):
+        """Test getting connector statistics."""
+        # Add some test data
+        connector.system_status = 'online'
+        connector.channel_map[123] = ('book-25', 'BTCUSDT')
+        
+        stats = connector.get_kraken_stats()
+        
+        assert stats['exchange'] == 'kraken'
+        assert stats['system_status'] == 'online'
+        assert stats['channel_mappings'] == 1
+        assert 'authenticated' in stats
+
+
+async def test_kraken_integration():
+    """Integration test for Kraken connector."""
+    connector = KrakenConnector()
+    
+    try:
+        # Test basic functionality
+        assert connector.exchange_name == "kraken"
+        
+        # Test symbol normalization
+        assert connector.normalize_symbol('BTCUSDT') == 'XBT/USD'
+        assert connector._denormalize_symbol('XBT/USD') == 'BTCUSDT'
+        
+        # Test message type detection
+        test_message = [123, {}, 'book-25', 'XBT/USD']
+        assert connector._get_message_type(test_message) == 'book-25'
+        
+        # Test status message
+        status_message = {'event': 'systemStatus', 'status': 'online'}
+        assert connector._get_message_type(status_message) == 'systemStatus'
+        
+        print("✓ Kraken connector integration test passed")
+        return True
+        
+    except Exception as e:
+        print(f"✗ Kraken connector integration test failed: {e}")
+        return False
+
+
+if __name__ == "__main__":
+    # Run integration test
+    success = asyncio.run(test_kraken_integration())
+    if not success:
+        exit(1)