orchestrator adaptor

This commit is contained in:
Dobromir Popov
2025-08-04 23:13:44 +03:00
parent 1479ac1624
commit 68a556e09c
6 changed files with 1957 additions and 7 deletions

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@ -31,7 +31,7 @@
- [ ] 3. Create base exchange connector framework
- [x] 3. Create base exchange connector framework
- Implement abstract base class for exchange WebSocket connectors
- Create connection management with exponential backoff and circuit breaker patterns
- Implement WebSocket message handling with proper error recovery
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- _Requirements: 1.1, 1.3, 1.4, 8.5_
- [ ] 4. Implement Binance exchange connector
- [x] 4. Implement Binance exchange connector
- Create Binance-specific WebSocket connector extending the base framework
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- [ ] 5. Create data processing and normalization engine
- [x] 5. Create data processing and normalization engine
- Implement data processor for normalizing raw exchange data
- Create validation logic for order book and trade data
- Implement data quality checks and filtering
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- Write comprehensive unit tests for data processing logic
- _Requirements: 1.4, 6.3, 8.1_
- [ ] 6. Implement price bucket aggregation system
- [x] 6. Implement price bucket aggregation system
- Create aggregation engine for converting order book data to price buckets
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- Add volume-weighted aggregation calculations
- _Requirements: 2.1, 2.2, 2.3, 2.4, 8.1, 8.2_
- [ ] 7. Build Redis caching layer
- [x] 7. Build Redis caching layer
- Implement Redis connection manager with connection pooling
- Create caching strategies for latest order book data and heatmaps
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- Write tests for caching functionality
- _Requirements: 8.2, 8.3_
- [ ] 8. Create live data API endpoints
- [x] 8. Create live data API endpoints
- Implement REST API for accessing current order book data
- Create WebSocket API for real-time data streaming
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- Create progress bar visualization for aggregated price buckets
- Add exchange status indicators and connection monitoring
- Implement responsive design for different screen sizes
- _Requirements: 4.1, 4.2, 4.3, 4.5_
- [ ] 10. Build historical data replay system
- [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