orchestrator adaptor
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Dobromir Popov
276
COBY/examples/orchestrator_integration_example.py
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276
COBY/examples/orchestrator_integration_example.py
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"""
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Example showing how to integrate COBY system with existing orchestrator.
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Demonstrates drop-in replacement and mode switching capabilities.
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"""
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import asyncio
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import logging
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from datetime import datetime, timedelta
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# Import the COBY data provider replacement
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from ..integration.data_provider_replacement import COBYDataProvider
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from ..integration.orchestrator_adapter import MarketTick
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# Set up logging
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logging.basicConfig(level=logging.INFO)
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logger = logging.getLogger(__name__)
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async def demonstrate_basic_usage():
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"""Demonstrate basic COBY data provider usage."""
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logger.info("=== Basic COBY Data Provider Usage ===")
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# Initialize COBY data provider (drop-in replacement)
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data_provider = COBYDataProvider()
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try:
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# Test basic data access methods
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logger.info("Testing basic data access...")
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# Get current price
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current_price = data_provider.get_current_price('BTCUSDT')
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logger.info(f"Current BTC price: ${current_price}")
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# Get historical data
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historical_data = data_provider.get_historical_data('BTCUSDT', '1m', limit=10)
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if historical_data is not None:
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logger.info(f"Historical data shape: {historical_data.shape}")
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logger.info(f"Latest close price: ${historical_data['close'].iloc[-1]}")
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# Get COB data
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cob_data = data_provider.get_latest_cob_data('BTCUSDT')
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if cob_data:
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logger.info(f"Latest COB data: {cob_data}")
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# Get data quality indicators
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quality = data_provider.adapter.get_data_quality_indicators('BTCUSDT')
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logger.info(f"Data quality score: {quality.get('quality_score', 0)}")
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except Exception as e:
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logger.error(f"Error in basic usage: {e}")
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finally:
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await data_provider.close()
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async def demonstrate_subscription_system():
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"""Demonstrate the subscription system."""
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logger.info("=== COBY Subscription System ===")
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data_provider = COBYDataProvider()
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try:
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# Set up tick subscription
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tick_count = 0
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def tick_callback(tick: MarketTick):
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nonlocal tick_count
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tick_count += 1
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logger.info(f"Received tick #{tick_count}: {tick.symbol} @ ${tick.price}")
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# Subscribe to ticks
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subscriber_id = data_provider.subscribe_to_ticks(
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tick_callback,
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symbols=['BTCUSDT', 'ETHUSDT'],
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subscriber_name='example_subscriber'
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)
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logger.info(f"Subscribed to ticks with ID: {subscriber_id}")
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# Set up COB data subscription
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cob_count = 0
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def cob_callback(symbol: str, data: dict):
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nonlocal cob_count
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cob_count += 1
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logger.info(f"Received COB data #{cob_count} for {symbol}")
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cob_subscriber_id = data_provider.subscribe_to_cob_raw_ticks(cob_callback)
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logger.info(f"Subscribed to COB data with ID: {cob_subscriber_id}")
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# Wait for some data
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logger.info("Waiting for data updates...")
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await asyncio.sleep(10)
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# Unsubscribe
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data_provider.unsubscribe(subscriber_id)
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data_provider.unsubscribe(cob_subscriber_id)
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logger.info("Unsubscribed from all feeds")
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except Exception as e:
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logger.error(f"Error in subscription demo: {e}")
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finally:
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await data_provider.close()
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async def demonstrate_mode_switching():
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"""Demonstrate switching between live and replay modes."""
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logger.info("=== COBY Mode Switching ===")
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data_provider = COBYDataProvider()
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try:
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# Start in live mode
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current_mode = data_provider.get_current_mode()
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logger.info(f"Current mode: {current_mode}")
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# Get some live data
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live_price = data_provider.get_current_price('BTCUSDT')
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logger.info(f"Live price: ${live_price}")
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# Switch to replay mode
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logger.info("Switching to replay mode...")
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start_time = datetime.utcnow() - timedelta(hours=1)
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end_time = datetime.utcnow() - timedelta(minutes=30)
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success = await data_provider.switch_to_replay_mode(
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start_time=start_time,
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end_time=end_time,
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speed=10.0, # 10x speed
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symbols=['BTCUSDT']
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)
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if success:
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logger.info("Successfully switched to replay mode")
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# Get replay status
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replay_status = data_provider.get_replay_status()
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if replay_status:
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logger.info(f"Replay progress: {replay_status['progress']:.2%}")
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logger.info(f"Replay speed: {replay_status['speed']}x")
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# Wait for some replay data
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await asyncio.sleep(5)
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# Get data during replay
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replay_price = data_provider.get_current_price('BTCUSDT')
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logger.info(f"Replay price: ${replay_price}")
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# Switch back to live mode
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logger.info("Switching back to live mode...")
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success = await data_provider.switch_to_live_mode()
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if success:
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logger.info("Successfully switched back to live mode")
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current_mode = data_provider.get_current_mode()
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logger.info(f"Current mode: {current_mode}")
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except Exception as e:
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logger.error(f"Error in mode switching demo: {e}")
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finally:
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await data_provider.close()
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async def demonstrate_orchestrator_compatibility():
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"""Demonstrate compatibility with orchestrator interface."""
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logger.info("=== Orchestrator Compatibility ===")
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data_provider = COBYDataProvider()
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try:
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# Test methods that orchestrator uses
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logger.info("Testing orchestrator-compatible methods...")
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# Build base data input (used by ML models)
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base_data = data_provider.build_base_data_input('BTCUSDT')
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if base_data:
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features = base_data.get_feature_vector()
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logger.info(f"Feature vector shape: {features.shape}")
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# Get feature matrix (used by ML models)
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feature_matrix = data_provider.get_feature_matrix(
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'BTCUSDT',
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timeframes=['1m', '5m'],
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window_size=20
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)
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if feature_matrix is not None:
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logger.info(f"Feature matrix shape: {feature_matrix.shape}")
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# Get pivot bounds (used for normalization)
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pivot_bounds = data_provider.get_pivot_bounds('BTCUSDT')
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if pivot_bounds:
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logger.info(f"Price range: ${pivot_bounds.price_min:.2f} - ${pivot_bounds.price_max:.2f}")
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# Get COB imbalance (used for market microstructure analysis)
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imbalance = data_provider.get_current_cob_imbalance('BTCUSDT')
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logger.info(f"Order book imbalance: {imbalance['imbalance']:.3f}")
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# Get system status
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status = data_provider.get_cached_data_summary()
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logger.info(f"System status: {status}")
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# Test compatibility methods
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data_provider.start_centralized_data_collection()
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data_provider.invalidate_ohlcv_cache('BTCUSDT')
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logger.info("All orchestrator compatibility tests passed!")
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except Exception as e:
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logger.error(f"Error in compatibility demo: {e}")
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finally:
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await data_provider.close()
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async def demonstrate_performance_monitoring():
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"""Demonstrate performance monitoring capabilities."""
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logger.info("=== Performance Monitoring ===")
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data_provider = COBYDataProvider()
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try:
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# Get initial statistics
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initial_stats = data_provider.get_subscriber_stats()
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logger.info(f"Initial stats: {initial_stats}")
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# Get data quality information
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quality_info = data_provider.get_cob_data_quality()
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logger.info(f"Data quality info: {quality_info}")
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# Get WebSocket status
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ws_status = data_provider.get_cob_websocket_status()
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logger.info(f"WebSocket status: {ws_status}")
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# Monitor system metadata
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system_metadata = data_provider.adapter.get_system_metadata()
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logger.info(f"System components health: {system_metadata['components']}")
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logger.info(f"Active subscribers: {system_metadata['active_subscribers']}")
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except Exception as e:
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logger.error(f"Error in performance monitoring: {e}")
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finally:
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await data_provider.close()
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async def main():
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"""Run all demonstration examples."""
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logger.info("Starting COBY Integration Examples...")
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try:
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# Run all demonstrations
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await demonstrate_basic_usage()
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await asyncio.sleep(1)
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await demonstrate_subscription_system()
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await asyncio.sleep(1)
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await demonstrate_mode_switching()
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await asyncio.sleep(1)
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await demonstrate_orchestrator_compatibility()
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await asyncio.sleep(1)
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await demonstrate_performance_monitoring()
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logger.info("All COBY integration examples completed successfully!")
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except Exception as e:
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logger.error(f"Error running examples: {e}")
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if __name__ == "__main__":
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# Run the examples
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asyncio.run(main())
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