cob
This commit is contained in:
Dobromir Popov
@ -163,7 +163,7 @@ class COBIntegration:
|
||||
|
||||
if symbol:
|
||||
self.websocket_status[symbol] = status
|
||||
logger.info(f"🔌 WebSocket status for {symbol}: {status} - {message}")
|
||||
logger.info(f"WebSocket status for {symbol}: {status} - {message}")
|
||||
|
||||
# Notify dashboard callbacks about status change
|
||||
status_update = {
|
||||
|
||||
@ -154,11 +154,11 @@ class EnhancedCOBWebSocket:
|
||||
|
||||
# Timezone configuration
|
||||
if self.timezone_offset == '+08:00':
|
||||
logger.info("🕐 Configured for UTC+8 timezone (Asian markets)")
|
||||
logger.info("Configured for UTC+8 timezone (Asian markets)")
|
||||
elif self.timezone_offset:
|
||||
logger.info(f"🕐 Configured for {self.timezone_offset} timezone")
|
||||
logger.info(f"Configured for {self.timezone_offset} timezone")
|
||||
else:
|
||||
logger.info("🕐 Configured for UTC timezone (default)")
|
||||
logger.info("Configured for UTC timezone (default)")
|
||||
|
||||
logger.info(f"Enhanced COB WebSocket initialized for symbols: {self.symbols}")
|
||||
if not WEBSOCKETS_AVAILABLE:
|
||||
@ -222,79 +222,39 @@ class EnhancedCOBWebSocket:
|
||||
logger.info("Enhanced COB WebSocket system stopped")
|
||||
|
||||
async def _init_rest_session(self):
|
||||
"""Initialize REST API session for fallback and snapshots - Windows compatible"""
|
||||
"""Initialize REST API session - Windows uses requests-only mode"""
|
||||
import platform
|
||||
|
||||
# On Windows, completely skip aiohttp to avoid aiodns issues
|
||||
is_windows = platform.system().lower() == 'windows'
|
||||
|
||||
if is_windows:
|
||||
logger.info("Windows detected - using WebSocket-only mode (skipping REST API due to rate limits)")
|
||||
self.rest_session = None # Force requests fallback
|
||||
return
|
||||
|
||||
# Non-Windows: try aiohttp
|
||||
try:
|
||||
# Detect Windows and use specific configuration
|
||||
is_windows = platform.system().lower() == 'windows'
|
||||
connector = aiohttp.TCPConnector(
|
||||
limit=100,
|
||||
limit_per_host=20,
|
||||
enable_cleanup_closed=True,
|
||||
use_dns_cache=True
|
||||
)
|
||||
|
||||
timeout = aiohttp.ClientTimeout(total=10, connect=5)
|
||||
|
||||
self.rest_session = aiohttp.ClientSession(
|
||||
timeout=timeout,
|
||||
connector=connector,
|
||||
headers={'User-Agent': 'Enhanced-COB-WebSocket/1.0'}
|
||||
)
|
||||
logger.info("REST API session initialized (Unix/Linux)")
|
||||
|
||||
if is_windows:
|
||||
# Windows-specific configuration to avoid aiodns issues
|
||||
import asyncio
|
||||
|
||||
# Check if we're using ProactorEventLoop (Windows default)
|
||||
loop = asyncio.get_event_loop()
|
||||
loop_type = type(loop).__name__
|
||||
logger.debug(f"Event loop type: {loop_type}")
|
||||
|
||||
# Use basic connector without DNS caching for Windows
|
||||
connector = aiohttp.TCPConnector(
|
||||
limit=50,
|
||||
limit_per_host=10,
|
||||
enable_cleanup_closed=True,
|
||||
use_dns_cache=False, # Critical: disable DNS cache
|
||||
resolver=None, # Use default resolver, not aiodns
|
||||
family=0, # Use default address family
|
||||
ssl=False # Disable SSL verification for simplicity
|
||||
)
|
||||
|
||||
timeout = aiohttp.ClientTimeout(total=15, connect=10)
|
||||
|
||||
self.rest_session = aiohttp.ClientSession(
|
||||
timeout=timeout,
|
||||
connector=connector,
|
||||
headers={
|
||||
'User-Agent': 'Enhanced-COB-WebSocket/1.0',
|
||||
'Accept': 'application/json'
|
||||
}
|
||||
)
|
||||
logger.info("✅ REST API session initialized (Windows ProactorEventLoop compatible)")
|
||||
|
||||
else:
|
||||
# Unix/Linux configuration (can use more advanced features)
|
||||
connector = aiohttp.TCPConnector(
|
||||
limit=100,
|
||||
limit_per_host=20,
|
||||
enable_cleanup_closed=True,
|
||||
use_dns_cache=True
|
||||
)
|
||||
|
||||
timeout = aiohttp.ClientTimeout(total=10, connect=5)
|
||||
|
||||
self.rest_session = aiohttp.ClientSession(
|
||||
timeout=timeout,
|
||||
connector=connector,
|
||||
headers={'User-Agent': 'Enhanced-COB-WebSocket/1.0'}
|
||||
)
|
||||
logger.info("✅ REST API session initialized (Unix/Linux)")
|
||||
|
||||
except Exception as e:
|
||||
logger.warning(f"⚠️ Failed to initialize REST session: {e}")
|
||||
|
||||
# Fallback: Ultra-minimal configuration
|
||||
try:
|
||||
# Most basic configuration possible
|
||||
self.rest_session = aiohttp.ClientSession(
|
||||
timeout=aiohttp.ClientTimeout(total=20),
|
||||
headers={'User-Agent': 'COB-WebSocket/1.0'}
|
||||
)
|
||||
logger.info("✅ REST API session initialized with ultra-minimal config")
|
||||
|
||||
except Exception as e2:
|
||||
logger.error(f"❌ Failed to initialize any REST session: {e2}")
|
||||
logger.info("🔄 Continuing without REST session - WebSocket-only mode")
|
||||
self.rest_session = None
|
||||
logger.warning(f"Failed to initialize aiohttp session: {e}")
|
||||
logger.info("Falling back to requests-only mode")
|
||||
self.rest_session = None
|
||||
|
||||
async def _get_order_book_snapshot(self, symbol: str):
|
||||
"""Get initial order book snapshot from REST API
|
||||
@ -308,7 +268,7 @@ class EnhancedCOBWebSocket:
|
||||
await self._init_rest_session()
|
||||
|
||||
if not self.rest_session:
|
||||
logger.warning(f"⚠️ Cannot get order book snapshot for {symbol} - REST session not available, will use WebSocket data only")
|
||||
logger.warning(f"Cannot get order book snapshot for {symbol} - REST session not available, will use WebSocket data only")
|
||||
return
|
||||
|
||||
# Convert symbol format for Binance API
|
||||
@ -317,7 +277,7 @@ class EnhancedCOBWebSocket:
|
||||
# Get order book snapshot with maximum depth
|
||||
url = f"https://api.binance.com/api/v3/depth?symbol={binance_symbol}&limit=1000"
|
||||
|
||||
logger.debug(f"🔍 Getting order book snapshot for {symbol} from {url}")
|
||||
logger.debug(f"Getting order book snapshot for {symbol} from {url}")
|
||||
|
||||
async with self.rest_session.get(url) as response:
|
||||
if response.status == 200:
|
||||
@ -325,7 +285,7 @@ class EnhancedCOBWebSocket:
|
||||
|
||||
# Validate response structure
|
||||
if not isinstance(data, dict) or 'bids' not in data or 'asks' not in data:
|
||||
logger.error(f"❌ Invalid order book snapshot response for {symbol}: missing bids/asks")
|
||||
logger.error(f"Invalid order book snapshot response for {symbol}: missing bids/asks")
|
||||
return
|
||||
|
||||
# Initialize order book state for proper WebSocket synchronization
|
||||
@ -344,7 +304,7 @@ class EnhancedCOBWebSocket:
|
||||
# Mark as initialized
|
||||
self.order_book_initialized[symbol] = True
|
||||
|
||||
logger.info(f"✅ Got order book snapshot for {symbol}: {len(data['bids'])} bids, {len(data['asks'])} asks")
|
||||
logger.info(f"Got order book snapshot for {symbol}: {len(data['bids'])} bids, {len(data['asks'])} asks")
|
||||
|
||||
# Create initial COB data from snapshot
|
||||
bids = [{'price': float(price), 'size': float(qty)} for price, qty in data['bids'] if float(qty) > 0]
|
||||
@ -401,21 +361,21 @@ class EnhancedCOBWebSocket:
|
||||
except Exception as e:
|
||||
logger.error(f"❌ Error in COB callback: {e}")
|
||||
|
||||
logger.debug(f"📊 Initial snapshot for {symbol}: ${mid_price:.2f}, spread: {spread_bps:.1f} bps")
|
||||
logger.debug(f"Initial snapshot for {symbol}: ${mid_price:.2f}, spread: {spread_bps:.1f} bps")
|
||||
else:
|
||||
logger.warning(f"⚠️ No valid bid/ask data in snapshot for {symbol}")
|
||||
logger.warning(f"No valid bid/ask data in snapshot for {symbol}")
|
||||
|
||||
elif response.status == 429:
|
||||
logger.warning(f"⚠️ Rate limited getting snapshot for {symbol}, will continue with WebSocket only")
|
||||
logger.warning(f"Rate limited getting snapshot for {symbol}, will continue with WebSocket only")
|
||||
else:
|
||||
logger.error(f"❌ Failed to get order book snapshot for {symbol}: HTTP {response.status}")
|
||||
logger.error(f"Failed to get order book snapshot for {symbol}: HTTP {response.status}")
|
||||
response_text = await response.text()
|
||||
logger.debug(f"Response: {response_text}")
|
||||
|
||||
except asyncio.TimeoutError:
|
||||
logger.warning(f"⚠️ Timeout getting order book snapshot for {symbol}, will continue with WebSocket only")
|
||||
logger.warning(f"Timeout getting order book snapshot for {symbol}, will continue with WebSocket only")
|
||||
except Exception as e:
|
||||
logger.warning(f"⚠️ Error getting order book snapshot for {symbol}: {e}, will continue with WebSocket only")
|
||||
logger.warning(f"Error getting order book snapshot for {symbol}: {e}, will continue with WebSocket only")
|
||||
logger.debug(f"Snapshot error details: {e}")
|
||||
# Don't fail the entire connection due to snapshot issues
|
||||
|
||||
@ -796,7 +756,24 @@ class EnhancedCOBWebSocket:
|
||||
return
|
||||
|
||||
# Order book is initialized, apply update directly
|
||||
await self._apply_depth_update(symbol, data)
|
||||
# In WebSocket-only mode (no REST snapshot), be more lenient with update IDs
|
||||
last_update_id = self.last_update_ids.get(symbol, 0)
|
||||
|
||||
if last_update_id == 0:
|
||||
# WebSocket-only mode: accept any update as starting point
|
||||
logger.debug(f"WebSocket-only mode for {symbol}: accepting update as starting point (U={first_update_id}, u={final_update_id})")
|
||||
await self._apply_depth_update(symbol, data)
|
||||
elif final_update_id <= last_update_id:
|
||||
# Event is older than our current state, ignore
|
||||
logger.debug(f"Ignoring old update for {symbol}: {final_update_id} <= {last_update_id}")
|
||||
return
|
||||
elif first_update_id > last_update_id + 1:
|
||||
# Gap detected - in WebSocket-only mode, just continue (less strict)
|
||||
logger.warning(f"Gap detected for {symbol}: {first_update_id} > {last_update_id + 1}, continuing anyway (WebSocket-only mode)")
|
||||
await self._apply_depth_update(symbol, data)
|
||||
else:
|
||||
# Normal update
|
||||
await self._apply_depth_update(symbol, data)
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling depth update for {symbol}: {e}")
|
||||
@ -804,6 +781,13 @@ class EnhancedCOBWebSocket:
|
||||
async def _initialize_order_book_with_buffering(self, symbol: str):
|
||||
"""Initialize order book following Binance recommendations with event buffering"""
|
||||
try:
|
||||
# On Windows, skip REST API and go directly to simplified mode to avoid rate limits
|
||||
import platform
|
||||
if platform.system().lower() == 'windows':
|
||||
logger.info(f"Windows detected - using WebSocket-only mode for {symbol} (avoiding REST API rate limits)")
|
||||
await self._init_simplified_mode(symbol)
|
||||
return
|
||||
|
||||
max_attempts = 3
|
||||
attempt = 0
|
||||
|
||||
@ -839,38 +823,185 @@ class EnhancedCOBWebSocket:
|
||||
self.order_book_initialized[symbol] = True
|
||||
self.snapshot_in_progress[symbol] = False
|
||||
|
||||
logger.info(f"✅ Order book initialized for {symbol} with {len(self.event_buffers[symbol])} buffered events")
|
||||
logger.info(f"Order book initialized for {symbol} with {len(self.event_buffers[symbol])} buffered events")
|
||||
return
|
||||
|
||||
logger.error(f"❌ Failed to initialize order book for {symbol} after {max_attempts} attempts")
|
||||
self.snapshot_in_progress[symbol] = False
|
||||
logger.error(f"Failed to initialize order book for {symbol} after {max_attempts} attempts")
|
||||
logger.info(f"Switching to simplified mode for {symbol} (no order book sync)")
|
||||
|
||||
# Use simplified mode that doesn't maintain order book
|
||||
await self._init_simplified_mode(symbol)
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error initializing order book with buffering for {symbol}: {e}")
|
||||
self.snapshot_in_progress[symbol] = False
|
||||
|
||||
async def _get_order_book_snapshot_data(self, symbol: str) -> Optional[Dict]:
|
||||
"""Get order book snapshot data from REST API"""
|
||||
async def _init_simplified_mode(self, symbol: str):
|
||||
"""Initialize simplified mode that processes WebSocket data without order book sync"""
|
||||
try:
|
||||
# Mark as using simplified mode
|
||||
if not hasattr(self, 'simplified_mode'):
|
||||
self.simplified_mode = {}
|
||||
self.simplified_mode[symbol] = True
|
||||
|
||||
# Clear any existing state
|
||||
if symbol in self.event_buffers:
|
||||
self.event_buffers[symbol] = []
|
||||
if symbol in self.order_books:
|
||||
del self.order_books[symbol]
|
||||
|
||||
# Mark as initialized
|
||||
self.order_book_initialized[symbol] = True
|
||||
self.snapshot_in_progress[symbol] = False
|
||||
|
||||
logger.info(f"Simplified mode initialized for {symbol} - will process raw WebSocket data")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error initializing simplified mode for {symbol}: {e}")
|
||||
|
||||
async def _process_simplified_depth_data(self, symbol: str, data: Dict):
|
||||
"""Process depth data in simplified mode without order book synchronization"""
|
||||
try:
|
||||
# Extract bids and asks directly from the update
|
||||
bids_data = data.get('b', [])
|
||||
asks_data = data.get('a', [])
|
||||
|
||||
if not bids_data and not asks_data:
|
||||
return
|
||||
|
||||
# Convert to simple format
|
||||
bids = []
|
||||
asks = []
|
||||
|
||||
for bid in bids_data:
|
||||
if len(bid) >= 2:
|
||||
price = float(bid[0])
|
||||
size = float(bid[1])
|
||||
if size > 0: # Only include non-zero quantities
|
||||
bids.append({'price': price, 'size': size})
|
||||
|
||||
for ask in asks_data:
|
||||
if len(ask) >= 2:
|
||||
price = float(ask[0])
|
||||
size = float(ask[1])
|
||||
if size > 0: # Only include non-zero quantities
|
||||
asks.append({'price': price, 'size': size})
|
||||
|
||||
if not bids and not asks:
|
||||
return
|
||||
|
||||
# Sort for best bid/ask calculation
|
||||
if bids:
|
||||
bids.sort(key=lambda x: x['price'], reverse=True)
|
||||
if asks:
|
||||
asks.sort(key=lambda x: x['price'])
|
||||
|
||||
# Create simplified COB data
|
||||
cob_data = {
|
||||
'symbol': symbol,
|
||||
'timestamp': datetime.now(),
|
||||
'bids': bids,
|
||||
'asks': asks,
|
||||
'source': 'simplified_depth_stream',
|
||||
'exchange': 'binance'
|
||||
}
|
||||
|
||||
# Calculate basic stats if we have data
|
||||
if bids and asks:
|
||||
best_bid = bids[0]['price']
|
||||
best_ask = asks[0]['price']
|
||||
mid_price = (best_bid + best_ask) / 2
|
||||
spread = best_ask - best_bid
|
||||
spread_bps = (spread / mid_price) * 10000 if mid_price > 0 else 0
|
||||
|
||||
cob_data['stats'] = {
|
||||
'best_bid': best_bid,
|
||||
'best_ask': best_ask,
|
||||
'mid_price': mid_price,
|
||||
'spread': spread,
|
||||
'spread_bps': spread_bps,
|
||||
'bid_levels': len(bids),
|
||||
'ask_levels': len(asks),
|
||||
'timestamp': datetime.now().isoformat(),
|
||||
'mode': 'simplified'
|
||||
}
|
||||
|
||||
# Update cache
|
||||
self.latest_cob_data[symbol] = cob_data
|
||||
|
||||
# Notify callbacks
|
||||
for callback in self.cob_callbacks:
|
||||
try:
|
||||
await callback(symbol, cob_data)
|
||||
except Exception as e:
|
||||
logger.error(f"Error in COB callback: {e}")
|
||||
|
||||
logger.debug(f"{symbol}: Simplified depth - {len(bids)} bids, {len(asks)} asks")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error processing simplified depth data for {symbol}: {e}")
|
||||
|
||||
async def _get_order_book_snapshot_data(self, symbol: str) -> Optional[Dict]:
|
||||
"""Get order book snapshot data from REST API with Windows fallback"""
|
||||
try:
|
||||
# Try aiohttp first
|
||||
if not self.rest_session:
|
||||
await self._init_rest_session()
|
||||
|
||||
if not self.rest_session:
|
||||
if self.rest_session:
|
||||
# Convert symbol format for Binance API
|
||||
binance_symbol = symbol.replace('/', '')
|
||||
url = f"https://api.binance.com/api/v3/depth?symbol={binance_symbol}&limit=5000"
|
||||
|
||||
async with self.rest_session.get(url) as response:
|
||||
if response.status == 200:
|
||||
return await response.json()
|
||||
else:
|
||||
logger.error(f"Failed to get snapshot for {symbol}: HTTP {response.status}")
|
||||
return None
|
||||
else:
|
||||
# Fallback to synchronous requests (Windows compatible)
|
||||
logger.info(f"Using synchronous HTTP fallback for {symbol} snapshot")
|
||||
return await self._get_snapshot_with_requests(symbol)
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting snapshot data for {symbol}: {e}")
|
||||
# Try synchronous fallback
|
||||
try:
|
||||
return await self._get_snapshot_with_requests(symbol)
|
||||
except Exception as e2:
|
||||
logger.error(f"Fallback also failed for {symbol}: {e2}")
|
||||
return None
|
||||
|
||||
async def _get_snapshot_with_requests(self, symbol: str) -> Optional[Dict]:
|
||||
"""Fallback method using synchronous requests library (Windows compatible)"""
|
||||
try:
|
||||
import requests
|
||||
import asyncio
|
||||
|
||||
# Convert symbol format for Binance API
|
||||
binance_symbol = symbol.replace('/', '')
|
||||
url = f"https://api.binance.com/api/v3/depth?symbol={binance_symbol}&limit=5000"
|
||||
|
||||
async with self.rest_session.get(url) as response:
|
||||
if response.status == 200:
|
||||
return await response.json()
|
||||
else:
|
||||
logger.error(f"Failed to get snapshot for {symbol}: HTTP {response.status}")
|
||||
return None
|
||||
|
||||
# Run in thread pool to avoid blocking
|
||||
loop = asyncio.get_event_loop()
|
||||
response = await loop.run_in_executor(
|
||||
None,
|
||||
lambda: requests.get(url, timeout=10, headers={'User-Agent': 'COB-WebSocket/1.0'})
|
||||
)
|
||||
|
||||
if response.status_code == 200:
|
||||
logger.info(f"Got snapshot for {symbol} using requests fallback")
|
||||
return response.json()
|
||||
else:
|
||||
logger.error(f"Requests fallback failed for {symbol}: HTTP {response.status_code}")
|
||||
return None
|
||||
|
||||
except ImportError:
|
||||
logger.error("requests library not available for fallback")
|
||||
return None
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting snapshot data for {symbol}: {e}")
|
||||
logger.error(f"Error in requests fallback for {symbol}: {e}")
|
||||
return None
|
||||
|
||||
async def _setup_order_book_from_snapshot(self, symbol: str, snapshot_data: Dict):
|
||||
@ -917,13 +1048,13 @@ class EnhancedCOBWebSocket:
|
||||
first_final_u = first_event.get('u', 0)
|
||||
|
||||
if not (first_u <= snapshot_last_update_id <= first_final_u):
|
||||
logger.error(f"❌ Synchronization error for {symbol}: snapshot lastUpdateId {snapshot_last_update_id} not in range [{first_u}, {first_final_u}]")
|
||||
logger.error(f"Synchronization error for {symbol}: snapshot lastUpdateId {snapshot_last_update_id} not in range [{first_u}, {first_final_u}]")
|
||||
# Reset and try again
|
||||
self.order_book_initialized[symbol] = False
|
||||
self.event_buffers[symbol] = []
|
||||
return
|
||||
|
||||
logger.debug(f"✅ First buffered event valid for {symbol}: snapshot lastUpdateId {snapshot_last_update_id} in range [{first_u}, {first_final_u}]")
|
||||
return
|
||||
|
||||
logger.debug(f"First buffered event valid for {symbol}: snapshot lastUpdateId {snapshot_last_update_id} in range [{first_u}, {first_final_u}]")
|
||||
|
||||
# Step 6-7: Apply all valid buffered events
|
||||
for event in valid_events:
|
||||
@ -1126,7 +1257,13 @@ class EnhancedCOBWebSocket:
|
||||
async def _handle_depth_stream(self, symbol: str, data: Dict):
|
||||
"""Handle depth stream data (order book updates)"""
|
||||
try:
|
||||
# Check if this is a depth update event
|
||||
# Check if we're in simplified mode
|
||||
if hasattr(self, 'simplified_mode') and self.simplified_mode.get(symbol, False):
|
||||
# Simplified mode: process raw data without order book sync
|
||||
await self._process_simplified_depth_data(symbol, data)
|
||||
return
|
||||
|
||||
# Normal mode: try to maintain order book
|
||||
if data.get('e') == 'depthUpdate':
|
||||
await self._handle_depth_update(symbol, data)
|
||||
else:
|
||||
@ -1134,6 +1271,12 @@ class EnhancedCOBWebSocket:
|
||||
await self._process_websocket_message(symbol, data)
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling depth stream for {symbol}: {e}")
|
||||
# Fall back to simplified mode on repeated errors
|
||||
if not hasattr(self, 'simplified_mode'):
|
||||
self.simplified_mode = {}
|
||||
if not self.simplified_mode.get(symbol, False):
|
||||
logger.info(f"Switching {symbol} to simplified mode due to errors")
|
||||
await self._init_simplified_mode(symbol)
|
||||
|
||||
async def _handle_kline_stream(self, symbol: str, data: Dict):
|
||||
"""Handle 1-second kline/candlestick data with timezone support"""
|
||||
@ -1397,9 +1540,9 @@ class EnhancedCOBWebSocket:
|
||||
try:
|
||||
await callback(symbol, cob_data)
|
||||
except Exception as e:
|
||||
logger.error(f"❌ Error in COB callback: {e}")
|
||||
logger.error(f"Error in COB callback: {e}")
|
||||
|
||||
logger.debug(f"📊 Fetched REST COB data for {symbol}: {len(cob_data['bids'])} bids, {len(cob_data['asks'])} asks")
|
||||
logger.debug(f"Fetched REST COB data for {symbol}: {len(cob_data['bids'])} bids, {len(cob_data['asks'])} asks")
|
||||
|
||||
else:
|
||||
logger.warning(f"REST API error for {symbol}: HTTP {response.status}")
|
||||
@ -1427,7 +1570,7 @@ class EnhancedCOBWebSocket:
|
||||
|
||||
# Log connection status and order book sync status
|
||||
if status.connected:
|
||||
ob_status = "✅ Synced" if self.order_book_initialized.get(symbol, False) else "🔄 Syncing"
|
||||
ob_status = "Synced" if self.order_book_initialized.get(symbol, False) else "Syncing"
|
||||
buffered_count = len(self.event_buffers.get(symbol, []))
|
||||
logger.debug(f"{symbol}: Connected, {status.messages_received} messages, OB: {ob_status}, Buffered: {buffered_count}")
|
||||
else:
|
||||
|
||||
@ -369,7 +369,7 @@ class CleanTradingDashboard:
|
||||
else:
|
||||
self.cob_cache[symbol]['update_rate'] = 0.0
|
||||
|
||||
logger.info(f"📊 Updated COB cache for {symbol} from data provider (updates: {self.cob_cache[symbol]['updates_count']})")
|
||||
logger.debug(f"Updated COB cache for {symbol} from data provider (updates: {self.cob_cache[symbol]['updates_count']})")
|
||||
|
||||
# Continue with existing logic
|
||||
# Update latest COB data cache
|
||||
@ -6634,10 +6634,10 @@ class CleanTradingDashboard:
|
||||
self.cob_cache[symbol]['websocket_status'] = 'connected'
|
||||
self.cob_cache[symbol]['source'] = 'orchestrator'
|
||||
|
||||
logger.info(f"📊 Updated COB cache for {symbol} from orchestrator: {self.cob_cache[symbol]['websocket_status']} (updates: {self.cob_cache[symbol]['updates_count']})")
|
||||
logger.debug(f"Updated COB cache for {symbol} from orchestrator: {self.cob_cache[symbol]['websocket_status']} (updates: {self.cob_cache[symbol]['updates_count']})")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"❌ Error updating COB cache from orchestrator for {symbol}: {e}")
|
||||
logger.error(f"Error updating COB cache from orchestrator for {symbol}: {e}")
|
||||
|
||||
def _on_enhanced_cob_update(self, symbol: str, data: Dict):
|
||||
"""Handle enhanced COB updates with WebSocket status"""
|
||||
|
||||
Reference in New Issue
Block a user