training

core/multi_exchange_cob_provider.py

@@ -168,6 +168,19 @@ class MultiExchangeCOBProvider:
         self.cob_data_cache = {}  # Cache for COB data
         self.cob_subscribers = []  # List of callback functions
         
+        # Initialize missing attributes that are used throughout the code
+        self.current_order_book = {}  # Current order book data per symbol
+        self.realtime_snapshots = defaultdict(list)  # Real-time snapshots per symbol
+        self.cob_update_callbacks = []  # COB update callbacks
+        self.data_lock = asyncio.Lock()  # Lock for thread-safe data access
+        self.consolidation_stats = defaultdict(lambda: {
+            'total_updates': 0,
+            'active_price_levels': 0,
+            'total_liquidity_usd': 0.0
+        })
+        self.fixed_usd_buckets = {}  # Fixed USD bucket sizes per symbol
+        self.bucket_size_bps = 10  # Default bucket size in basis points
+        
         # Rate limiting for REST API fallback
         self.last_rest_api_call = 0
         self.rest_api_call_count = 0