COB info restored, better COB heatmap, restore kill processes

core/data_provider.py

@@ -4198,9 +4198,9 @@ class DataProvider:
                     if symbol not in self.cob_data_cache:
                         self.cob_data_cache[symbol] = []
                     
-                    # Add to cache with max size limit
+                    # Add to cache with max size limit (30 minutes of 1s data)
                     self.cob_data_cache[symbol].append(cob_snapshot)
-                    if len(self.cob_data_cache[symbol]) > 300:  # Keep 5 minutes of 1s data
+                    if len(self.cob_data_cache[symbol]) > 1800:
                         self.cob_data_cache[symbol].pop(0)
                 
                 # Notify subscribers

core/enhanced_cob_websocket.py

@@ -430,17 +430,9 @@ class EnhancedCOBWebSocket:
                 # 3. ticker - 24hr ticker statistics (includes volume)
                 # 4. aggTrade - Aggregated trade data for volume analysis
                 
-                # Configure kline stream with timezone offset if specified
-                if self.timezone_offset:
-                    kline_stream = f"{ws_symbol}@kline_1s@{self.timezone_offset}"
-                    logger.info(f"Using timezone offset {self.timezone_offset} for kline stream")
-                else:
-                    kline_stream = f"{ws_symbol}@kline_1s"
-                    logger.info("Using UTC timezone for kline stream")
-                
+                # Build only supported, critical streams for stability (exclude kline_1s which may be unsupported)
                 streams = [
                     f"{ws_symbol}@depth@{self.update_speed}",      # Order book diff depth
-                    kline_stream,                     # 1-second candlesticks (with timezone)
                     f"{ws_symbol}@ticker",            # 24hr ticker with volume
                     f"{ws_symbol}@aggTrade"           # Aggregated trades
                 ]

core/standardized_data_provider.py

@@ -74,35 +74,11 @@ class StandardizedDataProvider(DataProvider):
         logger.info("StandardizedDataProvider initialized with BaseDataInput support")
     
     def _initialize_cob_provider(self):
-        """Initialize COB provider for order book data"""
+        """Unify on parent EnhancedCOBWebSocket. Disable separate COB provider."""
         try:
-            from .multi_exchange_cob_provider import MultiExchangeCOBProvider, ExchangeConfig, ExchangeType
-            
-            # Configure exchanges (focusing on Binance for now)
-            exchange_configs = {
-                'binance': ExchangeConfig(
-                    exchange_type=ExchangeType.BINANCE,
-                    weight=1.0,
-                    enabled=True,
-                    websocket_url="wss://stream.binance.com:9443/ws/",
-                    symbols_mapping={symbol: symbol.replace('/', '').lower() for symbol in self.symbols}
-                ),
-                # CoinAPI REST for supplemental depth snapshots (merged with WS streams)
-                'coinapi': ExchangeConfig(
-                    exchange_type=ExchangeType.COINAPI,
-                    weight=0.6,
-                    enabled=True,
-                    rest_api_url="https://rest.coinapi.io/v1/",
-                    symbols_mapping={symbol: symbol.replace('/', '_').replace('USDT', 'USD') for symbol in self.symbols},
-                    rate_limits={"min_interval_ms": 500}
-                )
-            }
-            
-            self.cob_provider = MultiExchangeCOBProvider(self.symbols, exchange_configs)
-            logger.info("COB provider initialized successfully")
-            
-        except Exception as e:
-            logger.warning(f"Failed to initialize COB provider: {e}")
+            self.cob_provider = None
+            logger.info("Using unified EnhancedCOBWebSocket from DataProvider; external COB provider disabled")
+        except Exception:
             self.cob_provider = None
     
     def get_base_data_input(self, symbol: str, timestamp: Optional[datetime] = None) -> Optional[BaseDataInput]:
@@ -445,10 +421,7 @@ class StandardizedDataProvider(DataProvider):
             if hasattr(super(), 'start_real_time_processing'):
                 super().start_real_time_processing()
             
-            # Start COB provider if available
-            if self.cob_provider:
-                import asyncio
-                asyncio.create_task(self.cob_provider.start_streaming())
+            # Unified: COB streaming handled by parent DataProvider.start_cob_collection()
             
             logger.info("Started real-time processing for standardized data")
             
@@ -458,10 +431,7 @@ class StandardizedDataProvider(DataProvider):
     def stop_real_time_processing(self):
         """Stop real-time processing"""
         try:
-            # Stop COB provider if available
-            if self.cob_provider:
-                import asyncio
-                asyncio.create_task(self.cob_provider.stop_streaming())
+            # Unified: No separate COB provider to stop
             
             # Stop parent class processing
             if hasattr(super(), 'stop_real_time_processing'):