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COB info restored, better COB heatmap, restore kill processes

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This commit is contained in:
Dobromir Popov
2025-08-09 00:58:36 +03:00
parent 71ba37ccc2
commit 87193f3d6f
6 changed files with 152 additions and 89 deletions
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42
core/standardized_data_provider.py
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@ -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'):