wip cob test

tests/cob/test_cob_data_stability.py

@@ -59,6 +59,18 @@ class COBStabilityTester:
     
     def _cob_data_callback(self, symbol: str, cob_data: dict):
         """Callback function to receive COB data from the DataProvider."""
+        # Debug: Log first few callbacks to see what symbols we're getting
+        if self.cob_data_received < 5:
+            logger.info(f"DEBUG: Received COB data for symbol '{symbol}' (target: '{self.symbol}')")
+        
+        # Filter to only our requested symbol - handle both formats (ETH/USDT and ETHUSDT)
+        normalized_symbol = symbol.replace('/', '')
+        normalized_target = self.symbol.replace('/', '')
+        if normalized_symbol != normalized_target:
+            if self.cob_data_received < 5:
+                logger.info(f"DEBUG: Skipping symbol '{symbol}' (normalized: '{normalized_symbol}' vs target: '{normalized_target}')")
+            return
+            
         self.cob_data_received += 1
         self.latest_cob_data[symbol] = cob_data
         
@@ -168,11 +180,22 @@ class COBStabilityTester:
             timestamp = snapshot['timestamp']
             for side in ['bids', 'asks']:
                 for order in snapshot[side]:
-                    bucketed_price = round(order['price'] / self.price_granularity) * self.price_granularity
+                    # Handle both dict and list formats
+                    if isinstance(order, dict):
+                        price = order['price']
+                        size = order['size']
+                    elif isinstance(order, (list, tuple)) and len(order) >= 2:
+                        price = float(order[0])
+                        size = float(order[1])
+                    else:
+                        logger.warning(f"Unknown order format: {order}")
+                        continue
+                    
+                    bucketed_price = round(price / self.price_granularity) * self.price_granularity
                     heatmap_data.append({
                         'time': timestamp,
                         'price': bucketed_price,
-                        'size': order['size'],
+                        'size': size,
                         'side': side
                     })