orchestrator uses BaseDataInput

core/data_provider.py

@@ -161,6 +161,15 @@ class DataProvider:
         # Enhanced WebSocket integration
         self.enhanced_cob_websocket: Optional[EnhancedCOBWebSocket] = None
         self.websocket_tasks = {}
+
+        # COB collection state guard to prevent duplicate starts
+        self._cob_started: bool = False
+
+        # Ensure COB collection is started so BaseDataInput includes real order book data
+        try:
+            self.start_cob_collection()
+        except Exception as _cob_init_ex:
+            logger.error(f"Failed to start COB collection at init: {_cob_init_ex}")
         self.is_streaming = False
         self.data_lock = Lock()
         
@@ -1133,7 +1142,7 @@ class DataProvider:
             recent_ticks = self.get_cob_raw_ticks(symbol, count=limit * 10)  # Get more ticks than needed
             
             if not recent_ticks:
-                logger.warning(f"No tick data available for {symbol}, cannot generate 1s candles")
+                logger.debug(f"No tick data available for {symbol}, cannot generate 1s candles")
                 return None
             
             # Group ticks by second and create OHLCV candles
@@ -1156,8 +1165,7 @@ class DataProvider:
                         bid_vol = stats.get('bid_volume', 0) or 0
                         ask_vol = stats.get('ask_volume', 0) or 0
                         volume = float(bid_vol) + float(ask_vol)
-                        if volume == 0:
-                            volume = 1.0  # Minimal placeholder to avoid zero-volume bars
+                        # Do not create synthetic volume; keep zero if not available
                 else:
                     continue
                 
@@ -1212,7 +1220,7 @@ class DataProvider:
                 candles.append(current_candle)
             
             if not candles:
-                logger.warning(f"No valid candles generated for {symbol}")
+                logger.debug(f"No valid candles generated for {symbol}")
                 return None
             
             # Convert to DataFrame (timestamps remain UTC tz-aware)
@@ -1251,7 +1259,7 @@ class DataProvider:
                     logger.info(f"Successfully generated 1s candles from WebSocket ticks for {symbol}")
                     return generated_df
                 else:
-                    logger.warning(f"Failed to generate 1s candles from ticks for {symbol}, trying Binance API")
+                    logger.info(f"Could not generate 1s candles from ticks for {symbol}; trying Binance API")
             
             # Convert symbol format
             binance_symbol = symbol.replace('/', '').upper()
@@ -2673,7 +2681,16 @@ class DataProvider:
     def get_latest_cob_data(self, symbol: str) -> Optional[Dict]:
         """Get latest COB data from Enhanced WebSocket"""
         try:
-            return self.cob_websocket_data.get(symbol)
+            # First try the websocket data cache
+            if symbol in self.cob_websocket_data and self.cob_websocket_data[symbol]:
+                return self.cob_websocket_data[symbol]
+            
+            # Fallback to raw ticks
+            if symbol in self.cob_raw_ticks and len(self.cob_raw_ticks[symbol]) > 0:
+                return self.cob_raw_ticks[symbol][-1]  # Get latest raw tick
+            
+            # No COB data available
+            return None
         except Exception as e:
             logger.error(f"Error getting latest COB data for {symbol}: {e}")
             return None
@@ -4210,18 +4227,23 @@ class DataProvider:
         Start enhanced COB data collection with WebSocket and raw tick aggregation
         """
         try:
+            # Guard against duplicate starts
+            if getattr(self, "_cob_started", False):
+                return
             # Initialize COB WebSocket system
             self._initialize_enhanced_cob_websocket()
             
             # Start aggregation system
             self._start_cob_tick_aggregation()
             
+            self._cob_started = True
             logger.info("Enhanced COB data collection started with WebSocket and tick aggregation")
             
         except Exception as e:
             logger.error(f"Error starting enhanced COB collection: {e}")
             # Fallback to REST-only collection
             self._start_rest_only_cob_collection()
+            self._cob_started = True
     
     def _initialize_enhanced_cob_websocket(self):
         """Initialize the enhanced COB WebSocket system"""