remove emojis from console
This commit is contained in:
Dobromir Popov
@@ -13,19 +13,19 @@ Comprehensive audit of the multi-modal trading system revealed a **strong, well-
|
||||
┌─────────────────────────────────────────────────────────────┐
|
||||
│ COBY System (Standalone) │
|
||||
│ Multi-Exchange Aggregation │ TimescaleDB │ Redis Cache │
|
||||
│ Status: ✅ Fully Operational │
|
||||
│ Status: Fully Operational │
|
||||
└─────────────────────────────────────────────────────────────┘
|
||||
↓
|
||||
┌─────────────────────────────────────────────────────────────┐
|
||||
│ Core DataProvider (core/data_provider.py) │
|
||||
│ Automatic Maintenance │ Williams Pivots │ COB Integration │
|
||||
│ Status: ✅ Implemented, Needs Enhancement │
|
||||
│ Status: Implemented, Needs Enhancement │
|
||||
└─────────────────────────────────────────────────────────────┘
|
||||
↓
|
||||
┌─────────────────────────────────────────────────────────────┐
|
||||
│ StandardizedDataProvider (core/standardized_data_provider.py) │
|
||||
│ BaseDataInput │ ModelOutputManager │ Unified Interface │
|
||||
│ Status: ✅ Implemented, Needs Heatmap Integration │
|
||||
│ Status: Implemented, Needs Heatmap Integration │
|
||||
└─────────────────────────────────────────────────────────────┘
|
||||
↓
|
||||
┌─────────────────────────────────────────────────────────────┐
|
||||
@@ -35,7 +35,7 @@ Comprehensive audit of the multi-modal trading system revealed a **strong, well-
|
||||
|
||||
## Key Findings
|
||||
|
||||
### ✅ Strengths (Fully Implemented)
|
||||
### Strengths (Fully Implemented)
|
||||
|
||||
1. **COBY System**
|
||||
- Standalone multi-exchange data aggregation
|
||||
@@ -82,7 +82,7 @@ Comprehensive audit of the multi-modal trading system revealed a **strong, well-
|
||||
- Live price fetching with multiple fallbacks
|
||||
- **Status**: Core functionality complete
|
||||
|
||||
### ⚠️ Partial Implementations (Needs Validation)
|
||||
### Partial Implementations (Needs Validation)
|
||||
|
||||
1. **COB Raw Tick Storage**
|
||||
- Structure exists (30 min buffer)
|
||||
@@ -99,7 +99,7 @@ Comprehensive audit of the multi-modal trading system revealed a **strong, well-
|
||||
- No unified interface yet
|
||||
- Needs adapter layer
|
||||
|
||||
### ❌ Areas Needing Enhancement
|
||||
### Areas Needing Enhancement
|
||||
|
||||
1. **COB Data Collection Robustness**
|
||||
- **Issue**: NoneType errors in `_cob_aggregation_worker`
|
||||
@@ -197,23 +197,23 @@ Dashboard / External Consumers
|
||||
## Code Quality Assessment
|
||||
|
||||
### Excellent
|
||||
- ✅ Comprehensive error handling in EnhancedCOBWebSocket
|
||||
- ✅ Thread-safe data access patterns
|
||||
- ✅ Clear separation of concerns across layers
|
||||
- ✅ Extensive logging for debugging
|
||||
- ✅ Proper use of dataclasses for type safety
|
||||
- Comprehensive error handling in EnhancedCOBWebSocket
|
||||
- Thread-safe data access patterns
|
||||
- Clear separation of concerns across layers
|
||||
- Extensive logging for debugging
|
||||
- Proper use of dataclasses for type safety
|
||||
|
||||
### Good
|
||||
- ✅ Automatic data maintenance workers
|
||||
- ✅ Fallback mechanisms for API failures
|
||||
- ✅ Subscriber pattern for data distribution
|
||||
- ✅ Pivot-based normalization system
|
||||
- Automatic data maintenance workers
|
||||
- Fallback mechanisms for API failures
|
||||
- Subscriber pattern for data distribution
|
||||
- Pivot-based normalization system
|
||||
|
||||
### Needs Improvement
|
||||
- ⚠️ Defensive programming in COB aggregation
|
||||
- ⚠️ Configuration management (hardcoded values)
|
||||
- ⚠️ Comprehensive input validation
|
||||
- ⚠️ Data quality monitoring
|
||||
- Defensive programming in COB aggregation
|
||||
- Configuration management (hardcoded values)
|
||||
- Comprehensive input validation
|
||||
- Data quality monitoring
|
||||
|
||||
## Recommendations
|
||||
|
||||
|
||||
@@ -83,7 +83,7 @@ The Data Provider backbone is the foundation of the system, implemented as a mul
|
||||
- `HeatmapData`: Visualization-ready heatmap data
|
||||
- `ConnectionStatus`: Exchange connection monitoring
|
||||
|
||||
**Current Status**: ✅ Fully implemented and operational
|
||||
**Current Status**: Fully implemented and operational
|
||||
|
||||
#### Layer 2: Core DataProvider (Real-Time Trading Operations)
|
||||
|
||||
@@ -130,7 +130,7 @@ The Data Provider backbone is the foundation of the system, implemented as a mul
|
||||
- `DataSubscriber`: Subscriber information
|
||||
- `SimplePivotLevel`: Fallback pivot structure
|
||||
|
||||
**Current Status**: ✅ Fully implemented with ongoing enhancements
|
||||
**Current Status**: Fully implemented with ongoing enhancements
|
||||
|
||||
#### Layer 3: StandardizedDataProvider (Unified Model Interface)
|
||||
|
||||
@@ -181,26 +181,26 @@ The Data Provider backbone is the foundation of the system, implemented as a mul
|
||||
- Data completeness scoring
|
||||
- Validation before model inference
|
||||
|
||||
**Current Status**: ✅ Implemented with enhancements needed for heatmap integration
|
||||
**Current Status**: Implemented with enhancements needed for heatmap integration
|
||||
|
||||
#### Implementation Details
|
||||
|
||||
**Existing Strengths**:
|
||||
- ✅ Robust automatic data maintenance with background workers
|
||||
- ✅ Williams Market Structure with 5-level pivot analysis
|
||||
- ✅ Real-time COB streaming with multiple Binance streams
|
||||
- ✅ Thread-safe data access and subscriber management
|
||||
- ✅ Comprehensive error handling and fallback mechanisms
|
||||
- ✅ Pivot-based normalization for improved model training
|
||||
- ✅ Centralized model output storage for cross-feeding
|
||||
- Robust automatic data maintenance with background workers
|
||||
- Williams Market Structure with 5-level pivot analysis
|
||||
- Real-time COB streaming with multiple Binance streams
|
||||
- Thread-safe data access and subscriber management
|
||||
- Comprehensive error handling and fallback mechanisms
|
||||
- Pivot-based normalization for improved model training
|
||||
- Centralized model output storage for cross-feeding
|
||||
|
||||
**Areas for Enhancement**:
|
||||
- ❌ Unified integration between COBY and core DataProvider
|
||||
- ❌ COB heatmap matrix generation for model inputs
|
||||
- ❌ Configurable price ranges for COB imbalance calculation
|
||||
- ❌ Comprehensive data quality scoring and monitoring
|
||||
- ❌ Missing data interpolation strategies
|
||||
- ❌ Enhanced validation with detailed error reporting
|
||||
- Unified integration between COBY and core DataProvider
|
||||
- COB heatmap matrix generation for model inputs
|
||||
- Configurable price ranges for COB imbalance calculation
|
||||
- Comprehensive data quality scoring and monitoring
|
||||
- Missing data interpolation strategies
|
||||
- Enhanced validation with detailed error reporting
|
||||
|
||||
### Standardized Model Input/Output Format
|
||||
|
||||
|
||||
@@ -23,26 +23,26 @@ The system is designed to adapt to current market conditions through continuous
|
||||
#### Current Implementation Status
|
||||
|
||||
**IMPLEMENTED:**
|
||||
- ✅ Core DataProvider with automatic data maintenance (1500 candles cached per symbol/timeframe)
|
||||
- ✅ Multi-exchange COB integration via EnhancedCOBWebSocket (Binance depth@100ms, ticker, aggTrade streams)
|
||||
- ✅ Williams Market Structure pivot point calculation with monthly data analysis
|
||||
- ✅ Pivot-based normalization system with PivotBounds caching
|
||||
- ✅ Real-time tick aggregation with RealTimeTickAggregator
|
||||
- ✅ COB 1s aggregation with price buckets ($1 for ETH, $10 for BTC)
|
||||
- ✅ Multi-timeframe imbalance calculations (1s, 5s, 15s, 60s MA)
|
||||
- ✅ Centralized data distribution with subscriber management
|
||||
- ✅ COBY standalone system with TimescaleDB storage and Redis caching
|
||||
- Core DataProvider with automatic data maintenance (1500 candles cached per symbol/timeframe)
|
||||
- Multi-exchange COB integration via EnhancedCOBWebSocket (Binance depth@100ms, ticker, aggTrade streams)
|
||||
- Williams Market Structure pivot point calculation with monthly data analysis
|
||||
- Pivot-based normalization system with PivotBounds caching
|
||||
- Real-time tick aggregation with RealTimeTickAggregator
|
||||
- COB 1s aggregation with price buckets ($1 for ETH, $10 for BTC)
|
||||
- Multi-timeframe imbalance calculations (1s, 5s, 15s, 60s MA)
|
||||
- Centralized data distribution with subscriber management
|
||||
- COBY standalone system with TimescaleDB storage and Redis caching
|
||||
|
||||
**PARTIALLY IMPLEMENTED:**
|
||||
- ⚠️ COB raw tick storage (30 min buffer) - implemented but needs validation
|
||||
- ⚠️ Training data collection callbacks - structure exists but needs integration
|
||||
- ⚠️ Cross-exchange COB consolidation - COBY system separate from core
|
||||
- COB raw tick storage (30 min buffer) - implemented but needs validation
|
||||
- Training data collection callbacks - structure exists but needs integration
|
||||
- Cross-exchange COB consolidation - COBY system separate from core
|
||||
|
||||
**NEEDS ENHANCEMENT:**
|
||||
- ❌ Unified integration between COBY and core DataProvider
|
||||
- ❌ Configurable price range for COB imbalance (currently hardcoded $5 ETH, $50 BTC)
|
||||
- ❌ COB heatmap matrix generation for model inputs
|
||||
- ❌ Validation of 600-bar caching for backtesting support
|
||||
- Unified integration between COBY and core DataProvider
|
||||
- Configurable price range for COB imbalance (currently hardcoded $5 ETH, $50 BTC)
|
||||
- COB heatmap matrix generation for model inputs
|
||||
- Validation of 600-bar caching for backtesting support
|
||||
|
||||
#### Acceptance Criteria
|
||||
|
||||
@@ -98,19 +98,19 @@ The system is designed to adapt to current market conditions through continuous
|
||||
#### Current Implementation Status
|
||||
|
||||
**IMPLEMENTED:**
|
||||
- ✅ StandardizedDataProvider extending core DataProvider
|
||||
- ✅ BaseDataInput dataclass with comprehensive fields
|
||||
- ✅ OHLCVBar, COBData, PivotPoint, ModelOutput dataclasses
|
||||
- ✅ ModelOutputManager for extensible cross-model feeding
|
||||
- ✅ COB moving average calculation with thread-safe access
|
||||
- ✅ Input validation before model inference
|
||||
- ✅ Live price fetching with multiple fallbacks
|
||||
- StandardizedDataProvider extending core DataProvider
|
||||
- BaseDataInput dataclass with comprehensive fields
|
||||
- OHLCVBar, COBData, PivotPoint, ModelOutput dataclasses
|
||||
- ModelOutputManager for extensible cross-model feeding
|
||||
- COB moving average calculation with thread-safe access
|
||||
- Input validation before model inference
|
||||
- Live price fetching with multiple fallbacks
|
||||
|
||||
**NEEDS ENHANCEMENT:**
|
||||
- ❌ COB heatmap matrix integration in BaseDataInput
|
||||
- ❌ Comprehensive data completeness validation
|
||||
- ❌ Automatic data quality scoring
|
||||
- ❌ Missing data interpolation strategies
|
||||
- COB heatmap matrix integration in BaseDataInput
|
||||
- Comprehensive data completeness validation
|
||||
- Automatic data quality scoring
|
||||
- Missing data interpolation strategies
|
||||
|
||||
#### Acceptance Criteria
|
||||
|
||||
|
||||
Reference in New Issue
Block a user