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@@ -83,7 +83,7 @@ The Data Provider backbone is the foundation of the system, implemented as a mul
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- `HeatmapData`: Visualization-ready heatmap data
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- `ConnectionStatus`: Exchange connection monitoring
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**Current Status**: ✅ Fully implemented and operational
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**Current Status**: Fully implemented and operational
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#### Layer 2: Core DataProvider (Real-Time Trading Operations)
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@@ -130,7 +130,7 @@ The Data Provider backbone is the foundation of the system, implemented as a mul
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- `DataSubscriber`: Subscriber information
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- `SimplePivotLevel`: Fallback pivot structure
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**Current Status**: ✅ Fully implemented with ongoing enhancements
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**Current Status**: Fully implemented with ongoing enhancements
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#### Layer 3: StandardizedDataProvider (Unified Model Interface)
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@@ -181,26 +181,26 @@ The Data Provider backbone is the foundation of the system, implemented as a mul
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- Data completeness scoring
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- Validation before model inference
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**Current Status**: ✅ Implemented with enhancements needed for heatmap integration
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**Current Status**: Implemented with enhancements needed for heatmap integration
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#### Implementation Details
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**Existing Strengths**:
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- ✅ Robust automatic data maintenance with background workers
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- ✅ Williams Market Structure with 5-level pivot analysis
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- ✅ Real-time COB streaming with multiple Binance streams
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- ✅ Thread-safe data access and subscriber management
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- ✅ Comprehensive error handling and fallback mechanisms
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- ✅ Pivot-based normalization for improved model training
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- ✅ Centralized model output storage for cross-feeding
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- Robust automatic data maintenance with background workers
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- Williams Market Structure with 5-level pivot analysis
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- Real-time COB streaming with multiple Binance streams
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- Thread-safe data access and subscriber management
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- Comprehensive error handling and fallback mechanisms
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- Pivot-based normalization for improved model training
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- Centralized model output storage for cross-feeding
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**Areas for Enhancement**:
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- ❌ Unified integration between COBY and core DataProvider
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- ❌ COB heatmap matrix generation for model inputs
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- ❌ Configurable price ranges for COB imbalance calculation
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- ❌ Comprehensive data quality scoring and monitoring
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- ❌ Missing data interpolation strategies
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- ❌ Enhanced validation with detailed error reporting
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- Unified integration between COBY and core DataProvider
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- COB heatmap matrix generation for model inputs
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- Configurable price ranges for COB imbalance calculation
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- Comprehensive data quality scoring and monitoring
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- Missing data interpolation strategies
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- Enhanced validation with detailed error reporting
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### Standardized Model Input/Output Format
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