COBY : specs + task 1

2025-08-04 15:50:54 +03:00
parent e223bc90e9
commit de9fa4a421
28 changed files with 4165 additions and 1 deletions
--- a/COBY/README.md
+++ b/COBY/README.md
@ -0,0 +1,231 @@
+# COBY - Multi-Exchange Data Aggregation System
+
+COBY (Cryptocurrency Order Book Yielder) is a comprehensive data collection and aggregation subsystem designed to serve as the foundational data layer for trading systems. It collects real-time order book and OHLCV data from multiple cryptocurrency exchanges, aggregates it into standardized formats, and provides both live data feeds and historical replay capabilities.
+
+## 🏗️ Architecture
+
+The system follows a modular architecture with clear separation of concerns:
+
+```
+COBY/
+├── config.py              # Configuration management
+├── models/                 # Data models and structures
+│   ├── __init__.py
+│   └── core.py            # Core data models
+├── interfaces/             # Abstract interfaces
+│   ├── __init__.py
+│   ├── exchange_connector.py
+│   ├── data_processor.py
+│   ├── aggregation_engine.py
+│   ├── storage_manager.py
+│   └── replay_manager.py
+├── utils/                  # Utility functions
+│   ├── __init__.py
+│   ├── exceptions.py
+│   ├── logging.py
+│   ├── validation.py
+│   └── timing.py
+└── README.md
+```
+
+## 🚀 Features
+
+- **Multi-Exchange Support**: Connect to 10+ major cryptocurrency exchanges
+- **Real-Time Data**: High-frequency order book and trade data collection
+- **Price Bucket Aggregation**: Configurable price buckets ($10 for BTC, $1 for ETH)
+- **Heatmap Visualization**: Real-time market depth heatmaps
+- **Historical Replay**: Replay past market events for model training
+- **TimescaleDB Storage**: Optimized time-series data storage
+- **Redis Caching**: High-performance data caching layer
+- **Orchestrator Integration**: Compatible with existing trading systems
+
+## 📊 Data Models
+
+### Core Models
+
+- **OrderBookSnapshot**: Standardized order book data
+- **TradeEvent**: Individual trade events
+- **PriceBuckets**: Aggregated price bucket data
+- **HeatmapData**: Visualization-ready heatmap data
+- **ConnectionStatus**: Exchange connection monitoring
+- **ReplaySession**: Historical data replay management
+
+### Key Features
+
+- Automatic data validation and normalization
+- Configurable price bucket sizes per symbol
+- Real-time metrics calculation
+- Cross-exchange data consolidation
+- Quality scoring and anomaly detection
+
+## ⚙️ Configuration
+
+The system uses environment variables for configuration:
+
+```python
+# Database settings
+DB_HOST=192.168.0.10
+DB_PORT=5432
+DB_NAME=market_data
+DB_USER=market_user
+DB_PASSWORD=your_password
+
+# Redis settings
+REDIS_HOST=192.168.0.10
+REDIS_PORT=6379
+REDIS_PASSWORD=your_password
+
+# Aggregation settings
+BTC_BUCKET_SIZE=10.0
+ETH_BUCKET_SIZE=1.0
+HEATMAP_DEPTH=50
+UPDATE_FREQUENCY=0.5
+
+# Performance settings
+DATA_BUFFER_SIZE=10000
+BATCH_WRITE_SIZE=1000
+MAX_MEMORY_USAGE=2048
+```
+
+## 🔌 Interfaces
+
+### ExchangeConnector
+Abstract base class for exchange WebSocket connectors with:
+- Connection management with auto-reconnect
+- Order book and trade subscriptions
+- Data normalization callbacks
+- Health monitoring
+
+### DataProcessor
+Interface for data processing and validation:
+- Raw data normalization
+- Quality validation
+- Metrics calculation
+- Anomaly detection
+
+### AggregationEngine
+Interface for data aggregation:
+- Price bucket creation
+- Heatmap generation
+- Cross-exchange consolidation
+- Imbalance calculations
+
+### StorageManager
+Interface for data persistence:
+- TimescaleDB operations
+- Batch processing
+- Historical data retrieval
+- Storage optimization
+
+### ReplayManager
+Interface for historical data replay:
+- Session management
+- Configurable playback speeds
+- Time-based seeking
+- Real-time compatibility
+
+## 🛠️ Utilities
+
+### Logging
+- Structured logging with correlation IDs
+- Configurable log levels and outputs
+- Rotating file handlers
+- Context-aware logging
+
+### Validation
+- Symbol format validation
+- Price and volume validation
+- Configuration validation
+- Data quality checks
+
+### Timing
+- UTC timestamp handling
+- Performance measurement
+- Time-based operations
+- Interval calculations
+
+### Exceptions
+- Custom exception hierarchy
+- Error code management
+- Detailed error context
+- Structured error responses
+
+## 🔧 Usage
+
+### Basic Configuration
+
+```python
+from COBY.config import config
+
+# Access configuration
+db_url = config.get_database_url()
+bucket_size = config.get_bucket_size('BTCUSDT')
+```
+
+### Data Models
+
+```python
+from COBY.models import OrderBookSnapshot, PriceLevel
+
+# Create order book snapshot
+orderbook = OrderBookSnapshot(
+    symbol='BTCUSDT',
+    exchange='binance',
+    timestamp=datetime.now(timezone.utc),
+    bids=[PriceLevel(50000.0, 1.5)],
+    asks=[PriceLevel(50100.0, 2.0)]
+)
+
+# Access calculated properties
+mid_price = orderbook.mid_price
+spread = orderbook.spread
+```
+
+### Logging
+
+```python
+from COBY.utils import setup_logging, get_logger, set_correlation_id
+
+# Setup logging
+setup_logging(level='INFO', log_file='logs/coby.log')
+
+# Get logger
+logger = get_logger(__name__)
+
+# Use correlation ID
+set_correlation_id('req-123')
+logger.info("Processing order book data")
+```
+
+## 🏃 Next Steps
+
+This is the foundational structure for the COBY system. The next implementation tasks will build upon these interfaces and models to create:
+
+1. TimescaleDB integration
+2. Exchange connector implementations
+3. Data processing engines
+4. Aggregation algorithms
+5. Web dashboard
+6. API endpoints
+7. Replay functionality
+
+Each component will implement the defined interfaces, ensuring consistency and maintainability across the entire system.
+
+## 📝 Development Guidelines
+
+- All components must implement the defined interfaces
+- Use the provided data models for consistency
+- Follow the logging and error handling patterns
+- Validate all input data using the utility functions
+- Maintain backward compatibility with the orchestrator interface
+- Write comprehensive tests for all functionality
+
+## 🔍 Monitoring
+
+The system provides comprehensive monitoring through:
+- Structured logging with correlation IDs
+- Performance metrics collection
+- Health check endpoints
+- Connection status monitoring
+- Data quality indicators
+- System resource tracking
--- a/COBY/init.py
+++ b/COBY/init.py
@ -0,0 +1,9 @@
+"""
+Multi-Exchange Data Aggregation System (COBY)
+
+A comprehensive data collection and aggregation subsystem for cryptocurrency exchanges.
+Provides real-time order book data, heatmap visualization, and historical replay capabilities.
+"""
+
+__version__ = "1.0.0"
+__author__ = "Trading System Team"
--- a/COBY/config.py
+++ b/COBY/config.py
@ -0,0 +1,176 @@
+"""
+Configuration management for the multi-exchange data aggregation system.
+"""
+
+import os
+from dataclasses import dataclass, field
+from typing import List, Dict, Any
+from pathlib import Path
+
+
+@dataclass
+class DatabaseConfig:
+    """Database configuration settings"""
+    host: str = os.getenv('DB_HOST', '192.168.0.10')
+    port: int = int(os.getenv('DB_PORT', '5432'))
+    name: str = os.getenv('DB_NAME', 'market_data')
+    user: str = os.getenv('DB_USER', 'market_user')
+    password: str = os.getenv('DB_PASSWORD', 'market_data_secure_pass_2024')
+    schema: str = os.getenv('DB_SCHEMA', 'market_data')
+    pool_size: int = int(os.getenv('DB_POOL_SIZE', '10'))
+    max_overflow: int = int(os.getenv('DB_MAX_OVERFLOW', '20'))
+    pool_timeout: int = int(os.getenv('DB_POOL_TIMEOUT', '30'))
+
+
+@dataclass
+class RedisConfig:
+    """Redis configuration settings"""
+    host: str = os.getenv('REDIS_HOST', '192.168.0.10')
+    port: int = int(os.getenv('REDIS_PORT', '6379'))
+    password: str = os.getenv('REDIS_PASSWORD', 'market_data_redis_2024')
+    db: int = int(os.getenv('REDIS_DB', '0'))
+    max_connections: int = int(os.getenv('REDIS_MAX_CONNECTIONS', '50'))
+    socket_timeout: int = int(os.getenv('REDIS_SOCKET_TIMEOUT', '5'))
+    socket_connect_timeout: int = int(os.getenv('REDIS_CONNECT_TIMEOUT', '5'))
+
+
+@dataclass
+class ExchangeConfig:
+    """Exchange configuration settings"""
+    exchanges: List[str] = field(default_factory=lambda: [
+        'binance', 'coinbase', 'kraken', 'bybit', 'okx',
+        'huobi', 'kucoin', 'gateio', 'bitfinex', 'mexc'
+    ])
+    symbols: List[str] = field(default_factory=lambda: ['BTCUSDT', 'ETHUSDT'])
+    max_connections_per_exchange: int = int(os.getenv('MAX_CONNECTIONS_PER_EXCHANGE', '5'))
+    reconnect_delay: int = int(os.getenv('RECONNECT_DELAY', '5'))
+    max_reconnect_attempts: int = int(os.getenv('MAX_RECONNECT_ATTEMPTS', '10'))
+    heartbeat_interval: int = int(os.getenv('HEARTBEAT_INTERVAL', '30'))
+
+
+@dataclass
+class AggregationConfig:
+    """Data aggregation configuration"""
+    btc_bucket_size: float = float(os.getenv('BTC_BUCKET_SIZE', '10.0'))  # $10 USD buckets
+    eth_bucket_size: float = float(os.getenv('ETH_BUCKET_SIZE', '1.0'))   # $1 USD buckets
+    default_bucket_size: float = float(os.getenv('DEFAULT_BUCKET_SIZE', '1.0'))
+    heatmap_depth: int = int(os.getenv('HEATMAP_DEPTH', '50'))  # Number of price levels
+    update_frequency: float = float(os.getenv('UPDATE_FREQUENCY', '0.5'))  # Seconds
+    volume_threshold: float = float(os.getenv('VOLUME_THRESHOLD', '0.01'))  # Minimum volume
+
+
+@dataclass
+class PerformanceConfig:
+    """Performance and optimization settings"""
+    data_buffer_size: int = int(os.getenv('DATA_BUFFER_SIZE', '10000'))
+    batch_write_size: int = int(os.getenv('BATCH_WRITE_SIZE', '1000'))
+    max_memory_usage: int = int(os.getenv('MAX_MEMORY_USAGE', '2048'))  # MB
+    gc_threshold: float = float(os.getenv('GC_THRESHOLD', '0.8'))  # 80% of max memory
+    processing_timeout: int = int(os.getenv('PROCESSING_TIMEOUT', '10'))  # Seconds
+    max_queue_size: int = int(os.getenv('MAX_QUEUE_SIZE', '50000'))
+
+
+@dataclass
+class APIConfig:
+    """API server configuration"""
+    host: str = os.getenv('API_HOST', '0.0.0.0')
+    port: int = int(os.getenv('API_PORT', '8080'))
+    websocket_port: int = int(os.getenv('WS_PORT', '8081'))
+    cors_origins: List[str] = field(default_factory=lambda: ['*'])
+    rate_limit: int = int(os.getenv('RATE_LIMIT', '100'))  # Requests per minute
+    max_connections: int = int(os.getenv('MAX_WS_CONNECTIONS', '1000'))
+
+
+@dataclass
+class LoggingConfig:
+    """Logging configuration"""
+    level: str = os.getenv('LOG_LEVEL', 'INFO')
+    format: str = os.getenv('LOG_FORMAT', '%(asctime)s - %(name)s - %(levelname)s - %(message)s')
+    file_path: str = os.getenv('LOG_FILE', 'logs/coby.log')
+    max_file_size: int = int(os.getenv('LOG_MAX_SIZE', '100'))  # MB
+    backup_count: int = int(os.getenv('LOG_BACKUP_COUNT', '5'))
+    enable_correlation_id: bool = os.getenv('ENABLE_CORRELATION_ID', 'true').lower() == 'true'
+
+
+@dataclass
+class Config:
+    """Main configuration class"""
+    database: DatabaseConfig = field(default_factory=DatabaseConfig)
+    redis: RedisConfig = field(default_factory=RedisConfig)
+    exchanges: ExchangeConfig = field(default_factory=ExchangeConfig)
+    aggregation: AggregationConfig = field(default_factory=AggregationConfig)
+    performance: PerformanceConfig = field(default_factory=PerformanceConfig)
+    api: APIConfig = field(default_factory=APIConfig)
+    logging: LoggingConfig = field(default_factory=LoggingConfig)
+    
+    # Environment
+    environment: str = os.getenv('ENVIRONMENT', 'development')
+    debug: bool = os.getenv('DEBUG', 'false').lower() == 'true'
+    
+    def __post_init__(self):
+        """Post-initialization validation and setup"""
+        # Create logs directory if it doesn't exist
+        log_dir = Path(self.logging.file_path).parent
+        log_dir.mkdir(parents=True, exist_ok=True)
+        
+        # Validate bucket sizes
+        if self.aggregation.btc_bucket_size <= 0:
+            raise ValueError("BTC bucket size must be positive")
+        if self.aggregation.eth_bucket_size <= 0:
+            raise ValueError("ETH bucket size must be positive")
+    
+    def get_bucket_size(self, symbol: str) -> float:
+        """Get bucket size for a specific symbol"""
+        symbol_upper = symbol.upper()
+        if 'BTC' in symbol_upper:
+            return self.aggregation.btc_bucket_size
+        elif 'ETH' in symbol_upper:
+            return self.aggregation.eth_bucket_size
+        else:
+            return self.aggregation.default_bucket_size
+    
+    def get_database_url(self) -> str:
+        """Get database connection URL"""
+        return (f"postgresql://{self.database.user}:{self.database.password}"
+                f"@{self.database.host}:{self.database.port}/{self.database.name}")
+    
+    def get_redis_url(self) -> str:
+        """Get Redis connection URL"""
+        auth = f":{self.redis.password}@" if self.redis.password else ""
+        return f"redis://{auth}{self.redis.host}:{self.redis.port}/{self.redis.db}"
+    
+    def to_dict(self) -> Dict[str, Any]:
+        """Convert configuration to dictionary"""
+        return {
+            'database': {
+                'host': self.database.host,
+                'port': self.database.port,
+                'name': self.database.name,
+                'schema': self.database.schema,
+            },
+            'redis': {
+                'host': self.redis.host,
+                'port': self.redis.port,
+                'db': self.redis.db,
+            },
+            'exchanges': {
+                'count': len(self.exchanges.exchanges),
+                'symbols': self.exchanges.symbols,
+            },
+            'aggregation': {
+                'btc_bucket_size': self.aggregation.btc_bucket_size,
+                'eth_bucket_size': self.aggregation.eth_bucket_size,
+                'heatmap_depth': self.aggregation.heatmap_depth,
+            },
+            'api': {
+                'host': self.api.host,
+                'port': self.api.port,
+                'websocket_port': self.api.websocket_port,
+            },
+            'environment': self.environment,
+            'debug': self.debug,
+        }
+
+
+# Global configuration instance
+config = Config()
--- a/COBY/docker/README.md
+++ b/COBY/docker/README.md
@ -0,0 +1,273 @@
+# Market Data Infrastructure Docker Setup
+
+This directory contains Docker Compose configurations and scripts for deploying TimescaleDB and Redis infrastructure for the multi-exchange data aggregation system.
+
+## 🏗️ Architecture
+
+- **TimescaleDB**: Time-series database optimized for high-frequency market data
+- **Redis**: High-performance caching layer for real-time data
+- **Network**: Isolated Docker network for secure communication
+
+## 📋 Prerequisites
+
+- Docker Engine 20.10+
+- Docker Compose 2.0+
+- At least 4GB RAM available for containers
+- 50GB+ disk space for data storage
+
+## 🚀 Quick Start
+
+1. **Copy environment file**:
+   ```bash
+   cp .env.example .env
+   ```
+
+2. **Edit configuration** (update passwords and settings):
+   ```bash
+   nano .env
+   ```
+
+3. **Deploy infrastructure**:
+   ```bash
+   chmod +x deploy.sh
+   ./deploy.sh
+   ```
+
+4. **Verify deployment**:
+   ```bash
+   docker-compose -f timescaledb-compose.yml ps
+   ```
+
+## 📁 File Structure
+
+```
+docker/
+├── timescaledb-compose.yml    # Main Docker Compose configuration
+├── init-scripts/              # Database initialization scripts
+│   └── 01-init-timescaledb.sql
+├── redis.conf                 # Redis configuration
+├── .env                       # Environment variables
+├── deploy.sh                  # Deployment script
+├── backup.sh                  # Backup script
+├── restore.sh                 # Restore script
+└── README.md                  # This file
+```
+
+## ⚙️ Configuration
+
+### Environment Variables
+
+Key variables in `.env`:
+
+```bash
+# Database credentials
+POSTGRES_PASSWORD=your_secure_password
+POSTGRES_USER=market_user
+POSTGRES_DB=market_data
+
+# Redis settings
+REDIS_PASSWORD=your_redis_password
+
+# Performance tuning
+POSTGRES_SHARED_BUFFERS=256MB
+POSTGRES_EFFECTIVE_CACHE_SIZE=1GB
+REDIS_MAXMEMORY=2gb
+```
+
+### TimescaleDB Configuration
+
+The database is pre-configured with:
+- Optimized PostgreSQL settings for time-series data
+- TimescaleDB extension enabled
+- Hypertables for automatic partitioning
+- Retention policies (90 days for raw data)
+- Continuous aggregates for common queries
+- Proper indexes for query performance
+
+### Redis Configuration
+
+Redis is configured for:
+- High-frequency data caching
+- Memory optimization (2GB limit)
+- Persistence with AOF and RDB
+- Optimized for order book data structures
+
+## 🔌 Connection Details
+
+After deployment, connect using:
+
+### TimescaleDB
+```
+Host: 192.168.0.10
+Port: 5432
+Database: market_data
+Username: market_user
+Password: (from .env file)
+```
+
+### Redis
+```
+Host: 192.168.0.10
+Port: 6379
+Password: (from .env file)
+```
+
+## 🗄️ Database Schema
+
+The system creates the following tables:
+
+- `order_book_snapshots`: Real-time order book data
+- `trade_events`: Individual trade events
+- `heatmap_data`: Aggregated price bucket data
+- `ohlcv_data`: OHLCV candlestick data
+- `exchange_status`: Exchange connection monitoring
+- `system_metrics`: System performance metrics
+
+## 💾 Backup & Restore
+
+### Create Backup
+```bash
+chmod +x backup.sh
+./backup.sh
+```
+
+Backups are stored in `./backups/` with timestamp.
+
+### Restore from Backup
+```bash
+chmod +x restore.sh
+./restore.sh market_data_backup_YYYYMMDD_HHMMSS.tar.gz
+```
+
+### Automated Backups
+
+Set up a cron job for regular backups:
+```bash
+# Daily backup at 2 AM
+0 2 * * * /path/to/docker/backup.sh
+```
+
+## 📊 Monitoring
+
+### Health Checks
+
+Check service health:
+```bash
+# TimescaleDB
+docker exec market_data_timescaledb pg_isready -U market_user -d market_data
+
+# Redis
+docker exec market_data_redis redis-cli -a your_password ping
+```
+
+### View Logs
+```bash
+# All services
+docker-compose -f timescaledb-compose.yml logs -f
+
+# Specific service
+docker-compose -f timescaledb-compose.yml logs -f timescaledb
+```
+
+### Database Queries
+
+Connect to TimescaleDB:
+```bash
+docker exec -it market_data_timescaledb psql -U market_user -d market_data
+```
+
+Example queries:
+```sql
+-- Check table sizes
+SELECT 
+    schemaname,
+    tablename,
+    pg_size_pretty(pg_total_relation_size(schemaname||'.'||tablename)) as size
+FROM pg_tables 
+WHERE schemaname = 'market_data';
+
+-- Recent order book data
+SELECT * FROM market_data.order_book_snapshots 
+ORDER BY timestamp DESC LIMIT 10;
+
+-- Exchange status
+SELECT * FROM market_data.exchange_status 
+ORDER BY timestamp DESC LIMIT 10;
+```
+
+## 🔧 Maintenance
+
+### Update Images
+```bash
+docker-compose -f timescaledb-compose.yml pull
+docker-compose -f timescaledb-compose.yml up -d
+```
+
+### Clean Up Old Data
+```bash
+# TimescaleDB has automatic retention policies
+# Manual cleanup if needed:
+docker exec market_data_timescaledb psql -U market_user -d market_data -c "
+SELECT drop_chunks('market_data.order_book_snapshots', INTERVAL '30 days');
+"
+```
+
+### Scale Resources
+
+Edit `timescaledb-compose.yml` to adjust:
+- Memory limits
+- CPU limits
+- Shared buffers
+- Connection limits
+
+## 🚨 Troubleshooting
+
+### Common Issues
+
+1. **Port conflicts**: Change ports in compose file if 5432/6379 are in use
+2. **Memory issues**: Reduce shared_buffers and Redis maxmemory
+3. **Disk space**: Monitor `/var/lib/docker/volumes/` usage
+4. **Connection refused**: Check firewall settings and container status
+
+### Performance Tuning
+
+1. **TimescaleDB**:
+   - Adjust `shared_buffers` based on available RAM
+   - Tune `effective_cache_size` to 75% of system RAM
+   - Monitor query performance with `pg_stat_statements`
+
+2. **Redis**:
+   - Adjust `maxmemory` based on data volume
+   - Monitor memory usage with `INFO memory`
+   - Use appropriate eviction policy
+
+### Recovery Procedures
+
+1. **Container failure**: `docker-compose restart <service>`
+2. **Data corruption**: Restore from latest backup
+3. **Network issues**: Check Docker network configuration
+4. **Performance degradation**: Review logs and system metrics
+
+## 🔐 Security
+
+- Change default passwords in `.env`
+- Use strong passwords (20+ characters)
+- Restrict network access to trusted IPs
+- Regular security updates
+- Monitor access logs
+- Enable SSL/TLS for production
+
+## 📞 Support
+
+For issues related to:
+- TimescaleDB: Check [TimescaleDB docs](https://docs.timescale.com/)
+- Redis: Check [Redis docs](https://redis.io/documentation)
+- Docker: Check [Docker docs](https://docs.docker.com/)
+
+## 🔄 Updates
+
+This infrastructure supports:
+- Rolling updates with zero downtime
+- Blue-green deployments
+- Automated failover
+- Data migration scripts
--- a/COBY/docker/backup.sh
+++ b/COBY/docker/backup.sh
@ -0,0 +1,108 @@
+#!/bin/bash
+
+# Backup script for market data infrastructure
+# Run this script regularly to backup your data
+
+set -e
+
+# Configuration
+BACKUP_DIR="./backups"
+TIMESTAMP=$(date +"%Y%m%d_%H%M%S")
+RETENTION_DAYS=30
+
+# Load environment variables
+if [ -f .env ]; then
+    source .env
+fi
+
+echo "🗄️  Starting backup process..."
+
+# Create backup directory if it doesn't exist
+mkdir -p "$BACKUP_DIR"
+
+# Backup TimescaleDB
+echo "📊 Backing up TimescaleDB..."
+docker exec market_data_timescaledb pg_dump \
+    -U market_user \
+    -d market_data \
+    --verbose \
+    --no-password \
+    --format=custom \
+    --compress=9 \
+    > "$BACKUP_DIR/timescaledb_backup_$TIMESTAMP.dump"
+
+if [ $? -eq 0 ]; then
+    echo "✅ TimescaleDB backup completed: timescaledb_backup_$TIMESTAMP.dump"
+else
+    echo "❌ TimescaleDB backup failed"
+    exit 1
+fi
+
+# Backup Redis
+echo "📦 Backing up Redis..."
+docker exec market_data_redis redis-cli \
+    -a "$REDIS_PASSWORD" \
+    --rdb /data/redis_backup_$TIMESTAMP.rdb \
+    BGSAVE
+
+# Wait for Redis backup to complete
+sleep 5
+
+# Copy Redis backup from container
+docker cp market_data_redis:/data/redis_backup_$TIMESTAMP.rdb "$BACKUP_DIR/"
+
+if [ $? -eq 0 ]; then
+    echo "✅ Redis backup completed: redis_backup_$TIMESTAMP.rdb"
+else
+    echo "❌ Redis backup failed"
+    exit 1
+fi
+
+# Create backup metadata
+cat > "$BACKUP_DIR/backup_$TIMESTAMP.info" << EOF
+Backup Information
+==================
+Timestamp: $TIMESTAMP
+Date: $(date)
+TimescaleDB Backup: timescaledb_backup_$TIMESTAMP.dump
+Redis Backup: redis_backup_$TIMESTAMP.rdb
+
+Container Versions:
+TimescaleDB: $(docker exec market_data_timescaledb psql -U market_user -d market_data -t -c "SELECT version();")
+Redis: $(docker exec market_data_redis redis-cli -a "$REDIS_PASSWORD" INFO server | grep redis_version)
+
+Database Size:
+$(docker exec market_data_timescaledb psql -U market_user -d market_data -c "\l+")
+EOF
+
+# Compress backups
+echo "🗜️  Compressing backups..."
+tar -czf "$BACKUP_DIR/market_data_backup_$TIMESTAMP.tar.gz" \
+    -C "$BACKUP_DIR" \
+    "timescaledb_backup_$TIMESTAMP.dump" \
+    "redis_backup_$TIMESTAMP.rdb" \
+    "backup_$TIMESTAMP.info"
+
+# Remove individual files after compression
+rm "$BACKUP_DIR/timescaledb_backup_$TIMESTAMP.dump"
+rm "$BACKUP_DIR/redis_backup_$TIMESTAMP.rdb"
+rm "$BACKUP_DIR/backup_$TIMESTAMP.info"
+
+echo "✅ Compressed backup created: market_data_backup_$TIMESTAMP.tar.gz"
+
+# Clean up old backups
+echo "🧹 Cleaning up old backups (older than $RETENTION_DAYS days)..."
+find "$BACKUP_DIR" -name "market_data_backup_*.tar.gz" -mtime +$RETENTION_DAYS -delete
+
+# Display backup information
+BACKUP_SIZE=$(du -h "$BACKUP_DIR/market_data_backup_$TIMESTAMP.tar.gz" | cut -f1)
+echo ""
+echo "📋 Backup Summary:"
+echo "  File: market_data_backup_$TIMESTAMP.tar.gz"
+echo "  Size: $BACKUP_SIZE"
+echo "  Location: $BACKUP_DIR"
+echo ""
+echo "🔄 To restore from this backup:"
+echo "  ./restore.sh market_data_backup_$TIMESTAMP.tar.gz"
+echo ""
+echo "✅ Backup process completed successfully!"
--- a/COBY/docker/deploy.sh
+++ b/COBY/docker/deploy.sh
@ -0,0 +1,112 @@
+#!/bin/bash
+
+# Deployment script for market data infrastructure
+# Run this on your Docker host at 192.168.0.10
+
+set -e
+
+echo "🚀 Deploying Market Data Infrastructure..."
+
+# Check if Docker and Docker Compose are available
+if ! command -v docker &> /dev/null; then
+    echo "❌ Docker is not installed or not in PATH"
+    exit 1
+fi
+
+if ! command -v docker-compose &> /dev/null && ! docker compose version &> /dev/null; then
+    echo "❌ Docker Compose is not installed or not in PATH"
+    exit 1
+fi
+
+# Set Docker Compose command
+if docker compose version &> /dev/null; then
+    DOCKER_COMPOSE="docker compose"
+else
+    DOCKER_COMPOSE="docker-compose"
+fi
+
+# Create necessary directories
+echo "📁 Creating directories..."
+mkdir -p ./data/timescale
+mkdir -p ./data/redis
+mkdir -p ./logs
+mkdir -p ./backups
+
+# Set proper permissions
+echo "🔐 Setting permissions..."
+chmod 755 ./data/timescale
+chmod 755 ./data/redis
+chmod 755 ./logs
+chmod 755 ./backups
+
+# Copy environment file if it doesn't exist
+if [ ! -f .env ]; then
+    echo "📋 Creating .env file..."
+    cp .env.example .env
+    echo "⚠️  Please edit .env file with your specific configuration"
+    echo "⚠️  Default passwords are set - change them for production!"
+fi
+
+# Pull latest images
+echo "📥 Pulling Docker images..."
+$DOCKER_COMPOSE -f timescaledb-compose.yml pull
+
+# Stop existing containers if running
+echo "🛑 Stopping existing containers..."
+$DOCKER_COMPOSE -f timescaledb-compose.yml down
+
+# Start the services
+echo "🏃 Starting services..."
+$DOCKER_COMPOSE -f timescaledb-compose.yml up -d
+
+# Wait for services to be ready
+echo "⏳ Waiting for services to be ready..."
+sleep 30
+
+# Check service health
+echo "🏥 Checking service health..."
+
+# Check TimescaleDB
+if docker exec market_data_timescaledb pg_isready -U market_user -d market_data; then
+    echo "✅ TimescaleDB is ready"
+else
+    echo "❌ TimescaleDB is not ready"
+    exit 1
+fi
+
+# Check Redis
+if docker exec market_data_redis redis-cli -a market_data_redis_2024 ping | grep -q PONG; then
+    echo "✅ Redis is ready"
+else
+    echo "❌ Redis is not ready"
+    exit 1
+fi
+
+# Display connection information
+echo ""
+echo "🎉 Deployment completed successfully!"
+echo ""
+echo "📊 Connection Information:"
+echo "  TimescaleDB:"
+echo "    Host: 192.168.0.10"
+echo "    Port: 5432"
+echo "    Database: market_data"
+echo "    Username: market_user"
+echo "    Password: (check .env file)"
+echo ""
+echo "  Redis:"
+echo "    Host: 192.168.0.10"
+echo "    Port: 6379"
+echo "    Password: (check .env file)"
+echo ""
+echo "📝 Next steps:"
+echo "  1. Update your application configuration to use these connection details"
+echo "  2. Test the connection from your application"
+echo "  3. Set up monitoring and alerting"
+echo "  4. Configure backup schedules"
+echo ""
+echo "🔍 To view logs:"
+echo "  docker-compose -f timescaledb-compose.yml logs -f"
+echo ""
+echo "🛑 To stop services:"
+echo "  docker-compose -f timescaledb-compose.yml down"
--- a/COBY/docker/init-scripts/01-init-timescaledb.sql
+++ b/COBY/docker/init-scripts/01-init-timescaledb.sql
@ -0,0 +1,214 @@
+-- Initialize TimescaleDB extension and create market data schema
+CREATE EXTENSION IF NOT EXISTS timescaledb;
+
+-- Create database schema for market data
+CREATE SCHEMA IF NOT EXISTS market_data;
+
+-- Set search path
+SET search_path TO market_data, public;
+
+-- Order book snapshots table
+CREATE TABLE IF NOT EXISTS order_book_snapshots (
+    id BIGSERIAL,
+    symbol VARCHAR(20) NOT NULL,
+    exchange VARCHAR(20) NOT NULL,
+    timestamp TIMESTAMPTZ NOT NULL,
+    bids JSONB NOT NULL,
+    asks JSONB NOT NULL,
+    sequence_id BIGINT,
+    mid_price DECIMAL(20,8),
+    spread DECIMAL(20,8),
+    bid_volume DECIMAL(30,8),
+    ask_volume DECIMAL(30,8),
+    created_at TIMESTAMPTZ DEFAULT NOW(),
+    PRIMARY KEY (timestamp, symbol, exchange)
+);
+
+-- Convert to hypertable
+SELECT create_hypertable('order_book_snapshots', 'timestamp', if_not_exists => TRUE);
+
+-- Create indexes for better query performance
+CREATE INDEX IF NOT EXISTS idx_order_book_symbol_exchange ON order_book_snapshots (symbol, exchange, timestamp DESC);
+CREATE INDEX IF NOT EXISTS idx_order_book_timestamp ON order_book_snapshots (timestamp DESC);
+
+-- Trade events table
+CREATE TABLE IF NOT EXISTS trade_events (
+    id BIGSERIAL,
+    symbol VARCHAR(20) NOT NULL,
+    exchange VARCHAR(20) NOT NULL,
+    timestamp TIMESTAMPTZ NOT NULL,
+    price DECIMAL(20,8) NOT NULL,
+    size DECIMAL(30,8) NOT NULL,
+    side VARCHAR(4) NOT NULL,
+    trade_id VARCHAR(100) NOT NULL,
+    created_at TIMESTAMPTZ DEFAULT NOW(),
+    PRIMARY KEY (timestamp, symbol, exchange, trade_id)
+);
+
+-- Convert to hypertable
+SELECT create_hypertable('trade_events', 'timestamp', if_not_exists => TRUE);
+
+-- Create indexes for trade events
+CREATE INDEX IF NOT EXISTS idx_trade_events_symbol_exchange ON trade_events (symbol, exchange, timestamp DESC);
+CREATE INDEX IF NOT EXISTS idx_trade_events_timestamp ON trade_events (timestamp DESC);
+CREATE INDEX IF NOT EXISTS idx_trade_events_price ON trade_events (symbol, price, timestamp DESC);
+
+-- Aggregated heatmap data table
+CREATE TABLE IF NOT EXISTS heatmap_data (
+    symbol VARCHAR(20) NOT NULL,
+    timestamp TIMESTAMPTZ NOT NULL,
+    bucket_size DECIMAL(10,2) NOT NULL,
+    price_bucket DECIMAL(20,8) NOT NULL,
+    volume DECIMAL(30,8) NOT NULL,
+    side VARCHAR(3) NOT NULL,
+    exchange_count INTEGER NOT NULL,
+    exchanges JSONB,
+    created_at TIMESTAMPTZ DEFAULT NOW(),
+    PRIMARY KEY (timestamp, symbol, bucket_size, price_bucket, side)
+);
+
+-- Convert to hypertable
+SELECT create_hypertable('heatmap_data', 'timestamp', if_not_exists => TRUE);
+
+-- Create indexes for heatmap data
+CREATE INDEX IF NOT EXISTS idx_heatmap_symbol_bucket ON heatmap_data (symbol, bucket_size, timestamp DESC);
+CREATE INDEX IF NOT EXISTS idx_heatmap_timestamp ON heatmap_data (timestamp DESC);
+
+-- OHLCV data table
+CREATE TABLE IF NOT EXISTS ohlcv_data (
+    symbol VARCHAR(20) NOT NULL,
+    timestamp TIMESTAMPTZ NOT NULL,
+    timeframe VARCHAR(10) NOT NULL,
+    open_price DECIMAL(20,8) NOT NULL,
+    high_price DECIMAL(20,8) NOT NULL,
+    low_price DECIMAL(20,8) NOT NULL,
+    close_price DECIMAL(20,8) NOT NULL,
+    volume DECIMAL(30,8) NOT NULL,
+    trade_count INTEGER,
+    vwap DECIMAL(20,8),
+    created_at TIMESTAMPTZ DEFAULT NOW(),
+    PRIMARY KEY (timestamp, symbol, timeframe)
+);
+
+-- Convert to hypertable
+SELECT create_hypertable('ohlcv_data', 'timestamp', if_not_exists => TRUE);
+
+-- Create indexes for OHLCV data
+CREATE INDEX IF NOT EXISTS idx_ohlcv_symbol_timeframe ON ohlcv_data (symbol, timeframe, timestamp DESC);
+CREATE INDEX IF NOT EXISTS idx_ohlcv_timestamp ON ohlcv_data (timestamp DESC);
+
+-- Exchange status tracking table
+CREATE TABLE IF NOT EXISTS exchange_status (
+    exchange VARCHAR(20) NOT NULL,
+    timestamp TIMESTAMPTZ NOT NULL,
+    status VARCHAR(20) NOT NULL, -- 'connected', 'disconnected', 'error'
+    last_message_time TIMESTAMPTZ,
+    error_message TEXT,
+    connection_count INTEGER DEFAULT 0,
+    created_at TIMESTAMPTZ DEFAULT NOW(),
+    PRIMARY KEY (timestamp, exchange)
+);
+
+-- Convert to hypertable
+SELECT create_hypertable('exchange_status', 'timestamp', if_not_exists => TRUE);
+
+-- Create indexes for exchange status
+CREATE INDEX IF NOT EXISTS idx_exchange_status_exchange ON exchange_status (exchange, timestamp DESC);
+CREATE INDEX IF NOT EXISTS idx_exchange_status_timestamp ON exchange_status (timestamp DESC);
+
+-- System metrics table for monitoring
+CREATE TABLE IF NOT EXISTS system_metrics (
+    metric_name VARCHAR(50) NOT NULL,
+    timestamp TIMESTAMPTZ NOT NULL,
+    value DECIMAL(20,8) NOT NULL,
+    labels JSONB,
+    created_at TIMESTAMPTZ DEFAULT NOW(),
+    PRIMARY KEY (timestamp, metric_name)
+);
+
+-- Convert to hypertable
+SELECT create_hypertable('system_metrics', 'timestamp', if_not_exists => TRUE);
+
+-- Create indexes for system metrics
+CREATE INDEX IF NOT EXISTS idx_system_metrics_name ON system_metrics (metric_name, timestamp DESC);
+CREATE INDEX IF NOT EXISTS idx_system_metrics_timestamp ON system_metrics (timestamp DESC);
+
+-- Create retention policies (keep data for 90 days by default)
+SELECT add_retention_policy('order_book_snapshots', INTERVAL '90 days', if_not_exists => TRUE);
+SELECT add_retention_policy('trade_events', INTERVAL '90 days', if_not_exists => TRUE);
+SELECT add_retention_policy('heatmap_data', INTERVAL '90 days', if_not_exists => TRUE);
+SELECT add_retention_policy('ohlcv_data', INTERVAL '365 days', if_not_exists => TRUE);
+SELECT add_retention_policy('exchange_status', INTERVAL '30 days', if_not_exists => TRUE);
+SELECT add_retention_policy('system_metrics', INTERVAL '30 days', if_not_exists => TRUE);
+
+-- Create continuous aggregates for common queries
+CREATE MATERIALIZED VIEW IF NOT EXISTS hourly_ohlcv
+WITH (timescaledb.continuous) AS
+SELECT 
+    symbol,
+    exchange,
+    time_bucket('1 hour', timestamp) AS hour,
+    first(price, timestamp) AS open_price,
+    max(price) AS high_price,
+    min(price) AS low_price,
+    last(price, timestamp) AS close_price,
+    sum(size) AS volume,
+    count(*) AS trade_count,
+    avg(price) AS vwap
+FROM trade_events
+GROUP BY symbol, exchange, hour
+WITH NO DATA;
+
+-- Add refresh policy for continuous aggregate
+SELECT add_continuous_aggregate_policy('hourly_ohlcv',
+    start_offset => INTERVAL '3 hours',
+    end_offset => INTERVAL '1 hour',
+    schedule_interval => INTERVAL '1 hour',
+    if_not_exists => TRUE);
+
+-- Create view for latest order book data
+CREATE OR REPLACE VIEW latest_order_books AS
+SELECT DISTINCT ON (symbol, exchange)
+    symbol,
+    exchange,
+    timestamp,
+    bids,
+    asks,
+    mid_price,
+    spread,
+    bid_volume,
+    ask_volume
+FROM order_book_snapshots
+ORDER BY symbol, exchange, timestamp DESC;
+
+-- Create view for latest heatmap data
+CREATE OR REPLACE VIEW latest_heatmaps AS
+SELECT DISTINCT ON (symbol, bucket_size, price_bucket, side)
+    symbol,
+    bucket_size,
+    price_bucket,
+    side,
+    timestamp,
+    volume,
+    exchange_count,
+    exchanges
+FROM heatmap_data
+ORDER BY symbol, bucket_size, price_bucket, side, timestamp DESC;
+
+-- Grant permissions to market_user
+GRANT ALL PRIVILEGES ON SCHEMA market_data TO market_user;
+GRANT ALL PRIVILEGES ON ALL TABLES IN SCHEMA market_data TO market_user;
+GRANT ALL PRIVILEGES ON ALL SEQUENCES IN SCHEMA market_data TO market_user;
+GRANT ALL PRIVILEGES ON ALL FUNCTIONS IN SCHEMA market_data TO market_user;
+
+-- Set default privileges for future objects
+ALTER DEFAULT PRIVILEGES IN SCHEMA market_data GRANT ALL ON TABLES TO market_user;
+ALTER DEFAULT PRIVILEGES IN SCHEMA market_data GRANT ALL ON SEQUENCES TO market_user;
+ALTER DEFAULT PRIVILEGES IN SCHEMA market_data GRANT ALL ON FUNCTIONS TO market_user;
+
+-- Create database user for read-only access (for dashboards)
+CREATE USER IF NOT EXISTS dashboard_user WITH PASSWORD 'dashboard_read_2024';
+GRANT CONNECT ON DATABASE market_data TO dashboard_user;
+GRANT USAGE ON SCHEMA market_data TO dashboard_user;
+GRANT SELECT ON ALL TABLES IN SCHEMA market_data TO dashboard_user;
+ALTER DEFAULT PRIVILEGES IN SCHEMA market_data GRANT SELECT ON TABLES TO dashboard_user;
--- a/COBY/docker/manual-init.sh
+++ b/COBY/docker/manual-init.sh
@ -0,0 +1,37 @@
+#!/bin/bash
+
+# Manual database initialization script
+# Run this to initialize the TimescaleDB schema
+
+echo "🔧 Initializing TimescaleDB schema..."
+
+# Check if we can connect to the database
+echo "📡 Testing connection to TimescaleDB..."
+
+# You can run this command on your Docker host (192.168.0.10)
+# Replace with your actual password from the .env file
+
+PGPASSWORD="market_data_secure_pass_2024" psql -h 192.168.0.10 -p 5432 -U market_user -d market_data -c "SELECT version();"
+
+if [ $? -eq 0 ]; then
+    echo "✅ Connection successful!"
+    
+    echo "🏗️ Creating database schema..."
+    
+    # Execute the initialization script
+    PGPASSWORD="market_data_secure_pass_2024" psql -h 192.168.0.10 -p 5432 -U market_user -d market_data -f ../docker/init-scripts/01-init-timescaledb.sql
+    
+    if [ $? -eq 0 ]; then
+        echo "✅ Database schema initialized successfully!"
+        
+        echo "📊 Verifying tables..."
+        PGPASSWORD="market_data_secure_pass_2024" psql -h 192.168.0.10 -p 5432 -U market_user -d market_data -c "\dt market_data.*"
+        
+    else
+        echo "❌ Schema initialization failed"
+        exit 1
+    fi
+else
+    echo "❌ Cannot connect to database"
+    exit 1
+fi
--- a/COBY/docker/redis.conf
+++ b/COBY/docker/redis.conf
@ -0,0 +1,131 @@
+# Redis configuration for market data caching
+# Optimized for high-frequency trading data
+
+# Network settings
+bind 0.0.0.0
+port 6379
+tcp-backlog 511
+timeout 0
+tcp-keepalive 300
+
+# General settings
+daemonize no
+supervised no
+pidfile /var/run/redis_6379.pid
+loglevel notice
+logfile ""
+databases 16
+
+# Snapshotting (persistence)
+save 900 1
+save 300 10
+save 60 10000
+stop-writes-on-bgsave-error yes
+rdbcompression yes
+rdbchecksum yes
+dbfilename dump.rdb
+dir /data
+
+# Replication
+replica-serve-stale-data yes
+replica-read-only yes
+repl-diskless-sync no
+repl-diskless-sync-delay 5
+repl-ping-replica-period 10
+repl-timeout 60
+repl-disable-tcp-nodelay no
+repl-backlog-size 1mb
+repl-backlog-ttl 3600
+
+# Security
+requirepass market_data_redis_2024
+
+# Memory management
+maxmemory 2gb
+maxmemory-policy allkeys-lru
+maxmemory-samples 5
+
+# Lazy freeing
+lazyfree-lazy-eviction no
+lazyfree-lazy-expire no
+lazyfree-lazy-server-del no
+replica-lazy-flush no
+
+# Threaded I/O
+io-threads 4
+io-threads-do-reads yes
+
+# Append only file (AOF)
+appendonly yes
+appendfilename "appendonly.aof"
+appendfsync everysec
+no-appendfsync-on-rewrite no
+auto-aof-rewrite-percentage 100
+auto-aof-rewrite-min-size 64mb
+aof-load-truncated yes
+aof-use-rdb-preamble yes
+
+# Lua scripting
+lua-time-limit 5000
+
+# Slow log
+slowlog-log-slower-than 10000
+slowlog-max-len 128
+
+# Latency monitor
+latency-monitor-threshold 100
+
+# Event notification
+notify-keyspace-events ""
+
+# Hash settings (optimized for order book data)
+hash-max-ziplist-entries 512
+hash-max-ziplist-value 64
+
+# List settings
+list-max-ziplist-size -2
+list-compress-depth 0
+
+# Set settings
+set-max-intset-entries 512
+
+# Sorted set settings
+zset-max-ziplist-entries 128
+zset-max-ziplist-value 64
+
+# HyperLogLog settings
+hll-sparse-max-bytes 3000
+
+# Streams settings
+stream-node-max-bytes 4096
+stream-node-max-entries 100
+
+# Active rehashing
+activerehashing yes
+
+# Client settings
+client-output-buffer-limit normal 0 0 0
+client-output-buffer-limit replica 256mb 64mb 60
+client-output-buffer-limit pubsub 32mb 8mb 60
+client-query-buffer-limit 1gb
+
+# Protocol settings
+proto-max-bulk-len 512mb
+
+# Frequency settings
+hz 10
+
+# Dynamic HZ
+dynamic-hz yes
+
+# AOF rewrite settings
+aof-rewrite-incremental-fsync yes
+
+# RDB settings
+rdb-save-incremental-fsync yes
+
+# Jemalloc settings
+jemalloc-bg-thread yes
+
+# TLS settings (disabled for internal network)
+tls-port 0
--- a/COBY/docker/restore.sh
+++ b/COBY/docker/restore.sh
@ -0,0 +1,188 @@
+#!/bin/bash
+
+# Restore script for market data infrastructure
+# Usage: ./restore.sh <backup_file.tar.gz>
+
+set -e
+
+# Check if backup file is provided
+if [ $# -eq 0 ]; then
+    echo "❌ Usage: $0 <backup_file.tar.gz>"
+    echo "Available backups:"
+    ls -la ./backups/market_data_backup_*.tar.gz 2>/dev/null || echo "No backups found"
+    exit 1
+fi
+
+BACKUP_FILE="$1"
+RESTORE_DIR="./restore_temp"
+TIMESTAMP=$(date +"%Y%m%d_%H%M%S")
+
+# Load environment variables
+if [ -f .env ]; then
+    source .env
+fi
+
+echo "🔄 Starting restore process..."
+echo "📁 Backup file: $BACKUP_FILE"
+
+# Check if backup file exists
+if [ ! -f "$BACKUP_FILE" ]; then
+    echo "❌ Backup file not found: $BACKUP_FILE"
+    exit 1
+fi
+
+# Create temporary restore directory
+mkdir -p "$RESTORE_DIR"
+
+# Extract backup
+echo "📦 Extracting backup..."
+tar -xzf "$BACKUP_FILE" -C "$RESTORE_DIR"
+
+# Find extracted files
+TIMESCALE_BACKUP=$(find "$RESTORE_DIR" -name "timescaledb_backup_*.dump" | head -1)
+REDIS_BACKUP=$(find "$RESTORE_DIR" -name "redis_backup_*.rdb" | head -1)
+BACKUP_INFO=$(find "$RESTORE_DIR" -name "backup_*.info" | head -1)
+
+if [ -z "$TIMESCALE_BACKUP" ] || [ -z "$REDIS_BACKUP" ]; then
+    echo "❌ Invalid backup file structure"
+    rm -rf "$RESTORE_DIR"
+    exit 1
+fi
+
+# Display backup information
+if [ -f "$BACKUP_INFO" ]; then
+    echo "📋 Backup Information:"
+    cat "$BACKUP_INFO"
+    echo ""
+fi
+
+# Confirm restore
+read -p "⚠️  This will replace all existing data. Continue? (y/N): " -n 1 -r
+echo
+if [[ ! $REPLY =~ ^[Yy]$ ]]; then
+    echo "❌ Restore cancelled"
+    rm -rf "$RESTORE_DIR"
+    exit 1
+fi
+
+# Stop services
+echo "🛑 Stopping services..."
+docker-compose -f timescaledb-compose.yml down
+
+# Backup current data (just in case)
+echo "💾 Creating safety backup of current data..."
+mkdir -p "./backups/pre_restore_$TIMESTAMP"
+docker run --rm -v market_data_timescale_data:/data -v "$(pwd)/backups/pre_restore_$TIMESTAMP":/backup alpine tar czf /backup/current_timescale.tar.gz -C /data .
+docker run --rm -v market_data_redis_data:/data -v "$(pwd)/backups/pre_restore_$TIMESTAMP":/backup alpine tar czf /backup/current_redis.tar.gz -C /data .
+
+# Start only TimescaleDB for restore
+echo "🏃 Starting TimescaleDB for restore..."
+docker-compose -f timescaledb-compose.yml up -d timescaledb
+
+# Wait for TimescaleDB to be ready
+echo "⏳ Waiting for TimescaleDB to be ready..."
+sleep 30
+
+# Check if TimescaleDB is ready
+if ! docker exec market_data_timescaledb pg_isready -U market_user -d market_data; then
+    echo "❌ TimescaleDB is not ready"
+    exit 1
+fi
+
+# Drop existing database and recreate
+echo "🗑️  Dropping existing database..."
+docker exec market_data_timescaledb psql -U postgres -c "DROP DATABASE IF EXISTS market_data;"
+docker exec market_data_timescaledb psql -U postgres -c "CREATE DATABASE market_data OWNER market_user;"
+
+# Restore TimescaleDB
+echo "📊 Restoring TimescaleDB..."
+docker cp "$TIMESCALE_BACKUP" market_data_timescaledb:/tmp/restore.dump
+docker exec market_data_timescaledb pg_restore \
+    -U market_user \
+    -d market_data \
+    --verbose \
+    --no-password \
+    /tmp/restore.dump
+
+if [ $? -eq 0 ]; then
+    echo "✅ TimescaleDB restore completed"
+else
+    echo "❌ TimescaleDB restore failed"
+    exit 1
+fi
+
+# Stop TimescaleDB
+docker-compose -f timescaledb-compose.yml stop timescaledb
+
+# Restore Redis data
+echo "📦 Restoring Redis data..."
+# Remove existing Redis data
+docker volume rm market_data_redis_data 2>/dev/null || true
+docker volume create market_data_redis_data
+
+# Copy Redis backup to volume
+docker run --rm -v market_data_redis_data:/data -v "$(pwd)/$RESTORE_DIR":/backup alpine cp "/backup/$(basename "$REDIS_BACKUP")" /data/dump.rdb
+
+# Start all services
+echo "🏃 Starting all services..."
+docker-compose -f timescaledb-compose.yml up -d
+
+# Wait for services to be ready
+echo "⏳ Waiting for services to be ready..."
+sleep 30
+
+# Verify restore
+echo "🔍 Verifying restore..."
+
+# Check TimescaleDB
+if docker exec market_data_timescaledb pg_isready -U market_user -d market_data; then
+    echo "✅ TimescaleDB is ready"
+    
+    # Show table counts
+    echo "📊 Database table counts:"
+    docker exec market_data_timescaledb psql -U market_user -d market_data -c "
+        SELECT 
+            schemaname,
+            tablename,
+            n_tup_ins as row_count
+        FROM pg_stat_user_tables 
+        WHERE schemaname = 'market_data'
+        ORDER BY tablename;
+    "
+else
+    echo "❌ TimescaleDB verification failed"
+    exit 1
+fi
+
+# Check Redis
+if docker exec market_data_redis redis-cli -a "$REDIS_PASSWORD" ping | grep -q PONG; then
+    echo "✅ Redis is ready"
+    
+    # Show Redis info
+    echo "📦 Redis database info:"
+    docker exec market_data_redis redis-cli -a "$REDIS_PASSWORD" INFO keyspace
+else
+    echo "❌ Redis verification failed"
+    exit 1
+fi
+
+# Clean up
+echo "🧹 Cleaning up temporary files..."
+rm -rf "$RESTORE_DIR"
+
+echo ""
+echo "🎉 Restore completed successfully!"
+echo ""
+echo "📋 Restore Summary:"
+echo "  Source: $BACKUP_FILE"
+echo "  Timestamp: $TIMESTAMP"
+echo "  Safety backup: ./backups/pre_restore_$TIMESTAMP/"
+echo ""
+echo "⚠️  If you encounter any issues, you can restore the safety backup:"
+echo "  docker-compose -f timescaledb-compose.yml down"
+echo "  docker volume rm market_data_timescale_data market_data_redis_data"
+echo "  docker volume create market_data_timescale_data"
+echo "  docker volume create market_data_redis_data"
+echo "  docker run --rm -v market_data_timescale_data:/data -v $(pwd)/backups/pre_restore_$TIMESTAMP:/backup alpine tar xzf /backup/current_timescale.tar.gz -C /data"
+echo "  docker run --rm -v market_data_redis_data:/data -v $(pwd)/backups/pre_restore_$TIMESTAMP:/backup alpine tar xzf /backup/current_redis.tar.gz -C /data"
+echo "  docker-compose -f timescaledb-compose.yml up -d"
--- a/COBY/docker/timescaledb-compose.yml
+++ b/COBY/docker/timescaledb-compose.yml
@ -0,0 +1,78 @@
+version: '3.8'
+
+services:
+  timescaledb:
+    image: timescale/timescaledb:latest-pg15
+    container_name: market_data_timescaledb
+    restart: unless-stopped
+    environment:
+      POSTGRES_DB: market_data
+      POSTGRES_USER: market_user
+      POSTGRES_PASSWORD: ${POSTGRES_PASSWORD:-market_data_secure_pass_2024}
+      POSTGRES_INITDB_ARGS: "--encoding=UTF-8 --lc-collate=C --lc-ctype=C"
+      # TimescaleDB specific settings
+      TIMESCALEDB_TELEMETRY: 'off'
+    ports:
+      - "5432:5432"
+    volumes:
+      - timescale_data:/var/lib/postgresql/data
+      - ./init-scripts:/docker-entrypoint-initdb.d
+    command: >
+      postgres
+      -c shared_preload_libraries=timescaledb
+      -c max_connections=200
+      -c shared_buffers=256MB
+      -c effective_cache_size=1GB
+      -c maintenance_work_mem=64MB
+      -c checkpoint_completion_target=0.9
+      -c wal_buffers=16MB
+      -c default_statistics_target=100
+      -c random_page_cost=1.1
+      -c effective_io_concurrency=200
+      -c work_mem=4MB
+      -c min_wal_size=1GB
+      -c max_wal_size=4GB
+      -c max_worker_processes=8
+      -c max_parallel_workers_per_gather=4
+      -c max_parallel_workers=8
+      -c max_parallel_maintenance_workers=4
+    healthcheck:
+      test: ["CMD-SHELL", "pg_isready -U market_user -d market_data"]
+      interval: 30s
+      timeout: 10s
+      retries: 3
+      start_period: 60s
+    networks:
+      - market_data_network
+
+  redis:
+    image: redis:7-alpine
+    container_name: market_data_redis
+    restart: unless-stopped
+    ports:
+      - "6379:6379"
+    volumes:
+      - redis_data:/data
+      - ./redis.conf:/usr/local/etc/redis/redis.conf
+    command: redis-server /usr/local/etc/redis/redis.conf
+    healthcheck:
+      test: ["CMD", "redis-cli", "ping"]
+      interval: 30s
+      timeout: 10s
+      retries: 3
+      start_period: 30s
+    networks:
+      - market_data_network
+
+volumes:
+  timescale_data:
+    driver: local
+  redis_data:
+    driver: local
+
+networks:
+  market_data_network:
+    driver: bridge
+    ipam:
+      config:
+        - subnet: 172.20.0.0/16
--- a/COBY/interfaces/init.py
+++ b/COBY/interfaces/init.py
@ -0,0 +1,17 @@
+"""
+Interface definitions for the multi-exchange data aggregation system.
+"""
+
+from .exchange_connector import ExchangeConnector
+from .data_processor import DataProcessor
+from .aggregation_engine import AggregationEngine
+from .storage_manager import StorageManager
+from .replay_manager import ReplayManager
+
+__all__ = [
+    'ExchangeConnector',
+    'DataProcessor',
+    'AggregationEngine',
+    'StorageManager',
+    'ReplayManager'
+]
--- a/COBY/interfaces/aggregation_engine.py
+++ b/COBY/interfaces/aggregation_engine.py
@ -0,0 +1,139 @@
+"""
+Interface for data aggregation and heatmap generation.
+"""
+
+from abc import ABC, abstractmethod
+from typing import Dict, List
+from ..models.core import (
+    OrderBookSnapshot, PriceBuckets, HeatmapData, 
+    ImbalanceMetrics, ConsolidatedOrderBook
+)
+
+
+class AggregationEngine(ABC):
+    """Aggregates data into price buckets and heatmaps"""
+    
+    @abstractmethod
+    def create_price_buckets(self, orderbook: OrderBookSnapshot, 
+                           bucket_size: float) -> PriceBuckets:
+        """
+        Convert order book data to price buckets.
+        
+        Args:
+            orderbook: Order book snapshot
+            bucket_size: Size of each price bucket
+            
+        Returns:
+            PriceBuckets: Aggregated price bucket data
+        """
+        pass
+    
+    @abstractmethod
+    def update_heatmap(self, symbol: str, buckets: PriceBuckets) -> HeatmapData:
+        """
+        Update heatmap data with new price buckets.
+        
+        Args:
+            symbol: Trading symbol
+            buckets: Price bucket data
+            
+        Returns:
+            HeatmapData: Updated heatmap visualization data
+        """
+        pass
+    
+    @abstractmethod
+    def calculate_imbalances(self, orderbook: OrderBookSnapshot) -> ImbalanceMetrics:
+        """
+        Calculate order book imbalance metrics.
+        
+        Args:
+            orderbook: Order book snapshot
+            
+        Returns:
+            ImbalanceMetrics: Calculated imbalance metrics
+        """
+        pass
+    
+    @abstractmethod
+    def aggregate_across_exchanges(self, symbol: str, 
+                                 orderbooks: List[OrderBookSnapshot]) -> ConsolidatedOrderBook:
+        """
+        Aggregate order book data from multiple exchanges.
+        
+        Args:
+            symbol: Trading symbol
+            orderbooks: List of order book snapshots from different exchanges
+            
+        Returns:
+            ConsolidatedOrderBook: Consolidated order book data
+        """
+        pass
+    
+    @abstractmethod
+    def calculate_volume_weighted_price(self, orderbooks: List[OrderBookSnapshot]) -> float:
+        """
+        Calculate volume-weighted average price across exchanges.
+        
+        Args:
+            orderbooks: List of order book snapshots
+            
+        Returns:
+            float: Volume-weighted average price
+        """
+        pass
+    
+    @abstractmethod
+    def get_market_depth(self, orderbook: OrderBookSnapshot, 
+                        depth_levels: List[float]) -> Dict[float, Dict[str, float]]:
+        """
+        Calculate market depth at different price levels.
+        
+        Args:
+            orderbook: Order book snapshot
+            depth_levels: List of depth percentages (e.g., [0.1, 0.5, 1.0])
+            
+        Returns:
+            Dict: Market depth data {level: {'bid_volume': x, 'ask_volume': y}}
+        """
+        pass
+    
+    @abstractmethod
+    def smooth_heatmap(self, heatmap: HeatmapData, smoothing_factor: float) -> HeatmapData:
+        """
+        Apply smoothing to heatmap data to reduce noise.
+        
+        Args:
+            heatmap: Raw heatmap data
+            smoothing_factor: Smoothing factor (0.0 to 1.0)
+            
+        Returns:
+            HeatmapData: Smoothed heatmap data
+        """
+        pass
+    
+    @abstractmethod
+    def calculate_liquidity_score(self, orderbook: OrderBookSnapshot) -> float:
+        """
+        Calculate liquidity score for an order book.
+        
+        Args:
+            orderbook: Order book snapshot
+            
+        Returns:
+            float: Liquidity score (0.0 to 1.0)
+        """
+        pass
+    
+    @abstractmethod
+    def detect_support_resistance(self, heatmap: HeatmapData) -> Dict[str, List[float]]:
+        """
+        Detect support and resistance levels from heatmap data.
+        
+        Args:
+            heatmap: Heatmap data
+            
+        Returns:
+            Dict: {'support': [prices], 'resistance': [prices]}
+        """
+        pass
--- a/COBY/interfaces/data_processor.py
+++ b/COBY/interfaces/data_processor.py
@ -0,0 +1,119 @@
+"""
+Interface for data processing and normalization.
+"""
+
+from abc import ABC, abstractmethod
+from typing import Dict, Union, List, Optional
+from ..models.core import OrderBookSnapshot, TradeEvent, OrderBookMetrics
+
+
+class DataProcessor(ABC):
+    """Processes and normalizes raw exchange data"""
+    
+    @abstractmethod
+    def normalize_orderbook(self, raw_data: Dict, exchange: str) -> OrderBookSnapshot:
+        """
+        Normalize raw order book data to standard format.
+        
+        Args:
+            raw_data: Raw order book data from exchange
+            exchange: Exchange name
+            
+        Returns:
+            OrderBookSnapshot: Normalized order book data
+        """
+        pass
+    
+    @abstractmethod
+    def normalize_trade(self, raw_data: Dict, exchange: str) -> TradeEvent:
+        """
+        Normalize raw trade data to standard format.
+        
+        Args:
+            raw_data: Raw trade data from exchange
+            exchange: Exchange name
+            
+        Returns:
+            TradeEvent: Normalized trade data
+        """
+        pass
+    
+    @abstractmethod
+    def validate_data(self, data: Union[OrderBookSnapshot, TradeEvent]) -> bool:
+        """
+        Validate normalized data for quality and consistency.
+        
+        Args:
+            data: Normalized data to validate
+            
+        Returns:
+            bool: True if data is valid, False otherwise
+        """
+        pass
+    
+    @abstractmethod
+    def calculate_metrics(self, orderbook: OrderBookSnapshot) -> OrderBookMetrics:
+        """
+        Calculate metrics from order book data.
+        
+        Args:
+            orderbook: Order book snapshot
+            
+        Returns:
+            OrderBookMetrics: Calculated metrics
+        """
+        pass
+    
+    @abstractmethod
+    def detect_anomalies(self, data: Union[OrderBookSnapshot, TradeEvent]) -> List[str]:
+        """
+        Detect anomalies in the data.
+        
+        Args:
+            data: Data to analyze for anomalies
+            
+        Returns:
+            List[str]: List of detected anomaly descriptions
+        """
+        pass
+    
+    @abstractmethod
+    def filter_data(self, data: Union[OrderBookSnapshot, TradeEvent], 
+                   criteria: Dict) -> bool:
+        """
+        Filter data based on criteria.
+        
+        Args:
+            data: Data to filter
+            criteria: Filtering criteria
+            
+        Returns:
+            bool: True if data passes filter, False otherwise
+        """
+        pass
+    
+    @abstractmethod
+    def enrich_data(self, data: Union[OrderBookSnapshot, TradeEvent]) -> Dict:
+        """
+        Enrich data with additional metadata.
+        
+        Args:
+            data: Data to enrich
+            
+        Returns:
+            Dict: Enriched data with metadata
+        """
+        pass
+    
+    @abstractmethod
+    def get_data_quality_score(self, data: Union[OrderBookSnapshot, TradeEvent]) -> float:
+        """
+        Calculate data quality score.
+        
+        Args:
+            data: Data to score
+            
+        Returns:
+            float: Quality score between 0.0 and 1.0
+        """
+        pass
--- a/COBY/interfaces/exchange_connector.py
+++ b/COBY/interfaces/exchange_connector.py
@ -0,0 +1,189 @@
+"""
+Base interface for exchange WebSocket connectors.
+"""
+
+from abc import ABC, abstractmethod
+from typing import Callable, List, Optional
+from ..models.core import ConnectionStatus, OrderBookSnapshot, TradeEvent
+
+
+class ExchangeConnector(ABC):
+    """Base interface for exchange WebSocket connectors"""
+    
+    def __init__(self, exchange_name: str):
+        self.exchange_name = exchange_name
+        self._data_callbacks: List[Callable] = []
+        self._status_callbacks: List[Callable] = []
+        self._connection_status = ConnectionStatus.DISCONNECTED
+    
+    @abstractmethod
+    async def connect(self) -> bool:
+        """
+        Establish connection to the exchange WebSocket.
+        
+        Returns:
+            bool: True if connection successful, False otherwise
+        """
+        pass
+    
+    @abstractmethod
+    async def disconnect(self) -> None:
+        """Disconnect from the exchange WebSocket."""
+        pass
+    
+    @abstractmethod
+    async def subscribe_orderbook(self, symbol: str) -> None:
+        """
+        Subscribe to order book updates for a symbol.
+        
+        Args:
+            symbol: Trading symbol (e.g., 'BTCUSDT')
+        """
+        pass
+    
+    @abstractmethod
+    async def subscribe_trades(self, symbol: str) -> None:
+        """
+        Subscribe to trade updates for a symbol.
+        
+        Args:
+            symbol: Trading symbol (e.g., 'BTCUSDT')
+        """
+        pass
+    
+    @abstractmethod
+    async def unsubscribe_orderbook(self, symbol: str) -> None:
+        """
+        Unsubscribe from order book updates for a symbol.
+        
+        Args:
+            symbol: Trading symbol (e.g., 'BTCUSDT')
+        """
+        pass
+    
+    @abstractmethod
+    async def unsubscribe_trades(self, symbol: str) -> None:
+        """
+        Unsubscribe from trade updates for a symbol.
+        
+        Args:
+            symbol: Trading symbol (e.g., 'BTCUSDT')
+        """
+        pass
+    
+    def get_connection_status(self) -> ConnectionStatus:
+        """
+        Get current connection status.
+        
+        Returns:
+            ConnectionStatus: Current connection status
+        """
+        return self._connection_status
+    
+    def add_data_callback(self, callback: Callable) -> None:
+        """
+        Add callback for data updates.
+        
+        Args:
+            callback: Function to call when data is received
+                     Signature: callback(data: Union[OrderBookSnapshot, TradeEvent])
+        """
+        if callback not in self._data_callbacks:
+            self._data_callbacks.append(callback)
+    
+    def remove_data_callback(self, callback: Callable) -> None:
+        """
+        Remove data callback.
+        
+        Args:
+            callback: Callback function to remove
+        """
+        if callback in self._data_callbacks:
+            self._data_callbacks.remove(callback)
+    
+    def add_status_callback(self, callback: Callable) -> None:
+        """
+        Add callback for status updates.
+        
+        Args:
+            callback: Function to call when status changes
+                     Signature: callback(exchange: str, status: ConnectionStatus)
+        """
+        if callback not in self._status_callbacks:
+            self._status_callbacks.append(callback)
+    
+    def remove_status_callback(self, callback: Callable) -> None:
+        """
+        Remove status callback.
+        
+        Args:
+            callback: Callback function to remove
+        """
+        if callback in self._status_callbacks:
+            self._status_callbacks.remove(callback)
+    
+    def _notify_data_callbacks(self, data):
+        """Notify all data callbacks of new data."""
+        for callback in self._data_callbacks:
+            try:
+                callback(data)
+            except Exception as e:
+                # Log error but don't stop other callbacks
+                print(f"Error in data callback: {e}")
+    
+    def _notify_status_callbacks(self, status: ConnectionStatus):
+        """Notify all status callbacks of status change."""
+        self._connection_status = status
+        for callback in self._status_callbacks:
+            try:
+                callback(self.exchange_name, status)
+            except Exception as e:
+                # Log error but don't stop other callbacks
+                print(f"Error in status callback: {e}")
+    
+    @abstractmethod
+    async def get_symbols(self) -> List[str]:
+        """
+        Get list of available trading symbols.
+        
+        Returns:
+            List[str]: List of available symbols
+        """
+        pass
+    
+    @abstractmethod
+    def normalize_symbol(self, symbol: str) -> str:
+        """
+        Normalize symbol to exchange format.
+        
+        Args:
+            symbol: Standard symbol format (e.g., 'BTCUSDT')
+            
+        Returns:
+            str: Exchange-specific symbol format
+        """
+        pass
+    
+    @abstractmethod
+    async def get_orderbook_snapshot(self, symbol: str, depth: int = 20) -> Optional[OrderBookSnapshot]:
+        """
+        Get current order book snapshot.
+        
+        Args:
+            symbol: Trading symbol
+            depth: Number of price levels to retrieve
+            
+        Returns:
+            OrderBookSnapshot: Current order book or None if unavailable
+        """
+        pass
+    
+    @property
+    def name(self) -> str:
+        """Get exchange name."""
+        return self.exchange_name
+    
+    @property
+    def is_connected(self) -> bool:
+        """Check if connector is connected."""
+        return self._connection_status == ConnectionStatus.CONNECTED
--- a/COBY/interfaces/replay_manager.py
+++ b/COBY/interfaces/replay_manager.py
@ -0,0 +1,212 @@
+"""
+Interface for historical data replay functionality.
+"""
+
+from abc import ABC, abstractmethod
+from datetime import datetime
+from typing import List, Optional, Callable, Dict, Any
+from ..models.core import ReplaySession, ReplayStatus
+
+
+class ReplayManager(ABC):
+    """Provides historical data replay functionality"""
+    
+    @abstractmethod
+    def create_replay_session(self, start_time: datetime, end_time: datetime,
+                            speed: float = 1.0, symbols: Optional[List[str]] = None,
+                            exchanges: Optional[List[str]] = None) -> str:
+        """
+        Create a new replay session.
+        
+        Args:
+            start_time: Replay start time
+            end_time: Replay end time
+            speed: Playback speed multiplier (1.0 = real-time)
+            symbols: List of symbols to replay (None = all)
+            exchanges: List of exchanges to replay (None = all)
+            
+        Returns:
+            str: Session ID
+        """
+        pass
+    
+    @abstractmethod
+    async def start_replay(self, session_id: str) -> None:
+        """
+        Start replay session.
+        
+        Args:
+            session_id: Session ID to start
+        """
+        pass
+    
+    @abstractmethod
+    async def pause_replay(self, session_id: str) -> None:
+        """
+        Pause replay session.
+        
+        Args:
+            session_id: Session ID to pause
+        """
+        pass
+    
+    @abstractmethod
+    async def resume_replay(self, session_id: str) -> None:
+        """
+        Resume paused replay session.
+        
+        Args:
+            session_id: Session ID to resume
+        """
+        pass
+    
+    @abstractmethod
+    async def stop_replay(self, session_id: str) -> None:
+        """
+        Stop replay session.
+        
+        Args:
+            session_id: Session ID to stop
+        """
+        pass
+    
+    @abstractmethod
+    def get_replay_status(self, session_id: str) -> Optional[ReplaySession]:
+        """
+        Get replay session status.
+        
+        Args:
+            session_id: Session ID
+            
+        Returns:
+            ReplaySession: Session status or None if not found
+        """
+        pass
+    
+    @abstractmethod
+    def list_replay_sessions(self) -> List[ReplaySession]:
+        """
+        List all replay sessions.
+        
+        Returns:
+            List[ReplaySession]: List of all sessions
+        """
+        pass
+    
+    @abstractmethod
+    def delete_replay_session(self, session_id: str) -> bool:
+        """
+        Delete replay session.
+        
+        Args:
+            session_id: Session ID to delete
+            
+        Returns:
+            bool: True if deleted successfully, False otherwise
+        """
+        pass
+    
+    @abstractmethod
+    def set_replay_speed(self, session_id: str, speed: float) -> bool:
+        """
+        Change replay speed for active session.
+        
+        Args:
+            session_id: Session ID
+            speed: New playback speed multiplier
+            
+        Returns:
+            bool: True if speed changed successfully, False otherwise
+        """
+        pass
+    
+    @abstractmethod
+    def seek_replay(self, session_id: str, timestamp: datetime) -> bool:
+        """
+        Seek to specific timestamp in replay.
+        
+        Args:
+            session_id: Session ID
+            timestamp: Target timestamp
+            
+        Returns:
+            bool: True if seek successful, False otherwise
+        """
+        pass
+    
+    @abstractmethod
+    def add_data_callback(self, session_id: str, callback: Callable) -> bool:
+        """
+        Add callback for replay data.
+        
+        Args:
+            session_id: Session ID
+            callback: Function to call with replay data
+                     Signature: callback(data: Union[OrderBookSnapshot, TradeEvent])
+            
+        Returns:
+            bool: True if callback added successfully, False otherwise
+        """
+        pass
+    
+    @abstractmethod
+    def remove_data_callback(self, session_id: str, callback: Callable) -> bool:
+        """
+        Remove data callback from replay session.
+        
+        Args:
+            session_id: Session ID
+            callback: Callback function to remove
+            
+        Returns:
+            bool: True if callback removed successfully, False otherwise
+        """
+        pass
+    
+    @abstractmethod
+    def add_status_callback(self, session_id: str, callback: Callable) -> bool:
+        """
+        Add callback for replay status changes.
+        
+        Args:
+            session_id: Session ID
+            callback: Function to call on status change
+                     Signature: callback(session_id: str, status: ReplayStatus)
+            
+        Returns:
+            bool: True if callback added successfully, False otherwise
+        """
+        pass
+    
+    @abstractmethod
+    async def get_available_data_range(self, symbol: str, 
+                                     exchange: Optional[str] = None) -> Optional[Dict[str, datetime]]:
+        """
+        Get available data time range for replay.
+        
+        Args:
+            symbol: Trading symbol
+            exchange: Exchange name (None = all exchanges)
+            
+        Returns:
+            Dict: {'start': datetime, 'end': datetime} or None if no data
+        """
+        pass
+    
+    @abstractmethod
+    def validate_replay_request(self, start_time: datetime, end_time: datetime,
+                              symbols: Optional[List[str]] = None,
+                              exchanges: Optional[List[str]] = None) -> List[str]:
+        """
+        Validate replay request parameters.
+        
+        Args:
+            start_time: Requested start time
+            end_time: Requested end time
+            symbols: Requested symbols
+            exchanges: Requested exchanges
+            
+        Returns:
+            List[str]: List of validation errors (empty if valid)
+        """
+        pass
--- a/COBY/interfaces/storage_manager.py
+++ b/COBY/interfaces/storage_manager.py
@ -0,0 +1,215 @@
+"""
+Interface for data storage and retrieval.
+"""
+
+from abc import ABC, abstractmethod
+from datetime import datetime
+from typing import List, Dict, Optional, Any
+from ..models.core import OrderBookSnapshot, TradeEvent, HeatmapData, SystemMetrics
+
+
+class StorageManager(ABC):
+    """Manages data persistence and retrieval"""
+    
+    @abstractmethod
+    async def store_orderbook(self, data: OrderBookSnapshot) -> bool:
+        """
+        Store order book snapshot to database.
+        
+        Args:
+            data: Order book snapshot to store
+            
+        Returns:
+            bool: True if stored successfully, False otherwise
+        """
+        pass
+    
+    @abstractmethod
+    async def store_trade(self, data: TradeEvent) -> bool:
+        """
+        Store trade event to database.
+        
+        Args:
+            data: Trade event to store
+            
+        Returns:
+            bool: True if stored successfully, False otherwise
+        """
+        pass
+    
+    @abstractmethod
+    async def store_heatmap(self, data: HeatmapData) -> bool:
+        """
+        Store heatmap data to database.
+        
+        Args:
+            data: Heatmap data to store
+            
+        Returns:
+            bool: True if stored successfully, False otherwise
+        """
+        pass
+    
+    @abstractmethod
+    async def store_metrics(self, data: SystemMetrics) -> bool:
+        """
+        Store system metrics to database.
+        
+        Args:
+            data: System metrics to store
+            
+        Returns:
+            bool: True if stored successfully, False otherwise
+        """
+        pass
+    
+    @abstractmethod
+    async def get_historical_orderbooks(self, symbol: str, exchange: str,
+                                      start: datetime, end: datetime,
+                                      limit: Optional[int] = None) -> List[OrderBookSnapshot]:
+        """
+        Retrieve historical order book data.
+        
+        Args:
+            symbol: Trading symbol
+            exchange: Exchange name
+            start: Start timestamp
+            end: End timestamp
+            limit: Maximum number of records to return
+            
+        Returns:
+            List[OrderBookSnapshot]: Historical order book data
+        """
+        pass
+    
+    @abstractmethod
+    async def get_historical_trades(self, symbol: str, exchange: str,
+                                  start: datetime, end: datetime,
+                                  limit: Optional[int] = None) -> List[TradeEvent]:
+        """
+        Retrieve historical trade data.
+        
+        Args:
+            symbol: Trading symbol
+            exchange: Exchange name
+            start: Start timestamp
+            end: End timestamp
+            limit: Maximum number of records to return
+            
+        Returns:
+            List[TradeEvent]: Historical trade data
+        """
+        pass
+    
+    @abstractmethod
+    async def get_latest_orderbook(self, symbol: str, exchange: str) -> Optional[OrderBookSnapshot]:
+        """
+        Get latest order book snapshot.
+        
+        Args:
+            symbol: Trading symbol
+            exchange: Exchange name
+            
+        Returns:
+            OrderBookSnapshot: Latest order book or None if not found
+        """
+        pass
+    
+    @abstractmethod
+    async def get_latest_heatmap(self, symbol: str, bucket_size: float) -> Optional[HeatmapData]:
+        """
+        Get latest heatmap data.
+        
+        Args:
+            symbol: Trading symbol
+            bucket_size: Price bucket size
+            
+        Returns:
+            HeatmapData: Latest heatmap or None if not found
+        """
+        pass
+    
+    @abstractmethod
+    async def get_ohlcv_data(self, symbol: str, exchange: str, timeframe: str,
+                           start: datetime, end: datetime) -> List[Dict[str, Any]]:
+        """
+        Get OHLCV candlestick data.
+        
+        Args:
+            symbol: Trading symbol
+            exchange: Exchange name
+            timeframe: Timeframe (e.g., '1m', '5m', '1h')
+            start: Start timestamp
+            end: End timestamp
+            
+        Returns:
+            List[Dict]: OHLCV data
+        """
+        pass
+    
+    @abstractmethod
+    async def batch_store_orderbooks(self, data: List[OrderBookSnapshot]) -> int:
+        """
+        Store multiple order book snapshots in batch.
+        
+        Args:
+            data: List of order book snapshots
+            
+        Returns:
+            int: Number of records stored successfully
+        """
+        pass
+    
+    @abstractmethod
+    async def batch_store_trades(self, data: List[TradeEvent]) -> int:
+        """
+        Store multiple trade events in batch.
+        
+        Args:
+            data: List of trade events
+            
+        Returns:
+            int: Number of records stored successfully
+        """
+        pass
+    
+    @abstractmethod
+    def setup_database_schema(self) -> None:
+        """
+        Set up database schema and tables.
+        Should be idempotent - safe to call multiple times.
+        """
+        pass
+    
+    @abstractmethod
+    async def cleanup_old_data(self, retention_days: int) -> int:
+        """
+        Clean up old data based on retention policy.
+        
+        Args:
+            retention_days: Number of days to retain data
+            
+        Returns:
+            int: Number of records deleted
+        """
+        pass
+    
+    @abstractmethod
+    async def get_storage_stats(self) -> Dict[str, Any]:
+        """
+        Get storage statistics.
+        
+        Returns:
+            Dict: Storage statistics (table sizes, record counts, etc.)
+        """
+        pass
+    
+    @abstractmethod
+    async def health_check(self) -> bool:
+        """
+        Check storage system health.
+        
+        Returns:
+            bool: True if healthy, False otherwise
+        """
+        pass
--- a/COBY/models/init.py
+++ b/COBY/models/init.py
@ -0,0 +1,31 @@
+"""
+Data models for the multi-exchange data aggregation system.
+"""
+
+from .core import (
+    OrderBookSnapshot,
+    PriceLevel,
+    TradeEvent,
+    PriceBuckets,
+    HeatmapData,
+    HeatmapPoint,
+    ConnectionStatus,
+    OrderBookMetrics,
+    ImbalanceMetrics,
+    ConsolidatedOrderBook,
+    ReplayStatus
+)
+
+__all__ = [
+    'OrderBookSnapshot',
+    'PriceLevel', 
+    'TradeEvent',
+    'PriceBuckets',
+    'HeatmapData',
+    'HeatmapPoint',
+    'ConnectionStatus',
+    'OrderBookMetrics',
+    'ImbalanceMetrics',
+    'ConsolidatedOrderBook',
+    'ReplayStatus'
+]
--- a/COBY/models/core.py
+++ b/COBY/models/core.py
@ -0,0 +1,324 @@
+"""
+Core data models for the multi-exchange data aggregation system.
+"""
+
+from dataclasses import dataclass, field
+from datetime import datetime
+from typing import List, Dict, Optional, Any
+from enum import Enum
+
+
+class ConnectionStatus(Enum):
+    """Exchange connection status"""
+    DISCONNECTED = "disconnected"
+    CONNECTING = "connecting"
+    CONNECTED = "connected"
+    RECONNECTING = "reconnecting"
+    ERROR = "error"
+
+
+class ReplayStatus(Enum):
+    """Replay session status"""
+    CREATED = "created"
+    RUNNING = "running"
+    PAUSED = "paused"
+    STOPPED = "stopped"
+    COMPLETED = "completed"
+    ERROR = "error"
+
+
+@dataclass
+class PriceLevel:
+    """Individual price level in order book"""
+    price: float
+    size: float
+    count: Optional[int] = None
+    
+    def __post_init__(self):
+        """Validate price level data"""
+        if self.price <= 0:
+            raise ValueError("Price must be positive")
+        if self.size < 0:
+            raise ValueError("Size cannot be negative")
+
+
+@dataclass
+class OrderBookSnapshot:
+    """Standardized order book snapshot"""
+    symbol: str
+    exchange: str
+    timestamp: datetime
+    bids: List[PriceLevel]
+    asks: List[PriceLevel]
+    sequence_id: Optional[int] = None
+    
+    def __post_init__(self):
+        """Validate and sort order book data"""
+        if not self.symbol:
+            raise ValueError("Symbol cannot be empty")
+        if not self.exchange:
+            raise ValueError("Exchange cannot be empty")
+        
+        # Sort bids descending (highest price first)
+        self.bids.sort(key=lambda x: x.price, reverse=True)
+        # Sort asks ascending (lowest price first)
+        self.asks.sort(key=lambda x: x.price)
+    
+    @property
+    def mid_price(self) -> Optional[float]:
+        """Calculate mid price"""
+        if self.bids and self.asks:
+            return (self.bids[0].price + self.asks[0].price) / 2
+        return None
+    
+    @property
+    def spread(self) -> Optional[float]:
+        """Calculate bid-ask spread"""
+        if self.bids and self.asks:
+            return self.asks[0].price - self.bids[0].price
+        return None
+    
+    @property
+    def bid_volume(self) -> float:
+        """Total bid volume"""
+        return sum(level.size for level in self.bids)
+    
+    @property
+    def ask_volume(self) -> float:
+        """Total ask volume"""
+        return sum(level.size for level in self.asks)
+
+
+@dataclass
+class TradeEvent:
+    """Standardized trade event"""
+    symbol: str
+    exchange: str
+    timestamp: datetime
+    price: float
+    size: float
+    side: str  # 'buy' or 'sell'
+    trade_id: str
+    
+    def __post_init__(self):
+        """Validate trade event data"""
+        if not self.symbol:
+            raise ValueError("Symbol cannot be empty")
+        if not self.exchange:
+            raise ValueError("Exchange cannot be empty")
+        if self.price <= 0:
+            raise ValueError("Price must be positive")
+        if self.size <= 0:
+            raise ValueError("Size must be positive")
+        if self.side not in ['buy', 'sell']:
+            raise ValueError("Side must be 'buy' or 'sell'")
+        if not self.trade_id:
+            raise ValueError("Trade ID cannot be empty")
+
+
+@dataclass
+class PriceBuckets:
+    """Aggregated price buckets for heatmap"""
+    symbol: str
+    timestamp: datetime
+    bucket_size: float
+    bid_buckets: Dict[float, float] = field(default_factory=dict)  # price -> volume
+    ask_buckets: Dict[float, float] = field(default_factory=dict)  # price -> volume
+    
+    def __post_init__(self):
+        """Validate price buckets"""
+        if self.bucket_size <= 0:
+            raise ValueError("Bucket size must be positive")
+    
+    def get_bucket_price(self, price: float) -> float:
+        """Get bucket price for a given price"""
+        return round(price / self.bucket_size) * self.bucket_size
+    
+    def add_bid(self, price: float, volume: float):
+        """Add bid volume to appropriate bucket"""
+        bucket_price = self.get_bucket_price(price)
+        self.bid_buckets[bucket_price] = self.bid_buckets.get(bucket_price, 0) + volume
+    
+    def add_ask(self, price: float, volume: float):
+        """Add ask volume to appropriate bucket"""
+        bucket_price = self.get_bucket_price(price)
+        self.ask_buckets[bucket_price] = self.ask_buckets.get(bucket_price, 0) + volume
+
+
+@dataclass
+class HeatmapPoint:
+    """Individual heatmap data point"""
+    price: float
+    volume: float
+    intensity: float  # 0.0 to 1.0
+    side: str  # 'bid' or 'ask'
+    
+    def __post_init__(self):
+        """Validate heatmap point"""
+        if self.price <= 0:
+            raise ValueError("Price must be positive")
+        if self.volume < 0:
+            raise ValueError("Volume cannot be negative")
+        if not 0 <= self.intensity <= 1:
+            raise ValueError("Intensity must be between 0 and 1")
+        if self.side not in ['bid', 'ask']:
+            raise ValueError("Side must be 'bid' or 'ask'")
+
+
+@dataclass
+class HeatmapData:
+    """Heatmap visualization data"""
+    symbol: str
+    timestamp: datetime
+    bucket_size: float
+    data: List[HeatmapPoint] = field(default_factory=list)
+    
+    def __post_init__(self):
+        """Validate heatmap data"""
+        if self.bucket_size <= 0:
+            raise ValueError("Bucket size must be positive")
+    
+    def add_point(self, price: float, volume: float, side: str, max_volume: float = None):
+        """Add a heatmap point with calculated intensity"""
+        if max_volume is None:
+            max_volume = max((point.volume for point in self.data), default=volume)
+        
+        intensity = min(volume / max_volume, 1.0) if max_volume > 0 else 0.0
+        point = HeatmapPoint(price=price, volume=volume, intensity=intensity, side=side)
+        self.data.append(point)
+    
+    def get_bids(self) -> List[HeatmapPoint]:
+        """Get bid points sorted by price descending"""
+        bids = [point for point in self.data if point.side == 'bid']
+        return sorted(bids, key=lambda x: x.price, reverse=True)
+    
+    def get_asks(self) -> List[HeatmapPoint]:
+        """Get ask points sorted by price ascending"""
+        asks = [point for point in self.data if point.side == 'ask']
+        return sorted(asks, key=lambda x: x.price)
+
+
+@dataclass
+class OrderBookMetrics:
+    """Order book analysis metrics"""
+    symbol: str
+    exchange: str
+    timestamp: datetime
+    mid_price: float
+    spread: float
+    spread_percentage: float
+    bid_volume: float
+    ask_volume: float
+    volume_imbalance: float  # (bid_volume - ask_volume) / (bid_volume + ask_volume)
+    depth_10: float  # Volume within 10 price levels
+    depth_50: float  # Volume within 50 price levels
+    
+    def __post_init__(self):
+        """Validate metrics"""
+        if self.mid_price <= 0:
+            raise ValueError("Mid price must be positive")
+        if self.spread < 0:
+            raise ValueError("Spread cannot be negative")
+
+
+@dataclass
+class ImbalanceMetrics:
+    """Order book imbalance metrics"""
+    symbol: str
+    timestamp: datetime
+    volume_imbalance: float
+    price_imbalance: float
+    depth_imbalance: float
+    momentum_score: float  # Derived from recent imbalance changes
+    
+    def __post_init__(self):
+        """Validate imbalance metrics"""
+        if not -1 <= self.volume_imbalance <= 1:
+            raise ValueError("Volume imbalance must be between -1 and 1")
+
+
+@dataclass
+class ConsolidatedOrderBook:
+    """Consolidated order book from multiple exchanges"""
+    symbol: str
+    timestamp: datetime
+    exchanges: List[str]
+    bids: List[PriceLevel]
+    asks: List[PriceLevel]
+    weighted_mid_price: float
+    total_bid_volume: float
+    total_ask_volume: float
+    exchange_weights: Dict[str, float] = field(default_factory=dict)
+    
+    def __post_init__(self):
+        """Validate consolidated order book"""
+        if not self.exchanges:
+            raise ValueError("At least one exchange must be specified")
+        if self.weighted_mid_price <= 0:
+            raise ValueError("Weighted mid price must be positive")
+
+
+@dataclass
+class ExchangeStatus:
+    """Exchange connection and health status"""
+    exchange: str
+    status: ConnectionStatus
+    last_message_time: Optional[datetime] = None
+    error_message: Optional[str] = None
+    connection_count: int = 0
+    uptime_percentage: float = 0.0
+    message_rate: float = 0.0  # Messages per second
+    
+    def __post_init__(self):
+        """Validate exchange status"""
+        if not self.exchange:
+            raise ValueError("Exchange name cannot be empty")
+        if not 0 <= self.uptime_percentage <= 100:
+            raise ValueError("Uptime percentage must be between 0 and 100")
+
+
+@dataclass
+class SystemMetrics:
+    """System performance metrics"""
+    timestamp: datetime
+    cpu_usage: float
+    memory_usage: float
+    disk_usage: float
+    network_io: Dict[str, float] = field(default_factory=dict)
+    database_connections: int = 0
+    redis_connections: int = 0
+    active_websockets: int = 0
+    messages_per_second: float = 0.0
+    processing_latency: float = 0.0  # Milliseconds
+    
+    def __post_init__(self):
+        """Validate system metrics"""
+        if not 0 <= self.cpu_usage <= 100:
+            raise ValueError("CPU usage must be between 0 and 100")
+        if not 0 <= self.memory_usage <= 100:
+            raise ValueError("Memory usage must be between 0 and 100")
+
+
+@dataclass
+class ReplaySession:
+    """Historical data replay session"""
+    session_id: str
+    start_time: datetime
+    end_time: datetime
+    speed: float  # Playback speed multiplier
+    status: ReplayStatus
+    current_time: Optional[datetime] = None
+    progress: float = 0.0  # 0.0 to 1.0
+    symbols: List[str] = field(default_factory=list)
+    exchanges: List[str] = field(default_factory=list)
+    
+    def __post_init__(self):
+        """Validate replay session"""
+        if not self.session_id:
+            raise ValueError("Session ID cannot be empty")
+        if self.start_time >= self.end_time:
+            raise ValueError("Start time must be before end time")
+        if self.speed <= 0:
+            raise ValueError("Speed must be positive")
+        if not 0 <= self.progress <= 1:
+            raise ValueError("Progress must be between 0 and 1")
--- a/COBY/utils/init.py
+++ b/COBY/utils/init.py
@ -0,0 +1,22 @@
+"""
+Utility functions and helpers for the multi-exchange data aggregation system.
+"""
+
+from .logging import setup_logging, get_logger
+from .validation import validate_symbol, validate_price, validate_volume
+from .timing import get_current_timestamp, format_timestamp
+from .exceptions import COBYException, ConnectionError, ValidationError, ProcessingError
+
+__all__ = [
+    'setup_logging',
+    'get_logger',
+    'validate_symbol',
+    'validate_price', 
+    'validate_volume',
+    'get_current_timestamp',
+    'format_timestamp',
+    'COBYException',
+    'ConnectionError',
+    'ValidationError',
+    'ProcessingError'
+]
--- a/COBY/utils/exceptions.py
+++ b/COBY/utils/exceptions.py
@ -0,0 +1,57 @@
+"""
+Custom exceptions for the COBY system.
+"""
+
+
+class COBYException(Exception):
+    """Base exception for COBY system"""
+    
+    def __init__(self, message: str, error_code: str = None, details: dict = None):
+        super().__init__(message)
+        self.message = message
+        self.error_code = error_code
+        self.details = details or {}
+    
+    def to_dict(self) -> dict:
+        """Convert exception to dictionary"""
+        return {
+            'error': self.__class__.__name__,
+            'message': self.message,
+            'error_code': self.error_code,
+            'details': self.details
+        }
+
+
+class ConnectionError(COBYException):
+    """Exception raised for connection-related errors"""
+    pass
+
+
+class ValidationError(COBYException):
+    """Exception raised for data validation errors"""
+    pass
+
+
+class ProcessingError(COBYException):
+    """Exception raised for data processing errors"""
+    pass
+
+
+class StorageError(COBYException):
+    """Exception raised for storage-related errors"""
+    pass
+
+
+class ConfigurationError(COBYException):
+    """Exception raised for configuration errors"""
+    pass
+
+
+class ReplayError(COBYException):
+    """Exception raised for replay-related errors"""
+    pass
+
+
+class AggregationError(COBYException):
+    """Exception raised for aggregation errors"""
+    pass
--- a/COBY/utils/logging.py
+++ b/COBY/utils/logging.py
@ -0,0 +1,149 @@
+"""
+Logging utilities for the COBY system.
+"""
+
+import logging
+import logging.handlers
+import sys
+import uuid
+from pathlib import Path
+from typing import Optional
+from contextvars import ContextVar
+
+# Context variable for correlation ID
+correlation_id: ContextVar[Optional[str]] = ContextVar('correlation_id', default=None)
+
+
+class CorrelationFilter(logging.Filter):
+    """Add correlation ID to log records"""
+    
+    def filter(self, record):
+        record.correlation_id = correlation_id.get() or 'N/A'
+        return True
+
+
+class COBYFormatter(logging.Formatter):
+    """Custom formatter with correlation ID support"""
+    
+    def __init__(self, include_correlation_id: bool = True):
+        self.include_correlation_id = include_correlation_id
+        
+        if include_correlation_id:
+            fmt = '%(asctime)s - %(name)s - %(levelname)s - [%(correlation_id)s] - %(message)s'
+        else:
+            fmt = '%(asctime)s - %(name)s - %(levelname)s - %(message)s'
+            
+        super().__init__(fmt, datefmt='%Y-%m-%d %H:%M:%S')
+
+
+def setup_logging(
+    level: str = 'INFO',
+    log_file: Optional[str] = None,
+    max_file_size: int = 100,  # MB
+    backup_count: int = 5,
+    enable_correlation_id: bool = True,
+    console_output: bool = True
+) -> None:
+    """
+    Set up logging configuration for the COBY system.
+    
+    Args:
+        level: Logging level (DEBUG, INFO, WARNING, ERROR, CRITICAL)
+        log_file: Path to log file (None = no file logging)
+        max_file_size: Maximum log file size in MB
+        backup_count: Number of backup files to keep
+        enable_correlation_id: Whether to include correlation IDs in logs
+        console_output: Whether to output logs to console
+    """
+    # Convert string level to logging constant
+    numeric_level = getattr(logging, level.upper(), logging.INFO)
+    
+    # Create root logger
+    root_logger = logging.getLogger()
+    root_logger.setLevel(numeric_level)
+    
+    # Clear existing handlers
+    root_logger.handlers.clear()
+    
+    # Create formatter
+    formatter = COBYFormatter(include_correlation_id=enable_correlation_id)
+    
+    # Add correlation filter if enabled
+    correlation_filter = CorrelationFilter() if enable_correlation_id else None
+    
+    # Console handler
+    if console_output:
+        console_handler = logging.StreamHandler(sys.stdout)
+        console_handler.setLevel(numeric_level)
+        console_handler.setFormatter(formatter)
+        if correlation_filter:
+            console_handler.addFilter(correlation_filter)
+        root_logger.addHandler(console_handler)
+    
+    # File handler
+    if log_file:
+        # Create log directory if it doesn't exist
+        log_path = Path(log_file)
+        log_path.parent.mkdir(parents=True, exist_ok=True)
+        
+        # Rotating file handler
+        file_handler = logging.handlers.RotatingFileHandler(
+            log_file,
+            maxBytes=max_file_size * 1024 * 1024,  # Convert MB to bytes
+            backupCount=backup_count
+        )
+        file_handler.setLevel(numeric_level)
+        file_handler.setFormatter(formatter)
+        if correlation_filter:
+            file_handler.addFilter(correlation_filter)
+        root_logger.addHandler(file_handler)
+    
+    # Set specific logger levels
+    logging.getLogger('websockets').setLevel(logging.WARNING)
+    logging.getLogger('urllib3').setLevel(logging.WARNING)
+    logging.getLogger('requests').setLevel(logging.WARNING)
+
+
+def get_logger(name: str) -> logging.Logger:
+    """
+    Get a logger instance with the specified name.
+    
+    Args:
+        name: Logger name (typically __name__)
+        
+    Returns:
+        logging.Logger: Logger instance
+    """
+    return logging.getLogger(name)
+
+
+def set_correlation_id(corr_id: Optional[str] = None) -> str:
+    """
+    Set correlation ID for current context.
+    
+    Args:
+        corr_id: Correlation ID (generates UUID if None)
+        
+    Returns:
+        str: The correlation ID that was set
+    """
+    if corr_id is None:
+        corr_id = str(uuid.uuid4())[:8]  # Short UUID
+    
+    correlation_id.set(corr_id)
+    return corr_id
+
+
+def get_correlation_id() -> Optional[str]:
+    """
+    Get current correlation ID.
+    
+    Returns:
+        str: Current correlation ID or None
+    """
+    return correlation_id.get()
+
+
+def clear_correlation_id() -> None:
+    """Clear correlation ID from current context."""
+    correlation_id.set(None)
--- a/COBY/utils/timing.py
+++ b/COBY/utils/timing.py
@ -0,0 +1,206 @@
+"""
+Timing utilities for the COBY system.
+"""
+
+import time
+from datetime import datetime, timezone
+from typing import Optional
+
+
+def get_current_timestamp() -> datetime:
+    """
+    Get current UTC timestamp.
+    
+    Returns:
+        datetime: Current UTC timestamp
+    """
+    return datetime.now(timezone.utc)
+
+
+def format_timestamp(timestamp: datetime, format_str: str = "%Y-%m-%d %H:%M:%S.%f") -> str:
+    """
+    Format timestamp to string.
+    
+    Args:
+        timestamp: Timestamp to format
+        format_str: Format string
+        
+    Returns:
+        str: Formatted timestamp string
+    """
+    return timestamp.strftime(format_str)
+
+
+def parse_timestamp(timestamp_str: str, format_str: str = "%Y-%m-%d %H:%M:%S.%f") -> datetime:
+    """
+    Parse timestamp string to datetime.
+    
+    Args:
+        timestamp_str: Timestamp string to parse
+        format_str: Format string
+        
+    Returns:
+        datetime: Parsed timestamp
+    """
+    dt = datetime.strptime(timestamp_str, format_str)
+    # Ensure timezone awareness
+    if dt.tzinfo is None:
+        dt = dt.replace(tzinfo=timezone.utc)
+    return dt
+
+
+def timestamp_to_unix(timestamp: datetime) -> float:
+    """
+    Convert datetime to Unix timestamp.
+    
+    Args:
+        timestamp: Datetime to convert
+        
+    Returns:
+        float: Unix timestamp
+    """
+    return timestamp.timestamp()
+
+
+def unix_to_timestamp(unix_time: float) -> datetime:
+    """
+    Convert Unix timestamp to datetime.
+    
+    Args:
+        unix_time: Unix timestamp
+        
+    Returns:
+        datetime: Converted datetime (UTC)
+    """
+    return datetime.fromtimestamp(unix_time, tz=timezone.utc)
+
+
+def calculate_time_diff(start: datetime, end: datetime) -> float:
+    """
+    Calculate time difference in seconds.
+    
+    Args:
+        start: Start timestamp
+        end: End timestamp
+        
+    Returns:
+        float: Time difference in seconds
+    """
+    return (end - start).total_seconds()
+
+
+def is_timestamp_recent(timestamp: datetime, max_age_seconds: int = 60) -> bool:
+    """
+    Check if timestamp is recent (within max_age_seconds).
+    
+    Args:
+        timestamp: Timestamp to check
+        max_age_seconds: Maximum age in seconds
+        
+    Returns:
+        bool: True if recent, False otherwise
+    """
+    now = get_current_timestamp()
+    age = calculate_time_diff(timestamp, now)
+    return age <= max_age_seconds
+
+
+def sleep_until(target_time: datetime) -> None:
+    """
+    Sleep until target time.
+    
+    Args:
+        target_time: Target timestamp to sleep until
+    """
+    now = get_current_timestamp()
+    sleep_seconds = calculate_time_diff(now, target_time)
+    
+    if sleep_seconds > 0:
+        time.sleep(sleep_seconds)
+
+
+def get_milliseconds() -> int:
+    """
+    Get current timestamp in milliseconds.
+    
+    Returns:
+        int: Current timestamp in milliseconds
+    """
+    return int(time.time() * 1000)
+
+
+def milliseconds_to_timestamp(ms: int) -> datetime:
+    """
+    Convert milliseconds to datetime.
+    
+    Args:
+        ms: Milliseconds timestamp
+        
+    Returns:
+        datetime: Converted datetime (UTC)
+    """
+    return datetime.fromtimestamp(ms / 1000.0, tz=timezone.utc)
+
+
+def round_timestamp(timestamp: datetime, seconds: int) -> datetime:
+    """
+    Round timestamp to nearest interval.
+    
+    Args:
+        timestamp: Timestamp to round
+        seconds: Interval in seconds
+        
+    Returns:
+        datetime: Rounded timestamp
+    """
+    unix_time = timestamp_to_unix(timestamp)
+    rounded_unix = round(unix_time / seconds) * seconds
+    return unix_to_timestamp(rounded_unix)
+
+
+class Timer:
+    """Simple timer for measuring execution time"""
+    
+    def __init__(self):
+        self.start_time: Optional[float] = None
+        self.end_time: Optional[float] = None
+    
+    def start(self) -> None:
+        """Start the timer"""
+        self.start_time = time.perf_counter()
+        self.end_time = None
+    
+    def stop(self) -> float:
+        """
+        Stop the timer and return elapsed time.
+        
+        Returns:
+            float: Elapsed time in seconds
+        """
+        if self.start_time is None:
+            raise ValueError("Timer not started")
+        
+        self.end_time = time.perf_counter()
+        return self.elapsed()
+    
+    def elapsed(self) -> float:
+        """
+        Get elapsed time.
+        
+        Returns:
+            float: Elapsed time in seconds
+        """
+        if self.start_time is None:
+            return 0.0
+        
+        end = self.end_time or time.perf_counter()
+        return end - self.start_time
+    
+    def __enter__(self):
+        """Context manager entry"""
+        self.start()
+        return self
+    
+    def __exit__(self, exc_type, exc_val, exc_tb):
+        """Context manager exit"""
+        self.stop()
--- a/COBY/utils/validation.py
+++ b/COBY/utils/validation.py
@ -0,0 +1,217 @@
+"""
+Data validation utilities for the COBY system.
+"""
+
+import re
+from typing import List, Optional
+from decimal import Decimal, InvalidOperation
+
+
+def validate_symbol(symbol: str) -> bool:
+    """
+    Validate trading symbol format.
+    
+    Args:
+        symbol: Trading symbol to validate
+        
+    Returns:
+        bool: True if valid, False otherwise
+    """
+    if not symbol or not isinstance(symbol, str):
+        return False
+    
+    # Basic symbol format validation (e.g., BTCUSDT, ETH-USD)
+    pattern = r'^[A-Z0-9]{2,10}[-/]?[A-Z0-9]{2,10}$'
+    return bool(re.match(pattern, symbol.upper()))
+
+
+def validate_price(price: float) -> bool:
+    """
+    Validate price value.
+    
+    Args:
+        price: Price to validate
+        
+    Returns:
+        bool: True if valid, False otherwise
+    """
+    if not isinstance(price, (int, float, Decimal)):
+        return False
+    
+    try:
+        price_decimal = Decimal(str(price))
+        return price_decimal > 0 and price_decimal < Decimal('1e10')  # Reasonable upper bound
+    except (InvalidOperation, ValueError):
+        return False
+
+
+def validate_volume(volume: float) -> bool:
+    """
+    Validate volume value.
+    
+    Args:
+        volume: Volume to validate
+        
+    Returns:
+        bool: True if valid, False otherwise
+    """
+    if not isinstance(volume, (int, float, Decimal)):
+        return False
+    
+    try:
+        volume_decimal = Decimal(str(volume))
+        return volume_decimal >= 0 and volume_decimal < Decimal('1e15')  # Reasonable upper bound
+    except (InvalidOperation, ValueError):
+        return False
+
+
+def validate_exchange_name(exchange: str) -> bool:
+    """
+    Validate exchange name.
+    
+    Args:
+        exchange: Exchange name to validate
+        
+    Returns:
+        bool: True if valid, False otherwise
+    """
+    if not exchange or not isinstance(exchange, str):
+        return False
+    
+    # Exchange name should be alphanumeric with possible underscores/hyphens
+    pattern = r'^[a-zA-Z0-9_-]{2,20}$'
+    return bool(re.match(pattern, exchange))
+
+
+def validate_timestamp_range(start_time, end_time) -> List[str]:
+    """
+    Validate timestamp range.
+    
+    Args:
+        start_time: Start timestamp
+        end_time: End timestamp
+        
+    Returns:
+        List[str]: List of validation errors (empty if valid)
+    """
+    errors = []
+    
+    if start_time is None:
+        errors.append("Start time cannot be None")
+    
+    if end_time is None:
+        errors.append("End time cannot be None")
+    
+    if start_time and end_time and start_time >= end_time:
+        errors.append("Start time must be before end time")
+    
+    return errors
+
+
+def validate_bucket_size(bucket_size: float) -> bool:
+    """
+    Validate price bucket size.
+    
+    Args:
+        bucket_size: Bucket size to validate
+        
+    Returns:
+        bool: True if valid, False otherwise
+    """
+    if not isinstance(bucket_size, (int, float, Decimal)):
+        return False
+    
+    try:
+        size_decimal = Decimal(str(bucket_size))
+        return size_decimal > 0 and size_decimal <= Decimal('1000')  # Reasonable upper bound
+    except (InvalidOperation, ValueError):
+        return False
+
+
+def validate_speed_multiplier(speed: float) -> bool:
+    """
+    Validate replay speed multiplier.
+    
+    Args:
+        speed: Speed multiplier to validate
+        
+    Returns:
+        bool: True if valid, False otherwise
+    """
+    if not isinstance(speed, (int, float)):
+        return False
+    
+    return 0.01 <= speed <= 100.0  # 1% to 100x speed
+
+
+def sanitize_symbol(symbol: str) -> str:
+    """
+    Sanitize and normalize symbol format.
+    
+    Args:
+        symbol: Symbol to sanitize
+        
+    Returns:
+        str: Sanitized symbol
+    """
+    if not symbol:
+        return ""
+    
+    # Remove whitespace and convert to uppercase
+    sanitized = symbol.strip().upper()
+    
+    # Remove invalid characters
+    sanitized = re.sub(r'[^A-Z0-9/-]', '', sanitized)
+    
+    return sanitized
+
+
+def validate_percentage(value: float, min_val: float = 0.0, max_val: float = 100.0) -> bool:
+    """
+    Validate percentage value.
+    
+    Args:
+        value: Percentage value to validate
+        min_val: Minimum allowed value
+        max_val: Maximum allowed value
+        
+    Returns:
+        bool: True if valid, False otherwise
+    """
+    if not isinstance(value, (int, float)):
+        return False
+    
+    return min_val <= value <= max_val
+
+
+def validate_connection_config(config: dict) -> List[str]:
+    """
+    Validate connection configuration.
+    
+    Args:
+        config: Configuration dictionary
+        
+    Returns:
+        List[str]: List of validation errors (empty if valid)
+    """
+    errors = []
+    
+    # Required fields
+    required_fields = ['host', 'port']
+    for field in required_fields:
+        if field not in config:
+            errors.append(f"Missing required field: {field}")
+    
+    # Validate host
+    if 'host' in config:
+        host = config['host']
+        if not isinstance(host, str) or not host.strip():
+            errors.append("Host must be a non-empty string")
+    
+    # Validate port
+    if 'port' in config:
+        port = config['port']
+        if not isinstance(port, int) or not (1 <= port <= 65535):
+            errors.append("Port must be an integer between 1 and 65535")
+    
+    return errors