COBY : specs + task 1

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