cache, pivots wip
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@@ -38,14 +38,20 @@
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- Test edge cases and boundary conditions
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- _Requirements: 10.1, 10.2, 10.3, 10.4_
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- [ ] 3. Implement cache layer
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- [ ] 3.1 Create DataCacheManager class
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- [x] 3. Implement cache layer
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- [x] 3.1 Create DataCacheManager class
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- Implement in-memory cache with deque structures
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- Add methods for OHLCV, order book, and imbalance data
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- Implement cache eviction logic (5-minute rolling window)
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- Add cache statistics tracking (hits, misses)
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- _Requirements: 5.1, 5.2, 5.3, 5.4_
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- [ ] 3.2 Implement cache retrieval methods
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- Write get_latest_ohlcv() with timeframe support
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- Write get_latest_orderbook() for current snapshot
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@@ -60,21 +66,28 @@
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- Test concurrent access patterns
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- _Requirements: 5.1, 5.2, 5.3, 5.4_
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- [ ] 4. Implement database connection and query layer
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- [ ] 4.1 Create DatabaseConnectionManager class
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- [x] 4. Implement database connection and query layer
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- [x] 4.1 Create DatabaseConnectionManager class
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- Implement asyncpg connection pool management
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- Add health monitoring and automatic reconnection
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- Configure connection pool settings (min/max connections)
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- Add connection statistics and logging
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- _Requirements: 2.1, 2.5, 9.6_
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- [ ] 4.2 Implement OHLCV query methods
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- [x] 4.2 Implement OHLCV query methods
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- Write query_ohlcv_data() for single timeframe retrieval
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- Write query_multi_timeframe_ohlcv() for aligned multi-timeframe data
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- Optimize queries with time_bucket and proper indexes
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- Ensure <100ms query latency for typical queries
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- _Requirements: 3.1, 3.2, 3.3, 3.4, 6.1, 6.2, 6.5, 9.2, 9.3_
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- [ ] 4.3 Implement order book query methods
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- Write query_orderbook_snapshots() for raw order book data
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- Write query_orderbook_aggregated() for 1s/1m aggregations
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