stability

core/data_provider.py

@@ -83,6 +83,13 @@ class PivotBounds:
         distances = [abs(current_price - r) for r in self.pivot_resistance_levels]
         return min(distances) / self.get_price_range()
 
+@dataclass
+class SimplePivotLevel:
+    """Simple pivot level structure for fallback pivot detection"""
+    swing_points: List[Any] = field(default_factory=list)
+    support_levels: List[float] = field(default_factory=list)
+    resistance_levels: List[float] = field(default_factory=list)
+
 @dataclass
 class MarketTick:
     """Standardized market tick data structure"""
@@ -127,6 +134,10 @@ class DataProvider:
         self.real_time_data = {}   # {symbol: {timeframe: deque}}
         self.current_prices = {}   # {symbol: float}
         
+        # Live price cache for low-latency price updates
+        self.live_price_cache: Dict[str, Tuple[float, datetime]] = {}
+        self.live_price_cache_ttl = timedelta(milliseconds=500)
+        
         # Initialize cached data structure
         for symbol in self.symbols:
             self.cached_data[symbol] = {}
@@ -1839,14 +1850,14 @@ class DataProvider:
                     low_pivots = monthly_data[lows == rolling_min]['low'].tolist()
                     pivot_lows.extend(low_pivots)
             
-            # Create mock level structure
-            mock_level = type('MockLevel', (), {
-                'swing_points': [],
-                'support_levels': list(set(pivot_lows)),
-                'resistance_levels': list(set(pivot_highs))
-            })()
+            # Create proper pivot level structure
+            pivot_level = SimplePivotLevel(
+                swing_points=[],
+                support_levels=list(set(pivot_lows)),
+                resistance_levels=list(set(pivot_highs))
+            )
             
-            return {'level_0': mock_level}
+            return {'level_0': pivot_level}
             
         except Exception as e:
             logger.error(f"Error in simple pivot detection: {e}")