# Implementation Plan - [ ] 1. Fix data structure initialization in MultiExchangeCOBProvider - Ensure all collections are properly initialized during object creation - Add defensive checks before accessing data structures - Implement proper initialization for symbol-specific data structures - _Requirements: 1.1, 1.2, 2.1_ - [ ] 1.1. Update MultiExchangeCOBProvider constructor - Modify __init__ method to properly initialize all data structures - Ensure exchange_order_books is initialized for each symbol and exchange - Initialize session_trades and svp_cache for each symbol - Add defensive checks to prevent NoneType errors - _Requirements: 1.2, 2.1_ - [ ] 1.2. Fix _notify_cob_subscribers method - Add validation to ensure cob_snapshot is not None before processing - Add defensive checks before accessing cob_snapshot attributes - Improve error handling for subscriber callbacks - Add detailed logging for debugging - _Requirements: 1.1, 1.5, 2.3_ - [ ] 2. Enhance WebSocket data processing in MultiExchangeCOBProvider - Improve error handling in WebSocket connection methods - Add validation for incoming data - Implement reconnection logic with exponential backoff - _Requirements: 1.3, 1.4, 3.1, 3.2_ - [ ] 2.1. Update _stream_binance_orderbook method - Add data structure initialization checks - Implement exponential backoff for reconnection attempts - Add detailed error logging - Ensure proper cleanup on disconnection - _Requirements: 1.4, 3.2, 3.4_ - [ ] 2.2. Fix _process_binance_orderbook method - Add validation for incoming data - Ensure data structures exist before updating - Add defensive checks to prevent NoneType errors - Improve error handling and logging - _Requirements: 1.1, 1.3, 3.1_ - [ ] 3. Update StandardizedDataProvider to handle COB data properly - Improve initialization of COB-related data structures - Add validation for COB data - Enhance error handling for COB data processing - _Requirements: 1.3, 2.2, 2.3_ - [ ] 3.1. Fix _get_cob_data method - Add validation for COB provider availability - Ensure proper initialization of COB data structures - Add defensive checks to prevent NoneType errors - Improve error handling and logging - _Requirements: 1.3, 2.2, 3.3_ - [ ] 3.2. Update _calculate_cob_moving_averages method - Add validation for input data - Ensure proper initialization of moving average data structures - Add defensive checks to prevent NoneType errors - Improve error handling for edge cases - _Requirements: 1.3, 2.2, 3.3_ - [ ] 4. Implement recovery mechanisms for WebSocket failures - Add state tracking for WebSocket connections - Implement automatic reconnection with exponential backoff - Add fallback mechanisms for temporary failures - _Requirements: 3.2, 3.3, 3.4_ - [ ] 4.1. Add connection state management - Track connection state for each WebSocket - Implement health check mechanism - Add reconnection logic based on connection state - _Requirements: 3.2, 3.4_ - [ ] 4.2. Implement data recovery mechanisms - Add caching for last valid data - Implement fallback to cached data during connection issues - Add mechanism to rebuild state after reconnection - _Requirements: 3.3, 3.4_ - [ ] 5. Add comprehensive logging for debugging - Add detailed logging throughout the COB processing pipeline - Include context information in log messages - Add performance metrics logging - _Requirements: 1.5, 3.1_ - [ ] 5.1. Enhance logging in MultiExchangeCOBProvider - Add detailed logging for WebSocket connections - Log data processing steps and outcomes - Add performance metrics for data processing - _Requirements: 1.5, 3.1_ - [ ] 5.2. Add logging in StandardizedDataProvider - Log COB data processing steps - Add validation logging - Include performance metrics for data processing - _Requirements: 1.5, 3.1_ - [ ] 6. Test all changes thoroughly - Write unit tests for fixed components - Test integration between components - Verify dashboard operation with COB data - _Requirements: 1.1, 2.3, 3.4_ - [ ] 6.1. Write unit tests for MultiExchangeCOBProvider - Test data structure initialization - Test WebSocket processing with mock data - Test error handling and recovery - _Requirements: 1.1, 1.3, 3.1_ - [ ] 6.2. Test integration with dashboard - Verify COB data display in dashboard - Test system stability under load - Verify recovery from failures - _Requirements: 1.1, 3.3, 3.4_