gogo2/.kiro/specs/websocket-cob-data-fix/tasks.md

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