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