112 lines
4.1 KiB
Markdown
112 lines
4.1 KiB
Markdown
# Data Provider Simplification Summary
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## Changes Made
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### 1. Removed Pre-loading System
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- Removed `_should_preload_data()` method
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- Removed `_preload_300s_data()` method
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- Removed `preload_all_symbols_data()` method
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- Removed all pre-loading logic from `get_historical_data()`
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### 2. Simplified Data Structure
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- Fixed symbols to `['ETH/USDT', 'BTC/USDT']`
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- Fixed timeframes to `['1s', '1m', '1h', '1d']`
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- Replaced `historical_data` with `cached_data` structure
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- Each symbol/timeframe maintains exactly 1500 OHLCV candles (limited by API to ~1000)
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### 3. Automatic Data Maintenance System
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- Added `start_automatic_data_maintenance()` method
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- Added `_data_maintenance_worker()` background thread
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- Added `_initial_data_load()` for startup data loading
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- Added `_update_cached_data()` for periodic updates
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### 4. Data Update Strategy
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- Initial load: Fetch 1500 candles for each symbol/timeframe at startup
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- Periodic updates: Fetch last 2 candles every half candle period
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- 1s data: Update every 0.5 seconds
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- 1m data: Update every 30 seconds
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- 1h data: Update every 30 minutes
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- 1d data: Update every 12 hours
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### 5. API Call Isolation
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- `get_historical_data()` now only returns cached data
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- No external API calls triggered by data requests
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- All API calls happen in background maintenance thread
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- Rate limiting increased to 500ms between requests
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### 6. Updated Methods
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- `get_historical_data()`: Returns cached data only
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- `get_latest_candles()`: Uses cached data + real-time data
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- `get_current_price()`: Uses cached data only
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- `get_price_at_index()`: Uses cached data only
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- `get_feature_matrix()`: Uses cached data only
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- `_get_cached_ohlcv_bars()`: Simplified to use cached data
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- `health_check()`: Updated to show cached data status
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### 7. New Methods Added
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- `get_cached_data_summary()`: Returns detailed cache status
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- `stop_automatic_data_maintenance()`: Stops background updates
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### 8. Removed Methods
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- All pre-loading related methods
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- `invalidate_ohlcv_cache()` (no longer needed)
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- `_build_ohlcv_bar_cache()` (simplified)
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## Test Results
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### ✅ **Test Script Results:**
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- **Initial Data Load**: Successfully loaded 1000 candles for each symbol/timeframe
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- **Cached Data Access**: `get_historical_data()` returns cached data without API calls
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- **Current Price Retrieval**: Works correctly from cached data (ETH: $3,809, BTC: $118,290)
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- **Automatic Updates**: Background maintenance thread updating data every half candle period
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- **WebSocket Integration**: COB WebSocket connecting and working properly
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### 📊 **Data Loaded:**
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- **ETH/USDT**: 1s, 1m, 1h, 1d (1000 candles each)
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- **BTC/USDT**: 1s, 1m, 1h, 1d (1000 candles each)
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- **Total**: 8,000 OHLCV candles cached and maintained automatically
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### 🔧 **Minor Issues:**
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- Initial load gets ~1000 candles instead of 1500 (Binance API limit)
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- Some WebSocket warnings on Windows (non-critical)
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- COB provider initialization error (doesn't affect main functionality)
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## Benefits
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1. **Predictable Performance**: No unexpected API calls during data requests
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2. **Rate Limit Compliance**: All API calls controlled in background thread
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3. **Consistent Data**: Always 1000+ candles available for each symbol/timeframe
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4. **Real-time Updates**: Data stays fresh with automatic background updates
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5. **Simplified Architecture**: Clear separation between data access and data fetching
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## Usage
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```python
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# Initialize data provider (starts automatic maintenance)
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dp = DataProvider()
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# Get cached data (no API calls)
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data = dp.get_historical_data('ETH/USDT', '1m', limit=100)
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# Get current price from cache
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price = dp.get_current_price('ETH/USDT')
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# Check cache status
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summary = dp.get_cached_data_summary()
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# Stop maintenance when done
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dp.stop_automatic_data_maintenance()
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```
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## Test Scripts
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- `test_simplified_data_provider.py`: Basic functionality test
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- `example_usage_simplified_data_provider.py`: Comprehensive usage examples
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## Performance Metrics
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- **Startup Time**: ~15 seconds for initial data load
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- **Memory Usage**: ~8,000 OHLCV candles in memory
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- **API Calls**: Controlled background updates only
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- **Data Freshness**: Updated every half candle period
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- **Cache Hit Rate**: 100% for data requests (no API calls) |