gogo2/DATA_PROVIDER_CHANGES_SUMMARY.md

Data Provider Simplification Summary

Changes Made

1. Removed Pre-loading System

• Removed _should_preload_data() method
• Removed _preload_300s_data() method
• Removed preload_all_symbols_data() method
• Removed all pre-loading logic from get_historical_data()

2. Simplified Data Structure

• Fixed symbols to ['ETH/USDT', 'BTC/USDT']
• Fixed timeframes to ['1s', '1m', '1h', '1d']
• Replaced historical_data with cached_data structure
• Each symbol/timeframe maintains exactly 1500 OHLCV candles (limited by API to ~1000)

3. Automatic Data Maintenance System

• Added start_automatic_data_maintenance() method
• Added _data_maintenance_worker() background thread
• Added _initial_data_load() for startup data loading
• Added _update_cached_data() for periodic updates

4. Data Update Strategy

• Initial load: Fetch 1500 candles for each symbol/timeframe at startup
• Periodic updates: Fetch last 2 candles every half candle period
  • 1s data: Update every 0.5 seconds
  • 1m data: Update every 30 seconds
  • 1h data: Update every 30 minutes
  • 1d data: Update every 12 hours

5. API Call Isolation

• get_historical_data() now only returns cached data
• No external API calls triggered by data requests
• All API calls happen in background maintenance thread
• Rate limiting increased to 500ms between requests

6. Updated Methods

• get_historical_data(): Returns cached data only
• get_latest_candles(): Uses cached data + real-time data
• get_current_price(): Uses cached data only
• get_price_at_index(): Uses cached data only
• get_feature_matrix(): Uses cached data only
• _get_cached_ohlcv_bars(): Simplified to use cached data
• health_check(): Updated to show cached data status

7. New Methods Added

• get_cached_data_summary(): Returns detailed cache status
• stop_automatic_data_maintenance(): Stops background updates

8. Removed Methods

• All pre-loading related methods
• invalidate_ohlcv_cache() (no longer needed)
• _build_ohlcv_bar_cache() (simplified)

Test Results

✅ Test Script Results:

• Initial Data Load: Successfully loaded 1000 candles for each symbol/timeframe
• Cached Data Access: get_historical_data() returns cached data without API calls
• Current Price Retrieval: Works correctly from cached data (ETH: $3,809, BTC: $118,290)
• Automatic Updates: Background maintenance thread updating data every half candle period
• WebSocket Integration: COB WebSocket connecting and working properly

📊 Data Loaded:

• ETH/USDT: 1s, 1m, 1h, 1d (1000 candles each)
• BTC/USDT: 1s, 1m, 1h, 1d (1000 candles each)
• Total: 8,000 OHLCV candles cached and maintained automatically

🔧 Minor Issues:

• Initial load gets ~1000 candles instead of 1500 (Binance API limit)
• Some WebSocket warnings on Windows (non-critical)
• COB provider initialization error (doesn't affect main functionality)

Benefits

1. Predictable Performance: No unexpected API calls during data requests
2. Rate Limit Compliance: All API calls controlled in background thread
3. Consistent Data: Always 1000+ candles available for each symbol/timeframe
4. Real-time Updates: Data stays fresh with automatic background updates
5. Simplified Architecture: Clear separation between data access and data fetching

Usage

# Initialize data provider (starts automatic maintenance)
dp = DataProvider()

# Get cached data (no API calls)
data = dp.get_historical_data('ETH/USDT', '1m', limit=100)

# Get current price from cache
price = dp.get_current_price('ETH/USDT')

# Check cache status
summary = dp.get_cached_data_summary()

# Stop maintenance when done
dp.stop_automatic_data_maintenance()

Test Scripts

• test_simplified_data_provider.py: Basic functionality test
• example_usage_simplified_data_provider.py: Comprehensive usage examples

Performance Metrics

• Startup Time: ~15 seconds for initial data load
• Memory Usage: ~8,000 OHLCV candles in memory
• API Calls: Controlled background updates only
• Data Freshness: Updated every half candle period
• Cache Hit Rate: 100% for data requests (no API calls)