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exchange-data-manager
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Author SHA1 Message Date
rob cdc04d010a Add real exchange integration tests for three-tier cache system 
Comprehensive tests that fetch actual data from Binance to verify:
- Three-tier caching (memory → database → exchange)
- Gap detection and filling (start, end, middle, multiple gaps)
- Data integrity verification against direct exchange fetch
- Freshness checking for stale data
- Different timeframe handling
- Edge cases (single candle, large ranges, overlapping requests)

Tests are marked with @real_exchange and can be skipped in CI with:
  pytest -m "not real_exchange"

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
 2026-03-03 17:37:04 -04:00
rob e501d61445 Implement M1, M2, M3 milestones - full exchange data manager 
M1: Core Infrastructure
- Three-tier caching (memory → database → exchange)
- SQLite async database with connection pooling
- Memory cache with LRU eviction and TTL
- Gap detection and forward-fill gap filling
- Completeness validation for data requests

M2: Multi-Exchange Support
- Generic CCXT connector supporting all ccxt exchanges
- Session-based credential management
- WebSocket streaming with pub/sub subscriptions
- Rate limiting via CCXT's built-in limiter

M3: Production Ready
- Health checks (/health, /health/detailed) and metrics (/metrics)
- Connection pooling with WAL mode for SQLite
- Performance benchmarks (pytest-benchmark)
- BrighterTrading integration tests
- Docker deployment (Dockerfile, docker-compose.yml)
- Documentation (API reference, deployment, integration guide)

Includes 284 tests covering all components.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
 2026-03-03 04:05:30 -04:00
rob 93b5a2299e Initial project setup 
Created by development-hub/new-project script
 2026-03-02 22:45:06 -04:00