exchange-data-manager

Commit Graph

Author	SHA1	Message	Date
rob	958168b3c9	Fix stale data served for limit-only requests Add freshness check to _detect_gaps() in all cache layers (memory, database, async_database). For limit-only requests (no start/end), verify the most recent candle is within 2 intervals of current time. If stale, flag as a gap so fresh data is fetched from exchange. This fixes the issue where EDM served hours-old cached data instead of fetching current candles when clients requested "latest N candles". Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>	2026-03-03 14:34:31 -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

Author

SHA1

Message

Date

rob

958168b3c9

Fix stale data served for limit-only requests

Add freshness check to _detect_gaps() in all cache layers (memory,
database, async_database). For limit-only requests (no start/end),
verify the most recent candle is within 2 intervals of current time.
If stale, flag as a gap so fresh data is fetched from exchange.

This fixes the issue where EDM served hours-old cached data instead
of fetching current candles when clients requested "latest N candles".

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>

2026-03-03 14:34:31 -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

2 Commits