Commit Graph

2 Commits

Author SHA1 Message Date
Harwinder Sekhon f7d8f1113c Tiingo WebSocket streaming: re-enable the level-breach monitor
The monitor has been dead since the Oanda feed switch (Oanda's provider
does not stream). New config.json scalar data_providers.streaming selects
a tick-stream provider independent of the candle feed; telegram_bot
resolves it via _get_streaming_dp() (separate instance, candle cache
stays on the active provider) and falls back to the active provider when
unset — behavior is byte-identical to before when the key is absent.

TiingoDataProvider grows the two sanctioned streaming overrides:
supports_streaming=True and iter_ticks() on wss://api.tiingo.com/fx
(mid price only — the no-spread rule extends to the stream). Two
deliberate divergences from the TD reference implementation, both
because Tiingo authenticates inside the socket: server "E" messages
raise TiingoDataError (a swallowed auth error would end the generator
cleanly and reconnect-hammer with zero backoff), and on_connect fires on
the first received message rather than after the subscribe send. Field
order of quote frames was live-verified: ask is data[7], not data[6] as
the docs table suggests (data[6] is askSize).

make_data_provider(config, name=None) now takes an explicit provider
name; keyless streaming providers disable the monitor with one warning
instead of a traceback-per-minute loop.

Tests 266 → 273 (WS parser, ticker round-trip, streaming config scalar,
explicit-name dispatch, streaming-dp resolution, monitor auto-disable).

Claude-Session: https://claude.ai/code/session_01Nsd8HcrV67GbCZXxZEn1Ma
2026-08-03 13:11:36 -04:00
Harwinder Sekhon 083a4e8d63 Provider abstraction: providers/ package with BaseDataProvider template
One class per provider (TwelveData, Oanda, Tiingo), all subclassing
BaseDataProvider which owns cache, validation/cleaning, freshness +
boundary guarantees, fetch_range pagination, and streaming stubs —
subclasses implement only _fetch_raw. config.json data_providers.active
selects the live feed; data_provider.py / oanda_provider.py stay as
back-compat shims. Module 16 provider-abstraction tests (253 total green).

Claude-Session: https://claude.ai/code/session_01Mc7XKYyPySVXiUpcN82QEK
2026-07-28 20:09:00 -04:00