Local changes: Updated model training, removed debug instrumentation, and configuration improvements
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kfox
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docs/api/source/market_data.rst
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312
docs/api/source/market_data.rst
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Market Data API
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===============
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REST API endpoints for market data and pricing information.
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Market Data Endpoints
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---------------------
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OHLCV Data
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~~~~~~~~~~
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**GET** ``/api/market-data/ohlcv/{symbol}``
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Get OHLCV (Open, High, Low, Close, Volume) candlestick data for a symbol.
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**Parameters:**
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- ``symbol`` (path, required): Trading pair symbol (e.g., "BTC/USD")
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- ``timeframe`` (query, optional): Timeframe for candles (default: "1h")
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- Valid values: "1m", "5m", "15m", "30m", "1h", "4h", "1d", "1w"
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- ``limit`` (query, optional): Number of candles to return (default: 100, max: 1000)
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- ``exchange`` (query, optional): Exchange name (deprecated, uses pricing service)
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**Response:**
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.. code-block:: json
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[
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{
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"time": 1609459200,
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"open": 50000.0,
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"high": 51000.0,
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"low": 49000.0,
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"close": 50000.0,
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"volume": 1000.0
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}
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]
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**Example:**
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.. code-block:: bash
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curl http://localhost:8000/api/market-data/ohlcv/BTC%2FUSD?timeframe=1h&limit=100
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Ticker Data
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~~~~~~~~~~~
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**GET** ``/api/market-data/ticker/{symbol}``
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Get current ticker data for a symbol, including price, volume, and provider information.
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**Parameters:**
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- ``symbol`` (path, required): Trading pair symbol (e.g., "BTC/USD")
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**Response:**
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.. code-block:: json
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{
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"symbol": "BTC/USD",
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"bid": 50000.0,
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"ask": 50001.0,
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"last": 50000.5,
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"high": 51000.0,
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"low": 49000.0,
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"volume": 1000000.0,
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"timestamp": 1609459200000,
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"provider": "CCXT-Kraken"
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}
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**Example:**
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.. code-block:: bash
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curl http://localhost:8000/api/market-data/ticker/BTC%2FUSD
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Provider Health
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~~~~~~~~~~~~~~~
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**GET** ``/api/market-data/providers/health``
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Get health status for pricing providers.
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**Parameters:**
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- ``provider`` (query, optional): Specific provider name to get health for
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**Response:**
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.. code-block:: json
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{
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"active_provider": "CCXT-Kraken",
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"health": {
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"CCXT-Kraken": {
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"status": "healthy",
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"last_check": "2025-01-01T12:00:00Z",
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"last_success": "2025-01-01T12:00:00Z",
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"success_count": 100,
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"failure_count": 2,
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"avg_response_time": 0.123,
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"consecutive_failures": 0,
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"circuit_breaker_open": false
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}
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}
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}
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**Example:**
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.. code-block:: bash
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curl http://localhost:8000/api/market-data/providers/health?provider=CCXT-Kraken
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Provider Status
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~~~~~~~~~~~~~~~
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**GET** ``/api/market-data/providers/status``
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Get detailed status for all pricing providers, including cache statistics.
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**Response:**
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.. code-block:: json
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{
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"active_provider": "CCXT-Kraken",
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"providers": {
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"CCXT-Kraken": {
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"status": "healthy",
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"last_check": "2025-01-01T12:00:00Z",
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"success_count": 100,
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"failure_count": 2,
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"avg_response_time": 0.123
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},
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"CoinGecko": {
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"status": "unknown",
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"success_count": 0,
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"failure_count": 0
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}
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},
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"cache": {
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"size": 50,
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"max_size": 1000,
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"hits": 1000,
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"misses": 200,
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"hit_rate": 83.33,
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"evictions": 0,
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"avg_age_seconds": 30.5
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}
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}
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**Example:**
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.. code-block:: bash
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curl http://localhost:8000/api/market-data/providers/status
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Provider Configuration
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~~~~~~~~~~~~~~~~~~~~~~
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**GET** ``/api/market-data/providers/config``
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Get current provider configuration.
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**Response:**
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.. code-block:: json
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{
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"primary": [
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{
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"name": "kraken",
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"enabled": true,
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"priority": 1
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},
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{
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"name": "coinbase",
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"enabled": true,
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"priority": 2
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}
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],
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"fallback": {
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"name": "coingecko",
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"enabled": true,
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"api_key": ""
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},
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"caching": {
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"ticker_ttl": 2,
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"ohlcv_ttl": 60,
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"max_cache_size": 1000
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},
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"websocket": {
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"enabled": true,
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"reconnect_interval": 5,
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"ping_interval": 30
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}
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}
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**Example:**
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.. code-block:: bash
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curl http://localhost:8000/api/market-data/providers/config
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Update Provider Configuration
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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**PUT** ``/api/market-data/providers/config``
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Update provider configuration.
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**Request Body:**
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.. code-block:: json
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{
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"primary": [
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{
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"name": "kraken",
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"enabled": true,
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"priority": 1
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}
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],
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"caching": {
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"ticker_ttl": 5,
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"ohlcv_ttl": 120
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}
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}
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**Response:**
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.. code-block:: json
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{
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"message": "Configuration updated successfully",
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"config": {
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"primary": [...],
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"fallback": {...},
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"caching": {...},
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"websocket": {...}
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}
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}
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**Example:**
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.. code-block:: bash
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curl -X PUT http://localhost:8000/api/market-data/providers/config \
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-H "Content-Type: application/json" \
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-d '{"caching": {"ticker_ttl": 5}}'
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WebSocket Updates
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-----------------
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The WebSocket endpoint at ``/ws`` broadcasts real-time price updates.
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**Connection:**
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.. code-block:: javascript
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const ws = new WebSocket('ws://localhost:8000/ws');
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ws.onopen = () => {
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// Subscribe to symbol updates
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ws.send(JSON.stringify({
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type: 'subscribe',
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symbol: 'BTC/USD'
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}));
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};
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ws.onmessage = (event) => {
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const message = JSON.parse(event.data);
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if (message.type === 'price_update') {
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console.log('Price update:', message);
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}
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};
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**Message Types:**
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- ``subscribe``: Subscribe to price updates for a symbol
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- ``unsubscribe``: Unsubscribe from price updates
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- ``price_update``: Price update broadcast (contains exchange, symbol, price, timestamp)
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- ``provider_status_update``: Provider status change notification
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**Price Update Message:**
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.. code-block:: json
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{
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"type": "price_update",
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"exchange": "pricing",
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"symbol": "BTC/USD",
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"price": "50000.50",
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"timestamp": "2025-01-01T12:00:00Z"
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}
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Error Responses
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---------------
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All endpoints may return standard HTTP error codes:
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- ``400 Bad Request``: Invalid request parameters
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- ``404 Not Found``: Symbol or provider not found
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- ``500 Internal Server Error``: Server error
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Error response format:
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.. code-block:: json
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{
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"detail": "Error message describing what went wrong"
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}
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