Candles Feed Framework¶

Welcome to the Candles Feed documentation! This framework provides a modular, plugin-based approach to fetching and managing candlestick data from various cryptocurrency exchanges.

Key Features¶

Pluggable Architecture: Add support for new exchanges without modifying core code
Multiple Network Strategies: Support for both WebSocket and REST API-based data collection
Robust Data Handling: Data validation, sanitization, and standardization
Type Safety: Strong typing throughout the codebase with Python 3.12 features
Easy to Extend: Clear interfaces and separation of concerns
Performance Optimized: Memory-efficient data structures and processing
Modern Python: Leverages latest Python features and best practices
Comprehensive Testing Resources: Mock servers and simulation tools for development and testing

Framework Overview¶

graph LR
    Client[Client Application] --> CandlesFeed
    CandlesFeed --> ExchangeAdapter

    subgraph "Core Components"
        CandlesFeed
        NetworkStrategy
        DataProcessor
        ExchangeRegistry
    end

    subgraph "Exchange Adapters"
        ExchangeAdapter
        BinanceAdapter
        CoinbaseAdapter
        KrakenAdapter
        KuCoinAdapter
        OKXAdapter
        BybitAdapter
        NewExchangeAdapter[New Exchange...]
    end

    ExchangeRegistry --> ExchangeAdapter
    CandlesFeed --> NetworkStrategy
    CandlesFeed --> DataProcessor

    class NewExchangeAdapter fill:#f96;

Supported Exchanges¶

Binance (Spot and Perpetual)
Bybit (Spot and Perpetual)
Coinbase Advanced Trade
Kraken Spot
KuCoin (Spot and Perpetual)
OKX (Spot and Perpetual)
Gate.io (Spot and Perpetual)
Hyperliquid (Perpetual)
MEXC (Spot and Perpetual)
AscendEX (Spot)

Documentation Sections¶

This documentation is organized into the following sections:

Getting Started¶

Installation: How to install and set up the framework
Quick Start: Simple examples to get you started
Architecture: Understanding the framework design

Adapters¶

Overview: Introduction to exchange adapters
Implementation: How to implement a new adapter
REST API: Working with REST endpoints
WebSocket: Real-time data with WebSockets
Testing: Testing your adapter implementation

Testing Resources¶

Overview: Introduction to testing tools
Mock Server: Simulate exchange APIs

Examples¶

Simple Usage: Basic usage patterns
Binance Spot Example: Working with Binance
Mock Server Example: Using testing resources

API Reference¶

Core Components: Reference for core framework classes

Development¶

Coding Standards: Code style guidelines

For Developers¶

If you want to contribute to the framework or add support for a new exchange, see the Adding New Exchange section.

Compatibility Notes¶

This package supports Python 3.12+ and leverages modern Python features such as: - Type Protocol definitions - Advanced data validation - Concurrency with asyncio - Type hints throughout the codebase

License¶

This project is licensed under the Apache License 2.0 - see the LICENSE file for details.