Add FastAPI service for cryptocurrency market data with technical indicators

[Copilot]

Production-ready FastAPI service that fetches OHLCV data from cryptocurrency exchanges (via ccxt) and calculates technical indicators (EMA 20/50/200, RSI-14, ATR-14). Proper handling of NaN/infinity values in pandas calculations ensures valid JSON serialization.

Architecture

Layered design with clean separation:

• api/v1/routes_live_data.py - FastAPI endpoints with validation
• services/ - Business logic (market data processing, indicator calculation)
• integrations/exchanges.py - ccxt wrapper for testability
• schemas/live_data.py - Pydantic models for request/response

Key implementation detail:

def clean_value(value: Any) -> Any:
    """Convert NaN and infinity to None for JSON serialization."""
    if pd.isna(value) or (isinstance(value, float) and not math.isfinite(value)):
        return None
    return value

API

GET /api/v1/live_data - Query parameters: symbol, timeframe, limit, exchange

Returns last 20 candles with indicators + latest indicator values. Response includes null for indicators where insufficient historical data exists (e.g., EMA-200 requires 200 candles).

Error handling maps ccxt exceptions:

• NetworkError → 503
• ExchangeError → 400
• Generic exceptions → 500

Configuration

Environment-based via pydantic-settings. Default exchange: Binance spot market.

Development

• Type safety: mypy strict mode with overrides for untyped third-party libs (ccxt, ta)
• Linting: ruff with line-length=100, Python 3.11+
• CI: GitHub Actions runs ruff, mypy, pytest
• Docker: Multi-stage build with slim base image

Project Structure

src/app/
├── api/v1/routes_live_data.py
├── core/{config,logging}.py
├── integrations/exchanges.py
├── schemas/live_data.py
├── services/{market_data,indicators}.py
└── main.py

Warning

Firewall rules blocked me from connecting to one or more addresses (expand for details)

I tried to connect to the following addresses, but was blocked by firewall rules:

• api.binance.com
  • Triggering command: /home/REDACTED/.local/bin/pytest pytest -v (dns block)
  • Triggering command: /usr/local/bin/uvicorn uvicorn app.main:app --host 0.0.0.0 --port 8000 (dns block)

If you need me to access, download, or install something from one of these locations, you can either:

• Configure Actions setup steps to set up my environment, which run before the firewall is enabled
• Add the appropriate URLs or hosts to the custom allowlist in this repository's Copilot coding agent settings (admins only)

Original prompt

Objective

Create a professional, production-ready FastAPI service for fetching cryptocurrency OHLCV data and technical indicators using ccxt.

Requirements

Repository Structure

Create a src/-based package layout with the following structure:

src/
└─ app/
   ├─ __init__.py
   ├─ main.py
   ├─ api/
   │  ├─ __init__.py
   │  └─ v1/
   │     ├─ __init__.py
   │     └─ routes_live_data.py
   ├─ core/
   │  ├─ __init__.py
   │  ├─ config.py
   │  └─ logging.py
   ├─ integrations/
   │  ├─ __init__.py
   │  └─ exchanges.py
   ├─ schemas/
   │  ├─ __init__.py
   │  └─ live_data.py
   └─ services/
      ├─ __init__.py
      ├─ indicators.py
      └─ market_data.py

tests/
├─ __init__.py
├─ test_health.py
└─ test_live_data.py

API Implementation

Main Endpoint: GET /api/v1/live_data

Query parameters:

• symbol (string, default: "BTC/USDT", min: 3, max: 30 chars)
• timeframe (string, default: "1h", min: 1, max: 10 chars)
• limit (integer, default: 250, range: 20-2000)
• exchange (string, default from config, min: 2, max: 40 chars)

Response Model (LiveDataResponse):

{
  "symbol": str,
  "timeframe": str,
  "exchange": str,
  "last_price": float,
  "last_timestamp": datetime,
  "candles_count": int,
  "recent_candles": List[Candle],  # last 20 candles
  "latest_indicators": LatestIndicators,
  "meta": dict
}

Candle Model:

{
  "timestamp": datetime,
  "open": float,
  "high": float,
  "low": float,
  "close": float,
  "volume": float,
  "ema_20": Optional[float],
  "ema_50": Optional[float],
  "ema_200": Optional[float],
  "rsi_14": Optional[float],
  "atr_14": Optional[float]
}

LatestIndicators Model:

{
  "ema_20": Optional[float],
  "ema_50": Optional[float],
  "ema_200": Optional[float],
  "rsi_14": Optional[float],
  "atr_14": Optional[float]
}

Technical Indicators

Implement using the ta library:

• EMA (Exponential Moving Average): 20, 50, 200 periods
• RSI (Relative Strength Index): 14 period
• ATR (Average True Range): 14 period

Important: Handle NaN values properly by converting them to None (null in JSON) instead of returning invalid JSON.

Configuration

Use pydantic-settings for environment-based configuration:

class Settings(BaseSettings):
    app_name: str = "Simple Crypto Data API"
    api_prefix: str = "/api/v1"
    default_exchange: str = "binance"
    default_market_type: str = "spot"
    enable_rate_limit: bool = True

Load from .env file (provide .env.example template).

Exchange Integration

• Use ccxt library for exchange connectivity
• Create an ExchangeClient wrapper class for testability
• Support configurable exchange selection via query parameter
• Handle exchange errors gracefully:
  • ccxt.NetworkError → 503 HTTP error
  • ccxt.ExchangeError → 400 HTTP error
  • General exceptions → 500 HTTP error

Error Handling

• Validate all inputs using FastAPI Query validators
• Raise HTTPException with appropriate status codes
• Return user-friendly error messages

Development Tools

pyproject.toml should include:

Dependencies:

• fastapi>=0.110
• uvicorn[standard]>=0.27
• pydantic>=2.6
• pydantic-settings>=2.2
• ccxt>=4.2
• pandas>=2.1
• ta>=0.11.0

Dev dependencies:

• pytest>=8.0
• httpx>=0.26
• ruff>=0.3
• mypy>=1.8
• types-requests

Tool configuration:

• Ruff: line-length=100, Python 3.11+, select E/F/I/B/UP/N/S rules, ignore S101
• Mypy: strict mode, Python 3.11
• Pytest: testpaths=["tests"]

Docker Support

Dockerfile:

• Base: python:3.11-slim
• Set PYTHONDONTWRITEBYTECODE=1 and PYTHONUNBUFFERED=1
• Install package in editable mode with dev dependencies
• Expose port 8000
• CMD: uvicorn app.main:app --host 0.0.0.0 --port 8000

docker-compose.yml:

• Single service "api"
• Map port 8000:8000
• Pass environment variables for configuration

CI/CD

GitHub Actions workflow (.github/workflows/ci.yml):

• Trigger on push and pull_request
• Python 3.11
• Steps:
  1. Install dependencies
  2. Run ruff linting
  3. Run mypy type checking
  4. Run pytest tests

Tests

test_health.py:

• Test GET / health endpoint
• Verify 200 status and "running" in message

test_live_data.py:

• Smoke test for GET /api/v1/live_data
• Validate response structure when network call succeeds
• Note: This is a network test; recommend adding mocked tests for CI reliability

Documentation

README.md should include:

• Project description
• Quickstart instructions (local + Docker)
• API endpoint examples
• Notes about indicator null values

Additional Files

• .gitignore: Ignore .venv/, pycache, .pytest_cache, .mypy_cache, .ruff_cache, dist/, build/, .env
• .env.example: Template with all configuration variables

Implementation Notes

1. Layered architecture: routes → services → integrations → schemas
2. Type safety: Use type hints throughout, enforce with mypy strict mode
3. **NaN handling:...

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