Add professional FastAPI crypto data service with OHLCV + indicators

[Copilot]

Overview

Complete FastAPI service for cryptocurrency OHLCV data with real-time technical indicators (EMA 20/50/200, RSI-14, ATR-14) using ccxt exchange integration.

Architecture

Core Components

• src/app/main.py - FastAPI app, health endpoint, router integration
• src/app/core/ - Settings via pydantic-settings, logging config
• src/app/api/v1/routes_live_data.py - /api/v1/live_data endpoint with query validation
• src/app/integrations/exchanges.py - ccxt wrapper with rate limiting
• src/app/services/ - Indicator calculations (ta + pandas), OHLCV processing
• src/app/schemas/live_data.py - Pydantic models for request/response

Infrastructure

• Docker: Python 3.11-slim, editable install with dev deps
• CI: GitHub Actions - ruff, mypy strict, pytest
• Type coverage: Full with mypy strict mode, pandas-stubs for numpy/pandas types

API Endpoint

GET /api/v1/live_data?symbol=BTC/USDT&timeframe=1h&limit=250&exchange=binance

Query Parameters

• symbol (str, 3-30 chars, default: "BTC/USDT")
• timeframe (str, 1-10 chars, default: "1h")
• limit (int, 20-2000, default: 250)
• exchange (str, 2-40 chars, default: "binance")

Response Model

• Last 20 candles with OHLCV + indicators
• Latest indicator values (EMA/RSI/ATR)
• NaN → null conversion for JSON serialization
• Numeric values rounded to 6 decimals

Error Handling

• ccxt.NetworkError → 503 Service Unavailable
• ccxt.ExchangeError → 400 Bad Request
• ValueError → 400 Bad Request
• Others → 500 Internal Server Error

Dependencies

Runtime: fastapi, uvicorn, pydantic-settings, ccxt, pandas, ta
Dev: pytest, httpx, ruff, mypy, pandas-stubs

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

Add a complete FastAPI service for fetching OHLCV candles and computing indicators (EMA/RSI/ATR) with Docker, CI, typing, and tests.

Changes to create (new files and folders under src/ plus top-level tooling):

1. Project files

• pyproject.toml (dependencies, dev deps, ruff, mypy, pytest config)
• README.md (quickstart, Docker, notes)
• .env.example
• .gitignore
• Dockerfile
• docker-compose.yml
• .github/workflows/ci.yml

2. Application package (src/app)

• src/app/init.py
• src/app/main.py (FastAPI app, health endpoint, include router)

3. core

• src/app/core/init.py
• src/app/core/config.py (pydantic-settings Settings)
• src/app/core/logging.py (basic logging config)

4. api

• src/app/api/init.py
• src/app/api/v1/init.py
• src/app/api/v1/routes_live_data.py (GET /live_data route, validation, response_model)

5. integrations

• src/app/integrations/init.py
• src/app/integrations/exchanges.py (ExchangeClient wrapper, build_exchange)

6. schemas

• src/app/schemas/init.py
• src/app/schemas/live_data.py (Candle, LatestIndicators, LiveDataResponse Pydantic models)

7. services

• src/app/services/init.py
• src/app/services/indicators.py (add_indicators, latest_indicator_values, NaN->None handling)
• src/app/services/market_data.py (get_live_data, fetch ohlcv via ccxt, build response)

8. tests

• tests/init.py
• tests/test_health.py
• tests/test_live_data.py (network smoke test; notes recommend mocking ccxt for CI)

Implementation notes / behavior:

• Uses ccxt for exchange connectivity; default exchange is 'binance' via settings.
• Uses ta and pandas for indicators; rounds numeric values and converts NaN to null in responses.
• Endpoint validates query params: symbol, timeframe, limit, exchange.
• Error handling: ccxt.NetworkError -> 503, ccxt.ExchangeError -> 400, others -> 500.
• Dockerfile installs package in editable mode with dev dependencies; docker-compose service 'api'.
• GitHub Actions workflow runs ruff, mypy, pytest on Python 3.11.

Please create a pull request with these files added on top of branch 'main'. Do not add an assignee. Use the title: "Add professional FastAPI crypto data service with OHLCV + indicators" and include this problem statement in the PR description.

This pull request was created from Copilot chat.

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