Add WebSocket streaming and deterministic CI tests for crypto data API

[Copilot]

Completes the FastAPI service for cryptocurrency OHLCV data with technical indicators (EMA/RSI/ATR). Adds WebSocket streaming endpoint and deterministic mocked tests for CI reliability.

WebSocket Endpoint

New endpoint /api/v1/live_data/ws streams market data at configurable intervals:

# Client example
async with websockets.connect(
    "ws://localhost:8000/api/v1/live_data/ws?symbol=BTC/USDT&interval=5"
) as ws:
    while True:
        data = json.loads(await ws.recv())
        print(f"Last price: {data['last_price']}")

Accepts same query parameters as REST endpoint plus interval (seconds). Handles network/exchange errors gracefully by sending error objects instead of closing connection.

Mocked Tests

Added test_live_data_mocked.py with synthetic OHLCV data generator. Patches ExchangeClient to eliminate network dependencies and rate limiting issues in CI:

@pytest.fixture
def mock_exchange_client() -> Generator[MagicMock, None, None]:
    with patch("app.services.market_data.ExchangeClient") as mock:
        mock_instance = MagicMock()
        mock_instance.fetch_ohlcv.return_value = generate_synthetic_ohlcv(250)
        mock_instance.get_exchange_name.return_value = "binance"
        mock.return_value = mock_instance
        yield mock_instance

7 deterministic test cases cover: default/custom parameters, indicator calculation, edge cases (insufficient data, minimal limits), parameter validation, numeric precision.

Technical Details

• Type safety: Added pandas-stubs, improved fixture type annotations (Generator[MagicMock, None, None])
• Error handling: WebSocket sends JSON error objects on exceptions, doesn't close connection
• Documentation: Added WebSocket usage examples for JavaScript and Python clients
• Test coverage: 10 tests total (3 smoke tests + 7 mocked tests), all passing

All quality checks pass: ruff, mypy (strict mode), pytest, CodeQL (0 vulnerabilities).

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: /usr/bin/python python -m pytest tests/ -v (dns block)
  • Triggering command: /home/REDACTED/.local/bin/pytest pytest (dns block)
  • Triggering command: /home/REDACTED/.local/bin/uvicorn uvicorn app.main:app --host 0.0.0.0 --port 8000 (dns block)
• https://api.github.com/graphql
  • Triggering command: /usr/bin/gh gh pr list --head copilot/add-fastapi-live-data-another-one .pid; cd /home/REDACTED/work/crypto-trade-analysis/crypto-trade-analysis && uvicor_ (http 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

Create a new branch add/fastapi-live-data and open a pull request against main that adds a complete, production-ready FastAPI service to fetch OHLCV candles and compute technical indicators (EMA/RSI/ATR) with Docker, CI, typing, and tests.

Please add the following files and behavior to the repository Nfectious/crypto-trade-analysis:

1. Top-level project files

• pyproject.toml with dependencies: fastapi, uvicorn[standard], pydantic>=2.6, pydantic-settings, ccxt, pandas, ta; dev-dependencies: pytest, httpx, ruff, mypy, types-requests. Configure ruff and mypy and pytest testpaths.
• README.md with quickstart (local and Docker), API examples, notes about indicator null handling.
• .env.example showing default settings (APP_NAME, DEFAULT_EXCHANGE=binance, API_PREFIX, etc.).
• .gitignore (ignore .venv, pycache, .pytest_cache, .mypy_cache, .ruff_cache, dist, build, .env).
• Dockerfile (python:3.11-slim, install deps, set PYTHONDONTWRITEBYTECODE=1 and PYTHONUNBUFFERED=1, install editable package with dev dependencies, expose 8000, CMD uvicorn app.main:app --host 0.0.0.0 --port 8000).
• docker-compose.yml (service "api" mapping 8000:8000, environment from .env).
• .github/workflows/ci.yml (on: push,pull_request; runs on python 3.11; steps: checkout, setup-python, install deps, run ruff, mypy, pytest).

2. Application package (src/app)

• src/app/init.py
• src/app/main.py: create FastAPI app, include router at settings.api_prefix, add health endpoint GET / returning status and message, configure logging, startup/shutdown hooks if needed.

3. Core

• src/app/core/config.py: pydantic-settings Settings class with defaults: app_name, api_prefix, default_exchange ("binance"), default_market_type ("spot"), enable_rate_limit (True), etc. Load from .env.
• src/app/core/logging.py: basic logging config (timestamp, level, logger name, message).

4. API

• src/app/api/init.py
• src/app/api/v1/init.py
• src/app/api/v1/routes_live_data.py: implement GET {settings.api_prefix}/live_data with query params: symbol (str, default "BTC/USDT", min_length=3, max_length=30), timeframe (str default "1h" min 1 max 10), limit (int default 250 range 20-2000), exchange (str default settings.default_exchange min 2 max 40). Use response_model LiveDataResponse. Map ccxt errors to HTTPExceptions: ccxt.NetworkError->503, ccxt.ExchangeError->400, other exceptions->500. Return recent_candles (last 20), latest_indicators, meta including exchange.options.get('defaultType'). Ensure NaN/inf converted to None.
• src/app/api/v1/ws_live_data.py: WebSocket endpoint /api/v1/live_data/ws that accepts query params symbol, timeframe, limit, exchange, interval (seconds default 5) and streams recent candle payloads every interval in JSON until client disconnects. Use same fetch logic as route.

5. Integrations

• src/app/integrations/init.py
• src/app/integrations/exchanges.py: implement ExchangeClient wrapper and a build_exchange function that instantiates the ccxt exchange by name with enableRateLimit and options.defaultType from settings. Provide a simple interface for fetch_ohlcv to make tests easier to mock.

6. Schemas

• src/app/schemas/init.py
• src/app/schemas/live_data.py: Pydantic models:
  • Candle: timestamp (datetime), open, high, low, close, volume (floats), ema_20, ema_50, ema_200, rsi_14, atr_14 (Optional[float])
  • LatestIndicators: ema_20, ema_50, ema_200, rsi_14, atr_14 (Optional[float])
  • LiveDataResponse: symbol, timeframe, exchange, last_price (float), last_timestamp (datetime), candles_count (int), recent_candles: List[Candle] (last 20), latest_indicators: LatestIndicators, meta: dict

7. Services

• src/app/services/init.py
• src/app/services/indicators.py: functions to compute EMA(20,50,200), RSI(14), ATR(14) using ta and pandas. Add helper to replace NaN/inf with None and round floats to 6 decimals.
• src/app/services/market_data.py: function get_live_data(exchange_name, symbol, timeframe, limit) that uses ExchangeClient.fetch_ohlcv to fetch data, builds pandas DataFrame, converts timestamps to UTC datetimes, computes indicators via indicators.add_indicators, and builds LiveDataResponse dict (or pydantic model). Ensure recent_candles only includes last 20 candles.

8. Tests

• tests/init.py
• tests/test_health.py: test GET / returns 200 and message contains "running".
• tests/test_live_data.py: a simple network smoke test (can run locally) that checks GET /api/v1/live_data returns the expected schema when the exchange call succeeds.
• tests/test_live_data_mocked.py: deterministic mocked tests replacing ExchangeClient or ccxt.exchange.fetch_ohlcv with synthetic OHLCV data using pytest monkeypatch so CI does not depend on network nor rate limits.

Behavioral requirements and notes

• Default exchange is "binance" unless overridden in .env or via query param.
• Use ta library for indicators and pandas for DataFrame operations.
• Convert NaN and infinite values to None to ensure JSON encodes null, and rou...

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