# Changelog
All notable changes to this project will be documented in this file.
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
## [0.1.0] - 2024-01-XX
### Added
#### Core Features
- **REST API Endpoints**
- `GET /v1/health` - Health check with uptime and version
- `GET /v1/markets/ticker` - Current price data with bid/ask
- `GET /v1/markets/ohlcv` - Historical candle data with configurable intervals
- `GET /v1/markets/orderbook` - Orderbook snapshots with multiple levels
- `GET /v1/markets/trades` - Recent trade data with side information
#### Real-Time Streaming
- **Server-Sent Events (SSE)**
- `GET /v1/stream/ticker` - Streaming ticker updates via SSE
- Configurable price change threshold (default: 0.1%)
- Heartbeat events for connection health
- **WebSocket Support**
- `WS /ws/ticker` - WebSocket ticker stream
- Multiple concurrent connections
- Automatic reconnection support
#### Services
- **CCXT Client** (`app/services/ccxt_client.py`)
- Unified exchange API wrapper
- Support for Binance, Coinbase Pro, Kraken (100+ exchanges available)
- Per-exchange rate limit tracking
- Automatic rate limit detection and handling
- **Data Normalizer** (`app/services/normalizer.py`)
- Exchange-agnostic data normalization
- Canonical Pydantic models for all data types
- Fallback logic for missing fields
- Price change percentage calculation
- **Caching Service** (`app/services/cache.py`)
- Redis integration with automatic fallback to in-memory cache
- TTL-based expiration
- Configurable TTL per endpoint type
- Graceful degradation when Redis unavailable
- **CoinMarketCap Client** (`app/services/cmc_client.py`)
- Fallback data source for ticker information
- Optional integration (graceful degradation when API key missing)
#### Error Handling & Resilience
- **Custom Exceptions** (`app/utils/errors.py`)
- `MCPException` - Base exception with HTTP status codes
- `ExchangeError` - Exchange API failures (502)
- `RateLimitError` - Rate limit exceeded (429)
- `ValidationError` - Input validation failures (400)
- `NotFoundError` - Resource not found (404)
- `CacheError` - Cache operation failures (500)
- **Retry & Backoff** (`app/utils/backoff.py`)
- Exponential backoff with jitter
- Configurable retry attempts and backoff parameters
- Automatic rate limit handling with Retry-After support
- Async-friendly sleep operations
#### Configuration & Logging
- **Settings Management** (`app/config.py`)
- Pydantic-based configuration
- Environment variable support
- Sensible defaults for all settings
- Type-safe configuration access
- **Structured Logging** (`app/utils/logging_config.py`)
- JSON logging in production
- Human-readable logging in development
- Configurable log levels
- Request ID tracking support
#### Testing
- **Unit Tests** (`tests/unit/`)
- `test_normalizer.py` - Data normalization tests (8 tests)
- `test_cache.py` - Cache operations tests (6 tests)
- `test_ccxt_client.py` - CCXT client tests (8 tests)
- Test fixtures for mock data
- **Integration Tests** (`tests/api/`)
- `test_endpoints_market.py` - Market endpoint tests (10 tests)
- `test_streaming.py` - Streaming endpoint tests (4 tests)
- AsyncClient testing with mocked external calls
- **Test Infrastructure** (`tests/conftest.py`)
- Pytest fixtures for async testing
- Mock data generators
- Test database setup
- Event loop management
#### Docker & Deployment
- **Dockerfile** (`docker/Dockerfile`)
- Multi-stage build for optimized image size
- Python 3.11-slim base image
- Health check configuration
- Non-root user execution (security best practice)
- **Docker Compose** (`docker/docker-compose.yml`)
- Redis service with persistent volume
- Application service with environment configuration
- Network isolation
- Health checks for both services
- Volume mounts for development
#### CI/CD
- **GitHub Actions Workflow** (`.github/workflows/ci.yml`)
- Python 3.11 testing matrix
- Linting with ruff (check + format)
- Optional mypy type checking
- Pytest with coverage reporting
- Codecov integration
- Docker image build (no push)
#### Documentation
- **README.md** - Comprehensive project documentation
- Features overview
- Architecture diagram and design decisions
- Tech stack table
- Quick start guide
- Complete API documentation with examples
- Configuration reference
- Development guide
- Testing instructions
- Docker deployment guide
- Rate limiting best practices
- Extension guide
- Limitations and future enhancements
- **CHANGELOG.md** - This file
#### Project Files
- **pyproject.toml** - Project metadata and dependencies
- Core dependencies (FastAPI, CCXT, Redis, etc.)
- Development dependencies (pytest, ruff, etc.)
- Tool configurations (pytest, coverage, ruff, black)
- Python 3.11+ requirement
- **.env.example** - Environment variable template
- All configurable settings documented
- Sensible defaults provided
- **.gitignore** - Git ignore patterns
- Python cache and artifacts
- Virtual environments
- IDE configurations
- OS-specific files
- **LICENSE** - MIT License
### Technical Highlights
- **Async-First**: Full async/await stack for high concurrency
- **Type Safety**: 100% type annotations with Pydantic validation
- **Error Handling**: Comprehensive error mapping and recovery
- **Performance**: Multi-tier caching with Redis integration
- **Scalability**: Stateless design for horizontal scaling
- **Testing**: 32+ tests with ≥90% coverage target
- **Production Ready**: Logging, monitoring hooks, health checks
### Dependencies
**Core**:
- fastapi>=0.104.0
- uvicorn[standard]>=0.24.0
- pydantic>=2.0.0
- pydantic-settings>=2.0.0
- ccxt>=4.0.0
- httpx>=0.25.0
- redis>=5.0.0
- aioredis>=2.0.0
- python-dotenv>=1.0.0
- python-json-logger>=2.0.0
**Development**:
- pytest>=7.4.0
- pytest-asyncio>=0.21.0
- pytest-cov>=4.1.0
- pytest-mock>=3.11.0
- respx>=0.20.0
- httpx-mock>=0.30.0
- ruff>=0.1.0
- black>=23.0.0
### Known Issues
- CoinMarketCap historical OHLCV requires premium API key (returns mock data)
- WebSocket connections are per-client (consider message broker for scalability)
- Real-time latency depends on exchange API and network conditions
### Future Roadmap
- [ ] Persistent storage for historical candles (SQLite/Timescale)
- [ ] Background job for OHLCV backfilling
- [ ] API key-based rate limiting per consumer
- [ ] Advanced authentication (OAuth2, API keys)
- [ ] Metrics and monitoring (Prometheus)
- [ ] GraphQL API
- [ ] WebSocket multiplexing for better scalability
---
## [Unreleased]
### Planned
- Performance optimizations for high-frequency updates
- Additional exchange support (Kraken Futures, Deribit)
- Advanced filtering and aggregation endpoints
- Historical data export functionality
- Analytics and statistics endpoints