Claude/btc futures price feed 932 d6#1920
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Python application that connects to Binance and Bybit BTCUSDT perpetual futures WebSocket APIs to stream BBO (best bid/ask), mark price, index price, and funding rate data in real-time, saving to Parquet files with hourly rotation and buffered writes. https://claude.ai/code/session_01SgQFN7Mnn9K9B3DAQ4u4eu
1. Add aggTrade stream to Binance to populate last_price (was always NULL) 2. Add record_type and source_stream columns to distinguish event types 3. Split exchange_ts into exchange_event_ts / exchange_tx_ts for precision 4. Write to .parquet.part files and rename on close to prevent partial reads 5. Add monitoring metrics: drop count, flush success/fail, records written https://claude.ai/code/session_01SgQFN7Mnn9K9B3DAQ4u4eu
…earned - CLAUDE.md: development guidelines for future sessions (auto-read by Claude Code) - DESIGN.md: detailed design rationale, architecture, and improvement candidates https://claude.ai/code/session_01SgQFN7Mnn9K9B3DAQ4u4eu
…tdown - Binance: separate bookTicker (/public) and markPrice+aggTrade (/market) per 2026 endpoint migration guidance - BookTickerFeed parses unwrapped single-stream JSON - MarketFeed parses combined stream wrapper - Writer: discard buffer after 5 consecutive flush failures (memory guard) - main.py: platform-aware signal handling with KeyboardInterrupt fallback - Bybit: ping_interval configurable via config.yaml - Add .gitignore, config.example.yaml for project scaffolding - Update CLAUDE.md and DESIGN.md with all design decisions https://claude.ai/code/session_01SgQFN7Mnn9K9B3DAQ4u4eu
Major changes: - BinanceFeed: single class managing 2 internal TaskGroup tasks (/public bookTicker + /market markPrice+aggTrade), both combined stream - BaseFeed: add stop_event for cooperative shutdown, get_stats() for monitoring - Writer: stop_event-based run loop, queue drain on shutdown, configurable compression and temp_suffix - main.py: ordered shutdown (feeds→writer drain→stats), periodic stats logging, platform-aware signal handling with KeyboardInterrupt fallback - schema.py: add sequence column (Binance u / Bybit cs) - source_stream format changed to "exchange:stream" (e.g. "binance:bookTicker") - config.yaml: add writer section, queue_maxsize, reconnect, subscribe_args, stats_interval_seconds - BybitFeed: subscribe_args and ping_interval from config https://claude.ai/code/session_01SgQFN7Mnn9K9B3DAQ4u4eu
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