Description: Integrate real-time market data from multiple exchanges (Binance, Coinbase, Kraken, Deribit) with price aggregation and arbitrage detection.
Difficulty: Hard
Acceptance Criteria:
- Real-time price feeds from 4+ exchanges
- Volume and liquidity aggregation
- Arbitrage opportunity detection
- Price deviation monitoring (outlier detection)
- Exchange connection health monitoring
- Fallback routing on exchange outage
- Price feed latency optimization (<100ms)
- Stale data detection and alerting
- Exchange API rate limit management
Estimated Effort: 1,300 lines of code
- 3 services (market data ingestion, aggregation, monitoring)
- 2 entities (price feeds, exchange health)
- Exchange API integrations (4+)
- Data validation and reconciliation
- 25+ tests
- Performance monitoring
Description: Integrate real-time market data from multiple exchanges (Binance, Coinbase, Kraken, Deribit) with price aggregation and arbitrage detection.
Difficulty: Hard
Acceptance Criteria:
Estimated Effort: 1,300 lines of code