skayn-trading-sdk/examples/smart-data-provider.js

Professional Bitcoin trading strategy backtesting framework with institutional-grade architecture

const IDataProvider = require('../src/interfaces/IDataProvider');
const BinanceDataProvider = require('../src/backtesting/providers/binance-data-provider');
const logger = require('../src/utils/logger');

/**
 * Real Data Provider for Examples
 * 
 * PRODUCTION-READY: Uses only real market data from Binance
 * - No synthetic fallbacks
 * - Clear error messages for geoblocking
 * - Validates data quality
 * 
 * US users: Enable VPN to access Binance API
 */
class RealDataProvider extends IDataProvider {
  constructor() {
    super();
    this.binanceProvider = new BinanceDataProvider();
  }

  /**
   * Get historical data - REAL DATA ONLY
   */
  async getData(startDate, endDate, interval = '1d', symbol = 'BTCUSDT') {
    logger.info('📊 Fetching real market data from Binance...');
    
    try {
      const data = await this.binanceProvider.getData(startDate, endDate, interval, symbol);
      
      if (!data || data.length === 0) {
        throw new Error('No data returned from Binance API');
      }
      
      // Validate data quality
      this.validateData(data);
      
      logger.info('✅ Real market data loaded successfully', {
        bars: data.length,
        period: `${startDate} to ${endDate}`,
        firstPrice: `$${data[0].close}`,
        lastPrice: `$${data[data.length - 1].close}`,
        totalReturn: `${(((data[data.length - 1].close / data[0].close) - 1) * 100).toFixed(2)}%`
      });
      
      return data;
      
    } catch (error) {
      logger.error('❌ Failed to fetch real market data', {
        error: error.message,
        symbol,
        interval,
        startDate,
        endDate,
        solution: 'For US users: Enable VPN to access Binance API'
      });
      
      throw new Error(`Real data fetch failed: ${error.message}. US users need VPN.`);
    }
  }

  /**
   * Validate data quality
   */
  validateData(data) {
    if (!Array.isArray(data) || data.length === 0) {
      throw new Error('Invalid data: empty or not array');
    }

    for (let i = 0; i < Math.min(10, data.length); i++) {
      const bar = data[i];
      if (!bar.open || !bar.high || !bar.low || !bar.close || !bar.volume) {
        throw new Error(`Invalid OHLCV data at index ${i}`);
      }
      
      if (bar.high < bar.low || bar.open < 0 || bar.close < 0) {
        throw new Error(`Malformed price data at index ${i}`);
      }
    }

    // Check for reasonable price ranges (Bitcoin should be > $1000)
    const firstPrice = data[0].close;
    if (firstPrice < 1000 || firstPrice > 1000000) {
      throw new Error(`Unrealistic Bitcoin price: $${firstPrice}`);
    }
  }

  /**
   * Get usage info
   */
  getUsageInfo() {
    return {
      provider: 'RealDataProvider',
      mode: 'real',
      description: 'Using real market data from Binance'
    };
  }
}

module.exports = RealDataProvider;