feat(data): native Binance REST kline fetcher in 9 languages (#315)

Adds `BinanceRest::fetch_klines` to `wickra-data`: a blocking historical kline
downloader (`GET /api/v3/klines`) and the historical counterpart to the F4 live
`BinanceFeed`. It is the last native data-layer primitive needed to drop
third-party HTTP/JSON download helpers (`jackson`, `jsonlite`, `urllib`, …) from
the examples.

## What

- **Core** (`wickra-data`): `fetch_klines(symbol, interval, limit, start?, end?)`
  built on `ureq` with native-tls — sharing the exact same TLS backend
  (native-tls 0.2 / SChannel) as the existing tokio-tungstenite live feed, so the
  two pull one TLS stack, not two. Parses Binance's 12-element array rows via the
  existing serde infrastructure into validated `Candle`s. Blocking by design (a
  one-shot request needs no async runtime; the FFI boundary is synchronous
  anyway). Nine mock-HTTP-server tests cover parse / empty / limit / transport /
  JSON / invariant-violation paths.
- **C ABI**: `wickra_binance_fetch_klines(...)` (blocking drain into a caller
  buffer, `-1` on error) + regenerated cbindgen header and its vendored Go copy.
- **Bindings**: native Node `fetchBinanceKlines` / Python `fetch_binance_klines`;
  generated Go `FetchBinanceKlines` / C# `BinanceFeed.FetchKlines` / Java
  `BinanceFeed.fetchKlines` / R `fetch_binance_klines`. C / C++ call the C ABI
  directly. **WASM is excluded** (browsers use the host `fetch`).

The four C-ABI bindings are regenerated from the ScriptHelpers generators (not
hand-edited); the regen diff is exactly the new wrapper in each.

## Verification

All ten toolchains green locally: Rust (`cargo test`/`clippy`/`fmt`), Node, Python,
Go, C#, Java, R (`R CMD INSTALL` + smoke), WASM (`cargo check`, confirmed `ureq`
is not pulled). Each binding has an error-path smoke test; the parse/HTTP success
path is covered by the Rust mock-server tests.

No release in this PR — ships with the data-layer + numpy bundle later.
This commit is contained in:
kingchenc
2026-06-17 01:48:24 +02:00
committed by GitHub
parent b92ad32037
commit 2ae76bb90e
29 changed files with 863 additions and 209 deletions
+15
View File
@@ -18,3 +18,18 @@ func TestBinanceFeedRejectsBadParams(t *testing.T) {
t.Fatal("expected an error connecting to an unreachable endpoint")
}
}
// The REST fetcher's parse/HTTP success path is covered by the Rust
// mock-HTTP-server tests in wickra-data; here we only assert the binding's
// error paths, which need no reachable network.
func TestFetchBinanceKlinesRejectsBadParams(t *testing.T) {
if _, err := FetchBinanceKlines("BTCUSDT", BinanceInterval(99), 1, -1, -1, ""); err == nil {
t.Fatal("expected an error for an unknown interval code")
}
if _, err := FetchBinanceKlines("BTCUSDT", OneHour, 0, -1, -1, ""); err == nil {
t.Fatal("expected an error for a zero limit")
}
if _, err := FetchBinanceKlines("BTCUSDT", OneHour, 1, -1, -1, "http://127.0.0.1:1"); err == nil {
t.Fatal("expected an error connecting to an unreachable endpoint")
}
}
+9
View File
@@ -13773,6 +13773,15 @@ void wickra_binance_close(struct BinanceStream *handle);
void wickra_binance_free(struct BinanceStream *handle);
intptr_t wickra_binance_fetch_klines(const char *symbol,
uint8_t interval,
uint32_t limit,
int64_t start_ms,
int64_t end_ms,
const char *base_url,
struct WickraCandle *out,
uintptr_t cap);
#ifdef __cplusplus
} // extern "C"
#endif // __cplusplus
+29
View File
@@ -43431,3 +43431,32 @@ func (f *BinanceFeed) Close() {
runtime.SetFinalizer(f, nil)
}
}
// FetchBinanceKlines fetches historical klines from Binance's REST endpoint.
// symbol is the trading pair (case-insensitive), interval the kline interval,
// and limit the number of candles to request (1..=1000). startMs/endMs are
// inclusive Unix-millisecond bounds (negative = unset); baseURL overrides the
// host ("" = production https://api.binance.com). It blocks until the response
// arrives and returns ErrInvalidParams on a bad argument or transport error.
func FetchBinanceKlines(symbol string, interval BinanceInterval, limit uint32, startMs, endMs int64, baseURL string) ([]Candle, error) {
if limit == 0 {
return nil, ErrInvalidParams
}
csym := C.CString(symbol)
defer C.free(unsafe.Pointer(csym))
var curl *C.char
if baseURL != "" {
curl = C.CString(baseURL)
defer C.free(unsafe.Pointer(curl))
}
buf := make([]C.struct_WickraCandle, limit)
n := int(C.wickra_binance_fetch_klines(csym, C.uint8_t(interval), C.uint32_t(limit), C.int64_t(startMs), C.int64_t(endMs), curl, &buf[0], C.uintptr_t(limit)))
if n < 0 {
return nil, ErrInvalidParams
}
out := make([]Candle, n)
for i := 0; i < n; i++ {
out[i] = Candle{float64(buf[i].open), float64(buf[i].high), float64(buf[i].low), float64(buf[i].close), float64(buf[i].volume), int64(buf[i].timestamp)}
}
return out, nil
}