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
@@ -81,6 +81,51 @@ public final class BinanceFeed implements AutoCloseable {
}
}
/** Fetch historical klines from Binance's REST endpoint. symbol is the
* trading pair (case-insensitive), limit the number of candles (1..=1000).
* startMs/endMs are inclusive Unix-millisecond bounds (negative = unset);
* baseUrl overrides the host (null = production). Blocks until done. */
public static Candle[] fetchKlines(String symbol, BinanceInterval interval, int limit,
long startMs, long endMs, String baseUrl) {
if (symbol == null) {
throw new NullPointerException("symbol");
}
if (limit <= 0) {
throw new IllegalArgumentException("limit must be in 1..=1000");
}
try (Arena a = Arena.ofConfined()) {
byte[] sb = symbol.getBytes(StandardCharsets.UTF_8);
MemorySegment sym = a.allocate(sb.length + 1L);
MemorySegment.copy(sb, 0, sym, JAVA_BYTE, 0L, sb.length);
MemorySegment url = MemorySegment.NULL;
if (baseUrl != null) {
byte[] ub = baseUrl.getBytes(StandardCharsets.UTF_8);
url = a.allocate(ub.length + 1L);
MemorySegment.copy(ub, 0, url, JAVA_BYTE, 0L, ub.length);
}
MemorySegment out = a.allocate(48L * limit);
long n = (long) NativeMethods.WICKRA_BINANCE_FETCH_KLINES.invokeExact(
sym, (byte) interval.ordinal(), limit, startMs, endMs, url, out, (long) limit);
if (n < 0) {
throw new IllegalArgumentException("invalid fetchKlines parameters or transport error");
}
Candle[] result = new Candle[(int) n];
for (int i = 0; i < n; i++) {
long b = (long) i * 48L;
result[i] = new Candle(
out.get(JAVA_DOUBLE, b + 0L),
out.get(JAVA_DOUBLE, b + 8L),
out.get(JAVA_DOUBLE, b + 16L),
out.get(JAVA_DOUBLE, b + 24L),
out.get(JAVA_DOUBLE, b + 32L),
(double) out.get(JAVA_LONG, b + 40L));
}
return result;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
try {
NativeMethods.WICKRA_BINANCE_CLOSE.invokeExact(handle);
@@ -3963,6 +3963,7 @@ public final class NativeMethods {
public static MethodHandle WICKRA_BINANCE_NEXT;
public static MethodHandle WICKRA_BINANCE_CLOSE;
public static MethodHandle WICKRA_BINANCE_FREE;
public static MethodHandle WICKRA_BINANCE_FETCH_KLINES;
static {
init0();
@@ -8047,6 +8048,7 @@ public final class NativeMethods {
WICKRA_BINANCE_NEXT = h("wickra_binance_next", FunctionDescriptor.of(JAVA_INT, ADDRESS, ADDRESS, JAVA_LONG));
WICKRA_BINANCE_CLOSE = h("wickra_binance_close", FunctionDescriptor.ofVoid(ADDRESS));
WICKRA_BINANCE_FREE = h("wickra_binance_free", FunctionDescriptor.ofVoid(ADDRESS));
WICKRA_BINANCE_FETCH_KLINES = h("wickra_binance_fetch_klines", FunctionDescriptor.of(JAVA_LONG, ADDRESS, JAVA_BYTE, JAVA_INT, JAVA_LONG, JAVA_LONG, ADDRESS, ADDRESS, JAVA_LONG));
}
}
@@ -21,4 +21,18 @@ class BinanceFeedTest {
assertThrows(IllegalArgumentException.class,
() -> new BinanceFeed("BTCUSDT", BinanceInterval.ONE_MINUTE, "ws://127.0.0.1:1"));
}
// The REST fetcher's parse/HTTP success path is covered by the Rust
// mock-HTTP-server tests; here we only assert the binding's error paths.
@Test
void fetchKlinesRejectsZeroLimit() {
assertThrows(IllegalArgumentException.class,
() -> BinanceFeed.fetchKlines("BTCUSDT", BinanceInterval.ONE_HOUR, 0, -1L, -1L, null));
}
@Test
void fetchKlinesSurfacesUnreachableEndpoint() {
assertThrows(IllegalArgumentException.class,
() -> BinanceFeed.fetchKlines("BTCUSDT", BinanceInterval.ONE_HOUR, 1, -1L, -1L, "http://127.0.0.1:1"));
}
}