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