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
+38
View File
@@ -22016,6 +22016,44 @@ impl BinanceFeedNode {
}
}
/// Fetch historical klines from Binance's REST endpoint. `symbol` is the trading
/// pair (case-insensitive, e.g. `"BTCUSDT"`), `interval` the code `0..=15` (the
/// `Interval` declaration order), and `limit` the number of candles to request
/// (`1..=1000`). `startMs`/`endMs` are optional inclusive Unix-millisecond
/// bounds; `baseUrl` overrides the host (omit for production). This is a blocking
/// call — run it on a Worker thread to keep the event loop responsive.
#[napi(js_name = "fetchBinanceKlines")]
pub fn fetch_binance_klines(
symbol: String,
interval: u8,
limit: u32,
start_ms: Option<f64>,
end_ms: Option<f64>,
base_url: Option<String>,
) -> napi::Result<Vec<CandleValue>> {
let iv = binance_interval(interval).ok_or_else(|| {
NapiError::new(
Status::InvalidArg,
"unknown interval code (expected 0..=15)",
)
})?;
let limit = u16::try_from(limit)
.map_err(|_| NapiError::new(Status::InvalidArg, "limit must be in 1..=1000"))?;
let start = start_ms.map(|v| v as i64);
let end = end_ms.map(|v| v as i64);
let candles = match base_url {
Some(url) => {
let config = wickra_data::live::binance_rest::BinanceRestConfig { base_url: url };
wickra_data::live::binance_rest::fetch_klines_with_config(
&symbol, iv, limit, start, end, &config,
)
}
None => wickra_data::live::binance_rest::fetch_klines(&symbol, iv, limit, start, end),
}
.map_err(map_data_err)?;
Ok(candles.into_iter().map(candle_to_value).collect())
}
/// Roll trade ticks up into fixed-timeframe OHLCV candles.
#[napi(js_name = "TickAggregator")]
pub struct TickAggregatorNode {