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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@@ -28290,6 +28290,7 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
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m.add_class::<PyResampler>()?;
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m.add_class::<PyCandleReader>()?;
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m.add_class::<PyBinanceFeed>()?;
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m.add_function(wrap_pyfunction!(fetch_binance_klines, m)?)?;
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// Candlestick patterns.
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m.add_class::<PyDoji>()?;
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m.add_class::<PyHammer>()?;
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@@ -28679,6 +28680,49 @@ impl PyBinanceFeed {
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}
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}
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/// Fetch historical klines from Binance's REST endpoint. `symbol` is the trading
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/// pair (case-insensitive, e.g. `"BTCUSDT"`), `interval` the code `0..=15` (the
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/// `Interval` declaration order), and `limit` the number of candles to request
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/// (`1..=1000`). `start_ms`/`end_ms` are optional inclusive Unix-millisecond
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/// bounds; `base_url` overrides the host (omit for production). Returns a list of
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/// `(open, high, low, close, volume, timestamp)` tuples. This blocks until the
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/// HTTP response arrives, releasing the GIL while it waits.
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#[pyfunction]
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#[pyo3(signature = (symbol, interval, limit, start_ms = None, end_ms = None, base_url = None))]
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fn fetch_binance_klines(
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py: Python<'_>,
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symbol: &str,
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interval: u8,
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limit: u32,
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start_ms: Option<i64>,
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end_ms: Option<i64>,
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base_url: Option<&str>,
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) -> PyResult<Vec<CandleTuple>> {
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let iv = binance_interval(interval)
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.ok_or_else(|| PyValueError::new_err("unknown interval code (expected 0..=15)"))?;
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let limit =
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u16::try_from(limit).map_err(|_| PyValueError::new_err("limit must be in 1..=1000"))?;
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let symbol = symbol.to_owned();
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let base_url = base_url.map(str::to_owned);
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let candles = py
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.detach(move || match base_url {
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Some(url) => {
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let config = wickra_data::live::binance_rest::BinanceRestConfig { base_url: url };
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wickra_data::live::binance_rest::fetch_klines_with_config(
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&symbol, iv, limit, start_ms, end_ms, &config,
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)
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}
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None => {
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wickra_data::live::binance_rest::fetch_klines(&symbol, iv, limit, start_ms, end_ms)
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}
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})
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.map_err(map_data_err)?;
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Ok(candles
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.into_iter()
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.map(|c| (c.open, c.high, c.low, c.close, c.volume, c.timestamp))
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.collect())
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}
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/// Roll trade ticks up into fixed-timeframe OHLCV candles.
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#[pyclass(
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name = "TickAggregator",
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