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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@@ -530,6 +530,7 @@ export(Zlema)
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export(batch)
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export(binance_close)
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export(binance_next)
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export(fetch_binance_klines)
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export(is_ready)
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export(name)
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export(push)
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@@ -4180,3 +4180,24 @@ binance_close <- function(feed) {
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invisible(NULL)
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}
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#' Fetch historical Binance klines over REST
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#'
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#' Downloads up to `limit` (`1:1000`) historical klines for `symbol` at the given
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#' `interval` code (an integer `0:15`, the same order as the other bindings).
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#' `start_ms`/`end_ms` are optional inclusive Unix-millisecond bounds (a negative
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#' value means unset); `base_url` overrides the host (`NULL` = production). Returns
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#' an `n x 6` numeric matrix with columns `open`, `high`, `low`, `close`,
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#' `volume`, `timestamp`. Blocks until the response arrives. Not available in the
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#' wasm (r-universe/webR) build, which has no raw sockets.
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#'
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#' @keywords internal
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#' @export
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fetch_binance_klines <- function(symbol, interval, limit, start_ms = -1,
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end_ms = -1, base_url = NULL) {
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m <- .Call("wk_binance_fetch_klines", symbol, as.integer(interval),
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as.integer(limit), as.numeric(start_ms), as.numeric(end_ms),
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base_url, PACKAGE = "wickra")
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colnames(m) <- c("open", "high", "low", "close", "volume", "timestamp")
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m
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}
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@@ -22707,6 +22707,31 @@ SEXP wk_binance_close(SEXP e) {
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wickra_binance_close(h);
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return R_NilValue;
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}
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SEXP wk_binance_fetch_klines(SEXP symbol, SEXP interval, SEXP limit,
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SEXP start_ms, SEXP end_ms, SEXP base_url) {
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const char *url = (base_url == R_NilValue || Rf_xlength(base_url) == 0)
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? NULL : CHAR(STRING_ELT(base_url, 0));
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uint32_t lim = (uint32_t)Rf_asInteger(limit);
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if (lim == 0) Rf_error("limit must be in 1..=1000");
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struct WickraCandle *buf =
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(struct WickraCandle *)R_alloc(lim, sizeof(struct WickraCandle));
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intptr_t n = wickra_binance_fetch_klines(
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CHAR(STRING_ELT(symbol, 0)), (uint8_t)Rf_asInteger(interval), lim,
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(int64_t)Rf_asReal(start_ms), (int64_t)Rf_asReal(end_ms), url, buf,
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(uintptr_t)lim);
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if (n < 0) Rf_error("invalid fetch_binance_klines parameters or transport error");
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SEXP r = PROTECT(Rf_allocMatrix(REALSXP, (int)n, 6));
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for (intptr_t i = 0; i < n; i++) {
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REAL(r)[i + n * 0] = buf[i].open;
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REAL(r)[i + n * 1] = buf[i].high;
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REAL(r)[i + n * 2] = buf[i].low;
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REAL(r)[i + n * 3] = buf[i].close;
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REAL(r)[i + n * 4] = buf[i].volume;
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REAL(r)[i + n * 5] = (double)buf[i].timestamp;
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}
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UNPROTECT(1);
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return r;
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}
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#endif
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static const R_CallMethodDef CallEntries[] = {
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@@ -26141,6 +26166,7 @@ static const R_CallMethodDef CallEntries[] = {
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{"wk_binance_connect", (DL_FUNC)&wk_binance_connect, 3},
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{"wk_binance_next", (DL_FUNC)&wk_binance_next, 2},
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{"wk_binance_close", (DL_FUNC)&wk_binance_close, 1},
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{"wk_binance_fetch_klines", (DL_FUNC)&wk_binance_fetch_klines, 6},
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#endif
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{NULL, NULL, 0}
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};
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@@ -6,3 +6,13 @@ test_that("binance feed rejects bad parameters", {
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expect_error(BinanceFeed("", 1L), "BinanceFeed")
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expect_error(BinanceFeed("BTCUSDT", 1L, "ws://127.0.0.1:1"), "BinanceFeed")
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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_that("fetch_binance_klines rejects bad parameters", {
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expect_error(fetch_binance_klines("BTCUSDT", 6L, 0L), "limit")
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expect_error(
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fetch_binance_klines("BTCUSDT", 6L, 1L, base_url = "http://127.0.0.1:1"),
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"fetch_binance_klines"
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)
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})
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