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:
@@ -4180,3 +4180,24 @@ binance_close <- function(feed) {
|
||||
invisible(NULL)
|
||||
}
|
||||
|
||||
#' Fetch historical Binance klines over REST
|
||||
#'
|
||||
#' Downloads up to `limit` (`1:1000`) historical klines for `symbol` at the given
|
||||
#' `interval` code (an integer `0:15`, the same order as the other bindings).
|
||||
#' `start_ms`/`end_ms` are optional inclusive Unix-millisecond bounds (a negative
|
||||
#' value means unset); `base_url` overrides the host (`NULL` = production). Returns
|
||||
#' an `n x 6` numeric matrix with columns `open`, `high`, `low`, `close`,
|
||||
#' `volume`, `timestamp`. Blocks until the response arrives. Not available in the
|
||||
#' wasm (r-universe/webR) build, which has no raw sockets.
|
||||
#'
|
||||
#' @keywords internal
|
||||
#' @export
|
||||
fetch_binance_klines <- function(symbol, interval, limit, start_ms = -1,
|
||||
end_ms = -1, base_url = NULL) {
|
||||
m <- .Call("wk_binance_fetch_klines", symbol, as.integer(interval),
|
||||
as.integer(limit), as.numeric(start_ms), as.numeric(end_ms),
|
||||
base_url, PACKAGE = "wickra")
|
||||
colnames(m) <- c("open", "high", "low", "close", "volume", "timestamp")
|
||||
m
|
||||
}
|
||||
|
||||
|
||||
Reference in New Issue
Block a user