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.

crates/wickra-data/Cargo.toml

@@ -38,11 +38,22 @@ tokio = { version = "1", features = ["rt", "rt-multi-thread", "macros", "net", "
 tokio-tungstenite = { version = "0.29", optional = true, features = ["native-tls"] }
 futures-util = { version = "0.3", optional = true }
 url = { version = "2", optional = true }
+# Blocking HTTP client for the historical REST kline fetcher. ureq 2.x with
+# native-tls verifies against the OS trust store (SChannel / Security.framework /
+# OpenSSL) — the same backend tokio-tungstenite uses above — so it ships no
+# bundled CA roots. (ureq 3.x hard-depends on `webpki-root-certs` regardless of
+# TLS backend, which is CDLA-Permissive-2.0 and dead weight under native-tls.)
+ureq = { version = "2", default-features = false, features = ["native-tls"], optional = true }
+# Direct dependency so the agent can be built with a native-tls connector (ureq
+# 2.x does not auto-configure native-tls). Already in the tree via tokio-tungstenite.
+native-tls = { version = "0.2", optional = true }
 
 [features]
 default = []
-# Each exchange is gated so users only pay for the WS stack they actually want.
-live-binance = ["dep:tokio", "dep:tokio-tungstenite", "dep:futures-util", "dep:url"]
+# Each exchange is gated so users only pay for the WS/REST stack they actually
+# want. `live-binance` covers both the live WebSocket feed and the historical
+# REST kline fetcher.
+live-binance = ["dep:tokio", "dep:tokio-tungstenite", "dep:futures-util", "dep:url", "dep:ureq", "dep:native-tls"]
 
 [dev-dependencies]
 approx = { workspace = true }

crates/wickra-data/src/error.rs

@@ -31,6 +31,13 @@ pub enum Error {
     #[cfg(feature = "live-binance")]
     #[error("JSON decode error: {0}")]
     Json(#[from] serde_json::Error),
+
+    /// Boxed because ureq 2.x's `Error::Status` carries a full `Response`, which
+    /// would otherwise make this the dominant enum variant (clippy
+    /// `large_enum_variant`).
+    #[cfg(feature = "live-binance")]
+    #[error("HTTP error: {0}")]
+    Http(#[from] Box<ureq::Error>),
 }
 
 /// Convenience alias for `Result<T, wickra_data::Error>`.

crates/wickra-data/src/lib.rs

@@ -4,8 +4,9 @@
 //!   history in memory.
 //! - [`aggregator`]: roll trade ticks up into candles of arbitrary timeframes.
 //! - [`resample`]: convert a stream of candles from one timeframe to a coarser one.
-//! - [`live`] (feature `live-binance`): connect to exchange websockets and yield
-//!   typed events compatible with the rest of the crate.
+//! - [`live`] (feature `live-binance`): connect to exchange websockets for live
+//!   klines, or pull historical klines over REST — both yield typed candles
+//!   compatible with the rest of the crate.
 
 #![cfg_attr(docsrs, feature(doc_cfg))]
 // `tokio_tungstenite::Error` is large by itself (~200 B). Boxing every Err

crates/wickra-data/src/live.rs

@@ -2,3 +2,4 @@
 //! lives behind the `live-binance` feature.
 
 pub mod binance;
+pub mod binance_rest;

crates/wickra-data/src/live/binance_rest.rs

@@ -0,0 +1,322 @@
+//! Binance spot REST historical kline fetcher.
+//!
+//! Where [`super::binance`] streams *live* klines over a WebSocket, this module
+//! pulls *historical* candles from Binance's public REST endpoint
+//! (`GET /api/v3/klines`) with a single blocking request. It is the native,
+//! dependency-free replacement for hand-rolled `urllib` / `jackson` / `jsonlite`
+//! download helpers in every binding.
+//!
+//! Example (requires the `live-binance` feature):
+//!
+//! ```no_run
+//! use wickra_data::live::binance::Interval;
+//! use wickra_data::live::binance_rest::fetch_klines;
+//! # fn run() -> wickra_data::Result<()> {
+//! let candles = fetch_klines("BTCUSDT", Interval::OneHour, 500, None, None)?;
+//! println!("got {} candles", candles.len());
+//! # Ok(()) }
+//! ```
+
+use std::fmt::Write as _;
+
+use serde::Deserialize;
+
+use super::binance::Interval;
+use crate::error::{Error, Result};
+use wickra_core::Candle;
+
+/// Binance allows at most 1000 klines per REST request.
+const MAX_LIMIT: u16 = 1000;
+
+/// Endpoint configuration for [`fetch_klines_with_config`]. The default points
+/// at Binance's public production REST host; tests and Testnet users override
+/// `base_url` to aim the request elsewhere.
+#[derive(Debug, Clone)]
+pub struct BinanceRestConfig {
+    /// REST host **without** path, e.g. `"https://api.binance.com"`. The
+    /// `/api/v3/klines` path and query string are appended internally.
+    pub base_url: String,
+}
+
+impl Default for BinanceRestConfig {
+    fn default() -> Self {
+        Self {
+            base_url: "https://api.binance.com".to_string(),
+        }
+    }
+}
+
+/// One row of Binance's `/api/v3/klines` response. The wire format is a fixed
+/// 12-element JSON array of mixed types; only the first seven fields carry the
+/// OHLCV candle, the rest are ignored. Deserializing positionally lets serde
+/// reject a malformed shape before we touch the numbers.
+#[derive(Debug, Deserialize)]
+struct RawRestKline(
+    i64,                   // open time (ms)
+    String,                // open
+    String,                // high
+    String,                // low
+    String,                // close
+    String,                // volume
+    serde::de::IgnoredAny, // close time
+    serde::de::IgnoredAny, // quote asset volume
+    serde::de::IgnoredAny, // number of trades
+    serde::de::IgnoredAny, // taker buy base volume
+    serde::de::IgnoredAny, // taker buy quote volume
+    serde::de::IgnoredAny, // unused
+);
+
+/// Parse one of the five OHLCV string fields into an `f64`, tagging the field
+/// name on failure so a bad payload is diagnosable.
+fn parse_field(raw: &str, field: &str) -> Result<f64> {
+    raw.parse()
+        .map_err(|_| Error::Malformed(format!("bad {field} '{raw}'")))
+}
+
+impl RawRestKline {
+    fn into_candle(self) -> Result<Candle> {
+        let open = parse_field(&self.1, "open")?;
+        let high = parse_field(&self.2, "high")?;
+        let low = parse_field(&self.3, "low")?;
+        let close = parse_field(&self.4, "close")?;
+        let volume = parse_field(&self.5, "volume")?;
+        Ok(Candle::new(open, high, low, close, volume, self.0)?)
+    }
+}
+
+/// Fetch historical klines from Binance's production endpoint.
+///
+/// `symbol` is upper-cased to match Binance's convention; `limit` must be in
+/// `1..=1000`. `start_ms` / `end_ms` are optional inclusive Unix-millisecond
+/// bounds (`None` lets Binance pick the most recent `limit` candles). Returns
+/// the candles in ascending open-time order.
+///
+/// # Errors
+/// Returns [`Error::Malformed`] for an out-of-range `limit` or an unparseable
+/// price field, [`Error::Http`] for a transport or non-2xx response,
+/// [`Error::Json`] for a malformed body, and [`Error::Core`] when a row's OHLC
+/// values violate candle invariants.
+pub fn fetch_klines(
+    symbol: &str,
+    interval: Interval,
+    limit: u16,
+    start_ms: Option<i64>,
+    end_ms: Option<i64>,
+) -> Result<Vec<Candle>> {
+    fetch_klines_with_config(
+        symbol,
+        interval,
+        limit,
+        start_ms,
+        end_ms,
+        &BinanceRestConfig::default(),
+    )
+}
+
+/// Like [`fetch_klines`] but against a custom [`BinanceRestConfig`] (Testnet or
+/// a local mock server).
+///
+/// # Errors
+/// See [`fetch_klines`].
+pub fn fetch_klines_with_config(
+    symbol: &str,
+    interval: Interval,
+    limit: u16,
+    start_ms: Option<i64>,
+    end_ms: Option<i64>,
+    config: &BinanceRestConfig,
+) -> Result<Vec<Candle>> {
+    if limit == 0 || limit > MAX_LIMIT {
+        return Err(Error::Malformed(format!(
+            "limit must be in 1..={MAX_LIMIT}, got {limit}"
+        )));
+    }
+    let mut url = format!(
+        "{}/api/v3/klines?symbol={}&interval={}&limit={}",
+        config.base_url,
+        symbol.to_uppercase(),
+        interval.as_str(),
+        limit
+    );
+    if let Some(start) = start_ms {
+        let _ = write!(url, "&startTime={start}");
+    }
+    if let Some(end) = end_ms {
+        let _ = write!(url, "&endTime={end}");
+    }
+
+    // ureq 2.x does not auto-configure native-tls, so build an agent with an
+    // explicit native-tls connector (verifies against the OS trust store; no
+    // bundled CA roots). The connector is cheap and a one-shot fetch needs no
+    // pooling, so we build it per call.
+    let connector = native_tls::TlsConnector::new()
+        .map_err(|e| Error::Malformed(format!("native-tls init failed: {e}")))?;
+    let agent = ureq::AgentBuilder::new()
+        .tls_connector(std::sync::Arc::new(connector))
+        .build();
+    let body = agent.get(&url).call().map_err(Box::new)?.into_string()?;
+    let rows: Vec<RawRestKline> = serde_json::from_str(&body)?;
+    rows.into_iter().map(RawRestKline::into_candle).collect()
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use std::io::{Read, Write};
+    use std::net::TcpListener;
+    use std::thread::JoinHandle;
+
+    /// A canonical single-row klines response (12-element array, OHLCV in the
+    /// first seven slots) — mirrors Binance's documented wire format.
+    fn sample_response() -> String {
+        r#"[[1700000000000,"30000.0","30100.0","29950.0","30050.0","12.5",1700000059999,"375000.0",50,"6.25","187500.0","0"]]"#.to_string()
+    }
+
+    /// Spawn a one-shot mock HTTP server: accept a single connection, read the
+    /// request, and reply `200 OK` with `body`. Returns the base URL plus a
+    /// [`JoinHandle`] the test joins so the handler thread always reaches its
+    /// closing brace (every step `.unwrap()`s — a failure is a test bug).
+    fn mock_http(status_line: &'static str, body: String) -> (String, JoinHandle<()>) {
+        let listener = TcpListener::bind("127.0.0.1:0").unwrap();
+        let addr = listener.local_addr().unwrap();
+        let handle = std::thread::spawn(move || {
+            let (mut stream, _) = listener.accept().unwrap();
+            let mut buf = [0u8; 1024];
+            let _ = stream.read(&mut buf).unwrap();
+            let response = format!(
+                "{status_line}\r\nContent-Length: {}\r\nConnection: close\r\n\r\n{body}",
+                body.len()
+            );
+            stream.write_all(response.as_bytes()).unwrap();
+        });
+        (format!("http://{addr}"), handle)
+    }
+
+    #[test]
+    fn fetch_parses_a_real_klines_response() {
+        let (base, handle) = mock_http("HTTP/1.1 200 OK", sample_response());
+        let candles = fetch_klines_with_config(
+            "btcusdt",
+            Interval::OneHour,
+            1,
+            Some(1_700_000_000_000),
+            Some(1_700_000_059_999),
+            &BinanceRestConfig { base_url: base },
+        )
+        .unwrap();
+        handle.join().unwrap();
+        assert_eq!(candles.len(), 1);
+        assert_eq!(candles[0].open, 30_000.0);
+        assert_eq!(candles[0].high, 30_100.0);
+        assert_eq!(candles[0].low, 29_950.0);
+        assert_eq!(candles[0].close, 30_050.0);
+        assert_eq!(candles[0].volume, 12.5);
+        assert_eq!(candles[0].timestamp, 1_700_000_000_000);
+    }
+
+    #[test]
+    fn fetch_handles_an_empty_result() {
+        let (base, handle) = mock_http("HTTP/1.1 200 OK", "[]".to_string());
+        let candles = fetch_klines_with_config(
+            "BTCUSDT",
+            Interval::OneMinute,
+            10,
+            None,
+            None,
+            &BinanceRestConfig { base_url: base },
+        )
+        .unwrap();
+        handle.join().unwrap();
+        assert!(candles.is_empty());
+    }
+
+    #[test]
+    fn fetch_rejects_a_zero_limit() {
+        let err = fetch_klines("BTCUSDT", Interval::OneHour, 0, None, None).unwrap_err();
+        assert!(matches!(err, Error::Malformed(_)));
+    }
+
+    #[test]
+    fn fetch_rejects_a_limit_above_the_cap() {
+        let err =
+            fetch_klines("BTCUSDT", Interval::OneHour, MAX_LIMIT + 1, None, None).unwrap_err();
+        assert!(matches!(err, Error::Malformed(_)));
+    }
+
+    #[test]
+    fn fetch_surfaces_a_transport_error_for_an_unreachable_host() {
+        // Port 1 is privileged and unbound — the connection is refused.
+        let err = fetch_klines_with_config(
+            "BTCUSDT",
+            Interval::OneHour,
+            1,
+            None,
+            None,
+            &BinanceRestConfig {
+                base_url: "http://127.0.0.1:1".to_string(),
+            },
+        )
+        .unwrap_err();
+        assert!(matches!(err, Error::Http(_)));
+    }
+
+    #[test]
+    fn fetch_surfaces_a_json_error_for_a_malformed_body() {
+        let (base, handle) = mock_http("HTTP/1.1 200 OK", "not json".to_string());
+        let err = fetch_klines_with_config(
+            "BTCUSDT",
+            Interval::OneHour,
+            1,
+            None,
+            None,
+            &BinanceRestConfig { base_url: base },
+        )
+        .unwrap_err();
+        handle.join().unwrap();
+        assert!(matches!(err, Error::Json(_)));
+    }
+
+    #[test]
+    fn fetch_rejects_an_unparseable_price_field() {
+        let body =
+            r#"[[1700000000000,"not-a-number","0","0","0","0",0,"0",0,"0","0","0"]]"#.to_string();
+        let (base, handle) = mock_http("HTTP/1.1 200 OK", body);
+        let err = fetch_klines_with_config(
+            "BTCUSDT",
+            Interval::OneHour,
+            1,
+            None,
+            None,
+            &BinanceRestConfig { base_url: base },
+        )
+        .unwrap_err();
+        handle.join().unwrap();
+        assert!(matches!(err, Error::Malformed(_)));
+    }
+
+    #[test]
+    fn fetch_rejects_a_row_that_violates_candle_invariants() {
+        // high (1) below low (100) — Candle::new rejects it.
+        let body = r#"[[1700000000000,"50","1","100","50","1",0,"0",0,"0","0","0"]]"#.to_string();
+        let (base, handle) = mock_http("HTTP/1.1 200 OK", body);
+        let err = fetch_klines_with_config(
+            "BTCUSDT",
+            Interval::OneHour,
+            1,
+            None,
+            None,
+            &BinanceRestConfig { base_url: base },
+        )
+        .unwrap_err();
+        handle.join().unwrap();
+        assert!(matches!(err, Error::Core(_)));
+    }
+
+    #[test]
+    fn rest_config_default_targets_production() {
+        assert_eq!(
+            BinanceRestConfig::default().base_url,
+            "https://api.binance.com"
+        );
+    }
+}