gavindiaz/wickra
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat(data): native live Binance kline feed in 9 languages (+ 3d/1M intervals) (#313)

Browse Source 
* feat(data): C-ABI Binance feed + Go binding (F4 wip)

C ABI exposes the existing async BinanceKlineStream (tokio + TLS, auto-reconnect,
mock-server-tested in wickra-data) through a blocking poll: wickra_binance_connect
/ _next(out, timeout_ms) -> {1 event, 0 timeout, -1 closed} / _close / _free over
an opaque BinanceStream that owns a current-thread runtime. WickraKlineEvent
carries OHLCV + open_time + is_closed + a 16-byte symbol buffer. `live-binance`
is now a default feature of wickra-c (the published DLL ships the feed; the wasm
build drops it via --no-default-features).

Go: NewBinanceFeed(symbols, interval, baseURL) + Next(timeout) + Close, with a
deterministic error-path smoke (the connect->event pipeline is covered by the
Rust mock-WS-server tests).

* feat(data): Binance feed C# + Java bindings (F4 wip)

C#: BinanceFeed(symbols, interval, baseUrl?) + Next(timeout) -> KlineEvent? +
Dispose; bespoke WickraKlineEvent native struct (fixed symbol buffer + byte
is_closed) since the scalar struct parser can't model it. `char` maps to `byte`
for the const char* params.

Java: BinanceFeed + KlineEvent record + BinanceInterval enum over Panama FFM;
the event is read at hand-computed offsets (symbol@0, doubles@16..48,
open_time@56, is_closed@64; 72-byte struct). Both with deterministic error-path
smokes (pipeline covered by the Rust mock-WS-server tests).

* feat(data): Binance feed R binding (F4 wip)

R: BinanceFeed(symbols, interval, base_url) + binance_next(feed, timeout_ms) ->
named list | NULL + binance_close, via bespoke .Call glue (wk_binance_*). The
glue + its registration entries are gated out of the Emscripten/wasm build
(#ifndef __EMSCRIPTEN__) since r-universe/webR has no raw sockets. NAMESPACE
exports added by hand (roxygen2 not installed locally). Deterministic error-path
smoke; pipeline covered by the Rust mock-WS-server tests.

* feat(data): native Binance feed for Node + Python; CHANGELOG (F4 complete)

Node (napi) BinanceFeed: new(symbols, interval, baseUrl?) + next(timeoutMs) ->
KlineEvent | null + close. Python (pyo3) BinanceFeed: same, with next releasing
the GIL (py.detach) while it waits. Both drive the mock-server-tested async
BinanceKlineStream on a single-thread tokio runtime (blocking poll); wickra-data
gains the live-binance feature + tokio in each binding.

Completes F4: the live Binance kline feed is now native in all 9 languages
(WASM excluded), with no third-party WebSocket client in any of them.
This commit is contained in:
kingchenc
2026-06-16 02:01:37 +02:00
committed by GitHub
parent baf4d0ff47
commit 3a709d9a66
30 changed files with 1127 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files
bindings/r/src/wickra.c
+54
View File
@@ -22660,6 +22660,55 @@ SEXP wk_zlema_reset(SEXP e) {
return R_NilValue;
}
/* Live Binance kline feed (feature `live-binance`). Gated out of the
* Emscripten/wasm build (r-universe/webR), which has no raw TCP/TLS sockets. */
#ifndef __EMSCRIPTEN__
static void binance_fin(SEXP e) {
struct BinanceStream *h = (struct BinanceStream *)R_ExternalPtrAddr(e);
if (h) wickra_binance_free(h);
R_ClearExternalPtr(e);
}
SEXP wk_binance_connect(SEXP symbols, SEXP interval, SEXP base_url) {
const char *url = (base_url == R_NilValue || Rf_xlength(base_url) == 0)
? NULL : CHAR(STRING_ELT(base_url, 0));
struct BinanceStream *h = wickra_binance_connect(
CHAR(STRING_ELT(symbols, 0)), (uint8_t)Rf_asInteger(interval), url);
if (!h) Rf_error("invalid BinanceFeed parameters");
SEXP e = PROTECT(R_MakeExternalPtr(h, R_NilValue, R_NilValue));
R_RegisterCFinalizerEx(e, binance_fin, TRUE);
UNPROTECT(1);
return e;
}
SEXP wk_binance_next(SEXP e, SEXP timeout_ms) {
struct BinanceStream *h = (struct BinanceStream *)R_ExternalPtrAddr(e);
struct WickraKlineEvent ev;
int code = wickra_binance_next(h, &ev, (int64_t)Rf_asReal(timeout_ms));
if (code == 0) return R_NilValue;
if (code != 1) Rf_error("binance feed closed");
const char *names[] = {"symbol", "open", "high", "low", "close", "volume",
"open_time", "is_closed"};
SEXP out = PROTECT(Rf_allocVector(VECSXP, 8));
SET_VECTOR_ELT(out, 0, Rf_mkString((const char *)ev.symbol));
SET_VECTOR_ELT(out, 1, Rf_ScalarReal(ev.open));
SET_VECTOR_ELT(out, 2, Rf_ScalarReal(ev.high));
SET_VECTOR_ELT(out, 3, Rf_ScalarReal(ev.low));
SET_VECTOR_ELT(out, 4, Rf_ScalarReal(ev.close));
SET_VECTOR_ELT(out, 5, Rf_ScalarReal(ev.volume));
SET_VECTOR_ELT(out, 6, Rf_ScalarReal((double)ev.open_time));
SET_VECTOR_ELT(out, 7, Rf_ScalarLogical(ev.is_closed));
SEXP nm = PROTECT(Rf_allocVector(STRSXP, 8));
for (int i = 0; i < 8; i++) SET_STRING_ELT(nm, i, Rf_mkChar(names[i]));
Rf_setAttrib(out, R_NamesSymbol, nm);
UNPROTECT(2);
return out;
}
SEXP wk_binance_close(SEXP e) {
struct BinanceStream *h = (struct BinanceStream *)R_ExternalPtrAddr(e);
wickra_binance_close(h);
return R_NilValue;
}
#endif
static const R_CallMethodDef CallEntries[] = {
{"wk_abandoned_baby_new", (DL_FUNC)&wk_abandoned_baby_new, 0},
{"wk_abandoned_baby_update", (DL_FUNC)&wk_abandoned_baby_update, 7},
@@ -26088,6 +26137,11 @@ static const R_CallMethodDef CallEntries[] = {
{"wk_zlema_is_ready", (DL_FUNC)&wk_zlema_is_ready, 1},
{"wk_zlema_name", (DL_FUNC)&wk_zlema_name, 1},
{"wk_zlema_reset", (DL_FUNC)&wk_zlema_reset, 1},
#ifndef __EMSCRIPTEN__
{"wk_binance_connect", (DL_FUNC)&wk_binance_connect, 3},
{"wk_binance_next", (DL_FUNC)&wk_binance_next, 2},
{"wk_binance_close", (DL_FUNC)&wk_binance_close, 1},
#endif
{NULL, NULL, 0}
};