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examples: migrate to the native data layer (drop ws/coder-websocket/jackson/jsonlite) (#316)

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Stacked on #315 (the native Binance REST fetcher). Retarget to `main` once #315 merges.

Migrates the runnable examples off third-party data-I/O packages onto Wickra's
native data layer (`CandleReader`, `Resampler`, `BinanceFeed`, `fetch_*klines`).

## Third-party packages removed (the zero-dep selling point)
- **Node**: `ws` (live feed → BinanceFeed) — dropped from package.json + lockfile
- **Go**: `github.com/coder/websocket` — dropped from go.mod / go.sum (`go mod tidy`)
- **Java**: `jackson-databind` (live feed + REST fetch) — dropped from pom.xml
- **R**: `jsonlite` + `websocket` + `later` — dropped from the README notes

Each language's CSV loading now goes through `CandleReader`, manual resampling
through `Resampler`, the live feed through `BinanceFeed`, and (Java/R) the REST
download through the native fetcher.

## Verification
Ran the offline examples per language against the bundled data — backtest and
multi_timeframe produce identical output across Python / Node / Go / Java / R
(e.g. ATR(14) last 345.1010; 1h→5m resamples to 240 bars, →15m to 80 bars).

C# / C / WASM (stdlib-only, no third-party deps to remove) follow in this branch.

Note: the streaming `strategy_*` examples have pre-existing candle-indicator
runtime bugs (CI only syntax-smokes them); the CSV migration preserves their
shape and leaves those bugs for a separate fix.
This commit is contained in:
kingchenc
2026-06-17 01:49:11 +02:00
committed by GitHub
parent 2ae76bb90e
commit 677ea37402
40 changed files with 576 additions and 1102 deletions
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examples/csharp/fetch_btcusdt/Program.cs
+9 -19
View File
@@ -1,33 +1,23 @@
using System.Globalization;
using System.Text.Json;
using Wickra;
// Download real BTCUSDT hourly klines from the Binance REST API into a CSV that the
// other examples can consume. Requires network access (build-only in CI).
const string url = "https://api.binance.com/api/v3/klines?symbol=BTCUSDT&interval=1h&limit=500";
// other examples can consume, using Wickra's native fetcher — no third-party HTTP or
// JSON library. Requires network access (build-only in CI).
Console.WriteLine("Fetching 500 BTCUSDT 1h klines from Binance...");
using var http = new HttpClient();
Console.WriteLine($"Fetching {url}");
var json = await http.GetStringAsync(url);
var klines = BinanceFeed.FetchKlines("BTCUSDT", BinanceInterval.OneHour, 500);
using var doc = JsonDocument.Parse(json);
var dir = Path.Combine(AppContext.BaseDirectory, "data");
Directory.CreateDirectory(dir);
var path = Path.Combine(dir, "btcusdt_1h.csv");
using var writer = new StreamWriter(path);
writer.WriteLine("timestamp,open,high,low,close,volume");
var count = 0;
foreach (var kline in doc.RootElement.EnumerateArray())
foreach (var k in klines)
{
// Binance kline array: [openTime, open, high, low, close, volume, ...]
var ts = kline[0].GetInt64();
var o = kline[1].GetString();
var h = kline[2].GetString();
var l = kline[3].GetString();
var c = kline[4].GetString();
var v = kline[5].GetString();
writer.WriteLine(string.Create(CultureInfo.InvariantCulture, $"{ts},{o},{h},{l},{c},{v}"));
count++;
writer.WriteLine(string.Create(CultureInfo.InvariantCulture,
$"{(long)k.Timestamp},{k.Open},{k.High},{k.Low},{k.Close},{k.Volume}"));
}
Console.WriteLine($"Wrote {count} klines to {path}");
Console.WriteLine($"Wrote {klines.Length} klines to {path}");