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

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
+14 -30
View File
@@ -1,40 +1,24 @@
using System.Globalization;
using System.Net.WebSockets;
using System.Text;
using System.Text.Json;
using Wickra;
// Stream live BTCUSDT 1-minute klines from Binance and feed each close through EMA(20).
// Stream live BTCUSDT 1-minute klines from Binance and feed each close through EMA(20),
// using Wickra's native BinanceFeed — no third-party WebSocket or JSON library.
// Requires network access (build-only in CI). Runs for up to 60 seconds.
var uri = new Uri("wss://stream.binance.com:9443/ws/btcusdt@kline_1m");
Console.WriteLine($"Connecting to {uri} (up to 60s)...");
Console.WriteLine("Streaming live BTCUSDT 1-minute klines from Binance (up to 60s)...");
using var ws = new ClientWebSocket();
using var cts = new CancellationTokenSource(TimeSpan.FromSeconds(60));
// Native feed: a blocking poll over the same tested stream as the Rust core.
// Next(timeout) returns the event, or null on timeout (poll again).
using var feed = new BinanceFeed("BTCUSDT", BinanceInterval.OneMinute);
using var ema = new Ema(20);
var buffer = new byte[8192];
try
var deadline = DateTime.UtcNow.AddSeconds(60);
while (DateTime.UtcNow < deadline)
{
await ws.ConnectAsync(uri, cts.Token);
while (ws.State == WebSocketState.Open && !cts.IsCancellationRequested)
var ev = feed.Next(TimeSpan.FromSeconds(1));
if (ev is null)
{
var result = await ws.ReceiveAsync(buffer, cts.Token);
if (result.MessageType == WebSocketMessageType.Close)
{
break;
}
using var doc = JsonDocument.Parse(Encoding.UTF8.GetString(buffer, 0, result.Count));
if (doc.RootElement.TryGetProperty("k", out var k))
{
var close = double.Parse(k.GetProperty("c").GetString()!, CultureInfo.InvariantCulture);
var value = ema.Update(close);
Console.WriteLine($"close={close:F2} EMA(20)={value:F2}");
}
continue;
}
Console.WriteLine($"close={ev.Value.Close:F2} EMA(20)={ema.Update(ev.Value.Close):F2}");
}
catch (OperationCanceledException)
{
Console.WriteLine("Done (time limit reached).");
}
Console.WriteLine("Done (time limit reached).");