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
+16 -28
View File
@@ -1,54 +1,42 @@
// Stream live BTCUSDT 1-minute klines from Binance and feed each close through EMA(20).
// Requires network access (build-only in CI). Runs for up to 60 seconds.
// Uses Wickra's native BinanceFeed — no third-party WebSocket client. Requires
// network access (build-only in CI). Runs for up to 60 seconds.
package main
import (
"context"
"encoding/json"
"fmt"
"log"
"strconv"
"time"
"github.com/coder/websocket"
wickra "github.com/wickra-lib/wickra/bindings/go"
)
func main() {
const url = "wss://stream.binance.com:9443/ws/btcusdt@kline_1m"
fmt.Printf("Connecting to %s (up to 60s)...\n", url)
fmt.Println("Streaming live BTCUSDT 1-minute klines from Binance (up to 60s)...")
ctx, cancel := context.WithTimeout(context.Background(), 60*time.Second)
defer cancel()
conn, _, err := websocket.Dial(ctx, url, nil)
// Native feed: a blocking poll over the same tested stream as the Rust core.
feed, err := wickra.NewBinanceFeed("BTCUSDT", wickra.OneMinute, "")
if err != nil {
log.Fatalf("dial: %v", err)
log.Fatalf("connect: %v", err)
}
defer conn.CloseNow()
defer feed.Close()
ema, _ := wickra.NewEma(20)
defer ema.Close()
for {
_, data, err := conn.Read(ctx)
deadline := time.Now().Add(60 * time.Second)
for time.Now().Before(deadline) {
// next() returns the event and ok=true, ok=false on timeout (poll again),
// or an error once the stream is closed.
event, ok, err := feed.Next(time.Second)
if err != nil {
fmt.Println("Done (time limit reached).")
fmt.Println("Done (feed closed).")
return
}
var msg struct {
K struct {
Close string `json:"c"`
} `json:"k"`
}
if err := json.Unmarshal(data, &msg); err != nil || msg.K.Close == "" {
if !ok {
continue
}
closePx, err := strconv.ParseFloat(msg.K.Close, 64)
if err != nil {
continue
}
fmt.Printf("close=%.2f EMA(20)=%.2f\n", closePx, ema.Update(closePx))
fmt.Printf("close=%.2f EMA(20)=%.2f\n", event.Close, ema.Update(event.Close))
}
fmt.Println("Done (time limit reached).")
}