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
@@ -23,12 +23,6 @@
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<artifactId>wickra</artifactId>
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<version>0.9.2</version>
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</dependency>
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<!-- Only the network examples (fetch_btcusdt) parse JSON. -->
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<dependency>
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<groupId>com.fasterxml.jackson.core</groupId>
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<artifactId>jackson-databind</artifactId>
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<version>2.22.0</version>
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</dependency>
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</dependencies>
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<build>
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@@ -1,48 +1,38 @@
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package org.wickra.examples;
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import com.fasterxml.jackson.databind.JsonNode;
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import com.fasterxml.jackson.databind.ObjectMapper;
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import org.wickra.BinanceFeed;
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import org.wickra.BinanceInterval;
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import org.wickra.Candle;
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import java.io.BufferedWriter;
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import java.net.URI;
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import java.net.http.HttpClient;
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import java.net.http.HttpRequest;
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import java.net.http.HttpResponse;
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import java.nio.file.Files;
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import java.nio.file.Path;
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/**
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* Download real BTCUSDT hourly klines from the Binance REST API into a CSV that the
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* other examples can consume. Requires network access (build-only in CI).
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* other examples can consume, using Wickra's native fetcher — no third-party HTTP or
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* JSON library. Requires network access (build-only in CI).
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*/
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public final class FetchBtcusdt {
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public static void main(String[] args) throws Exception {
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String url = "https://api.binance.com/api/v3/klines?symbol=BTCUSDT&interval=1h&limit=500";
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System.out.println("Fetching " + url);
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System.out.println("Fetching 500 BTCUSDT 1h klines from Binance...");
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HttpClient http = HttpClient.newHttpClient();
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HttpRequest request = HttpRequest.newBuilder(URI.create(url)).GET().build();
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HttpResponse<String> response = http.send(request, HttpResponse.BodyHandlers.ofString());
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Candle[] klines = BinanceFeed.fetchKlines("BTCUSDT", BinanceInterval.ONE_HOUR, 500, -1L, -1L, null);
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JsonNode klines = new ObjectMapper().readTree(response.body());
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Path dir = Path.of("data");
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Files.createDirectories(dir);
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Path path = dir.resolve("btcusdt_1h.csv");
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int count = 0;
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try (BufferedWriter writer = Files.newBufferedWriter(path)) {
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writer.write("timestamp,open,high,low,close,volume");
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writer.newLine();
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for (JsonNode kline : klines) {
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// Binance kline array: [openTime, open, high, low, close, volume, ...]
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writer.write(kline.get(0).asLong() + "," + kline.get(1).asText() + ","
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+ kline.get(2).asText() + "," + kline.get(3).asText() + ","
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+ kline.get(4).asText() + "," + kline.get(5).asText());
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for (Candle k : klines) {
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writer.write((long) k.timestamp() + "," + k.open() + "," + k.high() + ","
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+ k.low() + "," + k.close() + "," + k.volume());
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writer.newLine();
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count++;
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}
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}
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System.out.printf("Wrote %d klines to %s%n", count, path.toAbsolutePath());
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System.out.printf("Wrote %d klines to %s%n", klines.length, path.toAbsolutePath());
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}
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}
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@@ -1,73 +1,32 @@
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package org.wickra.examples;
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import com.fasterxml.jackson.databind.JsonNode;
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import com.fasterxml.jackson.databind.ObjectMapper;
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import org.wickra.BinanceFeed;
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import org.wickra.BinanceInterval;
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import org.wickra.Ema;
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import java.net.URI;
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import java.net.http.HttpClient;
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import java.net.http.WebSocket;
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import java.util.concurrent.CountDownLatch;
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import java.util.concurrent.TimeUnit;
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import org.wickra.KlineEvent;
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/**
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* Stream live BTCUSDT 1-minute klines from Binance and feed each close through EMA(20).
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* Stream live BTCUSDT 1-minute klines from Binance and feed each close through EMA(20),
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* using Wickra's native BinanceFeed — no third-party WebSocket or JSON library.
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* Requires network access (build-only in CI). Runs for up to 60 seconds.
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*/
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public final class LiveBinance {
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public static void main(String[] args) throws Exception {
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URI uri = URI.create("wss://stream.binance.com:9443/ws/btcusdt@kline_1m");
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System.out.println("Connecting to " + uri + " (up to 60s)...");
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public static void main(String[] args) {
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System.out.println("Streaming live BTCUSDT 1-minute klines from Binance (up to 60s)...");
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ObjectMapper mapper = new ObjectMapper();
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CountDownLatch done = new CountDownLatch(1);
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try (Ema ema = new Ema(20)) {
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WebSocket.Listener listener = new WebSocket.Listener() {
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private final StringBuilder buffer = new StringBuilder();
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@Override
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public void onOpen(WebSocket webSocket) {
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webSocket.request(1);
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// Native feed: a blocking poll over the same tested stream as the Rust core.
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// next(timeoutMillis) returns the event, or null on timeout (poll again).
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try (BinanceFeed feed = new BinanceFeed("BTCUSDT", BinanceInterval.ONE_MINUTE);
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Ema ema = new Ema(20)) {
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long deadline = System.currentTimeMillis() + 60_000L;
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while (System.currentTimeMillis() < deadline) {
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KlineEvent event = feed.next(1000);
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if (event == null) {
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continue;
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}
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@Override
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public java.util.concurrent.CompletionStage<?> onText(WebSocket webSocket, CharSequence data, boolean last) {
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buffer.append(data);
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if (last) {
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try {
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JsonNode root = mapper.readTree(buffer.toString());
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JsonNode k = root.get("k");
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if (k != null) {
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double close = Double.parseDouble(k.get("c").asText());
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double value = ema.update(close);
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System.out.printf("close=%.2f EMA(20)=%.2f%n", close, value);
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}
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} catch (Exception e) {
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System.err.println("parse error: " + e.getMessage());
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}
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buffer.setLength(0);
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}
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webSocket.request(1);
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return null;
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}
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@Override
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public void onError(WebSocket webSocket, Throwable error) {
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System.err.println("websocket error: " + error.getMessage());
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done.countDown();
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}
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};
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WebSocket ws = HttpClient.newHttpClient()
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.newWebSocketBuilder()
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.buildAsync(uri, listener)
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.join();
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if (!done.await(60, TimeUnit.SECONDS)) {
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System.out.println("Done (time limit reached).");
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System.out.printf("close=%.2f EMA(20)=%.2f%n", event.close(), ema.update(event.close()));
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}
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ws.sendClose(WebSocket.NORMAL_CLOSURE, "done");
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}
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System.out.println("Done (time limit reached).");
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}
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}
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@@ -3,8 +3,9 @@ package org.wickra.examples;
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import java.io.IOException;
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import java.nio.file.Files;
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import java.nio.file.Path;
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import java.util.ArrayList;
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import java.util.List;
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import org.wickra.Candle;
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import org.wickra.CandleReader;
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/**
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* Deterministic synthetic market data plus a small OHLCV CSV loader, shared by
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@@ -51,41 +52,20 @@ public final class MarketData {
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}
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/**
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* Loads an OHLCV CSV. Accepts rows of {@code timestamp,open,high,low,close,volume}
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* or {@code open,high,low,close,volume}; a non-numeric first row is treated as a header.
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* Loads a {@code timestamp,open,high,low,close,volume} OHLCV CSV with Wickra's
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* native CandleReader (header validation, BOM and field-whitespace tolerance) —
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* no manual CSV parsing.
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*/
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public static Bar[] loadOhlcvCsv(String path) throws IOException {
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List<Bar> bars = new ArrayList<>();
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for (String rawLine : Files.readAllLines(Path.of(path))) {
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String line = rawLine.trim();
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if (line.isEmpty()) {
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continue;
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String csv = Files.readString(Path.of(path));
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try (CandleReader reader = new CandleReader(csv)) {
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Candle[] candles = reader.read();
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Bar[] bars = new Bar[candles.length];
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for (int i = 0; i < candles.length; i++) {
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Candle c = candles[i];
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bars[i] = new Bar(c.open(), c.high(), c.low(), c.close(), c.volume(), (long) c.timestamp());
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}
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String[] cols = line.split(",");
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if (!isNumeric(cols[0])) {
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continue; // header row
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}
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if (cols.length >= 6) {
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bars.add(new Bar(
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Double.parseDouble(cols[1]), Double.parseDouble(cols[2]),
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Double.parseDouble(cols[3]), Double.parseDouble(cols[4]),
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Double.parseDouble(cols[5]), Long.parseLong(cols[0])));
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} else {
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bars.add(new Bar(
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Double.parseDouble(cols[0]), Double.parseDouble(cols[1]),
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Double.parseDouble(cols[2]), Double.parseDouble(cols[3]),
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Double.parseDouble(cols[4]), bars.size()));
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}
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}
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return bars.toArray(new Bar[0]);
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}
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private static boolean isNumeric(String s) {
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try {
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Double.parseDouble(s);
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return true;
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} catch (NumberFormatException e) {
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return false;
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return bars;
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}
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}
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}
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@@ -1,6 +1,8 @@
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package org.wickra.examples;
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import org.wickra.Candle;
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import org.wickra.Ema;
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import org.wickra.Resampler;
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import org.wickra.examples.MarketData.Bar;
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import java.util.ArrayList;
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@@ -28,19 +30,25 @@ public final class MultiTimeframe {
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if (factor <= 1) {
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return source;
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}
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// Native Resampler: bucket by an absolute timeframe (the synthetic bars step
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// 60_000 ms, so factor minutes == factor*60_000 ms). No hand-written bucketing.
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List<Bar> output = new ArrayList<>();
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for (int i = 0; i < source.length; i += factor) {
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int end = Math.min(i + factor, source.length);
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double high = Double.MIN_VALUE;
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double low = Double.MAX_VALUE;
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double volume = 0;
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for (int j = i; j < end; j++) {
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high = Math.max(high, source[j].high());
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low = Math.min(low, source[j].low());
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volume += source[j].volume();
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try (Resampler r = new Resampler((long) factor * 60_000L)) {
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for (Bar b : source) {
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Candle c = r.update(b.open(), b.high(), b.low(), b.close(), b.volume(), b.timestamp());
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if (c != null) {
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output.add(toBar(c));
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}
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}
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Candle last = r.flush();
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if (last != null) {
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output.add(toBar(last));
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}
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output.add(new Bar(source[i].open(), high, low, source[end - 1].close(), volume, source[i].timestamp()));
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}
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return output.toArray(new Bar[0]);
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}
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private static Bar toBar(Candle c) {
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return new Bar(c.open(), c.high(), c.low(), c.close(), c.volume(), (long) c.timestamp());
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}
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}
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