examples: move Node examples into a top-level examples/node/

Continue the per-language `examples/<lang>/` restructure: move the three Node example files (streaming.js, backtest.js, live_trading.js) out of bindings/node/examples/ and into a top-level examples/node/ directory. * `examples/node/package.json` is a `private` package that pulls the native binding via `file:../../bindings/node` and lists `ws` as a dev-dependency for the live-trading example. `require('..')` in each file becomes `require('wickra')` — exactly what a downstream user would write — and the file-header run instructions are updated to the new two-step workflow (`npm install` in bindings/node, then in examples/node). * `backtest.js`'s default-CSV path becomes the much shorter `__dirname/../data/btcusdt-1d.csv` from the new location. * `bindings/node/package.json` drops the now-unused `ws` devDependency. * `.gitignore` is broadened from `bindings/node/node_modules/` to `**/node_modules/` so the new `examples/node/node_modules/` directory is not tracked. * The README "Languages" table, project-layout block and `examples/README.md` Node section are updated for the new paths and run commands. Verified by running `node backtest.js` (3200 BTCUSDT daily bars, matching output), `node streaming.js`, and `node --check live_trading.js` from the new location.
2026-05-23 00:10:06 +02:00
parent 747d1a5b1b
commit 8b9e8e30b9
8 changed files with 48 additions and 47 deletions
@@ -0,0 +1,159 @@
+// Live trading skeleton for the Wickra Node binding.
+//
+// Connects to Binance's public WebSocket feed (no API key needed) and runs
+// RSI / MACD / Bollinger Bands on the incoming close prices. When RSI crosses
+// the common overbought / oversold thresholds *and* the MACD histogram
+// confirms the direction *and* price pierces the matching Bollinger band, a
+// signal line is printed. No orders are placed. It is the Node counterpart of
+// examples/python/live_trading.py.
+//
+// Run it from the repository after building the native binding:
+//
+//   cd bindings/node && npm install && npx napi build --platform --release
+//   cd ../../examples/node && npm install     # pulls `ws` for this example
+//   node live_trading.js --symbol BTCUSDT --interval 1m
+//
+// Stop it with Ctrl+C.
+
+const wickra = require('wickra');
+
+let WebSocket;
+try {
+  WebSocket = require('ws');
+} catch (err) {
+  console.error('This example needs the `ws` package — run `npm install` in examples/node.');
+  process.exit(1);
+}
+
+const BINANCE_WS = 'wss://stream.binance.com:9443/stream';
+
+// Kline intervals the public Binance WebSocket API recognises.
+const VALID_INTERVALS = new Set([
+  '1s', '1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h',
+  '1d', '3d', '1w', '1M',
+]);
+
+// A Binance symbol is strictly alphanumeric (e.g. BTCUSDT).
+const SYMBOL_RE = /^[A-Za-z0-9]+$/;
+
+// Parse `--symbol` / `--interval` flags, defaulting to BTCUSDT 1m.
+function parseArgs(argv) {
+  const args = { symbol: 'BTCUSDT', interval: '1m' };
+  for (let i = 0; i < argv.length; i++) {
+    if (argv[i] === '--symbol') {
+      args.symbol = argv[i + 1];
+      i += 1;
+    } else if (argv[i] === '--interval') {
+      args.interval = argv[i + 1];
+      i += 1;
+    } else {
+      throw new Error(`unexpected argument: ${argv[i]}`);
+    }
+  }
+  return args;
+}
+
+// Reject a symbol or interval that is not safe to splice into the WS URL.
+// Both are interpolated straight into the stream name, so validating up front
+// keeps the URL well-formed without needing to escape it.
+function validateArgs(symbol, interval) {
+  if (typeof symbol !== 'string' || !SYMBOL_RE.test(symbol)) {
+    throw new Error(
+      `invalid --symbol ${JSON.stringify(symbol)}: expected only letters and digits, e.g. BTCUSDT`,
+    );
+  }
+  if (!VALID_INTERVALS.has(interval)) {
+    throw new Error(
+      `invalid --interval ${JSON.stringify(interval)}: expected one of ` +
+        [...VALID_INTERVALS].join(', '),
+    );
+  }
+}
+
+const fmt = (v) => (v === null || v === undefined || Number.isNaN(v) ? '--' : v.toFixed(2));
+
+function main() {
+  let args;
+  try {
+    args = parseArgs(process.argv.slice(2));
+    validateArgs(args.symbol, args.interval);
+  } catch (err) {
+    console.error(`error: ${err.message}`);
+    process.exit(2);
+  }
+
+  // One streaming instance of each indicator — the same O(1) update model a
+  // real bot would use.
+  const rsi = new wickra.RSI(14);
+  const macd = new wickra.MACD(12, 26, 9);
+  const bb = new wickra.BollingerBands(20, 2.0);
+
+  const stream = `${args.symbol.toLowerCase()}@kline_${args.interval}`;
+  const url = `${BINANCE_WS}?streams=${stream}`;
+  console.log(`Connecting to ${url}`);
+
+  const ws = new WebSocket(url);
+
+  ws.on('open', () => {
+    console.log(`Connected, listening for ${stream} klines (Ctrl+C to stop)`);
+  });
+
+  ws.on('message', (raw) => {
+    let envelope;
+    try {
+      envelope = JSON.parse(raw.toString());
+    } catch (err) {
+      return; // ignore non-JSON frames
+    }
+    const k = (envelope.data && envelope.data.k) || null;
+    if (!k || k.c === undefined) {
+      // Subscription acks, heartbeats and error frames carry no kline payload —
+      // skip them instead of crashing on Number(undefined).
+      return;
+    }
+    const close = Number(k.c);
+    const isClosed = Boolean(k.x);
+
+    const rsiV = rsi.update(close);
+    const macdV = macd.update(close); // { macd, signal, histogram } or null
+    const bbV = bb.update(close); // { upper, middle, lower, stddev } or null
+    const hist = macdV ? macdV.histogram : null;
+
+    console.log(
+      `${isClosed ? 'BAR ' : 'tick'}  close=${fmt(close)}  rsi=${fmt(rsiV)}  ` +
+        `hist=${fmt(hist)}  ` +
+        `bb=${bbV ? `${fmt(bbV.lower)}/${fmt(bbV.middle)}/${fmt(bbV.upper)}` : '--'}`,
+    );
+
+    // Only act once every indicator has warmed up.
+    if (rsiV !== null && macdV !== null && bbV !== null) {
+      if (rsiV > 70 && hist < 0 && close >= bbV.upper) {
+        console.log(
+          `  SELL candidate: rsi=${fmt(rsiV)} hist=${fmt(hist)} close >= bb_upper=${fmt(bbV.upper)}`,
+        );
+      } else if (rsiV < 30 && hist > 0 && close <= bbV.lower) {
+        console.log(
+          `  BUY candidate: rsi=${fmt(rsiV)} hist=${fmt(hist)} close <= bb_lower=${fmt(bbV.lower)}`,
+        );
+      }
+    }
+  });
+
+  ws.on('error', (err) => {
+    console.error(`websocket error: ${err.message}`);
+    process.exitCode = 1;
+  });
+
+  ws.on('close', () => {
+    console.log('Connection closed.');
+  });
+
+  // Translate Ctrl+C into a clean shutdown.
+  process.on('SIGINT', () => {
+    console.log('\nShutting down…');
+    ws.close();
+    process.exit(0);
+  });
+}
+
+main();