Commit Graph

2 Commits

Author SHA1 Message Date
kingchenc 2ae76bb90e feat(data): native Binance REST kline fetcher in 9 languages (#315)
Adds `BinanceRest::fetch_klines` to `wickra-data`: a blocking historical kline
downloader (`GET /api/v3/klines`) and the historical counterpart to the F4 live
`BinanceFeed`. It is the last native data-layer primitive needed to drop
third-party HTTP/JSON download helpers (`jackson`, `jsonlite`, `urllib`, …) from
the examples.

## What

- **Core** (`wickra-data`): `fetch_klines(symbol, interval, limit, start?, end?)`
  built on `ureq` with native-tls — sharing the exact same TLS backend
  (native-tls 0.2 / SChannel) as the existing tokio-tungstenite live feed, so the
  two pull one TLS stack, not two. Parses Binance's 12-element array rows via the
  existing serde infrastructure into validated `Candle`s. Blocking by design (a
  one-shot request needs no async runtime; the FFI boundary is synchronous
  anyway). Nine mock-HTTP-server tests cover parse / empty / limit / transport /
  JSON / invariant-violation paths.
- **C ABI**: `wickra_binance_fetch_klines(...)` (blocking drain into a caller
  buffer, `-1` on error) + regenerated cbindgen header and its vendored Go copy.
- **Bindings**: native Node `fetchBinanceKlines` / Python `fetch_binance_klines`;
  generated Go `FetchBinanceKlines` / C# `BinanceFeed.FetchKlines` / Java
  `BinanceFeed.fetchKlines` / R `fetch_binance_klines`. C / C++ call the C ABI
  directly. **WASM is excluded** (browsers use the host `fetch`).

The four C-ABI bindings are regenerated from the ScriptHelpers generators (not
hand-edited); the regen diff is exactly the new wrapper in each.

## Verification

All ten toolchains green locally: Rust (`cargo test`/`clippy`/`fmt`), Node, Python,
Go, C#, Java, R (`R CMD INSTALL` + smoke), WASM (`cargo check`, confirmed `ureq`
is not pulled). Each binding has an error-path smoke test; the parse/HTTP success
path is covered by the Rust mock-server tests.

No release in this PR — ships with the data-layer + numpy bundle later.
2026-06-17 01:48:24 +02:00
kingchenc 3a709d9a66 feat(data): native live Binance kline feed in 9 languages (+ 3d/1M intervals) (#313)
* feat(data): C-ABI Binance feed + Go binding (F4 wip)

C ABI exposes the existing async BinanceKlineStream (tokio + TLS, auto-reconnect,
mock-server-tested in wickra-data) through a blocking poll: wickra_binance_connect
/ _next(out, timeout_ms) -> {1 event, 0 timeout, -1 closed} / _close / _free over
an opaque BinanceStream that owns a current-thread runtime. WickraKlineEvent
carries OHLCV + open_time + is_closed + a 16-byte symbol buffer. `live-binance`
is now a default feature of wickra-c (the published DLL ships the feed; the wasm
build drops it via --no-default-features).

Go: NewBinanceFeed(symbols, interval, baseURL) + Next(timeout) + Close, with a
deterministic error-path smoke (the connect->event pipeline is covered by the
Rust mock-WS-server tests).

* feat(data): Binance feed C# + Java bindings (F4 wip)

C#: BinanceFeed(symbols, interval, baseUrl?) + Next(timeout) -> KlineEvent? +
Dispose; bespoke WickraKlineEvent native struct (fixed symbol buffer + byte
is_closed) since the scalar struct parser can't model it. `char` maps to `byte`
for the const char* params.

Java: BinanceFeed + KlineEvent record + BinanceInterval enum over Panama FFM;
the event is read at hand-computed offsets (symbol@0, doubles@16..48,
open_time@56, is_closed@64; 72-byte struct). Both with deterministic error-path
smokes (pipeline covered by the Rust mock-WS-server tests).

* feat(data): Binance feed R binding (F4 wip)

R: BinanceFeed(symbols, interval, base_url) + binance_next(feed, timeout_ms) ->
named list | NULL + binance_close, via bespoke .Call glue (wk_binance_*). The
glue + its registration entries are gated out of the Emscripten/wasm build
(#ifndef __EMSCRIPTEN__) since r-universe/webR has no raw sockets. NAMESPACE
exports added by hand (roxygen2 not installed locally). Deterministic error-path
smoke; pipeline covered by the Rust mock-WS-server tests.

* feat(data): native Binance feed for Node + Python; CHANGELOG (F4 complete)

Node (napi) BinanceFeed: new(symbols, interval, baseUrl?) + next(timeoutMs) ->
KlineEvent | null + close. Python (pyo3) BinanceFeed: same, with next releasing
the GIL (py.detach) while it waits. Both drive the mock-server-tested async
BinanceKlineStream on a single-thread tokio runtime (blocking poll); wickra-data
gains the live-binance feature + tokio in each binding.

Completes F4: the live Binance kline feed is now native in all 9 languages
(WASM excluded), with no third-party WebSocket client in any of them.
2026-06-16 02:01:37 +02:00