* refactor(binance): introduce BinanceConfig for endpoint + timing knobs
Replaces the file-private READ_TIMEOUT / MAX_RECONNECT_ATTEMPTS / size
limit constants with a Default-equipped BinanceConfig the caller can hand
to a new connect_with_config(). connect() forwards to it with the
defaults, so the public API stays backwards-compatible.
Behaviour-preserving: every default matches the value of the constant it
replaces, and the WebSocketConfig is built the same way. The change
unlocks two real use-cases — pointing at Binance Testnet
(wss://testnet.binance.vision) and pointing at a local mock server with
millisecond-scale reconnect timing in tests.
* test(binance): cover the Interval table and the empty-symbol guard
Three quick wins that don't need a live or mock socket:
- interval_as_str_covers_every_variant pins every wire-format mapping in
one table so a typo on any of the 14 variants is caught.
- binance_config_default_matches_production_endpoint guards the default
base URL and timing knobs against an accidental drift.
- connect_rejects_an_empty_symbol_list exercises the guard before the
WebSocket handshake — the one async path we can hit without a server.
* test(binance): cover the async / reconnect / control-frame paths
Adds a small mock-WebSocket scaffold built on a `127.0.0.1:0` listener
and tokio-tungstenite's `accept_async`, plus nine integration tests that
drive `BinanceKlineStream::next_event` through every branch:
- text + binary kline frames decode to a KlineEvent
- inbound Ping is answered with a Pong, then the kline arrives
- inbound Pong / Frame variants are silently skipped
- a server-side Close triggers a transparent reconnect that then
serves the kline
- a stalled connection trips read_timeout and reconnects on its own
- close() flips the closed flag and next_event() yields None forever
- when every reconnect attempt is refused, next_event surfaces an Err
- a "kline" envelope whose numbers are unparseable bubbles up as
Error::Malformed rather than being silently skipped
`one_shot_server` drops the listener as soon as the first accept is
done, so a follow-up reconnect lands on a refused port — that is what
lets the exhaustion test hit the final `last_err.expect(...)`.
The whole suite runs in ~4 s with millisecond-scale reconnect timings
supplied via the new test-only [`test_config`].
* test(binance): drop defensive cold-paths in the mock-WS scaffolding
Codecov's patch report on PR #34 flagged seven uncovered lines, all of
them in the test scaffolding rather than in production code:
- the `let Ok((stream, _)) = … else { return }` shortcut and the
`if let Ok(ws) = accept_async(stream).await { … }` branch in the
mock-server helpers — both error arms never fire on a passing test
- the closing braces of the spawned-task bodies in the close-frame and
read-timeout reconnect tests — the spawned async blocks were getting
killed mid-drain when the test asserted and returned
Refactor the helpers to `.unwrap()` every Result (a failure here is a
bug in the scaffold, not in production) and have `multi_shot_server`
accept a fixed `n_accepts`, await every spawned inner task, and hand
the outer JoinHandle back to the caller.
Refactor the two affected tests to capture that JoinHandle, collapse
the per-index `if/else` so both arms reach the same trailing
expression, swap the read-timeout drain for a bounded sleep, and
await `server_done` at the end. Every handler now reaches its closing
brace before the runtime is torn down, so coverage on the patch should
collapse from 97.89 % to 100 %.
* test(binance): cover the non-kline-skip path and simplify the Ping arm
After the scaffolding fix landed three lines on binance.rs were still
uncovered:
- L305 / L313: the Text- and Binary-arm "frame was not a kline, keep
reading" fall-throughs. No existing test drove the loop through a
non-kline frame followed by a kline; the new
`next_event_skips_non_kline_frames_and_returns_the_next_kline` does
exactly that (Text ack, Binary id frame, then a real kline).
- L317: the Ping-Err defensive arm that forced a reconnect when the
Pong reply itself failed to write. A failed Pong reply means the
socket is already dead, so the very next read will surface the error
and reconnect through the existing timeout/err branch — one tokio
scheduling iteration later. Drop the defensive arm and write the
Pong reply best-effort. Same observable behaviour, no test back
door, no dead-line guard.
Repo coverage on `cov/binance-mock-ws` now sits at 100 %.
Dependabot opened #13 to bump tokio-tungstenite from 0.24 to 0.29 but
the bare-version bump fails to compile: WebSocketConfig became
#[non_exhaustive] starting with 0.27, so the existing struct-literal
construction
let ws_config = WebSocketConfig {
max_message_size: Some(MAX_MESSAGE_SIZE),
max_frame_size: Some(MAX_FRAME_SIZE),
..WebSocketConfig::default()
};
produces
error[E0639]: cannot create non-exhaustive struct using struct expression
Switch to the builder-style setters that 0.29 exposes on the default
value. Semantics are unchanged; both fields still carry the
MAX_MESSAGE_SIZE / MAX_FRAME_SIZE caps from the original config and the
rest of the WebSocketConfig defaults are preserved by starting from
WebSocketConfig::default().
This supersedes #13 — same target version, plus the code change
Dependabot can't make on its own.
Verified locally:
cargo check -p wickra-data --features live-binance # clean
cargo test --workspace --all-features # 630 passed / 0 failed
cargo clippy --workspace --all-targets --all-features -- -D warnings
A 24-hour forced disconnect or a network blip permanently killed the
feed: next_event returned Ok(None)/Err and the stream was dead. The
struct now retains the subscribed symbols, an open() helper rebuilds the
socket, and reconnect() retries with exponential backoff (1s..30s, up to
MAX_RECONNECT_ATTEMPTS). next_event transparently reconnects on a
protocol error, a server close or a read stall, and only reports Ok(None)
after the caller has closed the stream. close() now takes &mut self.
connect() used connect_async with no WebSocketConfig and next_event
awaited the socket with no deadline, so a stalled server hung the feed
forever and an oversized message could force an unbounded allocation.
connect() now passes a WebSocketConfig capping message/frame size, and
next_event wraps the read in a 300s tokio timeout (well above Binance's
~3-minute ping), surfacing a stall as the new Error::Timeout.
BinanceKlineStream had no closed-state flag, so after the server closed
the connection (Ok(None)) a caller could keep calling next_event and
poll a dead socket. A closed: bool is now set when the server closes or
sends a Close frame; next_event short-circuits to Ok(None) once set, and
is_closed() exposes the state.
next_event deserialized every text frame straight into RawWsEnvelope, so
a subscription acknowledgement, heartbeat or error object propagated a
decode Err and killed the feed. Frames are now routed through
parse_frame, which inspects data.e: kline frames yield an event,
everything else is skipped, and an Err is raised only when a genuine
kline frame fails to decode. Adds tests for skipped acks/errors.
A multi-language technical analysis library: 25 indicators across trend,
momentum, volatility, and volume families, every one a state machine with
O(1) per-tick updates. Batch evaluation is provided by a blanket extension
trait over the streaming primitive, so live trading bots and historical
backtests run the same code path.
What ships in this initial drop:
crates/wickra-core - 25 indicators, Indicator/BatchExt/Chain traits,
OHLCV types with validation; 171 unit tests,
property tests, Wilder/Bollinger textbook tests.
crates/wickra - top-level facade + criterion benches for every
indicator at 1K/10K/100K series sizes.
crates/wickra-data - streaming CSV reader, tick-to-candle aggregator,
multi-timeframe resampler, Binance Spot kline
WebSocket adapter behind feature live-binance;
11 unit + 1 doctest.
bindings/python - PyO3 + maturin, NumPy I/O, type stubs (.pyi),
56 pytest tests including streaming==batch
equivalence, Wilder reference values, lifecycle.
bindings/node - napi-rs native module, TypeScript .d.ts
auto-generated, 7 node --test cases.
bindings/wasm - wasm-bindgen ES module for browser/bundler/Node;
interactive HTML demo at examples/index.html.
examples/ - Python and Rust scripts: backtest, live trading,
parallel multi-asset, multi-timeframe, Binance.
benchmarks/ - cross-library comparison against TA-Lib,
pandas-ta, finta, talipp; Wickra wins every
category by 11-1030x (batch) and 17x+ streaming.
.github/workflows/ - CI matrix (Rust + Python + Node + WASM on
Linux/macOS/Windows), release pipeline for
PyPI wheels and npm.
Indicators (25):
Trend SMA EMA WMA DEMA TEMA HMA KAMA
Momentum RSI MACD Stochastic CCI ROC WilliamsR ADX MFI TRIX
AwesomeOscillator Aroon
Volatility BollingerBands ATR Keltner Donchian PSAR
Volume OBV VWAP (cumulative + rolling)
cargo clippy --workspace --all-targets -D warnings is clean. License: Apache-2.0.
