kingchenc
677ea37402
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.
25 lines
929 B
C#
25 lines
929 B
C#
using Wickra;
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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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Console.WriteLine("Streaming live BTCUSDT 1-minute klines from Binance (up to 60s)...");
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// Native feed: a blocking poll over the same tested stream as the Rust core.
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// Next(timeout) returns the event, or null on timeout (poll again).
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using var feed = new BinanceFeed("BTCUSDT", BinanceInterval.OneMinute);
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using var ema = new Ema(20);
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var deadline = DateTime.UtcNow.AddSeconds(60);
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while (DateTime.UtcNow < deadline)
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{
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var ev = feed.Next(TimeSpan.FromSeconds(1));
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if (ev is null)
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{
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continue;
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}
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Console.WriteLine($"close={ev.Value.Close:F2} EMA(20)={ema.Update(ev.Value.Close):F2}");
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}
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Console.WriteLine("Done (time limit reached).");
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