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.
21 lines
743 B
R
21 lines
743 B
R
# Stream live BTCUSDT 1-minute klines from Binance and feed each close through EMA(20).
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# Uses Wickra's native BinanceFeed — no third-party packages. Requires network
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# access. Runs for up to ~60 seconds.
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library(wickra)
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ema <- Ema(20)
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# Interval code 1 == 1m (the Interval declaration order shared by every binding).
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feed <- BinanceFeed("BTCUSDT", 1L)
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cat("Streaming for up to 60s...\n")
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deadline <- Sys.time() + 60
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repeat {
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if (Sys.time() > deadline) break
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# binance_next() returns a named list on an event, or NULL on timeout.
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event <- binance_next(feed, 1000)
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if (is.null(event)) next
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cat(sprintf("close=%.2f EMA(20)=%.2f\n", event$close, update(ema, event$close)))
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}
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binance_close(feed)
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cat("Done (time limit reached).\n")
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