kingchenc
2ae76bb90e
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.
Wickra — C#
Streaming-first technical indicators for C#. dotnet add package Wickra —
prebuilt native library, no system dependencies.
Wickra is a multi-language technical-analysis library with a Rust core and
bindings for Python, Node.js and WASM, plus a C ABI for C, C++, C#, Go, Java, R and any
other C-capable language. Every indicator is an O(1)
streaming state machine, so live trading bots and historical backtests share
the exact same implementation. This package is the C# binding; it consumes the
C ABI hub through [LibraryImport] P/Invoke and exposes all 514 streaming-first
indicators as idiomatic IDisposable classes.
Install
dotnet add package Wickra
The native library ships prebuilt per platform (Linux, macOS, Windows — x64 and
arm64) under runtimes/<rid>/native/, selected automatically. There is nothing
to compile. Targets .NET 8 and later.
Quick start
using Wickra;
// Batch: run an indicator over a whole series (NaN at warmup positions).
var prices = Enumerable.Range(0, 1000).Select(i => 100.0 + i * 0.1).ToArray();
using var sma = new Sma(20);
double[] values = sma.Batch(prices);
// Streaming: the same indicator, fed tick by tick in O(1).
using var rsi = new Rsi(14);
foreach (var price in liveFeed)
{
var value = rsi.Update(price); // NaN during warmup, no recomputation
if (double.IsFinite(value) && value > 70)
{
Console.WriteLine("overbought");
}
}
Batch(prices) and feeding the same prices through Update() produce identical
values — the equivalence is enforced by the test suite. Multi-output indicators
(MACD, Bollinger, ADX, …) return a nullable record struct, null while warming up.
Benchmark
benchmarks/ reports streaming and batch updates-per-second for SMA, ATR
and MACD. It measures this binding's FFI overhead, not a cross-library ratio
(the same Rust core runs under every binding) — see the repository
BENCHMARKS.md §3.
cargo build -p wickra-c --release
dotnet run -c Release --project benchmarks
Documentation
The full indicator catalogue, guides, quickstarts, and API reference live in the main repository and documentation site:
- Repository & full indicator list: https://github.com/wickra-lib/wickra
- Docs (quickstarts, cookbook, TA-Lib migration): https://docs.wickra.org
- Runnable examples:
examples/csharp/
Wickra ships native bindings for Python, Node.js, WASM and Rust, plus a
C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against —
all exposing the same indicators from the shared, unsafe-forbidden Rust core.
Security
Found a security issue? Please don't open a public issue. Report it privately
via the affected repository's Security tab ("Report a vulnerability") or email
support@wickra.org with a subject line starting [wickra security]. Full
policy: https://github.com/wickra-lib/wickra/blob/main/SECURITY.md.
Disclaimer
Wickra is an indicator toolkit, not a trading system. The values it computes are deterministic transforms of the input data — they are not financial advice and do not predict the market. Any use in a live trading context is at your own risk. The library is provided as is, without warranty of any kind.
License
Licensed under either of Apache-2.0 or MIT at your option.