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.
61 lines
2.7 KiB
TOML
61 lines
2.7 KiB
TOML
[package]
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name = "wickra-data"
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description = "Data sources for Wickra: CSV readers, tick-to-candle aggregator, and live exchange feeds."
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version.workspace = true
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authors.workspace = true
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edition.workspace = true
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rust-version.workspace = true
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license.workspace = true
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repository.workspace = true
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homepage.workspace = true
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readme.workspace = true
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keywords.workspace = true
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categories.workspace = true
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documentation = "https://docs.rs/wickra-data"
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# Render the docs on docs.rs with every feature enabled so the optional
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# live-binance feed is documented (otherwise it is hidden behind its feature).
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[package.metadata.docs.rs]
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all-features = true
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[lints]
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workspace = true
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[dependencies]
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# Direct path+version (not the workspace inheritance) so `default-features = false`
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# is honoured: depending on wickra-data must NOT force wickra-core's `parallel`
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# (rayon) feature on — the WASM binding needs a rayon-free build and the data
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# layer never uses the parallel batch path. Native bindings re-enable `parallel`
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# through their own wickra-core dependency (cargo unifies the features).
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wickra-core = { path = "../wickra-core", version = "0.9.2", default-features = false }
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thiserror = { workspace = true }
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csv = "1.3"
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serde = { version = "1", features = ["derive"] }
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serde_json = "1"
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# Async / live feeds are opt-in: only pulled when a `live-*` feature is requested.
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tokio = { version = "1", features = ["rt", "rt-multi-thread", "macros", "net", "time", "io-util"], optional = true }
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tokio-tungstenite = { version = "0.29", optional = true, features = ["native-tls"] }
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futures-util = { version = "0.3", optional = true }
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url = { version = "2", optional = true }
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# Blocking HTTP client for the historical REST kline fetcher. ureq 2.x with
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# native-tls verifies against the OS trust store (SChannel / Security.framework /
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# OpenSSL) — the same backend tokio-tungstenite uses above — so it ships no
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# bundled CA roots. (ureq 3.x hard-depends on `webpki-root-certs` regardless of
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# TLS backend, which is CDLA-Permissive-2.0 and dead weight under native-tls.)
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ureq = { version = "2", default-features = false, features = ["native-tls"], optional = true }
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# Direct dependency so the agent can be built with a native-tls connector (ureq
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# 2.x does not auto-configure native-tls). Already in the tree via tokio-tungstenite.
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native-tls = { version = "0.2", optional = true }
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[features]
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default = []
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# Each exchange is gated so users only pay for the WS/REST stack they actually
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# want. `live-binance` covers both the live WebSocket feed and the historical
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# REST kline fetcher.
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live-binance = ["dep:tokio", "dep:tokio-tungstenite", "dep:futures-util", "dep:url", "dep:ureq", "dep:native-tls"]
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[dev-dependencies]
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approx = { workspace = true }
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tempfile = "3"
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