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.
26 lines
1013 B
Rust
26 lines
1013 B
Rust
//! `wickra-data`: offline and online data sources for the Wickra indicator engine.
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//!
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//! - [`csv`]: stream OHLCV bars out of CSV files without buffering the whole
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//! history in memory.
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//! - [`aggregator`]: roll trade ticks up into candles of arbitrary timeframes.
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//! - [`resample`]: convert a stream of candles from one timeframe to a coarser one.
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//! - [`live`] (feature `live-binance`): connect to exchange websockets for live
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//! klines, or pull historical klines over REST — both yield typed candles
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//! compatible with the rest of the crate.
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#![cfg_attr(docsrs, feature(doc_cfg))]
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// `tokio_tungstenite::Error` is large by itself (~200 B). Boxing every Err
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// variant per clippy::result_large_err just shifts allocation pressure into
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// the hot path. We accept the size because errors are rare in this crate.
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#![allow(clippy::result_large_err)]
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pub mod aggregator;
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pub mod csv;
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pub mod error;
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pub mod resample;
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#[cfg(feature = "live-binance")]
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pub mod live;
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pub use error::{Error, Result};
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