Files
kingchenc 2ae76bb90e feat(data): native Binance REST kline fetcher in 9 languages (#315)
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.
2026-06-17 01:48:24 +02:00
..

Wickra — C / C++

CI codecov GitHub release License: MIT OR Apache-2.0

Streaming-first technical indicators for C and C++. A prebuilt shared/static library plus a generated wickra.h — 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 ABI hub: it compiles the core to a C-compatible shared/static library plus a generated header, so any C-capable language (C, C++, C#, Go, Java, R) links against one artifact instead of re-wrapping every indicator natively.

Install

Grab the prebuilt header + library for your platform from the GitHub releases — each archive has wickra.h, the optional wickra.hpp C++ wrapper, and the shared/static library — or build from source:

cargo build -p wickra-c --release
# -> target/release/libwickra.{so,dylib} or wickra.dll (+ import lib) + a staticlib

Then compile against the header and link the library (cc app.c -I include -L lib -lwickra -lm -o app).

Quick start

#include "wickra.h"

struct Rsi *rsi = wickra_rsi_new(14);              /* NULL on invalid params */
for (size_t i = 0; i < n; ++i) {
    double v = wickra_rsi_update(rsi, prices[i]);  /* NaN during warmup       */
    if (v == v && v > 70.0)                        /* v == v is the NaN check */
        printf("overbought\n");
}
wickra_rsi_free(rsi);                              /* exactly once per _new   */

Every indicator is an opaque handle with the same five functions — _new / _update / _batch / _reset / _free. update is O(1); there is no RAII across the C boundary, so each _new needs exactly one _free, and every function is NULL-safe (a NULL handle yields NaN or a no-op, never a crash). Multi-output indicators (MACD, Bollinger, ADX, …) take a pointer to a #[repr(C)] struct and return a bool. The optional wickra.hpp wraps any handle in a move-only wickra::Handle for exception-safe C++ lifetimes.

Benchmark

benchmarks/throughput.c reports streaming and batch updates-per-second for SMA, ATR and MACD. As the thinnest binding it is the floor of the per-binding 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
cmake -S benchmarks -B build && cmake --build build
./build/throughput

Documentation

The full indicator catalogue, guides, quickstarts, and API reference live in the main repository and documentation site:

Wickra ships native bindings for Python, Node.js, WASM and Rust, plus this C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against — all exposing the same indicators from the shared 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.