ferro-ta/wasm

ferro-ta WASM

WebAssembly bindings for the ferro-ta technical analysis library.

Install from npm

Once published, install the Node.js build from npm:

npm install ferro-ta-wasm

const { sma, ema, wma, rsi, adx, mfi, bbands, atr, obv, macd } = require('ferro-ta-wasm');

const close = new Float64Array([44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10]);
const smaOut = sma(close, 3);
console.log('SMA:', Array.from(smaOut));

Decision: We chose WebAssembly (wasm-bindgen / wasm-pack) as the second binding because it runs in browsers and Node.js without any native addons, and shares zero unsafe FFI surface with the Python build. Node.js users get a pure-JS entry point; browser users get the same .wasm file.

Available Indicators

Category	Function	Parameters	Returns
Overlap	sma	close: Float64Array, timeperiod: number	Float64Array
Overlap	ema	close: Float64Array, timeperiod: number	Float64Array
Overlap	wma	close: Float64Array, timeperiod: number	Float64Array
Overlap	bbands	close, timeperiod, nbdevup, nbdevdn	Array[upper, middle, lower]
Momentum	rsi	close: Float64Array, timeperiod: number	Float64Array
Momentum	adx	high, low, close: Float64Array, timeperiod	Float64Array
Momentum	macd	close, fastperiod, slowperiod, signalperiod	Array[macd, signal, hist]
Momentum	mom	close: Float64Array, timeperiod: number	Float64Array
Momentum	stochf	high, low, close, fastk_period, fastd_period	Array[fastk, fastd]
Volatility	atr	high, low, close: Float64Array, timeperiod	Float64Array
Volume	obv	close: Float64Array, volume: Float64Array	Float64Array
Volume	mfi	high, low, close, volume: Float64Array, timeperiod	Float64Array

Adding more indicators

WASM exports live in src/lib.rs and can either implement logic directly or delegate to ferro_ta_core. To add a new indicator:

1. Add a #[wasm_bindgen] export in src/lib.rs (prefer delegating to ferro_ta_core where possible).
2. Add at least two #[wasm_bindgen_test] tests covering output length and a known value.
3. Update this README table.
4. Run wasm-pack test --node to verify.

Prerequisites

# Install Rust (if not already present)
curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh

# Install wasm-pack
curl https://rustwasm.github.io/wasm-pack/installer/init.sh -sSf | sh
# OR via cargo:
cargo install wasm-pack

Build

cd wasm/
wasm-pack build --target nodejs --out-dir pkg

This produces a pkg/ directory containing:

• ferro_ta_wasm.js — JavaScript glue code
• ferro_ta_wasm_bg.wasm — compiled WebAssembly binary
• ferro_ta_wasm.d.ts — TypeScript declarations

For a browser build:

wasm-pack build --target web --out-dir pkg-web

Usage (Node.js)

const { sma, ema, wma, rsi, adx, mfi, bbands, atr, obv, macd } = require('./pkg/ferro_ta_wasm.js');

const close = new Float64Array([44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10]);

// Simple Moving Average (period 3)
const smaOut = sma(close, 3);
console.log('SMA:', Array.from(smaOut));  // [ NaN, NaN, 44.193, ... ]

// RSI (period 5)
const rsiOut = rsi(close, 5);
console.log('RSI:', Array.from(rsiOut));

// WMA (period 5)
const wmaOut = wma(close, 5);
console.log('WMA:', Array.from(wmaOut));

// Bollinger Bands (period 5, ±2σ) — returns [upper, middle, lower]
const [upper, middle, lower] = bbands(close, 5, 2.0, 2.0);
console.log('BBANDS upper:', Array.from(upper));

// MACD (fast=3, slow=5, signal=2) — returns [macd_line, signal_line, histogram]
const [macdLine, signalLine, histogram] = macd(close, 3, 5, 2);
console.log('MACD:', Array.from(macdLine));
console.log('Signal:', Array.from(signalLine));
console.log('Histogram:', Array.from(histogram));

// ATR (period 3)
const high   = new Float64Array([45.0, 46.0, 47.0, 46.0, 45.0, 44.0, 45.0]);
const low    = new Float64Array([43.0, 44.0, 45.0, 44.0, 43.0, 42.0, 43.0]);
const atrOut = atr(high, low, close, 3);
console.log('ATR:', Array.from(atrOut));

// ADX (period 3)
const adxOut = adx(high, low, close, 3);
console.log('ADX:', Array.from(adxOut));

// OBV
const volume  = new Float64Array([1000, 1200, 900, 1500, 800, 600, 700]);
const obvOut  = obv(close, volume);
console.log('OBV:', Array.from(obvOut));

// MFI (period 3)
const mfiOut = mfi(high, low, close, volume, 3);
console.log('MFI:', Array.from(mfiOut));

Usage (Browser)

<script type="module">
  import init, { sma, macd } from './pkg-web/ferro_ta_wasm.js';
  await init();  // loads the .wasm binary

  const close = new Float64Array([44.34, 44.09, 44.15, 43.61, 44.33]);
  const smaOut = sma(close, 3);
  console.log('SMA:', Array.from(smaOut));

  // MACD
  const [macdLine, signal, hist] = macd(close, 3, 5, 2);
  console.log('MACD line:', Array.from(macdLine));
</script>

Run Tests

cd wasm/
wasm-pack test --node

CI Artifact

Every CI run on main builds the WASM package and uploads it as a GitHub Actions artifact named wasm-pkg. To download the latest pre-built package without building from source:

1. Go to the Actions tab.
2. Open the latest successful CI run.
3. Download the wasm-pkg artifact from the Artifacts section.
4. Unzip and use pkg/ferro_ta_wasm.js directly in your project.

Limitations

• Only 12 indicators are currently exposed (SMA, EMA, WMA, BBANDS, RSI, ADX, MACD, MOM, STOCHF, ATR, OBV, MFI). Additional indicators will be added following the same pattern in src/lib.rs.
• Large arrays (> 10M bars) may be slow due to JS↔WASM memory copies. For high-throughput use cases prefer the Python (PyO3) binding.
• WASM does not support multi-threading natively in browsers (SharedArrayBuffer requires COOP/COEP headers).