A 24-hour forced disconnect or a network blip permanently killed the
feed: next_event returned Ok(None)/Err and the stream was dead. The
struct now retains the subscribed symbols, an open() helper rebuilds the
socket, and reconnect() retries with exponential backoff (1s..30s, up to
MAX_RECONNECT_ATTEMPTS). next_event transparently reconnects on a
protocol error, a server close or a read stall, and only reports Ok(None)
after the caller has closed the stream. close() now takes &mut self.
connect() used connect_async with no WebSocketConfig and next_event
awaited the socket with no deadline, so a stalled server hung the feed
forever and an oversized message could force an unbounded allocation.
connect() now passes a WebSocketConfig capping message/frame size, and
next_event wraps the read in a 300s tokio timeout (well above Binance's
~3-minute ping), surfacing a stall as the new Error::Timeout.
BinanceKlineStream had no closed-state flag, so after the server closed
the connection (Ok(None)) a caller could keep calling next_event and
poll a dead socket. A closed: bool is now set when the server closes or
sends a Close frame; next_event short-circuits to Ok(None) once set, and
is_closed() exposes the state.
next_event deserialized every text frame straight into RawWsEnvelope, so
a subscription acknowledgement, heartbeat or error object propagated a
decode Err and killed the feed. Frames are now routed through
parse_frame, which inspects data.e: kline frames yield an event,
everything else is skipped, and an Err is raised only when a genuine
kline frame fails to decode. Adds tests for skipped acks/errors.
The previous `[[example]] path = "../../examples/rust/..."` entries
pointed at files outside the crate root. cargo only packages files
inside the crate directory, so the examples would have been silently
dropped on publish. Moving them to crates/wickra/examples/ and
crates/wickra-data/examples/ keeps them as part of the published
package and lets cargo discover them automatically (no [[example]]
override needed). README and project-layout section updated.
A multi-language technical analysis library: 25 indicators across trend,
momentum, volatility, and volume families, every one a state machine with
O(1) per-tick updates. Batch evaluation is provided by a blanket extension
trait over the streaming primitive, so live trading bots and historical
backtests run the same code path.
What ships in this initial drop:
crates/wickra-core - 25 indicators, Indicator/BatchExt/Chain traits,
OHLCV types with validation; 171 unit tests,
property tests, Wilder/Bollinger textbook tests.
crates/wickra - top-level facade + criterion benches for every
indicator at 1K/10K/100K series sizes.
crates/wickra-data - streaming CSV reader, tick-to-candle aggregator,
multi-timeframe resampler, Binance Spot kline
WebSocket adapter behind feature live-binance;
11 unit + 1 doctest.
bindings/python - PyO3 + maturin, NumPy I/O, type stubs (.pyi),
56 pytest tests including streaming==batch
equivalence, Wilder reference values, lifecycle.
bindings/node - napi-rs native module, TypeScript .d.ts
auto-generated, 7 node --test cases.
bindings/wasm - wasm-bindgen ES module for browser/bundler/Node;
interactive HTML demo at examples/index.html.
examples/ - Python and Rust scripts: backtest, live trading,
parallel multi-asset, multi-timeframe, Binance.
benchmarks/ - cross-library comparison against TA-Lib,
pandas-ta, finta, talipp; Wickra wins every
category by 11-1030x (batch) and 17x+ streaming.
.github/workflows/ - CI matrix (Rust + Python + Node + WASM on
Linux/macOS/Windows), release pipeline for
PyPI wheels and npm.
Indicators (25):
Trend SMA EMA WMA DEMA TEMA HMA KAMA
Momentum RSI MACD Stochastic CCI ROC WilliamsR ADX MFI TRIX
AwesomeOscillator Aroon
Volatility BollingerBands ATR Keltner Donchian PSAR
Volume OBV VWAP (cumulative + rolling)
cargo clippy --workspace --all-targets -D warnings is clean. License: Apache-2.0.
kingchenc