#![no_main] //! Fuzz order-book `Indicator` implementations with //! arbitrary depth snapshots. //! //! Each iteration consumes a byte stream, interprets it as a sequence of //! `f64` values (8 bytes each), packs consecutive values into `(price, size)` //! levels, and groups levels into order-book snapshots. Books are built with //! `OrderBook::new_unchecked` so the fuzzer can explore degenerate shapes //! (empty sides, crossed books, non-finite prices, negative sizes) that the //! validating constructor would reject — the indicators must never panic on //! any of them, streaming or batched. use libfuzzer_sys::fuzz_target; use wickra_core::{BatchExt, DepthSlope, Indicator, Level, Microprice, OrderBook, OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN, OrderFlowImbalance, QuotedSpread}; #[inline(never)] fn drive(make: impl Fn() -> I, books: &[OrderBook]) where I: Indicator + BatchExt, { let mut streaming = make(); for book in books { let _ = streaming.update(book.clone()); } let _ = make().batch(books); } fuzz_target!(|data: &[u8]| { let floats: Vec = data .chunks_exact(8) .map(|c| f64::from_le_bytes(c.try_into().expect("8 bytes"))) .collect(); let levels: Vec = floats .chunks_exact(2) .map(|c| Level::new_unchecked(c[0], c[1])) .collect(); // Group levels into snapshots of up to four levels (split into bids / asks). let books: Vec = levels .chunks(4) .map(|chunk| { let half = chunk.len() / 2; OrderBook::new_unchecked(chunk[..half].to_vec(), chunk[half..].to_vec()) }) .collect(); drive(OrderBookImbalanceTop1::new, &books); drive(|| OrderBookImbalanceTopN::new(3).unwrap(), &books); drive(OrderBookImbalanceFull::new, &books); drive(Microprice::new, &books); drive(QuotedSpread::new, &books); drive(DepthSlope::new, &books); drive(|| OrderFlowImbalance::new(20).unwrap(), &books); });