#![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);
});