3be267cb03
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.
42 lines
1.3 KiB
Rust
42 lines
1.3 KiB
Rust
//! Connect to Binance, run incremental RSI on the closed kline events.
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//!
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//! Build with:
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//! ```text
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//! cargo run --release --example live_binance --features wickra-data/live-binance -- BTCUSDT
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//! ```
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//!
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//! The example prints a line per bar close. Hit Ctrl+C to stop.
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use std::env;
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use wickra::{Indicator, Rsi};
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use wickra_data::live::binance::{BinanceKlineStream, Interval};
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#[tokio::main(flavor = "current_thread")]
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async fn main() -> Result<(), Box<dyn std::error::Error>> {
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let args: Vec<String> = env::args().collect();
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let symbol = args
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.get(1)
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.cloned()
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.unwrap_or_else(|| "BTCUSDT".to_string());
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let mut stream =
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BinanceKlineStream::connect(std::slice::from_ref(&symbol), Interval::OneMinute).await?;
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let mut rsi = Rsi::new(14)?;
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println!("Listening for {symbol} 1m closes…");
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while let Some(event) = stream.next_event().await? {
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if !event.is_closed {
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continue;
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}
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let close = event.candle.close;
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let v = rsi.update(close);
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if let Some(value) = v {
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println!("{} close={:.4} rsi={:.2}", event.symbol, close, value);
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} else {
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println!("{} close={:.4} rsi=…warmup", event.symbol, close);
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}
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}
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Ok(())
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}
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