* feat(data-layer): TickAggregator in Node, WASM, Python + C ABI hub First data-layer feature (F2): roll trade ticks up into fixed-timeframe OHLCV candles, exposed natively and over the C ABI. - wickra-data wired as a binding dependency (workspace dep; its wickra-core dep is default-features=false so it never forces rayon into the rayon-free WASM build — native bindings re-enable parallel through their own dependency). - Node `TickAggregator(bucket, gapFill?)` -> `push(price, size, ts): Candle[]`; WASM the same (array of objects); Python `push(...) -> list[tuple]`. - C ABI: `WickraCandle` struct + `wickra_tick_aggregator_new/push/free` (push writes candles into a caller buffer and returns the count), generated via the capi generator's new DATA_LAYER section; cbindgen now parses wickra-data so `TickAggregator` is a forward-declared opaque; header vendored to bindings/go. Verified bit-identical across Node/WASM/Python/C/C++ (o=100 h=101 l=100 c=101 v=3 ts=0 for the shared 3-tick probe). WIP: Go/C#/Java/R generated bindings and the cross-language golden are still pending. * feat(data-layer): TickAggregator in Go, C#, Java, R (lossless push/drain) Complete F2 across all 10 languages: the C-ABI tick aggregator now uses a two-step push/drain so gap-fill candles are never lost, and the four generated bindings expose it idiomatically. - C ABI redesigned: opaque TickAggregator handle (inner aggregator + pending buffer); push consumes a tick and returns the closed-candle count, drain copies them into a count-sized caller buffer. - Go: NewTickAggregator + Push(price,size,ts) []Candle; C#: TickAggregator + Candle[] Push(...); Java: TickAggregator + Candle[] push(...); R: TickAggregator constructor + push() S3 generic returning an (n x 6) numeric matrix. - Candle output record generated per language from WickraCandle. Verified bit-identical to the native bindings (o=100 h=101 l=100 c=101 v=3 ts=0) in Go, C#, Java, and R at runtime; R passes R CMD check (pre-existing doc warnings only). WIP: cross-language data-layer golden + CHANGELOG still pending. * test(data-layer): cross-language golden for the tick aggregator + CHANGELOG gen_golden emits a deterministic tick stream (testdata/golden/data_ticks.csv) and the reference candle streams with and without gap filling (data_candles.csv, data_candles_gap.csv). Every binding replays the shared ticks through its TickAggregator and checks the candles bit-for-bit (fp tolerance) against the Rust reference: - Node / WASM / Python / Go / C# / Java / R: a dedicated parity test each. - C / C++: data_layer_test.c (compiled as both, run as ctest). The gap-fill fixture closes several candles from a single push, exercising the lossless push/drain path. Records the feature under CHANGELOG [Unreleased]. * fix(examples): rename the CSV-loader candle to WickraBar The example CSV helper (wickra_csv.h) defined its own struct WickraCandle, which now collides with the public C ABI WickraCandle (the tick aggregator output) in any example that includes both headers (backtest, multi_timeframe, the strategy examples). The public type owns the name; rename the example loader's bar to WickraBar. The generated golden_test.c is untouched (its only match was the unrelated WickraCandleVolumeOutput).
Wickra — C / C++
Streaming-first technical indicators for C and C++. A prebuilt shared/static
library plus a generated wickra.h — no system dependencies.
Wickra is a multi-language technical-analysis library with a Rust core and bindings for Python, Node.js and WASM, plus a C ABI for C, C++, C#, Go, Java, R and any other C-capable language. Every indicator is an O(1) streaming state machine, so live trading bots and historical backtests share the exact same implementation. This package is the C ABI hub: it compiles the core to a C-compatible shared/static library plus a generated header, so any C-capable language (C, C++, C#, Go, Java, R) links against one artifact instead of re-wrapping every indicator natively.
Install
Grab the prebuilt header + library for your platform from the
GitHub releases — each archive
has wickra.h, the optional wickra.hpp C++ wrapper, and the shared/static
library — or build from source:
cargo build -p wickra-c --release
# -> target/release/libwickra.{so,dylib} or wickra.dll (+ import lib) + a staticlib
Then compile against the header and link the library
(cc app.c -I include -L lib -lwickra -lm -o app).
Quick start
#include "wickra.h"
struct Rsi *rsi = wickra_rsi_new(14); /* NULL on invalid params */
for (size_t i = 0; i < n; ++i) {
double v = wickra_rsi_update(rsi, prices[i]); /* NaN during warmup */
if (v == v && v > 70.0) /* v == v is the NaN check */
printf("overbought\n");
}
wickra_rsi_free(rsi); /* exactly once per _new */
Every indicator is an opaque handle with the same five functions —
_new / _update / _batch / _reset / _free. update is O(1); there is no
RAII across the C boundary, so each _new needs exactly one _free, and every
function is NULL-safe (a NULL handle yields NaN or a no-op, never a crash).
Multi-output indicators (MACD, Bollinger, ADX, …) take a pointer to a #[repr(C)]
struct and return a bool. The optional wickra.hpp wraps any handle in a
move-only wickra::Handle for exception-safe C++ lifetimes.
Benchmark
benchmarks/throughput.c reports streaming and batch updates-per-second for
SMA, ATR and MACD. As the thinnest binding it is the floor of the
per-binding FFI overhead — not a cross-library ratio (the same Rust core runs
under every binding); see the repository
BENCHMARKS.md §3.
cargo build -p wickra-c --release
cmake -S benchmarks -B build && cmake --build build
./build/throughput
Documentation
The full indicator catalogue, guides, quickstarts, and API reference live in the main repository and documentation site:
- Repository & full indicator list: https://github.com/wickra-lib/wickra
- Docs (C quickstart, cookbook, TA-Lib migration): https://docs.wickra.org/Quickstart-C
- Runnable examples:
examples/c/
Wickra ships native bindings for Python, Node.js, WASM and Rust, plus this C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against — all exposing the same indicators from the shared Rust core.
Security
Found a security issue? Please don't open a public issue. Report it privately
via the affected repository's Security tab ("Report a vulnerability") or email
support@wickra.org with a subject line starting [wickra security]. Full
policy: https://github.com/wickra-lib/wickra/blob/main/SECURITY.md.
Disclaimer
Wickra is an indicator toolkit, not a trading system. The values it computes are deterministic transforms of the input data — they are not financial advice and do not predict the market. Any use in a live trading context is at your own risk. The library is provided as is, without warranty of any kind.
License
Licensed under either of Apache-2.0 or MIT at your option.