Wickra Exchange — WASM

▶ Live demo: all 514 indicators over real Binance market data, computed live in your browser — live.wickra.org · zero backend, powered by wickra-wasm.

One typed API. Ten exchanges. Eight languages — for WASM. npm install wickra-exchange-wasm — pure WebAssembly, runs anywhere a modern JS engine does.

WebAssembly bindings for wickra-exchange: the offline paper and replay simulators, in the browser.

Install

npm install wickra-exchange-wasm

Building from this repository (contributors)

wasm-pack build bindings/wasm --target web    --release --features panic-hook  # browsers
wasm-pack build bindings/wasm --target nodejs --release --out-dir pkg          # Node
node --test bindings/wasm/tests/

The panic-hook feature routes Rust panics to console.error with a readable stack; without it a panic surfaces as "unreachable executed" and nothing points at the cause. It costs a little size, which is why it is off by default and on for the browser build.

Quick start

import init, { Exchange, OrderRequest } from "wickra-exchange-wasm";

await init();

const ex = Exchange.paper({ USDT: 100_000 }, 1, 5, 10); // maker/taker/slippage bps
ex.setPrice("BTC/USDT", 20_000);

// A number is fine; a string is exact, which is what a size with more than
// about fifteen significant digits needs -- JS has one number type and it is a
// double.
const order = ex.placeOrder(OrderRequest.marketBuy("BTC/USDT", 1));
console.log(order.status, order.averagePrice); // "filled" 20020

console.log(ex.balances()); // { BTC: 1, USDT: 79980 }

Replaying a recorded tape, one frame per pollEvents():

const replay = Exchange.replayTrades(
  "BTC/USDT",
  Float64Array.from([100, 101, 102, 110, 112]),
  { USDT: 100_000 },
);

for (;;) {
  const events = replay.pollEvents();
  if (events.length === 0) break; // an exhausted tape yields nothing further
  for (const event of events) {
    if (event.kind === "trade") {
      // ... your strategy sees the same events a live feed produces
    }
  }
}

What this package is, and what it is not

The other bindings — Node, Python, C, C#, Go, Java, R — connect to live venues. This one cannot, and that is a property of the target rather than a gap in the work: wasm32-unknown-unknown has no TCP sockets and no TLS stack, and the transport crate is built on tokio, reqwest and tokio-tungstenite, none of which target the browser. A connect() here would compile and then fail at the first request.

So this package carries the part of the library that is pure computation and therefore genuinely runs in a page:

| exposed | absent | | --- | --- | | Exchange.paper — offline account with fees and slippage | connect — needs sockets | | Exchange.replayTrades — recorded price tape | user-data streams, WebSocket execution | | placeOrder, cancelOrder, queryOrder, openOrders | derivatives (live-only) | | balances, ticker, setPrice, pollEvents | klines (needs a venue) | | OrderRequest factories, version() | depth — see below |

There is no orderBook. The paper account has no depth feed and answers unsupported; the replay backend delegates straight to it. On both backends reachable from here the call cannot succeed, so exposing it would only add a method that type-checks and always throws.

The surface that is here is the one a backtest uses, which is the point: a strategy written against this runs unchanged against a live venue once it moves off the browser.

Benchmark

Every binding forwards to the same data-driven Rust core, so what this one adds is the call overhead of wasm-bindgen, not a different result. The core's throughput is measured by the repository's benchmark suite and the nightly bench.yml run; the numbers, the machine and how to reproduce them are in the repository BENCHMARKS.md.

Documentation

The full guide, the spec reference and the API documentation live in the main repository and the documentation site:

• Repository: https://github.com/wickra-lib/wickra-exchange
• Docs (guides, spec reference, cookbook): https://exchange.wickra.org
• Runnable example: examples/wasm/

Wickra Exchange ships native bindings for Python, Node.js, WASM and Rust, plus a C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against — all forwarding to the same data-driven, unsafe-forbidden Rust core.

Security

Found a security issue? Please don't open a public issue. Report it privately via the repository's Security tab ("Report a vulnerability") or email [email protected] with a subject line starting [wickra security]. Full policy: https://github.com/wickra-lib/wickra-exchange/blob/main/SECURITY.md.

Disclaimer

Not a trading system and not financial advice. This library connects to exchanges and can place real orders that risk real capital; any such use is entirely at your own risk. Authentication, order rounding, reconnect handling and rate limiting can fail in ways that lose money — test against testnets, use withdrawal-disabled keys, and review the code before trading. The software is provided as is, without warranty of any kind; see the license files for the full terms.

License

Licensed under either of Apache-2.0 or MIT at your option.