Wickra Impact — Node.js

Part of the Wickra ecosystem: — for Node.js. npm install wickra-impact — prebuilt native binary, no system dependencies.

Node.js bindings for the Wickra Impact market-impact backtester, powered by Rust via napi-rs: back-test a strategy against the real historical L2 order book, measuring the slippage every other backtest ignores.

Install

npm install wickra-impact

The native addon ships as a prebuilt binary per platform (Linux, macOS, Windows — x64 and arm64), selected automatically through optional dependencies. There is nothing to compile.

Quick start

const { Impact } = require("wickra-impact");

const spec = {
  strategy: { spec_version: 1, symbol: "IMPACT", timeframe: "1h",
    indicators: {},
    entry: { ge: [{ price: "close" }, 0] },
    exit: { in_position: true },
    sizing: { type: "fixed_qty", qty: 10.0 },
    execution: { order_type: "market", fill_timing: "next_open" } },
  book_model: { kind: "orderbook_walk" },
  participation_cap: 1.0, latency_ms: 0,
};

const impact = new Impact(JSON.stringify(spec));
const report = JSON.parse(impact.command(JSON.stringify({ cmd: "run", data })));
console.log(report.impact_stats.avg_slippage_bps); // the impact a naive backtest hides

API

• new Impact(specJson) — construct a backtest handle from an ImpactSpec JSON ("{}" defers configuration to a later set_spec). Throws on an invalid spec.
• impact.command(cmdJson) — apply a command envelope and return the response JSON. Commands: set_spec, run, version.
• impact.version() — the library version.

Determinism

command mirrors the core's command_json: the fill engine lives only in the Rust core and this binding forwards the command string verbatim, so the report is byte-identical to the CLI and to every other language binding.

Benchmark

Every binding forwards to the same data-driven Rust core, so what this one adds is the call overhead of napi-rs, 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-impact
• Docs (guides, spec reference, cookbook): https://impact.wickra.org
• Runnable example: examples/node/

Wickra Impact 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-impact/blob/main/SECURITY.md.

Disclaimer

Wickra Impact is a research and backtesting tool. It measures the slippage an order would have paid against recorded market data; it does not place orders, and a measurement over history is not a prediction about the future. Nothing here is financial advice. Trading carries risk, including the loss of the capital committed. Use it at your own risk.

License

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