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wickra-timemachine-wasm

v0.2.0

Published

WebAssembly bindings for wickra-timemachine — reconstruct market microstructure in the browser.

Downloads

1,048

Readme

CI codecov npm License: MIT OR Apache-2.0

Wickra Time Machine — WASM


Part of the Wickra ecosystem: — for WASM. npm install wickra-timemachine-wasm — pure WebAssembly, runs anywhere a modern JS engine does.

WebAssembly bindings for the Wickra Time Machine, compiled from Rust with wasm-bindgen. A TimeMachine is built from a spec JSON and driven by command JSONs over a JSON boundary, so a browser front-end runs against the exact same core as every other Wickra Time Machine binding.

Install

npm install wickra-timemachine-wasm

Building from this repository (contributors)

wasm-pack build --target web      # for a browser bundler
wasm-pack build --target nodejs   # for node:test / Node.js

The output lands in pkg/.

Quick start

import init, { TimeMachine } from "wickra-timemachine-wasm";

await init();

const feed = [
  { ts: 10, symbol: "BTC-USDT", feed: { kind: "market", type: "trade",
    symbol: { base: "BTC", quote: "USDT" }, price: "100", quantity: "1",
    aggressor: "Buy", timestamp: 10 } },
  { ts: 20, symbol: "BTC-USDT", feed: { kind: "market", type: "trade",
    symbol: { base: "BTC", quote: "USDT" }, price: "110", quantity: "2",
    aggressor: "Sell", timestamp: 20 } },
].map((l) => JSON.stringify(l)).join("\n");

const tm = new TimeMachine("{}");
tm.command(JSON.stringify({ cmd: "load", data: feed }));
const snapshot = JSON.parse(tm.command(JSON.stringify({ cmd: "seek", ts: 20 })));
console.log(snapshot.symbols["BTC-USDT"].last); // 110

command mirrors TimeMachine::command_json: the commands are load, seek, state_at, play and version. An invalid spec throws; a command failure throws too.

Determinism

The re-fold runs single-threaded here — no rayon thread pool in a browser sandbox — which is byte-identical to the native, parallel run. Seeking to a given timestamp produces the byte-identical snapshot here and in every other binding: the exact cross-language golden invariant.

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:

Wickra Time Machine 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-timemachine/blob/main/SECURITY.md.

Disclaimer

Wickra Time Machine is a research tool, provided "as is" without warranty of any kind. It reconstructs recorded market microstructure for analysis; nothing here is financial advice, and trading carries risk of loss.

License

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