wickra-wasm 0.4.1 → 0.4.2

package/README.md

@@ -1,5 +1,5 @@
 <p align="center">
-  <a href="https://wickra.org"><img src="https://wickra.org/og-banner.webp" alt="Wickra — streaming-first technical indicators" width="100%"></a>
+  <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=227" alt="Wickra — streaming-first technical indicators" width="100%"></a>
 </p>
 
 [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
@@ -47,7 +47,7 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
   [Node](https://docs.wickra.org/Quickstart-Node),
   [WASM](https://docs.wickra.org/Quickstart-WASM).
 - **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
-  every one of the 219 indicators; start at the
+  every one of the 227 indicators; start at the
   [indicators overview](https://docs.wickra.org/Indicators-Overview).
 - **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods),
   [streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
@@ -135,7 +135,7 @@ python -m benchmarks.compare_libraries
 
 ## Indicators
 
-219 streaming-first indicators across sixteen families. Every one passes the
+227 streaming-first indicators across seventeen families. Every one passes the
 `batch == streaming` equivalence test, reference-value tests, and reset
 semantics tests. Each has a per-indicator deep dive (formula, parameters,
 warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
@@ -156,9 +156,16 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 | DeMark               | TD Setup, TD Sequential, TD DeMarker, TD REI, TD Pressure, TD Combo, TD Countdown, TD Lines, TD Range Projection, TD Differential, TD Open, TD Risk Level |
 | Ichimoku & Charts    | Ichimoku Kinko Hyo (Tenkan, Kijun, Senkou A/B, Chikou), Heikin-Ashi |
 | Candlestick Patterns | Doji, Hammer, Inverted Hammer, Hanging Man, Shooting Star, Engulfing, Harami, Morning/Evening Star, Three White Soldiers/Black Crows, Piercing Line/Dark Cloud Cover, Marubozu, Tweezer, Spinning Top, Three Inside Up/Down, Three Outside Up/Down |
+| Microstructure       | Order-Book Imbalance (Top-1 / Top-N / Full), Microprice, Quoted Spread, Signed Volume, Cumulative Volume Delta, Trade Imbalance |
 | Market Profile       | Value Area (POC / VAH / VAL), Initial Balance, Opening Range |
 | Risk / Performance   | Sharpe Ratio, Sortino Ratio, Calmar Ratio, Omega Ratio, Max Drawdown, Average Drawdown, Drawdown Duration, Pain Index, Value at Risk, Conditional Value at Risk (CVaR), Profit Factor, Gain/Loss Ratio, Recovery Factor, Kelly Criterion, Treynor Ratio, Information Ratio, Alpha (Jensen) |
 
+Every candlestick pattern emits a signed per-bar value — `+1.0` bullish,
+`−1.0` bearish, `0.0` none — so the family drops straight into a feature matrix
+as one column each. `Doji` is direction-less by default (`+1.0` / `0.0`);
+construct it in signed mode (`Doji::new().signed()`, `Doji(signed=True)`,
+`new Doji(true)`) for a dragonfly / gravestone `±1` reading.
+
 Adding a new indicator means implementing one trait in Rust; all four bindings
 inherit it automatically.
 
@@ -230,7 +237,7 @@ A Python live-trading example using the public `websockets` package lives at
 ```
 wickra/
 ├── crates/
-│   ├── wickra-core/         core engine + all 219 indicators
+│   ├── wickra-core/         core engine + all 227 indicators
 │   ├── wickra/              top-level facade crate (publishes on crates.io) + benches/
 │   └── wickra-data/         CSV reader, tick aggregator, live exchange feeds
 ├── bindings/

package/package.json

@@ -5,7 +5,7 @@
     "kingchenc <support@wickra.org>"
   ],
   "description": "WASM bindings for the Wickra streaming-first technical indicators library.",
-  "version": "0.4.1",
+  "version": "0.4.2",
   "license": "PolyForm-Noncommercial-1.0.0",
   "repository": {
     "type": "git",

package/wickra_wasm.d.ts

@@ -483,6 +483,16 @@ export class Coppock {
     warmupPeriod(): number;
 }
 
+export class CumulativeVolumeDelta {
+    free(): void;
+    [Symbol.dispose](): void;
+    isReady(): boolean;
+    constructor();
+    reset(): void;
+    update(price: number, size: number, is_buy: boolean): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class CyberneticCycle {
     free(): void;
     [Symbol.dispose](): void;
@@ -574,7 +584,8 @@ export class Doji {
     [Symbol.dispose](): void;
     batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
     isReady(): boolean;
-    constructor();
+    isSigned(): boolean;
+    constructor(signed?: boolean | null);
     reset(): void;
     update(open: number, high: number, low: number, close: number): number | undefined;
     warmupPeriod(): number;
@@ -1291,6 +1302,16 @@ export class MedianPrice {
     update(high: number, low: number): number | undefined;
 }
 
+export class Microprice {
+    free(): void;
+    [Symbol.dispose](): void;
+    isReady(): boolean;
+    constructor();
+    reset(): void;
+    update(bid_px: Float64Array, bid_sz: Float64Array, ask_px: Float64Array, ask_sz: Float64Array): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class MorningEveningStar {
     free(): void;
     [Symbol.dispose](): void;
@@ -1357,6 +1378,36 @@ export class OpeningRange {
     warmupPeriod(): number;
 }
 
+export class OrderBookImbalanceFull {
+    free(): void;
+    [Symbol.dispose](): void;
+    isReady(): boolean;
+    constructor();
+    reset(): void;
+    update(bid_px: Float64Array, bid_sz: Float64Array, ask_px: Float64Array, ask_sz: Float64Array): number | undefined;
+    warmupPeriod(): number;
+}
+
+export class OrderBookImbalanceTop1 {
+    free(): void;
+    [Symbol.dispose](): void;
+    isReady(): boolean;
+    constructor();
+    reset(): void;
+    update(bid_px: Float64Array, bid_sz: Float64Array, ask_px: Float64Array, ask_sz: Float64Array): number | undefined;
+    warmupPeriod(): number;
+}
+
+export class OrderBookImbalanceTopN {
+    free(): void;
+    [Symbol.dispose](): void;
+    isReady(): boolean;
+    constructor(levels: number);
+    reset(): void;
+    update(bid_px: Float64Array, bid_sz: Float64Array, ask_px: Float64Array, ask_sz: Float64Array): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class PGO {
     free(): void;
     [Symbol.dispose](): void;
@@ -1519,6 +1570,16 @@ export class ProfitFactor {
     warmupPeriod(): number;
 }
 
+export class QuotedSpread {
+    free(): void;
+    [Symbol.dispose](): void;
+    isReady(): boolean;
+    constructor();
+    reset(): void;
+    update(bid_px: Float64Array, bid_sz: Float64Array, ask_px: Float64Array, ask_sz: Float64Array): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class ROC {
     free(): void;
     [Symbol.dispose](): void;
@@ -1724,6 +1785,16 @@ export class ShootingStar {
     warmupPeriod(): number;
 }
 
+export class SignedVolume {
+    free(): void;
+    [Symbol.dispose](): void;
+    isReady(): boolean;
+    constructor();
+    reset(): void;
+    update(price: number, size: number, is_buy: boolean): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class SineWave {
     free(): void;
     [Symbol.dispose](): void;
@@ -2157,6 +2228,16 @@ export class ThreeSoldiersOrCrows {
     warmupPeriod(): number;
 }
 
+export class TradeImbalance {
+    free(): void;
+    [Symbol.dispose](): void;
+    isReady(): boolean;
+    constructor(window: number);
+    reset(): void;
+    update(price: number, size: number, is_buy: boolean): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class TreynorRatio {
     free(): void;
     [Symbol.dispose](): void;

package/wickra_wasm.js

@@ -5,5 +5,5 @@ import { __wbg_set_wasm } from "./wickra_wasm_bg.js";
 __wbg_set_wasm(wasm);
 
 export {
-    ADL, ADX, ADXR, ALMA, APO, ATR, AccelerationBands, AcceleratorOscillator, AdaptiveCycle, Alligator, Alpha, AnchoredVWAP, Aroon, AroonOscillator, AtrBands, AtrTrailingStop, Autocorrelation, AverageDrawdown, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Beta, BollingerBands, BollingerBandwidth, CCI, CFO, CMO, CalmarRatio, Camarilla, CenterOfGravity, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, ClassicPivots, CoefficientOfVariation, Cointegration, ConditionalValueAtRisk, ConnorsRSI, Coppock, CyberneticCycle, DEMA, DPO, Decycler, DecyclerOscillator, DemandIndex, DemarkPivots, DetrendedStdDev, Doji, Donchian, DonchianStop, DoubleBollinger, DrawdownDuration, EMA, EVWMA, EaseOfMovement, EhlersStochastic, ElderImpulse, EmpiricalModeDecomposition, Engulfing, FAMA, FRAMA, FibonacciPivots, FisherTransform, ForceIndex, FractalChaosBands, GainLossRatio, GarmanKlassVolatility, HMA, Hammer, HangingMan, Harami, HeikinAshi, HiLoActivator, HilbertDominantCycle, HistoricalVolatility, HurstChannel, HurstExponent, Ichimoku, Inertia, InformationRatio, InitialBalance, InstantaneousTrendline, InverseFisherTransform, InvertedHammer, JMA, KAMA, KST, KVO, KellyCriterion, Keltner, Kurtosis, LaguerreRSI, LeadLagCrossCorrelation, LinRegAngle, LinRegChannel, LinRegSlope, LinearRegression, MACD, MAMA, MFI, MOM, MaEnvelope, MarketFacilitationIndex, Marubozu, MassIndex, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, MorningEveningStar, NATR, NVI, OBV, OmegaRatio, OpeningRange, PGO, PMO, PPO, PSAR, PVI, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, PiercingDarkCloud, ProfitFactor, ROC, RSI, RSquared, RVI, RVIVolatility, RWI, RecoveryFactor, RelativeStrengthAB, RenkoTrailingStop, RogersSatchellVolatility, RollingVWAP, RoofingFilter, SMA, SMI, SMMA, STC, SharpeRatio, ShootingStar, SineWave, Skewness, SortinoRatio, SpearmanCorrelation, SpinningTop, StandardError, StandardErrorBands, StarcBands, StdDev, StepTrailingStop, StochRSI, Stochastic, SuperSmoother, SuperTrend, T3, TDCombo, TDCountdown, TDDeMarker, TDDifferential, TDLines, TDOpen, TDPressure, TDREI, TDRangeProjection, TDRiskLevel, TDSequential, TDSetup, TEMA, TII, TRIMA, TRIX, TSI, TSV, ThreeInside, ThreeOutside, ThreeSoldiersOrCrows, TreynorRatio, TrueRange, TtmSqueeze, Tweezer, TypicalPrice, UlcerIndex, UltimateOscillator, VIDYA, VWAP, VWMA, VZO, ValueArea, ValueAtRisk, Variance, VerticalHorizontalFilter, VoltyStop, VolumeOscillator, VolumePriceTrend, Vortex, VwapStdDevBands, WMA, WaveTrend, WeightedClose, WilliamsAD, WilliamsFractals, WilliamsR, WoodiePivots, YangZhangVolatility, YoyoExit, ZLEMA, ZScore, ZeroLagMACD, ZigZag, installPanicHook, version
+    ADL, ADX, ADXR, ALMA, APO, ATR, AccelerationBands, AcceleratorOscillator, AdaptiveCycle, Alligator, Alpha, AnchoredVWAP, Aroon, AroonOscillator, AtrBands, AtrTrailingStop, Autocorrelation, AverageDrawdown, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Beta, BollingerBands, BollingerBandwidth, CCI, CFO, CMO, CalmarRatio, Camarilla, CenterOfGravity, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, ClassicPivots, CoefficientOfVariation, Cointegration, ConditionalValueAtRisk, ConnorsRSI, Coppock, CumulativeVolumeDelta, CyberneticCycle, DEMA, DPO, Decycler, DecyclerOscillator, DemandIndex, DemarkPivots, DetrendedStdDev, Doji, Donchian, DonchianStop, DoubleBollinger, DrawdownDuration, EMA, EVWMA, EaseOfMovement, EhlersStochastic, ElderImpulse, EmpiricalModeDecomposition, Engulfing, FAMA, FRAMA, FibonacciPivots, FisherTransform, ForceIndex, FractalChaosBands, GainLossRatio, GarmanKlassVolatility, HMA, Hammer, HangingMan, Harami, HeikinAshi, HiLoActivator, HilbertDominantCycle, HistoricalVolatility, HurstChannel, HurstExponent, Ichimoku, Inertia, InformationRatio, InitialBalance, InstantaneousTrendline, InverseFisherTransform, InvertedHammer, JMA, KAMA, KST, KVO, KellyCriterion, Keltner, Kurtosis, LaguerreRSI, LeadLagCrossCorrelation, LinRegAngle, LinRegChannel, LinRegSlope, LinearRegression, MACD, MAMA, MFI, MOM, MaEnvelope, MarketFacilitationIndex, Marubozu, MassIndex, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Microprice, MorningEveningStar, NATR, NVI, OBV, OmegaRatio, OpeningRange, OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN, PGO, PMO, PPO, PSAR, PVI, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, PiercingDarkCloud, ProfitFactor, QuotedSpread, ROC, RSI, RSquared, RVI, RVIVolatility, RWI, RecoveryFactor, RelativeStrengthAB, RenkoTrailingStop, RogersSatchellVolatility, RollingVWAP, RoofingFilter, SMA, SMI, SMMA, STC, SharpeRatio, ShootingStar, SignedVolume, SineWave, Skewness, SortinoRatio, SpearmanCorrelation, SpinningTop, StandardError, StandardErrorBands, StarcBands, StdDev, StepTrailingStop, StochRSI, Stochastic, SuperSmoother, SuperTrend, T3, TDCombo, TDCountdown, TDDeMarker, TDDifferential, TDLines, TDOpen, TDPressure, TDREI, TDRangeProjection, TDRiskLevel, TDSequential, TDSetup, TEMA, TII, TRIMA, TRIX, TSI, TSV, ThreeInside, ThreeOutside, ThreeSoldiersOrCrows, TradeImbalance, TreynorRatio, TrueRange, TtmSqueeze, Tweezer, TypicalPrice, UlcerIndex, UltimateOscillator, VIDYA, VWAP, VWMA, VZO, ValueArea, ValueAtRisk, Variance, VerticalHorizontalFilter, VoltyStop, VolumeOscillator, VolumePriceTrend, Vortex, VwapStdDevBands, WMA, WaveTrend, WeightedClose, WilliamsAD, WilliamsFractals, WilliamsR, WoodiePivots, YangZhangVolatility, YoyoExit, ZLEMA, ZScore, ZeroLagMACD, ZigZag, installPanicHook, version
 } from "./wickra_wasm_bg.js";

package/wickra_wasm_bg.js

@@ -3548,6 +3548,65 @@ export class Coppock {
 }
 if (Symbol.dispose) Coppock.prototype[Symbol.dispose] = Coppock.prototype.free;
 
+export class CumulativeVolumeDelta {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        CumulativeVolumeDeltaFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_cumulativevolumedelta_free(ptr, 0);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.cumulativevolumedelta_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    constructor() {
+        const ret = wasm.cumulativevolumedelta_new();
+        this.__wbg_ptr = ret;
+        CumulativeVolumeDeltaFinalization.register(this, this.__wbg_ptr, this);
+        return this;
+    }
+    reset() {
+        wasm.cumulativevolumedelta_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} price
+     * @param {number} size
+     * @param {boolean} is_buy
+     * @returns {number | undefined}
+     */
+    update(price, size, is_buy) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-32);
+            wasm.cumulativevolumedelta_update(retptr, this.__wbg_ptr, price, size, is_buy);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
+            var r4 = getDataViewMemory0().getInt32(retptr + 4 * 4, true);
+            var r5 = getDataViewMemory0().getInt32(retptr + 4 * 5, true);
+            if (r5) {
+                throw takeObject(r4);
+            }
+            return r0 === 0 ? undefined : r2;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(32);
+        }
+    }
+    /**
+     * @returns {number}
+     */
+    warmupPeriod() {
+        const ret = wasm.cumulativevolumedelta_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) CumulativeVolumeDelta.prototype[Symbol.dispose] = CumulativeVolumeDelta.prototype.free;
+
 export class CyberneticCycle {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -4232,8 +4291,18 @@ export class Doji {
         const ret = wasm.doji_isReady(this.__wbg_ptr);
         return ret !== 0;
     }
-    constructor() {
-        const ret = wasm.doji_new();
+    /**
+     * @returns {boolean}
+     */
+    isSigned() {
+        const ret = wasm.doji_isSigned(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {boolean | null} [signed]
+     */
+    constructor(signed) {
+        const ret = wasm.doji_new(isLikeNone(signed) ? 0xFFFFFF : signed ? 1 : 0);
         this.__wbg_ptr = ret;
         DojiFinalization.register(this, this.__wbg_ptr, this);
         return this;
@@ -9291,6 +9360,74 @@ export class MedianPrice {
 }
 if (Symbol.dispose) MedianPrice.prototype[Symbol.dispose] = MedianPrice.prototype.free;
 
+export class Microprice {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        MicropriceFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_microprice_free(ptr, 0);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.microprice_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    constructor() {
+        const ret = wasm.microprice_new();
+        this.__wbg_ptr = ret;
+        MicropriceFinalization.register(this, this.__wbg_ptr, this);
+        return this;
+    }
+    reset() {
+        wasm.microprice_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {Float64Array} bid_px
+     * @param {Float64Array} bid_sz
+     * @param {Float64Array} ask_px
+     * @param {Float64Array} ask_sz
+     * @returns {number | undefined}
+     */
+    update(bid_px, bid_sz, ask_px, ask_sz) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-32);
+            const ptr0 = passArrayF64ToWasm0(bid_px, wasm.__wbindgen_export3);
+            const len0 = WASM_VECTOR_LEN;
+            const ptr1 = passArrayF64ToWasm0(bid_sz, wasm.__wbindgen_export3);
+            const len1 = WASM_VECTOR_LEN;
+            const ptr2 = passArrayF64ToWasm0(ask_px, wasm.__wbindgen_export3);
+            const len2 = WASM_VECTOR_LEN;
+            const ptr3 = passArrayF64ToWasm0(ask_sz, wasm.__wbindgen_export3);
+            const len3 = WASM_VECTOR_LEN;
+            wasm.microprice_update(retptr, this.__wbg_ptr, ptr0, len0, ptr1, len1, ptr2, len2, ptr3, len3);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
+            var r4 = getDataViewMemory0().getInt32(retptr + 4 * 4, true);
+            var r5 = getDataViewMemory0().getInt32(retptr + 4 * 5, true);
+            if (r5) {
+                throw takeObject(r4);
+            }
+            return r0 === 0 ? undefined : r2;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(32);
+        }
+    }
+    /**
+     * @returns {number}
+     */
+    warmupPeriod() {
+        const ret = wasm.microprice_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) Microprice.prototype[Symbol.dispose] = Microprice.prototype.free;
+
 export class MorningEveningStar {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -9804,6 +9941,224 @@ export class OpeningRange {
 }
 if (Symbol.dispose) OpeningRange.prototype[Symbol.dispose] = OpeningRange.prototype.free;
 
+export class OrderBookImbalanceFull {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        OrderBookImbalanceFullFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_orderbookimbalancefull_free(ptr, 0);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.orderbookimbalancefull_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    constructor() {
+        const ret = wasm.orderbookimbalancefull_new();
+        this.__wbg_ptr = ret;
+        OrderBookImbalanceFullFinalization.register(this, this.__wbg_ptr, this);
+        return this;
+    }
+    reset() {
+        wasm.orderbookimbalancefull_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {Float64Array} bid_px
+     * @param {Float64Array} bid_sz
+     * @param {Float64Array} ask_px
+     * @param {Float64Array} ask_sz
+     * @returns {number | undefined}
+     */
+    update(bid_px, bid_sz, ask_px, ask_sz) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-32);
+            const ptr0 = passArrayF64ToWasm0(bid_px, wasm.__wbindgen_export3);
+            const len0 = WASM_VECTOR_LEN;
+            const ptr1 = passArrayF64ToWasm0(bid_sz, wasm.__wbindgen_export3);
+            const len1 = WASM_VECTOR_LEN;
+            const ptr2 = passArrayF64ToWasm0(ask_px, wasm.__wbindgen_export3);
+            const len2 = WASM_VECTOR_LEN;
+            const ptr3 = passArrayF64ToWasm0(ask_sz, wasm.__wbindgen_export3);
+            const len3 = WASM_VECTOR_LEN;
+            wasm.orderbookimbalancefull_update(retptr, this.__wbg_ptr, ptr0, len0, ptr1, len1, ptr2, len2, ptr3, len3);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
+            var r4 = getDataViewMemory0().getInt32(retptr + 4 * 4, true);
+            var r5 = getDataViewMemory0().getInt32(retptr + 4 * 5, true);
+            if (r5) {
+                throw takeObject(r4);
+            }
+            return r0 === 0 ? undefined : r2;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(32);
+        }
+    }
+    /**
+     * @returns {number}
+     */
+    warmupPeriod() {
+        const ret = wasm.orderbookimbalancefull_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) OrderBookImbalanceFull.prototype[Symbol.dispose] = OrderBookImbalanceFull.prototype.free;
+
+export class OrderBookImbalanceTop1 {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        OrderBookImbalanceTop1Finalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_orderbookimbalancetop1_free(ptr, 0);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.orderbookimbalancetop1_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    constructor() {
+        const ret = wasm.orderbookimbalancetop1_new();
+        this.__wbg_ptr = ret;
+        OrderBookImbalanceTop1Finalization.register(this, this.__wbg_ptr, this);
+        return this;
+    }
+    reset() {
+        wasm.orderbookimbalancetop1_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {Float64Array} bid_px
+     * @param {Float64Array} bid_sz
+     * @param {Float64Array} ask_px
+     * @param {Float64Array} ask_sz
+     * @returns {number | undefined}
+     */
+    update(bid_px, bid_sz, ask_px, ask_sz) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-32);
+            const ptr0 = passArrayF64ToWasm0(bid_px, wasm.__wbindgen_export3);
+            const len0 = WASM_VECTOR_LEN;
+            const ptr1 = passArrayF64ToWasm0(bid_sz, wasm.__wbindgen_export3);
+            const len1 = WASM_VECTOR_LEN;
+            const ptr2 = passArrayF64ToWasm0(ask_px, wasm.__wbindgen_export3);
+            const len2 = WASM_VECTOR_LEN;
+            const ptr3 = passArrayF64ToWasm0(ask_sz, wasm.__wbindgen_export3);
+            const len3 = WASM_VECTOR_LEN;
+            wasm.orderbookimbalancetop1_update(retptr, this.__wbg_ptr, ptr0, len0, ptr1, len1, ptr2, len2, ptr3, len3);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
+            var r4 = getDataViewMemory0().getInt32(retptr + 4 * 4, true);
+            var r5 = getDataViewMemory0().getInt32(retptr + 4 * 5, true);
+            if (r5) {
+                throw takeObject(r4);
+            }
+            return r0 === 0 ? undefined : r2;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(32);
+        }
+    }
+    /**
+     * @returns {number}
+     */
+    warmupPeriod() {
+        const ret = wasm.orderbookimbalancetop1_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) OrderBookImbalanceTop1.prototype[Symbol.dispose] = OrderBookImbalanceTop1.prototype.free;
+
+export class OrderBookImbalanceTopN {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        OrderBookImbalanceTopNFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_orderbookimbalancetopn_free(ptr, 0);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.orderbookimbalancetopn_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {number} levels
+     */
+    constructor(levels) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.orderbookimbalancetopn_new(retptr, levels);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
+            var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
+            if (r2) {
+                throw takeObject(r1);
+            }
+            this.__wbg_ptr = r0;
+            OrderBookImbalanceTopNFinalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.orderbookimbalancetopn_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {Float64Array} bid_px
+     * @param {Float64Array} bid_sz
+     * @param {Float64Array} ask_px
+     * @param {Float64Array} ask_sz
+     * @returns {number | undefined}
+     */
+    update(bid_px, bid_sz, ask_px, ask_sz) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-32);
+            const ptr0 = passArrayF64ToWasm0(bid_px, wasm.__wbindgen_export3);
+            const len0 = WASM_VECTOR_LEN;
+            const ptr1 = passArrayF64ToWasm0(bid_sz, wasm.__wbindgen_export3);
+            const len1 = WASM_VECTOR_LEN;
+            const ptr2 = passArrayF64ToWasm0(ask_px, wasm.__wbindgen_export3);
+            const len2 = WASM_VECTOR_LEN;
+            const ptr3 = passArrayF64ToWasm0(ask_sz, wasm.__wbindgen_export3);
+            const len3 = WASM_VECTOR_LEN;
+            wasm.orderbookimbalancetopn_update(retptr, this.__wbg_ptr, ptr0, len0, ptr1, len1, ptr2, len2, ptr3, len3);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
+            var r4 = getDataViewMemory0().getInt32(retptr + 4 * 4, true);
+            var r5 = getDataViewMemory0().getInt32(retptr + 4 * 5, true);
+            if (r5) {
+                throw takeObject(r4);
+            }
+            return r0 === 0 ? undefined : r2;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(32);
+        }
+    }
+    /**
+     * @returns {number}
+     */
+    warmupPeriod() {
+        const ret = wasm.orderbookimbalancetopn_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) OrderBookImbalanceTopN.prototype[Symbol.dispose] = OrderBookImbalanceTopN.prototype.free;
+
 export class PGO {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -10989,6 +11344,74 @@ export class ProfitFactor {
 }
 if (Symbol.dispose) ProfitFactor.prototype[Symbol.dispose] = ProfitFactor.prototype.free;
 
+export class QuotedSpread {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        QuotedSpreadFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_quotedspread_free(ptr, 0);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.quotedspread_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    constructor() {
+        const ret = wasm.quotedspread_new();
+        this.__wbg_ptr = ret;
+        QuotedSpreadFinalization.register(this, this.__wbg_ptr, this);
+        return this;
+    }
+    reset() {
+        wasm.quotedspread_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {Float64Array} bid_px
+     * @param {Float64Array} bid_sz
+     * @param {Float64Array} ask_px
+     * @param {Float64Array} ask_sz
+     * @returns {number | undefined}
+     */
+    update(bid_px, bid_sz, ask_px, ask_sz) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-32);
+            const ptr0 = passArrayF64ToWasm0(bid_px, wasm.__wbindgen_export3);
+            const len0 = WASM_VECTOR_LEN;
+            const ptr1 = passArrayF64ToWasm0(bid_sz, wasm.__wbindgen_export3);
+            const len1 = WASM_VECTOR_LEN;
+            const ptr2 = passArrayF64ToWasm0(ask_px, wasm.__wbindgen_export3);
+            const len2 = WASM_VECTOR_LEN;
+            const ptr3 = passArrayF64ToWasm0(ask_sz, wasm.__wbindgen_export3);
+            const len3 = WASM_VECTOR_LEN;
+            wasm.quotedspread_update(retptr, this.__wbg_ptr, ptr0, len0, ptr1, len1, ptr2, len2, ptr3, len3);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
+            var r4 = getDataViewMemory0().getInt32(retptr + 4 * 4, true);
+            var r5 = getDataViewMemory0().getInt32(retptr + 4 * 5, true);
+            if (r5) {
+                throw takeObject(r4);
+            }
+            return r0 === 0 ? undefined : r2;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(32);
+        }
+    }
+    /**
+     * @returns {number}
+     */
+    warmupPeriod() {
+        const ret = wasm.quotedspread_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) QuotedSpread.prototype[Symbol.dispose] = QuotedSpread.prototype.free;
+
 export class ROC {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -12488,6 +12911,65 @@ export class ShootingStar {
 }
 if (Symbol.dispose) ShootingStar.prototype[Symbol.dispose] = ShootingStar.prototype.free;
 
+export class SignedVolume {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        SignedVolumeFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_signedvolume_free(ptr, 0);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.signedvolume_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    constructor() {
+        const ret = wasm.signedvolume_new();
+        this.__wbg_ptr = ret;
+        SignedVolumeFinalization.register(this, this.__wbg_ptr, this);
+        return this;
+    }
+    reset() {
+        wasm.signedvolume_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} price
+     * @param {number} size
+     * @param {boolean} is_buy
+     * @returns {number | undefined}
+     */
+    update(price, size, is_buy) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-32);
+            wasm.signedvolume_update(retptr, this.__wbg_ptr, price, size, is_buy);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
+            var r4 = getDataViewMemory0().getInt32(retptr + 4 * 4, true);
+            var r5 = getDataViewMemory0().getInt32(retptr + 4 * 5, true);
+            if (r5) {
+                throw takeObject(r4);
+            }
+            return r0 === 0 ? undefined : r2;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(32);
+        }
+    }
+    /**
+     * @returns {number}
+     */
+    warmupPeriod() {
+        const ret = wasm.signedvolume_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) SignedVolume.prototype[Symbol.dispose] = SignedVolume.prototype.free;
+
 export class SineWave {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -15616,6 +16098,79 @@ export class ThreeSoldiersOrCrows {
 }
 if (Symbol.dispose) ThreeSoldiersOrCrows.prototype[Symbol.dispose] = ThreeSoldiersOrCrows.prototype.free;
 
+export class TradeImbalance {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        TradeImbalanceFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_tradeimbalance_free(ptr, 0);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.tradeimbalance_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {number} window
+     */
+    constructor(window) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.tradeimbalance_new(retptr, window);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
+            var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
+            if (r2) {
+                throw takeObject(r1);
+            }
+            this.__wbg_ptr = r0;
+            TradeImbalanceFinalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.tradeimbalance_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} price
+     * @param {number} size
+     * @param {boolean} is_buy
+     * @returns {number | undefined}
+     */
+    update(price, size, is_buy) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-32);
+            wasm.tradeimbalance_update(retptr, this.__wbg_ptr, price, size, is_buy);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
+            var r4 = getDataViewMemory0().getInt32(retptr + 4 * 4, true);
+            var r5 = getDataViewMemory0().getInt32(retptr + 4 * 5, true);
+            if (r5) {
+                throw takeObject(r4);
+            }
+            return r0 === 0 ? undefined : r2;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(32);
+        }
+    }
+    /**
+     * @returns {number}
+     */
+    warmupPeriod() {
+        const ret = wasm.tradeimbalance_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) TradeImbalance.prototype[Symbol.dispose] = TradeImbalance.prototype.free;
+
 export class TreynorRatio {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -18630,6 +19185,9 @@ const ConnorsRSIFinalization = (typeof FinalizationRegistry === 'undefined')
 const CoppockFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_coppock_free(ptr, 1));
+const CumulativeVolumeDeltaFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_cumulativevolumedelta_free(ptr, 1));
 const CyberneticCycleFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_cyberneticcycle_free(ptr, 1));
@@ -18837,6 +19395,9 @@ const MedianPriceFinalization = (typeof FinalizationRegistry === 'undefined')
 const MFIFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_mfi_free(ptr, 1));
+const MicropriceFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_microprice_free(ptr, 1));
 const MOMFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_mom_free(ptr, 1));
@@ -18858,6 +19419,15 @@ const OmegaRatioFinalization = (typeof FinalizationRegistry === 'undefined')
 const OpeningRangeFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_openingrange_free(ptr, 1));
+const OrderBookImbalanceFullFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_orderbookimbalancefull_free(ptr, 1));
+const OrderBookImbalanceTop1Finalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_orderbookimbalancetop1_free(ptr, 1));
+const OrderBookImbalanceTopNFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_orderbookimbalancetopn_free(ptr, 1));
 const PainIndexFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_painindex_free(ptr, 1));
@@ -18900,6 +19470,9 @@ const PSARFinalization = (typeof FinalizationRegistry === 'undefined')
 const PVIFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_pvi_free(ptr, 1));
+const QuotedSpreadFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_quotedspread_free(ptr, 1));
 const RSquaredFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_rsquared_free(ptr, 1));
@@ -18942,6 +19515,9 @@ const SharpeRatioFinalization = (typeof FinalizationRegistry === 'undefined')
 const ShootingStarFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_shootingstar_free(ptr, 1));
+const SignedVolumeFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_signedvolume_free(ptr, 1));
 const SineWaveFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_sinewave_free(ptr, 1));
@@ -19050,6 +19626,9 @@ const ThreeSoldiersOrCrowsFinalization = (typeof FinalizationRegistry === 'undef
 const TIIFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_tii_free(ptr, 1));
+const TradeImbalanceFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_tradeimbalance_free(ptr, 1));
 const TreynorRatioFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_treynorratio_free(ptr, 1));