Wickra.Impact 0.1.6

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Wickra Impact — C#

Part of the Wickra ecosystem: — for C#. dotnet add package Wickra.Impact — prebuilt native library, no system dependencies.

.NET bindings for wickra-impact over the C ABI hub, via source-generated P/Invoke. Build an Impact from a spec JSON, run a backtest and read back the report with its impact statistics — the same protocol the CLI and every other binding speak, returning the same bytes.

Install

dotnet add package Wickra.Impact

The native library ships prebuilt per platform under runtimes/<rid>/native/, selected automatically. There is nothing to compile. Targets .NET 8 and later.

Requires .NET 8+. The native library (wickra_impact) must be resolvable on the loader path — PATH on Windows, LD_LIBRARY_PATH on Linux, DYLD_LIBRARY_PATH on macOS — or beside the assembly, where the bundled resolver finds it.

Quick start

using Wickra.Impact;

const string spec = """
{"strategy": { … },
 "book_model":{"kind":"orderbook_walk"},
 "participation_cap":1.0,"latency_ms":0}
""";

using var impact = new Impact(spec);
string report = impact.Command("""{"cmd":"run","data":{"candles":[ … ],"books":[ … ]}}""");

orderbook_walk walks the order across the real historical book and reports the volume-weighted price it paid — and it needs that book. A run whose data carries none is refused rather than answered with zero slippage from the model whose entire purpose is to find some. The analytic models (linear_impact, square_root) price from a curve and need no book.

Benchmark

Every binding forwards to the same data-driven Rust core, so what this one adds is the call overhead of [LibraryImport] P/Invoke over the C ABI, 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/csharp/

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 support@wickra.org 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.