About Wickra Radar

Wickra Radar turns a whole perpetual-futures universe into a crash early-warning seismograph. It folds open-interest, funding, order-book and liquidation events into severity-scored alerts — the market state price-only tools never see — across thousands of symbols in parallel, and returns byte-for-byte identical results in every one of ten languages.

What makes it different

• Five microstructure signals. OI delta, funding flip, book imbalance, liquidation cluster and OI/price divergence — each an O(1) streaming signal, aggregated with weights into one severity in [0, 1].
• The alert is data. A serde RadarSpec of weighted signals plus a threshold and limit. Because it is data, the exact same radar crosses the C ABI and WASM unchanged.
• Every alert explains itself. A RadarAlert carries the per-signal factor map plus the aggregated severity, so you always see which signals fired.
• Parallel and deterministic. Thousands of symbols update in parallel with rayon or sequentially on WASM — both produce a byte-identical report, pinned by a golden corpus in CI.

Why it exists

Most alerting looks at price. Wickra Radar looks at the microstructure underneath it — open interest, funding, the book, liquidations — where crowded positioning and cascade risk show up first. It defines the radar surface once, in Rust, and exposes it as a JSON-over-C-ABI data API to Rust, Python, Node.js, WASM and — over a C ABI — C, C++, C#, Go, Java and R.

Open source

Released under the MIT OR Apache-2.0 license — permissive, OSI-approved, free for any use including commercial. Source, issues and releases on GitHub.

Disclaimer

Wickra Radar is a software library, not a trading system, and is provided as-is with no warranty. It surfaces microstructure signals over market data; it does not give financial advice. Use it at your own risk.