Wickra Synth — R

Deterministic synthetic market microstructure — for R. install.packages("wickrasynth", repos = "https://wickra-lib.r-universe.dev") — over the C ABI via .Call, prebuilt library fetched on install.

R bindings for the Wickra synthetic-microstructure generator over its C ABI hub, via .Call. A synth is built from a spec JSON and driven over a JSON boundary, so the result is byte-identical to every other Wickra Synth binding.

Install

From r-universe:

install.packages("wickrasynth", repos = "https://wickra-lib.r-universe.dev")

The package's configure downloads the prebuilt C ABI library for this exact version from the GitHub release and bundles it, so an ordinary install needs nothing but a C toolchain (Rtools on Windows) for the thin .Call glue layer. To build against a local checkout instead, point it at the header and library with the environment variables below.

Requirements

DESCRIPTION declares R (>= 4.1). Nothing in the binding needs a feature newer than base R has had for years — the floor is the oldest release this project is willing to support rather than a technical minimum, because nothing older is tested. CI builds against R release only.

The native library is not a system dependency: configure downloads the C ABI matching this package's version and bundles it beside the compiled object.

Building from this repository (contributors)

The C ABI header and shared library are provided out-of-tree through two environment variables (set by CI / the installer):

export WKSYNTH_INC=/path/to/bindings/c/include   # the header dir
export WKSYNTH_LIB=/path/to/target/release       # the library dir
R CMD INSTALL bindings/r
Rscript bindings/r/tests/run_tests.R

At run time the loader must find the shared library on LD_LIBRARY_PATH (Linux), DYLD_LIBRARY_PATH (macOS) or PATH (Windows).

Quick start

library(wickrasynth)

spec <- paste0(
  '{"seed":42,"bars":20,"start_price":100.0,',
  '"regimes":[{"kind":"trend","len":20,"drift":0.002,"vol":0.01}],',
  '"microstructure":{"book_depth":5,"spread_bps":4.0,"trade_rate":8.0}}'
)

synth <- wksynth_new(spec)
response <- wksynth_command(synth, '{"cmd":"generate"}')
cat(response)

Surface

wksynth_new(spec_json) — build a synth from a spec JSON (an external pointer; freed by a finalizer). Raises an R error if the spec is invalid.
wksynth_command(synth, cmd_json) — run a command envelope ({"cmd":"...", ...}) and return the response JSON. Commands: set_spec, generate, generate_stream, version.
wksynth_version() — the crate version.

Domain errors (a bad command, an unknown command name) come back as an {"ok": false, "error": ...} response, not as an R error.

Determinism

The response bytes are identical across languages for a given seed, because the whole generator lives once in the Rust core and this binding forwards its JSON verbatim.

Benchmark

Every binding forwards to the same data-driven Rust core, so what this one adds is the call overhead of R's native .Call interface 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-synth
Docs (guides, spec reference, cookbook): https://synth.wickra.org
Runnable example: examples/r/
The main project: https://github.com/wickra-lib/wickra-synth
Documentation: https://wickra.org

Wickra Synth 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-synth/blob/main/SECURITY.md.

Disclaimer

wickra-synth generates synthetic market data for testing, training and demonstration. It is not real market data and is not financial advice; it comes with no warranty.

License

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