Wickd.Adapters.Ccxt 0.1.0-preview.1

WickdAlgo

WickdAlgo is a C#/.NET 8 trading research platform for deterministic backtest plumbing and Smart Money Concepts structure journaling. Its technical codebase uses the Wickd.* project, package, and namespace family.

The current implementation supports historical candle fetching/caching and backtest replay through the A1 -> B path:

A1 HistoricalDataSource -> B StructureEngine -> structures.jsonl

It does not yet perform setup selection, trade creation, settlement, live execution, dashboard rendering, or AI analyst reasoning.

Current Status

Implemented:

• fetch: fetches and caches completed historical OHLCV candles for one market and one timeframe.
• Dataset aliases: fetch --alias saves a reusable range in data/datasets.json; backtest --dataset replays it.
• backtest: replays cached candles, runs the structure engine, and writes runs/{runId}/structures.jsonl.
• manage: lists and deletes saved dataset aliases, optional cached candle files, and local backtest run output folders.
• Structure journaling: emits deterministic events for swings, equal highs/lows, liquidity breaches, sweeps, order blocks, expansion/FVG events, and lifecycle updates.

Placeholder:

• analyze: parses --run-id, then returns a not-implemented message.

Not implemented yet:

• Setup engine.
• Trade engine.
• Backtest settlement outcomes.
• Live execution.
• AI analyst agent.
• Web or TradingView dashboard.

Requirements

• .NET 8 SDK.
• Network access for first-time NuGet restore.
• Network access when fetching public historical candles.

The current production market data path supports Binance USD-M futures through CCXT. Markets configured for unsupported exchange IDs are present for future work but will fail historical fetch until a matching data client exists.

Quick Start

Run commands from the repository root:

dotnet restore Wickd.slnx
dotnet build Wickd.slnx
dotnet test Wickd.slnx
dotnet run --project src/Wickd.Cli -- --help

Package and install the CLI as a local NuGet tool for a smoke test:

dotnet pack src/Wickd.Cli/Wickd.Cli.csproj -c Release
dotnet tool install wickd --source src/Wickd.Cli/bin/Release --tool-path artifacts/wickd-tool --version 0.1.0-preview.1
artifacts/wickd-tool/wickd --help

After publishing to NuGet, users install and run the WickdAlgo CLI as a .NET tool:

dotnet tool install --global wickd --version 0.1.0-preview.1
wickd config init
wickd config path
wickd --help

Developers building on the engine can install the SDK packages separately:

dotnet add package Wickd.Core --version 0.1.0-preview.1
dotnet add package Wickd.Adapters.Ccxt --version 0.1.0-preview.1

CLI users do not need to install the SDK packages separately.

Fetch and name a reusable historical candle range:

dotnet run --project src/Wickd.Cli -- fetch --market BTC_USDT_PERP --timeframe 5m --from 2026-05-06T00:00:00Z --to 2026-05-07T07:00:00Z --alias may6-session --force

Replay that dataset through the current structure engine:

dotnet run --project src/Wickd.Cli -- backtest --dataset may6-session --run-id phase-3-smoke

List or clean generated local artifacts:

dotnet run --project src/Wickd.Cli -- manage datasets list
dotnet run --project src/Wickd.Cli -- manage datasets delete --alias may6-session --delete-cache
dotnet run --project src/Wickd.Cli -- manage runs list
dotnet run --project src/Wickd.Cli -- manage runs delete --run-id phase-3-smoke --force

The backtest command currently stops after writing structure events. It does not create setups.jsonl, trades.jsonl, outcomes.jsonl, or analysis.json.

Generated Outputs

The WickdAlgo CLI writes generated runtime data under ignored local folders:

data/cache/.../candles.jsonl
data/datasets.json
runs/{runId}/structures.jsonl

• candles.jsonl contains normalized historical candle input.
• data/datasets.json maps friendly aliases to fetched ranges.
• structures.jsonl contains deterministic structure events for one backtest run.

Project Structure

Wickd/
  PLAN.md
  README.md
  src/
    Wickd.Core/
      Backtesting/
      Data/
      Engines/
      Infrastructure/
      Models/
    Wickd.Adapters.Ccxt/
      CcxtBinanceMarketDataClient.cs
    Wickd.Cli/
      Program.cs
      appsettings.defaults.json
      markets.defaults.json
  tests/
    Wickd.Core.Tests/
    Wickd.Adapters.Ccxt.Tests/
    Wickd.Cli.Tests/
    Wickd.TestSupport/
  docs/
    implementation-history/

• src/Wickd.Core/ contains reusable engine, data, model, backtesting, and infrastructure contracts.
• src/Wickd.Adapters.Ccxt/ contains the CCXT-backed Binance market data adapter.
• src/Wickd.Cli/ contains the .NET 8 CLI/global tool entry point and packaged configuration defaults.
• tests/ contains split xUnit coverage for Core, adapter, CLI, and shared test support.
• docs/implementation-history/ records completed implementation phases.
• PLAN.md is the current architecture and strategy plan.

Configuration

Packaged defaults live beside the CLI project:

src/Wickd.Cli/appsettings.defaults.json
src/Wickd.Cli/markets.defaults.json

• appsettings.defaults.json contains public reference defaults for storage, backtest, setup, trade, settlement, and structure settings.
• markets.defaults.json maps Wickd market IDs, such as BTC_USDT_PERP, to exchange IDs and exchange symbols.
• appsettings.Local.json remains ignored by Git for private repository-local tuning during development, but it is not packaged.

Installed users should edit user-owned copies, not package files. Initialize them with:

wickd config init
wickd config path

Default user config locations:

Windows: %APPDATA%\Wickd\
macOS: ~/Library/Application Support/Wickd/
Linux: $XDG_CONFIG_HOME/wickd/ or ~/.config/wickd/

Configuration path precedence:

--config <path>
WICKD_CONFIG
user-profile appsettings.json

Each backtest run is for exactly one market and one timeframe.

Documentation

DocFX is configured through the repository local .NET tool manifest. Use it to build browsable API documentation from C# XML comments:

dotnet tool restore
dotnet docfx metadata docs/docfx.json
dotnet docfx build docs/docfx.json
dotnet docfx serve docs/_site --port 8080

Generated DocFX output under docs/_site/ and generated API YAML files are not source files.

More Context

• PLAN.md describes the current architecture and strategy direction.
• docs/implementation-history records completed implementation phases and validation notes.