About Wickra Impact

Wickra Impact is the backtester that knows you would have moved the market. It walks your order through the real historical L2 order book, eating liquidity level by level, so slippage is measured, not guessed. A run is a JSON document — data, not code — so it executes in every one of ten languages and returns a byte-for-byte identical report.

What makes it different

• Fills that eat liquidity. Ordinary backtests fill at the close or a fixed slippage estimate, as if your size were invisible. Impact walks your order through the actual recorded L2 book, level by level, so the fill price is what the market would really have given you.
• The backtest engine, 1:1. Impact inherits the wickra-backtest engine verbatim — its StrategySpec, RunRequest and BacktestReport — and replaces only the fill stage with an order-book-walk fill engine.
• Model the friction. A book model, a participation cap and a latency knob shape how aggressively your order consumes the book, so you can stress a strategy against realistic execution.
• The same indicators. A strategy's signals draw on the 514 indicators of the Wickra core, exactly as a plain backtest would — Impact changes only how the orders fill, not what they see.

Why it exists

Backtests flatter strategies by pretending fills are free. Wickra Impact makes the fill honest — modelled once, in Rust, over the real recorded book — 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. The same impact-aware run executes identically anywhere.

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 Impact is a software library, not a trading system, and is provided as-is with no warranty. An impact-aware backtest is a simulation over historical data, not financial advice, and does not guarantee future execution. Use it at your own risk.