C API Reference¶

The C API (flox_capi.h) provides a language-agnostic interface to the Flox engine. It is the universal bridge used by both Python (via pybind11) and Codon (via C FFI).

#include "flox/capi/flox_capi.h"

Opaque Handles¶

typedef void* FloxStrategyHandle;
typedef void* FloxRegistryHandle;

Data Structures¶

`FloxTradeData`¶

Field	Type	Description
`symbol`	`uint32_t`	Symbol ID
`price_raw`	`int64_t`	Price * 1e8
`quantity_raw`	`int64_t`	Quantity * 1e8
`is_buy`	`uint8_t`	1 = buy, 0 = sell
`exchange_ts_ns`	`int64_t`	Exchange timestamp (ns)

`FloxBookSnapshot`¶

Field	Type	Description
`bid_price_raw`	`int64_t`	Best bid price * 1e8
`ask_price_raw`	`int64_t`	Best ask price * 1e8
`mid_raw`	`int64_t`	Mid price * 1e8
`spread_raw`	`int64_t`	Spread * 1e8

`FloxSymbolContext`¶

Field	Type	Description
`symbol_id`	`uint32_t`	Symbol ID
`position_raw`	`int64_t`	Position * 1e8
`last_trade_price_raw`	`int64_t`	Last trade * 1e8
`book`	`FloxBookSnapshot`	Book snapshot

`FloxStrategyCallbacks`¶

Field	Type	Description
`on_trade`	function pointer	Trade callback
`on_book`	function pointer	Book update callback
`on_start`	function pointer	Start callback
`on_stop`	function pointer	Stop callback
`user_data`	`void*`	Opaque user data

Registry Functions¶

`flox_registry_create()`¶

Create a new symbol registry.

`flox_registry_destroy(registry)`¶

Destroy a registry.

`flox_registry_add_symbol(registry, exchange, name, tick_size)`¶

Register a symbol. Returns SymbolId.

Strategy Functions¶

`flox_strategy_create(id, symbols, num_symbols, registry, callbacks)`¶

Create a strategy with given callbacks. Returns FloxStrategyHandle.

`flox_strategy_destroy(strategy)`¶

Destroy a strategy and free resources.

Signal Emission¶

Function	Returns	Description
`flox_emit_market_buy(s, sym, qty_raw)`	`OrderId`	Market buy
`flox_emit_market_sell(s, sym, qty_raw)`	`OrderId`	Market sell
`flox_emit_limit_buy(s, sym, px_raw, qty_raw)`	`OrderId`	Limit buy
`flox_emit_limit_sell(s, sym, px_raw, qty_raw)`	`OrderId`	Limit sell
`flox_emit_cancel(s, order_id)`	`void`	Cancel order
`flox_emit_cancel_all(s, sym)`	`void`	Cancel all
`flox_emit_modify(s, order_id, px_raw, qty_raw)`	`void`	Modify order
`flox_emit_stop_market(s, sym, side, trigger, qty)`	`OrderId`	Stop market
`flox_emit_stop_limit(s, sym, side, trigger, limit, qty)`	`OrderId`	Stop limit
`flox_emit_take_profit_market(s, sym, side, trigger, qty)`	`OrderId`	TP market
`flox_emit_take_profit_limit(s, sym, side, trigger, limit, qty)`	`OrderId`	TP limit
`flox_emit_trailing_stop(s, sym, side, offset, qty)`	`OrderId`	Trailing stop
`flox_emit_trailing_stop_percent(s, sym, side, bps, qty)`	`OrderId`	Trailing stop (%)
`flox_emit_limit_buy_tif(s, sym, px, qty, tif)`	`OrderId`	Limit buy + TIF
`flox_emit_limit_sell_tif(s, sym, px, qty, tif)`	`OrderId`	Limit sell + TIF
`flox_emit_close_position(s, sym)`	`OrderId`	Close position

Context Queries¶

Function	Returns	Description
`flox_position_raw(s, sym)`	`int64_t`	Position * 1e8
`flox_best_bid_raw(s, sym)`	`int64_t`	Best bid * 1e8
`flox_best_ask_raw(s, sym)`	`int64_t`	Best ask * 1e8
`flox_mid_price_raw(s, sym)`	`int64_t`	Mid price * 1e8
`flox_get_order_status(s, order_id)`	`int32_t`	Order status (-1 = not found)

Indicator Functions¶

Function	Description
`flox_indicator_ema(input, len, period, output)`	EMA
`flox_indicator_sma(input, len, period, output)`	SMA
`flox_indicator_rsi(input, len, period, output)`	RSI
`flox_indicator_atr(high, low, close, len, period, output)`	ATR
`flox_indicator_macd(input, len, fast, slow, signal, ...)`	MACD
`flox_indicator_bollinger(input, len, period, mult, ...)`	Bollinger

Additional Indicators¶

Function	Description
`flox_indicator_rma(input, len, period, output)`	Wilder's MA
`flox_indicator_dema(input, len, period, output)`	Double EMA
`flox_indicator_tema(input, len, period, output)`	Triple EMA
`flox_indicator_kama(input, len, period, fast, slow, output)`	Kaufman Adaptive MA
`flox_indicator_slope(input, len, length, output)`	Linear slope
`flox_indicator_adx(high, low, close, len, period, adx, +di, -di)`	ADX
`flox_indicator_cci(high, low, close, len, period, output)`	CCI
`flox_indicator_stochastic(high, low, close, len, k, d, k_out, d_out)`	Stochastic
`flox_indicator_chop(high, low, close, len, period, output)`	Choppiness
`flox_indicator_obv(close, volume, len, output)`	On-Balance Volume
`flox_indicator_vwap(close, volume, len, window, output)`	Rolling VWAP
`flox_indicator_cvd(open, high, low, close, volume, len, output)`	Cumulative Volume Delta

Order Book¶

Function	Description
`flox_book_create(tick_size)`	Create NLevelOrderBook
`flox_book_destroy(book)`	Free book
`flox_book_apply_snapshot(book, bp, bq, bl, ap, aq, al)`	Full snapshot
`flox_book_apply_delta(book, bp, bq, bl, ap, aq, al)`	Incremental update
`flox_book_best_bid(book, &price)`	Best bid, returns 0 if empty
`flox_book_best_ask(book, &price)`	Best ask
`flox_book_mid(book, &price)`	Mid price
`flox_book_spread(book, &spread)`	Bid-ask spread
`flox_book_get_bids(book, prices, qtys, max)`	Get bid levels
`flox_book_get_asks(book, prices, qtys, max)`	Get ask levels
`flox_book_is_crossed(book)`	Check if crossed
`flox_book_clear(book)`	Clear all levels

Backtesting¶

Function	Description
`flox_executor_create()`	Create SimulatedExecutor
`flox_executor_submit_order(exec, id, side, price, qty, type, sym)`	Submit order
`flox_executor_on_bar(exec, symbol, close)`	Feed bar
`flox_executor_on_trade(exec, symbol, price, is_buy)`	Feed trade
`flox_executor_advance_clock(exec, timestamp_ns)`	Advance time
`flox_executor_fill_count(exec)`	Number of fills
`flox_executor_get_fills(exec, fills, max)`	Get fill array

Position Tracking¶

Function	Description
`flox_position_tracker_create(cost_basis)`	Create tracker (0=FIFO)
`flox_position_tracker_on_fill(t, symbol, side, price, qty)`	Record fill
`flox_position_tracker_position(t, symbol)`	Current position
`flox_position_tracker_avg_entry(t, symbol)`	Avg entry price
`flox_position_tracker_realized_pnl(t, symbol)`	Realized PnL
`flox_position_tracker_total_pnl(t)`	Total PnL

Statistics¶

Function	Description
`flox_stat_correlation(x, y, len)`	Pearson correlation
`flox_stat_profit_factor(pnl, len)`	Gross profit / gross loss
`flox_stat_win_rate(pnl, len)`	Winning trade ratio
`flox_stat_permutation_test(g1, l1, g2, l2, n)`	Two-sample p-value
`flox_stat_bootstrap_ci(data, len, conf, n, &lo, &med, &hi)`	Bootstrap CI

Conversion Helpers¶

Function	Description
`flox_price_from_double(value)`	`double` -> `int64_t`
`flox_price_to_double(raw)`	`int64_t` -> `double`
`flox_quantity_from_double(value)`	`double` -> `int64_t`
`flox_quantity_to_double(raw)`	`int64_t` -> `double`

C API Reference¶

Header¶