C/C++ Streaming API

Not yet released

This feature is planned for v0.8.x.

The streaming API is built for live feeds: open a stream once, then feed it one bar at a time. The stream carries its state from bar to bar, so each new bar costs O(1) — and every value is bit-identical to what the batch function (TA_SMA, TA_RSI, …) would return by recomputing over the whole array.

Every TA function gets these calls:

Call	When	Does
`TA_<NAME>_Open`	once	validate params, consume warm-up history, return a stream + current value
`TA_<NAME>_Update`	once per closed bar	commit one bar, return the new value
`TA_<NAME>_Peek`	any time on the forming bar	evaluate a provisional bar without committing state
`TA_<NAME>_Close`	once	free the stream

One more call, OpenAndFill, writes array output instead of a single value — see Array-Fill Open below.

Additional read-only utility functions are available.

Example (SMA)

TA_SMA_Stream *s;
double sma;

int    period     = 30;
int    historyLen  = 30;   /* must be >= TA_SMA_Lookback(period) + 1 */

/* Seed with warm-up history. */
double history[30] = { /* ...your closing prices... */ };
if( TA_SMA_Open( &s, history, historyLen, period, &sma ) != TA_SUCCESS )
    return; /* s is NULL on failure */

/* Each time a bar closes: */
TA_SMA_Update( s, newClose, &sma );
printf( "SMA = %f\n", sma );

/* Intra-bar, on the not-yet-closed bar (repeat as the price ticks): */
TA_SMA_Peek( s, formingClose, &sma );   /* state left unchanged */

TA_SMA_Close( s );

Rules

Warm-up. Open succeeds only if historyLen >= TA_<NAME>_Lookback(params) + 1 — with fewer bars there is no defined value yet. After Open, the history buffer can be freed — the stream keeps everything it needs.
Closed vs forming bar. Update commits state irreversibly, so use it only for closed bars. Peek returns the exact value Update would, but without committing — call it as often as the forming bar ticks.
Parameters are fixed at Open. Changing a parameter means a new stream. Unstable period and candle settings are first read at Open and must not change during the stream's life.
Threads. A stream is single-writer: an Update or TA_<NAME>_Advance must not race with any other call on the same stream. Processing forks are possible by cloning the stream, and each clone becomes fully independent and can be updated concurrently.
Not serializable. To checkpoint, retain the history and re-open — the result is bit-identical by contract.

Multi-input / multi-output

Inputs and outputs mirror the batch function — OHLCV in, one out-pointer per output:

/* Candlestick: OHLC in, one int out */
TA_CDLDOJI_Update( s, open, high, low, close, &outInteger );

/* MACD: one in, three out */
TA_MACD_Update( s, close, &macd, &signal, &hist );

Array-Fill Open

Open and Update each write a single value per output. One more call writes a full array instead — the same shape the batch function would produce — while still opening the stream:

Call	When	Does
`TA_<NAME>_OpenAndFill`	once, instead of `Open`	like `Open`, but returns the output for every history bar

double out[300];                 /* one array per output */
int    begIdx, nbElement;

TA_SMA_OpenAndFill( &s, history, historyLen, period,
                    &begIdx, &nbElement, out );

/* out[0 .. nbElement-1] is the SMA over all of history; then stream on: */
TA_SMA_Update( s, newClose, &sma );

Utility Calls

Call	When	Does
`TA_<NAME>_Value`	any time	the value(s) at the last bar the stream counted, without recomputing
`TA_<NAME>_Clone`	any time	an independent fork of the stream, at the same bar
`TA_<NAME>_OutRange`	any time	the bars the stream has an output for — the batch range over the same bars
`TA_<NAME>_Advance`	after a bar you will not feed	advances the OutRange without affecting any other internal state of the stream

double v;
int begIdx, nbElement;
TA_SMA_Stream *fork = NULL;

TA_SMA_Value( s, &v );                      /* the value at the last bar s counted */
TA_SMA_Clone( s, &fork );                   /* independent from here on */
TA_SMA_OutRange( s, &begIdx, &nbElement );  /* the bars s has an output for */
TA_SMA_Advance( s );                        /* a bar you skipped, counted */

See Rules for when concurrent reads of these are safe.

Error model

Call	Returns
`TA_<NAME>_Open` / `TA_<NAME>_OpenAndFill`	`TA_INSUFFICIENT_HISTORY` when `historyLen` is below `lookback + 1` — the one failure worth retrying, since another bar might fix it `TA_OUT_OF_RANGE_START_INDEX` when `historyLen` is 0 `TA_OUT_OF_RANGE_END_INDEX` when `historyLen` exceeds `TA_MAX_INDEX + 1` `TA_BAD_PARAM` — a NULL pointer, or a parameter out of range `TA_ALLOC_ERR` — a memory allocation failure On any of these, `*stream` is NULL.
`TA_<NAME>_Update` / `TA_<NAME>_Peek`	`TA_BAD_PARAM` on NULL arguments, or invalid input such as NaN or ±Inf. A rejection changes nothing at all — no state, no output, and no range — so the next call sees exactly what the last accepted bar left. The exception is an overflow inside the library's own arithmetic, which is undefined in both APIs (see Numerical Stability) — close such a handle rather than feeding it further. To count a rejected bar rather than re-feed it, call `TA_<NAME>_Advance` (see Utility Calls). `TA_<NAME>_Update` also reports `TA_OUT_OF_RANGE_END_INDEX` once the range has reached bar `TA_MAX_INDEX`, the last index the batch API addresses. That one does not clear: close the handle and open a new one on a shorter history. `TA_<NAME>_Peek` counts no bar and is not subject to it.
`TA_<NAME>_Close`	`TA_SUCCESS`; `TA_<NAME>_Close(NULL)` is a no-op
`TA_<NAME>_Value`	`TA_BAD_PARAM` on a NULL stream or a NULL out-pointer for a required output. A declinable output may be NULL, and is then simply not written.
`TA_<NAME>_Clone`	`TA_BAD_PARAM` on a NULL stream or a NULL `clone`; `TA_ALLOC_ERR` if any allocation fails. On either, `*clone` is NULL and the original is untouched.
`TA_<NAME>_OutRange`	`TA_BAD_PARAM` on a NULL argument
`TA_<NAME>_Advance`	`TA_BAD_PARAM` on a NULL argument; `TA_OUT_OF_RANGE_END_INDEX` once the range has reached bar `TA_MAX_INDEX`

Discovering streamable functions

When driving TA-Lib through the abstraction layer, streamable functions carry the TA_FUNC_FLG_STREAM flag in their function info.