C/C++ Streaming API

Not yet released

This feature is planned for v0.8.x.

The batch functions (TA_SMA, TA_RSI, …) recompute over a whole array. The streaming API keeps a small handle that carries state between bars, so each new bar costs O(1) — and the result is bit-identical to the batch function. Ideal for live feeds.

Every TA function gets four calls:

Call	When	Does
TA_<NAME>_Open	once	validate params, consume warm-up history, return a handle + 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 handle

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 handle 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, compatibility, and candle settings are read once at Open and must not change during the stream's life.
• Threads. A handle is single-writer: never drive one handle from two threads at once (even Peek, despite its const). Distinct handles are fully independent.
• Don't persist a handle across library versions.

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 );

Error model

Call	Returns
TA_<NAME>_Open	TA_BAD_PARAM (bad param, or historyLen too small) or TA_ALLOC_ERR; *stream is NULL on any failure
TA_<NAME>_Update / TA_<NAME>_Peek	TA_BAD_PARAM only on NULL arguments
TA_<NAME>_Close	TA_SUCCESS; TA_<NAME>_Close(NULL) is a no-op

Discovering streamable functions

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