See the haxe grig documentation
Audio I/O and Audio Primitives for haxe.
For c++ target, enable asio by specifying enable_asio AND giving the directory with asio_path:
haxe build.hxml -D enable_asio -D asio_path=C:/Users/username/Downloads/asio -cpp bin/Sine
For python target, pip packages numpy, scipy and pyaudio are needed.