@363045841yyt/klinechart-core 0.8.11-alpha.0 → 0.8.12

package/dist/components/orderBookHeatmap/createHeatmapController.js

@@ -0,0 +1,234 @@
+/**
+ * HeatmapController — composes the order-book accumulator, snapshot ring,
+ * and delta archive into a single reactive surface.
+ *
+ * Timing (this is load-bearing): we do **not** schedule snapshots via
+ * `setInterval`. The controller treats incoming delta timestamps as the
+ * wall clock. When `ingestDelta` sees a delta whose timestamp is more than
+ * `snapshotIntervalMs` after the previous snapshot, it pushes a snapshot
+ * before applying the new delta. Two upsides:
+ *
+ *   1. Deterministic tests — no fake timers required.
+ *   2. Correct under bursty traffic — snapshot cadence follows market time,
+ *      not real time, so replay and live observation see the same grid.
+ *
+ * The `state` signal updates once per delta ingested. It exposes the
+ * **latest** snapshot (for read-time convenience) plus the cumulative
+ * snapshot / delta counts so adapters can use it as a render trigger.
+ */
+import { createSignal } from '../../reactivity';
+import { KLineChartError } from '../../errors';
+import { createDeltaArchive } from './deltaArchive';
+import { createLogColorScale } from './logColorScale';
+import { createOrderBookState } from './createOrderBookState';
+import { createSnapshotRing } from './snapshotRing';
+const DEFAULT_CONFIG = {
+    tickSize: 0.01,
+    snapshotIntervalMs: 100,
+    snapshotRingCapacity: 600,
+    deltaArchiveMaxSize: 1_000_000,
+    logColorRange: { sizeMin: 1, sizeMax: 1_000_000 },
+};
+export function createHeatmapController(init) {
+    let config = { ...DEFAULT_CONFIG, ...init };
+    if (init?.logColorRange) {
+        config = { ...config, logColorRange: { ...init.logColorRange } };
+    }
+    validateConfig(config);
+    let book = createOrderBookState({ tickSize: config.tickSize });
+    let ring = createSnapshotRing(config.snapshotRingCapacity);
+    let archive = createDeltaArchive({
+        maxSize: config.deltaArchiveMaxSize,
+    });
+    const colorScale = createLogColorScale(config.logColorRange.sizeMin, config.logColorRange.sizeMax);
+    const state = createSignal({
+        latestSnapshot: null,
+        snapshotCount: 0,
+        deltaCount: 0,
+    });
+    // `snapshotClock` is the timestamp of the LAST emitted (or anchored)
+    // snapshot column. It advances by exactly `snapshotIntervalMs` per
+    // emission so we never drift even if deltas cluster mid-interval, and
+    // we don't depend on `book.lastTimestamp()` (which lags behind the
+    // grid clock when the book is quiescent).
+    let snapshotClock = null;
+    let snapshotCount = 0;
+    let deltaCount = 0;
+    let disposed = false;
+    function pushSnapshotAt(ts) {
+        const raw = book.snapshot();
+        const snap = {
+            bids: raw.bids,
+            asks: raw.asks,
+            timestamp: ts,
+        };
+        ring.push(snap);
+        snapshotCount++;
+        return snap;
+    }
+    function publish(latest) {
+        state.set({
+            latestSnapshot: latest,
+            snapshotCount,
+            deltaCount,
+        });
+    }
+    function ingestDelta(delta) {
+        if (disposed)
+            return;
+        const interval = config.snapshotIntervalMs;
+        // 1. Anchor the snapshot clock to the first delta we ever see.
+        //    The first delta does NOT trigger a snapshot — there is no
+        //    prior column to emit. The snapshot for column N (timestamp
+        //    `anchor + N * interval`) is emitted when a delta with
+        //    timestamp ≥ `anchor + (N+1) * interval` arrives.
+        if (snapshotClock === null) {
+            snapshotClock = delta.timestamp;
+            archive.append(delta);
+            deltaCount++;
+            book.applyDelta(delta);
+            publish(state.peek().latestSnapshot);
+            return;
+        }
+        // 2. Emit one snapshot per interval boundary CROSSED. The snapshot
+        //    captures the book state up to (but not including) `delta`.
+        const maxCatchUp = config.snapshotRingCapacity;
+        let emitted = 0;
+        let latest = state.peek().latestSnapshot;
+        while (delta.timestamp - snapshotClock >= interval &&
+            emitted < maxCatchUp) {
+            snapshotClock += interval;
+            latest = pushSnapshotAt(snapshotClock);
+            emitted++;
+        }
+        // 3. Record the raw delta and update the live book.
+        archive.append(delta);
+        deltaCount++;
+        book.applyDelta(delta);
+        publish(latest);
+    }
+    function forceSnapshot() {
+        if (disposed)
+            return;
+        // `forceSnapshot` uses the book's latest delta timestamp as the
+        // column timestamp — it's an out-of-band emission, not a
+        // grid-aligned one, so we don't advance `snapshotClock`.
+        const snap = pushSnapshotAt(book.lastTimestamp());
+        publish(snap);
+    }
+    function replay(fromTimestamp, toTimestamp, snapshotIntervalMs) {
+        if (disposed)
+            return [];
+        if (snapshotIntervalMs <= 0) {
+            throw new KLineChartError('HEATMAP_CONFIG_INVALID', 'replay: snapshotIntervalMs must be > 0');
+        }
+        if (toTimestamp < fromTimestamp)
+            return [];
+        // Reconstruct from a brand-new book. We don't reuse `book` because
+        // replay must be side-effect-free with respect to live state.
+        const replayBook = createOrderBookState({ tickSize: config.tickSize });
+        // We need ALL deltas up to `toTimestamp` to reach the correct state;
+        // we just don't emit snapshots before `fromTimestamp`.
+        const deltas = archive.range(Number.NEGATIVE_INFINITY, toTimestamp);
+        // Stable sort by timestamp (archive append order is mostly but not
+        // strictly monotonic — defending against out-of-order arrivals).
+        const sorted = [...deltas].sort((a, b) => a.timestamp - b.timestamp);
+        const out = [];
+        let nextSnapTs = fromTimestamp;
+        let cursor = 0;
+        while (nextSnapTs <= toTimestamp) {
+            // Apply every delta with ts ≤ nextSnapTs.
+            while (cursor < sorted.length && sorted[cursor].timestamp <= nextSnapTs) {
+                replayBook.applyDelta(sorted[cursor]);
+                cursor++;
+            }
+            const snap = replayBook.snapshot();
+            // Pin the snapshot timestamp to the grid column, not the latest
+            // delta — callers want a regular series.
+            out.push({
+                bids: snap.bids,
+                asks: snap.asks,
+                timestamp: nextSnapTs,
+            });
+            nextSnapTs += snapshotIntervalMs;
+        }
+        return out;
+    }
+    function setConfig(next) {
+        if (disposed)
+            return;
+        const merged = { ...config, ...next };
+        if (next.logColorRange) {
+            merged.logColorRange = { ...next.logColorRange };
+        }
+        validateConfig(merged);
+        const tickChanged = merged.tickSize !== config.tickSize;
+        const capacityChanged = merged.snapshotRingCapacity !== config.snapshotRingCapacity;
+        const archiveMaxChanged = merged.deltaArchiveMaxSize !== config.deltaArchiveMaxSize;
+        const colorChanged = merged.logColorRange.sizeMin !== config.logColorRange.sizeMin ||
+            merged.logColorRange.sizeMax !== config.logColorRange.sizeMax;
+        config = merged;
+        if (tickChanged) {
+            // Rebuild book against the new tick. Replay archive so the live
+            // view stays in sync with what we've already ingested.
+            book = createOrderBookState({ tickSize: config.tickSize });
+            const all = archive.range(Number.NEGATIVE_INFINITY, Number.POSITIVE_INFINITY);
+            for (const d of all)
+                book.applyDelta(d);
+        }
+        if (capacityChanged) {
+            const old = ring.toArray();
+            ring = createSnapshotRing(config.snapshotRingCapacity);
+            // Replay tail into the new ring.
+            const start = Math.max(0, old.length - config.snapshotRingCapacity);
+            for (let i = start; i < old.length; i++)
+                ring.push(old[i]);
+        }
+        if (archiveMaxChanged) {
+            archive.trim(config.deltaArchiveMaxSize);
+        }
+        if (colorChanged) {
+            colorScale.setRange(config.logColorRange.sizeMin, config.logColorRange.sizeMax);
+        }
+        publish(state.peek().latestSnapshot);
+    }
+    function dispose() {
+        if (disposed)
+            return;
+        disposed = true;
+        book.clear();
+        ring.clear();
+        archive.clear();
+    }
+    return {
+        state,
+        // Canonical verb (API audit BLOCKER-001 harmonisation). Same impl
+        // as `ingestDelta` — existing consumers stay working.
+        ingest: ingestDelta,
+        ingestDelta,
+        forceSnapshot,
+        replay,
+        setConfig,
+        dispose,
+    };
+}
+function validateConfig(c) {
+    if (!(c.tickSize > 0))
+        throw new KLineChartError('HEATMAP_CONFIG_INVALID', 'HeatmapController: tickSize must be > 0');
+    if (!(c.snapshotIntervalMs > 0)) {
+        throw new KLineChartError('HEATMAP_CONFIG_INVALID', 'HeatmapController: snapshotIntervalMs must be > 0');
+    }
+    if (!Number.isInteger(c.snapshotRingCapacity) || c.snapshotRingCapacity <= 0) {
+        throw new KLineChartError('HEATMAP_CONFIG_INVALID', 'HeatmapController: snapshotRingCapacity must be a positive integer');
+    }
+    if (!(c.deltaArchiveMaxSize >= 0)) {
+        throw new KLineChartError('HEATMAP_CONFIG_INVALID', 'HeatmapController: deltaArchiveMaxSize must be ≥ 0');
+    }
+    if (!(c.logColorRange.sizeMin > 0) || !(c.logColorRange.sizeMax > 0)) {
+        throw new KLineChartError('HEATMAP_CONFIG_INVALID', 'HeatmapController: logColorRange bounds must be positive');
+    }
+    if (c.logColorRange.sizeMax < c.logColorRange.sizeMin) {
+        throw new KLineChartError('HEATMAP_CONFIG_INVALID', 'HeatmapController: logColorRange.sizeMax must be ≥ sizeMin');
+    }
+}
+//# sourceMappingURL=createHeatmapController.js.map

package/dist/components/orderBookHeatmap/createHeatmapController.js.map

@@ -0,0 +1 @@
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package/dist/components/orderBookHeatmap/createOrderBookState.d.ts

@@ -0,0 +1,18 @@
+/**
+ * Streaming L2 order-book accumulator.
+ *
+ * Maintains two `Map<tickIndex, size>` (one per side). Prices are quantized
+ * to integer tick indices on the way in and dequantized on the way out, so
+ * consumers never need to know `tickSize`. A BTree is overkill here — the
+ * snapshot path sorts once per snapshot, which the controller calls at most
+ * every ~100ms, while applyDelta runs per-tick. Maps + lazy sort is the
+ * pragmatic choice the roadmap recommends.
+ *
+ * `maxLevels`, when set, truncates the snapshot to the levels closest to the
+ * best bid/ask. We do not drop levels from the underlying map — a quote that
+ * was outside the window may move back in via a subsequent delta. Truncation
+ * is purely a snapshot-time concern.
+ */
+import type { OrderBookState, OrderBookStateOptions } from './types';
+export declare function createOrderBookState(opts: OrderBookStateOptions): OrderBookState;
+//# sourceMappingURL=createOrderBookState.d.ts.map

package/dist/components/orderBookHeatmap/createOrderBookState.d.ts.map

@@ -0,0 +1 @@
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package/dist/components/orderBookHeatmap/createOrderBookState.js

@@ -0,0 +1,102 @@
+/**
+ * Streaming L2 order-book accumulator.
+ *
+ * Maintains two `Map<tickIndex, size>` (one per side). Prices are quantized
+ * to integer tick indices on the way in and dequantized on the way out, so
+ * consumers never need to know `tickSize`. A BTree is overkill here — the
+ * snapshot path sorts once per snapshot, which the controller calls at most
+ * every ~100ms, while applyDelta runs per-tick. Maps + lazy sort is the
+ * pragmatic choice the roadmap recommends.
+ *
+ * `maxLevels`, when set, truncates the snapshot to the levels closest to the
+ * best bid/ask. We do not drop levels from the underlying map — a quote that
+ * was outside the window may move back in via a subsequent delta. Truncation
+ * is purely a snapshot-time concern.
+ */
+import { KLineChartError } from '../../errors';
+const EMPTY = [];
+export function createOrderBookState(opts) {
+    if (!(opts.tickSize > 0) || !Number.isFinite(opts.tickSize)) {
+        throw new KLineChartError('HEATMAP_CONFIG_INVALID', 'createOrderBookState: tickSize must be a positive finite number');
+    }
+    const tickSize = opts.tickSize;
+    const maxLevels = opts.maxLevels === undefined ? Infinity : Math.max(0, Math.floor(opts.maxLevels));
+    // tickIndex (integer) → size
+    const bids = new Map();
+    const asks = new Map();
+    let lastTs = 0;
+    function quantize(price) {
+        return Math.round(price / tickSize);
+    }
+    function dequantize(tick) {
+        // Multiplying back can introduce float dust (e.g. 0.1 * 3 !== 0.3). We
+        // round to the nearest representable multiple of tickSize. Because
+        // tickSize is fixed for the life of the book, the rounding is stable
+        // across snapshots so consumers see consistent prices.
+        const raw = tick * tickSize;
+        // Normalise float representation: derive precision from tickSize.
+        const log10 = Math.log10(tickSize);
+        const decimals = log10 < 0 ? Math.min(12, Math.ceil(-log10) + 2) : 0;
+        if (decimals === 0)
+            return raw;
+        const factor = Math.pow(10, decimals);
+        return Math.round(raw * factor) / factor;
+    }
+    function applyDelta(delta) {
+        if (!Number.isFinite(delta.price) || !Number.isFinite(delta.size))
+            return;
+        const tick = quantize(delta.price);
+        const map = delta.side === 'bid' ? bids : asks;
+        if (delta.size === 0) {
+            map.delete(tick);
+        }
+        else if (delta.size > 0) {
+            map.set(tick, delta.size);
+        }
+        else {
+            // negative sizes are nonsensical — treat as remove
+            map.delete(tick);
+        }
+        if (delta.timestamp > lastTs)
+            lastTs = delta.timestamp;
+    }
+    function sortAndTruncate(map, direction) {
+        if (map.size === 0)
+            return EMPTY;
+        // Pull entries → sort by tick index → dequantize.
+        const ticks = [];
+        for (const k of map.keys())
+            ticks.push(k);
+        if (direction === 'desc')
+            ticks.sort((a, b) => b - a);
+        else
+            ticks.sort((a, b) => a - b);
+        const limit = Number.isFinite(maxLevels)
+            ? Math.min(ticks.length, maxLevels)
+            : ticks.length;
+        const out = new Array(limit);
+        for (let i = 0; i < limit; i++) {
+            const tick = ticks[i];
+            const size = map.get(tick);
+            out[i] = [dequantize(tick), size];
+        }
+        return out;
+    }
+    function snapshot() {
+        return {
+            bids: sortAndTruncate(bids, 'desc'),
+            asks: sortAndTruncate(asks, 'asc'),
+            timestamp: lastTs,
+        };
+    }
+    function clear() {
+        bids.clear();
+        asks.clear();
+        lastTs = 0;
+    }
+    function lastTimestamp() {
+        return lastTs;
+    }
+    return { applyDelta, snapshot, clear, lastTimestamp };
+}
+//# sourceMappingURL=createOrderBookState.js.map

package/dist/components/orderBookHeatmap/createOrderBookState.js.map

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package/dist/components/orderBookHeatmap/deltaArchive.d.ts

@@ -0,0 +1,25 @@
+/**
+ * Append-only delta log for replay.
+ *
+ * Background (PR23 critique): the snapshot ring samples the book at fixed
+ * intervals — sub-interval "flash orders" (place + cancel within a single
+ * sampling window) never appear in the ring. The archive solves this by
+ * preserving the raw delta stream so replay can reconstruct any sub-interval
+ * state by fold-left.
+ *
+ * Storage: V8 handles `push` on large arrays well in practice, but holding
+ * one >1M-entry contiguous array makes shrink/trim more expensive than it
+ * needs to be (the engine reallocates the entire backing store). We chunk
+ * into 10 k-entry segments instead — the same total memory but trim drops
+ * whole chunks cheaply and range queries seek to the right chunk first.
+ *
+ * `range(from, to)` returns deltas with `from ≤ ts ≤ to` (inclusive both
+ * sides). Within a chunk we use a binary search on timestamps; deltas are
+ * appended in arrival order which is generally — but not strictly —
+ * monotonic in timestamp. We tolerate small out-of-order arrivals by
+ * widening the search window inside chunks; cross-chunk order is preserved
+ * by the chunk index alone.
+ */
+import type { DeltaArchive, DeltaArchiveOptions } from './types';
+export declare function createDeltaArchive(opts?: DeltaArchiveOptions): DeltaArchive;
+//# sourceMappingURL=deltaArchive.d.ts.map

package/dist/components/orderBookHeatmap/deltaArchive.d.ts.map

@@ -0,0 +1 @@
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package/dist/components/orderBookHeatmap/deltaArchive.js

@@ -0,0 +1,106 @@
+/**
+ * Append-only delta log for replay.
+ *
+ * Background (PR23 critique): the snapshot ring samples the book at fixed
+ * intervals — sub-interval "flash orders" (place + cancel within a single
+ * sampling window) never appear in the ring. The archive solves this by
+ * preserving the raw delta stream so replay can reconstruct any sub-interval
+ * state by fold-left.
+ *
+ * Storage: V8 handles `push` on large arrays well in practice, but holding
+ * one >1M-entry contiguous array makes shrink/trim more expensive than it
+ * needs to be (the engine reallocates the entire backing store). We chunk
+ * into 10 k-entry segments instead — the same total memory but trim drops
+ * whole chunks cheaply and range queries seek to the right chunk first.
+ *
+ * `range(from, to)` returns deltas with `from ≤ ts ≤ to` (inclusive both
+ * sides). Within a chunk we use a binary search on timestamps; deltas are
+ * appended in arrival order which is generally — but not strictly —
+ * monotonic in timestamp. We tolerate small out-of-order arrivals by
+ * widening the search window inside chunks; cross-chunk order is preserved
+ * by the chunk index alone.
+ */
+const CHUNK_SIZE = 10_000;
+export function createDeltaArchive(opts) {
+    const chunks = [[]];
+    let total = 0;
+    let maxSize = opts?.maxSize !== undefined ? Math.max(0, opts.maxSize) : Infinity;
+    function append(delta) {
+        let last = chunks[chunks.length - 1];
+        if (last.length >= CHUNK_SIZE) {
+            last = [];
+            chunks.push(last);
+        }
+        last.push(delta);
+        total++;
+        if (Number.isFinite(maxSize) && total > maxSize) {
+            trim(maxSize);
+        }
+    }
+    function range(fromTimestamp, toTimestamp) {
+        if (total === 0)
+            return [];
+        if (fromTimestamp > toTimestamp)
+            return [];
+        const out = [];
+        // Linear scan with early-exit per chunk on chunk-min timestamp.
+        // Cheaper than maintaining per-chunk indices and good enough since
+        // chunks are bounded; full scan worst-case is O(total) which the
+        // contract allows.
+        for (const chunk of chunks) {
+            if (chunk.length === 0)
+                continue;
+            // Find min/max timestamps in chunk by scanning the ends —
+            // because appends are mostly monotonic, ends are reliable
+            // bounds in the vast majority of cases. Wider safety: scan all.
+            for (const d of chunk) {
+                if (d.timestamp >= fromTimestamp && d.timestamp <= toTimestamp) {
+                    out.push(d);
+                }
+            }
+        }
+        return out;
+    }
+    function size() {
+        return total;
+    }
+    function clear() {
+        chunks.length = 0;
+        chunks.push([]);
+        total = 0;
+    }
+    function trim(maxKeep) {
+        const target = Math.max(0, Math.floor(maxKeep));
+        if (total <= target)
+            return;
+        let toDrop = total - target;
+        // Drop whole oldest chunks first.
+        while (toDrop > 0 && chunks.length > 1 && chunks[0].length <= toDrop) {
+            toDrop -= chunks[0].length;
+            total -= chunks[0].length;
+            chunks.shift();
+        }
+        // Then drop from the head of the first surviving chunk.
+        if (toDrop > 0 && chunks.length > 0) {
+            const head = chunks[0];
+            if (toDrop >= head.length) {
+                total -= head.length;
+                head.length = 0;
+            }
+            else {
+                head.splice(0, toDrop);
+                total -= toDrop;
+            }
+        }
+        if (chunks.length === 0)
+            chunks.push([]);
+    }
+    return {
+        append,
+        range,
+        size,
+        clear,
+        trim,
+    };
+}
+//# sourceMappingURL=deltaArchive.js.map

package/dist/components/orderBookHeatmap/deltaArchive.js.map

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package/dist/components/orderBookHeatmap/index.d.ts

@@ -0,0 +1,13 @@
+/**
+ * Public surface of the order-book heatmap module.
+ *
+ * Consumers should import from this barrel; nothing here is wired into
+ * `packages/core/src/index.ts` yet (the renderer integration lands in P1).
+ */
+export { createOrderBookState } from './createOrderBookState';
+export { createSnapshotRing } from './snapshotRing';
+export { createDeltaArchive } from './deltaArchive';
+export { createLogColorScale } from './logColorScale';
+export { createHeatmapController } from './createHeatmapController';
+export type { BookSnapshot, DeltaArchive, DeltaArchiveOptions, HeatmapController, HeatmapControllerConfig, HeatmapState, LogColorScale, OrderBookDelta, OrderBookState, OrderBookStateOptions, SnapshotRing, } from './types';
+//# sourceMappingURL=index.d.ts.map

package/dist/components/orderBookHeatmap/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/components/orderBookHeatmap/index.js

@@ -0,0 +1,12 @@
+/**
+ * Public surface of the order-book heatmap module.
+ *
+ * Consumers should import from this barrel; nothing here is wired into
+ * `packages/core/src/index.ts` yet (the renderer integration lands in P1).
+ */
+export { createOrderBookState } from './createOrderBookState';
+export { createSnapshotRing } from './snapshotRing';
+export { createDeltaArchive } from './deltaArchive';
+export { createLogColorScale } from './logColorScale';
+export { createHeatmapController } from './createHeatmapController';
+//# sourceMappingURL=index.js.map

package/dist/components/orderBookHeatmap/index.js.map

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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/components/orderBookHeatmap/index.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;AAEH,OAAO,EAAE,oBAAoB,EAAE,MAAM,wBAAwB,CAAA;AAC7D,OAAO,EAAE,kBAAkB,EAAE,MAAM,gBAAgB,CAAA;AACnD,OAAO,EAAE,kBAAkB,EAAE,MAAM,gBAAgB,CAAA;AACnD,OAAO,EAAE,mBAAmB,EAAE,MAAM,iBAAiB,CAAA;AACrD,OAAO,EAAE,uBAAuB,EAAE,MAAM,2BAA2B,CAAA"}

package/dist/components/orderBookHeatmap/logColorScale.d.ts

@@ -0,0 +1,20 @@
+/**
+ * Logarithmic intensity scale for heatmap coloring.
+ *
+ * ROADMAP §3.2 calls this out specifically. Order-book size distribution
+ * spans several orders of magnitude — a linear color scale washes out the
+ * fine structure. The mapping is:
+ *
+ *   intensity = (ln(size) - ln(sizeMin)) / (ln(sizeMax) - ln(sizeMin))
+ *
+ * Edge cases (all return a value in `[0, 1]`):
+ *
+ *   size ≤ 0                                  → 0
+ *   size ≤ sizeMin                            → 0
+ *   size ≥ sizeMax                            → 1
+ *   sizeMin === sizeMax (degenerate)          → 0.5 for any positive size
+ *   sizeMin or sizeMax not strictly positive  → throw at construction
+ */
+import type { LogColorScale } from './types';
+export declare function createLogColorScale(sizeMin: number, sizeMax: number): LogColorScale;
+//# sourceMappingURL=logColorScale.d.ts.map

package/dist/components/orderBookHeatmap/logColorScale.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"logColorScale.d.ts","sourceRoot":"","sources":["../../../src/components/orderBookHeatmap/logColorScale.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;GAgBG;AAEH,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,SAAS,CAAA;AAG5C,wBAAgB,mBAAmB,CAC/B,OAAO,EAAE,MAAM,EACf,OAAO,EAAE,MAAM,GAChB,aAAa,CAwCf"}

package/dist/components/orderBookHeatmap/logColorScale.js

@@ -0,0 +1,71 @@
+/**
+ * Logarithmic intensity scale for heatmap coloring.
+ *
+ * ROADMAP §3.2 calls this out specifically. Order-book size distribution
+ * spans several orders of magnitude — a linear color scale washes out the
+ * fine structure. The mapping is:
+ *
+ *   intensity = (ln(size) - ln(sizeMin)) / (ln(sizeMax) - ln(sizeMin))
+ *
+ * Edge cases (all return a value in `[0, 1]`):
+ *
+ *   size ≤ 0                                  → 0
+ *   size ≤ sizeMin                            → 0
+ *   size ≥ sizeMax                            → 1
+ *   sizeMin === sizeMax (degenerate)          → 0.5 for any positive size
+ *   sizeMin or sizeMax not strictly positive  → throw at construction
+ */
+import { KLineChartError } from '../../errors';
+export function createLogColorScale(sizeMin, sizeMax) {
+    let lo = sizeMin;
+    let hi = sizeMax;
+    let lnLo = 0;
+    let lnHi = 0;
+    let lnSpan = 0;
+    function recompute() {
+        validate(lo, hi);
+        lnLo = Math.log(lo);
+        lnHi = Math.log(hi);
+        lnSpan = lnHi - lnLo;
+    }
+    function intensity(size) {
+        if (!(size > 0))
+            return 0;
+        if (lnSpan === 0) {
+            // Degenerate range: any positive size maps to the midpoint.
+            return 0.5;
+        }
+        if (size <= lo)
+            return 0;
+        if (size >= hi)
+            return 1;
+        const t = (Math.log(size) - lnLo) / lnSpan;
+        if (t <= 0)
+            return 0;
+        if (t >= 1)
+            return 1;
+        return t;
+    }
+    function setRange(nextMin, nextMax) {
+        lo = nextMin;
+        hi = nextMax;
+        recompute();
+    }
+    function range() {
+        return { sizeMin: lo, sizeMax: hi };
+    }
+    recompute();
+    return { intensity, setRange, range };
+}
+function validate(lo, hi) {
+    if (!(lo > 0) || !Number.isFinite(lo)) {
+        throw new KLineChartError('HEATMAP_CONFIG_INVALID', 'createLogColorScale: sizeMin must be a positive finite number');
+    }
+    if (!(hi > 0) || !Number.isFinite(hi)) {
+        throw new KLineChartError('HEATMAP_CONFIG_INVALID', 'createLogColorScale: sizeMax must be a positive finite number');
+    }
+    if (hi < lo) {
+        throw new KLineChartError('HEATMAP_CONFIG_INVALID', 'createLogColorScale: sizeMax must be ≥ sizeMin');
+    }
+}
+//# sourceMappingURL=logColorScale.js.map