@stocksharp/trading-controls 1.2.0 → 1.4.0

package/dist/types/strategies-widget.d.ts

@@ -0,0 +1,63 @@
+import { TradingHost } from './trading-host.js';
+import { type PnlPoint } from './pnl-curve.js';
+import { DataGrid, GridColumn } from '@stocksharp/grids/data-grid';
+export declare const StrategyStates: {
+    readonly Stopped: "stopped";
+    readonly Starting: "starting";
+    readonly Started: "started";
+    readonly Stopping: "stopping";
+};
+export type StrategyState = typeof StrategyStates[keyof typeof StrategyStates];
+export interface StrategyRow {
+    id: string;
+    name: string;
+    state: StrategyState | string;
+    online?: boolean;
+    tradingMode?: string;
+    portfolio?: string;
+    security?: string;
+    position?: number | null;
+    ordersCount?: number | null;
+    tradesCount?: number | null;
+    pnlChange?: number | null;
+    realized?: number | null;
+    unrealized?: number | null;
+    pnl?: PnlPoint[];
+    error?: string;
+}
+export interface StrategiesActions {
+    start?(id: string): void;
+    stop?(id: string): void;
+    closePosition?(id: string): void;
+    openStrategy?(id: string): void;
+    riskRules?(id: string): void;
+    setTradingMode?(id: string, mode: string): void;
+}
+export interface StrategiesDeps extends StrategiesActions {
+    host: TradingHost;
+    tradingModes?: readonly string[];
+}
+export declare class StrategiesWidget {
+    static TYPE: "strategies";
+    rootEl: HTMLElement;
+    el: HTMLElement | null;
+    _host: TradingHost;
+    _deps: StrategiesDeps;
+    _closeBtn: HTMLElement | null;
+    _exportBtn: HTMLElement | null;
+    _rows: StrategyRow[];
+    _grid: DataGrid<StrategyRow> | null;
+    static create(hostEl: HTMLElement, state: Record<string, unknown>, deps: StrategiesDeps): StrategiesWidget;
+    static _buildRoot(host: TradingHost): HTMLElement;
+    constructor(rootEl: HTMLElement, _state: Record<string, unknown>, deps: StrategiesDeps);
+    dispose(): void;
+    update(rows: StrategyRow[]): void;
+    _export(): void;
+    _columns(): GridColumn<StrategyRow>[];
+    _stateCell(row: StrategyRow): string | Node;
+    _actionCell(row: StrategyRow): Node;
+    _positionCell(row: StrategyRow): string | Node;
+    _tradingCell(row: StrategyRow): string | Node;
+    _sparkline(row: StrategyRow): string | Node;
+}
+//# sourceMappingURL=strategies-widget.d.ts.map

package/dist/types/strategies-widget.d.ts.map

@@ -0,0 +1 @@
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package/dist/types/surface-grid.d.ts

@@ -0,0 +1,64 @@
+import { type HeatBucket, type HeatCell, type HeatDirection, type HeatScale } from './heatmap-grid.js';
+export interface SurfaceView {
+    yaw: number;
+    pitch: number;
+    zoom: number;
+}
+export interface SurfaceBox {
+    width: number;
+    height: number;
+}
+export interface SurfaceQuad {
+    points: [number, number][];
+    tint: number;
+    depth: number;
+    bucket: HeatBucket;
+}
+export interface SurfaceAxis {
+    from: [number, number];
+    to: [number, number];
+    axis: 'x' | 'y' | 'z';
+    ticks: SurfaceTick[];
+}
+export interface SurfaceTick {
+    at: [number, number];
+    label: string;
+    away: [number, number];
+}
+export interface SurfaceVertex {
+    at: [number, number];
+    x: string;
+    y: string;
+    value: number;
+    depth: number;
+}
+export interface SurfaceLayout {
+    quads: SurfaceQuad[];
+    axes: SurfaceAxis[];
+    vertices: SurfaceVertex[];
+    xValues: string[];
+    yValues: string[];
+    scale: HeatScale;
+}
+export interface SurfaceInput {
+    width: number;
+    height: number;
+    cells: readonly HeatCell[];
+    betterWhen: HeatDirection;
+    view: SurfaceView;
+}
+export declare const MIN_PITCH = 0.12;
+export declare const MAX_PITCH = 1.45;
+export declare const DEFAULT_VIEW: SurfaceView;
+export declare function clampView(view: SurfaceView): SurfaceView;
+export declare function dragView(view: SurfaceView, dx: number, dy: number): SurfaceView;
+export declare function zoomView(view: SurfaceView, factor: number): SurfaceView;
+export declare function project(nx: number, ny: number, nz: number, view: SurfaceView, box: SurfaceBox): {
+    x: number;
+    y: number;
+    depth: number;
+};
+export declare function surfaceLayout(input: SurfaceInput): SurfaceLayout | null;
+export declare const SURFACE_HEIGHT_TICKS: readonly number[];
+export declare function nearestVertex(vertices: readonly SurfaceVertex[], x: number, y: number, reach: number): SurfaceVertex | null;
+//# sourceMappingURL=surface-grid.d.ts.map

package/dist/types/surface-grid.d.ts.map

@@ -0,0 +1 @@
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package/dist/types/surface-widget.d.ts

@@ -0,0 +1,64 @@
+import { TradingHost } from './trading-host.js';
+import { type HeatCell, type HeatDirection } from './heatmap-grid.js';
+import { type SurfaceLayout, type SurfaceVertex, type SurfaceView } from './surface-grid.js';
+export interface SurfaceData {
+    xLabel: string;
+    yLabel: string;
+    metricLabel: string;
+    betterWhen: HeatDirection;
+    cells: HeatCell[];
+}
+export interface SurfaceDeps {
+    host: TradingHost;
+}
+export declare function wheelNotches(deltaY: number, deltaMode: number): number;
+export declare class SurfaceWidget {
+    static TYPE: "optimizationSurface";
+    rootEl: HTMLElement;
+    canvasEl: HTMLCanvasElement | null;
+    _host: TradingHost;
+    _closeBtn: HTMLElement | null;
+    _resetBtn: HTMLElement | null;
+    _emptyEl: HTMLElement | null;
+    _ctx: CanvasRenderingContext2D | null;
+    _data: SurfaceData | null;
+    _view: SurfaceView;
+    _resizeObserver: ResizeObserver | null;
+    _pointers: Map<number, {
+        x: number;
+        y: number;
+    }>;
+    _pinch: number;
+    _layout: SurfaceLayout | null;
+    _hover: SurfaceVertex | null;
+    _hoverEl: HTMLElement | null;
+    static create(hostEl: HTMLElement, state: Record<string, unknown>, deps: SurfaceDeps): SurfaceWidget;
+    static _buildRoot(host: TradingHost): HTMLElement;
+    constructor(rootEl: HTMLElement, _state: Record<string, unknown>, deps: SurfaceDeps);
+    dispose(): void;
+    update(data: SurfaceData): void;
+    view(): SurfaceView;
+    resetView(): void;
+    _bindGestures(): void;
+    _setHover(x: number | null, y: number | null): void;
+    _renderHover(): void;
+    _pointerSpread(): number;
+    _render(): void;
+    _drawAxes(ctx: CanvasRenderingContext2D, layout: SurfaceLayout, palette: {
+        grid: string;
+        font: string;
+    }): void;
+    _tickLabel(axis: 'x' | 'y' | 'z', label: string, layout: SurfaceLayout): string;
+    _axisCaption(axis: 'x' | 'y' | 'z'): string;
+    _drawHover(ctx: CanvasRenderingContext2D, palette: {
+        up: string;
+        grid: string;
+    }): void;
+    _drawFloor(ctx: CanvasRenderingContext2D, layout: SurfaceLayout, colour: string): void;
+    _drawFaces(ctx: CanvasRenderingContext2D, layout: SurfaceLayout, palette: {
+        up: string;
+        down: string;
+        grid: string;
+    }): void;
+}
+//# sourceMappingURL=surface-widget.d.ts.map

package/dist/types/surface-widget.d.ts.map

@@ -0,0 +1 @@
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package/dist/types/trading-data.d.ts

@@ -41,6 +41,15 @@ export interface TradeRow {
     order?: number | null;
     orderId?: number | null;
 }
+export interface StatisticRow {
+    key: string;
+    category: string;
+    categoryText?: string;
+    order: number;
+    name: string;
+    description?: string;
+    value?: number | string | Date | null;
+}
 export interface InstrumentRow {
     symbol?: string;
     name?: string;

package/dist/types/trading-data.d.ts.map

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@stocksharp/trading-controls",
-  "version": "1.2.0",
+  "version": "1.4.0",
   "description": "Browser trading controls for StockSharp: order blotters, positions, trade history, watchlist and trade feed, each built against one host port and rendering its own DOM.",
   "license": "SEE LICENSE IN LICENSE",
   "author": {
@@ -85,6 +85,42 @@
       "types": "./dist/types/tradefeed-widget.d.ts",
       "import": "./dist/esm/tradefeed-widget.js"
     },
+    "./statistics-widget": {
+      "types": "./dist/types/statistics-widget.d.ts",
+      "import": "./dist/esm/statistics-widget.js"
+    },
+    "./strategies-widget": {
+      "types": "./dist/types/strategies-widget.d.ts",
+      "import": "./dist/esm/strategies-widget.js"
+    },
+    "./log-monitor-widget": {
+      "types": "./dist/types/log-monitor-widget.d.ts",
+      "import": "./dist/esm/log-monitor-widget.js"
+    },
+    "./option-desk-widget": {
+      "types": "./dist/types/option-desk-widget.d.ts",
+      "import": "./dist/esm/option-desk-widget.js"
+    },
+    "./option-smile-widget": {
+      "types": "./dist/types/option-smile-widget.d.ts",
+      "import": "./dist/esm/option-smile-widget.js"
+    },
+    "./equity-widget": {
+      "types": "./dist/types/equity-widget.d.ts",
+      "import": "./dist/esm/equity-widget.js"
+    },
+    "./optimization-heatmap-widget": {
+      "types": "./dist/types/optimization-heatmap-widget.d.ts",
+      "import": "./dist/esm/optimization-heatmap-widget.js"
+    },
+    "./surface-widget": {
+      "types": "./dist/types/surface-widget.d.ts",
+      "import": "./dist/esm/surface-widget.js"
+    },
+    "./trading-data": {
+      "types": "./dist/types/trading-data.d.ts",
+      "import": "./dist/esm/trading-data.js"
+    },
     "./source": "./src/index.ts",
     "./source/trading-host": "./src/trading-host.ts",
     "./source/control-types": "./src/control-types.ts",
@@ -97,6 +133,18 @@
     "./source/order-entry-widget": "./src/order-entry-widget.ts",
     "./source/orderbook-widget": "./src/orderbook-widget.ts",
     "./source/tradefeed-widget": "./src/tradefeed-widget.ts",
+    "./source/statistics-widget": "./src/statistics-widget.ts",
+    "./source/strategies-widget": "./src/strategies-widget.ts",
+    "./source/log-monitor-widget": "./src/log-monitor-widget.ts",
+    "./source/option-desk-widget": "./src/option-desk-widget.ts",
+    "./source/option-smile-widget": "./src/option-smile-widget.ts",
+    "./source/chart-engine": "./src/chart-engine.ts",
+    "./source/equity-widget": "./src/equity-widget.ts",
+    "./source/optimization-heatmap-widget": "./src/optimization-heatmap-widget.ts",
+    "./source/heatmap-grid": "./src/heatmap-grid.ts",
+    "./source/surface-widget": "./src/surface-widget.ts",
+    "./source/surface-grid": "./src/surface-grid.ts",
+    "./source/trading-data": "./src/trading-data.ts",
     "./styles.css": "./styles/trading-controls.css",
     "./theme.css": "./styles/theme.css",
     "./translation-keys.json": "./translation-keys.json",
@@ -136,13 +184,16 @@
     "release:major": "npm version major -m \"chore: release v%s\""
   },
   "dependencies": {
-    "@stocksharp/grids": "^1.1.1"
+    "@stocksharp/grids": "^1.2.1"
   },
   "devDependencies": {
-    "@stocksharp/chart": "^0.2.3",
+    "@stocksharp/chart": "^2.4.0",
     "@types/node": "^24.0.0",
     "dockview-core": "^6.6.1",
     "esbuild": "^0.25.0",
     "typescript": "^5.8.0"
+  },
+  "peerDependencies": {
+    "@stocksharp/chart": "^2.1.0"
   }
 }

package/src/black-scholes.ts

@@ -0,0 +1,199 @@
+// Option pricing and the greeks, as pure functions.
+//
+// The desktop desk gets these from StockSharp.Algo.Derivatives, which a browser cannot call. A
+// host could compute them and send them down, and one that already does should - the desk takes
+// them either way. But a host that has bid, ask and an expiry has everything the arithmetic
+// needs, and making it stand up a pricing service before it can draw a chain is a poor trade.
+//
+// So the maths ships, and it ships here, apart from the control: a wrong greek is not visible
+// on screen the way a wrong column is, and the only defence is checking the numbers against
+// values that are known.
+//
+// Conventions follow the desk that reads them, not the textbook: vega is per one point of
+// volatility, theta is per calendar day, and rho is per one point of rate - the units a trader
+// works in, rather than per 1.0 of each, which nobody quotes.
+
+export const OptionTypes = {
+    Call: 'call',
+    Put: 'put',
+} as const;
+
+export type OptionType = typeof OptionTypes[keyof typeof OptionTypes];
+
+/// Everything a price depends on. Time is in years, rates and volatility are fractions - 0.05
+/// is five percent, not five.
+export interface OptionInputs {
+    assetPrice: number;
+    strike: number;
+    /// Years remaining. Zero once expired, which makes every greek zero and the premium
+    /// intrinsic.
+    timeToExpiry: number;
+    riskFree: number;
+    dividend: number;
+    /// Volatility, as a fraction.
+    deviation: number;
+}
+
+export interface Greeks {
+    delta: number;
+    gamma: number;
+    /// Per one point of volatility.
+    vega: number;
+    /// Per calendar day.
+    theta: number;
+    /// Per one point of rate.
+    rho: number;
+}
+
+const SQRT_2PI = Math.sqrt(2 * Math.PI);
+const DAYS_IN_YEAR = 365;
+
+/// The standard normal CDF.
+///
+/// Hart's rational approximation, which is what pricing libraries use and what a desk's numbers
+/// are expected to agree with: accurate to about 1e-15 across the range, and exactly a half at
+/// the mean rather than nearly so. The cheaper Abramowitz-and-Stegun fit is good to 1e-7, which
+/// sounds like enough until a greek that should be symmetric is not.
+export function normalCdf(x: number): number {
+    const z = Math.abs(x);
+
+    // Beyond this the tail is smaller than double precision can carry anyway.
+    if (z > 37) return x > 0 ? 1 : 0;
+
+    const e = Math.exp(-(z * z) / 2);
+    let tail: number;
+
+    if (z < 7.07106781186547) {
+        let b = 3.52624965998911e-02 * z + 0.700383064443688;
+        b = b * z + 6.37396220353165;
+        b = b * z + 33.912866078383;
+        b = b * z + 112.079291497871;
+        b = b * z + 221.213596169931;
+        b = b * z + 220.206867912376;
+
+        let d = 8.83883476483184e-02 * z + 1.75566716318264;
+        d = d * z + 16.064177579207;
+        d = d * z + 86.7807322029461;
+        d = d * z + 296.564248779674;
+        d = d * z + 637.333633378831;
+        d = d * z + 793.826512519948;
+        d = d * z + 440.413735824752;
+
+        tail = (e * b) / d;
+    } else {
+        // A continued fraction, which is what stays accurate once the polynomial ratio above
+        // starts losing digits to cancellation.
+        let b = z + 0.65;
+        b = z + 4 / b;
+        b = z + 3 / b;
+        b = z + 2 / b;
+        b = z + 1 / b;
+        tail = e / (b * 2.506628274631);
+    }
+
+    return x > 0 ? 1 - tail : tail;
+}
+
+/// The standard normal density.
+export function normalPdf(x: number): number {
+    return Math.exp(-0.5 * x * x) / SQRT_2PI;
+}
+
+/// d1, or zero when there is no time or no volatility for the division to mean anything.
+export function d1(inputs: OptionInputs): number {
+    const { assetPrice, strike, timeToExpiry, riskFree, dividend, deviation } = inputs;
+    const spread = deviation * Math.sqrt(timeToExpiry);
+
+    if (spread === 0 || assetPrice <= 0 || strike <= 0) return 0;
+
+    return (Math.log(assetPrice / strike) + (riskFree - dividend + (deviation * deviation) / 2) * timeToExpiry) / spread;
+}
+
+/// d2, which is d1 less one standard deviation of the remaining time.
+export function d2(inputs: OptionInputs): number {
+    const spread = inputs.deviation * Math.sqrt(inputs.timeToExpiry);
+    return spread === 0 ? 0 : d1(inputs) - spread;
+}
+
+/// What the option is worth.
+///
+/// At expiry, or with no volatility, that is its intrinsic value - the formula degenerates to
+/// exactly that, and saying so explicitly keeps a zero denominator out of the general case.
+export function premium(type: OptionType, inputs: OptionInputs): number {
+    const { assetPrice, strike, timeToExpiry, riskFree, dividend, deviation } = inputs;
+
+    if (timeToExpiry <= 0 || deviation <= 0)
+        return Math.max(0, type === OptionTypes.Call ? assetPrice - strike : strike - assetPrice);
+
+    const a = d1(inputs);
+    const b = d2(inputs);
+    const carried = assetPrice * Math.exp(-dividend * timeToExpiry);
+    const discounted = strike * Math.exp(-riskFree * timeToExpiry);
+
+    return type === OptionTypes.Call
+        ? carried * normalCdf(a) - discounted * normalCdf(b)
+        : discounted * normalCdf(-b) - carried * normalCdf(-a);
+}
+
+/// Every greek at once: they share d1, and computing them together is both cheaper and the only
+/// way they are guaranteed to describe the same moment.
+export function greeks(type: OptionType, inputs: OptionInputs): Greeks {
+    const { assetPrice, strike, timeToExpiry, riskFree, dividend, deviation } = inputs;
+    const sign = type === OptionTypes.Call ? 1 : -1;
+
+    if (timeToExpiry <= 0 || deviation <= 0 || assetPrice <= 0) {
+        // An expired option still has a delta - it is one or nothing, depending on which side of
+        // the strike it finished. Everything else has stopped moving.
+        const inTheMoney = type === OptionTypes.Call ? assetPrice > strike : assetPrice < strike;
+        return { delta: inTheMoney ? sign : 0, gamma: 0, vega: 0, theta: 0, rho: 0 };
+    }
+
+    const a = d1(inputs);
+    const b = d2(inputs);
+    const sqrtT = Math.sqrt(timeToExpiry);
+    const density = normalPdf(a);
+    const carry = Math.exp(-dividend * timeToExpiry);
+    const discount = Math.exp(-riskFree * timeToExpiry);
+
+    const delta = sign * carry * normalCdf(sign * a);
+    const gamma = (carry * density) / (assetPrice * deviation * sqrtT);
+
+    // Scaled the way a desk quotes them: vega per one volatility point, rho per one rate point,
+    // theta per calendar day.
+    const vega = assetPrice * carry * density * sqrtT * 0.01;
+    const rho = sign * strike * timeToExpiry * discount * normalCdf(sign * b) * 0.01;
+
+    const theta = (
+        -(assetPrice * carry * density * deviation) / (2 * sqrtT)
+        - sign * riskFree * strike * discount * normalCdf(sign * b)
+        + sign * dividend * assetPrice * carry * normalCdf(sign * a)
+    ) / DAYS_IN_YEAR;
+
+    return { delta, gamma, vega, theta, rho };
+}
+
+/// The volatility that would produce this price, or null when none would.
+///
+/// Bisection rather than Newton: vega collapses far from the money and deep in time, and a
+/// Newton step divided by a vanishing vega walks off to nonsense. Halving cannot, and forty
+/// steps over a range this wide is finer than any quote.
+export function impliedVolatility(type: OptionType, inputs: OptionInputs, price: number): number | null {
+    if (!(price > 0) || inputs.timeToExpiry <= 0) return null;
+
+    const at = (deviation: number): number => premium(type, { ...inputs, deviation });
+
+    let low = 1e-6;
+    let high = 5;
+
+    // A price outside what any volatility in that range can produce has no answer, and
+    // returning the nearest bound would be a number that means nothing.
+    if (price < at(low) || price > at(high)) return null;
+
+    for (let step = 0; step < 60; step++) {
+        const mid = (low + high) / 2;
+        if (at(mid) < price) low = mid;
+        else high = mid;
+    }
+
+    return (low + high) / 2;
+}

package/src/chart-engine.global.ts

@@ -0,0 +1,64 @@
+// The chart engine, off the global its own bundle publishes.
+//
+// Only the IIFE build uses this file: `build.mjs` points `./chart-engine.js` here, so the browser
+// bundle carries no copy of @stocksharp/chart. A page that loads `sschart.js` and
+// `sstradingcontrols.js` would otherwise hold two of them - a megabyte twice, and two registries
+// of series definitions that do not recognise each other's, so a series added through one engine
+// is invisible to the other.
+//
+// Everything an npm consumer sees goes through `chart-engine.ts` and imports the package
+// properly; this exists because a script tag has no module resolution to do that with.
+import type {
+    TimedSeriesData,
+    AreaData as EngineAreaData,
+    CrosshairEvent as EngineCrosshairEvent,
+    IChartApi as EngineChartApi,
+    ISeriesApi as EngineSeriesApi,
+    LineData as EngineLineData,
+    SeriesOptions as EngineSeriesOptions,
+    Time as EngineTime,
+} from '@stocksharp/chart';
+
+export type AreaData = EngineAreaData;
+export type CrosshairEvent = EngineCrosshairEvent;
+export type IChartApi = EngineChartApi;
+export type ISeriesApi<T extends TimedSeriesData> = EngineSeriesApi<T>;
+export type LineData = EngineLineData;
+export type SeriesOptions = EngineSeriesOptions;
+export type Time = EngineTime;
+
+/// The global `@stocksharp/chart`'s own bundle assigns itself to.
+interface ChartGlobal {
+    createChart: typeof import('@stocksharp/chart').createChart;
+    AreaSeries: typeof import('@stocksharp/chart').AreaSeries;
+    LineSeries: typeof import('@stocksharp/chart').LineSeries;
+    CrosshairMode: typeof import('@stocksharp/chart').CrosshairMode;
+}
+
+function engine(): ChartGlobal {
+    const found = (globalThis as { SSChart?: ChartGlobal }).SSChart;
+    if (found === undefined || found === null) {
+        // Named plainly, because the fix is one script tag and a message that only says
+        // "createChart is not a function" sends a reader into this package instead.
+        throw new Error(
+            'The chart panels need @stocksharp/chart. Load its bundle (sschart.js) before '
+            + 'sstradingcontrols.js, or import this package from npm rather than as a script.');
+    }
+    return found;
+}
+
+// Read through on every call rather than captured at load: a script tag order that puts this
+// bundle first would otherwise fail permanently instead of only until the engine arrives.
+export const createChart: ChartGlobal['createChart'] = (container, options) => engine().createChart(container, options);
+
+export const AreaSeries = new Proxy({} as ChartGlobal['AreaSeries'], {
+    get: (_target, key) => (engine().AreaSeries as unknown as Record<string | symbol, unknown>)[key],
+});
+
+export const LineSeries = new Proxy({} as ChartGlobal['LineSeries'], {
+    get: (_target, key) => (engine().LineSeries as unknown as Record<string | symbol, unknown>)[key],
+});
+
+export const CrosshairMode = new Proxy({} as ChartGlobal['CrosshairMode'], {
+    get: (_target, key) => (engine().CrosshairMode as unknown as Record<string | symbol, unknown>)[key],
+});

package/src/chart-engine.ts

@@ -0,0 +1,29 @@
+// The chart engine, in one place.
+//
+// Two panels here are charts rather than drawings - an equity curve over time and a smile over
+// strike - and @stocksharp/chart already does what a chart does: a crosshair that names the
+// point under the pointer, a wheel that zooms about it, a drag that pans, tick labels that pick
+// their own step. Re-implementing that was two engines and a poorer result, so it is a peer
+// dependency now and the panels are built on it.
+//
+// Every import of it goes through this module, for one reason: the IIFE bundle must NOT inline
+// the engine. A page that loads `sschart.js` and `sstradingcontrols.js` would otherwise hold two
+// copies of it - a megabyte twice over, and two registries of series definitions that do not
+// recognise each other's. `build.mjs` points this specifier at `chart-engine.global.ts` for that
+// build, which reads the engine off the global the chart's own bundle publishes.
+export {
+    AreaSeries,
+    CrosshairMode,
+    LineSeries,
+    createChart,
+} from '@stocksharp/chart';
+
+export type {
+    AreaData,
+    CrosshairEvent,
+    IChartApi,
+    ISeriesApi,
+    LineData,
+    SeriesOptions,
+    Time,
+} from '@stocksharp/chart';