minerva-design 1.2.0 → 1.4.0

package/dist/charts/engine/model.js.map

@@ -1 +1 @@
-{"version":3,"file":"model.js","names":["firstX","data","xs","list","i","item","detectXType","datas","x","axisModel","options","gridDefault","extent","min","max","values","v","smallestStep","step","c","cols","d","buildModel","resolve","resolver","theme","resolveStaticColor","value","fallback","input","s","xType","categories","collectCategories","categoryMap","resolveX","xResolver","name","resolverKey","usedKeys","series","key","index","entry","cache","normalizeData","type","color","pointColors","resolved","rgba","id","toCss","hidden","visible","allScatter","bars","band","slots","stack","group","slotWidth","sums","slot","totals","count","y","t","base","xOpts","xRange","ensureSpan","pad","niceDomain","yOpts","yValues","yRange","zoomOption","zoomAxes","tooltip","grids","gridOf","grid","GridIndex"],"sources":["../../../../charts/src/engine/model.ts"],"sourcesContent":["// Options -> chart model: normalized data, colors, bar layout and the full\n// ranges of the axes. Pure (colors go through the theme's resolver).\n\nimport {\n  resolveStaticColor,\n  toCss,\n  type ColorResolver,\n  type Rgba,\n} from \"./color\";\nimport {\n  collectCategories,\n  normalizeData,\n  xResolver,\n  type SeriesColumns,\n} from \"./data\";\nimport { ensureSpan, niceDomain } from \"./scale\";\nimport { GridIndex } from \"./spatial\";\nimport type { ChartTheme } from \"./theme\";\nimport type {\n  ChartAxisOptions,\n  ChartAxisType,\n  ChartOptions,\n  ChartSeriesData,\n  ChartSeriesType,\n} from \"./types\";\nimport type { Range } from \"./viewport\";\n\nexport interface AxisModel {\n  type: ChartAxisType;\n  reverse: boolean;\n  categories: string[];\n  title?: string;\n  format?: (value: number) => string;\n  grid: boolean;\n  visible: boolean;\n  tickCount?: number;\n}\n\nexport interface SeriesModel {\n  index: number;\n  /** Key of the GPU resources and of the data cache */\n  key: string;\n  id: string;\n  name: string;\n  type: ChartSeriesType;\n  color: Rgba;\n  colorCss: string;\n  lineWidth: number;\n  pointSize: number;\n  opacity: number;\n  hidden: boolean;\n  showLabels: boolean;\n  cols: SeriesColumns;\n  /** Bars: x offset of the series inside a group and half of the bar width */\n  barOffset: number;\n  barHalfWidth: number;\n  /** Bars: bottom / top of every bar (stacks included) */\n  barBase: Float64Array | null;\n  barTop: Float64Array | null;\n  /** Scatter: resolved per-point colors */\n  pointColors: (Rgba | undefined)[] | null;\n}\n\nexport interface ChartModel {\n  series: SeriesModel[];\n  x: AxisModel;\n  y: AxisModel;\n  /** Full ranges (zoomed out) */\n  base: { x: Range; y: Range };\n  allScatter: boolean;\n  zoom: { x: boolean; y: boolean };\n  tooltipMode: \"nearest\" | \"axis\";\n  /** Y value the areas are filled to */\n  baseline: number;\n  /** Smallest zoomed spans */\n  minSpan: { x: number; y: number };\n}\n\nexport interface DataCacheEntry {\n  data: ChartSeriesData;\n  resolverKey: string;\n  cols: SeriesColumns;\n}\n\nexport type DataCache = Map<string, DataCacheEntry>;\n\nconst firstX = (data: ChartSeriesData): unknown => {\n  if (typeof data === \"object\" && data !== null && !(\"length\" in data)) {\n    const xs = (data as { x?: ArrayLike<unknown> }).x;\n    return xs && xs.length ? xs[0] : undefined;\n  }\n  const list = data as ArrayLike<unknown>;\n  for (let i = 0; i < Math.min(list.length, 8); i++) {\n    const item = list[i];\n    if (Array.isArray(item)) return item[0];\n    if (item && typeof item === \"object\") return (item as { x?: unknown }).x;\n  }\n  return undefined;\n};\n\n/** Axis type when not given: dates -> time, strings -> category */\nexport const detectXType = (\n  datas: readonly ChartSeriesData[],\n): ChartAxisType => {\n  for (const data of datas) {\n    const x = firstX(data);\n    if (x instanceof Date) return \"time\";\n    if (typeof x === \"string\") return \"category\";\n  }\n  return \"linear\";\n};\n\nconst axisModel = (\n  options: ChartAxisOptions | undefined,\n  type: ChartAxisType,\n  categories: string[],\n  gridDefault: boolean,\n): AxisModel => ({\n  type,\n  reverse: !!options?.reverse,\n  categories,\n  title: options?.title,\n  format: options?.format,\n  grid: options?.grid ?? gridDefault,\n  visible: options?.visible ?? true,\n  tickCount: options?.tickCount,\n});\n\nconst extent = (values: ArrayLike<number>): Range => {\n  let min = Infinity;\n  let max = -Infinity;\n  for (let i = 0; i < values.length; i++) {\n    const v = values[i];\n    if (!Number.isFinite(v)) continue;\n    if (v < min) min = v;\n    if (v > max) max = v;\n  }\n  return [min, max];\n};\n\n/** Smallest positive gap between consecutive x values (bar width on numeric axes) */\nconst smallestStep = (cols: SeriesColumns[]): number => {\n  let step = Infinity;\n  for (const c of cols) {\n    const xs = c.sorted ? c.x : Float64Array.from(c.x).sort();\n    for (let i = 1; i < c.count; i++) {\n      const d = xs[i] - xs[i - 1];\n      if (d > 0 && d < step) step = d;\n    }\n  }\n  return step;\n};\n\nexport const buildModel = (\n  options: ChartOptions,\n  theme: ChartTheme,\n  hidden: ReadonlySet<string>,\n  cache: DataCache,\n  resolver: ColorResolver | null = null,\n): ChartModel => {\n  const resolve: ColorResolver =\n    resolver ??\n    theme.resolve ??\n    ((value, fallback) => resolveStaticColor(value, {}, fallback));\n  const input = options.series;\n  const datas = input.map((s) => s.data);\n  const xType = options.xAxis?.type ?? detectXType(datas);\n  const categories =\n    xType === \"category\"\n      ? [...(options.xAxis?.categories ?? collectCategories(datas))]\n      : [];\n  const categoryMap = new Map(categories.map((c, i) => [c, i]));\n  const resolveX = xResolver(xType, (name) => categoryMap.get(name) ?? NaN);\n  const resolverKey = `${xType}|${categories.join(\"\\u0001\")}`;\n\n  const usedKeys = new Set<string>();\n  const series: SeriesModel[] = input.map((s, index) => {\n    let key = s.id ?? `#${index}`;\n    while (usedKeys.has(key)) key += \"'\";\n    usedKeys.add(key);\n    let entry = cache.get(key);\n    if (!entry || entry.data !== s.data || entry.resolverKey !== resolverKey) {\n      entry = {\n        data: s.data,\n        resolverKey,\n        cols: normalizeData(s.data, resolveX),\n      };\n      cache.set(key, entry);\n    }\n    const type = s.type ?? \"line\";\n    const color = s.color\n      ? resolve(s.color, theme.palette[index % theme.palette.length])\n      : theme.palette[index % theme.palette.length];\n    const cols = entry.cols;\n    let pointColors: (Rgba | undefined)[] | null = null;\n    if (type === \"scatter\" && cols.colors) {\n      const resolved = new Map<string, Rgba>();\n      pointColors = cols.colors.map((c) => {\n        if (c === undefined) return undefined;\n        let rgba = resolved.get(c);\n        if (!rgba) resolved.set(c, (rgba = resolve(c, color)));\n        return rgba;\n      });\n    }\n    const id = s.id ?? String(index);\n    return {\n      index,\n      key,\n      id,\n      name: s.name ?? `Series ${index + 1}`,\n      type,\n      color,\n      colorCss: toCss(color),\n      lineWidth: s.lineWidth ?? 2,\n      pointSize: s.pointSize ?? 8,\n      opacity:\n        s.opacity ?? (type === \"area\" ? 0.28 : type === \"scatter\" ? 0.78 : 1),\n      hidden: !!s.hidden || hidden.has(id),\n      showLabels: !!s.showLabels,\n      cols,\n      barOffset: 0,\n      barHalfWidth: 0,\n      barBase: null,\n      barTop: null,\n      pointColors,\n    };\n  });\n\n  const visible = series.filter((s) => !s.hidden);\n  const allScatter =\n    series.length > 0 && series.every((s) => s.type === \"scatter\");\n\n  // Bars: groups (one slot per stack) and stacking\n  const bars = visible.filter((s) => s.type === \"bar\");\n  const band =\n    xType === \"category\"\n      ? 1\n      : (() => {\n          const step = smallestStep(bars.map((s) => s.cols));\n          return Number.isFinite(step) ? step : 1;\n        })();\n  if (bars.length) {\n    const slots = new Map<string, number>();\n    for (const s of bars) {\n      const stack = input[s.index].stack ?? `\\u0000${s.key}`;\n      if (!slots.has(stack)) slots.set(stack, slots.size);\n    }\n    const group = band * (slots.size > 1 ? 0.78 : 0.62);\n    const slotWidth = group / slots.size;\n    const sums = new Map<string, Map<number, [number, number]>>();\n    for (const s of bars) {\n      const stack = input[s.index].stack ?? `\\u0000${s.key}`;\n      const slot = slots.get(stack) ?? 0;\n      s.barOffset = -group / 2 + slotWidth * (slot + 0.5);\n      s.barHalfWidth = (slotWidth / 2) * (slots.size > 1 ? 0.86 : 1);\n      let totals = sums.get(stack);\n      if (!totals) sums.set(stack, (totals = new Map()));\n      const { x, y, count } = s.cols;\n      s.barBase = new Float64Array(count);\n      s.barTop = new Float64Array(count);\n      for (let i = 0; i < count; i++) {\n        const v = y[i];\n        if (!Number.isFinite(v)) {\n          s.barBase[i] = NaN;\n          s.barTop[i] = NaN;\n          continue;\n        }\n        const t = totals.get(x[i]) ?? [0, 0];\n        const base = v >= 0 ? t[0] : t[1];\n        s.barBase[i] = base;\n        s.barTop[i] = base + v;\n        if (v >= 0) t[0] += v;\n        else t[1] += v;\n        totals.set(x[i], t);\n      }\n    }\n  }\n\n  // X range\n  const xOpts = options.xAxis;\n  let xRange: Range;\n  if (xType === \"category\") {\n    xRange = [-0.5, Math.max(1, categories.length) - 0.5];\n  } else {\n    const values: number[] = [];\n    for (const s of visible) {\n      values.push(s.cols.xMin, s.cols.xMax);\n      if (s.type === \"bar\") {\n        values.push(s.cols.xMin - band / 2, s.cols.xMax + band / 2);\n      }\n    }\n    xRange = ensureSpan(\n      ...extent(values),\n      xType === \"time\" ? [Date.now() - 86400000, Date.now()] : [0, 1],\n    );\n    if (allScatter) {\n      const pad = (xRange[1] - xRange[0]) * 0.04;\n      xRange = [xRange[0] - pad, xRange[1] + pad];\n    }\n    const nice = xOpts?.nice ?? (allScatter && xType === \"linear\");\n    if (nice && xType === \"linear\") {\n      xRange = niceDomain(xRange[0], xRange[1], xOpts?.tickCount ?? 6);\n    }\n  }\n  if (xOpts?.min !== undefined) xRange[0] = xOpts.min;\n  if (xOpts?.max !== undefined) xRange[1] = xOpts.max;\n  xRange = ensureSpan(xRange[0], xRange[1]);\n\n  // Y range\n  const yOpts = options.yAxis;\n  const yValues: number[] = [];\n  for (const s of visible) {\n    if (s.type === \"bar\" && s.barBase && s.barTop) {\n      yValues.push(...extent(s.barBase), ...extent(s.barTop));\n    } else {\n      yValues.push(s.cols.yMin, s.cols.yMax);\n    }\n  }\n  if (bars.length || yOpts?.zero) yValues.push(0);\n  let yRange = ensureSpan(...extent(yValues));\n  if (allScatter) {\n    const pad = (yRange[1] - yRange[0]) * 0.06;\n    yRange = [yRange[0] - pad, yRange[1] + pad];\n  }\n  if ((yOpts?.nice ?? true) && (yOpts?.type ?? \"linear\") === \"linear\") {\n    yRange = niceDomain(yRange[0], yRange[1], yOpts?.tickCount ?? 5);\n  }\n  if (bars.length && !yOpts?.zero) {\n    // bars start at zero: no padding below / above it\n    if (yRange[0] < 0 && extent(yValues)[0] >= 0) yRange[0] = 0;\n  }\n  if (yOpts?.min !== undefined) yRange[0] = yOpts.min;\n  if (yOpts?.max !== undefined) yRange[1] = yOpts.max;\n  yRange = ensureSpan(yRange[0], yRange[1]);\n\n  const zoomOption =\n    options.interaction === false\n      ? false\n      : options.interaction === true || options.interaction === undefined\n        ? true\n        : (options.interaction.zoom ?? true);\n  const zoomAxes =\n    zoomOption === false\n      ? { x: false, y: false }\n      : zoomOption === true\n        ? { x: true, y: allScatter }\n        : { x: zoomOption.includes(\"x\"), y: zoomOption.includes(\"y\") };\n\n  const tooltip =\n    typeof options.tooltip === \"object\" ? options.tooltip : undefined;\n\n  return {\n    series,\n    x: axisModel(xOpts, xType, categories, false),\n    y: axisModel(yOpts, yOpts?.type === \"time\" ? \"time\" : \"linear\", [], true),\n    base: { x: xRange, y: yRange },\n    allScatter,\n    zoom: zoomAxes,\n    tooltipMode: tooltip?.mode ?? 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Pure (colors go through the theme's resolver).\n\nimport {\n  mix,\n  packColor,\n  rampColor,\n  resolveStaticColor,\n  toCss,\n  type ColorResolver,\n  type Rgba,\n} from \"./color\";\nimport {\n  collectCategories,\n  collectYCategories,\n  normalizeData,\n  xResolver,\n  type SeriesColumns,\n  type YResolver,\n} from \"./data\";\nimport { formatPercent, valueFormatter } from \"./format\";\nimport { chartLabels } from \"./labels\";\nimport { resolveLocale } from \"./locale\";\nimport { ensureSpan, niceDomain, tickStep } from \"./scale\";\nimport { GridIndex } from \"./spatial\";\nimport type { ChartTheme } from \"./theme\";\nimport type {\n  ChartAxisOptions,\n  ChartAxisType,\n  ChartCurve,\n  ChartOptions,\n  ChartSeries,\n  ChartSeriesData,\n  ChartLabels,\n  ChartSeriesType,\n  ChartTimeZone,\n} from \"./types\";\nimport type { Range } from \"./viewport\";\n\nexport interface AxisModel {\n  type: ChartAxisType;\n  reverse: boolean;\n  categories: string[];\n  title?: string;\n  format?: (value: number) => string;\n  grid: boolean;\n  visible: boolean;\n  tickCount?: number;\n  /** Locale of the tick and tooltip labels (historical English texts when omitted) */\n  locale?: string;\n  /** Calendar of a time axis */\n  timeZone?: ChartTimeZone;\n}\n\nexport interface SeriesModel {\n  index: number;\n  /** Key of the GPU resources and of the data cache */\n  key: string;\n  id: string;\n  name: string;\n  type: ChartSeriesType;\n  color: Rgba;\n  colorCss: string;\n  lineWidth: number;\n  pointSize: number;\n  opacity: number;\n  hidden: boolean;\n  showLabels: boolean;\n  curve: ChartCurve;\n  /**\n   * Plotted columns: the data, mapped onto the left axis for the series of\n   * the right axis (`raw` keeps the values of the data)\n   */\n  cols: SeriesColumns;\n  /** Columns of the data (shown in tooltips and labels) */\n  raw: SeriesColumns;\n  /** Value axis of the series */\n  yAxis: \"left\" | \"right\";\n  /** Bars with a start (`y0`): drawn from it, never stacked */\n  floating: boolean;\n  /** Bars / candlesticks: x offset of the series inside a group and half of the bar width */\n  barOffset: number;\n  barHalfWidth: number;\n  /** Bars: bottom / top of every bar (stacks included) */\n  barBase: Float64Array | null;\n  barTop: Float64Array | null;\n  /** Stacked lines / areas: bottom / top of every point */\n  stackBase: Float64Array | null;\n  stackTop: Float64Array | null;\n  /** Scatter / bar: resolved per-point colors */\n  pointColors: (Rgba | undefined)[] | null;\n  /** Candlesticks: colors of the rising / falling candles */\n  upColor: Rgba;\n  downColor: Rgba;\n  /** Heatmaps: packed color of every cell (0 = no cell) and half of a cell, in data units */\n  cellColors: Uint32Array | null;\n  cellHalf: { x: number; y: number };\n  /** Heatmaps: ramp of the colors and the values at its ends */\n  colorScale: Rgba[];\n  valueRange: Range;\n  /** Corner radius in CSS pixels (bars, heatmap cells) */\n  radius: number;\n  /** Tooltip format of the values */\n  format?: (value: number) => string;\n  /** Scatter: name of the `value` of the points */\n  valueName?: string;\n}\n\n/** Linear map of the right axis onto the left one: `left = right * scale + offset` */\nexport interface AxisMap {\n  scale: number;\n  offset: number;\n}\n\nexport interface ChartModel {\n  series: SeriesModel[];\n  x: AxisModel;\n  y: AxisModel;\n  /** Right value axis (`yAxis2`), `null` when no series uses it */\n  y2: AxisModel | null;\n  /** Right axis values -> left axis values */\n  y2Map: AxisMap | null;\n  /** The x axis runs down the left side, the values along the bottom */\n  horizontal: boolean;\n  /** Resolved locale (`locale` option, else the page language) */\n  locale: string;\n  /** Texts of the locale with the `labels` overrides */\n  labels: ChartLabels;\n  /** Tooltip value of the locale (series without `format`) */\n  formatValue: (value: number) => string;\n  /** Full ranges (zoomed out) */\n  base: { x: Range; y: Range };\n  /** Every series is a scatter (or a heatmap): nearest tooltips, xy zoom */\n  allScatter: boolean;\n  zoom: { x: boolean; y: boolean };\n  tooltipMode: \"nearest\" | \"axis\";\n  /** Y value the areas are filled to */\n  baseline: number;\n  /** Smallest zoomed spans */\n  minSpan: { x: number; y: number };\n  /** Stacks are scaled to 100% */\n  percent: boolean;\n  /** Stack id of every series (`null` when not stacked) */\n  stacks: (string | null)[];\n}\n\nexport interface DataCacheEntry {\n  data: ChartSeriesData;\n  resolverKey: string;\n  cols: SeriesColumns;\n}\n\nexport type DataCache = Map<string, DataCacheEntry>;\n\nconst firstX = (data: ChartSeriesData): unknown => {\n  if (typeof data === \"object\" && data !== null && !(\"length\" in data)) {\n    const xs = (data as { x?: ArrayLike<unknown> }).x;\n    return xs && xs.length ? xs[0] : undefined;\n  }\n  const list = data as ArrayLike<unknown>;\n  for (let i = 0; i < Math.min(list.length, 8); i++) {\n    const item = list[i];\n    if (Array.isArray(item)) return item[0];\n    if (item && typeof item === \"object\") return (item as { x?: unknown }).x;\n  }\n  return undefined;\n};\n\n/** Axis type when not given: dates -> time, strings -> category */\nexport const detectXType = (\n  datas: readonly ChartSeriesData[],\n): ChartAxisType => {\n  for (const data of datas) {\n    const x = firstX(data);\n    if (x instanceof Date) return \"time\";\n    if (typeof x === \"string\") return \"category\";\n  }\n  return \"linear\";\n};\n\nconst axisModel = (\n  options: ChartAxisOptions | undefined,\n  type: ChartAxisType,\n  categories: string[],\n  gridDefault: boolean,\n  locale: string,\n): AxisModel => ({\n  type,\n  reverse: !!options?.reverse,\n  categories,\n  title: options?.title,\n  format: options?.format,\n  grid: options?.grid ?? gridDefault,\n  visible: options?.visible ?? true,\n  tickCount: options?.tickCount,\n  locale,\n  timeZone: options?.timeZone ?? \"local\",\n});\n\n/** Defined entries only (`{ open: undefined }` keeps the built-in text) */\nconst definedEntries = <T extends object>(value: T | undefined): Partial<T> => {\n  const out: Partial<T> = {};\n  if (!value) return out;\n  for (const key of Object.keys(value) as (keyof T)[]) {\n    if (value[key] !== undefined) out[key] = value[key];\n  }\n  return out;\n};\n\nconst extent = (values: ArrayLike<number>): Range => {\n  let min = Infinity;\n  let max = -Infinity;\n  for (let i = 0; i < values.length; i++) {\n    const v = values[i];\n    if (!Number.isFinite(v)) continue;\n    if (v < min) min = v;\n    if (v > max) max = v;\n  }\n  return [min, max];\n};\n\n/** Smallest positive gap between consecutive values (bar width on numeric axes) */\nconst smallestStep = (columns: ArrayLike<number>[], sorted: boolean[]) => {\n  let step = Infinity;\n  columns.forEach((values, k) => {\n    const xs = sorted[k] ? values : Float64Array.from(values).sort();\n    for (let i = 1; i < xs.length; i++) {\n      const d = xs[i] - xs[i - 1];\n      if (d > 0 && d < step) step = d;\n    }\n  });\n  return step;\n};\n\nconst bandOf = (list: SeriesModel[], axis: \"x\" | \"y\", category: boolean) => {\n  if (category) return 1;\n  const step = smallestStep(\n    list.map((s) => (axis === \"x\" ? s.cols.x : s.cols.y)),\n    list.map((s) => axis === \"x\" && s.cols.sorted),\n  );\n  return Number.isFinite(step) ? step : 1;\n};\n\n/**\n * Stacks the y values of series sharing a stack id (positive and negative\n * values separately); `percent` scales every stack to 100 at each x\n */\nconst stackValues = (\n  list: { s: SeriesModel; stack: string }[],\n  percent: boolean,\n): { base: Float64Array; top: Float64Array }[] => {\n  const totals = new Map<string, Map<number, [number, number]>>();\n  if (percent) {\n    for (const { s, stack } of list) {\n      let byX = totals.get(stack);\n      if (!byX) totals.set(stack, (byX = new Map()));\n      const { x, y, count } = s.cols;\n      for (let i = 0; i < count; i++) {\n        const v = y[i];\n        if (!Number.isFinite(v)) continue;\n        const t = byX.get(x[i]) ?? [0, 0];\n        if (v >= 0) t[0] += v;\n        else t[1] -= v;\n        byX.set(x[i], t);\n      }\n    }\n  }\n  const running = new Map<string, Map<number, [number, number]>>();\n  const members = new Map<string, number>();\n  for (const { stack } of list)\n    members.set(stack, (members.get(stack) ?? 0) + 1);\n  return list.map(({ s, stack }) => {\n    const { x, y, count } = s.cols;\n    if (!percent && members.get(stack) === 1) {\n      // alone in its stack (e.g. grouped bars): from zero, no bookkeeping\n      const base = new Float64Array(count);\n      const top = new Float64Array(count);\n      for (let i = 0; i < count; i++) {\n        const v = y[i];\n        const valid = Number.isFinite(v);\n        base[i] = valid ? 0 : NaN;\n        top[i] = valid ? v : NaN;\n      }\n      return { base, top };\n    }\n    let byX = running.get(stack);\n    if (!byX) running.set(stack, (byX = new Map()));\n    const sums = totals.get(stack);\n    const base = new Float64Array(count);\n    const top = new Float64Array(count);\n    for (let i = 0; i < count; i++) {\n      let v = y[i];\n      if (!Number.isFinite(v)) {\n        base[i] = NaN;\n        top[i] = NaN;\n        continue;\n      }\n      if (sums) {\n        const t = sums.get(x[i]);\n        const total = t ? (v >= 0 ? t[0] : t[1]) : 0;\n        v = total > 0 ? (v / total) * 100 : 0;\n      }\n      const t = byX.get(x[i]) ?? [0, 0];\n      const b = v >= 0 ? t[0] : t[1];\n      base[i] = b;\n      top[i] = b + v;\n      if (v >= 0) t[0] += v;\n      else t[1] += v;\n      byX.set(x[i], t);\n    }\n    return { base, top };\n  });\n};\n\nconst DEFAULT_UP = \"var(--success-color, #16a34a)\";\nconst DEFAULT_DOWN = \"var(--danger-color, #dc2626)\";\n\n/** Dates in the y values (or starts) of objects: a time value axis */\nconst hasDateY = (datas: readonly ChartSeriesData[]): boolean => {\n  for (const data of datas) {\n    if (typeof data !== \"object\" || data === null || !(\"length\" in data))\n      continue;\n    const list = data as ArrayLike<unknown>;\n    for (let i = 0; i < Math.min(list.length, 8); i++) {\n      const item = list[i];\n      if (item && typeof item === \"object\" && !Array.isArray(item)) {\n        const d = item as { y?: unknown; y0?: unknown };\n        if (d.y instanceof Date || d.y0 instanceof Date) return true;\n      }\n    }\n  }\n  return false;\n};\n\nconst precise = (v: number) => Number(v.toPrecision(12));\n\n/** Next step of the 1, 2, 5 × 10^k sequence */\nconst nextStep = (step: number) => {\n  const power = 10 ** Math.floor(Math.log10(step) + 1e-9);\n  const f = step / power;\n  return (f < 1.5 ? 2 : f < 3.5 ? 5 : 10) * power;\n};\n\n/**\n * Range of the right axis covering [lo, hi] with as many tick intervals as\n * the left range has (its ticks then line up with the left grid)\n */\nexport const alignedDomain = (\n  lo: number,\n  hi: number,\n  left: Range,\n  count: number,\n): Range => {\n  const [a0, a1] = left;\n  const stepL = tickStep(a0, a1, count);\n  const n = stepL > 0 ? Math.round((a1 - a0) / stepL) : 0;\n  [lo, hi] = ensureSpan(lo, hi);\n  if (n < 1 || Math.abs(n * stepL - (a1 - a0)) > stepL * 1e-6) {\n    return niceDomain(lo, hi, count);\n  }\n  let step = tickStep(lo, hi, n);\n  for (let k = 0; k < 40 && step > 0; k++) {\n    const start = Math.floor(lo / step + 1e-9) * step;\n    if (start + n * step >= hi - step * 1e-9) {\n      return [precise(start), precise(start + n * step)];\n    }\n    step = nextStep(step);\n  }\n  return niceDomain(lo, hi, count);\n};\n\nconst mapped = new WeakMap<\n  SeriesColumns,\n  { key: string; cols: SeriesColumns }\n>();\n\n/** Columns of a right-axis series in left axis units (cached with the data) */\nconst mapColumns = (raw: SeriesColumns, map: AxisMap): SeriesColumns => {\n  const key = `${map.scale},${map.offset}`;\n  const hit = mapped.get(raw);\n  if (hit && hit.key === key) return hit.cols;\n  const f = (v: number) => v * map.scale + map.offset;\n  const column = (a: Float64Array | null) => (a ? a.map(f) : null);\n  const lo = f(raw.yMin);\n  const hi = f(raw.yMax);\n  const cols: SeriesColumns = {\n    ...raw,\n    y: raw.y.map(f),\n    open: column(raw.open),\n    high: column(raw.high),\n    low: column(raw.low),\n    y0: column(raw.y0),\n    q1: column(raw.q1),\n    q3: column(raw.q3),\n    outliers: raw.outliers ? raw.outliers.map((list) => list?.map(f)) : null,\n    yMin: Math.min(lo, hi),\n    yMax: Math.max(lo, hi),\n  };\n  mapped.set(raw, { key, cols });\n  return cols;\n};\n\nexport const buildModel = (\n  options: ChartOptions,\n  theme: ChartTheme,\n  hidden: ReadonlySet<string>,\n  cache: DataCache,\n  resolver: ColorResolver | null = null,\n): ChartModel => {\n  const resolve: ColorResolver =\n    resolver ??\n    theme.resolve ??\n    ((value, fallback) => resolveStaticColor(value, {}, fallback));\n  const input = options.series;\n  // resolved at every build: a page language switch shows on the next update\n  const locale = resolveLocale(options.locale);\n  const tooltipOptions =\n    typeof options.tooltip === \"object\" ? options.tooltip : undefined;\n  const labels = chartLabels(locale, {\n    ...definedEntries(tooltipOptions?.labels),\n    ...definedEntries(options.labels),\n  });\n  const datas = input.map((s) => s.data);\n  const xType = options.xAxis?.type ?? detectXType(datas);\n  const categories =\n    xType === \"category\"\n      ? [...(options.xAxis?.categories ?? collectCategories(datas))]\n      : [];\n  const categoryMap = new Map(categories.map((c, i) => [c, i]));\n  const resolveX = xResolver(xType, (name) => categoryMap.get(name) ?? NaN);\n\n  // category y axis (heatmap rows): explicit, or detected from string y values\n  const yOpts = options.yAxis;\n  const heatmapData = input\n    .filter((s) => s.type === \"heatmap\")\n    .map((s) => s.data);\n  const yCategories =\n    yOpts?.type === \"category\" || (!yOpts?.type && heatmapData.length)\n      ? [...(yOpts?.categories ?? collectYCategories(heatmapData))]\n      : [];\n  const yType: ChartAxisType =\n    yOpts?.type === \"category\" || yCategories.length\n      ? \"category\"\n      : yOpts?.type === \"time\" || (!yOpts?.type && hasDateY(datas))\n        ? \"time\"\n        : \"linear\";\n  const yCategoryMap = new Map(yCategories.map((c, i) => [c, i]));\n  const resolveY: YResolver = (v) =>\n    typeof v === \"number\"\n      ? v\n      : typeof v === \"string\"\n        ? yType === \"category\"\n          ? (yCategoryMap.get(v) ?? NaN)\n          : yType === \"time\"\n            ? Date.parse(v)\n            : Number(v)\n        : v instanceof Date\n          ? v.getTime()\n          : NaN;\n  const resolverKey = `${xType}|${categories.join(\"\\u0001\")}|${yType}|${yCategories.join(\"\\u0001\")}`;\n  const percent = options.stackMode === \"percent\";\n  const horizontal = options.orientation === \"horizontal\";\n\n  const usedKeys = new Set<string>();\n  const series: SeriesModel[] = input.map((s: ChartSeries, index) => {\n    let key = s.id ?? `#${index}`;\n    while (usedKeys.has(key)) key += \"'\";\n    usedKeys.add(key);\n    let entry = cache.get(key);\n    if (!entry || entry.data !== s.data || entry.resolverKey !== resolverKey) {\n      entry = {\n        data: s.data,\n        resolverKey,\n        cols: normalizeData(s.data, resolveX, resolveY),\n      };\n      cache.set(key, entry);\n    }\n    const type = s.type ?? \"line\";\n    const paletteColor = theme.palette[index % theme.palette.length];\n    const color = s.color ? resolve(s.color, paletteColor) : paletteColor;\n    const cols = entry.cols;\n    let pointColors: (Rgba | undefined)[] | null = null;\n    if (\n      (type === \"scatter\" || type === \"bar\" || type === \"boxplot\") &&\n      cols.colors\n    ) {\n      const resolved = new Map<string, Rgba>();\n      pointColors = cols.colors.map((c) => {\n        if (c === undefined) return undefined;\n        let rgba = resolved.get(c);\n        if (!rgba) resolved.set(c, (rgba = resolve(c, color)));\n        return rgba;\n      });\n    }\n    let colorScale: Rgba[] = [];\n    let valueRange: Range = [0, 1];\n    let cellColors: Uint32Array | null = null;\n    if (type === \"heatmap\") {\n      colorScale =\n        s.colorScale && s.colorScale.length\n          ? s.colorScale.map((c) => resolve(c, color))\n          : [mix(theme.background, color, 0.08), color];\n      valueRange = s.valueRange\n        ? [s.valueRange[0], s.valueRange[1]]\n        : [cols.valueMin, cols.valueMax];\n      if (!Number.isFinite(valueRange[0])) valueRange = [0, 1];\n      const values = cols.value ?? cols.y;\n      const [lo, hi] = valueRange;\n      const span = hi - lo || 1;\n      cellColors = new Uint32Array(cols.count);\n      for (let i = 0; i < cols.count; i++) {\n        const v = values[i];\n        if (!Number.isFinite(v) || !Number.isFinite(cols.y[i])) continue;\n        // 0 means \"no cell\": a fully transparent color packs to 0 as well\n        cellColors[i] = packColor(rampColor(colorScale, (v - lo) / span));\n      }\n    }\n    const id = s.id ?? String(index);\n    return {\n      index,\n      key,\n      id,\n      name: s.name ?? `${labels.series} ${index + 1}`,\n      type,\n      color,\n      colorCss: toCss(color),\n      lineWidth:\n        s.lineWidth ??\n        (type === \"candlestick\" ? 1 : type === \"boxplot\" ? 1.5 : 2),\n      pointSize: s.pointSize ?? (type === \"boxplot\" ? 6 : 8),\n      opacity:\n        s.opacity ??\n        (type === \"area\"\n          ? 0.28\n          : type === \"scatter\"\n            ? 0.78\n            : type === \"boxplot\"\n              ? 0.22\n              : 1),\n      hidden: !!s.hidden || hidden.has(id),\n      showLabels: !!s.showLabels,\n      curve: s.curve ?? \"linear\",\n      cols,\n      raw: cols,\n      yAxis: s.yAxis === \"right\" && !horizontal ? \"right\" : \"left\",\n      floating: type === \"bar\" && !!cols.y0,\n      barOffset: 0,\n      barHalfWidth: 0,\n      barBase: null,\n      barTop: null,\n      stackBase: null,\n      stackTop: null,\n      pointColors,\n      upColor:\n        type === \"candlestick\"\n          ? resolve(s.upColor ?? DEFAULT_UP, [0.09, 0.64, 0.29, 1])\n          : color,\n      downColor:\n        type === \"candlestick\"\n          ? resolve(s.downColor ?? DEFAULT_DOWN, [0.86, 0.15, 0.15, 1])\n          : color,\n      cellColors,\n      cellHalf: { x: 0.5, y: 0.5 },\n      colorScale,\n      valueRange,\n      radius: s.radius ?? (type === \"heatmap\" ? 2 : type === \"boxplot\" ? 0 : 3),\n      format: s.format,\n      valueName: s.valueName,\n    };\n  });\n\n  const visible = series.filter((s) => !s.hidden);\n  const allScatter =\n    series.length > 0 &&\n    series.every((s) => s.type === \"scatter\" || s.type === \"heatmap\");\n\n  // Bars and box plots: groups (one slot per stack) and stacking; floating\n  // bars (with starts) are drawn from their starts\n  const slotted = visible.filter(\n    (s) => s.type === \"bar\" || s.type === \"boxplot\",\n  );\n  const bars = visible.filter((s) => s.type === \"bar\");\n  const band = bandOf(slotted, \"x\", xType === \"category\");\n  if (slotted.length) {\n    const slots = new Map<string, number>();\n    const stackId = (s: SeriesModel) =>\n      input[s.index].stack ?? `\\u0000${s.key}`;\n    for (const s of slotted) {\n      if (!slots.has(stackId(s))) slots.set(stackId(s), slots.size);\n    }\n    let share = 0;\n    for (const s of slotted) {\n      const w = input[s.index].barWidth;\n      if (w !== undefined && w > share) share = Math.min(1, w);\n    }\n    const group = band * (share || (slots.size > 1 ? 0.78 : 0.62));\n    const slotWidth = group / slots.size;\n    for (const s of slotted) {\n      const slot = slots.get(stackId(s)) ?? 0;\n      s.barOffset = -group / 2 + slotWidth * (slot + 0.5);\n      s.barHalfWidth = (slotWidth / 2) * (slots.size > 1 ? 0.86 : 1);\n    }\n    const stackedBars = bars.filter((s) => !s.floating);\n    const stacked = stackValues(\n      stackedBars.map((s) => ({ s, stack: stackId(s) })),\n      false,\n    );\n    const percentStacked = percent\n      ? stackValues(\n          stackedBars\n            .filter((s) => input[s.index].stack !== undefined)\n            .map((s) => ({ s, stack: stackId(s) })),\n          true,\n        )\n      : [];\n    let p = 0;\n    stackedBars.forEach((s, k) => {\n      const values =\n        percent && input[s.index].stack !== undefined\n          ? percentStacked[p++]\n          : stacked[k];\n      s.barBase = values.base;\n      s.barTop = values.top;\n    });\n    for (const s of bars) {\n      const { y, y0, count } = s.cols;\n      if (!s.floating || !y0) continue;\n      const base = new Float64Array(count);\n      const top = new Float64Array(count);\n      for (let i = 0; i < count; i++) {\n        const valid = Number.isFinite(y[i]);\n        base[i] = valid ? (Number.isFinite(y0[i]) ? y0[i] : 0) : NaN;\n        top[i] = valid ? y[i] : NaN;\n      }\n      s.barBase = base;\n      s.barTop = top;\n    }\n  }\n\n  // Range areas: filled down to their lower edges\n  for (const s of visible) {\n    if (s.type === \"area\" && s.cols.y0 && input[s.index].stack === undefined)\n      s.stackBase = s.cols.y0;\n  }\n\n  // Stacked lines / areas\n  const stackedLines = visible.filter(\n    (s) =>\n      (s.type === \"line\" || s.type === \"area\") &&\n      input[s.index].stack !== undefined,\n  );\n  if (stackedLines.length) {\n    const values = stackValues(\n      stackedLines.map((s) => ({ s, stack: input[s.index].stack ?? \"\" })),\n      percent,\n    );\n    stackedLines.forEach((s, k) => {\n      s.stackBase = values[k].base;\n      s.stackTop = values[k].top;\n    });\n  }\n\n  // Candlesticks: one band per x, bodies of 60%\n  const candles = visible.filter((s) => s.type === \"candlestick\");\n  const candleBand = bandOf(candles, \"x\", xType === \"category\");\n  for (const s of candles) s.barHalfWidth = candleBand * 0.3;\n\n  // Heatmaps: cells of the size of the smallest step\n  const heatmaps = visible.filter((s) => s.type === \"heatmap\");\n  if (heatmaps.length) {\n    const cx = bandOf(heatmaps, \"x\", xType === \"category\") / 2;\n    const cy = bandOf(heatmaps, \"y\", yType === \"category\") / 2;\n    for (const s of heatmaps) s.cellHalf = { x: cx, y: cy };\n  }\n\n  // X range\n  const xOpts = options.xAxis;\n  let xRange: Range;\n  if (xType === \"category\") {\n    xRange = [-0.5, Math.max(1, categories.length) - 0.5];\n  } else {\n    const values: number[] = [];\n    for (const s of visible) {\n      values.push(s.cols.xMin, s.cols.xMax);\n      const pad =\n        s.type === \"bar\" || s.type === \"boxplot\"\n          ? band / 2\n          : s.type === \"candlestick\"\n            ? candleBand / 2\n            : s.type === \"heatmap\"\n              ? s.cellHalf.x\n              : 0;\n      if (pad) values.push(s.cols.xMin - pad, s.cols.xMax + pad);\n    }\n    xRange = ensureSpan(\n      ...extent(values),\n      xType === \"time\" ? [Date.now() - 86400000, Date.now()] : [0, 1],\n    );\n    const pointsOnly = series.every((s) => s.type === \"scatter\");\n    if (pointsOnly) {\n      const pad = (xRange[1] - xRange[0]) * 0.04;\n      xRange = [xRange[0] - pad, xRange[1] + pad];\n    }\n    const nice = xOpts?.nice ?? (pointsOnly && xType === \"linear\");\n    if (nice && xType === \"linear\") {\n      xRange = niceDomain(xRange[0], xRange[1], xOpts?.tickCount ?? 6);\n    }\n  }\n  if (xOpts?.min !== undefined) xRange[0] = xOpts.min;\n  if (xOpts?.max !== undefined) xRange[1] = xOpts.max;\n  xRange = ensureSpan(xRange[0], xRange[1]);\n\n  // Y range (left axis: the series of the right axis are mapped onto it)\n  const valuesOf = (list: SeriesModel[], zero: boolean | undefined) => {\n    const values: number[] = [];\n    for (const s of list) {\n      if (s.type === \"bar\" && s.barBase && s.barTop) {\n        values.push(...extent(s.barBase), ...extent(s.barTop));\n      } else if (s.stackBase && s.stackTop) {\n        values.push(...extent(s.stackBase), ...extent(s.stackTop));\n      } else if (s.type === \"heatmap\") {\n        values.push(s.cols.yMin - s.cellHalf.y, s.cols.yMax + s.cellHalf.y);\n      } else {\n        values.push(s.cols.yMin, s.cols.yMax);\n      }\n    }\n    const listBars = list.filter((s) => s.type === \"bar\");\n    if (listBars.some((s) => !s.floating) || zero) values.push(0);\n    if (listBars.some((s) => s.showLabels)) {\n      // room for the value labels above the tallest bar\n      const [lo, hi] = extent(values);\n      if (hi > 0) values.push(hi + (hi - Math.min(0, lo)) * 0.1);\n      if (lo < 0) values.push(lo - (Math.max(0, hi) - lo) * 0.1);\n    }\n    return values;\n  };\n  const leftVisible = visible.filter((s) => s.yAxis === \"left\");\n  const leftSeries = leftVisible.length ? leftVisible : visible;\n  const leftBars = leftSeries.filter((s) => s.type === \"bar\");\n  let yRange: Range;\n  if (yType === \"category\") {\n    yRange = [-0.5, Math.max(1, yCategories.length) - 0.5];\n  } else {\n    const yValues = valuesOf(leftSeries, yOpts?.zero);\n    const filled =\n      leftBars.length > 0 || leftSeries.some((s) => s.type === \"area\");\n    yRange = ensureSpan(...extent(yValues));\n    if (series.every((s) => s.type === \"scatter\")) {\n      const pad = (yRange[1] - yRange[0]) * 0.06;\n      yRange = [yRange[0] - pad, yRange[1] + pad];\n    } else if (\n      (candles.length || leftSeries.some((s) => s.type === \"boxplot\")) &&\n      !leftBars.length\n    ) {\n      // room above / below the wicks and the outliers\n      const pad = (yRange[1] - yRange[0]) * 0.04;\n      yRange = [yRange[0] - pad, yRange[1] + pad];\n    }\n    if ((yOpts?.nice ?? !heatmaps.length) && yType === \"linear\") {\n      yRange = niceDomain(yRange[0], yRange[1], yOpts?.tickCount ?? 5);\n    }\n    if (percent && (bars.length || stackedLines.length)) {\n      // 100% stacks: exactly 0-100 (or -100-100)\n      yRange = [extent(yValues)[0] < 0 ? -100 : 0, 100];\n    }\n    if (filled && !yOpts?.zero) {\n      // bars start at zero: no padding below / above it\n      if (yRange[0] < 0 && extent(yValues)[0] >= 0) yRange[0] = 0;\n    }\n  }\n  if (yOpts?.min !== undefined) yRange[0] = yOpts.min;\n  if (yOpts?.max !== undefined) yRange[1] = yOpts.max;\n  yRange = ensureSpan(yRange[0], yRange[1]);\n\n  // Right axis: a range aligned on the left ticks; its series are mapped\n  // onto the left axis\n  const y2Opts = options.yAxis2;\n  let y2: AxisModel | null = null;\n  let y2Map: AxisMap | null = null;\n  const rightSeries = series.filter((s) => s.yAxis === \"right\");\n  if (rightSeries.length && yType !== \"category\") {\n    const rightVisible = rightSeries.filter((s) => !s.hidden);\n    const values = valuesOf(rightVisible, y2Opts?.zero);\n    const [lo, hi] = ensureSpan(...extent(values));\n    let domain: Range =\n      y2Opts?.nice === false\n        ? [lo, hi]\n        : alignedDomain(lo, hi, yRange, yOpts?.tickCount ?? 5);\n    if (y2Opts?.min !== undefined) domain[0] = y2Opts.min;\n    if (y2Opts?.max !== undefined) domain[1] = y2Opts.max;\n    domain = ensureSpan(domain[0], domain[1]);\n    const scale = (yRange[1] - yRange[0]) / (domain[1] - domain[0]);\n    const map: AxisMap = { scale, offset: yRange[0] - domain[0] * scale };\n    y2Map = map;\n    const f = (v: number) => v * map.scale + map.offset;\n    const column = (a: Float64Array | null) => (a ? a.map(f) : null);\n    const zero = f(Math.min(Math.max(0, domain[0]), domain[1]));\n    for (const s of rightSeries) {\n      const rawBase = s.stackBase;\n      s.cols = mapColumns(s.raw, map);\n      s.barBase = column(s.barBase);\n      s.barTop = column(s.barTop);\n      s.stackTop = column(s.stackTop);\n      s.stackBase =\n        rawBase && rawBase === s.raw.y0\n          ? s.cols.y0\n          : rawBase\n            ? column(rawBase)\n            : s.type === \"area\"\n              ? new Float64Array(s.cols.count).fill(zero)\n              : null;\n    }\n    y2 = axisModel(y2Opts, \"linear\", [], false, locale);\n  }\n\n  const zoomOption =\n    options.interaction === false\n      ? false\n      : options.interaction === true || options.interaction === undefined\n        ? true\n        : (options.interaction.zoom ?? true);\n  const zoomAxes =\n    zoomOption === false\n      ? { x: false, y: false }\n      : zoomOption === true\n        ? { x: true, y: allScatter }\n        : { x: zoomOption.includes(\"x\"), y: zoomOption.includes(\"y\") };\n\n  const yFormat =\n    yOpts?.format ??\n    (percent && (bars.length || stackedLines.length)\n      ? (v: number) => formatPercent(v, locale)\n      : undefined);\n\n  return {\n    series,\n    x: axisModel(xOpts, xType, categories, false, locale),\n    y: {\n      ...axisModel(yOpts, yType, yCategories, yType !== \"category\", locale),\n      format: yFormat,\n    },\n    y2,\n    y2Map,\n    horizontal,\n    locale,\n    labels,\n    formatValue: valueFormatter(locale),\n    base: { x: xRange, y: yRange },\n    allScatter,\n    zoom: zoomAxes,\n    tooltipMode: tooltipOptions?.mode ?? (allScatter ? \"nearest\" : \"axis\"),\n    baseline: Math.min(Math.max(0, yRange[0]), yRange[1]),\n    minSpan: {\n      x: xType === \"category\" ? 1 : (xRange[1] - xRange[0]) * 1e-7,\n      y: yType === \"category\" ? 1 : (yRange[1] - yRange[0]) * 1e-7,\n    },\n    percent,\n    stacks: input.map((s) =>\n      s.stack !== undefined &&\n      (s.type === \"bar\" || s.type === \"line\" || s.type === \"area\" || !s.type)\n        ? `${s.type === \"bar\" ? \"bar\" : \"line\"}:${s.stack}`\n        : null,\n    ),\n  };\n};\n\n/** Y value drawn for a point: its stacked top for stacks, the close for candles */\nexport const plottedY = (s: SeriesModel, i: number): number =>\n  s.barTop ? s.barTop[i] : s.stackTop ? s.stackTop[i] : s.cols.y[i];\n\nconst grids = new WeakMap<SeriesColumns, GridIndex>();\n\n/** Spatial index of a scatter series, built on first use and kept with its data */\nexport const gridOf = (s: SeriesModel): GridIndex => {\n  let grid = grids.get(s.cols);\n  if (!grid) {\n 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package/dist/charts/engine/orderbook/book.cjs

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+//# sourceMappingURL=book.cjs.map

package/dist/charts/engine/orderbook/book.cjs.map

@@ -0,0 +1 @@
+{"version":3,"file":"book.cjs","names":["createSide","capacity","lowerBound","lo","hi","side","prices","mid","price","grow","needed","sizes","setLevel","i","found","valid","size","forEachLevel","levels","level","fn","n","decimalsOf","value","abs","d","scaled","roundToStep","step","groupPrice","k","createOrderBookStore","maxLevels","options","bids","asks","version","time","sideOf","trim","drop","physical","index","store","snapshot","p","s","changed","delta","max","limit","count","applyDeltas","deltas","inferPriceDecimals","decimals","inferSizeDecimals","inferTickSize","tick","gap"],"sources":["../../../../../charts/src/engine/orderbook/book.ts"],"sourcesContent":["// Order book store: both sides kept as sorted typed arrays (ascending\n// prices), updated in place by snapshots and deltas. Inserting next to the\n// best price moves the rest of the side with one copyWithin, which stays\n// far below a microsecond per update for books of a few thousand levels.\n\nimport type {\n  OrderBookDelta,\n  OrderBookLevelColumns,\n  OrderBookLevels,\n  OrderBookSide,\n  OrderBookStore,\n  OrderBookStoreOptions,\n} from \"./types\";\n\ninterface Side {\n  prices: Float64Array;\n  sizes: Float64Array;\n  count: number;\n}\n\nconst createSide = (capacity = 64): Side => ({\n  prices: new Float64Array(capacity),\n  sizes: new Float64Array(capacity),\n  count: 0,\n});\n\n/** First index whose price is >= `price` */\nconst lowerBound = (side: Side, price: number): number => {\n  let lo = 0;\n  let hi = side.count;\n  const prices = side.prices;\n  while (lo < hi) {\n    const mid = (lo + hi) >>> 1;\n    if (prices[mid] < price) lo = mid + 1;\n    else hi = mid;\n  }\n  return lo;\n};\n\nconst grow = (side: Side, needed: number) => {\n  if (needed <= side.prices.length) return;\n  const capacity = Math.max(needed, side.prices.length * 2);\n  const prices = new Float64Array(capacity);\n  const sizes = new Float64Array(capacity);\n  prices.set(side.prices.subarray(0, side.count));\n  sizes.set(side.sizes.subarray(0, side.count));\n  side.prices = prices;\n  side.sizes = sizes;\n};\n\n/** Sets the size of a price (<= 0 removes it); `true` when it changed */\nconst setLevel = (side: Side, price: number, size: number): boolean => {\n  if (!Number.isFinite(price)) return false;\n  const i = lowerBound(side, price);\n  const found = i < side.count && side.prices[i] === price;\n  const valid = Number.isFinite(size) && size > 0;\n  if (found) {\n    if (!valid) {\n      side.prices.copyWithin(i, i + 1, side.count);\n      side.sizes.copyWithin(i, i + 1, side.count);\n      side.count--;\n      return true;\n    }\n    if (side.sizes[i] === size) return false;\n    side.sizes[i] = size;\n    return true;\n  }\n  if (!valid) return false;\n  grow(side, side.count + 1);\n  side.prices.copyWithin(i + 1, i, side.count);\n  side.sizes.copyWithin(i + 1, i, side.count);\n  side.prices[i] = price;\n  side.sizes[i] = size;\n  side.count++;\n  return true;\n};\n\n/** Iterates `[price, size]` tuples or columns */\nexport const forEachLevel = (\n  levels: OrderBookLevels | undefined,\n  fn: (price: number, size: number) => void,\n) => {\n  if (!levels) return;\n  if (Array.isArray(levels)) {\n    for (const level of levels as readonly (readonly [number, number])[]) {\n      fn(level[0], level[1]);\n    }\n    return;\n  }\n  const { price, size } = levels as OrderBookLevelColumns;\n  const n = Math.min(price.length, size.length);\n  for (let i = 0; i < n; i++) fn(price[i]!, size[i]!);\n};\n\n/** Number of decimals of a step (0.25 -> 2, 5 -> 0) */\nexport const decimalsOf = (value: number): number => {\n  if (!Number.isFinite(value) || value === 0) return 0;\n  const abs = Math.abs(value);\n  for (let d = 0; d <= 10; d++) {\n    const scaled = abs * 10 ** d;\n    if (Math.abs(scaled - Math.round(scaled)) < 1e-7 * Math.max(1, scaled))\n      return d;\n  }\n  return 10;\n};\n\n/** Rounds a multiple of a step without float noise */\nexport const roundToStep = (value: number, step: number): number =>\n  +value.toFixed(Math.min(12, decimalsOf(step) + 1));\n\n/**\n * Bucket of a price for a grouping step: bids round down, asks up (the\n * aggregated level never looks better than its orders)\n */\nexport const groupPrice = (\n  price: number,\n  step: number,\n  side: OrderBookSide,\n): number => {\n  if (!(step > 0)) return price;\n  const k = price / step;\n  const index = side === \"bid\" ? Math.floor(k + 1e-9) : Math.ceil(k - 1e-9);\n  return roundToStep(index * step, step);\n};\n\n/**\n * Creates an order book store: snapshots and deltas in, sorted levels\n * (optionally grouped by a price step) out\n */\nexport const createOrderBookStore = (\n  options: OrderBookStoreOptions = {},\n): OrderBookStore => {\n  const maxLevels = Math.max(1, options.maxLevels ?? 5000);\n  const bids = createSide();\n  const asks = createSide();\n  let version = 0;\n  let time = NaN;\n\n  const sideOf = (side: OrderBookSide) => (side === \"bid\" ? bids : asks);\n\n  /** Drops the farthest levels above the cap */\n  const trim = () => {\n    if (bids.count > maxLevels) {\n      const drop = bids.count - maxLevels;\n      bids.prices.copyWithin(0, drop, bids.count);\n      bids.sizes.copyWithin(0, drop, bids.count);\n      bids.count = maxLevels;\n    }\n    if (asks.count > maxLevels) asks.count = maxLevels;\n  };\n\n  /** Physical index of the `index`-th level from the best one */\n  const physical = (side: OrderBookSide, index: number) =>\n    side === \"bid\" ? bids.count - 1 - index : index;\n\n  const store: OrderBookStore = {\n    setSnapshot(snapshot) {\n      bids.count = 0;\n      asks.count = 0;\n      forEachLevel(snapshot.bids, (p, s) => setLevel(bids, p, s));\n      forEachLevel(snapshot.asks, (p, s) => setLevel(asks, p, s));\n      trim();\n      if (snapshot.time !== undefined) time = snapshot.time;\n      version++;\n    },\n    applyDelta(delta: OrderBookDelta) {\n      let changed = false;\n      forEachLevel(delta.bids, (p, s) => {\n        if (setLevel(bids, p, s)) changed = true;\n      });\n      forEachLevel(delta.asks, (p, s) => {\n        if (setLevel(asks, p, s)) changed = true;\n      });\n      if (delta.time !== undefined) time = delta.time;\n      if (changed) {\n        trim();\n        version++;\n      }\n      return changed;\n    },\n    clear() {\n      bids.count = 0;\n      asks.count = 0;\n      time = NaN;\n      version++;\n    },\n    count: (side) => sideOf(side).count,\n    priceAt(side, index) {\n      const s = sideOf(side);\n      return index >= 0 && index < s.count\n        ? s.prices[physical(side, index)]!\n        : NaN;\n    },\n    sizeAt(side, index) {\n      const s = sideOf(side);\n      return index >= 0 && index < s.count\n        ? s.sizes[physical(side, index)]!\n        : 0;\n    },\n    sizeOf(side, price) {\n      const s = sideOf(side);\n      const i = lowerBound(s, price);\n      return i < s.count && s.prices[i] === price ? s.sizes[i]! : 0;\n    },\n    bestBid: () => (bids.count ? bids.prices[bids.count - 1]! : NaN),\n    bestAsk: () => (asks.count ? asks.prices[0]! : NaN),\n    mid: () => (store.bestBid() + store.bestAsk()) / 2,\n    spread: () => store.bestAsk() - store.bestBid(),\n    levels(side, { step = 0, limit = Infinity } = {}) {\n      const s = sideOf(side);\n      const n = s.count;\n      const max = Math.min(n, limit);\n      const price = new Float64Array(max);\n      const size = new Float64Array(max);\n      let count = 0;\n      for (let k = 0; k < n; k++) {\n        const i = side === \"bid\" ? n - 1 - k : k;\n        const p =\n          step > 0 ? groupPrice(s.prices[i]!, step, side) : s.prices[i]!;\n        if (count > 0 && price[count - 1] === p) {\n          size[count - 1] += s.sizes[i]!;\n          continue;\n        }\n        if (count >= max) break;\n        price[count] = p;\n        size[count] = s.sizes[i]!;\n        count++;\n      }\n      return {\n        price: price.subarray(0, count),\n        size: size.subarray(0, count),\n        count,\n      };\n    },\n    time: () => time,\n    version: () => version,\n  };\n  return store;\n};\n\n/** Applies one delta or a list of deltas; `true` when something changed */\nexport const applyDeltas = (\n  store: OrderBookStore,\n  deltas: OrderBookDelta | readonly OrderBookDelta[],\n): boolean => {\n  if (!Array.isArray(deltas)) return store.applyDelta(deltas as OrderBookDelta);\n  let changed = false;\n  for (const delta of deltas as readonly OrderBookDelta[]) {\n    if (store.applyDelta(delta)) changed = true;\n  }\n  return changed;\n};\n\n/**\n * Decimals of the prices of a book (largest decimals among the best levels),\n * for the default price format\n */\nexport const inferPriceDecimals = (store: OrderBookStore): number => {\n  let decimals = 0;\n  for (const side of [\"bid\", \"ask\"] as const) {\n    const n = Math.min(store.count(side), 40);\n    for (let i = 0; i < n; i++) {\n      decimals = Math.max(decimals, decimalsOf(store.priceAt(side, i)));\n    }\n  }\n  return Math.min(8, decimals);\n};\n\n/** Decimals of the sizes of a book, for the default size format */\nexport const inferSizeDecimals = (store: OrderBookStore): number => {\n  let decimals = 0;\n  for (const side of [\"bid\", \"ask\"] as const) {\n    const n = Math.min(store.count(side), 40);\n    for (let i = 0; i < n; i++) {\n      decimals = Math.max(decimals, decimalsOf(store.sizeAt(side, i)));\n    }\n  }\n  return Math.min(6, decimals);\n};\n\n/** Smallest gap between neighbouring prices of the best levels (the tick size) */\nexport const inferTickSize = (store: OrderBookStore): number => {\n  let tick = Infinity;\n  for (const side of [\"bid\", \"ask\"] as const) {\n    const n = Math.min(store.count(side), 60);\n    for (let i = 1; i < n; i++) {\n      const gap = Math.abs(store.priceAt(side, i) - store.priceAt(side, i - 1));\n      if (gap > 0 && gap < tick) tick = gap;\n    }\n  }\n  if (!Number.isFinite(tick)) return 0;\n  return roundToStep(tick, 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package/dist/charts/engine/orderbook/book.d.cts

@@ -0,0 +1,28 @@
+import { OrderBookDelta, OrderBookLevels, OrderBookSide, OrderBookStore, OrderBookStoreOptions } from './types.cjs';
+/** Iterates `[price, size]` tuples or columns */
+export declare const forEachLevel: (levels: OrderBookLevels | undefined, fn: (price: number, size: number) => void) => void;
+/** Number of decimals of a step (0.25 -> 2, 5 -> 0) */
+export declare const decimalsOf: (value: number) => number;
+/** Rounds a multiple of a step without float noise */
+export declare const roundToStep: (value: number, step: number) => number;
+/**
+ * Bucket of a price for a grouping step: bids round down, asks up (the
+ * aggregated level never looks better than its orders)
+ */
+export declare const groupPrice: (price: number, step: number, side: OrderBookSide) => number;
+/**
+ * Creates an order book store: snapshots and deltas in, sorted levels
+ * (optionally grouped by a price step) out
+ */
+export declare const createOrderBookStore: (options?: OrderBookStoreOptions) => OrderBookStore;
+/** Applies one delta or a list of deltas; `true` when something changed */
+export declare const applyDeltas: (store: OrderBookStore, deltas: OrderBookDelta | readonly OrderBookDelta[]) => boolean;
+/**
+ * Decimals of the prices of a book (largest decimals among the best levels),
+ * for the default price format
+ */
+export declare const inferPriceDecimals: (store: OrderBookStore) => number;
+/** Decimals of the sizes of a book, for the default size format */
+export declare const inferSizeDecimals: (store: OrderBookStore) => number;
+/** Smallest gap between neighbouring prices of the best levels (the tick size) */
+export declare const inferTickSize: (store: OrderBookStore) => number;

package/dist/charts/engine/orderbook/book.d.ts

@@ -0,0 +1,28 @@
+import { OrderBookDelta, OrderBookLevels, OrderBookSide, OrderBookStore, OrderBookStoreOptions } from './types.js';
+/** Iterates `[price, size]` tuples or columns */
+export declare const forEachLevel: (levels: OrderBookLevels | undefined, fn: (price: number, size: number) => void) => void;
+/** Number of decimals of a step (0.25 -> 2, 5 -> 0) */
+export declare const decimalsOf: (value: number) => number;
+/** Rounds a multiple of a step without float noise */
+export declare const roundToStep: (value: number, step: number) => number;
+/**
+ * Bucket of a price for a grouping step: bids round down, asks up (the
+ * aggregated level never looks better than its orders)
+ */
+export declare const groupPrice: (price: number, step: number, side: OrderBookSide) => number;
+/**
+ * Creates an order book store: snapshots and deltas in, sorted levels
+ * (optionally grouped by a price step) out
+ */
+export declare const createOrderBookStore: (options?: OrderBookStoreOptions) => OrderBookStore;
+/** Applies one delta or a list of deltas; `true` when something changed */
+export declare const applyDeltas: (store: OrderBookStore, deltas: OrderBookDelta | readonly OrderBookDelta[]) => boolean;
+/**
+ * Decimals of the prices of a book (largest decimals among the best levels),
+ * for the default price format
+ */
+export declare const inferPriceDecimals: (store: OrderBookStore) => number;
+/** Decimals of the sizes of a book, for the default size format */
+export declare const inferSizeDecimals: (store: OrderBookStore) => number;
+/** Smallest gap between neighbouring prices of the best levels (the tick size) */
+export declare const inferTickSize: (store: OrderBookStore) => number;

package/dist/charts/engine/orderbook/book.js

@@ -0,0 +1,134 @@
+//#region src/engine/orderbook/book.ts
+var e = (e = 64) => ({
+	prices: new Float64Array(e),
+	sizes: new Float64Array(e),
+	count: 0
+}), t = (e, t) => {
+	let n = 0, r = e.count, i = e.prices;
+	for (; n < r;) {
+		let e = n + r >>> 1;
+		i[e] < t ? n = e + 1 : r = e;
+	}
+	return n;
+}, n = (e, t) => {
+	if (t <= e.prices.length) return;
+	let n = Math.max(t, e.prices.length * 2), r = new Float64Array(n), i = new Float64Array(n);
+	r.set(e.prices.subarray(0, e.count)), i.set(e.sizes.subarray(0, e.count)), e.prices = r, e.sizes = i;
+}, r = (e, r, i) => {
+	if (!Number.isFinite(r)) return !1;
+	let a = t(e, r), o = a < e.count && e.prices[a] === r, s = Number.isFinite(i) && i > 0;
+	return o ? s ? e.sizes[a] !== i && (e.sizes[a] = i, !0) : (e.prices.copyWithin(a, a + 1, e.count), e.sizes.copyWithin(a, a + 1, e.count), e.count--, !0) : s ? (n(e, e.count + 1), e.prices.copyWithin(a + 1, a, e.count), e.sizes.copyWithin(a + 1, a, e.count), e.prices[a] = r, e.sizes[a] = i, e.count++, !0) : !1;
+}, i = (e, t) => {
+	if (!e) return;
+	if (Array.isArray(e)) {
+		for (let n of e) t(n[0], n[1]);
+		return;
+	}
+	let { price: n, size: r } = e, i = Math.min(n.length, r.length);
+	for (let e = 0; e < i; e++) t(n[e], r[e]);
+}, a = (e) => {
+	if (!Number.isFinite(e) || e === 0) return 0;
+	let t = Math.abs(e);
+	for (let e = 0; e <= 10; e++) {
+		let n = t * 10 ** e;
+		if (Math.abs(n - Math.round(n)) < 1e-7 * Math.max(1, n)) return e;
+	}
+	return 10;
+}, o = (e, t) => +e.toFixed(Math.min(12, a(t) + 1)), s = (e, t, n) => {
+	if (!(t > 0)) return e;
+	let r = e / t;
+	return o((n === "bid" ? Math.floor(r + 1e-9) : Math.ceil(r - 1e-9)) * t, t);
+}, c = (n = {}) => {
+	let a = Math.max(1, n.maxLevels ?? 5e3), o = e(), c = e(), l = 0, u = NaN, d = (e) => e === "bid" ? o : c, f = () => {
+		if (o.count > a) {
+			let e = o.count - a;
+			o.prices.copyWithin(0, e, o.count), o.sizes.copyWithin(0, e, o.count), o.count = a;
+		}
+		c.count > a && (c.count = a);
+	}, p = (e, t) => e === "bid" ? o.count - 1 - t : t, m = {
+		setSnapshot(e) {
+			o.count = 0, c.count = 0, i(e.bids, (e, t) => r(o, e, t)), i(e.asks, (e, t) => r(c, e, t)), f(), e.time !== void 0 && (u = e.time), l++;
+		},
+		applyDelta(e) {
+			let t = !1;
+			return i(e.bids, (e, n) => {
+				r(o, e, n) && (t = !0);
+			}), i(e.asks, (e, n) => {
+				r(c, e, n) && (t = !0);
+			}), e.time !== void 0 && (u = e.time), t && (f(), l++), t;
+		},
+		clear() {
+			o.count = 0, c.count = 0, u = NaN, l++;
+		},
+		count: (e) => d(e).count,
+		priceAt(e, t) {
+			let n = d(e);
+			return t >= 0 && t < n.count ? n.prices[p(e, t)] : NaN;
+		},
+		sizeAt(e, t) {
+			let n = d(e);
+			return t >= 0 && t < n.count ? n.sizes[p(e, t)] : 0;
+		},
+		sizeOf(e, n) {
+			let r = d(e), i = t(r, n);
+			return i < r.count && r.prices[i] === n ? r.sizes[i] : 0;
+		},
+		bestBid: () => o.count ? o.prices[o.count - 1] : NaN,
+		bestAsk: () => c.count ? c.prices[0] : NaN,
+		mid: () => (m.bestBid() + m.bestAsk()) / 2,
+		spread: () => m.bestAsk() - m.bestBid(),
+		levels(e, { step: t = 0, limit: n = Infinity } = {}) {
+			let r = d(e), i = r.count, a = Math.min(i, n), o = new Float64Array(a), c = new Float64Array(a), l = 0;
+			for (let n = 0; n < i; n++) {
+				let u = e === "bid" ? i - 1 - n : n, d = t > 0 ? s(r.prices[u], t, e) : r.prices[u];
+				if (l > 0 && o[l - 1] === d) {
+					c[l - 1] += r.sizes[u];
+					continue;
+				}
+				if (l >= a) break;
+				o[l] = d, c[l] = r.sizes[u], l++;
+			}
+			return {
+				price: o.subarray(0, l),
+				size: c.subarray(0, l),
+				count: l
+			};
+		},
+		time: () => u,
+		version: () => l
+	};
+	return m;
+}, l = (e, t) => {
+	if (!Array.isArray(t)) return e.applyDelta(t);
+	let n = !1;
+	for (let r of t) e.applyDelta(r) && (n = !0);
+	return n;
+}, u = (e) => {
+	let t = 0;
+	for (let n of ["bid", "ask"]) {
+		let r = Math.min(e.count(n), 40);
+		for (let i = 0; i < r; i++) t = Math.max(t, a(e.priceAt(n, i)));
+	}
+	return Math.min(8, t);
+}, d = (e) => {
+	let t = 0;
+	for (let n of ["bid", "ask"]) {
+		let r = Math.min(e.count(n), 40);
+		for (let i = 0; i < r; i++) t = Math.max(t, a(e.sizeAt(n, i)));
+	}
+	return Math.min(6, t);
+}, f = (e) => {
+	let t = Infinity;
+	for (let n of ["bid", "ask"]) {
+		let r = Math.min(e.count(n), 60);
+		for (let i = 1; i < r; i++) {
+			let r = Math.abs(e.priceAt(n, i) - e.priceAt(n, i - 1));
+			r > 0 && r < t && (t = r);
+		}
+	}
+	return Number.isFinite(t) ? o(t, t) : 0;
+};
+//#endregion
+export { l as applyDeltas, c as createOrderBookStore, a as decimalsOf, i as forEachLevel, s as groupPrice, u as inferPriceDecimals, d as inferSizeDecimals, f as inferTickSize, o as roundToStep };
+
+//# sourceMappingURL=book.js.map

package/dist/charts/engine/orderbook/book.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"book.js","names":["createSide","capacity","lowerBound","lo","hi","side","prices","mid","price","grow","needed","sizes","setLevel","i","found","valid","size","forEachLevel","levels","level","n","decimalsOf","value","abs","d","scaled","roundToStep","step","groupPrice","k","createOrderBookStore","maxLevels","options","bids","asks","version","time","sideOf","trim","drop","physical","index","store","snapshot","p","s","changed","delta","max","limit","count","applyDeltas","deltas","inferPriceDecimals","decimals","inferSizeDecimals","inferTickSize","tick","gap"],"sources":["../../../../../charts/src/engine/orderbook/book.ts"],"sourcesContent":["// Order book store: both sides kept as sorted typed arrays (ascending\n// prices), updated in place by snapshots and deltas. Inserting next to the\n// best price moves the rest of the side with one copyWithin, which stays\n// far below a microsecond per update for books of a few thousand levels.\n\nimport type {\n  OrderBookDelta,\n  OrderBookLevelColumns,\n  OrderBookLevels,\n  OrderBookSide,\n  OrderBookStore,\n  OrderBookStoreOptions,\n} from \"./types\";\n\ninterface Side {\n  prices: Float64Array;\n  sizes: Float64Array;\n  count: number;\n}\n\nconst createSide = (capacity = 64): Side => ({\n  prices: new Float64Array(capacity),\n  sizes: new Float64Array(capacity),\n  count: 0,\n});\n\n/** First index whose price is >= `price` */\nconst lowerBound = (side: Side, price: number): number => {\n  let lo = 0;\n  let hi = side.count;\n  const prices = side.prices;\n  while (lo < hi) {\n    const mid = (lo + hi) >>> 1;\n    if (prices[mid] < price) lo = mid + 1;\n    else hi = mid;\n  }\n  return lo;\n};\n\nconst grow = (side: Side, needed: number) => {\n  if (needed <= side.prices.length) return;\n  const capacity = Math.max(needed, side.prices.length * 2);\n  const prices = new Float64Array(capacity);\n  const sizes = new Float64Array(capacity);\n  prices.set(side.prices.subarray(0, side.count));\n  sizes.set(side.sizes.subarray(0, side.count));\n  side.prices = prices;\n  side.sizes = sizes;\n};\n\n/** Sets the size of a price (<= 0 removes it); `true` when it changed */\nconst setLevel = (side: Side, price: number, size: number): boolean => {\n  if (!Number.isFinite(price)) return false;\n  const i = lowerBound(side, price);\n  const found = i < side.count && side.prices[i] === price;\n  const valid = Number.isFinite(size) && size > 0;\n  if (found) {\n    if (!valid) {\n      side.prices.copyWithin(i, i + 1, side.count);\n      side.sizes.copyWithin(i, i + 1, side.count);\n      side.count--;\n      return true;\n    }\n    if (side.sizes[i] === size) return false;\n    side.sizes[i] = size;\n    return true;\n  }\n  if (!valid) return false;\n  grow(side, side.count + 1);\n  side.prices.copyWithin(i + 1, i, side.count);\n  side.sizes.copyWithin(i + 1, i, side.count);\n  side.prices[i] = price;\n  side.sizes[i] = size;\n  side.count++;\n  return true;\n};\n\n/** Iterates `[price, size]` tuples or columns */\nexport const forEachLevel = (\n  levels: OrderBookLevels | undefined,\n  fn: (price: number, size: number) => void,\n) => {\n  if (!levels) return;\n  if (Array.isArray(levels)) {\n    for (const level of levels as readonly (readonly [number, number])[]) {\n      fn(level[0], level[1]);\n    }\n    return;\n  }\n  const { price, size } = levels as OrderBookLevelColumns;\n  const n = Math.min(price.length, size.length);\n  for (let i = 0; i < n; i++) fn(price[i]!, size[i]!);\n};\n\n/** Number of decimals of a step (0.25 -> 2, 5 -> 0) */\nexport const decimalsOf = (value: number): number => {\n  if (!Number.isFinite(value) || value === 0) return 0;\n  const abs = Math.abs(value);\n  for (let d = 0; d <= 10; d++) {\n    const scaled = abs * 10 ** d;\n    if (Math.abs(scaled - Math.round(scaled)) < 1e-7 * Math.max(1, scaled))\n      return d;\n  }\n  return 10;\n};\n\n/** Rounds a multiple of a step without float noise */\nexport const roundToStep = (value: number, step: number): number =>\n  +value.toFixed(Math.min(12, decimalsOf(step) + 1));\n\n/**\n * Bucket of a price for a grouping step: bids round down, asks up (the\n * aggregated level never looks better than its orders)\n */\nexport const groupPrice = (\n  price: number,\n  step: number,\n  side: OrderBookSide,\n): number => {\n  if (!(step > 0)) return price;\n  const k = price / step;\n  const index = side === \"bid\" ? Math.floor(k + 1e-9) : Math.ceil(k - 1e-9);\n  return roundToStep(index * step, step);\n};\n\n/**\n * Creates an order book store: snapshots and deltas in, sorted levels\n * (optionally grouped by a price step) out\n */\nexport const createOrderBookStore = (\n  options: OrderBookStoreOptions = {},\n): OrderBookStore => {\n  const maxLevels = Math.max(1, options.maxLevels ?? 5000);\n  const bids = createSide();\n  const asks = createSide();\n  let version = 0;\n  let time = NaN;\n\n  const sideOf = (side: OrderBookSide) => (side === \"bid\" ? bids : asks);\n\n  /** Drops the farthest levels above the cap */\n  const trim = () => {\n    if (bids.count > maxLevels) {\n      const drop = bids.count - maxLevels;\n      bids.prices.copyWithin(0, drop, bids.count);\n      bids.sizes.copyWithin(0, drop, bids.count);\n      bids.count = maxLevels;\n    }\n    if (asks.count > maxLevels) asks.count = maxLevels;\n  };\n\n  /** Physical index of the `index`-th level from the best one */\n  const physical = (side: OrderBookSide, index: number) =>\n    side === \"bid\" ? bids.count - 1 - index : index;\n\n  const store: OrderBookStore = {\n    setSnapshot(snapshot) {\n      bids.count = 0;\n      asks.count = 0;\n      forEachLevel(snapshot.bids, (p, s) => setLevel(bids, p, s));\n      forEachLevel(snapshot.asks, (p, s) => setLevel(asks, p, s));\n      trim();\n      if (snapshot.time !== undefined) time = snapshot.time;\n      version++;\n    },\n    applyDelta(delta: OrderBookDelta) {\n      let changed = false;\n      forEachLevel(delta.bids, (p, s) => {\n        if (setLevel(bids, p, s)) changed = true;\n      });\n      forEachLevel(delta.asks, (p, s) => {\n        if (setLevel(asks, p, s)) changed = true;\n      });\n      if (delta.time !== undefined) time = delta.time;\n      if (changed) {\n        trim();\n        version++;\n      }\n      return changed;\n    },\n    clear() {\n      bids.count = 0;\n      asks.count = 0;\n      time = NaN;\n      version++;\n    },\n    count: (side) => sideOf(side).count,\n    priceAt(side, index) {\n      const s = sideOf(side);\n      return index >= 0 && index < s.count\n        ? s.prices[physical(side, index)]!\n        : NaN;\n    },\n    sizeAt(side, index) {\n      const s = sideOf(side);\n      return index >= 0 && index < s.count\n        ? s.sizes[physical(side, index)]!\n        : 0;\n    },\n    sizeOf(side, price) {\n      const s = sideOf(side);\n      const i = lowerBound(s, price);\n      return i < s.count && s.prices[i] === price ? s.sizes[i]! : 0;\n    },\n    bestBid: () => (bids.count ? bids.prices[bids.count - 1]! : NaN),\n    bestAsk: () => (asks.count ? asks.prices[0]! : NaN),\n    mid: () => (store.bestBid() + store.bestAsk()) / 2,\n    spread: () => store.bestAsk() - store.bestBid(),\n    levels(side, { step = 0, limit = Infinity } = {}) {\n      const s = sideOf(side);\n      const n = s.count;\n      const max = Math.min(n, limit);\n      const price = new Float64Array(max);\n      const size = new Float64Array(max);\n      let count = 0;\n      for (let k = 0; k < n; k++) {\n        const i = side === \"bid\" ? n - 1 - k : k;\n        const p =\n          step > 0 ? groupPrice(s.prices[i]!, step, side) : s.prices[i]!;\n        if (count > 0 && price[count - 1] === p) {\n          size[count - 1] += s.sizes[i]!;\n          continue;\n        }\n        if (count >= max) break;\n        price[count] = p;\n        size[count] = s.sizes[i]!;\n        count++;\n      }\n      return {\n        price: price.subarray(0, count),\n        size: size.subarray(0, count),\n        count,\n      };\n    },\n    time: () => time,\n    version: () => version,\n  };\n  return store;\n};\n\n/** Applies one delta or a list of deltas; `true` when something changed */\nexport const applyDeltas = (\n  store: OrderBookStore,\n  deltas: OrderBookDelta | readonly OrderBookDelta[],\n): boolean => {\n  if (!Array.isArray(deltas)) return store.applyDelta(deltas as OrderBookDelta);\n  let changed = false;\n  for (const delta of deltas as readonly OrderBookDelta[]) {\n    if (store.applyDelta(delta)) changed = true;\n  }\n  return changed;\n};\n\n/**\n * Decimals of the prices of a book (largest decimals among the best levels),\n * for the default price format\n */\nexport const inferPriceDecimals = (store: OrderBookStore): number => {\n  let decimals = 0;\n  for (const side of [\"bid\", \"ask\"] as const) {\n    const n = Math.min(store.count(side), 40);\n    for (let i = 0; i < n; i++) {\n      decimals = Math.max(decimals, decimalsOf(store.priceAt(side, i)));\n    }\n  }\n  return Math.min(8, decimals);\n};\n\n/** Decimals of the sizes of a book, for the default size format */\nexport const inferSizeDecimals = (store: OrderBookStore): number => {\n  let decimals = 0;\n  for (const side of [\"bid\", \"ask\"] as const) {\n    const n = Math.min(store.count(side), 40);\n    for (let i = 0; i < n; i++) {\n      decimals = Math.max(decimals, decimalsOf(store.sizeAt(side, i)));\n    }\n  }\n  return Math.min(6, decimals);\n};\n\n/** Smallest gap between neighbouring prices of the best levels (the tick size) */\nexport const inferTickSize = (store: OrderBookStore): number => {\n  let tick = Infinity;\n  for (const side of [\"bid\", \"ask\"] as const) {\n    const n = Math.min(store.count(side), 60);\n    for (let i = 1; i < n; i++) {\n      const gap = Math.abs(store.priceAt(side, i) - store.priceAt(side, i - 1));\n      if (gap > 0 && gap < tick) tick = gap;\n    }\n  }\n  if (!Number.isFinite(tick)) return 0;\n  return roundToStep(tick, 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package/dist/charts/engine/orderbook/depth.cjs

@@ -0,0 +1,2 @@
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Q=q(y);if(l.midLine!==!1&&Number.isFinite(Q)){r.strokeStyle=e.toCss(c.textMuted,.55),r.setLineDash([3,3]),r.beginPath(),r.moveTo(Math.round(Q)+.5,T.y),r.lineTo(Math.round(Q)+.5,J),r.stroke(),r.setLineDash([]);let t=u.spread(),n=`${g.mid} ${f.price(O)}`,o=t/O*1e4,s=Number.isFinite(t)?`${g.spread} ${f.price(t)} · ${f.fixed(o,o<10?2:1)} ${g.basisPoints}`:``;r.font=i.fontOf(c,l,600,E);let d=r.measureText(n).width;r.font=i.fontOf(c,l,400,E-1);let p=s?r.measureText(s).width:0,m=a<420,h=m?Math.max(d,p)+16:d+p+28,_=m&&s?E*2+10:E+10,v=i.clamp(Q-h/2,2,a-h-2);r.fillStyle=e.toCss(c.background,.92),r.strokeStyle=e.toCss(c.axis),i.roundRect(r,v,4,h,_,6),r.fill(),r.stroke(),r.textBaseline=`middle`,r.textAlign=`left`,r.fillStyle=e.toCss(c.text),r.font=i.fontOf(c,l,600,E),r.fillText(n,v+8,4+E/2+5),s&&(r.font=i.fontOf(c,l,400,E-1),r.fillStyle=e.toCss(c.textMuted),m?r.fillText(s,v+8,4+E*1.5+6):r.fillText(s,v+20+d,4+E/2+5)),r.font=i.fontOf(c,l,400,E)}if(l.legend!==!1&&a>=300){r.textBaseline=`middle`;let t=4+E/2+5;r.font=i.fontOf(c,l,500,E),r.fillStyle=e.toCss(h.up),r.beginPath(),r.arc(8,t,3.5,0,Math.PI*2),r.fill(),r.textAlign=`left`,r.fillStyle=e.toCss(c.textMuted),r.fillText(g.bids,16,t);let n=T.x+T.w;r.textAlign=`right`,r.fillText(g.asks,n-16,t),r.fillStyle=e.toCss(h.down),r.beginPath(),r.arc(n-8,t,3.5,0,Math.PI*2),r.fill(),r.font=i.fontOf(c,l,400,E)}return ne(r,O,M,N,R,K,E),j.describe(Number.isFinite(O)?`${l.ariaLabel??g.name}. ${g.bids} ${f.price(u.bestBid())}, ${g.asks} ${f.price(u.bestAsk())}, ${g.spread} ${f.price(u.spread())}.`:l.ariaLabel??g.name),A}function ne(t,n,r,o,s,c,p){let{theme:m}=j,g=()=>{j.tooltip.style.display=`none`,P.style.display=`none`,O&&(O=null,D=``,d.emit(`hover`,null))};if(!E||l.tooltip===!1||!Number.isFinite(n)){g();return}let _=i.clamp(E[0],T.x,T.x+T.w-1),v=r+(_-T.x)/T.w*(o-r),S=u.bestBid(),C=u.bestAsk(),w=v<y?`bid`:`ask`;w===`bid`&&!Number.isFinite(S)&&(w=`ask`),w===`ask`&&!Number.isFinite(C)&&(w=`bid`);let k=H(w,v,n),A=2*y-v,M=w===`bid`?`ask`:`bid`,F=l.mirror!==!1&&u.count(M)?H(M,A,n):null,I={...k,mirror:F},L=ee(),R=e=>i.clamp(Math.floor((e-T.x)/T.w*s),0,s-1),z=(e,t)=>(e===`bid`?b:x)[R(t)],B=e=>e===`bid`?h.up:h.down,V=(n,r)=>{let a=z(n,r);if(!Number.isFinite(a))return NaN;let o=c(a);t.strokeStyle=e.toCss(m.textMuted,.6),t.setLineDash([3,3]),t.beginPath(),t.moveTo(Math.round(r)+.5,T.y),t.lineTo(Math.round(r)+.5,T.y+T.h),t.moveTo(T.x,Math.round(o)+.5),t.lineTo(T.x+T.w,Math.round(o)+.5),t.stroke(),t.setLineDash([]);let s=B(n);if(t.fillStyle=e.toCss(s,.2),t.beginPath(),t.arc(r,o,8,0,Math.PI*2),t.fill(),t.fillStyle=e.toCss(s),t.strokeStyle=e.toCss(m.background),t.lineWidth=2,t.beginPath(),t.arc(r,o,4,0,Math.PI*2),t.fill(),t.stroke(),t.lineWidth=1,l.axes!==!1){let n=f.compact(a);t.font=i.fontOf(m,l,500,p-1);let r=t.measureText(n).width+8;t.fillStyle=e.toCss(s),i.roundRect(t,T.x+T.w+2,o-9,r,18,3),t.fill(),t.fillStyle=`#fff`,t.textAlign=`left`,t.textBaseline=`middle`,t.fillText(n,T.x+T.w+6,o),t.font=i.fontOf(m,l,400,p)}return o},te=V(w,_),U=T.x+(A-r)/(o-r)*T.w,W=F&&U>=T.x&&U<=T.x+T.w?V(M,U):NaN,G=e=>[[L.price,f.price(e.price)],[L.amount,f.total(e.amount)],[L.total,f.notional(e.total)],[L.average,f.price(e.average)],[L.distance,f.percent(e.distance,Math.abs(e.distance)<.01?3:2)]],ne=(t,n,r,i)=>{a.tooltipHtml(N,t,{text:n.side===`bid`?L.bids:L.asks,color:e.toCss(B(n.side))},G(n)),t.style.display=`block`,j.placeTooltip(t,r,Number.isFinite(i)?i:T.y+T.h/2,n.side===`bid`?`left`:`right`)};ne(j.tooltip,k,_,te);let K=T.w>=2*(j.tooltip.offsetWidth+24);F&&Number.isFinite(W)&&K?ne(P,F,U,W):P.style.display=`none`;let q=`${k.price}|${k.amount}|${F?.amount??``}`;O=I,q!==D&&(D=q,d.emit(`hover`,I))}let K=(e,t)=>{if(e===null)g=null;else{let[t,n]=R();g=i.clamp(e,t,n)}j.invalidate(),t&&d.emit(`range`,$.getRange())},q=(e,t)=>e>=T.x&&e<=T.x+T.w&&t>=T.y-30&&t<=T.y+T.h,J=e=>{let t=a.localPoint(M,e);if(k.set(e.pointerId,t),A&&k.size===2){let[e,t]=[...k.values()],n=Math.hypot(e[0]-t[0],e[1]-t[1]);n>0&&l.zoomable!==!1&&K(A.range*A.distance/n,!0);return}E=q(t[0],t[1])?t:null,j.invalidate()},Y=e=>{let t=a.localPoint(M,e);if(k.set(e.pointerId,t),k.size===2){let[e,t]=[...k.values()];A={distance:Math.hypot(e[0]-t[0],e[1]-t[1]),range:$.getRange()},E=null}else E=q(t[0],t[1])?t:null;j.invalidate()},X=e=>{k.delete(e.pointerId),k.size<2&&(A=null)},Z=e=>{k.delete(e.pointerId),e.pointerType===`mouse`&&(E=null,j.invalidate())},Q=()=>{O&&d.emit(`click`,O)},re=e=>{l.zoomable!==!1&&(e.ctrlKey||e.metaKey)&&(e.preventDefault(),K($.getRange()*Math.exp(e.deltaY*.0025),!0))},ie=()=>{l.zoomable!==!1&&K(null,!0)},ae=e=>{let t=l.zoomable!==!1;switch(e.key){case`+`:case`=`:t&&K($.getRange()/1.25,!0);break;case`-`:t&&K($.getRange()*1.25,!0);break;case`0`:t&&K(null,!0);break;case`ArrowLeft`:case`ArrowRight`:{let t=(e.key===`ArrowLeft`?-1:1)*Math.max(2,T.w/50),n=E?E[0]+t:T.x+T.w/2+t;E=[i.clamp(n,T.x,T.x+T.w-1),T.y+T.h/2],j.invalidate();break}case`Escape`:E=null,j.invalidate();break;case`Enter`:Q();break;default:return}e.preventDefault()},oe=()=>{E&&!k.size&&(E=null,j.invalidate())};M.addEventListener(`pointermove`,J),M.addEventListener(`pointerdown`,Y),M.addEventListener(`pointerup`,X),M.addEventListener(`pointercancel`,X),M.addEventListener(`pointerleave`,Z),M.addEventListener(`click`,Q),M.addEventListener(`wheel`,re,{passive:!1}),M.addEventListener(`dblclick`,ie),M.addEventListener(`keydown`,ae),M.addEventListener(`blur`,oe);let se=()=>{!m&&u.count(`bid`)+u.count(`ask`)>0&&(m=!0,I()),j.invalidate()},$={setBook(e){u.setSnapshot(e),m=!1,se()},applyDeltas(e){r.applyDeltas(u,e)&&se()},clear(){u.clear(),m=!1,j.invalidate()},setOptions(e){e.range!==l.range&&(g=null),l=e,L()},setRange(e){K(e,!1)},getRange(){let e=V();return Number.isFinite(e)?B(e):g??l.range??.01},getStore:()=>u,on:(e,t)=>d.on(e,t),resize(){j.invalidate()},destroy(){M.removeEventListener(`pointermove`,J),M.removeEventListener(`pointerdown`,Y),M.removeEventListener(`pointerup`,X),M.removeEventListener(`pointercancel`,X),M.removeEventListener(`pointerleave`,Z),M.removeEventListener(`click`,Q),M.removeEventListener(`wheel`,re),M.removeEventListener(`dblclick`,ie),M.removeEventListener(`keydown`,ae),M.removeEventListener(`blur`,oe),d.clear(),j.destroy()}};return L(),$};exports.createDepthChart=s;
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