minerva-design 1.2.0 → 1.4.0

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

@@ -0,0 +1 @@
+{"version":3,"file":"depth.cjs","names":["createOrderBookStore","createEmitter","createFormatters","localeLabels","createHost","sideColors","inferPriceDecimals","inferSizeDecimals","clamp","ease","fontOf","linearTicks","niceDomain","toCss","localPoint","applyDeltas","require_color","require_locale","require_scale","require_book","require_format","require_host","LABELS","createDepthChart","options","initial","store","emitter","fmt","texts","inferred","colors","rangeOverride","shownRange","shownMax","shownMid","bidShown","askShown","bidTarget","askTarget","lastFrame","plot","hoverAt","hoverKey","lastHover","pointers","pinch","host","container","refreshColors","mirrorTip","root","labels","refreshFormat","applyOptions","limits","a","b","autoRange","nb","na","bidExtent","mid","askExtent","extent","currentRange","min","max","currentMid","bid","depthAt","amount","total","n","side","i","p","price","s","sampleSide","cols","target","quote","linear","priceOf","lo","c","hi","best","cum","prevPrice","step","start","next","nextCum","t","ensureColumns","easeColumns","moving","shown","k","epsilon","draw","ctx","dt","now","animate","l","fontSize","width","axes","dpr","height","theme","range","top","bottom","probe","axisWidth","v","domainMax","yOf","xOfPrice","base","yTicks","y","count","xTicks","x","text","w","fill","drawSide","first","last","x0","x1","xl","xr","gradient","color","line","lx","midX","spread","title","bps","sub","w1","w2","narrow","boxW","boxH","bx","right","drawHover","hide","bestBid","bestAsk","point","mirrorPrice","other","mirror","event","column","px","shownOf","colorOf","marker","value","mx","my","rows","show","doc","tip","py","room","key","setRangeInternal","emit","instance","inPlot","onPointerMove","distance","onPointerDown","onPointerUp","onPointerLeave","onClick","onWheel","onDoubleClick","onKeyDown","zoom","dx","onBlur","changed","snapshot","deltas","handler"],"sources":["../../../../../charts/src/engine/orderbook/depth.ts"],"sourcesContent":["// createDepthChart: cumulative bid / ask depth around the mid price, drawn\n// with Canvas2D. The curves are sampled once per pixel column (a sweep over\n// the levels, so the cost follows the width, not the book) and eased from\n// one snapshot to the next.\n\nimport { toCss, type Rgba } from \"../color\";\nimport { localeLabels, type LabelDictionary } from \"../locale\";\nimport { linearTicks, niceDomain } from \"../scale\";\nimport {\n  applyDeltas,\n  createOrderBookStore,\n  inferPriceDecimals,\n  inferSizeDecimals,\n} from \"./book\";\nimport {\n  clamp,\n  createFormatters,\n  ease,\n  fontOf,\n  roundRect,\n  sideColors,\n  type Formatters,\n} from \"./format\";\nimport { createEmitter, createHost, localPoint, tooltipHtml } from \"./host\";\nimport type {\n  DepthChartEventMap,\n  DepthChartHoverEvent,\n  DepthChartInstance,\n  DepthChartLabels,\n  DepthChartOptions,\n  DepthPoint,\n  OrderBookSide,\n} from \"./types\";\n\nconst LABELS: LabelDictionary<DepthChartLabels> = {\n  en: {\n    bids: \"Bids\",\n    asks: \"Asks\",\n    price: \"Price\",\n    amount: \"Amount\",\n    total: \"Total\",\n    average: \"Avg. price\",\n    distance: \"From mid\",\n    mid: \"Mid\",\n    spread: \"Spread\",\n    basisPoints: \"bp\",\n    name: \"Depth chart\",\n  },\n  zh: {\n    bids: \"买盘\",\n    asks: \"卖盘\",\n    price: \"价格\",\n    amount: \"累计数量\",\n    total: \"累计金额\",\n    average: \"均价\",\n    distance: \"距中间价\",\n    mid: \"中间价\",\n    spread: \"价差\",\n    basisPoints: \"基点\",\n    name: \"深度图\",\n  },\n  ja: {\n    bids: \"買い\",\n    asks: \"売り\",\n    price: \"価格\",\n    amount: \"累計数量\",\n    total: \"累計金額\",\n    average: \"平均価格\",\n    distance: \"仲値から\",\n    mid: \"仲値\",\n    spread: \"スプレッド\",\n    basisPoints: \"bp\",\n    name: \"デプスチャート\",\n  },\n  fr: {\n    bids: \"Achats\",\n    asks: \"Ventes\",\n    price: \"Prix\",\n    amount: \"Quantité\",\n    total: \"Montant\",\n    average: \"Prix moyen\",\n    distance: \"Écart au médian\",\n    mid: \"Médian\",\n    spread: \"Écart\",\n    basisPoints: \"pb\",\n    name: \"Graphique de profondeur\",\n  },\n};\n\ninterface Plot {\n  x: number;\n  y: number;\n  w: number;\n  h: number;\n}\n\n/**\n * Creates a depth chart in `container`: cumulative bid and ask areas around\n * the mid price, with a mirrored hover tooltip and incremental updates\n * coalesced into one frame.\n */\nexport const createDepthChart = (\n  container: HTMLElement,\n  initial: DepthChartOptions = {},\n): DepthChartInstance => {\n  let options = initial;\n  const store = createOrderBookStore();\n  const emitter = createEmitter<DepthChartEventMap>();\n  let fmt: Formatters = createFormatters(options, 2, 4);\n  /** Texts in the locale, resolved on every option update */\n  let texts = localeLabels(LABELS, options.locale, options.labels);\n  let inferred = false;\n  let colors = { up: [0, 0, 0, 1] as Rgba, down: [0, 0, 0, 1] as Rgba };\n\n  let rangeOverride: number | null = null;\n  /** Range drawn (eased) */\n  let shownRange = NaN;\n  let shownMax = NaN;\n  let shownMid = NaN;\n  let bidShown = new Float64Array(0);\n  let askShown = new Float64Array(0);\n  let bidTarget = new Float64Array(0);\n  let askTarget = new Float64Array(0);\n  let lastFrame = 0;\n  let plot: Plot = { x: 0, y: 0, w: 0, h: 0 };\n  /** Hover position in CSS pixels (pointer or keyboard) */\n  let hoverAt: [number, number] | null = null;\n  let hoverKey = \"\";\n  let lastHover: DepthChartHoverEvent | null = null;\n  const pointers = new Map<number, [number, number]>();\n  let pinch: { distance: number; range: number } | null = null;\n\n  const host = createHost(container, {\n    className: \"minerva-depth-chart\",\n    draw,\n    onTheme: () => refreshColors(),\n  });\n  const { root, doc } = host;\n  const mirrorTip = host.createTooltip();\n  root.tabIndex = 0;\n  root.setAttribute(\"role\", \"figure\");\n  root.style.touchAction = \"pan-y\";\n\n  const labels = () => texts;\n\n  function refreshColors() {\n    colors = sideColors(host.theme, options);\n  }\n\n  function refreshFormat() {\n    fmt = createFormatters(\n      options,\n      inferPriceDecimals(store),\n      inferSizeDecimals(store),\n    );\n  }\n\n  const applyOptions = () => {\n    texts = localeLabels(LABELS, options.locale, options.labels);\n    root.setAttribute(\"aria-label\", options.ariaLabel ?? texts.name);\n    refreshColors();\n    refreshFormat();\n    host.invalidate();\n  };\n\n  const limits = (): [number, number] => {\n    const [a, b] = options.rangeLimits ?? [0.0005, 0.5];\n    return [Math.min(a, b), Math.max(a, b)];\n  };\n\n  /** Range fitting the shorter side of the book */\n  const autoRange = (mid: number) => {\n    const nb = store.count(\"bid\");\n    const na = store.count(\"ask\");\n    if (!nb && !na) return 0.01;\n    const bidExtent = nb\n      ? (mid - store.priceAt(\"bid\", nb - 1)) / mid\n      : Infinity;\n    const askExtent = na\n      ? (store.priceAt(\"ask\", na - 1) - mid) / mid\n      : Infinity;\n    const extent = Math.min(bidExtent, askExtent);\n    return Number.isFinite(extent) && extent > 0 ? extent : 0.01;\n  };\n\n  const currentRange = (mid: number) => {\n    const [min, max] = limits();\n    return clamp(rangeOverride ?? options.range ?? autoRange(mid), min, max);\n  };\n\n  const currentMid = () => {\n    const mid = store.mid();\n    if (Number.isFinite(mid)) return mid;\n    const bid = store.bestBid();\n    return Number.isFinite(bid) ? bid : store.bestAsk();\n  };\n\n  // ---------------------------------------------------------- depth values\n\n  /** Cumulative depth of a side down to (bids) / up to (asks) a price */\n  const depthAt = (side: OrderBookSide, price: number, mid: number) => {\n    let amount = 0;\n    let total = 0;\n    const n = store.count(side);\n    for (let i = 0; i < n; i++) {\n      const p = store.priceAt(side, i);\n      if (side === \"bid\" ? p < price : p > price) break;\n      const s = store.sizeAt(side, i);\n      amount += s;\n      total += s * p;\n    }\n    const point: DepthPoint = {\n      side,\n      price,\n      amount,\n      total,\n      average: amount > 0 ? total / amount : NaN,\n      distance: (price - mid) / mid,\n    };\n    return point;\n  };\n\n  /**\n   * Target cumulative values per pixel column (NaN outside the side): one\n   * sweep from the best level outwards\n   */\n  const sampleSide = (\n    side: OrderBookSide,\n    target: Float64Array,\n    lo: number,\n    hi: number,\n  ) => {\n    const cols = target.length;\n    target.fill(NaN);\n    const n = store.count(side);\n    if (!n) return;\n    const quote = options.amount === \"quote\";\n    const linear = options.curve === \"linear\";\n    const priceOf = (c: number) => lo + ((c + 0.5) / cols) * (hi - lo);\n    const best = store.priceAt(side, 0);\n    let i = 0;\n    let cum = 0;\n    /** Price of the last level included (linear curves) */\n    let prevPrice = best;\n    const step = side === \"bid\" ? -1 : 1;\n    const start =\n      side === \"bid\"\n        ? Math.min(cols - 1, Math.floor(((best - lo) / (hi - lo)) * cols))\n        : Math.max(0, Math.ceil(((best - lo) / (hi - lo)) * cols - 1));\n    for (let c = start; c >= 0 && c < cols; c += step) {\n      const price = priceOf(c);\n      const inside = side === \"bid\" ? price <= best : price >= best;\n      if (!inside) continue;\n      while (i < n) {\n        const p = store.priceAt(side, i);\n        if (side === \"bid\" ? p < price : p > price) break;\n        const s = store.sizeAt(side, i);\n        prevPrice = p;\n        cum += quote ? s * p : s;\n        i++;\n      }\n      if (linear && i < n) {\n        // between the last included level and the next one\n        const next = store.priceAt(side, i);\n        const nextCum = cum + store.sizeAt(side, i) * (quote ? next : 1);\n        const t = (price - prevPrice) / (next - prevPrice);\n        target[c] = Number.isFinite(t) ? cum + (nextCum - cum) * t : cum;\n      } else {\n        target[c] = cum;\n      }\n    }\n  };\n\n  // ------------------------------------------------------------------ draw\n\n  const ensureColumns = (cols: number) => {\n    if (bidShown.length === cols) return;\n    bidShown = new Float64Array(cols).fill(NaN);\n    askShown = new Float64Array(cols).fill(NaN);\n    bidTarget = new Float64Array(cols);\n    askTarget = new Float64Array(cols);\n  };\n\n  /** Eases `shown` towards `target`; `true` while it still moves */\n  const easeColumns = (\n    shown: Float64Array,\n    target: Float64Array,\n    k: number,\n    epsilon: number,\n  ) => {\n    let moving = false;\n    for (let c = 0; c < shown.length; c++) {\n      const t = target[c]!;\n      const s = shown[c]!;\n      if (!Number.isFinite(t) || !Number.isFinite(s) || k >= 1) {\n        shown[c] = t;\n        continue;\n      }\n      const next = s + (t - s) * k;\n      if (Math.abs(t - next) > epsilon) moving = true;\n      else {\n        shown[c] = t;\n        continue;\n      }\n      shown[c] = next;\n    }\n    return moving;\n  };\n\n  function draw(now: number): boolean {\n    const ctx = host.ctx;\n    if (!ctx) return false;\n    const { width, height, dpr, theme } = host;\n    const dt = lastFrame ? now - lastFrame : 0;\n    lastFrame = now;\n    const animate = options.animate !== false;\n    const k = animate && dt > 0 ? ease(dt, 70) : 1;\n    const l = labels();\n    const fontSize = options.fontSize ?? (width < 360 ? 11 : 12);\n    const axes = options.axes !== false;\n\n    ctx.setTransform(dpr, 0, 0, dpr, 0, 0);\n    ctx.clearRect(0, 0, width, height);\n    ctx.font = fontOf(theme, options, 400, fontSize);\n\n    const mid = currentMid();\n    const range = Number.isFinite(mid) ? currentRange(mid) : 0.01;\n    shownRange =\n      Number.isFinite(shownRange) && animate\n        ? shownRange + (range - shownRange) * k\n        : range;\n    shownMid =\n      Number.isFinite(shownMid) && Number.isFinite(mid) && animate\n        ? shownMid + (mid - shownMid) * Math.min(1, k * 1.5)\n        : mid;\n    let moving = Math.abs(shownRange - range) > range * 1e-3;\n    if (Math.abs(shownMid - mid) > Math.abs(mid) * 1e-7) moving = true;\n\n    const lo = shownMid * (1 - shownRange);\n    const hi = shownMid * (1 + shownRange);\n\n    // y scale: largest cumulative value inside the range\n    const top = options.legend === false && options.midLine === false ? 10 : 30;\n    const bottom = axes ? fontSize + 12 : 4;\n    const probe = linearTicks(0, Math.max(1, shownMax || 1), 4);\n    const axisWidth = axes\n      ? Math.ceil(\n          Math.max(\n            ...probe.map((v) => ctx.measureText(fmt.compact(v)).width),\n            24,\n          ),\n        ) + 12\n      : 0;\n    plot = {\n      x: 0,\n      y: top,\n      w: Math.max(10, width - axisWidth),\n      h: Math.max(10, height - top - bottom),\n    };\n    const cols = Math.max(1, Math.floor(plot.w));\n    ensureColumns(cols);\n    if (Number.isFinite(lo) && hi > lo) {\n      sampleSide(\"bid\", bidTarget, lo, hi);\n      sampleSide(\"ask\", askTarget, lo, hi);\n    } else {\n      bidTarget.fill(NaN);\n      askTarget.fill(NaN);\n    }\n    let max = 0;\n    for (let c = 0; c < cols; c++) {\n      const b = bidTarget[c]!;\n      const a = askTarget[c]!;\n      if (b > max) max = b;\n      if (a > max) max = a;\n    }\n    const domainMax = max > 0 ? niceDomain(0, max * 1.08, 4)[1] : 1;\n    shownMax =\n      Number.isFinite(shownMax) && animate\n        ? shownMax + (domainMax - shownMax) * k\n        : domainMax;\n    if (Math.abs(shownMax - domainMax) > domainMax * 1e-3) moving = true;\n    const epsilon = shownMax * 1e-4;\n    if (easeColumns(bidShown, bidTarget, k, epsilon)) moving = true;\n    if (easeColumns(askShown, askTarget, k, epsilon)) moving = true;\n\n    const yOf = (v: number) => plot.y + plot.h - (v / shownMax) * plot.h;\n    const xOfPrice = (p: number) => plot.x + ((p - lo) / (hi - lo)) * plot.w;\n    const base = plot.y + plot.h;\n\n    // grid and axes\n    const yTicks = linearTicks(\n      0,\n      shownMax,\n      Math.max(2, Math.floor(plot.h / 48)),\n    );\n    if (options.grid !== false) {\n      ctx.strokeStyle = toCss(theme.grid);\n      ctx.lineWidth = 1;\n      ctx.beginPath();\n      for (const v of yTicks) {\n        const y = Math.round(yOf(v)) + 0.5;\n        ctx.moveTo(plot.x, y);\n        ctx.lineTo(plot.x + plot.w, y);\n      }\n      ctx.stroke();\n    }\n    if (axes) {\n      ctx.fillStyle = toCss(theme.textMuted);\n      ctx.textAlign = \"left\";\n      ctx.textBaseline = \"middle\";\n      for (const v of yTicks) {\n        if (v === 0) continue;\n        ctx.fillText(fmt.compact(v), plot.x + plot.w + 6, yOf(v));\n      }\n      ctx.textBaseline = \"top\";\n      ctx.textAlign = \"center\";\n      const count = Math.max(2, Math.floor(plot.w / 110));\n      const xTicks = Number.isFinite(lo) ? linearTicks(lo, hi, count) : [];\n      for (const p of xTicks) {\n        const x = xOfPrice(p);\n        const text = fmt.price(p);\n        const w = ctx.measureText(text).width;\n        if (x - w / 2 < 2 || x + w / 2 > plot.x + plot.w - 2) continue;\n        ctx.fillText(text, x, base + 6);\n      }\n      ctx.strokeStyle = toCss(theme.axis);\n      ctx.beginPath();\n      ctx.moveTo(plot.x, Math.round(base) + 0.5);\n      ctx.lineTo(plot.x + plot.w, Math.round(base) + 0.5);\n      ctx.stroke();\n    }\n\n    // areas\n    const fill = options.fillOpacity ?? 0.28;\n    const drawSide = (shown: Float64Array, color: Rgba) => {\n      let first = -1;\n      let last = -1;\n      for (let c = 0; c < cols; c++) {\n        if (Number.isFinite(shown[c]!)) {\n          if (first < 0) first = c;\n          last = c;\n        }\n      }\n      if (first < 0) return;\n      const x0 = plot.x + (first / cols) * plot.w;\n      const x1 = plot.x + ((last + 1) / cols) * plot.w;\n      ctx.beginPath();\n      ctx.moveTo(x0, yOf(shown[first]!));\n      for (let c = first; c <= last; c++) {\n        const y = yOf(shown[c]!);\n        const xl = plot.x + (c / cols) * plot.w;\n        const xr = plot.x + ((c + 1) / cols) * plot.w;\n        ctx.lineTo(xl, y);\n        ctx.lineTo(xr, y);\n      }\n      const gradient = ctx.createLinearGradient(0, plot.y, 0, base);\n      gradient.addColorStop(0, toCss(color, fill));\n      gradient.addColorStop(1, toCss(color, fill * 0.15));\n      ctx.save();\n      ctx.lineTo(x1, base);\n      ctx.lineTo(x0, base);\n      ctx.closePath();\n      ctx.fillStyle = gradient;\n      ctx.fill();\n      ctx.restore();\n      ctx.beginPath();\n      ctx.moveTo(x0, yOf(shown[first]!));\n      for (let c = first; c <= last; c++) {\n        const y = yOf(shown[c]!);\n        ctx.lineTo(plot.x + (c / cols) * plot.w, y);\n        ctx.lineTo(plot.x + ((c + 1) / cols) * plot.w, y);\n      }\n      ctx.lineTo(x1, base);\n      ctx.strokeStyle = toCss(color);\n      ctx.lineWidth = 1.5;\n      ctx.lineJoin = \"round\";\n      ctx.stroke();\n    };\n    ctx.save();\n    ctx.beginPath();\n    ctx.rect(plot.x, plot.y - 2, plot.w, plot.h + 2);\n    ctx.clip();\n    drawSide(bidShown, colors.up);\n    drawSide(askShown, colors.down);\n\n    // price lines\n    for (const line of options.priceLines ?? []) {\n      const x = Math.round(xOfPrice(line.price)) + 0.5;\n      if (x < plot.x || x > plot.x + plot.w) continue;\n      const color =\n        line.color && theme.resolve\n          ? theme.resolve(line.color, theme.text)\n          : theme.text;\n      ctx.strokeStyle = toCss(color, 0.8);\n      ctx.setLineDash([4, 3]);\n      ctx.beginPath();\n      ctx.moveTo(x, plot.y);\n      ctx.lineTo(x, base);\n      ctx.stroke();\n      ctx.setLineDash([]);\n      if (line.label) {\n        ctx.font = fontOf(theme, options, 500, fontSize - 1);\n        const w = ctx.measureText(line.label).width + 10;\n        const lx = clamp(x - w / 2, plot.x + 2, plot.x + plot.w - w - 2);\n        ctx.fillStyle = toCss(color);\n        roundRect(ctx, lx, base - fontSize - 10, w, fontSize + 6, 4);\n        ctx.fill();\n        ctx.fillStyle = toCss(theme.background);\n        ctx.textAlign = \"left\";\n        ctx.textBaseline = \"middle\";\n        ctx.fillText(line.label, lx + 5, base - fontSize / 2 - 7);\n        ctx.font = fontOf(theme, options, 400, fontSize);\n      }\n    }\n    ctx.restore();\n\n    // mid line and spread label\n    const midX = xOfPrice(shownMid);\n    if (options.midLine !== false && Number.isFinite(midX)) {\n      ctx.strokeStyle = toCss(theme.textMuted, 0.55);\n      ctx.setLineDash([3, 3]);\n      ctx.beginPath();\n      ctx.moveTo(Math.round(midX) + 0.5, plot.y);\n      ctx.lineTo(Math.round(midX) + 0.5, base);\n      ctx.stroke();\n      ctx.setLineDash([]);\n      const spread = store.spread();\n      const title = `${l.mid} ${fmt.price(mid)}`;\n      const bps = (spread / mid) * 1e4;\n      const sub = Number.isFinite(spread)\n        ? `${l.spread} ${fmt.price(spread)} · ${fmt.fixed(bps, bps < 10 ? 2 : 1)} ${l.basisPoints}`\n        : \"\";\n      ctx.font = fontOf(theme, options, 600, fontSize);\n      const w1 = ctx.measureText(title).width;\n      ctx.font = fontOf(theme, options, 400, fontSize - 1);\n      const w2 = sub ? ctx.measureText(sub).width : 0;\n      const narrow = width < 420;\n      const boxW = narrow ? Math.max(w1, w2) + 16 : w1 + w2 + 28;\n      const boxH = narrow && sub ? fontSize * 2 + 10 : fontSize + 10;\n      const bx = clamp(midX - boxW / 2, 2, width - boxW - 2);\n      const by = 4;\n      ctx.fillStyle = toCss(theme.background, 0.92);\n      ctx.strokeStyle = toCss(theme.axis);\n      roundRect(ctx, bx, by, boxW, boxH, 6);\n      ctx.fill();\n      ctx.stroke();\n      ctx.textBaseline = \"middle\";\n      ctx.textAlign = \"left\";\n      ctx.fillStyle = toCss(theme.text);\n      ctx.font = fontOf(theme, options, 600, fontSize);\n      ctx.fillText(title, bx + 8, by + fontSize / 2 + 5);\n      if (sub) {\n        ctx.font = fontOf(theme, options, 400, fontSize - 1);\n        ctx.fillStyle = toCss(theme.textMuted);\n        if (narrow) ctx.fillText(sub, bx + 8, by + fontSize * 1.5 + 6);\n        else ctx.fillText(sub, bx + 20 + w1, by + fontSize / 2 + 5);\n      }\n      ctx.font = fontOf(theme, options, 400, fontSize);\n    }\n\n    // legend\n    if (options.legend !== false && width >= 300) {\n      ctx.textBaseline = \"middle\";\n      const y = 4 + fontSize / 2 + 5;\n      ctx.font = fontOf(theme, options, 500, fontSize);\n      ctx.fillStyle = toCss(colors.up);\n      ctx.beginPath();\n      ctx.arc(8, y, 3.5, 0, Math.PI * 2);\n      ctx.fill();\n      ctx.textAlign = \"left\";\n      ctx.fillStyle = toCss(theme.textMuted);\n      ctx.fillText(l.bids, 16, y);\n      const right = plot.x + plot.w;\n      ctx.textAlign = \"right\";\n      ctx.fillText(l.asks, right - 16, y);\n      ctx.fillStyle = toCss(colors.down);\n      ctx.beginPath();\n      ctx.arc(right - 8, y, 3.5, 0, Math.PI * 2);\n      ctx.fill();\n      ctx.font = fontOf(theme, options, 400, fontSize);\n    }\n\n    drawHover(ctx, mid, lo, hi, cols, yOf, fontSize);\n\n    host.describe(\n      Number.isFinite(mid)\n        ? `${options.ariaLabel ?? l.name}. ${l.bids} ${fmt.price(store.bestBid())}, ${l.asks} ${fmt.price(store.bestAsk())}, ${l.spread} ${fmt.price(store.spread())}.`\n        : (options.ariaLabel ?? l.name),\n    );\n    return moving;\n  }\n\n  function drawHover(\n    ctx: CanvasRenderingContext2D,\n    mid: number,\n    lo: number,\n    hi: number,\n    cols: number,\n    yOf: (v: number) => number,\n    fontSize: number,\n  ) {\n    const { theme } = host;\n    const hide = () => {\n      host.tooltip.style.display = \"none\";\n      mirrorTip.style.display = \"none\";\n      if (lastHover) {\n        lastHover = null;\n        hoverKey = \"\";\n        emitter.emit(\"hover\", null);\n      }\n    };\n    if (!hoverAt || options.tooltip === false || !Number.isFinite(mid)) {\n      hide();\n      return;\n    }\n    const x = clamp(hoverAt[0], plot.x, plot.x + plot.w - 1);\n    const price = lo + ((x - plot.x) / plot.w) * (hi - lo);\n    const bestBid = store.bestBid();\n    const bestAsk = store.bestAsk();\n    let side: OrderBookSide = price < shownMid ? \"bid\" : \"ask\";\n    if (side === \"bid\" && !Number.isFinite(bestBid)) side = \"ask\";\n    if (side === \"ask\" && !Number.isFinite(bestAsk)) side = \"bid\";\n    const point = depthAt(side, price, mid);\n    const mirrorPrice = 2 * shownMid - price;\n    const other: OrderBookSide = side === \"bid\" ? \"ask\" : \"bid\";\n    const mirror =\n      options.mirror !== false && store.count(other)\n        ? depthAt(other, mirrorPrice, mid)\n        : null;\n    const event: DepthChartHoverEvent = { ...point, mirror };\n    const l = labels();\n\n    const column = (px: number) =>\n      clamp(Math.floor(((px - plot.x) / plot.w) * cols), 0, cols - 1);\n    const shownOf = (s: OrderBookSide, px: number) =>\n      (s === \"bid\" ? bidShown : askShown)[column(px)]!;\n    const colorOf = (s: OrderBookSide) =>\n      s === \"bid\" ? colors.up : colors.down;\n\n    const marker = (s: OrderBookSide, px: number) => {\n      const value = shownOf(s, px);\n      if (!Number.isFinite(value)) return NaN;\n      const y = yOf(value);\n      ctx.strokeStyle = toCss(theme.textMuted, 0.6);\n    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roundRect(ctx, plot.x + plot.w + 2, y - 9, w, 18, 3);\n        ctx.fill();\n        ctx.fillStyle = \"#fff\";\n        ctx.textAlign = \"left\";\n        ctx.textBaseline = \"middle\";\n        ctx.fillText(text, plot.x + plot.w + 6, y);\n        ctx.font = fontOf(theme, options, 400, fontSize);\n      }\n      return y;\n    };\n\n    const y = marker(side, x);\n    const mx = plot.x + ((mirrorPrice - lo) / (hi - lo)) * plot.w;\n    const my =\n      mirror && mx >= plot.x && mx <= plot.x + plot.w ? marker(other, mx) : NaN;\n\n    const rows = (p: DepthPoint): [string, string][] => [\n      [l.price, fmt.price(p.price)],\n      [l.amount, fmt.total(p.amount)],\n      [l.total, fmt.notional(p.total)],\n      [l.average, fmt.price(p.average)],\n      [\n        l.distance,\n        fmt.percent(p.distance, Math.abs(p.distance) < 0.01 ? 3 : 2),\n      ],\n    ];\n    const show = (\n      tip: HTMLDivElement,\n      p: DepthPoint,\n      px: number,\n      py: number,\n    ) => {\n      tooltipHtml(\n        doc,\n        tip,\n        {\n          text: p.side === \"bid\" ? l.bids : l.asks,\n          color: toCss(colorOf(p.side)),\n        },\n        rows(p),\n      );\n      tip.style.display = \"block\";\n      host.placeTooltip(\n        tip,\n        px,\n        Number.isFinite(py) ? py : plot.y + plot.h / 2,\n        p.side === \"bid\" ? \"left\" : \"right\",\n      );\n    };\n    show(host.tooltip, point, x, y);\n    // the mirror needs room for both tooltips side by side (phones: one)\n    const room = plot.w >= 2 * (host.tooltip.offsetWidth + 24);\n    if (mirror && Number.isFinite(my) && room) show(mirrorTip, mirror, mx, my);\n    else mirrorTip.style.display = \"none\";\n\n    const key = `${point.price}|${point.amount}|${mirror?.amount ?? \"\"}`;\n    lastHover = event;\n    if (key !== hoverKey) {\n      hoverKey = key;\n      emitter.emit(\"hover\", event);\n    }\n  }\n\n  // ---------------------------------------------------------- interaction\n\n  const setRangeInternal = (range: number | null, emit: boolean) => {\n    if (range === null) rangeOverride = null;\n    else {\n      const [min, max] = limits();\n      rangeOverride = clamp(range, min, max);\n    }\n    host.invalidate();\n    if (emit) emitter.emit(\"range\", instance.getRange());\n  };\n\n  const inPlot = (x: number, y: number) =>\n    x >= plot.x &&\n    x <= plot.x + plot.w &&\n    y >= plot.y - 30 &&\n    y <= plot.y + plot.h;\n\n  const onPointerMove = (event: PointerEvent) => {\n    const point = localPoint(root, event);\n    pointers.set(event.pointerId, point);\n    if (pinch && pointers.size === 2) {\n      const [a, b] = [...pointers.values()] as [\n        [number, number],\n        [number, number],\n      ];\n      const distance = Math.hypot(a[0] - b[0], a[1] - b[1]);\n      if (distance > 0 && options.zoomable !== false)\n        setRangeInternal((pinch.range * pinch.distance) / distance, true);\n      return;\n    }\n    hoverAt = inPlot(point[0], point[1]) ? point : null;\n    host.invalidate();\n  };\n  const onPointerDown = (event: PointerEvent) => {\n    const point = localPoint(root, event);\n    pointers.set(event.pointerId, point);\n    if (pointers.size === 2) {\n      const [a, b] = [...pointers.values()] as [\n        [number, number],\n        [number, number],\n      ];\n      pinch = {\n        distance: Math.hypot(a[0] - b[0], a[1] - b[1]),\n        range: instance.getRange(),\n      };\n      hoverAt = null;\n    } else {\n      hoverAt = inPlot(point[0], point[1]) ? point : null;\n    }\n    host.invalidate();\n  };\n  const onPointerUp = (event: PointerEvent) => {\n    pointers.delete(event.pointerId);\n    if (pointers.size < 2) pinch = null;\n  };\n  const onPointerLeave = (event: PointerEvent) => {\n    pointers.delete(event.pointerId);\n    if (event.pointerType === \"mouse\") {\n      hoverAt = null;\n      host.invalidate();\n    }\n  };\n  const onClick = () => {\n    if (lastHover) emitter.emit(\"click\", lastHover);\n  };\n  const onWheel = (event: WheelEvent) => {\n    if (options.zoomable === false || !(event.ctrlKey || event.metaKey)) return;\n    event.preventDefault();\n    setRangeInternal(\n      instance.getRange() * Math.exp(event.deltaY * 0.0025),\n      true,\n    );\n  };\n  const onDoubleClick = () => {\n    if (options.zoomable === false) return;\n    setRangeInternal(null, true);\n  };\n  const onKeyDown = (event: KeyboardEvent) => {\n    const zoom = options.zoomable !== false;\n    switch (event.key) {\n      case \"+\":\n      case \"=\":\n        if (zoom) setRangeInternal(instance.getRange() / 1.25, true);\n        break;\n      case \"-\":\n        if (zoom) setRangeInternal(instance.getRange() * 1.25, true);\n        break;\n      case \"0\":\n        if (zoom) setRangeInternal(null, true);\n        break;\n      case \"ArrowLeft\":\n      case \"ArrowRight\": {\n        const dx =\n          (event.key === \"ArrowLeft\" ? -1 : 1) * Math.max(2, plot.w / 50);\n        const x = hoverAt ? hoverAt[0] + dx : plot.x + plot.w / 2 + dx;\n        hoverAt = [clamp(x, plot.x, plot.x + plot.w - 1), plot.y + plot.h / 2];\n        host.invalidate();\n        break;\n      }\n      case \"Escape\":\n        hoverAt = null;\n        host.invalidate();\n        break;\n      case \"Enter\":\n        onClick();\n        break;\n      default:\n        return;\n    }\n    event.preventDefault();\n  };\n  const onBlur = () => {\n    if (hoverAt && !pointers.size) {\n      hoverAt = null;\n      host.invalidate();\n    }\n  };\n\n  root.addEventListener(\"pointermove\", onPointerMove);\n  root.addEventListener(\"pointerdown\", onPointerDown);\n  root.addEventListener(\"pointerup\", onPointerUp);\n  root.addEventListener(\"pointercancel\", onPointerUp);\n  root.addEventListener(\"pointerleave\", onPointerLeave);\n  root.addEventListener(\"click\", onClick);\n  root.addEventListener(\"wheel\", onWheel, { passive: false });\n  root.addEventListener(\"dblclick\", onDoubleClick);\n  root.addEventListener(\"keydown\", onKeyDown);\n  root.addEventListener(\"blur\", onBlur);\n\n  const changed = () => {\n    if (!inferred && store.count(\"bid\") + store.count(\"ask\") > 0) {\n      inferred = true;\n      refreshFormat();\n    }\n    host.invalidate();\n  };\n\n  const instance: DepthChartInstance = {\n    setBook(snapshot) {\n      store.setSnapshot(snapshot);\n      inferred = false;\n      changed();\n    },\n    applyDeltas(deltas) {\n      if (applyDeltas(store, deltas)) changed();\n    },\n    clear() {\n      store.clear();\n      inferred = false;\n      host.invalidate();\n    },\n    setOptions(next) {\n      // a new range option replaces the zoom of the user\n      if (next.range !== options.range) rangeOverride = null;\n      options = next;\n      applyOptions();\n    },\n    setRange(range) {\n      setRangeInternal(range, false);\n    },\n    getRange() {\n      const mid = currentMid();\n      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package/dist/charts/engine/orderbook/depth.d.cts

@@ -0,0 +1,7 @@
+import { DepthChartInstance, DepthChartOptions } from './types.cjs';
+/**
+ * Creates a depth chart in `container`: cumulative bid and ask areas around
+ * the mid price, with a mirrored hover tooltip and incremental updates
+ * coalesced into one frame.
+ */
+export declare const createDepthChart: (container: HTMLElement, initial?: DepthChartOptions) => DepthChartInstance;

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

@@ -0,0 +1,7 @@
+import { DepthChartInstance, DepthChartOptions } from './types.js';
+/**
+ * Creates a depth chart in `container`: cumulative bid and ask areas around
+ * the mid price, with a mirrored hover tooltip and incremental updates
+ * coalesced into one frame.
+ */
+export declare const createDepthChart: (container: HTMLElement, initial?: DepthChartOptions) => DepthChartInstance;

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

@@ -0,0 +1,413 @@
+import { toCss as e } from "../color.js";
+import { localeLabels as t } from "../locale.js";
+import { linearTicks as n, niceDomain as r } from "../scale.js";
+import { applyDeltas as i, createOrderBookStore as a, inferPriceDecimals as o, inferSizeDecimals as s } from "./book.js";
+import { clamp as c, createFormatters as l, ease as u, fontOf as d, roundRect as f, sideColors as p } from "./format.js";
+import { createEmitter as m, createHost as h, localPoint as g, tooltipHtml as _ } from "./host.js";
+//#region src/engine/orderbook/depth.ts
+var v = {
+	en: {
+		bids: "Bids",
+		asks: "Asks",
+		price: "Price",
+		amount: "Amount",
+		total: "Total",
+		average: "Avg. price",
+		distance: "From mid",
+		mid: "Mid",
+		spread: "Spread",
+		basisPoints: "bp",
+		name: "Depth chart"
+	},
+	zh: {
+		bids: "买盘",
+		asks: "卖盘",
+		price: "价格",
+		amount: "累计数量",
+		total: "累计金额",
+		average: "均价",
+		distance: "距中间价",
+		mid: "中间价",
+		spread: "价差",
+		basisPoints: "基点",
+		name: "深度图"
+	},
+	ja: {
+		bids: "買い",
+		asks: "売り",
+		price: "価格",
+		amount: "累計数量",
+		total: "累計金額",
+		average: "平均価格",
+		distance: "仲値から",
+		mid: "仲値",
+		spread: "スプレッド",
+		basisPoints: "bp",
+		name: "デプスチャート"
+	},
+	fr: {
+		bids: "Achats",
+		asks: "Ventes",
+		price: "Prix",
+		amount: "Quantité",
+		total: "Montant",
+		average: "Prix moyen",
+		distance: "Écart au médian",
+		mid: "Médian",
+		spread: "Écart",
+		basisPoints: "pb",
+		name: "Graphique de profondeur"
+	}
+}, y = (y, b = {}) => {
+	let x = b, S = a(), C = m(), w = l(x, 2, 4), T = t(v, x.locale, x.labels), E = !1, D = {
+		up: [
+			0,
+			0,
+			0,
+			1
+		],
+		down: [
+			0,
+			0,
+			0,
+			1
+		]
+	}, O = null, k = NaN, A = NaN, j = NaN, M = /* @__PURE__ */ new Float64Array(), N = /* @__PURE__ */ new Float64Array(), P = /* @__PURE__ */ new Float64Array(), F = /* @__PURE__ */ new Float64Array(), I = 0, L = {
+		x: 0,
+		y: 0,
+		w: 0,
+		h: 0
+	}, R = null, z = "", B = null, V = /* @__PURE__ */ new Map(), H = null, U = h(y, {
+		className: "minerva-depth-chart",
+		draw: ce,
+		onTheme: () => K()
+	}), { root: W, doc: ee } = U, G = U.createTooltip();
+	W.tabIndex = 0, W.setAttribute("role", "figure"), W.style.touchAction = "pan-y";
+	let te = () => T;
+	function K() {
+		D = p(U.theme, x);
+	}
+	function q() {
+		w = l(x, o(S), s(S));
+	}
+	let J = () => {
+		T = t(v, x.locale, x.labels), W.setAttribute("aria-label", x.ariaLabel ?? T.name), K(), q(), U.invalidate();
+	}, Y = () => {
+		let [e, t] = x.rangeLimits ?? [5e-4, .5];
+		return [Math.min(e, t), Math.max(e, t)];
+	}, ne = (e) => {
+		let t = S.count("bid"), n = S.count("ask");
+		if (!t && !n) return .01;
+		let r = t ? (e - S.priceAt("bid", t - 1)) / e : Infinity, i = n ? (S.priceAt("ask", n - 1) - e) / e : Infinity, a = Math.min(r, i);
+		return Number.isFinite(a) && a > 0 ? a : .01;
+	}, re = (e) => {
+		let [t, n] = Y();
+		return c(O ?? x.range ?? ne(e), t, n);
+	}, ie = () => {
+		let e = S.mid();
+		if (Number.isFinite(e)) return e;
+		let t = S.bestBid();
+		return Number.isFinite(t) ? t : S.bestAsk();
+	}, X = (e, t, n) => {
+		let r = 0, i = 0, a = S.count(e);
+		for (let n = 0; n < a; n++) {
+			let a = S.priceAt(e, n);
+			if (e === "bid" ? a < t : a > t) break;
+			let o = S.sizeAt(e, n);
+			r += o, i += o * a;
+		}
+		return {
+			side: e,
+			price: t,
+			amount: r,
+			total: i,
+			average: r > 0 ? i / r : NaN,
+			distance: (t - n) / n
+		};
+	}, ae = (e, t, n, r) => {
+		let i = t.length;
+		t.fill(NaN);
+		let a = S.count(e);
+		if (!a) return;
+		let o = x.amount === "quote", s = x.curve === "linear", c = (e) => n + (e + .5) / i * (r - n), l = S.priceAt(e, 0), u = 0, d = 0, f = l, p = e === "bid" ? -1 : 1, m = e === "bid" ? Math.min(i - 1, Math.floor((l - n) / (r - n) * i)) : Math.max(0, Math.ceil((l - n) / (r - n) * i - 1));
+		for (let n = m; n >= 0 && n < i; n += p) {
+			let r = c(n);
+			if (e === "bid" ? r <= l : r >= l) {
+				for (; u < a;) {
+					let t = S.priceAt(e, u);
+					if (e === "bid" ? t < r : t > r) break;
+					let n = S.sizeAt(e, u);
+					f = t, d += o ? n * t : n, u++;
+				}
+				if (s && u < a) {
+					let i = S.priceAt(e, u), a = d + S.sizeAt(e, u) * (o ? i : 1), s = (r - f) / (i - f);
+					t[n] = Number.isFinite(s) ? d + (a - d) * s : d;
+				} else t[n] = d;
+			}
+		}
+	}, oe = (e) => {
+		M.length !== e && (M = new Float64Array(e).fill(NaN), N = new Float64Array(e).fill(NaN), P = new Float64Array(e), F = new Float64Array(e));
+	}, se = (e, t, n, r) => {
+		let i = !1;
+		for (let a = 0; a < e.length; a++) {
+			let o = t[a], s = e[a];
+			if (!Number.isFinite(o) || !Number.isFinite(s) || n >= 1) {
+				e[a] = o;
+				continue;
+			}
+			let c = s + (o - s) * n;
+			if (Math.abs(o - c) > r) i = !0;
+			else {
+				e[a] = o;
+				continue;
+			}
+			e[a] = c;
+		}
+		return i;
+	};
+	function ce(t) {
+		let i = U.ctx;
+		if (!i) return !1;
+		let { width: a, height: o, dpr: s, theme: l } = U, p = I ? t - I : 0;
+		I = t;
+		let m = x.animate !== !1, h = m && p > 0 ? u(p, 70) : 1, g = te(), _ = x.fontSize ?? (a < 360 ? 11 : 12), v = x.axes !== !1;
+		i.setTransform(s, 0, 0, s, 0, 0), i.clearRect(0, 0, a, o), i.font = d(l, x, 400, _);
+		let y = ie(), b = Number.isFinite(y) ? re(y) : .01;
+		k = Number.isFinite(k) && m ? k + (b - k) * h : b, j = Number.isFinite(j) && Number.isFinite(y) && m ? j + (y - j) * Math.min(1, h * 1.5) : y;
+		let C = Math.abs(k - b) > b * .001;
+		Math.abs(j - y) > Math.abs(y) * 1e-7 && (C = !0);
+		let T = j * (1 - k), E = j * (1 + k), O = x.legend === !1 && x.midLine === !1 ? 10 : 30, R = v ? _ + 12 : 4, z = n(0, Math.max(1, A || 1), 4), B = v ? Math.ceil(Math.max(...z.map((e) => i.measureText(w.compact(e)).width), 24)) + 12 : 0;
+		L = {
+			x: 0,
+			y: O,
+			w: Math.max(10, a - B),
+			h: Math.max(10, o - O - R)
+		};
+		let V = Math.max(1, Math.floor(L.w));
+		oe(V), Number.isFinite(T) && E > T ? (ae("bid", P, T, E), ae("ask", F, T, E)) : (P.fill(NaN), F.fill(NaN));
+		let H = 0;
+		for (let e = 0; e < V; e++) {
+			let t = P[e], n = F[e];
+			t > H && (H = t), n > H && (H = n);
+		}
+		let W = H > 0 ? r(0, H * 1.08, 4)[1] : 1;
+		A = Number.isFinite(A) && m ? A + (W - A) * h : W, Math.abs(A - W) > W * .001 && (C = !0);
+		let ee = A * 1e-4;
+		se(M, P, h, ee) && (C = !0), se(N, F, h, ee) && (C = !0);
+		let G = (e) => L.y + L.h - e / A * L.h, K = (e) => L.x + (e - T) / (E - T) * L.w, q = L.y + L.h, J = n(0, A, Math.max(2, Math.floor(L.h / 48)));
+		if (x.grid !== !1) {
+			i.strokeStyle = e(l.grid), i.lineWidth = 1, i.beginPath();
+			for (let e of J) {
+				let t = Math.round(G(e)) + .5;
+				i.moveTo(L.x, t), i.lineTo(L.x + L.w, t);
+			}
+			i.stroke();
+		}
+		if (v) {
+			i.fillStyle = e(l.textMuted), i.textAlign = "left", i.textBaseline = "middle";
+			for (let e of J) e !== 0 && i.fillText(w.compact(e), L.x + L.w + 6, G(e));
+			i.textBaseline = "top", i.textAlign = "center";
+			let t = Math.max(2, Math.floor(L.w / 110)), r = Number.isFinite(T) ? n(T, E, t) : [];
+			for (let e of r) {
+				let t = K(e), n = w.price(e), r = i.measureText(n).width;
+				t - r / 2 < 2 || t + r / 2 > L.x + L.w - 2 || i.fillText(n, t, q + 6);
+			}
+			i.strokeStyle = e(l.axis), i.beginPath(), i.moveTo(L.x, Math.round(q) + .5), i.lineTo(L.x + L.w, Math.round(q) + .5), i.stroke();
+		}
+		let Y = x.fillOpacity ?? .28, ne = (t, n) => {
+			let r = -1, a = -1;
+			for (let e = 0; e < V; e++) Number.isFinite(t[e]) && (r < 0 && (r = e), a = e);
+			if (r < 0) return;
+			let o = L.x + r / V * L.w, s = L.x + (a + 1) / V * L.w;
+			i.beginPath(), i.moveTo(o, G(t[r]));
+			for (let e = r; e <= a; e++) {
+				let n = G(t[e]), r = L.x + e / V * L.w, a = L.x + (e + 1) / V * L.w;
+				i.lineTo(r, n), i.lineTo(a, n);
+			}
+			let c = i.createLinearGradient(0, L.y, 0, q);
+			c.addColorStop(0, e(n, Y)), c.addColorStop(1, e(n, Y * .15)), i.save(), i.lineTo(s, q), i.lineTo(o, q), i.closePath(), i.fillStyle = c, i.fill(), i.restore(), i.beginPath(), i.moveTo(o, G(t[r]));
+			for (let e = r; e <= a; e++) {
+				let n = G(t[e]);
+				i.lineTo(L.x + e / V * L.w, n), i.lineTo(L.x + (e + 1) / V * L.w, n);
+			}
+			i.lineTo(s, q), i.strokeStyle = e(n), i.lineWidth = 1.5, i.lineJoin = "round", i.stroke();
+		};
+		i.save(), i.beginPath(), i.rect(L.x, L.y - 2, L.w, L.h + 2), i.clip(), ne(M, D.up), ne(N, D.down);
+		for (let t of x.priceLines ?? []) {
+			let n = Math.round(K(t.price)) + .5;
+			if (n < L.x || n > L.x + L.w) continue;
+			let r = t.color && l.resolve ? l.resolve(t.color, l.text) : l.text;
+			if (i.strokeStyle = e(r, .8), i.setLineDash([4, 3]), i.beginPath(), i.moveTo(n, L.y), i.lineTo(n, q), i.stroke(), i.setLineDash([]), t.label) {
+				i.font = d(l, x, 500, _ - 1);
+				let a = i.measureText(t.label).width + 10, o = c(n - a / 2, L.x + 2, L.x + L.w - a - 2);
+				i.fillStyle = e(r), f(i, o, q - _ - 10, a, _ + 6, 4), i.fill(), i.fillStyle = e(l.background), i.textAlign = "left", i.textBaseline = "middle", i.fillText(t.label, o + 5, q - _ / 2 - 7), i.font = d(l, x, 400, _);
+			}
+		}
+		i.restore();
+		let X = K(j);
+		if (x.midLine !== !1 && Number.isFinite(X)) {
+			i.strokeStyle = e(l.textMuted, .55), i.setLineDash([3, 3]), i.beginPath(), i.moveTo(Math.round(X) + .5, L.y), i.lineTo(Math.round(X) + .5, q), i.stroke(), i.setLineDash([]);
+			let t = S.spread(), n = `${g.mid} ${w.price(y)}`, r = t / y * 1e4, o = Number.isFinite(t) ? `${g.spread} ${w.price(t)} · ${w.fixed(r, r < 10 ? 2 : 1)} ${g.basisPoints}` : "";
+			i.font = d(l, x, 600, _);
+			let s = i.measureText(n).width;
+			i.font = d(l, x, 400, _ - 1);
+			let u = o ? i.measureText(o).width : 0, p = a < 420, m = p ? Math.max(s, u) + 16 : s + u + 28, h = p && o ? _ * 2 + 10 : _ + 10, v = c(X - m / 2, 2, a - m - 2);
+			i.fillStyle = e(l.background, .92), i.strokeStyle = e(l.axis), f(i, v, 4, m, h, 6), i.fill(), i.stroke(), i.textBaseline = "middle", i.textAlign = "left", i.fillStyle = e(l.text), i.font = d(l, x, 600, _), i.fillText(n, v + 8, 4 + _ / 2 + 5), o && (i.font = d(l, x, 400, _ - 1), i.fillStyle = e(l.textMuted), p ? i.fillText(o, v + 8, 4 + _ * 1.5 + 6) : i.fillText(o, v + 20 + s, 4 + _ / 2 + 5)), i.font = d(l, x, 400, _);
+		}
+		if (x.legend !== !1 && a >= 300) {
+			i.textBaseline = "middle";
+			let t = 4 + _ / 2 + 5;
+			i.font = d(l, x, 500, _), i.fillStyle = e(D.up), i.beginPath(), i.arc(8, t, 3.5, 0, Math.PI * 2), i.fill(), i.textAlign = "left", i.fillStyle = e(l.textMuted), i.fillText(g.bids, 16, t);
+			let n = L.x + L.w;
+			i.textAlign = "right", i.fillText(g.asks, n - 16, t), i.fillStyle = e(D.down), i.beginPath(), i.arc(n - 8, t, 3.5, 0, Math.PI * 2), i.fill(), i.font = d(l, x, 400, _);
+		}
+		return le(i, y, T, E, V, G, _), U.describe(Number.isFinite(y) ? `${x.ariaLabel ?? g.name}. ${g.bids} ${w.price(S.bestBid())}, ${g.asks} ${w.price(S.bestAsk())}, ${g.spread} ${w.price(S.spread())}.` : x.ariaLabel ?? g.name), C;
+	}
+	function le(t, n, r, i, a, o, s) {
+		let { theme: l } = U, u = () => {
+			U.tooltip.style.display = "none", G.style.display = "none", B && (B = null, z = "", C.emit("hover", null));
+		};
+		if (!R || x.tooltip === !1 || !Number.isFinite(n)) {
+			u();
+			return;
+		}
+		let p = c(R[0], L.x, L.x + L.w - 1), m = r + (p - L.x) / L.w * (i - r), h = S.bestBid(), g = S.bestAsk(), v = m < j ? "bid" : "ask";
+		v === "bid" && !Number.isFinite(h) && (v = "ask"), v === "ask" && !Number.isFinite(g) && (v = "bid");
+		let y = X(v, m, n), b = 2 * j - m, T = v === "bid" ? "ask" : "bid", E = x.mirror !== !1 && S.count(T) ? X(T, b, n) : null, O = {
+			...y,
+			mirror: E
+		}, k = te(), A = (e) => c(Math.floor((e - L.x) / L.w * a), 0, a - 1), P = (e, t) => (e === "bid" ? M : N)[A(t)], F = (e) => e === "bid" ? D.up : D.down, I = (n, r) => {
+			let i = P(n, r);
+			if (!Number.isFinite(i)) return NaN;
+			let a = o(i);
+			t.strokeStyle = e(l.textMuted, .6), t.setLineDash([3, 3]), t.beginPath(), t.moveTo(Math.round(r) + .5, L.y), t.lineTo(Math.round(r) + .5, L.y + L.h), t.moveTo(L.x, Math.round(a) + .5), t.lineTo(L.x + L.w, Math.round(a) + .5), t.stroke(), t.setLineDash([]);
+			let c = F(n);
+			if (t.fillStyle = e(c, .2), t.beginPath(), t.arc(r, a, 8, 0, Math.PI * 2), t.fill(), t.fillStyle = e(c), t.strokeStyle = e(l.background), t.lineWidth = 2, t.beginPath(), t.arc(r, a, 4, 0, Math.PI * 2), t.fill(), t.stroke(), t.lineWidth = 1, x.axes !== !1) {
+				let n = w.compact(i);
+				t.font = d(l, x, 500, s - 1);
+				let r = t.measureText(n).width + 8;
+				t.fillStyle = e(c), f(t, L.x + L.w + 2, a - 9, r, 18, 3), t.fill(), t.fillStyle = "#fff", t.textAlign = "left", t.textBaseline = "middle", t.fillText(n, L.x + L.w + 6, a), t.font = d(l, x, 400, s);
+			}
+			return a;
+		}, V = I(v, p), H = L.x + (b - r) / (i - r) * L.w, W = E && H >= L.x && H <= L.x + L.w ? I(T, H) : NaN, K = (e) => [
+			[k.price, w.price(e.price)],
+			[k.amount, w.total(e.amount)],
+			[k.total, w.notional(e.total)],
+			[k.average, w.price(e.average)],
+			[k.distance, w.percent(e.distance, Math.abs(e.distance) < .01 ? 3 : 2)]
+		], q = (t, n, r, i) => {
+			_(ee, t, {
+				text: n.side === "bid" ? k.bids : k.asks,
+				color: e(F(n.side))
+			}, K(n)), t.style.display = "block", U.placeTooltip(t, r, Number.isFinite(i) ? i : L.y + L.h / 2, n.side === "bid" ? "left" : "right");
+		};
+		q(U.tooltip, y, p, V);
+		let J = L.w >= 2 * (U.tooltip.offsetWidth + 24);
+		E && Number.isFinite(W) && J ? q(G, E, H, W) : G.style.display = "none";
+		let Y = `${y.price}|${y.amount}|${E?.amount ?? ""}`;
+		B = O, Y !== z && (z = Y, C.emit("hover", O));
+	}
+	let Z = (e, t) => {
+		if (e === null) O = null;
+		else {
+			let [t, n] = Y();
+			O = c(e, t, n);
+		}
+		U.invalidate(), t && C.emit("range", $.getRange());
+	}, ue = (e, t) => e >= L.x && e <= L.x + L.w && t >= L.y - 30 && t <= L.y + L.h, de = (e) => {
+		let t = g(W, e);
+		if (V.set(e.pointerId, t), H && V.size === 2) {
+			let [e, t] = [...V.values()], n = Math.hypot(e[0] - t[0], e[1] - t[1]);
+			n > 0 && x.zoomable !== !1 && Z(H.range * H.distance / n, !0);
+			return;
+		}
+		R = ue(t[0], t[1]) ? t : null, U.invalidate();
+	}, fe = (e) => {
+		let t = g(W, e);
+		if (V.set(e.pointerId, t), V.size === 2) {
+			let [e, t] = [...V.values()];
+			H = {
+				distance: Math.hypot(e[0] - t[0], e[1] - t[1]),
+				range: $.getRange()
+			}, R = null;
+		} else R = ue(t[0], t[1]) ? t : null;
+		U.invalidate();
+	}, Q = (e) => {
+		V.delete(e.pointerId), V.size < 2 && (H = null);
+	}, pe = (e) => {
+		V.delete(e.pointerId), e.pointerType === "mouse" && (R = null, U.invalidate());
+	}, me = () => {
+		B && C.emit("click", B);
+	}, he = (e) => {
+		x.zoomable !== !1 && (e.ctrlKey || e.metaKey) && (e.preventDefault(), Z($.getRange() * Math.exp(e.deltaY * .0025), !0));
+	}, ge = () => {
+		x.zoomable !== !1 && Z(null, !0);
+	}, _e = (e) => {
+		let t = x.zoomable !== !1;
+		switch (e.key) {
+			case "+":
+			case "=":
+				t && Z($.getRange() / 1.25, !0);
+				break;
+			case "-":
+				t && Z($.getRange() * 1.25, !0);
+				break;
+			case "0":
+				t && Z(null, !0);
+				break;
+			case "ArrowLeft":
+			case "ArrowRight": {
+				let t = (e.key === "ArrowLeft" ? -1 : 1) * Math.max(2, L.w / 50), n = R ? R[0] + t : L.x + L.w / 2 + t;
+				R = [c(n, L.x, L.x + L.w - 1), L.y + L.h / 2], U.invalidate();
+				break;
+			}
+			case "Escape":
+				R = null, U.invalidate();
+				break;
+			case "Enter":
+				me();
+				break;
+			default: return;
+		}
+		e.preventDefault();
+	}, ve = () => {
+		R && !V.size && (R = null, U.invalidate());
+	};
+	W.addEventListener("pointermove", de), W.addEventListener("pointerdown", fe), W.addEventListener("pointerup", Q), W.addEventListener("pointercancel", Q), W.addEventListener("pointerleave", pe), W.addEventListener("click", me), W.addEventListener("wheel", he, { passive: !1 }), W.addEventListener("dblclick", ge), W.addEventListener("keydown", _e), W.addEventListener("blur", ve);
+	let ye = () => {
+		!E && S.count("bid") + S.count("ask") > 0 && (E = !0, q()), U.invalidate();
+	}, $ = {
+		setBook(e) {
+			S.setSnapshot(e), E = !1, ye();
+		},
+		applyDeltas(e) {
+			i(S, e) && ye();
+		},
+		clear() {
+			S.clear(), E = !1, U.invalidate();
+		},
+		setOptions(e) {
+			e.range !== x.range && (O = null), x = e, J();
+		},
+		setRange(e) {
+			Z(e, !1);
+		},
+		getRange() {
+			let e = ie();
+			return Number.isFinite(e) ? re(e) : O ?? x.range ?? .01;
+		},
+		getStore: () => S,
+		on: (e, t) => C.on(e, t),
+		resize() {
+			U.invalidate();
+		},
+		destroy() {
+			W.removeEventListener("pointermove", de), W.removeEventListener("pointerdown", fe), W.removeEventListener("pointerup", Q), W.removeEventListener("pointercancel", Q), W.removeEventListener("pointerleave", pe), W.removeEventListener("click", me), W.removeEventListener("wheel", he), W.removeEventListener("dblclick", ge), W.removeEventListener("keydown", _e), W.removeEventListener("blur", ve), C.clear(), U.destroy();
+		}
+	};
+	return J(), $;
+};
+//#endregion
+export { y as createDepthChart };
+
+//# sourceMappingURL=depth.js.map