minerva-design 1.2.0 → 1.4.0

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

@@ -0,0 +1 @@
+{"version":3,"file":"depth.js","names":["LABELS","createDepthChart","options","initial","store","createOrderBookStore","emitter","createEmitter","fmt","createFormatters","texts","localeLabels","inferred","colors","rangeOverride","shownRange","shownMax","shownMid","bidShown","askShown","bidTarget","askTarget","lastFrame","plot","hoverAt","hoverKey","lastHover","pointers","pinch","host","createHost","container","refreshColors","mirrorTip","root","labels","sideColors","refreshFormat","inferPriceDecimals","inferSizeDecimals","applyOptions","limits","a","b","autoRange","nb","na","bidExtent","mid","askExtent","extent","currentRange","min","max","clamp","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","ease","l","fontSize","width","axes","dpr","height","fontOf","theme","range","top","bottom","probe","linearTicks","axisWidth","v","domainMax","niceDomain","yOf","xOfPrice","base","yTicks","toCss","y","count","xTicks","x","text","w","fill","drawSide","first","last","x0","x1","xl","xr","gradient","color","line","lx","roundRect","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","tooltipHtml","doc","tip","py","room","key","setRangeInternal","emit","instance","inPlot","onPointerMove","localPoint","distance","onPointerDown","onPointerUp","onPointerLeave","onClick","onWheel","onDoubleClick","onKeyDown","zoom","dx","onBlur","changed","snapshot","applyDeltas","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      ctx.setLineDash([3, 3]);\n      ctx.beginPath();\n      ctx.moveTo(Math.round(px) + 0.5, plot.y);\n      ctx.lineTo(Math.round(px) + 0.5, plot.y + plot.h);\n      ctx.moveTo(plot.x, Math.round(y) + 0.5);\n      ctx.lineTo(plot.x + plot.w, Math.round(y) + 0.5);\n      ctx.stroke();\n      ctx.setLineDash([]);\n      const color = colorOf(s);\n      ctx.fillStyle = toCss(color, 0.2);\n      ctx.beginPath();\n      ctx.arc(px, y, 8, 0, Math.PI * 2);\n      ctx.fill();\n      ctx.fillStyle = toCss(color);\n      ctx.strokeStyle = toCss(theme.background);\n      ctx.lineWidth = 2;\n      ctx.beginPath();\n      ctx.arc(px, y, 4, 0, Math.PI * 2);\n      ctx.fill();\n      ctx.stroke();\n      ctx.lineWidth = 1;\n      // amount tag on the axis\n      if (options.axes !== false) {\n        const text = fmt.compact(value);\n        ctx.font = fontOf(theme, options, 500, fontSize - 1);\n        const w = ctx.measureText(text).width + 8;\n        ctx.fillStyle = toCss(color);\n        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/format.cjs

@@ -0,0 +1,2 @@
+const e=require("../locale.cjs");var t=(t,n)=>{let r=Math.max(0,Math.min(12,Math.round(n)));return e.numberFormat(e.resolveLocale(t),{minimumFractionDigits:r,maximumFractionDigits:r})},n=(t,n,r=2)=>{if(!Number.isFinite(t))return`–`;let i=e.resolveLocale(n),a=Math.abs(t);for(let[n,o]of e.compactUnits(i))if(a>=n)return e.numberFormat(i,{maximumFractionDigits:r}).format(t/n)+o;return e.numberFormat(i,{maximumFractionDigits:a>=100?0:a>=1?2:4}).format(t)},r=(t,n,r=2,i=!0)=>{if(!Number.isFinite(t))return`–`;let a=Math.max(0,Math.min(6,Math.round(r)));return e.numberFormat(e.resolveLocale(n),{style:`percent`,minimumFractionDigits:a,maximumFractionDigits:a,signDisplay:i?`exceptZero`:`auto`}).format(t)},i=(i,a,o)=>{let s=e.resolveLocale(i.locale),c=i.pricePrecision??a,l=i.sizePrecision??o,u=t(s,c),d=t(s,l),f=e=>t=>Number.isFinite(t)?e(t):`–`,p=f(i.formatSize??(e=>d.format(e))),m=e=>n(e,s,2);return{price:f(i.formatPrice??(e=>u.format(e))),size:p,total:f(e=>Math.abs(e)>=1e6?m(e):p(e)),notional:f(e=>Math.abs(e)>=1e4?m(e):t(s,2).format(e)),compact:f(m),fixed:(e,n)=>Number.isFinite(e)?t(s,n).format(e):`–`,percent:(e,t=2,n=!0)=>r(e,s,t,n),locale:s,priceDecimals:c,sizeDecimals:l}},a=(e,t=2)=>String(e).padStart(t,`0`),o=(e,t=!0)=>{let n=new Date(e);if(Number.isNaN(n.getTime()))return`–`;let r=`${a(n.getHours())}:${a(n.getMinutes())}:${a(n.getSeconds())}`;return t?`${r}.${a(n.getMilliseconds(),3)}`:r},s=`var(--success-color, #16a34a)`,c=`var(--danger-color, #dc2626)`,l=[.09,.64,.29,1],u=[.86,.15,.15,1],d=(e,t)=>{let n=(t,n)=>e.resolve?e.resolve(t,n):n,r=t.colorConvention===`red-up`;return{up:n(t.upColor??(r?`var(--danger-color, #dc2626)`:`var(--success-color, #16a34a)`),r?u:l),down:n(t.downColor??(r?`var(--success-color, #16a34a)`:`var(--danger-color, #dc2626)`),r?l:u)}},f=(e,t,n=400,r)=>`${n} ${r??t.fontSize??12}px ${t.fontFamily??e.fontFamily}`,p=(e,t)=>t<=0?1:1-Math.exp(-Math.max(0,e)/t),m=(e,t,n)=>e<t?t:e>n?n:e,h=(e,t,n,r,i,a)=>{let o=Math.max(0,Math.min(a,r/2,i/2));e.beginPath(),e.moveTo(t+o,n),e.arcTo(t+r,n,t+r,n+i,o),e.arcTo(t+r,n+i,t,n+i,o),e.arcTo(t,n+i,t,n,o),e.arcTo(t,n,t+r,n,o),e.closePath()};exports.DEFAULT_DOWN=c,exports.DEFAULT_UP=s,exports.clamp=m,exports.createFormatters=i,exports.ease=p,exports.fontOf=f,exports.formatClock=o,exports.formatCompactNumber=n,exports.formatPercent=r,exports.numberFormat=t,exports.roundRect=h,exports.sideColors=d;
+//# sourceMappingURL=format.cjs.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"format.cjs","names":["intlNumberFormat","resolveLocale","compactUnits","require_locale","numberFormat","d","decimals","locale","formatCompactNumber","value","resolved","abs","unit","suffix","maxDecimals","formatPercent","fraction","signed","createFormatters","options","priceDecimals","inferredPrice","sizeDecimals","inferredSize","priceFormat","sizeFormat","finite","fn","size","v","compact","pad","length","formatClock","time","base","milliseconds","DEFAULT_UP","DEFAULT_DOWN","UP_FALLBACK","DOWN_FALLBACK","sideColors","resolve","theme","fallback","redUp","fontOf","weight","ease","tau","dt","clamp","min","max","roundRect","radius","r","w","h","ctx","x","y"],"sources":["../../../../../charts/src/engine/orderbook/format.ts"],"sourcesContent":["// Number, time and color helpers shared by the order book widgets.\n\nimport type { ChartTheme } from \"../theme\";\nimport type { Rgba } from \"../color\";\nimport {\n  compactUnits,\n  numberFormat as intlNumberFormat,\n  resolveLocale,\n} from \"../locale\";\nimport type { OrderBookCommonOptions } from \"./types\";\n\n/** Cached `Intl.NumberFormat` with fixed decimals (page language when `locale` is omitted) */\nexport const numberFormat = (\n  locale: string | undefined,\n  decimals: number,\n): Intl.NumberFormat => {\n  const d = Math.max(0, Math.min(12, Math.round(decimals)));\n  return intlNumberFormat(resolveLocale(locale), {\n    minimumFractionDigits: d,\n    maximumFractionDigits: d,\n  });\n};\n\n/**\n * Compact number in the units of the language (12.4k, 1.25 M, 3.2万, 1.5億),\n * with the locale's decimal separator\n */\nexport const formatCompactNumber = (\n  value: number,\n  locale?: string,\n  maxDecimals = 2,\n): string => {\n  if (!Number.isFinite(value)) return \"–\";\n  const resolved = resolveLocale(locale);\n  const abs = Math.abs(value);\n  for (const [unit, suffix] of compactUnits(resolved)) {\n    if (abs >= unit)\n      return (\n        intlNumberFormat(resolved, {\n          maximumFractionDigits: maxDecimals,\n        }).format(value / unit) + suffix\n      );\n  }\n  return intlNumberFormat(resolved, {\n    maximumFractionDigits: abs >= 100 ? 0 : abs >= 1 ? 2 : 4,\n  }).format(value);\n};\n\n/** Signed percentage of a fraction (`+0.125%`), in the locale */\nexport const formatPercent = (\n  fraction: number,\n  locale?: string,\n  decimals = 2,\n  signed = true,\n): string => {\n  if (!Number.isFinite(fraction)) return \"–\";\n  const d = Math.max(0, Math.min(6, Math.round(decimals)));\n  return intlNumberFormat(resolveLocale(locale), {\n    style: \"percent\",\n    minimumFractionDigits: d,\n    maximumFractionDigits: d,\n    signDisplay: signed ? \"exceptZero\" : \"auto\",\n  }).format(fraction);\n};\n\nexport interface Formatters {\n  price: (value: number) => string;\n  size: (value: number) => string;\n  /** Large totals: compact (12.4k, 124万) above a million */\n  total: (value: number) => string;\n  /** Notional values: compact above ten thousand */\n  notional: (value: number) => string;\n  /** Axis values: always compact when large */\n  compact: (value: number) => string;\n  /** Fixed decimals in the locale (basis points, shares) */\n  fixed: (value: number, decimals: number) => string;\n  /** Percentage of a fraction (signed by default) */\n  percent: (fraction: number, decimals?: number, signed?: boolean) => string;\n  /** Resolved locale (`locale` option or page language) */\n  locale: string;\n  priceDecimals: number;\n  sizeDecimals: number;\n}\n\n/** Formatters of the options, with inferred decimals as fallbacks */\nexport const createFormatters = (\n  options: OrderBookCommonOptions,\n  inferredPrice: number,\n  inferredSize: number,\n): Formatters => {\n  const locale = resolveLocale(options.locale);\n  const priceDecimals = options.pricePrecision ?? inferredPrice;\n  const sizeDecimals = options.sizePrecision ?? inferredSize;\n  const priceFormat = numberFormat(locale, priceDecimals);\n  const sizeFormat = numberFormat(locale, sizeDecimals);\n  const finite =\n    (fn: (value: number) => string) =>\n    (value: number): string =>\n      Number.isFinite(value) ? fn(value) : \"–\";\n  const size = finite(options.formatSize ?? ((v) => sizeFormat.format(v)));\n  const compact = (v: number) => formatCompactNumber(v, locale, 2);\n  return {\n    price: finite(options.formatPrice ?? ((v) => priceFormat.format(v))),\n    size,\n    total: finite((v) => (Math.abs(v) >= 1e6 ? compact(v) : size(v))),\n    notional: finite((v) =>\n      Math.abs(v) >= 1e4 ? compact(v) : numberFormat(locale, 2).format(v),\n    ),\n    compact: finite(compact),\n    fixed: (v, decimals) =>\n      Number.isFinite(v) ? numberFormat(locale, decimals).format(v) : \"–\",\n    percent: (fraction, decimals = 2, signed = true) =>\n      formatPercent(fraction, locale, decimals, signed),\n    locale,\n    priceDecimals,\n    sizeDecimals,\n  };\n};\n\nconst pad = (value: number, length = 2) => String(value).padStart(length, \"0\");\n\n/** `HH:MM:SS` or `HH:MM:SS.mmm`, local time */\nexport const formatClock = (time: number, milliseconds = true): string => {\n  const d = new Date(time);\n  if (Number.isNaN(d.getTime())) return \"–\";\n  const base = `${pad(d.getHours())}:${pad(d.getMinutes())}:${pad(d.getSeconds())}`;\n  return milliseconds ? `${base}.${pad(d.getMilliseconds(), 3)}` : base;\n};\n\nexport const DEFAULT_UP = \"var(--success-color, #16a34a)\";\nexport const DEFAULT_DOWN = \"var(--danger-color, #dc2626)\";\nconst UP_FALLBACK: Rgba = [0.09, 0.64, 0.29, 1];\nconst DOWN_FALLBACK: Rgba = [0.86, 0.15, 0.15, 1];\n\n/** Colors of the bids / buys (`up`) and asks / sells (`down`) */\nexport const sideColors = (\n  theme: ChartTheme,\n  options: OrderBookCommonOptions,\n): { up: Rgba; down: Rgba } => {\n  const resolve = (value: string, fallback: Rgba) =>\n    theme.resolve ? theme.resolve(value, fallback) : fallback;\n  const redUp = options.colorConvention === \"red-up\";\n  return {\n    up: resolve(\n      options.upColor ?? 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package/dist/charts/engine/orderbook/format.d.cts

@@ -0,0 +1,48 @@
+import { ChartTheme } from '../theme.cjs';
+import { Rgba } from '../color.cjs';
+import { OrderBookCommonOptions } from './types.cjs';
+/** Cached `Intl.NumberFormat` with fixed decimals (page language when `locale` is omitted) */
+export declare const numberFormat: (locale: string | undefined, decimals: number) => Intl.NumberFormat;
+/**
+ * Compact number in the units of the language (12.4k, 1.25 M, 3.2万, 1.5億),
+ * with the locale's decimal separator
+ */
+export declare const formatCompactNumber: (value: number, locale?: string, maxDecimals?: number) => string;
+/** Signed percentage of a fraction (`+0.125%`), in the locale */
+export declare const formatPercent: (fraction: number, locale?: string, decimals?: number, signed?: boolean) => string;
+export interface Formatters {
+    price: (value: number) => string;
+    size: (value: number) => string;
+    /** Large totals: compact (12.4k, 124万) above a million */
+    total: (value: number) => string;
+    /** Notional values: compact above ten thousand */
+    notional: (value: number) => string;
+    /** Axis values: always compact when large */
+    compact: (value: number) => string;
+    /** Fixed decimals in the locale (basis points, shares) */
+    fixed: (value: number, decimals: number) => string;
+    /** Percentage of a fraction (signed by default) */
+    percent: (fraction: number, decimals?: number, signed?: boolean) => string;
+    /** Resolved locale (`locale` option or page language) */
+    locale: string;
+    priceDecimals: number;
+    sizeDecimals: number;
+}
+/** Formatters of the options, with inferred decimals as fallbacks */
+export declare const createFormatters: (options: OrderBookCommonOptions, inferredPrice: number, inferredSize: number) => Formatters;
+/** `HH:MM:SS` or `HH:MM:SS.mmm`, local time */
+export declare const formatClock: (time: number, milliseconds?: boolean) => string;
+export declare const DEFAULT_UP = "var(--success-color, #16a34a)";
+export declare const DEFAULT_DOWN = "var(--danger-color, #dc2626)";
+/** Colors of the bids / buys (`up`) and asks / sells (`down`) */
+export declare const sideColors: (theme: ChartTheme, options: OrderBookCommonOptions) => {
+    up: Rgba;
+    down: Rgba;
+};
+/** Canvas font of the options */
+export declare const fontOf: (theme: ChartTheme, options: OrderBookCommonOptions, weight?: number | string, size?: number) => string;
+/** Exponential smoothing factor for a frame of `dt` ms */
+export declare const ease: (dt: number, tau: number) => number;
+export declare const clamp: (value: number, min: number, max: number) => number;
+/** Rounded rectangle path (`roundRect` is missing in older browsers) */
+export declare const roundRect: (ctx: CanvasRenderingContext2D, x: number, y: number, w: number, h: number, r: number) => void;

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

@@ -0,0 +1,48 @@
+import { ChartTheme } from '../theme.js';
+import { Rgba } from '../color.js';
+import { OrderBookCommonOptions } from './types.js';
+/** Cached `Intl.NumberFormat` with fixed decimals (page language when `locale` is omitted) */
+export declare const numberFormat: (locale: string | undefined, decimals: number) => Intl.NumberFormat;
+/**
+ * Compact number in the units of the language (12.4k, 1.25 M, 3.2万, 1.5億),
+ * with the locale's decimal separator
+ */
+export declare const formatCompactNumber: (value: number, locale?: string, maxDecimals?: number) => string;
+/** Signed percentage of a fraction (`+0.125%`), in the locale */
+export declare const formatPercent: (fraction: number, locale?: string, decimals?: number, signed?: boolean) => string;
+export interface Formatters {
+    price: (value: number) => string;
+    size: (value: number) => string;
+    /** Large totals: compact (12.4k, 124万) above a million */
+    total: (value: number) => string;
+    /** Notional values: compact above ten thousand */
+    notional: (value: number) => string;
+    /** Axis values: always compact when large */
+    compact: (value: number) => string;
+    /** Fixed decimals in the locale (basis points, shares) */
+    fixed: (value: number, decimals: number) => string;
+    /** Percentage of a fraction (signed by default) */
+    percent: (fraction: number, decimals?: number, signed?: boolean) => string;
+    /** Resolved locale (`locale` option or page language) */
+    locale: string;
+    priceDecimals: number;
+    sizeDecimals: number;
+}
+/** Formatters of the options, with inferred decimals as fallbacks */
+export declare const createFormatters: (options: OrderBookCommonOptions, inferredPrice: number, inferredSize: number) => Formatters;
+/** `HH:MM:SS` or `HH:MM:SS.mmm`, local time */
+export declare const formatClock: (time: number, milliseconds?: boolean) => string;
+export declare const DEFAULT_UP = "var(--success-color, #16a34a)";
+export declare const DEFAULT_DOWN = "var(--danger-color, #dc2626)";
+/** Colors of the bids / buys (`up`) and asks / sells (`down`) */
+export declare const sideColors: (theme: ChartTheme, options: OrderBookCommonOptions) => {
+    up: Rgba;
+    down: Rgba;
+};
+/** Canvas font of the options */
+export declare const fontOf: (theme: ChartTheme, options: OrderBookCommonOptions, weight?: number | string, size?: number) => string;
+/** Exponential smoothing factor for a frame of `dt` ms */
+export declare const ease: (dt: number, tau: number) => number;
+export declare const clamp: (value: number, min: number, max: number) => number;
+/** Rounded rectangle path (`roundRect` is missing in older browsers) */
+export declare const roundRect: (ctx: CanvasRenderingContext2D, x: number, y: number, w: number, h: number, r: number) => void;

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

@@ -0,0 +1,65 @@
+import { compactUnits as e, numberFormat as t, resolveLocale as n } from "../locale.js";
+//#region src/engine/orderbook/format.ts
+var r = (e, r) => {
+	let i = Math.max(0, Math.min(12, Math.round(r)));
+	return t(n(e), {
+		minimumFractionDigits: i,
+		maximumFractionDigits: i
+	});
+}, i = (r, i, a = 2) => {
+	if (!Number.isFinite(r)) return "–";
+	let o = n(i), s = Math.abs(r);
+	for (let [n, i] of e(o)) if (s >= n) return t(o, { maximumFractionDigits: a }).format(r / n) + i;
+	return t(o, { maximumFractionDigits: s >= 100 ? 0 : s >= 1 ? 2 : 4 }).format(r);
+}, a = (e, r, i = 2, a = !0) => {
+	if (!Number.isFinite(e)) return "–";
+	let o = Math.max(0, Math.min(6, Math.round(i)));
+	return t(n(r), {
+		style: "percent",
+		minimumFractionDigits: o,
+		maximumFractionDigits: o,
+		signDisplay: a ? "exceptZero" : "auto"
+	}).format(e);
+}, o = (e, t, o) => {
+	let s = n(e.locale), c = e.pricePrecision ?? t, l = e.sizePrecision ?? o, u = r(s, c), d = r(s, l), f = (e) => (t) => Number.isFinite(t) ? e(t) : "–", p = f(e.formatSize ?? ((e) => d.format(e))), m = (e) => i(e, s, 2);
+	return {
+		price: f(e.formatPrice ?? ((e) => u.format(e))),
+		size: p,
+		total: f((e) => Math.abs(e) >= 1e6 ? m(e) : p(e)),
+		notional: f((e) => Math.abs(e) >= 1e4 ? m(e) : r(s, 2).format(e)),
+		compact: f(m),
+		fixed: (e, t) => Number.isFinite(e) ? r(s, t).format(e) : "–",
+		percent: (e, t = 2, n = !0) => a(e, s, t, n),
+		locale: s,
+		priceDecimals: c,
+		sizeDecimals: l
+	};
+}, s = (e, t = 2) => String(e).padStart(t, "0"), c = (e, t = !0) => {
+	let n = new Date(e);
+	if (Number.isNaN(n.getTime())) return "–";
+	let r = `${s(n.getHours())}:${s(n.getMinutes())}:${s(n.getSeconds())}`;
+	return t ? `${r}.${s(n.getMilliseconds(), 3)}` : r;
+}, l = "var(--success-color, #16a34a)", u = "var(--danger-color, #dc2626)", d = [
+	.09,
+	.64,
+	.29,
+	1
+], f = [
+	.86,
+	.15,
+	.15,
+	1
+], p = (e, t) => {
+	let n = (t, n) => e.resolve ? e.resolve(t, n) : n, r = t.colorConvention === "red-up";
+	return {
+		up: n(t.upColor ?? (r ? "var(--danger-color, #dc2626)" : "var(--success-color, #16a34a)"), r ? f : d),
+		down: n(t.downColor ?? (r ? "var(--success-color, #16a34a)" : "var(--danger-color, #dc2626)"), r ? d : f)
+	};
+}, m = (e, t, n = 400, r) => `${n} ${r ?? t.fontSize ?? 12}px ${t.fontFamily ?? e.fontFamily}`, h = (e, t) => t <= 0 ? 1 : 1 - Math.exp(-Math.max(0, e) / t), g = (e, t, n) => e < t ? t : e > n ? n : e, _ = (e, t, n, r, i, a) => {
+	let o = Math.max(0, Math.min(a, r / 2, i / 2));
+	e.beginPath(), e.moveTo(t + o, n), e.arcTo(t + r, n, t + r, n + i, o), e.arcTo(t + r, n + i, t, n + i, o), e.arcTo(t, n + i, t, n, o), e.arcTo(t, n, t + r, n, o), e.closePath();
+};
+//#endregion
+export { u as DEFAULT_DOWN, l as DEFAULT_UP, g as clamp, o as createFormatters, h as ease, m as fontOf, c as formatClock, i as formatCompactNumber, a as formatPercent, r as numberFormat, _ as roundRect, p as sideColors };
+
+//# sourceMappingURL=format.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"format.js","names":["intlNumberFormat","numberFormat$1","numberFormat","d","decimals","resolveLocale","locale","formatCompactNumber","value","resolved","abs","unit","suffix","compactUnits","maxDecimals","formatPercent","fraction","signed","createFormatters","options","priceDecimals","inferredPrice","sizeDecimals","inferredSize","priceFormat","sizeFormat","finite","fn","size","v","compact","pad","length","formatClock","time","base","milliseconds","DEFAULT_UP","DEFAULT_DOWN","UP_FALLBACK","DOWN_FALLBACK","sideColors","resolve","theme","fallback","redUp","fontOf","weight","ease","tau","dt","clamp","min","max","roundRect","radius","r","w","h","ctx","x","y"],"sources":["../../../../../charts/src/engine/orderbook/format.ts"],"sourcesContent":["// Number, time and color helpers shared by the order book widgets.\n\nimport type { ChartTheme } from \"../theme\";\nimport type { Rgba } from \"../color\";\nimport {\n  compactUnits,\n  numberFormat as intlNumberFormat,\n  resolveLocale,\n} from \"../locale\";\nimport type { OrderBookCommonOptions } from \"./types\";\n\n/** Cached `Intl.NumberFormat` with fixed decimals (page language when `locale` is omitted) */\nexport const numberFormat = (\n  locale: string | undefined,\n  decimals: number,\n): Intl.NumberFormat => {\n  const d = Math.max(0, Math.min(12, Math.round(decimals)));\n  return intlNumberFormat(resolveLocale(locale), {\n    minimumFractionDigits: d,\n    maximumFractionDigits: d,\n  });\n};\n\n/**\n * Compact number in the units of the language (12.4k, 1.25 M, 3.2万, 1.5億),\n * with the locale's decimal separator\n */\nexport const formatCompactNumber = (\n  value: number,\n  locale?: string,\n  maxDecimals = 2,\n): string => {\n  if (!Number.isFinite(value)) return \"–\";\n  const resolved = resolveLocale(locale);\n  const abs = Math.abs(value);\n  for (const [unit, suffix] of compactUnits(resolved)) {\n    if (abs >= unit)\n      return (\n        intlNumberFormat(resolved, {\n          maximumFractionDigits: maxDecimals,\n        }).format(value / unit) + suffix\n      );\n  }\n  return intlNumberFormat(resolved, {\n    maximumFractionDigits: abs >= 100 ? 0 : abs >= 1 ? 2 : 4,\n  }).format(value);\n};\n\n/** Signed percentage of a fraction (`+0.125%`), in the locale */\nexport const formatPercent = (\n  fraction: number,\n  locale?: string,\n  decimals = 2,\n  signed = true,\n): string => {\n  if (!Number.isFinite(fraction)) return \"–\";\n  const d = Math.max(0, Math.min(6, Math.round(decimals)));\n  return intlNumberFormat(resolveLocale(locale), {\n    style: \"percent\",\n    minimumFractionDigits: d,\n    maximumFractionDigits: d,\n    signDisplay: signed ? \"exceptZero\" : \"auto\",\n  }).format(fraction);\n};\n\nexport interface Formatters {\n  price: (value: number) => string;\n  size: (value: number) => string;\n  /** Large totals: compact (12.4k, 124万) above a million */\n  total: (value: number) => string;\n  /** Notional values: compact above ten thousand */\n  notional: (value: number) => string;\n  /** Axis values: always compact when large */\n  compact: (value: number) => string;\n  /** Fixed decimals in the locale (basis points, shares) */\n  fixed: (value: number, decimals: number) => string;\n  /** Percentage of a fraction (signed by default) */\n  percent: (fraction: number, decimals?: number, signed?: boolean) => string;\n  /** Resolved locale (`locale` option or page language) */\n  locale: string;\n  priceDecimals: number;\n  sizeDecimals: number;\n}\n\n/** Formatters of the options, with inferred decimals as fallbacks */\nexport const createFormatters = (\n  options: OrderBookCommonOptions,\n  inferredPrice: number,\n  inferredSize: number,\n): Formatters => {\n  const locale = resolveLocale(options.locale);\n  const priceDecimals = options.pricePrecision ?? inferredPrice;\n  const sizeDecimals = options.sizePrecision ?? inferredSize;\n  const priceFormat = numberFormat(locale, priceDecimals);\n  const sizeFormat = numberFormat(locale, sizeDecimals);\n  const finite =\n    (fn: (value: number) => string) =>\n    (value: number): string =>\n      Number.isFinite(value) ? fn(value) : \"–\";\n  const size = finite(options.formatSize ?? ((v) => sizeFormat.format(v)));\n  const compact = (v: number) => formatCompactNumber(v, locale, 2);\n  return {\n    price: finite(options.formatPrice ?? ((v) => priceFormat.format(v))),\n    size,\n    total: finite((v) => (Math.abs(v) >= 1e6 ? compact(v) : size(v))),\n    notional: finite((v) =>\n      Math.abs(v) >= 1e4 ? compact(v) : numberFormat(locale, 2).format(v),\n    ),\n    compact: finite(compact),\n    fixed: (v, decimals) =>\n      Number.isFinite(v) ? numberFormat(locale, decimals).format(v) : \"–\",\n    percent: (fraction, decimals = 2, signed = true) =>\n      formatPercent(fraction, locale, decimals, signed),\n    locale,\n    priceDecimals,\n    sizeDecimals,\n  };\n};\n\nconst pad = (value: number, length = 2) => String(value).padStart(length, \"0\");\n\n/** `HH:MM:SS` or `HH:MM:SS.mmm`, local time */\nexport const formatClock = (time: number, milliseconds = true): string => {\n  const d = new Date(time);\n  if (Number.isNaN(d.getTime())) return \"–\";\n  const base = `${pad(d.getHours())}:${pad(d.getMinutes())}:${pad(d.getSeconds())}`;\n  return milliseconds ? `${base}.${pad(d.getMilliseconds(), 3)}` : base;\n};\n\nexport const DEFAULT_UP = \"var(--success-color, #16a34a)\";\nexport const DEFAULT_DOWN = \"var(--danger-color, #dc2626)\";\nconst UP_FALLBACK: Rgba = [0.09, 0.64, 0.29, 1];\nconst DOWN_FALLBACK: Rgba = [0.86, 0.15, 0.15, 1];\n\n/** Colors of the bids / buys (`up`) and asks / sells (`down`) */\nexport const sideColors = (\n  theme: ChartTheme,\n  options: OrderBookCommonOptions,\n): { up: Rgba; down: Rgba } => {\n  const resolve = (value: string, fallback: Rgba) =>\n    theme.resolve ? theme.resolve(value, fallback) : fallback;\n  const redUp = options.colorConvention === \"red-up\";\n  return {\n    up: resolve(\n      options.upColor ?? 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package/dist/charts/engine/orderbook/heatmap.cjs

@@ -0,0 +1,2 @@
+const e=require("../color.cjs"),t=require("../renderers/types.cjs"),n=require("../locale.cjs"),r=require("../scale.cjs"),i=require("../renderers/detect.cjs"),a=require("../time.cjs"),o=require("./book.cjs"),s=require("./format.cjs"),c=require("./host.cjs");var l=32,u=128,d=[`#0b2a4f`,`#12508f`,`#1c7fd0`,`#25b3d6`,`#4fd6a0`,`#e9e35a`,`#ffa23d`,`#ff5533`],f=[`#dbeafe`,`#93c5fd`,`#3b82f6`,`#4338ca`,`#9333ea`,`#db2777`,`#f97316`],p={en:{time:`Time`,price:`Price`,liquidity:`Liquidity`,buys:`Buys`,sells:`Sells`,bid:`Bid`,ask:`Ask`,name:`Liquidity heatmap`},zh:{time:`时间`,price:`价格`,liquidity:`挂单量`,buys:`主动买入`,sells:`主动卖出`,bid:`买一`,ask:`卖一`,name:`订单簿热力图`},ja:{time:`時刻`,price:`価格`,liquidity:`指値量`,buys:`買い約定`,sells:`売り約定`,bid:`最良買気配`,ask:`最良売気配`,name:`板ヒートマップ`},fr:{time:`Heure`,price:`Prix`,liquidity:`Liquidité`,buys:`Achats`,sells:`Ventes`,bid:`Meilleur achat`,ask:`Meilleure vente`,name:`Carte de chaleur de la liquidité`}},m=(e,t,n,r)=>{if(!(e>0)||!(t>0))return 0;let 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package/dist/charts/engine/orderbook/heatmap.cjs.map

@@ -0,0 +1 @@
+{"version":3,"file":"heatmap.cjs","names":["createOrderBookStore","createEmitter","createFormatters","createHost","localeLabels","sideColors","luminance","rampColor","packColor","decimalsOf","inferPriceDecimals","inferSizeDecimals","inferTickSize","roundToStep","clamp","GAP","fontOf","ease","linearTicks","toCss","timeTicks","formatClock","createRenderer","localPoint","require_color","require_types","require_locale","require_scale","require_detect","require_time","require_book","require_format","require_host","CHUNK","LUT_SIZE","DARK_RAMP","LIGHT_RAMP","LABELS","heatIntensity","size","max","r","contrast","scale","createOrderBookHeatmap","options","initial","store","emitter","fmt","colors","lut","tick","columns","seq","openStart","open","lastTrade","dataTime","dataWall","scaleMax","bubbleRef","chunks","dirtyChunks","itemVersion","headItem","headVersion","origin","renderer","rendererToken","destroyed","resolveReady","ready","resolve","follow","windowSpan","viewX","viewY","yCenter","ySpan","userSpan","lastFrame","plot","hoverAt","hoverKey","drag","host","container","refreshColors","markAllDirty","root","texts","labels","applyTexts","interval","history","depth","nowTime","elapsed","perfNow","theme","value","dark","stops","i","c","refreshFormat","id","clearHistory","ensureTick","base","mid","ratio","multiple","p","m","sampleBook","limit","bins","sizes","n","top","side","count","rows","bin","s","b","a","closeColumn","column","start","recent","sum","target","oldest","drop","first","advance","time","step","noteTime","columnAt","lo","hi","ensureOrigin","intensityIndex","cellsItem","list","instances","f","u","k","half","x","level","price","chunkItems","byChunk","visibleColumns","out","bubblesItem","all","push","volume","notional","buy","visible","ref","maxD","buffer","up","down","lineItems","build","points","write","y","pick","key","headCells","version","draw","ctx","dt","now","l","fontSize","width","live","dpr","height","sample","axisW","profileW","timeH","right","center","x0","x1","y0","y1","xOf","t","yOf","canvas","bw","bh","items","head","bubbles","xScale","yScale","yTicks","xt","px","rowPx","maxSize","sides","w","tag","text","filled","color","clear","drawHover","fresh","hide","hx","hy","rowPrice","bestBid","bestAsk","buyVolume","sellVolume","levels","lv","ry","cx0","cx1","cy0","cy1","sideColor","doc","event","initRenderer","token","next","kind","exclude","setFollow","onPointerDown","onPointerMove","dx","dy","span","tx","ty","onPointerUp","onPointerLeave","zoomTime","factor","anchorX","zoomPrice","onWheel","onDoubleClick","instance","onKeyDown","d","applyOne","delta","snapshot","deltas","trades","trade","previous","handler"],"sources":["../../../../../charts/src/engine/orderbook/heatmap.ts"],"sourcesContent":["// createOrderBookHeatmap: Bookmap-style liquidity heatmap. The book is\n// sampled every `interval` ms into a column of price rows; columns are\n// drawn by the GPU renderers of the chart engine as bar instances (one per\n// cell), in chunks of CHUNK columns uploaded once, so streaming costs one\n// small chunk per column. Trades are bubbles (scatter instances), the best\n// bid / ask are lines; axes, the book profile, the crosshair and the\n// tooltip are drawn on a Canvas2D layer above.\n\nimport { packColor, rampColor, toCss, luminance, type Rgba } from \"../color\";\nimport { createRenderer } from \"../renderers/detect\";\nimport {\n  BAR_STRIDE,\n  GAP,\n  SCATTER_STRIDE,\n  type BarItem,\n  type ChartRenderer,\n  type LineItem,\n  type RenderItem,\n  type ScatterItem,\n} from \"../renderers/types\";\nimport { linearTicks } from \"../scale\";\nimport { timeTicks } from \"../time\";\nimport type { ChartRendererKind } from \"../types\";\nimport {\n  createOrderBookStore,\n  decimalsOf,\n  inferPriceDecimals,\n  inferSizeDecimals,\n  inferTickSize,\n  roundToStep,\n} from \"./book\";\nimport {\n  clamp,\n  createFormatters,\n  ease,\n  fontOf,\n  formatClock,\n  roundRect,\n  sideColors,\n  type Formatters,\n} from \"./format\";\nimport { localeLabels, type LabelDictionary } from \"../locale\";\nimport { createEmitter, createHost, localPoint, tooltipHtml } from \"./host\";\nimport type {\n  OrderBookDelta,\n  OrderBookHeatmapEventMap,\n  OrderBookHeatmapHoverEvent,\n  OrderBookHeatmapInstance,\n  OrderBookHeatmapLabels,\n  OrderBookHeatmapOptions,\n  OrderBookHeatmapScale,\n  OrderBookSide,\n  MarketTrade,\n} from \"./types\";\n\n/** Columns per GPU chunk */\nconst CHUNK = 32;\n/** Colors of the ramp lookup table */\nconst LUT_SIZE = 128;\n\nconst DARK_RAMP = [\n  \"#0b2a4f\",\n  \"#12508f\",\n  \"#1c7fd0\",\n  \"#25b3d6\",\n  \"#4fd6a0\",\n  \"#e9e35a\",\n  \"#ffa23d\",\n  \"#ff5533\",\n];\nconst LIGHT_RAMP = [\n  \"#dbeafe\",\n  \"#93c5fd\",\n  \"#3b82f6\",\n  \"#4338ca\",\n  \"#9333ea\",\n  \"#db2777\",\n  \"#f97316\",\n];\n\nconst LABELS: LabelDictionary<OrderBookHeatmapLabels> = {\n  en: {\n    time: \"Time\",\n    price: \"Price\",\n    liquidity: \"Liquidity\",\n    buys: \"Buys\",\n    sells: \"Sells\",\n    bid: \"Bid\",\n    ask: \"Ask\",\n    name: \"Liquidity heatmap\",\n  },\n  zh: {\n    time: \"时间\",\n    price: \"价格\",\n    liquidity: \"挂单量\",\n    buys: \"主动买入\",\n    sells: \"主动卖出\",\n    bid: \"买一\",\n    ask: \"卖一\",\n    name: \"订单簿热力图\",\n  },\n  ja: {\n    time: \"時刻\",\n    price: \"価格\",\n    liquidity: \"指値量\",\n    buys: \"買い約定\",\n    sells: \"売り約定\",\n    bid: \"最良買気配\",\n    ask: \"最良売気配\",\n    name: \"板ヒートマップ\",\n  },\n  fr: {\n    time: \"Heure\",\n    price: \"Prix\",\n    liquidity: \"Liquidité\",\n    buys: \"Achats\",\n    sells: \"Ventes\",\n    bid: \"Meilleur achat\",\n    ask: \"Meilleure vente\",\n    name: \"Carte de chaleur de la liquidité\",\n  },\n};\n\ninterface Column {\n  /** Sequence number (chunk = seq / CHUNK) */\n  seq: number;\n  /** Start time */\n  time: number;\n  /** Price rows (price / tick, rounded) */\n  bins: Float64Array;\n  sizes: Float32Array;\n  bestBid: number;\n  bestAsk: number;\n  buyVolume: number;\n  buyNotional: number;\n  sellVolume: number;\n  sellNotional: number;\n  /** A robust \"large\" size of the column (4th largest), for the auto scale */\n  reference: number;\n}\n\n/** Normalized intensity (0-1) of a size */\nexport const heatIntensity = (\n  size: number,\n  max: number,\n  scale: OrderBookHeatmapScale,\n  contrast: number,\n): number => {\n  if (!(size > 0) || !(max > 0)) return 0;\n  const r = Math.min(1, (size * contrast) / max);\n  switch (scale) {\n    case \"linear\":\n      return r;\n    case \"sqrt\":\n      return Math.sqrt(r);\n    default:\n      // one decade: a tenth of the hottest size is a fifth of the ramp\n      return Math.log10(1 + 9 * r);\n  }\n};\n\n/**\n * Creates a liquidity heatmap in `container`: resting size over time and\n * price on the GPU, trades as bubbles, best bid / ask lines, the current\n * book profile, zoom / pan and a crosshair tooltip.\n */\nexport const createOrderBookHeatmap = (\n  container: HTMLElement,\n  initial: OrderBookHeatmapOptions = {},\n): OrderBookHeatmapInstance => {\n  let options = initial;\n  const store = createOrderBookStore();\n  const emitter = createEmitter<OrderBookHeatmapEventMap>();\n  let fmt: Formatters = createFormatters(options, 2, 4);\n  let colors = { up: [0, 0, 0, 1] as Rgba, down: [0, 0, 0, 1] as Rgba };\n  let lut = new Uint32Array(LUT_SIZE);\n\n  let tick = 0;\n  let columns: Column[] = [];\n  let seq = 0;\n  /** Start of the open column (the live book), NaN before the first data */\n  let openStart = NaN;\n  const open = { buyVolume: 0, buyNotional: 0, sellVolume: 0, sellNotional: 0 };\n  let lastTrade: MarketTrade | null = null;\n\n  /** Time source: exchange times once any is given, the local clock otherwise */\n  let dataTime = NaN;\n  let dataWall = 0;\n\n  let scaleMax = 0;\n  let bubbleRef = 0;\n  const chunks = new Map<number, BarItem>();\n  const dirtyChunks = new Set<number>();\n  let itemVersion = 0;\n  let headItem: BarItem | null = null;\n  let headVersion = -1;\n  let origin = { x: NaN, y: NaN };\n\n  let renderer: ChartRenderer | null = null;\n  let rendererToken = 0;\n  let destroyed = false;\n  let resolveReady: (kind: ChartRendererKind | null) => void = () => {};\n  const ready = new Promise<ChartRendererKind | null>((resolve) => {\n    resolveReady = resolve;\n  });\n\n  /** View: time range and price range; follows the market unless panned */\n  let follow = true;\n  let windowSpan = NaN;\n  let viewX: [number, number] = [0, 1];\n  let viewY: [number, number] = [0, 1];\n  let yCenter = NaN;\n  let ySpan = NaN;\n  /** The price range was zoomed by the user: no more auto fit */\n  let userSpan = false;\n  let lastFrame = 0;\n  let plot = { x: 0, y: 0, w: 0, h: 0 };\n  let hoverAt: [number, number] | null = null;\n  let hoverKey = \"\";\n  let drag: {\n    x: number;\n    y: number;\n    viewX: [number, number];\n    viewY: [number, number];\n    axis: boolean;\n    span: number;\n  } | null = null;\n\n  const host = createHost(container, {\n    className: \"minerva-orderbook-heatmap\",\n    draw,\n    onTheme: () => {\n      refreshColors();\n      markAllDirty();\n    },\n  });\n  const { root, doc } = host;\n  root.tabIndex = 0;\n  root.setAttribute(\"role\", \"figure\");\n  root.style.touchAction = \"none\";\n\n  /** Texts in the locale, resolved on every option update */\n  let texts = localeLabels(LABELS, options.locale, options.labels);\n  const labels = () => texts;\n  const applyTexts = () => {\n    texts = localeLabels(LABELS, options.locale, options.labels);\n    root.setAttribute(\"aria-label\", options.ariaLabel ?? texts.name);\n  };\n  const interval = () => Math.max(10, options.interval ?? 100);\n  const history = () => Math.max(interval() * 4, options.history ?? 300_000);\n  const depth = () => Math.max(4, Math.round(options.depth ?? 160));\n  const nowTime = () => {\n    if (!Number.isFinite(dataTime)) return Date.now();\n    const elapsed = perfNow() - dataWall;\n    return dataTime + Math.min(Math.max(0, elapsed), interval() * 3);\n  };\n  const perfNow = () =>\n    typeof performance !== \"undefined\" ? performance.now() : Date.now();\n\n  function refreshColors() {\n    const theme = host.theme;\n    colors = sideColors(theme, options);\n    const resolve = (value: string) =>\n      theme.resolve ? theme.resolve(value, theme.primary) : theme.primary;\n    const dark = luminance(theme.background) < 0.4;\n    const stops: Rgba[] = [\n      theme.background,\n      ...(options.colors?.length\n        ? options.colors\n        : dark\n          ? DARK_RAMP\n          : LIGHT_RAMP\n      ).map(resolve),\n    ];\n    lut = new Uint32Array(LUT_SIZE);\n    for (let i = 0; i < LUT_SIZE; i++) {\n      const c = rampColor(stops, i / (LUT_SIZE - 1));\n      lut[i] = packColor([c[0], c[1], c[2], 1]);\n    }\n  }\n\n  const refreshFormat = () => {\n    fmt = createFormatters(\n      options,\n      tick > 0\n        ? Math.max(decimalsOf(tick), inferPriceDecimals(store))\n        : inferPriceDecimals(store),\n      inferSizeDecimals(store),\n    );\n  };\n\n  const markAllDirty = () => {\n    for (const id of chunks.keys()) dirtyChunks.add(id);\n    headVersion = -1;\n    host.invalidate();\n  };\n\n  const clearHistory = () => {\n    columns = [];\n    chunks.clear();\n    dirtyChunks.clear();\n    headItem = null;\n    headVersion = -1;\n    openStart = NaN;\n    origin = { x: NaN, y: NaN };\n    scaleMax = 0;\n    bubbleRef = 0;\n    open.buyVolume = open.buyNotional = open.sellVolume = open.sellNotional = 0;\n  };\n\n  // --------------------------------------------------------------- columns\n\n  const ensureTick = () => {\n    if (tick > 0) return;\n    const base = inferTickSize(store);\n    const mid = store.mid();\n    if (options.tickSize && options.tickSize > 0) tick = options.tickSize;\n    else if (base > 0 && Number.isFinite(mid)) {\n      // rows of about 0.1 basis point: a round multiple of the tick (BTC at\n      // 64,000 with a 0.1 tick: 0.5 rows)\n      const ratio = (mid * 1e-5) / base;\n      let multiple = 1;\n      for (let p = 1; p <= 1e9 && multiple < ratio * 0.75; p *= 10) {\n        for (const m of [1, 2, 5]) {\n          multiple = m * p;\n          if (multiple >= ratio * 0.75) break;\n        }\n      }\n      tick = roundToStep(base * multiple, base);\n    } else tick = Number.isFinite(mid) ? Math.max(1e-8, mid * 1e-5) : 0;\n    if (tick > 0) refreshFormat();\n  };\n\n  /** Samples the book into price rows */\n  const sampleBook = () => {\n    const limit = depth();\n    const bins = new Float64Array(limit * 2);\n    const sizes = new Float32Array(limit * 2);\n    let n = 0;\n    const top = [0, 0, 0, 0];\n    for (const side of [\"bid\", \"ask\"] as const) {\n      const count = store.count(side);\n      let rows = 0;\n      for (let i = 0; i < count; i++) {\n        const bin = Math.round(store.priceAt(side, i) / tick);\n        const size = store.sizeAt(side, i);\n        if (n > 0 && bins[n - 1] === bin && rows > 0) {\n          sizes[n - 1] += size;\n          continue;\n        }\n        if (rows >= limit) break;\n        bins[n] = bin;\n        sizes[n] = size;\n        n++;\n        rows++;\n      }\n    }\n    for (let i = 0; i < n; i++) {\n      const s = sizes[i]!;\n      if (s > top[3]!) {\n        top[3] = s;\n        top.sort((a, b) => b - a);\n      }\n    }\n    return {\n      bins: bins.subarray(0, n),\n      sizes: sizes.subarray(0, n),\n      reference: top[3]! || top[0]!,\n    };\n  };\n\n  /** Closes the open column at `start` with the current book */\n  const closeColumn = (start: number) => {\n    if (!(tick > 0)) return;\n    const { bins, sizes, reference } = sampleBook();\n    const column: Column = {\n      seq: seq++,\n      time: start,\n      bins,\n      sizes,\n      bestBid: store.bestBid(),\n      bestAsk: store.bestAsk(),\n      buyVolume: open.buyVolume,\n      buyNotional: open.buyNotional,\n      sellVolume: open.sellVolume,\n      sellNotional: open.sellNotional,\n      reference,\n    };\n    open.buyVolume = open.buyNotional = open.sellVolume = open.sellNotional = 0;\n    columns.push(column);\n    dirtyChunks.add(Math.floor(column.seq / CHUNK));\n    // the auto color scale: average reference of the recent columns, moved\n    // only on a clear change (a change recolors every chunk)\n    if (options.maxSize === undefined) {\n      const recent = columns.slice(-100);\n      let sum = 0;\n      for (const c of recent) sum += c.reference;\n      const target = (sum / recent.length) * 1.6;\n      if (!(scaleMax > 0) || Math.abs(target / scaleMax - 1) > 0.3) {\n        scaleMax = target;\n        for (const id of chunks.keys()) dirtyChunks.add(id);\n        headVersion = -1;\n      }\n    }\n    // history\n    const oldest = start - history();\n    let drop = 0;\n    while (drop < columns.length && columns[drop]!.time < oldest) drop++;\n    if (drop) {\n      columns = columns.slice(drop);\n      const first = columns[0] ? Math.floor(columns[0].seq / CHUNK) : Infinity;\n      for (const id of [...chunks.keys()]) {\n        if (id < first) chunks.delete(id);\n      }\n    }\n  };\n\n  /** Closes every column ending before `time` */\n  const advance = (time: number) => {\n    if (!Number.isFinite(time)) return;\n    const step = interval();\n    if (!Number.isFinite(openStart)) {\n      openStart = Math.floor(time / step) * step;\n      return;\n    }\n    if (time - openStart > history()) {\n      // a long gap: one column, then jump\n      closeColumn(openStart);\n      openStart = Math.floor(time / step) * step;\n      return;\n    }\n    while (time >= openStart + step) {\n      closeColumn(openStart);\n      openStart += step;\n    }\n  };\n\n  const noteTime = (time: number | undefined) => {\n    if (time === undefined || !Number.isFinite(time)) return Date.now();\n    if (!Number.isFinite(dataTime) || time >= dataTime) {\n      dataTime = time;\n      dataWall = perfNow();\n    }\n    return time;\n  };\n\n  /** Column containing a time (`null` for the open one or outside) */\n  const columnAt = (time: number): Column | null => {\n    let lo = 0;\n    let hi = columns.length - 1;\n    const step = interval();\n    while (lo <= hi) {\n      const mid = (lo + hi) >>> 1;\n      const c = columns[mid]!;\n      if (time < c.time) hi = mid - 1;\n      else if (time >= c.time + step) lo = mid + 1;\n      else return c;\n    }\n    return null;\n  };\n\n  // --------------------------------------------------------------- items\n\n  const ensureOrigin = () => {\n    if (Number.isFinite(origin.x)) return;\n    const mid = store.mid();\n    origin = {\n      x: Number.isFinite(openStart) ? openStart : 0,\n      y: Number.isFinite(mid) ? mid : 0,\n    };\n  };\n\n  const intensityIndex = (size: number) => {\n    const t = heatIntensity(\n      size,\n      options.maxSize ?? scaleMax,\n      options.colorScale ?? \"log\",\n      Math.max(0.01, options.contrast ?? 1),\n    );\n    return Math.round(t * (LUT_SIZE - 1));\n  };\n\n  /** Bar instances of a set of columns (empty cells skipped) */\n  const cellsItem = (\n    key: string,\n    list: readonly { time: number; bins: Float64Array; sizes: Float32Array }[],\n  ): BarItem => {\n    const step = interval();\n    let count = 0;\n    for (const c of list) {\n      for (let i = 0; i < c.sizes.length; i++) {\n        if (intensityIndex(c.sizes[i]!) > 0) count++;\n      }\n    }\n    const instances = new ArrayBuffer(Math.max(1, count) * BAR_STRIDE);\n    const f = new Float32Array(instances);\n    const u = new Uint32Array(instances);\n    let k = 0;\n    // cells overlap a little: no seams between neighbours after rasterization\n    const half = (tick / 2) * 1.06;\n    for (const c of list) {\n      const x = c.time + step / 2 - origin.x;\n      for (let i = 0; i < c.sizes.length; i++) {\n        const level = intensityIndex(c.sizes[i]!);\n        if (level <= 0) continue;\n        const price = c.bins[i]! * tick - origin.y;\n        f[k * 4] = x;\n        f[k * 4 + 1] = price - half;\n        f[k * 4 + 2] = price + half;\n        u[k * 4 + 3] = lut[level]!;\n        k++;\n      }\n    }\n    return {\n      kind: \"bar\",\n      key,\n      version: ++itemVersion,\n      color: [1, 1, 1, 1],\n      instances,\n      count,\n      halfWidth: (step / 2) * 1.06,\n      radius: 0,\n      // a positive inset turns on the renderers' overlap of small cells (no\n      // seam between neighbours); 0.01 px leaves no visible gap on large ones\n      inset: 0.01,\n      minHalf: 0,\n      sorted: true,\n    };\n  };\n\n  const chunkItems = (): BarItem[] => {\n    if (dirtyChunks.size) {\n      const byChunk = new Map<number, Column[]>();\n      for (const c of columns) {\n        const id = Math.floor(c.seq / CHUNK);\n        if (!dirtyChunks.has(id)) continue;\n        let list = byChunk.get(id);\n        if (!list) byChunk.set(id, (list = []));\n        list.push(c);\n      }\n      for (const id of dirtyChunks) {\n        const list = byChunk.get(id);\n        if (list) chunks.set(id, cellsItem(`heat:${id}`, list));\n        else chunks.delete(id);\n      }\n      dirtyChunks.clear();\n    }\n    return [...chunks.values()];\n  };\n\n  const visibleColumns = () => {\n    const step = interval();\n    const out: Column[] = [];\n    // binary search of the first visible column\n    let lo = 0;\n    let hi = columns.length;\n    while (lo < hi) {\n      const mid = (lo + hi) >>> 1;\n      if (columns[mid]!.time + step < viewX[0]) lo = mid + 1;\n      else hi = mid;\n    }\n    for (let i = lo; i < columns.length; i++) {\n      const c = columns[i]!;\n      if (c.time > viewX[1]) break;\n      out.push(c);\n    }\n    return out;\n  };\n\n  const bubblesItem = (visible: readonly Column[]): ScatterItem | null => {\n    if (options.bubbles === false) return null;\n    const step = interval();\n    const all: [number, number, number, boolean][] = [];\n    const push = (\n      time: number,\n      volume: number,\n      notional: number,\n      buy: boolean,\n    ) => {\n      if (volume > 0)\n        all.push([time + step / 2, notional / volume, volume, buy]);\n    };\n    for (const c of visible) {\n      push(c.time, c.sellVolume, c.sellNotional, false);\n      push(c.time, c.buyVolume, c.buyNotional, true);\n    }\n    if (Number.isFinite(openStart)) {\n      push(openStart, open.sellVolume, open.sellNotional, false);\n      push(openStart, open.buyVolume, open.buyNotional, true);\n    }\n    if (!all.length) return null;\n    let max = 0;\n    for (const b of all) max = Math.max(max, b[2]);\n    bubbleRef = bubbleRef > 0 ? Math.max(max, bubbleRef * 0.995) : max;\n    const ref = options.bubbleVolume ?? bubbleRef;\n    const maxD = Math.max(4, options.bubbleSize ?? 28);\n    const buffer = new ArrayBuffer(all.length * SCATTER_STRIDE);\n    const f = new Float32Array(buffer);\n    const u = new Uint32Array(buffer);\n    const up = packColor([colors.up[0], colors.up[1], colors.up[2], 0.78]);\n    const down = packColor([\n      colors.down[0],\n      colors.down[1],\n      colors.down[2],\n      0.78,\n    ]);\n    all.forEach(([x, price, volume, buy], i) => {\n      f[i * 4] = x - origin.x;\n      f[i * 4 + 1] = price - origin.y;\n      f[i * 4 + 2] = clamp(Math.sqrt(volume / ref) * maxD, 3, maxD);\n      u[i * 4 + 3] = buy ? up : down;\n    });\n    return {\n      kind: \"scatter\",\n      key: \"trades\",\n      version: ++itemVersion,\n      color: colors.up,\n      instances: buffer,\n      count: all.length,\n      opacity: 1,\n      stroke: 1.25,\n    };\n  };\n\n  const lineItems = (visible: readonly Column[]): LineItem[] => {\n    if (options.bestLines === false) return [];\n    const step = interval();\n    const build = (key: string, pick: (c: Column) => number, color: Rgba) => {\n      const n = visible.length + (Number.isFinite(openStart) ? 1 : 0);\n      const points = new Float32Array(n * 4);\n      const write = (i: number, time: number, price: number) => {\n        const y = Number.isFinite(price) ? price - origin.y : GAP;\n        points[i * 4] = time - origin.x;\n        points[i * 4 + 1] = y;\n        points[i * 4 + 2] = time + step - origin.x;\n        points[i * 4 + 3] = y;\n      };\n      visible.forEach((c, i) => write(i, c.time, pick(c)));\n      if (Number.isFinite(openStart)) {\n        const price = key === \"bid\" ? store.bestBid() : store.bestAsk();\n        write(visible.length, openStart, price);\n      }\n      const item: LineItem = {\n        kind: \"line\",\n        key: `best:${key}`,\n        version: ++itemVersion,\n        color,\n        points,\n        count: n * 2,\n        width: 1.5,\n        sorted: true,\n      };\n      return item;\n    };\n    return [\n      build(\"bid\", (c) => c.bestBid, colors.up),\n      build(\"ask\", (c) => c.bestAsk, colors.down),\n    ];\n  };\n\n  const headCells = (): BarItem | null => {\n    if (!Number.isFinite(openStart) || !(tick > 0)) return null;\n    const version = store.version();\n    if (headItem && headVersion === version) return headItem;\n    const { bins, sizes } = sampleBook();\n    headItem = cellsItem(\"heat:head\", [{ time: openStart, bins, sizes }]);\n    headVersion = version;\n    return headItem;\n  };\n\n  // ---------------------------------------------------------------- draw\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 l = labels();\n    const fontSize = options.fontSize ?? (width < 420 ? 10 : 11);\n    const step = interval();\n    const live = !Number.isFinite(dataTime);\n    if (live && store.count(\"bid\") + store.count(\"ask\") > 0)\n      advance(Date.now());\n    const time = nowTime();\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    // layout\n    const mid = store.mid();\n    const sample = fmt.price(Number.isFinite(mid) ? mid * 1.0001 : 0);\n    const axisW = Math.ceil(ctx.measureText(sample).width) + 16;\n    const profileW =\n      options.profile === false ? 0 : Math.round(clamp(width * 0.1, 36, 84));\n    const timeH = fontSize + 12;\n    plot = {\n      x: 0,\n      y: 0,\n      w: Math.max(10, width - axisW - profileW),\n      h: Math.max(10, height - timeH),\n    };\n\n    // view\n    if (!Number.isFinite(windowSpan))\n      windowSpan = Math.max(step * 10, options.window ?? 60_000);\n    if (!Number.isFinite(ySpan) || ySpan <= 0) {\n      ensureTick();\n      ySpan = options.priceSpan ?? (tick > 0 ? tick * 60 : NaN);\n    }\n    if (follow) {\n      const right = time + step * 1.5;\n      viewX = [right - windowSpan, right];\n      // fit the prices traded in the window (best bid / ask), with room\n      let lo = store.bestBid();\n      let hi = store.bestAsk();\n      if (!Number.isFinite(lo)) lo = hi;\n      if (!Number.isFinite(hi)) hi = lo;\n      for (const c of visibleColumns()) {\n        if (c.bestBid < lo) lo = c.bestBid;\n        if (c.bestAsk > hi) hi = c.bestAsk;\n      }\n      if (Number.isFinite(lo) && Number.isFinite(hi)) {\n        const k = Number.isFinite(yCenter) ? ease(dt, 260) : 1;\n        const center = (lo + hi) / 2;\n        yCenter = Number.isFinite(yCenter)\n          ? yCenter + (center - yCenter) * k\n          : center;\n        if (!userSpan && options.priceSpan === undefined && tick > 0) {\n          const target = Math.max(tick * 60, (hi - lo) * 1.5);\n          ySpan += (target - ySpan) * k;\n        }\n      } else if (Number.isFinite(mid)) {\n        yCenter = Number.isFinite(yCenter)\n          ? yCenter + (mid - yCenter) * ease(dt, 220)\n          : mid;\n      }\n      if (Number.isFinite(yCenter) && Number.isFinite(ySpan))\n        viewY = [yCenter - ySpan / 2, yCenter + ySpan / 2];\n    }\n    const [x0, x1] = viewX;\n    const [y0, y1] = viewY;\n    const xOf = (t: number) => plot.x + ((t - x0) / (x1 - x0)) * plot.w;\n    const yOf = (p: number) =>\n      plot.y + plot.h - ((p - y0) / (y1 - y0)) * plot.h;\n\n    // data layer\n    const visible = visibleColumns();\n    if (renderer && tick > 0) {\n      ensureOrigin();\n      const canvas = renderer.canvas;\n      canvas.style.left = `${plot.x}px`;\n      canvas.style.top = `${plot.y}px`;\n      canvas.style.width = `${plot.w}px`;\n      canvas.style.height = `${plot.h}px`;\n      const bw = Math.max(1, Math.round(plot.w * dpr));\n      const bh = Math.max(1, Math.round(plot.h * dpr));\n      if (canvas.width !== bw || canvas.height !== bh) renderer.resize(bw, bh);\n      const items: RenderItem[] = chunkItems();\n      const head = headCells();\n      if (head) items.push(head);\n      items.push(...lineItems(visible));\n      const bubbles = bubblesItem(visible);\n      if (bubbles) items.push(bubbles);\n      const xScale = 2 / (x1 - x0);\n      const yScale = 2 / (y1 - y0);\n      renderer.render(items, {\n        transform: {\n          xScale,\n          xOffset: (origin.x - x0) * xScale - 1,\n          yScale,\n          yOffset: (origin.y - y0) * yScale - 1,\n        },\n        width: bw,\n        height: bh,\n        dpr,\n      });\n    }\n\n    // price grid and axis\n    const right = plot.x + plot.w + profileW;\n    const yTicks = Number.isFinite(y0)\n      ? linearTicks(y0, y1, Math.max(2, Math.floor(plot.h / 44)))\n      : [];\n    ctx.strokeStyle = toCss(theme.text, 0.07);\n    ctx.lineWidth = 1;\n    ctx.beginPath();\n    for (const p of yTicks) {\n      const y = Math.round(yOf(p)) + 0.5;\n      ctx.moveTo(plot.x, y);\n      ctx.lineTo(right, y);\n    }\n    ctx.stroke();\n    ctx.fillStyle = toCss(theme.textMuted);\n    ctx.textAlign = \"left\";\n    ctx.textBaseline = \"middle\";\n    for (const p of yTicks) {\n      const y = yOf(p);\n      if (y < 6 || y > plot.h - 6) continue;\n      ctx.fillText(fmt.price(p), right + 6, y);\n    }\n\n    // time axis\n    const xt = timeTicks(x0, x1, Math.max(2, Math.floor(plot.w / 90)));\n    ctx.textAlign = \"center\";\n    ctx.textBaseline = \"top\";\n    for (const t of xt.values) {\n      const x = xOf(t);\n      if (x < 20 || x > plot.x + plot.w - 20) continue;\n      ctx.fillText(xt.format(t), x, plot.y + plot.h + 6);\n    }\n    ctx.strokeStyle = toCss(theme.axis);\n    ctx.beginPath();\n    ctx.moveTo(0, Math.round(plot.y + plot.h) + 0.5);\n    ctx.lineTo(width, Math.round(plot.y + plot.h) + 0.5);\n    ctx.moveTo(Math.round(right) + 0.5, 0);\n    ctx.lineTo(Math.round(right) + 0.5, plot.y + plot.h);\n    ctx.stroke();\n\n    // current book profile\n    if (profileW && tick > 0 && Number.isFinite(y0)) {\n      const px = plot.x + plot.w;\n      ctx.fillStyle = toCss(theme.background, 0.85);\n      ctx.fillRect(px, plot.y, profileW, plot.h);\n      const rowPx = Math.max(1, (tick / (y1 - y0)) * plot.h);\n      let maxSize = 0;\n      const sides = ([\"bid\", \"ask\"] as const).map((side) => {\n        const { price, size, count } = store.levels(side, {\n          step: tick,\n          limit: depth(),\n        });\n        for (let i = 0; i < count; i++) {\n          if (price[i]! >= y0 && price[i]! <= y1)\n            maxSize = Math.max(maxSize, size[i]!);\n        }\n        return { side, price, size, count };\n      });\n      for (const { side, price, size, count } of sides) {\n        ctx.fillStyle = toCss(side === \"bid\" ? colors.up : colors.down, 0.6);\n        for (let i = 0; i < count; i++) {\n          const p = price[i]!;\n          if (p < y0 || p > y1 || maxSize <= 0) continue;\n          const w = (size[i]! / maxSize) * (profileW - 4);\n          const y = yOf(p) - rowPx / 2;\n          ctx.fillRect(\n            px + 2,\n            y + (rowPx > 3 ? 0.5 : 0),\n            w,\n            Math.max(1, rowPx - (rowPx > 3 ? 1 : 0)),\n          );\n        }\n      }\n    }\n\n    // price tags: best bid / ask and the last trade\n    const tag = (price: number, color: Rgba, filled: boolean) => {\n      if (!Number.isFinite(price) || price < y0 || price > y1) return;\n      const y = clamp(yOf(price), 8, plot.h - 8);\n      const text = fmt.price(price);\n      ctx.font = fontOf(theme, options, 600, fontSize);\n      const w = ctx.measureText(text).width + 10;\n      ctx.fillStyle = filled ? toCss(color) : toCss(theme.background);\n      roundRect(ctx, right + 1, y - 8, Math.min(w, width - right - 2), 16, 3);\n      ctx.fill();\n      if (!filled) {\n        ctx.strokeStyle = toCss(color);\n        ctx.stroke();\n      }\n      ctx.fillStyle = filled ? \"#fff\" : toCss(color);\n      ctx.textAlign = \"left\";\n      ctx.textBaseline = \"middle\";\n      ctx.fillText(text, right + 6, y + 0.5);\n      ctx.font = fontOf(theme, options, 400, fontSize);\n    };\n    tag(store.bestBid(), colors.up, true);\n    tag(store.bestAsk(), colors.down, true);\n    // the last trade only when it does not cover the best bid / ask tags\n    const clear = (price: number) =>\n      !Number.isFinite(price) ||\n      Math.abs(yOf(price) - yOf(lastTrade?.price ?? NaN)) >= 17;\n    if (lastTrade && clear(store.bestBid()) && clear(store.bestAsk()))\n      tag(\n        lastTrade.price,\n        lastTrade.side === \"buy\" ? colors.up : colors.down,\n        false,\n      );\n\n    // crosshair and tooltip\n    drawHover(ctx, xOf, yOf, fontSize, right, l);\n\n    if (!renderer && !host.root.dataset.renderer) {\n      // no backend yet: nothing else to draw\n    }\n    host.describe(\n      `${options.ariaLabel ?? l.name}. ${l.bid} ${fmt.price(store.bestBid())}, ${l.ask} ${fmt.price(store.bestAsk())}.`,\n    );\n    // keep scrolling while following a live market\n    const fresh = live || perfNow() - dataWall < 2000;\n    return follow && fresh && Number.isFinite(openStart);\n  }\n\n  function drawHover(\n    ctx: CanvasRenderingContext2D,\n    xOf: (t: number) => number,\n    yOf: (p: number) => number,\n    fontSize: number,\n    right: number,\n    l: OrderBookHeatmapLabels,\n  ) {\n    const { theme } = host;\n    const hide = () => {\n      host.tooltip.style.display = \"none\";\n      if (hoverKey) {\n        hoverKey = \"\";\n        emitter.emit(\"hover\", null);\n      }\n    };\n    if (!hoverAt || options.tooltip === false || !(tick > 0) || drag) {\n      hide();\n      return;\n    }\n    const [hx, hy] = hoverAt;\n    if (\n      hx < plot.x ||\n      hx > plot.x + plot.w ||\n      hy < plot.y ||\n      hy > plot.y + plot.h\n    ) {\n      hide();\n      return;\n    }\n    const [x0, x1] = viewX;\n    const [y0, y1] = viewY;\n    const time = x0 + ((hx - plot.x) / plot.w) * (x1 - x0);\n    const price = y0 + ((plot.y + plot.h - hy) / plot.h) * (y1 - y0);\n    const bin = Math.round(price / tick);\n    const rowPrice = +(bin * tick).toFixed(Math.min(12, decimalsOf(tick) + 2));\n    const column = columnAt(time);\n    const step = interval();\n    let size = 0;\n    let bestBid = NaN;\n    let bestAsk = NaN;\n    let buyVolume = 0;\n    let sellVolume = 0;\n    let start = NaN;\n    if (column) {\n      for (let i = 0; i < column.bins.length; i++) {\n        if (column.bins[i] === bin) size += column.sizes[i]!;\n      }\n      ({ bestBid, bestAsk, buyVolume, sellVolume } = column);\n      start = column.time;\n    } else if (Number.isFinite(openStart) && time >= openStart) {\n      const levels = ([\"bid\", \"ask\"] as const).map((side) =>\n        store.levels(side, { step: tick, limit: depth() }),\n      );\n      for (const lv of levels) {\n        for (let i = 0; i < lv.count; i++) {\n          if (Math.round(lv.price[i]! / tick) === bin) size += lv.size[i]!;\n        }\n      }\n      bestBid = store.bestBid();\n      bestAsk = store.bestAsk();\n      buyVolume = open.buyVolume;\n      sellVolume = open.sellVolume;\n      start = openStart;\n    }\n    const side: OrderBookSide | null =\n      rowPrice <= bestBid ? \"bid\" : rowPrice >= bestAsk ? \"ask\" : null;\n\n    // crosshair\n    ctx.strokeStyle = toCss(theme.text, 0.45);\n    ctx.setLineDash([3, 3]);\n    ctx.beginPath();\n    ctx.moveTo(Math.round(hx) + 0.5, plot.y);\n    ctx.lineTo(Math.round(hx) + 0.5, plot.y + plot.h);\n    const ry = Math.round(yOf(rowPrice)) + 0.5;\n    ctx.moveTo(plot.x, ry);\n    ctx.lineTo(right, ry);\n    ctx.stroke();\n    ctx.setLineDash([]);\n    if (Number.isFinite(start)) {\n      // outline of the hovered cell\n      const cx0 = xOf(start);\n      const cx1 = xOf(start + step);\n      const cy0 = yOf(rowPrice + tick / 2);\n      const cy1 = yOf(rowPrice - tick / 2);\n      ctx.strokeStyle = toCss(theme.text, 0.85);\n      ctx.strokeRect(cx0, cy0, Math.max(2, cx1 - cx0), Math.max(2, cy1 - cy0));\n    }\n    // price label on the axis\n    ctx.font = fontOf(theme, options, 600, fontSize);\n    const text = fmt.price(rowPrice);\n    const w = Math.min(\n      ctx.measureText(text).width + 10,\n      host.width - right - 2,\n    );\n    ctx.fillStyle = toCss(theme.text);\n    roundRect(ctx, right + 1, ry - 8, w, 16, 3);\n    ctx.fill();\n    ctx.fillStyle = toCss(theme.background);\n    ctx.textAlign = \"left\";\n    ctx.textBaseline = \"middle\";\n    ctx.fillText(text, right + 6, ry + 0.5);\n    ctx.font = fontOf(theme, options, 400, fontSize);\n\n    const sideColor =\n      side === \"bid\" ? colors.up : side === \"ask\" ? colors.down : theme.text;\n    tooltipHtml(\n      doc,\n      host.tooltip,\n      {\n        text: Number.isFinite(start) ? formatClock(start) : formatClock(time),\n        color: undefined,\n      },\n      [\n        [l.price, fmt.price(rowPrice)],\n        [l.liquidity, fmt.size(size)],\n        [l.buys, fmt.size(buyVolume)],\n        [l.sells, fmt.size(sellVolume)],\n      ],\n    );\n    host.tooltip.style.display = \"block\";\n    host.tooltip.style.borderLeft = `3px solid ${toCss(sideColor)}`;\n    host.placeTooltip(\n      host.tooltip,\n      hx,\n      hy,\n      hx > plot.w * 0.6 ? \"left\" : \"right\",\n    );\n\n    const key = `${start}|${bin}|${size}|${buyVolume}|${sellVolume}`;\n    if (key !== hoverKey) {\n      hoverKey = key;\n      const event: OrderBookHeatmapHoverEvent = {\n        time: Number.isFinite(start) ? start : time,\n        price: rowPrice,\n        size,\n        side,\n        buyVolume,\n        sellVolume,\n      };\n      emitter.emit(\"hover\", event);\n    }\n  }\n\n  // ------------------------------------------------------------ renderer\n\n  const initRenderer = async (exclude: Set<ChartRendererKind> = new Set()) => {\n    const token = ++rendererToken;\n    const next = await createRenderer(\n      options.renderer ?? \"auto\",\n      () => {\n        const canvas = doc.createElement(\"canvas\");\n        Object.assign(canvas.style, {\n          position: \"absolute\",\n          left: \"0\",\n          top: \"0\",\n          pointerEvents: \"none\",\n        });\n        canvas.setAttribute(\"aria-hidden\", \"true\");\n        return canvas;\n      },\n      (kind) => {\n        if (destroyed || renderer?.kind !== kind) return;\n        renderer.destroy();\n        renderer.canvas.remove();\n        renderer = null;\n        void initRenderer(new Set([...exclude, kind]));\n      },\n      exclude,\n    );\n    if (destroyed || token !== rendererToken) {\n      next?.destroy();\n      return;\n    }\n    if (renderer) {\n      renderer.destroy();\n      renderer.canvas.remove();\n    }\n    renderer = next;\n    if (next) {\n      root.dataset.renderer = next.kind;\n      root.insertBefore(next.canvas, host.canvas);\n      emitter.emit(\"renderer\", next.kind);\n    }\n    resolveReady(next?.kind ?? null);\n    host.invalidate();\n  };\n\n  // --------------------------------------------------------- interaction\n\n  const setFollow = (value: boolean) => {\n    if (follow === value) return;\n    follow = value;\n    emitter.emit(\"follow\", value);\n  };\n\n  const onPointerDown = (event: PointerEvent) => {\n    if (options.interactive === false) return;\n    const [x, y] = localPoint(root, event);\n    root.setPointerCapture?.(event.pointerId);\n    drag = {\n      x,\n      y,\n      viewX: [...viewX],\n      viewY: [...viewY],\n      axis: x > plot.x + plot.w,\n      span: viewY[1] - viewY[0],\n    };\n  };\n  const onPointerMove = (event: PointerEvent) => {\n    const [x, y] = localPoint(root, event);\n    hoverAt = [x, y];\n    if (drag) {\n      const dx = x - drag.x;\n      const dy = y - drag.y;\n      if (drag.axis) {\n        // dragging the price axis scales the prices around the center\n        const span = drag.span * Math.exp(dy * 0.006);\n        const c = (drag.viewY[0] + drag.viewY[1]) / 2;\n        ySpan = span;\n        userSpan = true;\n        viewY = [c - span / 2, c + span / 2];\n        if (follow) yCenter = c;\n      } else if (Math.abs(dx) + Math.abs(dy) > 3) {\n        setFollow(false);\n        const tx = ((drag.viewX[1] - drag.viewX[0]) / plot.w) * dx;\n        const ty = ((drag.viewY[1] - drag.viewY[0]) / plot.h) * dy;\n        viewX = [drag.viewX[0] - tx, drag.viewX[1] - tx];\n        viewY = [drag.viewY[0] + ty, drag.viewY[1] + ty];\n      }\n    }\n    host.invalidate();\n  };\n  const onPointerUp = (event: PointerEvent) => {\n    root.releasePointerCapture?.(event.pointerId);\n    drag = null;\n    host.invalidate();\n  };\n  const onPointerLeave = () => {\n    if (drag) return;\n    hoverAt = null;\n    host.invalidate();\n  };\n  const zoomTime = (factor: number, anchorX: number) => {\n    const [a, b] = viewX;\n    const span = clamp((b - a) * factor, interval() * 10, history());\n    windowSpan = span;\n    if (!follow) {\n      const t = a + ((anchorX - plot.x) / plot.w) * (b - a);\n      const r = (t - a) / (b - a);\n      viewX = [t - span * r, t + span * (1 - r)];\n    }\n    host.invalidate();\n  };\n  const zoomPrice = (factor: number) => {\n    const span = clamp(\n      (viewY[1] - viewY[0]) * factor,\n      tick * 6 || 1e-9,\n      Infinity,\n    );\n    const c = (viewY[0] + viewY[1]) / 2;\n    ySpan = span;\n    userSpan = true;\n    viewY = [c - span / 2, c + span / 2];\n    host.invalidate();\n  };\n  const onWheel = (event: WheelEvent) => {\n    if (options.interactive === false || !(event.ctrlKey || event.metaKey))\n      return;\n    event.preventDefault();\n    const [x] = localPoint(root, event);\n    const factor = Math.exp(event.deltaY * 0.002);\n    if (event.shiftKey || x > plot.x + plot.w) zoomPrice(factor);\n    else zoomTime(factor, x);\n  };\n  const onDoubleClick = () => {\n    if (options.interactive === false) return;\n    instance.resetView();\n  };\n  const onKeyDown = (event: KeyboardEvent) => {\n    if (options.interactive === false) return;\n    switch (event.key) {\n      case \"+\":\n      case \"=\":\n        zoomTime(0.8, plot.x + plot.w);\n        break;\n      case \"-\":\n        zoomTime(1.25, plot.x + plot.w);\n        break;\n      case \"ArrowUp\":\n      case \"ArrowDown\": {\n        if (event.shiftKey) {\n          zoomPrice(event.key === \"ArrowUp\" ? 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 tick = 0;\n      yCenter = NaN;\n      ySpan = NaN;\n      userSpan = false;\n      host.invalidate();\n    },\n    setOptions(next) {\n      const previous = options;\n      options = next;\n      applyTexts();\n      if (\n        next.tickSize !== previous.tickSize ||\n        (next.interval ?? 100) !== (previous.interval ?? 100)\n      ) {\n        clearHistory();\n        tick = 0;\n        ySpan = NaN;\n        ensureTick();\n      }\n      if (next.window !== previous.window) windowSpan = NaN;\n      if (next.priceSpan !== previous.priceSpan) ySpan = NaN;\n      if ((next.renderer ?? \"auto\") !== (previous.renderer ?? \"auto\"))\n        void initRenderer();\n      refreshColors();\n      refreshFormat();\n      markAllDirty();\n    },\n    resetView() {\n      windowSpan = NaN;\n      ySpan = NaN;\n      userSpan = false;\n      yCenter = NaN;\n      setFollow(true);\n      host.invalidate();\n    },\n    getRenderer: () => renderer?.kind ?? null,\n    ready,\n    getStore: 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package/dist/charts/engine/orderbook/heatmap.d.cts

@@ -0,0 +1,9 @@
+import { OrderBookHeatmapInstance, OrderBookHeatmapOptions, OrderBookHeatmapScale } from './types.cjs';
+/** Normalized intensity (0-1) of a size */
+export declare const heatIntensity: (size: number, max: number, scale: OrderBookHeatmapScale, contrast: number) => number;
+/**
+ * Creates a liquidity heatmap in `container`: resting size over time and
+ * price on the GPU, trades as bubbles, best bid / ask lines, the current
+ * book profile, zoom / pan and a crosshair tooltip.
+ */
+export declare const createOrderBookHeatmap: (container: HTMLElement, initial?: OrderBookHeatmapOptions) => OrderBookHeatmapInstance;