minerva-design 1.3.0 → 1.4.0

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

@@ -0,0 +1,9 @@
+import { OrderBookHeatmapInstance, OrderBookHeatmapOptions, OrderBookHeatmapScale } from './types.js';
+/** 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;

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

@@ -0,0 +1,703 @@
+import { luminance as e, packColor as t, rampColor as n, toCss as r } from "../color.js";
+import { GAP as i } from "../renderers/types.js";
+import { localeLabels as a } from "../locale.js";
+import { linearTicks as o } from "../scale.js";
+import { createRenderer as s } from "../renderers/detect.js";
+import { timeTicks as c } from "../time.js";
+import { createOrderBookStore as l, decimalsOf as u, inferPriceDecimals as d, inferSizeDecimals as f, inferTickSize as ee, roundToStep as te } from "./book.js";
+import { clamp as p, createFormatters as m, ease as ne, fontOf as re, formatClock as ie, roundRect as ae, sideColors as h } from "./format.js";
+import { createEmitter as g, createHost as _, localPoint as v, tooltipHtml as oe } from "./host.js";
+//#region src/engine/orderbook/heatmap.ts
+var y = 32, b = 128, x = [
+	"#0b2a4f",
+	"#12508f",
+	"#1c7fd0",
+	"#25b3d6",
+	"#4fd6a0",
+	"#e9e35a",
+	"#ffa23d",
+	"#ff5533"
+], S = [
+	"#dbeafe",
+	"#93c5fd",
+	"#3b82f6",
+	"#4338ca",
+	"#9333ea",
+	"#db2777",
+	"#f97316"
+], C = {
+	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"
+	}
+}, w = (e, t, n, r) => {
+	if (!(e > 0) || !(t > 0)) return 0;
+	let i = Math.min(1, e * r / t);
+	switch (n) {
+		case "linear": return i;
+		case "sqrt": return Math.sqrt(i);
+		default: return Math.log10(1 + 9 * i);
+	}
+}, T = (T, E = {}) => {
+	let D = E, O = l(), k = g(), A = m(D, 2, 4), j = {
+		up: [
+			0,
+			0,
+			0,
+			1
+		],
+		down: [
+			0,
+			0,
+			0,
+			1
+		]
+	}, M = new Uint32Array(b), N = 0, P = [], se = 0, F = NaN, I = {
+		buyVolume: 0,
+		buyNotional: 0,
+		sellVolume: 0,
+		sellNotional: 0
+	}, L = null, R = NaN, ce = 0, le = 0, ue = 0, z = /* @__PURE__ */ new Map(), B = /* @__PURE__ */ new Set(), de = 0, fe = null, pe = -1, V = {
+		x: NaN,
+		y: NaN
+	}, H = null, me = 0, he = !1, ge = () => {}, _e = new Promise((e) => {
+		ge = e;
+	}), U = !0, W = NaN, G = [0, 1], K = [0, 1], q = NaN, J = NaN, ve = !1, ye = 0, Y = {
+		x: 0,
+		y: 0,
+		w: 0,
+		h: 0
+	}, be = null, xe = "", X = null, Z = _(T, {
+		className: "minerva-orderbook-heatmap",
+		draw: Je,
+		onTheme: () => {
+			Ae(), Me();
+		}
+	}), { root: Q, doc: Se } = Z;
+	Q.tabIndex = 0, Q.setAttribute("role", "figure"), Q.style.touchAction = "none";
+	let Ce = a(C, D.locale, D.labels), we = () => Ce, Te = () => {
+		Ce = a(C, D.locale, D.labels), Q.setAttribute("aria-label", D.ariaLabel ?? Ce.name);
+	}, $ = () => Math.max(10, D.interval ?? 100), Ee = () => Math.max($() * 4, D.history ?? 3e5), De = () => Math.max(4, Math.round(D.depth ?? 160)), Oe = () => {
+		if (!Number.isFinite(R)) return Date.now();
+		let e = ke() - ce;
+		return R + Math.min(Math.max(0, e), $() * 3);
+	}, ke = () => typeof performance < "u" ? performance.now() : Date.now();
+	function Ae() {
+		let r = Z.theme;
+		j = h(r, D);
+		let i = (e) => r.resolve ? r.resolve(e, r.primary) : r.primary, a = e(r.background) < .4, o = [r.background, ...(D.colors?.length ? D.colors : a ? x : S).map(i)];
+		M = new Uint32Array(b);
+		for (let e = 0; e < b; e++) {
+			let r = n(o, e / 127);
+			M[e] = t([
+				r[0],
+				r[1],
+				r[2],
+				1
+			]);
+		}
+	}
+	let je = () => {
+		A = m(D, N > 0 ? Math.max(u(N), d(O)) : d(O), f(O));
+	}, Me = () => {
+		for (let e of z.keys()) B.add(e);
+		pe = -1, Z.invalidate();
+	}, Ne = () => {
+		P = [], z.clear(), B.clear(), fe = null, pe = -1, F = NaN, V = {
+			x: NaN,
+			y: NaN
+		}, le = 0, ue = 0, I.buyVolume = I.buyNotional = I.sellVolume = I.sellNotional = 0;
+	}, Pe = () => {
+		if (N > 0) return;
+		let e = ee(O), t = O.mid();
+		if (D.tickSize && D.tickSize > 0) N = D.tickSize;
+		else if (e > 0 && Number.isFinite(t)) {
+			let n = t * 1e-5 / e, r = 1;
+			for (let e = 1; e <= 1e9 && r < n * .75; e *= 10) for (let t of [
+				1,
+				2,
+				5
+			]) if (r = t * e, r >= n * .75) break;
+			N = te(e * r, e);
+		} else N = Number.isFinite(t) ? Math.max(1e-8, t * 1e-5) : 0;
+		N > 0 && je();
+	}, Fe = () => {
+		let e = De(), t = new Float64Array(e * 2), n = new Float32Array(e * 2), r = 0, i = [
+			0,
+			0,
+			0,
+			0
+		];
+		for (let i of ["bid", "ask"]) {
+			let a = O.count(i), o = 0;
+			for (let s = 0; s < a; s++) {
+				let a = Math.round(O.priceAt(i, s) / N), c = O.sizeAt(i, s);
+				if (r > 0 && t[r - 1] === a && o > 0) {
+					n[r - 1] += c;
+					continue;
+				}
+				if (o >= e) break;
+				t[r] = a, n[r] = c, r++, o++;
+			}
+		}
+		for (let e = 0; e < r; e++) {
+			let t = n[e];
+			t > i[3] && (i[3] = t, i.sort((e, t) => t - e));
+		}
+		return {
+			bins: t.subarray(0, r),
+			sizes: n.subarray(0, r),
+			reference: i[3] || i[0]
+		};
+	}, Ie = (e) => {
+		if (!(N > 0)) return;
+		let { bins: t, sizes: n, reference: r } = Fe(), i = {
+			seq: se++,
+			time: e,
+			bins: t,
+			sizes: n,
+			bestBid: O.bestBid(),
+			bestAsk: O.bestAsk(),
+			buyVolume: I.buyVolume,
+			buyNotional: I.buyNotional,
+			sellVolume: I.sellVolume,
+			sellNotional: I.sellNotional,
+			reference: r
+		};
+		if (I.buyVolume = I.buyNotional = I.sellVolume = I.sellNotional = 0, P.push(i), B.add(Math.floor(i.seq / y)), D.maxSize === void 0) {
+			let e = P.slice(-100), t = 0;
+			for (let n of e) t += n.reference;
+			let n = t / e.length * 1.6;
+			if (!(le > 0) || Math.abs(n / le - 1) > .3) {
+				le = n;
+				for (let e of z.keys()) B.add(e);
+				pe = -1;
+			}
+		}
+		let a = e - Ee(), o = 0;
+		for (; o < P.length && P[o].time < a;) o++;
+		if (o) {
+			P = P.slice(o);
+			let e = P[0] ? Math.floor(P[0].seq / y) : Infinity;
+			for (let t of [...z.keys()]) t < e && z.delete(t);
+		}
+	}, Le = (e) => {
+		if (!Number.isFinite(e)) return;
+		let t = $();
+		if (!Number.isFinite(F)) {
+			F = Math.floor(e / t) * t;
+			return;
+		}
+		if (e - F > Ee()) {
+			Ie(F), F = Math.floor(e / t) * t;
+			return;
+		}
+		for (; e >= F + t;) Ie(F), F += t;
+	}, Re = (e) => e === void 0 || !Number.isFinite(e) ? Date.now() : ((!Number.isFinite(R) || e >= R) && (R = e, ce = ke()), e), ze = (e) => {
+		let t = 0, n = P.length - 1, r = $();
+		for (; t <= n;) {
+			let i = t + n >>> 1, a = P[i];
+			if (e < a.time) n = i - 1;
+			else if (e >= a.time + r) t = i + 1;
+			else return a;
+		}
+		return null;
+	}, Be = () => {
+		if (Number.isFinite(V.x)) return;
+		let e = O.mid();
+		V = {
+			x: Number.isFinite(F) ? F : 0,
+			y: Number.isFinite(e) ? e : 0
+		};
+	}, Ve = (e) => {
+		let t = w(e, D.maxSize ?? le, D.colorScale ?? "log", Math.max(.01, D.contrast ?? 1));
+		return Math.round(t * 127);
+	}, He = (e, t) => {
+		let n = $(), r = 0;
+		for (let e of t) for (let t = 0; t < e.sizes.length; t++) Ve(e.sizes[t]) > 0 && r++;
+		let i = /* @__PURE__ */ new ArrayBuffer(Math.max(1, r) * 16), a = new Float32Array(i), o = new Uint32Array(i), s = 0, c = N / 2 * 1.06;
+		for (let e of t) {
+			let t = e.time + n / 2 - V.x;
+			for (let n = 0; n < e.sizes.length; n++) {
+				let r = Ve(e.sizes[n]);
+				if (r <= 0) continue;
+				let i = e.bins[n] * N - V.y;
+				a[s * 4] = t, a[s * 4 + 1] = i - c, a[s * 4 + 2] = i + c, o[s * 4 + 3] = M[r], s++;
+			}
+		}
+		return {
+			kind: "bar",
+			key: e,
+			version: ++de,
+			color: [
+				1,
+				1,
+				1,
+				1
+			],
+			instances: i,
+			count: r,
+			halfWidth: n / 2 * 1.06,
+			radius: 0,
+			inset: .01,
+			minHalf: 0,
+			sorted: !0
+		};
+	}, Ue = () => {
+		if (B.size) {
+			let e = /* @__PURE__ */ new Map();
+			for (let t of P) {
+				let n = Math.floor(t.seq / y);
+				if (!B.has(n)) continue;
+				let r = e.get(n);
+				r || e.set(n, r = []), r.push(t);
+			}
+			for (let t of B) {
+				let n = e.get(t);
+				n ? z.set(t, He(`heat:${t}`, n)) : z.delete(t);
+			}
+			B.clear();
+		}
+		return [...z.values()];
+	}, We = () => {
+		let e = $(), t = [], n = 0, r = P.length;
+		for (; n < r;) {
+			let t = n + r >>> 1;
+			P[t].time + e < G[0] ? n = t + 1 : r = t;
+		}
+		for (let e = n; e < P.length; e++) {
+			let n = P[e];
+			if (n.time > G[1]) break;
+			t.push(n);
+		}
+		return t;
+	}, Ge = (e) => {
+		if (D.bubbles === !1) return null;
+		let n = $(), r = [], i = (e, t, i, a) => {
+			t > 0 && r.push([
+				e + n / 2,
+				i / t,
+				t,
+				a
+			]);
+		};
+		for (let t of e) i(t.time, t.sellVolume, t.sellNotional, !1), i(t.time, t.buyVolume, t.buyNotional, !0);
+		if (Number.isFinite(F) && (i(F, I.sellVolume, I.sellNotional, !1), i(F, I.buyVolume, I.buyNotional, !0)), !r.length) return null;
+		let a = 0;
+		for (let e of r) a = Math.max(a, e[2]);
+		ue = ue > 0 ? Math.max(a, ue * .995) : a;
+		let o = D.bubbleVolume ?? ue, s = Math.max(4, D.bubbleSize ?? 28), c = /* @__PURE__ */ new ArrayBuffer(r.length * 16), l = new Float32Array(c), u = new Uint32Array(c), d = t([
+			j.up[0],
+			j.up[1],
+			j.up[2],
+			.78
+		]), f = t([
+			j.down[0],
+			j.down[1],
+			j.down[2],
+			.78
+		]);
+		return r.forEach(([e, t, n, r], i) => {
+			l[i * 4] = e - V.x, l[i * 4 + 1] = t - V.y, l[i * 4 + 2] = p(Math.sqrt(n / o) * s, 3, s), u[i * 4 + 3] = r ? d : f;
+		}), {
+			kind: "scatter",
+			key: "trades",
+			version: ++de,
+			color: j.up,
+			instances: c,
+			count: r.length,
+			opacity: 1,
+			stroke: 1.25
+		};
+	}, Ke = (e) => {
+		if (D.bestLines === !1) return [];
+		let t = $(), n = (n, r, a) => {
+			let o = e.length + +!!Number.isFinite(F), s = new Float32Array(o * 4), c = (e, n, r) => {
+				let a = Number.isFinite(r) ? r - V.y : i;
+				s[e * 4] = n - V.x, s[e * 4 + 1] = a, s[e * 4 + 2] = n + t - V.x, s[e * 4 + 3] = a;
+			};
+			if (e.forEach((e, t) => c(t, e.time, r(e))), Number.isFinite(F)) {
+				let t = n === "bid" ? O.bestBid() : O.bestAsk();
+				c(e.length, F, t);
+			}
+			return {
+				kind: "line",
+				key: `best:${n}`,
+				version: ++de,
+				color: a,
+				points: s,
+				count: o * 2,
+				width: 1.5,
+				sorted: !0
+			};
+		};
+		return [n("bid", (e) => e.bestBid, j.up), n("ask", (e) => e.bestAsk, j.down)];
+	}, qe = () => {
+		if (!Number.isFinite(F) || !(N > 0)) return null;
+		let e = O.version();
+		if (fe && pe === e) return fe;
+		let { bins: t, sizes: n } = Fe();
+		return fe = He("heat:head", [{
+			time: F,
+			bins: t,
+			sizes: n
+		}]), pe = e, fe;
+	};
+	function Je(e) {
+		let t = Z.ctx;
+		if (!t) return !1;
+		let { width: n, height: i, dpr: a, theme: s } = Z, l = ye ? e - ye : 0;
+		ye = e;
+		let u = we(), d = D.fontSize ?? (n < 420 ? 10 : 11), f = $(), ee = !Number.isFinite(R);
+		ee && O.count("bid") + O.count("ask") > 0 && Le(Date.now());
+		let te = Oe();
+		t.setTransform(a, 0, 0, a, 0, 0), t.clearRect(0, 0, n, i), t.font = re(s, D, 400, d);
+		let m = O.mid(), ie = A.price(Number.isFinite(m) ? m * 1.0001 : 0), h = Math.ceil(t.measureText(ie).width) + 16, g = D.profile === !1 ? 0 : Math.round(p(n * .1, 36, 84)), _ = d + 12;
+		if (Y = {
+			x: 0,
+			y: 0,
+			w: Math.max(10, n - h - g),
+			h: Math.max(10, i - _)
+		}, Number.isFinite(W) || (W = Math.max(f * 10, D.window ?? 6e4)), (!Number.isFinite(J) || J <= 0) && (Pe(), J = D.priceSpan ?? (N > 0 ? N * 60 : NaN)), U) {
+			let e = te + f * 1.5;
+			G = [e - W, e];
+			let t = O.bestBid(), n = O.bestAsk();
+			Number.isFinite(t) || (t = n), Number.isFinite(n) || (n = t);
+			for (let e of We()) e.bestBid < t && (t = e.bestBid), e.bestAsk > n && (n = e.bestAsk);
+			if (Number.isFinite(t) && Number.isFinite(n)) {
+				let e = Number.isFinite(q) ? ne(l, 260) : 1, r = (t + n) / 2;
+				if (q = Number.isFinite(q) ? q + (r - q) * e : r, !ve && D.priceSpan === void 0 && N > 0) {
+					let r = Math.max(N * 60, (n - t) * 1.5);
+					J += (r - J) * e;
+				}
+			} else Number.isFinite(m) && (q = Number.isFinite(q) ? q + (m - q) * ne(l, 220) : m);
+			Number.isFinite(q) && Number.isFinite(J) && (K = [q - J / 2, q + J / 2]);
+		}
+		let [v, oe] = G, [y, b] = K, x = (e) => Y.x + (e - v) / (oe - v) * Y.w, S = (e) => Y.y + Y.h - (e - y) / (b - y) * Y.h, C = We();
+		if (H && N > 0) {
+			Be();
+			let e = H.canvas;
+			e.style.left = `${Y.x}px`, e.style.top = `${Y.y}px`, e.style.width = `${Y.w}px`, e.style.height = `${Y.h}px`;
+			let t = Math.max(1, Math.round(Y.w * a)), n = Math.max(1, Math.round(Y.h * a));
+			(e.width !== t || e.height !== n) && H.resize(t, n);
+			let r = Ue(), i = qe();
+			i && r.push(i), r.push(...Ke(C));
+			let o = Ge(C);
+			o && r.push(o);
+			let s = 2 / (oe - v), c = 2 / (b - y);
+			H.render(r, {
+				transform: {
+					xScale: s,
+					xOffset: (V.x - v) * s - 1,
+					yScale: c,
+					yOffset: (V.y - y) * c - 1
+				},
+				width: t,
+				height: n,
+				dpr: a
+			});
+		}
+		let w = Y.x + Y.w + g, T = Number.isFinite(y) ? o(y, b, Math.max(2, Math.floor(Y.h / 44))) : [];
+		t.strokeStyle = r(s.text, .07), t.lineWidth = 1, t.beginPath();
+		for (let e of T) {
+			let n = Math.round(S(e)) + .5;
+			t.moveTo(Y.x, n), t.lineTo(w, n);
+		}
+		t.stroke(), t.fillStyle = r(s.textMuted), t.textAlign = "left", t.textBaseline = "middle";
+		for (let e of T) {
+			let n = S(e);
+			n < 6 || n > Y.h - 6 || t.fillText(A.price(e), w + 6, n);
+		}
+		let E = c(v, oe, Math.max(2, Math.floor(Y.w / 90)));
+		t.textAlign = "center", t.textBaseline = "top";
+		for (let e of E.values) {
+			let n = x(e);
+			n < 20 || n > Y.x + Y.w - 20 || t.fillText(E.format(e), n, Y.y + Y.h + 6);
+		}
+		if (t.strokeStyle = r(s.axis), t.beginPath(), t.moveTo(0, Math.round(Y.y + Y.h) + .5), t.lineTo(n, Math.round(Y.y + Y.h) + .5), t.moveTo(Math.round(w) + .5, 0), t.lineTo(Math.round(w) + .5, Y.y + Y.h), t.stroke(), g && N > 0 && Number.isFinite(y)) {
+			let e = Y.x + Y.w;
+			t.fillStyle = r(s.background, .85), t.fillRect(e, Y.y, g, Y.h);
+			let n = Math.max(1, N / (b - y) * Y.h), i = 0, a = ["bid", "ask"].map((e) => {
+				let { price: t, size: n, count: r } = O.levels(e, {
+					step: N,
+					limit: De()
+				});
+				for (let e = 0; e < r; e++) t[e] >= y && t[e] <= b && (i = Math.max(i, n[e]));
+				return {
+					side: e,
+					price: t,
+					size: n,
+					count: r
+				};
+			});
+			for (let { side: o, price: s, size: c, count: l } of a) {
+				t.fillStyle = r(o === "bid" ? j.up : j.down, .6);
+				for (let r = 0; r < l; r++) {
+					let a = s[r];
+					if (a < y || a > b || i <= 0) continue;
+					let o = c[r] / i * (g - 4), l = S(a) - n / 2;
+					t.fillRect(e + 2, l + (n > 3 ? .5 : 0), o, Math.max(1, n - +(n > 3)));
+				}
+			}
+		}
+		let k = (e, i, a) => {
+			if (!Number.isFinite(e) || e < y || e > b) return;
+			let o = p(S(e), 8, Y.h - 8), c = A.price(e);
+			t.font = re(s, D, 600, d);
+			let l = t.measureText(c).width + 10;
+			t.fillStyle = r(a ? i : s.background), ae(t, w + 1, o - 8, Math.min(l, n - w - 2), 16, 3), t.fill(), a || (t.strokeStyle = r(i), t.stroke()), t.fillStyle = a ? "#fff" : r(i), t.textAlign = "left", t.textBaseline = "middle", t.fillText(c, w + 6, o + .5), t.font = re(s, D, 400, d);
+		};
+		k(O.bestBid(), j.up, !0), k(O.bestAsk(), j.down, !0);
+		let M = (e) => !Number.isFinite(e) || Math.abs(S(e) - S(L?.price ?? NaN)) >= 17;
+		L && M(O.bestBid()) && M(O.bestAsk()) && k(L.price, L.side === "buy" ? j.up : j.down, !1), Ye(t, x, S, d, w, u), !H && Z.root.dataset.renderer, Z.describe(`${D.ariaLabel ?? u.name}. ${u.bid} ${A.price(O.bestBid())}, ${u.ask} ${A.price(O.bestAsk())}.`);
+		let P = ee || ke() - ce < 2e3;
+		return U && P && Number.isFinite(F);
+	}
+	function Ye(e, t, n, i, a, o) {
+		let { theme: s } = Z, c = () => {
+			Z.tooltip.style.display = "none", xe && (xe = "", k.emit("hover", null));
+		};
+		if (!be || D.tooltip === !1 || !(N > 0) || X) {
+			c();
+			return;
+		}
+		let [l, d] = be;
+		if (l < Y.x || l > Y.x + Y.w || d < Y.y || d > Y.y + Y.h) {
+			c();
+			return;
+		}
+		let [f, ee] = G, [te, p] = K, m = f + (l - Y.x) / Y.w * (ee - f), ne = te + (Y.y + Y.h - d) / Y.h * (p - te), h = Math.round(ne / N), g = +(h * N).toFixed(Math.min(12, u(N) + 2)), _ = ze(m), v = $(), y = 0, b = NaN, x = NaN, S = 0, C = 0, w = NaN;
+		if (_) {
+			for (let e = 0; e < _.bins.length; e++) _.bins[e] === h && (y += _.sizes[e]);
+			({bestBid: b, bestAsk: x, buyVolume: S, sellVolume: C} = _), w = _.time;
+		} else if (Number.isFinite(F) && m >= F) {
+			let e = ["bid", "ask"].map((e) => O.levels(e, {
+				step: N,
+				limit: De()
+			}));
+			for (let t of e) for (let e = 0; e < t.count; e++) Math.round(t.price[e] / N) === h && (y += t.size[e]);
+			b = O.bestBid(), x = O.bestAsk(), S = I.buyVolume, C = I.sellVolume, w = F;
+		}
+		let T = g <= b ? "bid" : g >= x ? "ask" : null;
+		e.strokeStyle = r(s.text, .45), e.setLineDash([3, 3]), e.beginPath(), e.moveTo(Math.round(l) + .5, Y.y), e.lineTo(Math.round(l) + .5, Y.y + Y.h);
+		let E = Math.round(n(g)) + .5;
+		if (e.moveTo(Y.x, E), e.lineTo(a, E), e.stroke(), e.setLineDash([]), Number.isFinite(w)) {
+			let i = t(w), a = t(w + v), o = n(g + N / 2), c = n(g - N / 2);
+			e.strokeStyle = r(s.text, .85), e.strokeRect(i, o, Math.max(2, a - i), Math.max(2, c - o));
+		}
+		e.font = re(s, D, 600, i);
+		let M = A.price(g), P = Math.min(e.measureText(M).width + 10, Z.width - a - 2);
+		e.fillStyle = r(s.text), ae(e, a + 1, E - 8, P, 16, 3), e.fill(), e.fillStyle = r(s.background), e.textAlign = "left", e.textBaseline = "middle", e.fillText(M, a + 6, E + .5), e.font = re(s, D, 400, i);
+		let se = T === "bid" ? j.up : T === "ask" ? j.down : s.text;
+		oe(Se, Z.tooltip, {
+			text: ie(Number.isFinite(w) ? w : m),
+			color: void 0
+		}, [
+			[o.price, A.price(g)],
+			[o.liquidity, A.size(y)],
+			[o.buys, A.size(S)],
+			[o.sells, A.size(C)]
+		]), Z.tooltip.style.display = "block", Z.tooltip.style.borderLeft = `3px solid ${r(se)}`, Z.placeTooltip(Z.tooltip, l, d, l > Y.w * .6 ? "left" : "right");
+		let L = `${w}|${h}|${y}|${S}|${C}`;
+		if (L !== xe) {
+			xe = L;
+			let e = {
+				time: Number.isFinite(w) ? w : m,
+				price: g,
+				size: y,
+				side: T,
+				buyVolume: S,
+				sellVolume: C
+			};
+			k.emit("hover", e);
+		}
+	}
+	let Xe = async (e = /* @__PURE__ */ new Set()) => {
+		let t = ++me, n = await s(D.renderer ?? "auto", () => {
+			let e = Se.createElement("canvas");
+			return Object.assign(e.style, {
+				position: "absolute",
+				left: "0",
+				top: "0",
+				pointerEvents: "none"
+			}), e.setAttribute("aria-hidden", "true"), e;
+		}, (t) => {
+			he || H?.kind !== t || (H.destroy(), H.canvas.remove(), H = null, Xe(/* @__PURE__ */ new Set([...e, t])));
+		}, e);
+		if (he || t !== me) {
+			n?.destroy();
+			return;
+		}
+		H && (H.destroy(), H.canvas.remove()), H = n, n && (Q.dataset.renderer = n.kind, Q.insertBefore(n.canvas, Z.canvas), k.emit("renderer", n.kind)), ge(n?.kind ?? null), Z.invalidate();
+	}, Ze = (e) => {
+		U !== e && (U = e, k.emit("follow", e));
+	}, Qe = (e) => {
+		if (D.interactive === !1) return;
+		let [t, n] = v(Q, e);
+		Q.setPointerCapture?.(e.pointerId), X = {
+			x: t,
+			y: n,
+			viewX: [...G],
+			viewY: [...K],
+			axis: t > Y.x + Y.w,
+			span: K[1] - K[0]
+		};
+	}, $e = (e) => {
+		let [t, n] = v(Q, e);
+		if (be = [t, n], X) {
+			let e = t - X.x, r = n - X.y;
+			if (X.axis) {
+				let e = X.span * Math.exp(r * .006), t = (X.viewY[0] + X.viewY[1]) / 2;
+				J = e, ve = !0, K = [t - e / 2, t + e / 2], U && (q = t);
+			} else if (Math.abs(e) + Math.abs(r) > 3) {
+				Ze(!1);
+				let t = (X.viewX[1] - X.viewX[0]) / Y.w * e, n = (X.viewY[1] - X.viewY[0]) / Y.h * r;
+				G = [X.viewX[0] - t, X.viewX[1] - t], K = [X.viewY[0] + n, X.viewY[1] + n];
+			}
+		}
+		Z.invalidate();
+	}, et = (e) => {
+		Q.releasePointerCapture?.(e.pointerId), X = null, Z.invalidate();
+	}, tt = () => {
+		X || (be = null, Z.invalidate());
+	}, nt = (e, t) => {
+		let [n, r] = G, i = p((r - n) * e, $() * 10, Ee());
+		if (W = i, !U) {
+			let e = n + (t - Y.x) / Y.w * (r - n), a = (e - n) / (r - n);
+			G = [e - i * a, e + i * (1 - a)];
+		}
+		Z.invalidate();
+	}, rt = (e) => {
+		let t = p((K[1] - K[0]) * e, N * 6 || 1e-9, Infinity), n = (K[0] + K[1]) / 2;
+		J = t, ve = !0, K = [n - t / 2, n + t / 2], Z.invalidate();
+	}, it = (e) => {
+		if (D.interactive === !1 || !(e.ctrlKey || e.metaKey)) return;
+		e.preventDefault();
+		let [t] = v(Q, e), n = Math.exp(e.deltaY * .002);
+		e.shiftKey || t > Y.x + Y.w ? rt(n) : nt(n, t);
+	}, at = () => {
+		D.interactive !== !1 && ct.resetView();
+	}, ot = (e) => {
+		if (D.interactive !== !1) {
+			switch (e.key) {
+				case "+":
+				case "=":
+					nt(.8, Y.x + Y.w);
+					break;
+				case "-":
+					nt(1.25, Y.x + Y.w);
+					break;
+				case "ArrowUp":
+				case "ArrowDown": {
+					if (e.shiftKey) {
+						rt(e.key === "ArrowUp" ? .8 : 1.25);
+						break;
+					}
+					Ze(!1);
+					let t = (K[1] - K[0]) * .1 * (e.key === "ArrowUp" ? 1 : -1);
+					K = [K[0] + t, K[1] + t], Z.invalidate();
+					break;
+				}
+				case "ArrowLeft":
+				case "ArrowRight": {
+					Ze(!1);
+					let t = (G[1] - G[0]) * .1 * (e.key === "ArrowLeft" ? -1 : 1);
+					G = [G[0] + t, G[1] + t], Z.invalidate();
+					break;
+				}
+				case "0":
+				case "Home":
+					ct.resetView();
+					break;
+				default: return;
+			}
+			e.preventDefault();
+		}
+	};
+	Q.addEventListener("pointerdown", Qe), Q.addEventListener("pointermove", $e), Q.addEventListener("pointerup", et), Q.addEventListener("pointercancel", et), Q.addEventListener("pointerleave", tt), Q.addEventListener("wheel", it, { passive: !1 }), Q.addEventListener("dblclick", at), Q.addEventListener("keydown", ot);
+	let st = (e) => {
+		let t = Re(e.time);
+		O.count("bid") + O.count("ask") > 0 && (Pe(), Le(t)), O.applyDelta(e);
+	}, ct = {
+		setBook(e) {
+			let t = Re(e.time);
+			O.count("bid") + O.count("ask") > 0 && Le(t), O.setSnapshot(e), Pe(), je(), Number.isFinite(F) || Le(t), Z.invalidate();
+		},
+		applyDeltas(e) {
+			if (Array.isArray(e)) for (let t of e) st(t);
+			else st(e);
+			!Number.isFinite(F) && N > 0 && Le(Oe()), Z.invalidate();
+		},
+		addTrades(e) {
+			let t = Array.isArray(e) ? e : [e];
+			for (let e of t) {
+				if (!(e.size > 0) || !Number.isFinite(e.price)) continue;
+				Number.isFinite(R) && (Re(e.time), Le(e.time));
+				let t = !Number.isFinite(F) || e.time >= F ? I : ze(e.time);
+				t && (e.side === "buy" ? (t.buyVolume += e.size, t.buyNotional += e.size * e.price) : (t.sellVolume += e.size, t.sellNotional += e.size * e.price)), (!L || e.time >= L.time) && (L = e);
+			}
+			Z.invalidate();
+		},
+		clear() {
+			O.clear(), Ne(), L = null, R = NaN, N = 0, q = NaN, J = NaN, ve = !1, Z.invalidate();
+		},
+		setOptions(e) {
+			let t = D;
+			D = e, Te(), (e.tickSize !== t.tickSize || (e.interval ?? 100) !== (t.interval ?? 100)) && (Ne(), N = 0, J = NaN, Pe()), e.window !== t.window && (W = NaN), e.priceSpan !== t.priceSpan && (J = NaN), (e.renderer ?? "auto") !== (t.renderer ?? "auto") && Xe(), Ae(), je(), Me();
+		},
+		resetView() {
+			W = NaN, J = NaN, ve = !1, q = NaN, Ze(!0), Z.invalidate();
+		},
+		getRenderer: () => H?.kind ?? null,
+		ready: _e,
+		getStore: () => O,
+		on: (e, t) => k.on(e, t),
+		resize() {
+			Z.invalidate();
+		},
+		destroy() {
+			he = !0, Q.removeEventListener("pointerdown", Qe), Q.removeEventListener("pointermove", $e), Q.removeEventListener("pointerup", et), Q.removeEventListener("pointercancel", et), Q.removeEventListener("pointerleave", tt), Q.removeEventListener("wheel", it), Q.removeEventListener("dblclick", at), Q.removeEventListener("keydown", ot), H?.destroy(), H = null, k.clear(), Z.destroy(), ge(null);
+		}
+	};
+	return Te(), Ae(), Xe(), ct;
+};
+//#endregion
+export { T as createOrderBookHeatmap, w as heatIntensity };
+
+//# sourceMappingURL=heatmap.js.map