minerva-design 1.3.0 → 1.5.0

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,n=`local`)=>{let r=new Date(e);if(Number.isNaN(r.getTime()))return`–`;let i=n===`utc`,o=i?`${a(r.getUTCHours())}:${a(r.getUTCMinutes())}:${a(r.getUTCSeconds())}`:`${a(r.getHours())}:${a(r.getMinutes())}:${a(r.getSeconds())}`;return t?`${o}.${a(i?r.getUTCMilliseconds():r.getMilliseconds(),3)}`:o},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","utc","timeZone","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 type { ChartTimeZone } from \"../types\";\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`, in the local time or UTC */\nexport const formatClock = (\n  time: number,\n  milliseconds = true,\n  timeZone: ChartTimeZone = \"local\",\n): string => {\n  const d = new Date(time);\n  if (Number.isNaN(d.getTime())) return \"–\";\n  const utc = timeZone === \"utc\";\n  const base = utc\n    ? `${pad(d.getUTCHours())}:${pad(d.getUTCMinutes())}:${pad(d.getUTCSeconds())}`\n    : `${pad(d.getHours())}:${pad(d.getMinutes())}:${pad(d.getSeconds())}`;\n  return milliseconds\n    ? `${base}.${pad(utc ? d.getUTCMilliseconds() : d.getMilliseconds(), 3)}`\n    : 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 +1,49 @@
+import { ChartTheme } from '../theme.cjs';
+import { Rgba } from '../color.cjs';
+import { ChartTimeZone } from '../types.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`, in the local time or UTC */
+export declare const formatClock: (time: number, milliseconds?: boolean, timeZone?: ChartTimeZone) => 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 +1,49 @@
+import { ChartTheme } from '../theme.js';
+import { Rgba } from '../color.js';
+import { ChartTimeZone } from '../types.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`, in the local time or UTC */
+export declare const formatClock: (time: number, milliseconds?: boolean, timeZone?: ChartTimeZone) => 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, n = "local") => {
+	let r = new Date(e);
+	if (Number.isNaN(r.getTime())) return "–";
+	let i = n === "utc", a = i ? `${s(r.getUTCHours())}:${s(r.getUTCMinutes())}:${s(r.getUTCSeconds())}` : `${s(r.getHours())}:${s(r.getMinutes())}:${s(r.getSeconds())}`;
+	return t ? `${a}.${s(i ? r.getUTCMilliseconds() : r.getMilliseconds(), 3)}` : a;
+}, 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","utc","timeZone","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 type { ChartTimeZone } from \"../types\";\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`, in the local time or UTC */\nexport const formatClock = (\n  time: number,\n  milliseconds = true,\n  timeZone: ChartTimeZone = \"local\",\n): string => {\n  const d = new Date(time);\n  if (Number.isNaN(d.getTime())) return \"–\";\n  const utc = timeZone === \"utc\";\n  const base = utc\n    ? `${pad(d.getUTCHours())}:${pad(d.getUTCMinutes())}:${pad(d.getUTCSeconds())}`\n    : `${pad(d.getHours())}:${pad(d.getMinutes())}:${pad(d.getSeconds())}`;\n  return milliseconds\n    ? `${base}.${pad(utc ? d.getUTCMilliseconds() : d.getMilliseconds(), 3)}`\n    : 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("../locale.cjs"),n=require("../scale.cjs"),r=require("../renderers/detect.cjs"),i=require("../time.cjs"),a=require("./book.cjs"),o=require("./format.cjs"),s=require("./host.cjs"),c=require("./layout.cjs");var l=32,u=128,d=[`#0b2140`,`#0f3a70`,`#1259a3`,`#1585bd`,`#1fb3b0`,`#62cf73`,`#d9e04a`,`#ffb23a`,`#ff6a33`],f=[`#dfecfb`,`#b3d2f5`,`#79abe8`,`#4580d6`,`#3b54b8`,`#5a33a0`,`#962a86`,`#cf2f55`],ee=16,p=6,m={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`}},h=(e,t,n,r)=>{if(!(e>0)||!(t>0))return 0;let 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t){if(!(e.size>0)||!Number.isFinite(e.price))continue;Number.isFinite(A)&&(De(e.time),Ee(e.time));let t=!Number.isFinite(D)||e.time>=D?O:Oe(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)),(!k||e.time>=k.time)&&(k=e)}Y.invalidate()},clear(){y.clear(),Se(),k=null,A=NaN,T=0,G=NaN,W=null,le=!1,Y.invalidate()},setOptions(e){let t=v;v=e,he(),(e.tickSize!==t.tickSize||(e.interval??100)!==(t.interval??100))&&(Se(),T=0,G=NaN,Ce()),e.window!==t.window&&(V=NaN),e.priceSpan!==t.priceSpan&&(G=NaN),(e.renderer??`auto`)!==(t.renderer??`auto`)&&We(),ye(),be(),xe()},resetView(){V=NaN,G=NaN,W=null,Ge(!0),Y.invalidate()},getRenderer:()=>R?.kind??null,ready:se,getStore:()=>y,on:(e,t)=>b.on(e,t),resize(){Y.invalidate()},destroy(){z=!0,X.removeEventListener(`pointerdown`,qe),X.removeEventListener(`pointermove`,Je),X.removeEventListener(`pointerup`,Ye),X.removeEventListener(`pointercancel`,Ye),X.removeEventListener(`pointerleave`,Xe),X.removeEventListener(`wheel`,$e),X.removeEventListener(`dblclick`,et),X.removeEventListener(`keydown`,tt),R?.destroy(),R=null,b.clear(),Y.destroy(),B(null)}};return he(),ye(),We(),rt};exports.createOrderBookHeatmap=g,exports.heatIntensity=h;
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