minerva-design 1.3.0 → 1.5.0

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

@@ -0,0 +1 @@
+{"version":3,"file":"heatmap.cjs","names":["createOrderBookStore","createEmitter","createFormatters","createHost","localeLabels","sideColors","luminance","mixOklab","oklabRamp","decimalsOf","inferPriceDecimals","inferSizeDecimals","inferTickSize","roundToStep","toCss","clamp","fontOf","niceCeil","fitTimeRange","fitPriceRange","ease","linearTicks","timeTicks","formatClock","layoutAxisLabels","createRenderer","localPoint","require_color","require_locale","require_scale","require_detect","require_time","require_book","require_format","require_host","require_layout","CHUNK","LUT_SIZE","DARK_RAMP","LIGHT_RAMP","TAG_HEIGHT","BUBBLE_SPACING","LABELS","heatIntensity","size","max","r","contrast","scale","createOrderBookHeatmap","options","initial","store","emitter","fmt","colors","lut","floor","dark","tick","columns","seq","openStart","open","lastTrade","dataTime","dataWall","scaleMax","bubbleRef","profileMax","chunks","dirtyChunks","itemVersion","headItem","headVersion","origin","renderer","rendererToken","destroyed","resolveReady","ready","resolve","follow","windowSpan","viewX","viewY","viewYReady","yTarget","ySpan","shownTime","lastFrame","plot","hoverAt","hoverKey","drag","host","container","refreshColors","markAllDirty","root","texts","labels","applyTexts","interval","history","depth","nowTime","elapsed","perfNow","theme","c","value","background","refreshFormat","id","clearHistory","ensureTick","base","mid","ratio","multiple","p","m","sampleBook","limit","bins","sizes","n","top","side","count","rows","i","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","tradeBubbles","columnPx","group","t0","t1","flush","add","g","flow","visible","clipPlot","ctx","drawBest","steps","t","bid","ask","xa","xOf","ya","yOf","index","color","pen","row","y","xb","drawBubbles","bubbles","ref","maxD","sized","fontSize","text","drawProfile","y0","y1","rowPx","maxSize","sides","levels","left","px","inner","profileW","gap","height","w","best","tw","headCells","version","hoverCell","hx","hy","x0","x1","rowPrice","drawTag","maxWidth","align","filled","draw","dt","now","l","width","regular","bold","live","clock","dpr","sample","axisW","timeH","right","minSpan","fixed","floorCss","canvas","bw","bh","items","head","xScale","yScale","yTicks","xt","cell","hoverTime","hoverHalf","last","pins","shownPins","hoverY","layout","at","pin","drawHover","fresh","bestBid","bestAsk","buyVolume","sellVolume","lv","ry","cx0","cx1","cy0","cy1","timeText","sideColor","doc","key","event","initRenderer","token","next","kind","exclude","setFollow","clampTime","range","span","onPointerDown","onPointerMove","dx","dy","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, over a solid \"floor\" color (the coldest end of\n// the ramp). The best bid / ask step lines, the spread band, the trade\n// bubbles, the grid, the axes, the book profile, the crosshair and the\n// tooltip are drawn on a Canvas2D layer above.\n\nimport { luminance, mixOklab, oklabRamp, toCss, type Rgba } from \"../color\";\nimport { createRenderer } from \"../renderers/detect\";\nimport {\n  BAR_STRIDE,\n  type BarItem,\n  type ChartRenderer,\n  type RenderItem,\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 {\n  fitPriceRange,\n  fitTimeRange,\n  layoutAxisLabels,\n  niceCeil,\n  type AxisLabel,\n} from \"./layout\";\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\n/**\n * Heat ramps after the floor color, interpolated in OKLab. Dark: lightness\n * rises from deep blue through cyan and green to yellow, then the hottest\n * walls turn orange / red (the Bookmap convention). Light: lightness falls\n * from pale blue through blue and violet to crimson.\n */\nconst DARK_RAMP = [\n  \"#0b2140\",\n  \"#0f3a70\",\n  \"#1259a3\",\n  \"#1585bd\",\n  \"#1fb3b0\",\n  \"#62cf73\",\n  \"#d9e04a\",\n  \"#ffb23a\",\n  \"#ff6a33\",\n];\nconst LIGHT_RAMP = [\n  \"#dfecfb\",\n  \"#b3d2f5\",\n  \"#79abe8\",\n  \"#4580d6\",\n  \"#3b54b8\",\n  \"#5a33a0\",\n  \"#962a86\",\n  \"#cf2f55\",\n];\n/** Height of the price tags of the axis, in pixels */\nconst TAG_HEIGHT = 16;\n/** Smallest distance between two trade bubbles' columns, in pixels */\nconst BUBBLE_SPACING = 6;\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: Uint32Array = new Uint32Array(LUT_SIZE);\n  /** Color under the cells (no liquidity) */\n  let floor: Rgba = [0, 0, 0, 1];\n  let dark = false;\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  /** Size at the full width of the profile (eased) */\n  let profileMax = 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  /** `viewY` holds a fitted range (it eases toward `yTarget` afterwards) */\n  let viewYReady = false;\n  /** Price range the following view eases to */\n  let yTarget: [number, number] | null = null;\n  /** Price span chosen by the user (zoom), NaN for the auto fit */\n  let ySpan = NaN;\n  /** Monotonic clock of the view (no jitter back when data arrives) */\n  let shownTime = NaN;\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      const c = theme.resolve\n        ? theme.resolve(value, theme.primary)\n        : theme.primary;\n      return [c[0], c[1], c[2], 1] as Rgba;\n    };\n    const background: Rgba = [\n      theme.background[0],\n      theme.background[1],\n      theme.background[2],\n      1,\n    ];\n    dark = theme.background[3] > 0 ? luminance(background) < 0.4 : false;\n    // the floor: a shade darker than the surface in dark themes (the cold\n    // end of the ramp stays visible on it), the surface in light ones\n    floor = dark\n      ? mixOklab(background, [0, 0, 0, 1], 0.4)\n      : mixOklab(\n          background,\n          [theme.text[0], theme.text[1], theme.text[2], 1],\n          0.02,\n        );\n    lut = oklabRamp(\n      [\n        floor,\n        ...(options.colors?.length\n          ? options.colors\n          : dark\n            ? DARK_RAMP\n            : LIGHT_RAMP\n        ).map(resolve),\n      ],\n      LUT_SIZE,\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    shownTime = NaN;\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  /** Trade volumes of a group of columns */\n  interface Bubble {\n    time: number;\n    price: number;\n    volume: number;\n    buy: boolean;\n  }\n  type Flow = Pick<\n    Column,\n    \"buyVolume\" | \"buyNotional\" | \"sellVolume\" | \"sellNotional\"\n  >;\n\n  /**\n   * Trades of the visible columns as bubbles: columns are grouped (by their\n   * sequence, so groups stay put while the view scrolls) until a group is\n   * BUBBLE_SPACING px wide; one bubble per side at the average price\n   */\n  const tradeBubbles = (\n    visible: readonly Column[],\n    columnPx: number,\n  ): Bubble[] => {\n    const step = interval();\n    const k = Math.max(1, Math.ceil(BUBBLE_SPACING / Math.max(1e-6, columnPx)));\n    const out: Bubble[] = [];\n    let group = NaN;\n    let t0 = 0;\n    let t1 = 0;\n    const sum = { bv: 0, bn: 0, sv: 0, sn: 0 };\n    const flush = () => {\n      const time = (t0 + t1) / 2;\n      if (sum.sv > 0)\n        out.push({ time, price: sum.sn / sum.sv, volume: sum.sv, buy: false });\n      if (sum.bv > 0)\n        out.push({ time, price: sum.bn / sum.bv, volume: sum.bv, buy: true });\n      sum.bv = sum.bn = sum.sv = sum.sn = 0;\n    };\n    const add = (id: number, start: number, flow: Flow) => {\n      const g = Math.floor(id / k);\n      if (g !== group) {\n        if (Number.isFinite(group)) flush();\n        group = g;\n        t0 = start;\n      }\n      t1 = start + step;\n      sum.bv += flow.buyVolume;\n      sum.bn += flow.buyNotional;\n      sum.sv += flow.sellVolume;\n      sum.sn += flow.sellNotional;\n    };\n    for (const c of visible) add(c.seq, c.time, c);\n    if (Number.isFinite(openStart) && openStart <= viewX[1])\n      add(seq, openStart, open);\n    if (Number.isFinite(group)) flush();\n    return out;\n  };\n\n  const clipPlot = (ctx: CanvasRenderingContext2D) => {\n    ctx.save();\n    ctx.beginPath();\n    ctx.rect(plot.x, plot.y, plot.w, plot.h);\n    ctx.clip();\n  };\n\n  /** Best bid / ask step lines and the translucent spread band between them */\n  const drawBest = (\n    ctx: CanvasRenderingContext2D,\n    visible: readonly Column[],\n    xOf: (t: number) => number,\n    yOf: (p: number) => number,\n    columnPx: number,\n  ) => {\n    if (options.bestLines === false) return;\n    const step = interval();\n    const rows: [number, number, number][] = visible.map((c) => [\n      c.time,\n      c.bestBid,\n      c.bestAsk,\n    ]);\n    if (Number.isFinite(openStart))\n      rows.push([openStart, store.bestBid(), store.bestAsk()]);\n    if (!rows.length) return;\n    // wide columns: steps; narrow ones: a line through the column centers\n    const steps = columnPx >= 2;\n    clipPlot(ctx);\n    ctx.beginPath();\n    for (const [t, bid, ask] of rows) {\n      if (!Number.isFinite(bid) || !Number.isFinite(ask) || !(ask > bid))\n        continue;\n      const xa = xOf(t);\n      const ya = yOf(ask);\n      ctx.rect(xa, ya, xOf(t + step) - xa, yOf(bid) - ya);\n    }\n    ctx.fillStyle = toCss(host.theme.text, dark ? 0.07 : 0.06);\n    ctx.fill();\n    ctx.lineJoin = \"round\";\n    for (const [index, color] of [\n      [1, colors.up],\n      [2, colors.down],\n    ] as const) {\n      ctx.beginPath();\n      let pen = false;\n      for (const row of rows) {\n        const price = row[index];\n        if (!Number.isFinite(price)) {\n          pen = false;\n          continue;\n        }\n        const y = yOf(price);\n        const xa = xOf(row[0]);\n        const xb = xOf(row[0] + step);\n        if (steps) {\n          if (pen) ctx.lineTo(xa, y);\n          else ctx.moveTo(xa, y);\n          ctx.lineTo(xb, y);\n        } else if (pen) ctx.lineTo((xa + xb) / 2, y);\n        else ctx.moveTo((xa + xb) / 2, y);\n        pen = true;\n      }\n      // a dark halo keeps the line readable on hot cells\n      ctx.strokeStyle = toCss(floor, 0.55);\n      ctx.lineWidth = 3.5;\n      ctx.stroke();\n      ctx.strokeStyle = toCss(color);\n      ctx.lineWidth = 1.5;\n      ctx.stroke();\n    }\n    ctx.restore();\n  };\n\n  /** Trade bubbles, area ∝ volume, the largest with their volume */\n  const drawBubbles = (\n    ctx: CanvasRenderingContext2D,\n    bubbles: Bubble[],\n    xOf: (t: number) => number,\n    yOf: (p: number) => number,\n    fontSize: number,\n  ) => {\n    if (!bubbles.length) return;\n    let max = 0;\n    for (const b of bubbles) max = Math.max(max, b.volume);\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 sized = bubbles\n      .map((b) => ({\n        ...b,\n        d: clamp(Math.sqrt(b.volume / ref) * maxD, 3, maxD),\n      }))\n      .sort((a, b) => a.d - b.d);\n    clipPlot(ctx);\n    ctx.lineWidth = 1.25;\n    ctx.textAlign = \"center\";\n    ctx.textBaseline = \"middle\";\n    ctx.font = fontOf(host.theme, options, 600, Math.max(8, fontSize - 1));\n    for (const b of sized) {\n      const x = xOf(b.time);\n      const y = yOf(b.price);\n      const r = b.d / 2;\n      if (x < plot.x - r || x > plot.x + plot.w + r) continue;\n      if (y < plot.y - r || y > plot.y + plot.h + r) continue;\n      const color = b.buy ? colors.up : colors.down;\n      ctx.beginPath();\n      ctx.arc(x, y, r, 0, Math.PI * 2);\n      ctx.fillStyle = toCss(color, 0.62);\n      ctx.fill();\n      ctx.strokeStyle = toCss(mixOklab(color, [1, 1, 1, 1], 0.25));\n      ctx.stroke();\n      if (b.d >= 26) {\n        const text = fmt.compact(b.volume);\n        if (ctx.measureText(text).width <= b.d - 6) {\n          ctx.fillStyle = \"#fff\";\n          ctx.fillText(text, x, y + 0.5);\n        }\n      }\n    }\n    ctx.restore();\n  };\n\n  /** The current book as horizontal bars right of the plot, with a size scale */\n  const drawProfile = (\n    ctx: CanvasRenderingContext2D,\n    px: number,\n    profileW: number,\n    yOf: (p: number) => number,\n    fontSize: number,\n  ) => {\n    const theme = host.theme;\n    const [y0, y1] = viewY;\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 levels = store.levels(side, { step: tick, limit: depth() });\n      for (let i = 0; i < levels.count; i++) {\n        const p = levels.price[i]!;\n        if (p >= y0 && p <= y1) maxSize = Math.max(maxSize, levels.size[i]!);\n      }\n      return { side, ...levels };\n    });\n    // a nice scale, changed only on a clear change (no jumping bars)\n    if (\n      maxSize > profileMax ||\n      maxSize < profileMax * 0.35 ||\n      !(profileMax > 0)\n    )\n      profileMax = niceCeil(maxSize);\n    if (!(profileMax > 0)) return;\n    const left = px + 3;\n    const inner = profileW - 9;\n    // guides at half and full scale\n    ctx.strokeStyle = toCss(theme.text, 0.09);\n    ctx.lineWidth = 1;\n    ctx.setLineDash([2, 3]);\n    ctx.beginPath();\n    for (const f of [0.5, 1]) {\n      const x = Math.round(left + inner * f) + 0.5;\n      ctx.moveTo(x, plot.y);\n      ctx.lineTo(x, plot.y + plot.h);\n    }\n    ctx.stroke();\n    ctx.setLineDash([]);\n    const gap = rowPx > 3 ? 1 : 0;\n    const height = Math.max(1, rowPx - gap);\n    for (const { side, price, size, count } of sides) {\n      const color = side === \"bid\" ? colors.up : colors.down;\n      ctx.beginPath();\n      for (let i = 1; i < count; i++) {\n        const p = price[i]!;\n        if (p < y0 || p > y1) continue;\n        const w = Math.max(1, Math.min(inner, (size[i]! / profileMax) * inner));\n        ctx.rect(left, yOf(p) - rowPx / 2 + gap / 2, w, height);\n      }\n      ctx.fillStyle = toCss(color, 0.55);\n      ctx.fill();\n      // the best level, solid\n      const best = price[0];\n      if (count && best !== undefined && best >= y0 && best <= y1) {\n        const w = Math.max(1, Math.min(inner, (size[0]! / profileMax) * inner));\n        ctx.fillStyle = toCss(color, 0.95);\n        ctx.fillRect(left, yOf(best) - rowPx / 2 + gap / 2, w, height);\n      }\n    }\n    // size scale below the panel\n    const y = Math.round(plot.y + plot.h + 4) + 0.5;\n    ctx.strokeStyle = toCss(theme.textMuted, 0.7);\n    ctx.beginPath();\n    ctx.moveTo(left, y);\n    ctx.lineTo(left + inner, y);\n    for (const f of [0, 0.5, 1]) {\n      const x = Math.round(left + inner * f) + 0.5;\n      ctx.moveTo(x, y);\n      ctx.lineTo(x, y + 3);\n    }\n    ctx.stroke();\n    ctx.font = fontOf(theme, options, 400, Math.max(8, fontSize - 1));\n    ctx.fillStyle = toCss(theme.textMuted);\n    ctx.textBaseline = \"top\";\n    const text = fmt.compact(profileMax);\n    const tw = ctx.measureText(text).width;\n    ctx.textAlign = \"right\";\n    ctx.fillText(text, left + inner + 2, y + 4);\n    if (tw + ctx.measureText(\"0\").width + 8 < inner) {\n      ctx.textAlign = \"left\";\n      ctx.fillText(\"0\", left - 1, y + 4);\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  /** Hovered cell: pointer, time, price row */\n  interface HoverCell {\n    hx: number;\n    hy: number;\n    /** Time under the pointer */\n    time: number;\n    /** Start of the hovered column (NaN outside the data) */\n    start: number;\n    column: Column | null;\n    bin: number;\n    rowPrice: number;\n  }\n\n  const hoverCell = (): HoverCell | null => {\n    if (!hoverAt || options.tooltip === false || !(tick > 0) || drag)\n      return null;\n    if (!viewYReady) return null;\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      return null;\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 start = column\n      ? column.time\n      : Number.isFinite(openStart) && time >= openStart\n        ? openStart\n        : NaN;\n    return { hx, hy, time, start, column, bin, rowPrice };\n  };\n\n  /** Price / time tag: filled (best bid / ask, hover) or outlined (last trade) */\n  const drawTag = (\n    ctx: CanvasRenderingContext2D,\n    text: string,\n    x: number,\n    y: number,\n    maxWidth: number,\n    color: Rgba,\n    filled: boolean,\n    align: \"left\" | \"center\" = \"left\",\n  ) => {\n    const w = Math.min(ctx.measureText(text).width + 10, maxWidth);\n    const left = align === \"center\" ? x - w / 2 : x;\n    ctx.fillStyle = filled ? toCss(color) : toCss(floor);\n    roundRect(ctx, left, y - TAG_HEIGHT / 2, w, TAG_HEIGHT, 3);\n    ctx.fill();\n    if (!filled) {\n      ctx.strokeStyle = toCss(color);\n      ctx.lineWidth = 1;\n      ctx.stroke();\n    }\n    ctx.fillStyle = filled\n      ? luminance(color) > 0.6\n        ? \"#111\"\n        : \"#fff\"\n      : toCss(color);\n    ctx.textAlign = align;\n    ctx.textBaseline = \"middle\";\n    ctx.fillText(text, align === \"center\" ? x : left + 5, y + 0.5);\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 regular = fontOf(theme, options, 400, fontSize);\n    const bold = fontOf(theme, options, 600, fontSize);\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    // a monotonic clock: the view never jumps back when data arrives late\n    const clock = nowTime();\n    shownTime =\n      Number.isFinite(shownTime) && clock > shownTime - step * 4\n        ? Math.max(shownTime, clock)\n        : clock;\n    const time = shownTime;\n\n    ctx.setTransform(dpr, 0, 0, dpr, 0, 0);\n    ctx.clearRect(0, 0, width, height);\n\n    // layout\n    ensureTick();\n    const mid = store.mid();\n    ctx.font = bold;\n    const sample = fmt.price(Number.isFinite(mid) ? mid * 1.0001 : 0);\n    const axisW = Math.ceil(ctx.measureText(sample).width) + 18;\n    ctx.font = regular;\n    const profileW =\n      options.profile === false ? 0 : Math.round(clamp(width * 0.11, 44, 96));\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    const px = plot.x + plot.w;\n    const right = px + profileW;\n\n    // view: the following view fits the data (history fills the plot from\n    // the left) and keeps the price range while the market stays inside it\n    if (!Number.isFinite(windowSpan))\n      windowSpan = Math.max(step * 10, options.window ?? 60_000);\n    if (follow) {\n      const first = columns.length ? columns[0]!.time : openStart;\n      // the view ends at the live time: the open column (the live book) is\n      // cut by the right edge, so no gap opens while it is being sampled\n      viewX = fitTimeRange(\n        first,\n        time,\n        windowSpan,\n        Math.min(windowSpan, step * 60),\n      );\n      let lo = store.bestBid();\n      let hi = store.bestAsk();\n      for (const c of visibleColumns()) {\n        if (Number.isFinite(c.bestBid) && !(c.bestBid >= lo)) lo = c.bestBid;\n        if (Number.isFinite(c.bestAsk) && !(c.bestAsk <= hi)) hi = c.bestAsk;\n      }\n      if (!Number.isFinite(lo)) lo = hi;\n      if (!Number.isFinite(hi)) hi = lo;\n      const minSpan = tick > 0 ? tick * Math.max(40, plot.h / 6) : 0;\n      const fixed =\n        options.priceSpan ?? (Number.isFinite(ySpan) ? ySpan : undefined);\n      if (minSpan > 0 || fixed !== undefined) {\n        yTarget = fitPriceRange(yTarget, lo, hi, minSpan, fixed);\n        const [t0, t1] = yTarget;\n        if (Number.isFinite(t0) && Number.isFinite(t1)) {\n          if (!viewYReady) {\n            viewY = [t0, t1];\n            viewYReady = true;\n          } else {\n            const k = ease(dt, 280);\n            viewY = [\n              viewY[0] + (t0 - viewY[0]) * k,\n              viewY[1] + (t1 - viewY[1]) * k,\n            ];\n          }\n        }\n      }\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    const ready = viewYReady && tick > 0;\n    const visible = visibleColumns();\n    const columnPx = (step / (x1 - x0)) * plot.w;\n\n    // data layer: the cells on the GPU, over the floor color\n    const floorCss = toCss(floor);\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      if (canvas.dataset.floor !== floorCss) {\n        canvas.dataset.floor = floorCss;\n        canvas.style.background = floorCss;\n      }\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      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    } else {\n      ctx.fillStyle = floorCss;\n      ctx.fillRect(plot.x, plot.y, plot.w, plot.h);\n    }\n    if (profileW) {\n      ctx.fillStyle = floorCss;\n      ctx.fillRect(px, plot.y, profileW, plot.h);\n    }\n\n    // grid over the cells\n    const yTicks = ready\n      ? linearTicks(y0, y1, Math.max(2, Math.floor(plot.h / 44)))\n      : [];\n    const xt = timeTicks(\n      x0,\n      x1,\n      Math.max(2, Math.floor(plot.w / 75)),\n      undefined,\n      options.timeZone ?? \"local\",\n    );\n    ctx.strokeStyle = toCss(theme.text, dark ? 0.07 : 0.09);\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    for (const t of xt.values) {\n      const x = Math.round(xOf(t)) + 0.5;\n      if (x <= plot.x + 1 || x >= px - 1) continue;\n      ctx.moveTo(x, plot.y);\n      ctx.lineTo(x, plot.y + plot.h);\n    }\n    ctx.stroke();\n\n    // best bid / ask, trades, the current book\n    if (ready) {\n      drawBest(ctx, visible, xOf, yOf, columnPx);\n      if (options.bubbles !== false)\n        drawBubbles(ctx, tradeBubbles(visible, columnPx), xOf, yOf, fontSize);\n      if (profileW) drawProfile(ctx, px, profileW, yOf, fontSize);\n    }\n\n    // frame\n    ctx.strokeStyle = toCss(theme.axis);\n    ctx.lineWidth = 1;\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    if (profileW) {\n      ctx.moveTo(Math.round(px) + 0.5, plot.y);\n      ctx.lineTo(Math.round(px) + 0.5, plot.y + plot.h);\n    }\n    ctx.moveTo(Math.round(right) + 0.5, plot.y);\n    ctx.lineTo(Math.round(right) + 0.5, plot.y + plot.h);\n    ctx.stroke();\n\n    const cell = ready ? hoverCell() : null;\n\n    // time axis (the hover time tag hides the ticks it covers)\n    ctx.font = regular;\n    const hoverTime = cell\n      ? formatClock(\n          Number.isFinite(cell.start) ? cell.start : cell.time,\n          step < 1000,\n          options.timeZone,\n        )\n      : \"\";\n    const hoverHalf = cell ? ctx.measureText(hoverTime).width / 2 + 8 : 0;\n    ctx.fillStyle = toCss(theme.textMuted);\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 > px - 20) continue;\n      const text = xt.format(t);\n      if (\n        cell &&\n        Math.abs(x - cell.hx) < hoverHalf + ctx.measureText(text).width / 2\n      )\n        continue;\n      ctx.fillText(text, x, plot.y + plot.h + 6);\n    }\n\n    // price axis: pinned tags (best ask / bid, last trade) win over the\n    // ticks, the hover tag over everything\n    const last = lastTrade;\n    const pins: { price: number; color: Rgba; filled: boolean }[] = [\n      { price: store.bestAsk(), color: colors.down, filled: true },\n      { price: store.bestBid(), color: colors.up, filled: true },\n    ];\n    if (\n      last &&\n      last.price !== store.bestBid() &&\n      last.price !== store.bestAsk()\n    )\n      pins.push({\n        price: last.price,\n        color: last.side === \"buy\" ? colors.up : colors.down,\n        filled: false,\n      });\n    const shownPins = ready\n      ? pins.filter(\n          (p) => Number.isFinite(p.price) && p.price >= y0 && p.price <= y1,\n        )\n      : [];\n    const hoverY = cell ? Math.round(yOf(cell.rowPrice)) + 0.5 : NaN;\n    const layout = layoutAxisLabels(\n      shownPins.map((p): AxisLabel => ({ y: yOf(p.price), h: TAG_HEIGHT })),\n      cell ? { y: hoverY, h: TAG_HEIGHT } : null,\n      yTicks.map(yOf),\n      fontSize + 2,\n      [plot.y, plot.y + plot.h],\n    );\n    ctx.fillStyle = toCss(theme.textMuted);\n    ctx.textAlign = \"left\";\n    ctx.textBaseline = \"middle\";\n    yTicks.forEach((p, i) => {\n      if (layout.ticks[i]) ctx.fillText(fmt.price(p), right + 6, yOf(p));\n    });\n    ctx.font = bold;\n    shownPins.forEach((pin, i) => {\n      const y = layout.pinned[i];\n      if (y === null || y === undefined) return;\n      const at = yOf(pin.price);\n      if (Math.abs(y - at) > 1) {\n        // a moved tag points at its price\n        ctx.strokeStyle = toCss(pin.color);\n        ctx.lineWidth = 1;\n        ctx.beginPath();\n        ctx.moveTo(right - 4, at);\n        ctx.lineTo(right + 1, y);\n        ctx.stroke();\n      }\n      drawTag(\n        ctx,\n        fmt.price(pin.price),\n        right + 1,\n        y,\n        width - right - 2,\n        pin.color,\n        pin.filled,\n      );\n    });\n\n    // crosshair, hover tags and tooltip\n    drawHover(ctx, xOf, yOf, right, l, cell, hoverY, hoverTime);\n    ctx.font = regular;\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 (\n      (follow && fresh && Number.isFinite(openStart)) ||\n      (viewYReady && yTarget !== null && Math.abs(viewY[0] - yTarget[0]) > 1e-9)\n    );\n  }\n\n  function drawHover(\n    ctx: CanvasRenderingContext2D,\n    xOf: (t: number) => number,\n    yOf: (p: number) => number,\n    right: number,\n    l: OrderBookHeatmapLabels,\n    cell: HoverCell | null,\n    ry: number,\n    timeText: string,\n  ) {\n    const { theme } = host;\n    if (!cell) {\n      host.tooltip.style.display = \"none\";\n      if (hoverKey) {\n        hoverKey = \"\";\n        emitter.emit(\"hover\", null);\n      }\n      return;\n    }\n    const { hx, hy, time, start, column, bin, rowPrice } = cell;\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    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    } else if (Number.isFinite(start)) {\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    }\n    const side: OrderBookSide | null =\n      rowPrice <= bestBid ? \"bid\" : rowPrice >= bestAsk ? \"ask\" : null;\n\n    // crosshair\n    ctx.strokeStyle = toCss(theme.text, 0.5);\n    ctx.lineWidth = 1;\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    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 and time tags\n    ctx.font = fontOf(\n      theme,\n      options,\n      600,\n      options.fontSize ?? (host.width < 420 ? 10 : 11),\n    );\n    drawTag(\n      ctx,\n      fmt.price(rowPrice),\n      right + 1,\n      ry,\n      host.width - right - 2,\n      theme.text,\n      true,\n    );\n    drawTag(\n      ctx,\n      timeText,\n      clamp(hx, plot.x + 40, plot.x + plot.w - 40),\n      plot.y + plot.h + TAG_HEIGHT / 2 + 2,\n      plot.w,\n      theme.text,\n      true,\n      \"center\",\n    );\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: formatClock(\n          Number.isFinite(start) ? start : time,\n          true,\n          options.timeZone,\n        ),\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  /** Keeps a panned time range near the data (half a view of margin) */\n  const clampTime = (range: [number, number]): [number, number] => {\n    const first = columns.length ? columns[0]!.time : openStart;\n    if (!Number.isFinite(first)) return range;\n    const span = range[1] - range[0];\n    const latest = Number.isFinite(shownTime) ? shownTime : nowTime();\n    const max = latest + interval() + span / 2;\n    const start = Math.max(first - span / 2, Math.min(range[0], max - span));\n    return [start, start + span];\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        viewY = [c - span / 2, c + span / 2];\n        yTarget = [viewY[0], viewY[1]];\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 = clampTime([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(\n      (follow ? windowSpan : b - a) * factor,\n      interval() * 10,\n      history(),\n    );\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 = clampTime([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    viewY = [c - span / 2, c + span / 2];\n    yTarget = [viewY[0], viewY[1]];\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\" ? 0.8 : 1.25);\n          break;\n        }\n        setFollow(false);\n        const d =\n          (viewY[1] - viewY[0]) * 0.1 * (event.key === \"ArrowUp\" ? 1 : -1);\n        viewY = [viewY[0] + d, viewY[1] + d];\n        host.invalidate();\n        break;\n      }\n      case \"ArrowLeft\":\n      case \"ArrowRight\": {\n        setFollow(false);\n        const d =\n          (viewX[1] - viewX[0]) * 0.1 * (event.key === \"ArrowLeft\" ? -1 : 1);\n        viewX = clampTime([viewX[0] + d, viewX[1] + d]);\n        host.invalidate();\n        break;\n      }\n      case \"0\":\n      case \"Home\":\n        instance.resetView();\n        break;\n      default:\n        return;\n    }\n    event.preventDefault();\n  };\n\n  root.addEventListener(\"pointerdown\", onPointerDown);\n  root.addEventListener(\"pointermove\", onPointerMove);\n  root.addEventListener(\"pointerup\", onPointerUp);\n  root.addEventListener(\"pointercancel\", onPointerUp);\n  root.addEventListener(\"pointerleave\", onPointerLeave);\n  root.addEventListener(\"wheel\", onWheel, { passive: false });\n  root.addEventListener(\"dblclick\", onDoubleClick);\n  root.addEventListener(\"keydown\", onKeyDown);\n\n  // ----------------------------------------------------------------- api\n\n  const applyOne = (delta: OrderBookDelta) => {\n    const time = noteTime(delta.time);\n    if (store.count(\"bid\") + store.count(\"ask\") > 0) {\n      ensureTick();\n      advance(time);\n    }\n    store.applyDelta(delta);\n  };\n\n  const instance: OrderBookHeatmapInstance = {\n    setBook(snapshot) {\n      const time = noteTime(snapshot.time);\n      if (store.count(\"bid\") + store.count(\"ask\") > 0) advance(time);\n      store.setSnapshot(snapshot);\n      ensureTick();\n      refreshFormat();\n      if (!Number.isFinite(openStart)) advance(time);\n      host.invalidate();\n    },\n    applyDeltas(deltas) {\n      if (Array.isArray(deltas)) {\n        for (const d of deltas as readonly OrderBookDelta[]) applyOne(d);\n      } else applyOne(deltas as OrderBookDelta);\n      if (!Number.isFinite(openStart) && tick > 0) advance(nowTime());\n      host.invalidate();\n    },\n    addTrades(trades) {\n      const list: readonly MarketTrade[] = Array.isArray(trades)\n        ? (trades as readonly MarketTrade[])\n        : [trades as MarketTrade];\n      for (const trade of list) {\n        if (!(trade.size > 0) || !Number.isFinite(trade.price)) continue;\n        if (Number.isFinite(dataTime)) {\n          noteTime(trade.time);\n          advance(trade.time);\n        }\n        const target =\n          !Number.isFinite(openStart) || trade.time >= openStart\n            ? open\n            : columnAt(trade.time);\n        if (target) {\n          if (trade.side === \"buy\") {\n            target.buyVolume += trade.size;\n            target.buyNotional += trade.size * trade.price;\n          } else {\n            target.sellVolume += trade.size;\n            target.sellNotional += trade.size * trade.price;\n          }\n        }\n        if (!lastTrade || trade.time >= lastTrade.time) lastTrade = trade;\n      }\n      host.invalidate();\n    },\n    clear() {\n      store.clear();\n      clearHistory();\n      lastTrade = null;\n      dataTime = NaN;\n      tick = 0;\n      ySpan = NaN;\n      yTarget = null;\n      viewYReady = 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      yTarget = null;\n      setFollow(true);\n      host.invalidate();\n    },\n    getRenderer: () => renderer?.kind ?? null,\n    ready,\n    getStore: () => store,\n    on: (event, handler) => emitter.on(event, handler),\n    resize() {\n      host.invalidate();\n    },\n    destroy() {\n      destroyed = true;\n      root.removeEventListener(\"pointerdown\", onPointerDown);\n      root.removeEventListener(\"pointermove\", onPointerMove);\n      root.removeEventListener(\"pointerup\", onPointerUp);\n      root.removeEventListener(\"pointercancel\", onPointerUp);\n      root.removeEventListener(\"pointerleave\", onPointerLeave);\n      root.removeEventListener(\"wheel\", onWheel);\n      root.removeEventListener(\"dblclick\", onDoubleClick);\n      root.removeEventListener(\"keydown\", onKeyDown);\n      renderer?.destroy();\n      renderer = null;\n      emitter.clear();\n      host.destroy();\n      resolveReady(null);\n    },\n  };\n\n  applyTexts();\n  refreshColors();\n  void initRenderer();\n  return 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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;

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;