minerva-design 1.3.0 → 1.5.0

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

@@ -0,0 +1,822 @@
+import { luminance as e, mixOklab as t, oklabRamp as n, toCss as r } from "../color.js";
+import { localeLabels as i } from "../locale.js";
+import { linearTicks as a } from "../scale.js";
+import { createRenderer as o } from "../renderers/detect.js";
+import { timeTicks as s } from "../time.js";
+import { createOrderBookStore as c, decimalsOf as l, inferPriceDecimals as u, inferSizeDecimals as d, inferTickSize as f, roundToStep as p } from "./book.js";
+import { clamp as m, createFormatters as h, ease as g, fontOf as ee, formatClock as te, roundRect as _, sideColors as ne } from "./format.js";
+import { createEmitter as re, createHost as ie, localPoint as v, tooltipHtml as ae } from "./host.js";
+import { fitPriceRange as oe, fitTimeRange as se, layoutAxisLabels as ce, niceCeil as y } from "./layout.js";
+//#region src/engine/orderbook/heatmap.ts
+var le = 32, b = 128, x = [
+	"#0b2140",
+	"#0f3a70",
+	"#1259a3",
+	"#1585bd",
+	"#1fb3b0",
+	"#62cf73",
+	"#d9e04a",
+	"#ffb23a",
+	"#ff6a33"
+], ue = [
+	"#dfecfb",
+	"#b3d2f5",
+	"#79abe8",
+	"#4580d6",
+	"#3b54b8",
+	"#5a33a0",
+	"#962a86",
+	"#cf2f55"
+], de = 16, fe = 6, S = {
+	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"
+	}
+}, pe = (e, t, n, r) => {
+	if (!(e > 0) || !(t > 0)) return 0;
+	let i = Math.min(1, e * r / t);
+	switch (n) {
+		case "linear": return i;
+		case "sqrt": return Math.sqrt(i);
+		default: return Math.log10(1 + 9 * i);
+	}
+}, C = (C, w = {}) => {
+	let T = w, E = c(), D = re(), O = h(T, 2, 4), k = {
+		up: [
+			0,
+			0,
+			0,
+			1
+		],
+		down: [
+			0,
+			0,
+			0,
+			1
+		]
+	}, me = new Uint32Array(b), he = [
+		0,
+		0,
+		0,
+		1
+	], ge = !1, A = 0, j = [], _e = 0, M = NaN, N = {
+		buyVolume: 0,
+		buyNotional: 0,
+		sellVolume: 0,
+		sellNotional: 0
+	}, ve = null, P = NaN, ye = 0, F = 0, I = 0, L = 0, R = /* @__PURE__ */ new Map(), z = /* @__PURE__ */ new Set(), be = 0, B = null, V = -1, xe = {
+		x: NaN,
+		y: NaN
+	}, H = null, Se = 0, Ce = !1, we = () => {}, Te = new Promise((e) => {
+		we = e;
+	}), Ee = !0, U = NaN, W = [0, 1], G = [0, 1], De = !1, K = null, q = NaN, J = NaN, Oe = 0, Y = {
+		x: 0,
+		y: 0,
+		w: 0,
+		h: 0
+	}, ke = null, Ae = "", X = null, Z = ie(C, {
+		className: "minerva-orderbook-heatmap",
+		draw: ct,
+		onTheme: () => {
+			ze(), Ve();
+		}
+	}), { root: Q, doc: je } = Z;
+	Q.tabIndex = 0, Q.setAttribute("role", "figure"), Q.style.touchAction = "none";
+	let Me = i(S, T.locale, T.labels), Ne = () => Me, Pe = () => {
+		Me = i(S, T.locale, T.labels), Q.setAttribute("aria-label", T.ariaLabel ?? Me.name);
+	}, $ = () => Math.max(10, T.interval ?? 100), Fe = () => Math.max($() * 4, T.history ?? 3e5), Ie = () => Math.max(4, Math.round(T.depth ?? 160)), Le = () => {
+		if (!Number.isFinite(P)) return Date.now();
+		let e = Re() - ye;
+		return P + Math.min(Math.max(0, e), $() * 3);
+	}, Re = () => typeof performance < "u" ? performance.now() : Date.now();
+	function ze() {
+		let r = Z.theme;
+		k = ne(r, T);
+		let i = (e) => {
+			let t = r.resolve ? r.resolve(e, r.primary) : r.primary;
+			return [
+				t[0],
+				t[1],
+				t[2],
+				1
+			];
+		}, a = [
+			r.background[0],
+			r.background[1],
+			r.background[2],
+			1
+		];
+		ge = r.background[3] > 0 && e(a) < .4, he = ge ? t(a, [
+			0,
+			0,
+			0,
+			1
+		], .4) : t(a, [
+			r.text[0],
+			r.text[1],
+			r.text[2],
+			1
+		], .02), me = n([he, ...(T.colors?.length ? T.colors : ge ? x : ue).map(i)], b);
+	}
+	let Be = () => {
+		O = h(T, A > 0 ? Math.max(l(A), u(E)) : u(E), d(E));
+	}, Ve = () => {
+		for (let e of R.keys()) z.add(e);
+		V = -1, Z.invalidate();
+	}, He = () => {
+		j = [], R.clear(), z.clear(), B = null, V = -1, M = NaN, xe = {
+			x: NaN,
+			y: NaN
+		}, F = 0, I = 0, J = NaN, N.buyVolume = N.buyNotional = N.sellVolume = N.sellNotional = 0;
+	}, Ue = () => {
+		if (A > 0) return;
+		let e = f(E), t = E.mid();
+		if (T.tickSize && T.tickSize > 0) A = T.tickSize;
+		else if (e > 0 && Number.isFinite(t)) {
+			let n = t * 1e-5 / e, r = 1;
+			for (let e = 1; e <= 1e9 && r < n * .75; e *= 10) for (let t of [
+				1,
+				2,
+				5
+			]) if (r = t * e, r >= n * .75) break;
+			A = p(e * r, e);
+		} else A = Number.isFinite(t) ? Math.max(1e-8, t * 1e-5) : 0;
+		A > 0 && Be();
+	}, We = () => {
+		let e = Ie(), t = new Float64Array(e * 2), n = new Float32Array(e * 2), r = 0, i = [
+			0,
+			0,
+			0,
+			0
+		];
+		for (let i of ["bid", "ask"]) {
+			let a = E.count(i), o = 0;
+			for (let s = 0; s < a; s++) {
+				let a = Math.round(E.priceAt(i, s) / A), c = E.sizeAt(i, s);
+				if (r > 0 && t[r - 1] === a && o > 0) {
+					n[r - 1] += c;
+					continue;
+				}
+				if (o >= e) break;
+				t[r] = a, n[r] = c, r++, o++;
+			}
+		}
+		for (let e = 0; e < r; e++) {
+			let t = n[e];
+			t > i[3] && (i[3] = t, i.sort((e, t) => t - e));
+		}
+		return {
+			bins: t.subarray(0, r),
+			sizes: n.subarray(0, r),
+			reference: i[3] || i[0]
+		};
+	}, Ge = (e) => {
+		if (!(A > 0)) return;
+		let { bins: t, sizes: n, reference: r } = We(), i = {
+			seq: _e++,
+			time: e,
+			bins: t,
+			sizes: n,
+			bestBid: E.bestBid(),
+			bestAsk: E.bestAsk(),
+			buyVolume: N.buyVolume,
+			buyNotional: N.buyNotional,
+			sellVolume: N.sellVolume,
+			sellNotional: N.sellNotional,
+			reference: r
+		};
+		if (N.buyVolume = N.buyNotional = N.sellVolume = N.sellNotional = 0, j.push(i), z.add(Math.floor(i.seq / le)), T.maxSize === void 0) {
+			let e = j.slice(-100), t = 0;
+			for (let n of e) t += n.reference;
+			let n = t / e.length * 1.6;
+			if (!(F > 0) || Math.abs(n / F - 1) > .3) {
+				F = n;
+				for (let e of R.keys()) z.add(e);
+				V = -1;
+			}
+		}
+		let a = e - Fe(), o = 0;
+		for (; o < j.length && j[o].time < a;) o++;
+		if (o) {
+			j = j.slice(o);
+			let e = j[0] ? Math.floor(j[0].seq / le) : Infinity;
+			for (let t of [...R.keys()]) t < e && R.delete(t);
+		}
+	}, Ke = (e) => {
+		if (!Number.isFinite(e)) return;
+		let t = $();
+		if (!Number.isFinite(M)) {
+			M = Math.floor(e / t) * t;
+			return;
+		}
+		if (e - M > Fe()) {
+			Ge(M), M = Math.floor(e / t) * t;
+			return;
+		}
+		for (; e >= M + t;) Ge(M), M += t;
+	}, qe = (e) => e === void 0 || !Number.isFinite(e) ? Date.now() : ((!Number.isFinite(P) || e >= P) && (P = e, ye = Re()), e), Je = (e) => {
+		let t = 0, n = j.length - 1, r = $();
+		for (; t <= n;) {
+			let i = t + n >>> 1, a = j[i];
+			if (e < a.time) n = i - 1;
+			else if (e >= a.time + r) t = i + 1;
+			else return a;
+		}
+		return null;
+	}, Ye = () => {
+		if (Number.isFinite(xe.x)) return;
+		let e = E.mid();
+		xe = {
+			x: Number.isFinite(M) ? M : 0,
+			y: Number.isFinite(e) ? e : 0
+		};
+	}, Xe = (e) => {
+		let t = pe(e, T.maxSize ?? F, T.colorScale ?? "log", Math.max(.01, T.contrast ?? 1));
+		return Math.round(t * 127);
+	}, Ze = (e, t) => {
+		let n = $(), r = 0;
+		for (let e of t) for (let t = 0; t < e.sizes.length; t++) Xe(e.sizes[t]) > 0 && r++;
+		let i = /* @__PURE__ */ new ArrayBuffer(Math.max(1, r) * 16), a = new Float32Array(i), o = new Uint32Array(i), s = 0, c = A / 2 * 1.06;
+		for (let e of t) {
+			let t = e.time + n / 2 - xe.x;
+			for (let n = 0; n < e.sizes.length; n++) {
+				let r = Xe(e.sizes[n]);
+				if (r <= 0) continue;
+				let i = e.bins[n] * A - xe.y;
+				a[s * 4] = t, a[s * 4 + 1] = i - c, a[s * 4 + 2] = i + c, o[s * 4 + 3] = me[r], s++;
+			}
+		}
+		return {
+			kind: "bar",
+			key: e,
+			version: ++be,
+			color: [
+				1,
+				1,
+				1,
+				1
+			],
+			instances: i,
+			count: r,
+			halfWidth: n / 2 * 1.06,
+			radius: 0,
+			inset: .01,
+			minHalf: 0,
+			sorted: !0
+		};
+	}, Qe = () => {
+		if (z.size) {
+			let e = /* @__PURE__ */ new Map();
+			for (let t of j) {
+				let n = Math.floor(t.seq / le);
+				if (!z.has(n)) continue;
+				let r = e.get(n);
+				r || e.set(n, r = []), r.push(t);
+			}
+			for (let t of z) {
+				let n = e.get(t);
+				n ? R.set(t, Ze(`heat:${t}`, n)) : R.delete(t);
+			}
+			z.clear();
+		}
+		return [...R.values()];
+	}, $e = () => {
+		let e = $(), t = [], n = 0, r = j.length;
+		for (; n < r;) {
+			let t = n + r >>> 1;
+			j[t].time + e < W[0] ? n = t + 1 : r = t;
+		}
+		for (let e = n; e < j.length; e++) {
+			let n = j[e];
+			if (n.time > W[1]) break;
+			t.push(n);
+		}
+		return t;
+	}, et = (e, t) => {
+		let n = $(), r = Math.max(1, Math.ceil(fe / Math.max(1e-6, t))), i = [], a = NaN, o = 0, s = 0, c = {
+			bv: 0,
+			bn: 0,
+			sv: 0,
+			sn: 0
+		}, l = () => {
+			let e = (o + s) / 2;
+			c.sv > 0 && i.push({
+				time: e,
+				price: c.sn / c.sv,
+				volume: c.sv,
+				buy: !1
+			}), c.bv > 0 && i.push({
+				time: e,
+				price: c.bn / c.bv,
+				volume: c.bv,
+				buy: !0
+			}), c.bv = c.bn = c.sv = c.sn = 0;
+		}, u = (e, t, i) => {
+			let u = Math.floor(e / r);
+			u !== a && (Number.isFinite(a) && l(), a = u, o = t), s = t + n, c.bv += i.buyVolume, c.bn += i.buyNotional, c.sv += i.sellVolume, c.sn += i.sellNotional;
+		};
+		for (let t of e) u(t.seq, t.time, t);
+		return Number.isFinite(M) && M <= W[1] && u(_e, M, N), Number.isFinite(a) && l(), i;
+	}, tt = (e) => {
+		e.save(), e.beginPath(), e.rect(Y.x, Y.y, Y.w, Y.h), e.clip();
+	}, nt = (e, t, n, i, a) => {
+		if (T.bestLines === !1) return;
+		let o = $(), s = t.map((e) => [
+			e.time,
+			e.bestBid,
+			e.bestAsk
+		]);
+		if (Number.isFinite(M) && s.push([
+			M,
+			E.bestBid(),
+			E.bestAsk()
+		]), !s.length) return;
+		let c = a >= 2;
+		tt(e), e.beginPath();
+		for (let [t, r, a] of s) {
+			if (!Number.isFinite(r) || !Number.isFinite(a) || !(a > r)) continue;
+			let s = n(t), c = i(a);
+			e.rect(s, c, n(t + o) - s, i(r) - c);
+		}
+		e.fillStyle = r(Z.theme.text, ge ? .07 : .06), e.fill(), e.lineJoin = "round";
+		for (let [t, a] of [[1, k.up], [2, k.down]]) {
+			e.beginPath();
+			let l = !1;
+			for (let r of s) {
+				let a = r[t];
+				if (!Number.isFinite(a)) {
+					l = !1;
+					continue;
+				}
+				let s = i(a), u = n(r[0]), d = n(r[0] + o);
+				c ? (l ? e.lineTo(u, s) : e.moveTo(u, s), e.lineTo(d, s)) : l ? e.lineTo((u + d) / 2, s) : e.moveTo((u + d) / 2, s), l = !0;
+			}
+			e.strokeStyle = r(he, .55), e.lineWidth = 3.5, e.stroke(), e.strokeStyle = r(a), e.lineWidth = 1.5, e.stroke();
+		}
+		e.restore();
+	}, rt = (e, n, i, a, o) => {
+		if (!n.length) return;
+		let s = 0;
+		for (let e of n) s = Math.max(s, e.volume);
+		I = I > 0 ? Math.max(s, I * .995) : s;
+		let c = T.bubbleVolume ?? I, l = Math.max(4, T.bubbleSize ?? 28), u = n.map((e) => ({
+			...e,
+			d: m(Math.sqrt(e.volume / c) * l, 3, l)
+		})).sort((e, t) => e.d - t.d);
+		tt(e), e.lineWidth = 1.25, e.textAlign = "center", e.textBaseline = "middle", e.font = ee(Z.theme, T, 600, Math.max(8, o - 1));
+		for (let n of u) {
+			let o = i(n.time), s = a(n.price), c = n.d / 2;
+			if (o < Y.x - c || o > Y.x + Y.w + c || s < Y.y - c || s > Y.y + Y.h + c) continue;
+			let l = n.buy ? k.up : k.down;
+			if (e.beginPath(), e.arc(o, s, c, 0, Math.PI * 2), e.fillStyle = r(l, .62), e.fill(), e.strokeStyle = r(t(l, [
+				1,
+				1,
+				1,
+				1
+			], .25)), e.stroke(), n.d >= 26) {
+				let t = O.compact(n.volume);
+				e.measureText(t).width <= n.d - 6 && (e.fillStyle = "#fff", e.fillText(t, o, s + .5));
+			}
+		}
+		e.restore();
+	}, it = (e, t, n, i, a) => {
+		let o = Z.theme, [s, c] = G, l = Math.max(1, A / (c - s) * Y.h), u = 0, d = ["bid", "ask"].map((e) => {
+			let t = E.levels(e, {
+				step: A,
+				limit: Ie()
+			});
+			for (let e = 0; e < t.count; e++) {
+				let n = t.price[e];
+				n >= s && n <= c && (u = Math.max(u, t.size[e]));
+			}
+			return {
+				side: e,
+				...t
+			};
+		});
+		if ((u > L || u < L * .35 || !(L > 0)) && (L = y(u)), !(L > 0)) return;
+		let f = t + 3, p = n - 9;
+		e.strokeStyle = r(o.text, .09), e.lineWidth = 1, e.setLineDash([2, 3]), e.beginPath();
+		for (let t of [.5, 1]) {
+			let n = Math.round(f + p * t) + .5;
+			e.moveTo(n, Y.y), e.lineTo(n, Y.y + Y.h);
+		}
+		e.stroke(), e.setLineDash([]);
+		let m = +(l > 3), h = Math.max(1, l - m);
+		for (let { side: t, price: n, size: a, count: o } of d) {
+			let u = t === "bid" ? k.up : k.down;
+			e.beginPath();
+			for (let t = 1; t < o; t++) {
+				let r = n[t];
+				if (r < s || r > c) continue;
+				let o = Math.max(1, Math.min(p, a[t] / L * p));
+				e.rect(f, i(r) - l / 2 + m / 2, o, h);
+			}
+			e.fillStyle = r(u, .55), e.fill();
+			let d = n[0];
+			if (o && d !== void 0 && d >= s && d <= c) {
+				let t = Math.max(1, Math.min(p, a[0] / L * p));
+				e.fillStyle = r(u, .95), e.fillRect(f, i(d) - l / 2 + m / 2, t, h);
+			}
+		}
+		let g = Math.round(Y.y + Y.h + 4) + .5;
+		e.strokeStyle = r(o.textMuted, .7), e.beginPath(), e.moveTo(f, g), e.lineTo(f + p, g);
+		for (let t of [
+			0,
+			.5,
+			1
+		]) {
+			let n = Math.round(f + p * t) + .5;
+			e.moveTo(n, g), e.lineTo(n, g + 3);
+		}
+		e.stroke(), e.font = ee(o, T, 400, Math.max(8, a - 1)), e.fillStyle = r(o.textMuted), e.textBaseline = "top";
+		let te = O.compact(L), _ = e.measureText(te).width;
+		e.textAlign = "right", e.fillText(te, f + p + 2, g + 4), _ + e.measureText("0").width + 8 < p && (e.textAlign = "left", e.fillText("0", f - 1, g + 4));
+	}, at = () => {
+		if (!Number.isFinite(M) || !(A > 0)) return null;
+		let e = E.version();
+		if (B && V === e) return B;
+		let { bins: t, sizes: n } = We();
+		return B = Ze("heat:head", [{
+			time: M,
+			bins: t,
+			sizes: n
+		}]), V = e, B;
+	}, ot = () => {
+		if (!ke || T.tooltip === !1 || !(A > 0) || X || !De) return null;
+		let [e, t] = ke;
+		if (e < Y.x || e > Y.x + Y.w || t < Y.y || t > Y.y + Y.h) return null;
+		let [n, r] = W, [i, a] = G, o = n + (e - Y.x) / Y.w * (r - n), s = i + (Y.y + Y.h - t) / Y.h * (a - i), c = Math.round(s / A), u = +(c * A).toFixed(Math.min(12, l(A) + 2)), d = Je(o);
+		return {
+			hx: e,
+			hy: t,
+			time: o,
+			start: d ? d.time : Number.isFinite(M) && o >= M ? M : NaN,
+			column: d,
+			bin: c,
+			rowPrice: u
+		};
+	}, st = (t, n, i, a, o, s, c, l = "left") => {
+		let u = Math.min(t.measureText(n).width + 10, o), d = l === "center" ? i - u / 2 : i;
+		t.fillStyle = r(c ? s : he), _(t, d, a - de / 2, u, de, 3), t.fill(), c || (t.strokeStyle = r(s), t.lineWidth = 1, t.stroke()), t.fillStyle = c ? e(s) > .6 ? "#111" : "#fff" : r(s), t.textAlign = l, t.textBaseline = "middle", t.fillText(n, l === "center" ? i : d + 5, a + .5);
+	};
+	function ct(e) {
+		let t = Z.ctx;
+		if (!t) return !1;
+		let { width: n, height: i, dpr: o, theme: c } = Z, l = Oe ? e - Oe : 0;
+		Oe = e;
+		let u = Ne(), d = T.fontSize ?? (n < 420 ? 10 : 11), f = ee(c, T, 400, d), p = ee(c, T, 600, d), h = $(), _ = !Number.isFinite(P);
+		_ && E.count("bid") + E.count("ask") > 0 && Ke(Date.now());
+		let ne = Le();
+		J = Number.isFinite(J) && ne > J - h * 4 ? Math.max(J, ne) : ne;
+		let re = J;
+		t.setTransform(o, 0, 0, o, 0, 0), t.clearRect(0, 0, n, i), Ue();
+		let ie = E.mid();
+		t.font = p;
+		let v = O.price(Number.isFinite(ie) ? ie * 1.0001 : 0), ae = Math.ceil(t.measureText(v).width) + 18;
+		t.font = f;
+		let y = T.profile === !1 ? 0 : Math.round(m(n * .11, 44, 96)), le = d + 12;
+		Y = {
+			x: 0,
+			y: 0,
+			w: Math.max(10, n - ae - y),
+			h: Math.max(10, i - le)
+		};
+		let b = Y.x + Y.w, x = b + y;
+		if (Number.isFinite(U) || (U = Math.max(h * 10, T.window ?? 6e4)), Ee) {
+			let e = j.length ? j[0].time : M;
+			W = se(e, re, U, Math.min(U, h * 60));
+			let t = E.bestBid(), n = E.bestAsk();
+			for (let e of $e()) Number.isFinite(e.bestBid) && !(e.bestBid >= t) && (t = e.bestBid), Number.isFinite(e.bestAsk) && !(e.bestAsk <= n) && (n = e.bestAsk);
+			Number.isFinite(t) || (t = n), Number.isFinite(n) || (n = t);
+			let r = A > 0 ? A * Math.max(40, Y.h / 6) : 0, i = T.priceSpan ?? (Number.isFinite(q) ? q : void 0);
+			if (r > 0 || i !== void 0) {
+				K = oe(K, t, n, r, i);
+				let [e, a] = K;
+				if (Number.isFinite(e) && Number.isFinite(a)) {
+					if (!De) G = [e, a], De = !0;
+					else {
+						let t = g(l, 280);
+						G = [G[0] + (e - G[0]) * t, G[1] + (a - G[1]) * t];
+					}
+				}
+			}
+		}
+		let [ue, fe] = W, [S, pe] = G, C = (e) => Y.x + (e - ue) / (fe - ue) * Y.w, w = (e) => Y.y + Y.h - (e - S) / (pe - S) * Y.h, D = De && A > 0, me = $e(), _e = h / (fe - ue) * Y.w, N = r(he);
+		if (H && A > 0) {
+			Ye();
+			let e = H.canvas;
+			e.style.left = `${Y.x}px`, e.style.top = `${Y.y}px`, e.style.width = `${Y.w}px`, e.style.height = `${Y.h}px`, e.dataset.floor !== N && (e.dataset.floor = N, e.style.background = N);
+			let t = Math.max(1, Math.round(Y.w * o)), n = Math.max(1, Math.round(Y.h * o));
+			(e.width !== t || e.height !== n) && H.resize(t, n);
+			let r = Qe(), i = at();
+			i && r.push(i);
+			let a = 2 / (fe - ue), s = 2 / (pe - S);
+			H.render(r, {
+				transform: {
+					xScale: a,
+					xOffset: (xe.x - ue) * a - 1,
+					yScale: s,
+					yOffset: (xe.y - S) * s - 1
+				},
+				width: t,
+				height: n,
+				dpr: o
+			});
+		} else t.fillStyle = N, t.fillRect(Y.x, Y.y, Y.w, Y.h);
+		y && (t.fillStyle = N, t.fillRect(b, Y.y, y, Y.h));
+		let F = D ? a(S, pe, Math.max(2, Math.floor(Y.h / 44))) : [], I = s(ue, fe, Math.max(2, Math.floor(Y.w / 75)), void 0, T.timeZone ?? "local");
+		t.strokeStyle = r(c.text, ge ? .07 : .09), t.lineWidth = 1, t.beginPath();
+		for (let e of F) {
+			let n = Math.round(w(e)) + .5;
+			t.moveTo(Y.x, n), t.lineTo(x, n);
+		}
+		for (let e of I.values) {
+			let n = Math.round(C(e)) + .5;
+			n <= Y.x + 1 || n >= b - 1 || (t.moveTo(n, Y.y), t.lineTo(n, Y.y + Y.h));
+		}
+		t.stroke(), D && (nt(t, me, C, w, _e), T.bubbles !== !1 && rt(t, et(me, _e), C, w, d), y && it(t, b, y, w, d)), t.strokeStyle = r(c.axis), t.lineWidth = 1, t.beginPath(), t.moveTo(0, Math.round(Y.y + Y.h) + .5), t.lineTo(n, Math.round(Y.y + Y.h) + .5), y && (t.moveTo(Math.round(b) + .5, Y.y), t.lineTo(Math.round(b) + .5, Y.y + Y.h)), t.moveTo(Math.round(x) + .5, Y.y), t.lineTo(Math.round(x) + .5, Y.y + Y.h), t.stroke();
+		let L = D ? ot() : null;
+		t.font = f;
+		let R = L ? te(Number.isFinite(L.start) ? L.start : L.time, h < 1e3, T.timeZone) : "", z = L ? t.measureText(R).width / 2 + 8 : 0;
+		t.fillStyle = r(c.textMuted), t.textAlign = "center", t.textBaseline = "top";
+		for (let e of I.values) {
+			let n = C(e);
+			if (n < 20 || n > b - 20) continue;
+			let r = I.format(e);
+			L && Math.abs(n - L.hx) < z + t.measureText(r).width / 2 || t.fillText(r, n, Y.y + Y.h + 6);
+		}
+		let be = ve, B = [{
+			price: E.bestAsk(),
+			color: k.down,
+			filled: !0
+		}, {
+			price: E.bestBid(),
+			color: k.up,
+			filled: !0
+		}];
+		be && be.price !== E.bestBid() && be.price !== E.bestAsk() && B.push({
+			price: be.price,
+			color: be.side === "buy" ? k.up : k.down,
+			filled: !1
+		});
+		let V = D ? B.filter((e) => Number.isFinite(e.price) && e.price >= S && e.price <= pe) : [], Se = L ? Math.round(w(L.rowPrice)) + .5 : NaN, Ce = ce(V.map((e) => ({
+			y: w(e.price),
+			h: de
+		})), L ? {
+			y: Se,
+			h: de
+		} : null, F.map(w), d + 2, [Y.y, Y.y + Y.h]);
+		t.fillStyle = r(c.textMuted), t.textAlign = "left", t.textBaseline = "middle", F.forEach((e, n) => {
+			Ce.ticks[n] && t.fillText(O.price(e), x + 6, w(e));
+		}), t.font = p, V.forEach((e, i) => {
+			let a = Ce.pinned[i];
+			if (a == null) return;
+			let o = w(e.price);
+			Math.abs(a - o) > 1 && (t.strokeStyle = r(e.color), t.lineWidth = 1, t.beginPath(), t.moveTo(x - 4, o), t.lineTo(x + 1, a), t.stroke()), st(t, O.price(e.price), x + 1, a, n - x - 2, e.color, e.filled);
+		}), lt(t, C, w, x, u, L, Se, R), t.font = f, Z.describe(`${T.ariaLabel ?? u.name}. ${u.bid} ${O.price(E.bestBid())}, ${u.ask} ${O.price(E.bestAsk())}.`);
+		let we = _ || Re() - ye < 2e3;
+		return Ee && we && Number.isFinite(M) || De && K !== null && Math.abs(G[0] - K[0]) > 1e-9;
+	}
+	function lt(e, t, n, i, a, o, s, c) {
+		let { theme: l } = Z;
+		if (!o) {
+			Z.tooltip.style.display = "none", Ae && (Ae = "", D.emit("hover", null));
+			return;
+		}
+		let { hx: u, hy: d, time: f, start: p, column: h, bin: g, rowPrice: _ } = o, ne = $(), re = 0, ie = NaN, v = NaN, oe = 0, se = 0;
+		if (h) {
+			for (let e = 0; e < h.bins.length; e++) h.bins[e] === g && (re += h.sizes[e]);
+			({bestBid: ie, bestAsk: v, buyVolume: oe, sellVolume: se} = h);
+		} else if (Number.isFinite(p)) {
+			let e = ["bid", "ask"].map((e) => E.levels(e, {
+				step: A,
+				limit: Ie()
+			}));
+			for (let t of e) for (let e = 0; e < t.count; e++) Math.round(t.price[e] / A) === g && (re += t.size[e]);
+			ie = E.bestBid(), v = E.bestAsk(), oe = N.buyVolume, se = N.sellVolume;
+		}
+		let ce = _ <= ie ? "bid" : _ >= v ? "ask" : null;
+		if (e.strokeStyle = r(l.text, .5), e.lineWidth = 1, e.setLineDash([3, 3]), e.beginPath(), e.moveTo(Math.round(u) + .5, Y.y), e.lineTo(Math.round(u) + .5, Y.y + Y.h), e.moveTo(Y.x, s), e.lineTo(i, s), e.stroke(), e.setLineDash([]), Number.isFinite(p)) {
+			let i = t(p), a = t(p + ne), o = n(_ + A / 2), s = n(_ - A / 2);
+			e.strokeStyle = r(l.text, .85), e.strokeRect(i, o, Math.max(2, a - i), Math.max(2, s - o));
+		}
+		e.font = ee(l, T, 600, T.fontSize ?? (Z.width < 420 ? 10 : 11)), st(e, O.price(_), i + 1, s, Z.width - i - 2, l.text, !0), st(e, c, m(u, Y.x + 40, Y.x + Y.w - 40), Y.y + Y.h + de / 2 + 2, Y.w, l.text, !0, "center");
+		let y = ce === "bid" ? k.up : ce === "ask" ? k.down : l.text;
+		ae(je, Z.tooltip, {
+			text: te(Number.isFinite(p) ? p : f, !0, T.timeZone),
+			color: void 0
+		}, [
+			[a.price, O.price(_)],
+			[a.liquidity, O.size(re)],
+			[a.buys, O.size(oe)],
+			[a.sells, O.size(se)]
+		]), Z.tooltip.style.display = "block", Z.tooltip.style.borderLeft = `3px solid ${r(y)}`, Z.placeTooltip(Z.tooltip, u, d, u > Y.w * .6 ? "left" : "right");
+		let le = `${p}|${g}|${re}|${oe}|${se}`;
+		if (le !== Ae) {
+			Ae = le;
+			let e = {
+				time: Number.isFinite(p) ? p : f,
+				price: _,
+				size: re,
+				side: ce,
+				buyVolume: oe,
+				sellVolume: se
+			};
+			D.emit("hover", e);
+		}
+	}
+	let ut = async (e = /* @__PURE__ */ new Set()) => {
+		let t = ++Se, n = await o(T.renderer ?? "auto", () => {
+			let e = je.createElement("canvas");
+			return Object.assign(e.style, {
+				position: "absolute",
+				left: "0",
+				top: "0",
+				pointerEvents: "none"
+			}), e.setAttribute("aria-hidden", "true"), e;
+		}, (t) => {
+			Ce || H?.kind !== t || (H.destroy(), H.canvas.remove(), H = null, ut(/* @__PURE__ */ new Set([...e, t])));
+		}, e);
+		if (Ce || t !== Se) {
+			n?.destroy();
+			return;
+		}
+		H && (H.destroy(), H.canvas.remove()), H = n, n && (Q.dataset.renderer = n.kind, Q.insertBefore(n.canvas, Z.canvas), D.emit("renderer", n.kind)), we(n?.kind ?? null), Z.invalidate();
+	}, dt = (e) => {
+		Ee !== e && (Ee = e, D.emit("follow", e));
+	}, ft = (e) => {
+		let t = j.length ? j[0].time : M;
+		if (!Number.isFinite(t)) return e;
+		let n = e[1] - e[0], r = (Number.isFinite(J) ? J : Le()) + $() + n / 2, i = Math.max(t - n / 2, Math.min(e[0], r - n));
+		return [i, i + n];
+	}, pt = (e) => {
+		if (T.interactive === !1) return;
+		let [t, n] = v(Q, e);
+		Q.setPointerCapture?.(e.pointerId), X = {
+			x: t,
+			y: n,
+			viewX: [...W],
+			viewY: [...G],
+			axis: t > Y.x + Y.w,
+			span: G[1] - G[0]
+		};
+	}, mt = (e) => {
+		let [t, n] = v(Q, e);
+		if (ke = [t, n], X) {
+			let e = t - X.x, r = n - X.y;
+			if (X.axis) {
+				let e = X.span * Math.exp(r * .006), t = (X.viewY[0] + X.viewY[1]) / 2;
+				q = e, G = [t - e / 2, t + e / 2], K = [G[0], G[1]];
+			} else if (Math.abs(e) + Math.abs(r) > 3) {
+				dt(!1);
+				let t = (X.viewX[1] - X.viewX[0]) / Y.w * e, n = (X.viewY[1] - X.viewY[0]) / Y.h * r;
+				W = ft([X.viewX[0] - t, X.viewX[1] - t]), G = [X.viewY[0] + n, X.viewY[1] + n];
+			}
+		}
+		Z.invalidate();
+	}, ht = (e) => {
+		Q.releasePointerCapture?.(e.pointerId), X = null, Z.invalidate();
+	}, gt = () => {
+		X || (ke = null, Z.invalidate());
+	}, _t = (e, t) => {
+		let [n, r] = W, i = m((Ee ? U : r - n) * e, $() * 10, Fe());
+		if (U = i, !Ee) {
+			let e = n + (t - Y.x) / Y.w * (r - n), a = (e - n) / (r - n);
+			W = ft([e - i * a, e + i * (1 - a)]);
+		}
+		Z.invalidate();
+	}, vt = (e) => {
+		let t = m((G[1] - G[0]) * e, A * 6 || 1e-9, Infinity), n = (G[0] + G[1]) / 2;
+		q = t, G = [n - t / 2, n + t / 2], K = [G[0], G[1]], Z.invalidate();
+	}, yt = (e) => {
+		if (T.interactive === !1 || !(e.ctrlKey || e.metaKey)) return;
+		e.preventDefault();
+		let [t] = v(Q, e), n = Math.exp(e.deltaY * .002);
+		e.shiftKey || t > Y.x + Y.w ? vt(n) : _t(n, t);
+	}, bt = () => {
+		T.interactive !== !1 && Ct.resetView();
+	}, xt = (e) => {
+		if (T.interactive !== !1) {
+			switch (e.key) {
+				case "+":
+				case "=":
+					_t(.8, Y.x + Y.w);
+					break;
+				case "-":
+					_t(1.25, Y.x + Y.w);
+					break;
+				case "ArrowUp":
+				case "ArrowDown": {
+					if (e.shiftKey) {
+						vt(e.key === "ArrowUp" ? .8 : 1.25);
+						break;
+					}
+					dt(!1);
+					let t = (G[1] - G[0]) * .1 * (e.key === "ArrowUp" ? 1 : -1);
+					G = [G[0] + t, G[1] + t], Z.invalidate();
+					break;
+				}
+				case "ArrowLeft":
+				case "ArrowRight": {
+					dt(!1);
+					let t = (W[1] - W[0]) * .1 * (e.key === "ArrowLeft" ? -1 : 1);
+					W = ft([W[0] + t, W[1] + t]), Z.invalidate();
+					break;
+				}
+				case "0":
+				case "Home":
+					Ct.resetView();
+					break;
+				default: return;
+			}
+			e.preventDefault();
+		}
+	};
+	Q.addEventListener("pointerdown", pt), Q.addEventListener("pointermove", mt), Q.addEventListener("pointerup", ht), Q.addEventListener("pointercancel", ht), Q.addEventListener("pointerleave", gt), Q.addEventListener("wheel", yt, { passive: !1 }), Q.addEventListener("dblclick", bt), Q.addEventListener("keydown", xt);
+	let St = (e) => {
+		let t = qe(e.time);
+		E.count("bid") + E.count("ask") > 0 && (Ue(), Ke(t)), E.applyDelta(e);
+	}, Ct = {
+		setBook(e) {
+			let t = qe(e.time);
+			E.count("bid") + E.count("ask") > 0 && Ke(t), E.setSnapshot(e), Ue(), Be(), Number.isFinite(M) || Ke(t), Z.invalidate();
+		},
+		applyDeltas(e) {
+			if (Array.isArray(e)) for (let t of e) St(t);
+			else St(e);
+			!Number.isFinite(M) && A > 0 && Ke(Le()), Z.invalidate();
+		},
+		addTrades(e) {
+			let t = Array.isArray(e) ? e : [e];
+			for (let e of t) {
+				if (!(e.size > 0) || !Number.isFinite(e.price)) continue;
+				Number.isFinite(P) && (qe(e.time), Ke(e.time));
+				let t = !Number.isFinite(M) || e.time >= M ? N : Je(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)), (!ve || e.time >= ve.time) && (ve = e);
+			}
+			Z.invalidate();
+		},
+		clear() {
+			E.clear(), He(), ve = null, P = NaN, A = 0, q = NaN, K = null, De = !1, Z.invalidate();
+		},
+		setOptions(e) {
+			let t = T;
+			T = e, Pe(), (e.tickSize !== t.tickSize || (e.interval ?? 100) !== (t.interval ?? 100)) && (He(), A = 0, q = NaN, Ue()), e.window !== t.window && (U = NaN), e.priceSpan !== t.priceSpan && (q = NaN), (e.renderer ?? "auto") !== (t.renderer ?? "auto") && ut(), ze(), Be(), Ve();
+		},
+		resetView() {
+			U = NaN, q = NaN, K = null, dt(!0), Z.invalidate();
+		},
+		getRenderer: () => H?.kind ?? null,
+		ready: Te,
+		getStore: () => E,
+		on: (e, t) => D.on(e, t),
+		resize() {
+			Z.invalidate();
+		},
+		destroy() {
+			Ce = !0, Q.removeEventListener("pointerdown", pt), Q.removeEventListener("pointermove", mt), Q.removeEventListener("pointerup", ht), Q.removeEventListener("pointercancel", ht), Q.removeEventListener("pointerleave", gt), Q.removeEventListener("wheel", yt), Q.removeEventListener("dblclick", bt), Q.removeEventListener("keydown", xt), H?.destroy(), H = null, D.clear(), Z.destroy(), we(null);
+		}
+	};
+	return Pe(), ze(), ut(), Ct;
+};
+//#endregion
+export { C as createOrderBookHeatmap, pe as heatIntensity };
+
+//# sourceMappingURL=heatmap.js.map