minerva-design 1.3.0 → 1.5.0

package/dist/charts/engine/orderbook/layout.d.cts

@@ -0,0 +1,37 @@
+/** A label on a vertical axis: center and height, in pixels */
+export interface AxisLabel {
+    y: number;
+    h: number;
+}
+/** Result of `layoutAxisLabels` */
+export interface AxisLabelLayout {
+    /** Centers of the pinned labels (moved apart), `null` when hidden by the hover label */
+    pinned: (number | null)[];
+    /** Whether each tick label stays visible */
+    ticks: boolean[];
+}
+/**
+ * Resolves the collisions of the labels of a price axis. Priority: the
+ * hover label stays where it is and hides the pinned labels it covers;
+ * pinned labels (best bid / ask, last trade) never overlap each other: a
+ * group of overlapping ones is stacked, in order, around their desired
+ * positions and kept within `bounds`; tick labels under any of them are
+ * hidden.
+ */
+export declare const layoutAxisLabels: (pinned: readonly AxisLabel[], hover: AxisLabel | null, ticks: readonly number[], tickHeight: number, bounds: readonly [number, number], gap?: number) => AxisLabelLayout;
+/**
+ * Price range of a following heatmap view, with hysteresis: the current
+ * range is kept while the traded prices (`lo` – `hi`, best bid / ask of the
+ * window) stay inside its inner part and it is not much too wide; otherwise
+ * a range centered on them, `minSpan` or 1.6 × their spread high. With
+ * `fixedSpan` (the user zoomed the prices) only the center moves.
+ */
+export declare const fitPriceRange: (current: readonly [number, number] | null, lo: number, hi: number, minSpan: number, fixedSpan?: number) => [number, number];
+/**
+ * Time range of a following heatmap view ending at `right`: `window` wide
+ * once the data covers it; before that, the span of the data (at least
+ * `minSpan`), so a short history fills the plot from the left.
+ */
+export declare const fitTimeRange: (first: number, right: number, window: number, minSpan: number) => [number, number];
+/** Smallest "nice" number (1, 2, 2.5, 5 × 10ⁿ) at least `value` */
+export declare const niceCeil: (value: number) => number;

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

@@ -0,0 +1,37 @@
+/** A label on a vertical axis: center and height, in pixels */
+export interface AxisLabel {
+    y: number;
+    h: number;
+}
+/** Result of `layoutAxisLabels` */
+export interface AxisLabelLayout {
+    /** Centers of the pinned labels (moved apart), `null` when hidden by the hover label */
+    pinned: (number | null)[];
+    /** Whether each tick label stays visible */
+    ticks: boolean[];
+}
+/**
+ * Resolves the collisions of the labels of a price axis. Priority: the
+ * hover label stays where it is and hides the pinned labels it covers;
+ * pinned labels (best bid / ask, last trade) never overlap each other: a
+ * group of overlapping ones is stacked, in order, around their desired
+ * positions and kept within `bounds`; tick labels under any of them are
+ * hidden.
+ */
+export declare const layoutAxisLabels: (pinned: readonly AxisLabel[], hover: AxisLabel | null, ticks: readonly number[], tickHeight: number, bounds: readonly [number, number], gap?: number) => AxisLabelLayout;
+/**
+ * Price range of a following heatmap view, with hysteresis: the current
+ * range is kept while the traded prices (`lo` – `hi`, best bid / ask of the
+ * window) stay inside its inner part and it is not much too wide; otherwise
+ * a range centered on them, `minSpan` or 1.6 × their spread high. With
+ * `fixedSpan` (the user zoomed the prices) only the center moves.
+ */
+export declare const fitPriceRange: (current: readonly [number, number] | null, lo: number, hi: number, minSpan: number, fixedSpan?: number) => [number, number];
+/**
+ * Time range of a following heatmap view ending at `right`: `window` wide
+ * once the data covers it; before that, the span of the data (at least
+ * `minSpan`), so a short history fills the plot from the left.
+ */
+export declare const fitTimeRange: (first: number, right: number, window: number, minSpan: number) => [number, number];
+/** Smallest "nice" number (1, 2, 2.5, 5 × 10ⁿ) at least `value` */
+export declare const niceCeil: (value: number) => number;

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

@@ -0,0 +1,70 @@
+//#region src/engine/orderbook/layout.ts
+var e = (e, t, n, r, i, a = 2) => {
+	let [o, s] = i, c = e.map((e, t) => ({
+		label: e,
+		i: t
+	})).filter(({ label: e }) => Number.isFinite(e.y)).sort((e, t) => e.label.y - t.label.y || e.i - t.i), l = (t) => {
+		let n = 0;
+		t.items.forEach((r, i) => {
+			n += e[r].y - t.offsets[i];
+		});
+		let r = n / t.items.length;
+		t.top = Math.max(o, Math.min(r, s - t.height));
+	}, u = [];
+	for (let { label: e, i: t } of c) {
+		let n = {
+			items: [t],
+			offsets: [e.h / 2],
+			height: e.h,
+			top: e.y - e.h / 2
+		};
+		for (l(n), u.push(n); u.length > 1;) {
+			let e = u[u.length - 1], t = u[u.length - 2];
+			if (t.top + t.height + a <= e.top) break;
+			let n = t.height + a;
+			t.items.push(...e.items), t.offsets.push(...e.offsets.map((e) => e + n)), t.height += a + e.height, u.pop(), l(t);
+		}
+	}
+	let d = e.map(() => null);
+	for (let e of u) e.items.forEach((t, n) => {
+		d[t] = e.top + e.offsets[n];
+	});
+	let f = (e, t, n, r) => Math.abs(e - n) < (t + r) / 2 + a;
+	t && d.forEach((n, r) => {
+		n !== null && f(n, e[r].h, t.y, t.h) && (d[r] = null);
+	});
+	let p = [];
+	return d.forEach((t, n) => {
+		t !== null && p.push({
+			y: t,
+			h: e[n].h
+		});
+	}), t && p.push(t), {
+		pinned: d,
+		ticks: n.map((e) => e - r / 2 >= o && e + r / 2 <= s && !p.some((t) => f(e, r, t.y, t.h)))
+	};
+}, t = (e, t, n, r, i) => {
+	if (!Number.isFinite(t) || !Number.isFinite(n)) return e ? [e[0], e[1]] : [NaN, NaN];
+	let a = i !== void 0 && i > 0 ? i : Math.max(r, (n - t) * 1.6);
+	if (e && Number.isFinite(e[0]) && Number.isFinite(e[1])) {
+		let r = e[1] - e[0], o = r * .12, s = t >= e[0] + o && n <= e[1] - o, c = i !== void 0 && i > 0 ? Math.abs(r / i - 1) < 1e-6 : r <= a * 1.8;
+		if (s && c) return [e[0], e[1]];
+	}
+	let o = (t + n) / 2;
+	return [o - a / 2, o + a / 2];
+}, n = (e, t, n, r) => [t - (Number.isFinite(e) ? Math.max(Math.min(r, n), Math.min(n, t - e)) : n), t], r = (e) => {
+	if (!(e > 0) || !Number.isFinite(e)) return 0;
+	let t = 10 ** Math.floor(Math.log10(e));
+	for (let n of [
+		1,
+		2,
+		2.5,
+		5,
+		10
+	]) if (n * t >= e * (1 - 1e-9)) return n * t;
+	return 10 * t;
+};
+//#endregion
+export { t as fitPriceRange, n as fitTimeRange, e as layoutAxisLabels, r as niceCeil };
+
+//# sourceMappingURL=layout.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"layout.js","names":["layoutAxisLabels","top","bottom","bounds","order","pinned","label","a","b","place","sum","item","block","k","ideal","blocks","i","last","previous","gap","shift","o","centers","overlaps","ah","bh","hover","y","shown","ticks","tickHeight","fitPriceRange","lo","hi","current","want","fixedSpan","minSpan","span","margin","inside","sized","center","fitTimeRange","right","first","window","niceCeil","value","power","m"],"sources":["../../../../../charts/src/engine/orderbook/layout.ts"],"sourcesContent":["// Pure layout helpers of the order book widgets: price-axis label collision\n// resolution and the view fitting of the liquidity heatmap.\n\n/** A label on a vertical axis: center and height, in pixels */\nexport interface AxisLabel {\n  y: number;\n  h: number;\n}\n\n/** Result of `layoutAxisLabels` */\nexport interface AxisLabelLayout {\n  /** Centers of the pinned labels (moved apart), `null` when hidden by the hover label */\n  pinned: (number | null)[];\n  /** Whether each tick label stays visible */\n  ticks: boolean[];\n}\n\n/**\n * Resolves the collisions of the labels of a price axis. Priority: the\n * hover label stays where it is and hides the pinned labels it covers;\n * pinned labels (best bid / ask, last trade) never overlap each other: a\n * group of overlapping ones is stacked, in order, around their desired\n * positions and kept within `bounds`; tick labels under any of them are\n * hidden.\n */\nexport const layoutAxisLabels = (\n  pinned: readonly AxisLabel[],\n  hover: AxisLabel | null,\n  ticks: readonly number[],\n  tickHeight: number,\n  bounds: readonly [number, number],\n  gap = 2,\n): AxisLabelLayout => {\n  const [top, bottom] = bounds;\n  // blocks of stacked labels, top to bottom\n  interface Block {\n    items: number[];\n    /** Offset of each item's center from the block's top */\n    offsets: number[];\n    height: number;\n    top: number;\n  }\n  const order = pinned\n    .map((label, i) => ({ label, i }))\n    .filter(({ label }) => Number.isFinite(label.y))\n    .sort((a, b) => a.label.y - b.label.y || a.i - b.i);\n  const place = (block: Block) => {\n    let sum = 0;\n    block.items.forEach((item, k) => {\n      sum += pinned[item]!.y - block.offsets[k]!;\n    });\n    const ideal = sum / block.items.length;\n    block.top = Math.max(top, Math.min(ideal, bottom - block.height));\n  };\n  const blocks: Block[] = [];\n  for (const { label, i } of order) {\n    const block: Block = {\n      items: [i],\n      offsets: [label.h / 2],\n      height: label.h,\n      top: label.y - label.h / 2,\n    };\n    place(block);\n    blocks.push(block);\n    // merge with the blocks above while they overlap\n    while (blocks.length > 1) {\n      const last = blocks[blocks.length - 1]!;\n      const previous = blocks[blocks.length - 2]!;\n      if (previous.top + previous.height + gap <= last.top) break;\n      const shift = previous.height + gap;\n      previous.items.push(...last.items);\n      previous.offsets.push(...last.offsets.map((o) => o + shift));\n      previous.height += gap + last.height;\n      blocks.pop();\n      place(previous);\n    }\n  }\n  const centers: (number | null)[] = pinned.map(() => null);\n  for (const block of blocks) {\n    block.items.forEach((item, k) => {\n      centers[item] = block.top + block.offsets[k]!;\n    });\n  }\n  const overlaps = (a: number, ah: number, b: number, bh: number) =>\n    Math.abs(a - b) < (ah + bh) / 2 + gap;\n  if (hover) {\n    centers.forEach((y, i) => {\n      if (y !== null && overlaps(y, pinned[i]!.h, hover.y, hover.h))\n        centers[i] = null;\n    });\n  }\n  const shown: AxisLabel[] = [];\n  centers.forEach((y, i) => {\n    if (y !== null) shown.push({ y, h: pinned[i]!.h });\n  });\n  if (hover) shown.push(hover);\n  return {\n    pinned: centers,\n    ticks: ticks.map(\n      (y) =>\n        y - tickHeight / 2 >= top &&\n        y + tickHeight / 2 <= bottom &&\n        !shown.some((label) => overlaps(y, tickHeight, label.y, label.h)),\n    ),\n  };\n};\n\n/**\n * Price range of a following heatmap view, with hysteresis: the current\n * range is kept while the traded prices (`lo` – `hi`, best bid / ask of the\n * window) stay inside its inner part and it is not much too wide; otherwise\n * a range centered on them, `minSpan` or 1.6 × their spread high. 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Math.abs(span / fixedSpan - 1) < 1e-6\n        : span <= want * 1.8;\n    if (inside && sized) return [current[0], current[1]];\n  }\n  const center = (lo + hi) / 2;\n  return [center - want / 2, center + want / 2];\n};\n\n/**\n * Time range of a following heatmap view ending at `right`: `window` wide\n * once the data covers it; before that, the span of the data (at least\n * `minSpan`), so a short history fills the plot from the left.\n */\nexport const fitTimeRange = (\n  first: number,\n  right: number,\n  window: number,\n  minSpan: number,\n): [number, number] => {\n  const span = Number.isFinite(first)\n    ? 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package/dist/charts/engine/orderbook/tape.cjs

@@ -0,0 +1,2 @@
+const e=require("../color.cjs"),t=require("../locale.cjs"),n=require("./book.cjs"),r=require("./format.cjs"),i=require("./host.cjs");var a={en:{time:`Time`,price:`Price`,size:`Size`,side:`Side`,buy:`Buy`,sell:`Sell`,paused:`Paused`,newTrades:`{count} new`,name:`Time and sales`},zh:{time:`时间`,price:`价格`,size:`数量`,side:`方向`,buy:`买入`,sell:`卖出`,paused:`已暂停`,newTrades:`{count} 条新成交`,name:`逐笔成交`},ja:{time:`時刻`,price:`価格`,size:`数量`,side:`売買`,buy:`買い`,sell:`売り`,paused:`一時停止中`,newTrades:`新着 {count} 件`,name:`歩み値`},fr:{time:`Heure`,price:`Prix`,size:`Quantité`,side:`Sens`,buy:`Achat`,sell:`Vente`,paused:`En pause`,newTrades:`{count} nouvelles`,name:`Historique des transactions`}},o=[`time`,`price`,`size`],s=1,c=2,l=3,u=450,d=e=>{let t=Math.min(e,1024);return{time:new Float64Array(t),price:new Float64Array(t),size:new Float64Array(t),side:new Uint8Array(t),tick:new Int8Array(t),count:new Uint32Array(t),arrival:new 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n=f(e,t),r=p(y);y.time[r]=e.time[n],y.price[r]=e.price[n],y.size[r]=e.size[n],y.side[r]=e.side[n],y.tick[r]=e.tick[n]}le()}else((t.minSize??0)!==(e.minSize??0)||!t.aggregate!=!e.aggregate)&&le();g.pauseOnHover===!1&&N&&(N=!1),q(),G(),B.invalidate()},scrollToLatest(){I=null,M=!1,j=0,q(),B.invalidate()},getCount:W,on:(e,t)=>_.on(e,t),resize(){B.invalidate()},destroy(){V.removeEventListener(`pointermove`,pe),V.removeEventListener(`pointerleave`,Z),V.removeEventListener(`pointerdown`,Q),V.removeEventListener(`pointerup`,me),V.removeEventListener(`click`,$),V.removeEventListener(`wheel`,he),V.removeEventListener(`keydown`,ge),V.removeEventListener(`blur`,_e),_.clear(),B.destroy()}};return ie(),k=r.sideColors(B.theme,g),G(),B.invalidate(),be};exports.createTimeAndSales=m;
+//# sourceMappingURL=tape.cjs.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"tape.cjs","names":["createEmitter","createFormatters","createHost","sideColors","localeLabels","decimalsOf","clamp","ease","toCss","fontOf","formatClock","localPoint","require_color","require_locale","require_book","require_format","require_host","LABELS","COLUMNS","BUY","SELL","MAX_LAG","FLASH_MS","createRing","cap","max","slot","ring","k","pushSlot","i","next","key","old","grown","createTimeAndSales","options","initial","emitter","capacity","raw","rows","open","head","closedTotal","lastPrice","lastTick","fmt","priceDecimals","sizeDecimals","colors","view","target","userScrolled","hoverPaused","paused","lastFrame","hoverAt","keySeq","hoverKey","hovered","dragging","layout","host","container","root","texts","labels","applyTexts","minSize","openVisible","count","refreshFormat","infer","p","trade","s","writeRow","a","ingest","side","time","size","price","tick","arrival","advance","after","delta","before","n","addTrade","rebuild","rowAt","index","visibleOpen","toEvent","row","setPaused","scrollTo","rowsFromTop","user","draw","ctx","l","compact","width","fontSize","rh","headerH","top","visible","height","dt","now","animating","dpr","text","theme","muted","pad","scrollbar","right","cols","all","c","shownCols","weights","totalWeight","colRight","acc","colLeft","j","alignLeft","threshold","first","offset","flash","hoverIndex","r","y","sell","color","large","age","ty","weight","left","x","tickColor","label","w","trackH","track","pageRows","thumbH","maxScroll","thumbY","active","badge","above","textParts","bw","bh","bx","by","inRect","latest","thumbScroll","th","ratio","onPointerMove","event","onPointerLeave","onPointerDown","onPointerUp","onClick","instance","onWheel","step","onKeyDown","page","select","onBlur","nowMs","reset","list","trades","previous","nextCapacity","handler"],"sources":["../../../../../charts/src/engine/orderbook/tape.ts"],"sourcesContent":["// createTimeAndSales: the trade tape. Trades are kept in a ring of typed\n// arrays (hundreds of thousands cost a few megabytes, no object per trade);\n// a second ring holds the rows after the size filter and the same\n// millisecond aggregation. Only the visible rows are drawn, once per frame\n// whatever the number of trades received in between.\n\nimport { toCss, type Rgba } from \"../color\";\nimport { decimalsOf } 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 } from \"./host\";\nimport type {\n  MarketTrade,\n  TimeAndSalesColumn,\n  TimeAndSalesEventMap,\n  TimeAndSalesInstance,\n  TimeAndSalesLabels,\n  TimeAndSalesOptions,\n  TimeAndSalesRowEvent,\n} from \"./types\";\n\nconst LABELS: LabelDictionary<TimeAndSalesLabels> = {\n  en: {\n    time: \"Time\",\n    price: \"Price\",\n    size: \"Size\",\n    side: \"Side\",\n    buy: \"Buy\",\n    sell: \"Sell\",\n    paused: \"Paused\",\n    newTrades: \"{count} new\",\n    name: \"Time and sales\",\n  },\n  zh: {\n    time: \"时间\",\n    price: \"价格\",\n    size: \"数量\",\n    side: \"方向\",\n    buy: \"买入\",\n    sell: \"卖出\",\n    paused: \"已暂停\",\n    newTrades: \"{count} 条新成交\",\n    name: \"逐笔成交\",\n  },\n  ja: {\n    time: \"時刻\",\n    price: \"価格\",\n    size: \"数量\",\n    side: \"売買\",\n    buy: \"買い\",\n    sell: \"売り\",\n    paused: \"一時停止中\",\n    newTrades: \"新着 {count} 件\",\n    name: \"歩み値\",\n  },\n  fr: {\n    time: \"Heure\",\n    price: \"Prix\",\n    size: \"Quantité\",\n    side: \"Sens\",\n    buy: \"Achat\",\n    sell: \"Vente\",\n    paused: \"En pause\",\n    newTrades: \"{count} nouvelles\",\n    name: \"Historique des transactions\",\n  },\n};\n\nconst COLUMNS: readonly TimeAndSalesColumn[] = [\"time\", \"price\", \"size\"];\nconst BUY = 1;\nconst SELL = 2;\n/** Rows the slide-in animation may lag behind the newest one */\nconst MAX_LAG = 3;\nconst FLASH_MS = 450;\n\n/** Growable ring of trades stored column by column */\ninterface Ring {\n  time: Float64Array;\n  price: Float64Array;\n  size: Float64Array;\n  side: Uint8Array;\n  /** -1 down tick, 0 unchanged, 1 up tick */\n  tick: Int8Array;\n  /** Trades merged into the row */\n  count: Uint32Array;\n  /** Local arrival time of the row (flash), `-Infinity` without flash */\n  arrival: Float64Array;\n  start: number;\n  length: number;\n  readonly max: number;\n}\n\nconst createRing = (max: number): Ring => {\n  const cap = Math.min(max, 1024);\n  return {\n    time: new Float64Array(cap),\n    price: new Float64Array(cap),\n    size: new Float64Array(cap),\n    side: new Uint8Array(cap),\n    tick: new Int8Array(cap),\n    count: new Uint32Array(cap),\n    arrival: new Float64Array(cap),\n    start: 0,\n    length: 0,\n    max,\n  };\n};\n\n/** Physical index of the `k`-th oldest row */\nconst slot = (ring: Ring, k: number) => (ring.start + k) % ring.time.length;\n\n/** Physical index of a new row (grows the arrays, drops the oldest row when full) */\nconst pushSlot = (ring: Ring): number => {\n  const cap = ring.time.length;\n  if (ring.length < cap) {\n    const i = (ring.start + ring.length) % cap;\n    ring.length++;\n    return i;\n  }\n  if (cap < ring.max) {\n    const next = Math.min(ring.max, cap * 2);\n    const keys = [\n      \"time\",\n      \"price\",\n      \"size\",\n      \"side\",\n      \"tick\",\n      \"count\",\n      \"arrival\",\n    ] as const;\n    for (const key of keys) {\n      const old = ring[key];\n      const grown = new (old.constructor as new (n: number) => typeof old)(\n        next,\n      );\n      // unwrap: oldest row first\n      grown.set(old.subarray(ring.start) as never);\n      grown.set(old.subarray(0, ring.start) as never, cap - ring.start);\n      (ring as unknown as Record<string, unknown>)[key] = grown;\n    }\n    ring.start = 0;\n    ring.length++;\n    return cap;\n  }\n  // full: the oldest row is replaced\n  const i = ring.start;\n  ring.start = (ring.start + 1) % cap;\n  return i;\n};\n\ninterface Aggregate {\n  time: number;\n  price: number;\n  size: number;\n  side: number;\n  tick: number;\n  count: number;\n  arrival: number;\n}\n\n/**\n * Creates a time and sales tape in `container`: newest trades on top,\n * virtualized rows, large trade highlight, pause on hover.\n */\nexport const createTimeAndSales = (\n  container: HTMLElement,\n  initial: TimeAndSalesOptions = {},\n): TimeAndSalesInstance => {\n  let options = initial;\n  const emitter = createEmitter<TimeAndSalesEventMap>();\n  let capacity = Math.max(1, Math.round(options.capacity ?? 200000));\n  let raw = createRing(capacity);\n  let rows = createRing(capacity);\n  /** Aggregate still receiving trades (aggregation only) */\n  let open: Aggregate | null = null;\n  /** Rows ever shown (closed rows + the open one when visible); only grows */\n  let head = 0;\n  let closedTotal = 0;\n  let lastPrice = NaN;\n  let lastTick = 0;\n  let fmt: Formatters = createFormatters(options, 2, 4);\n  let priceDecimals = 0;\n  let sizeDecimals = 0;\n  let colors = { up: [0, 0, 0, 1] as Rgba, down: [0, 0, 0, 1] as Rgba };\n\n  // scrolling, in rows from the newest one\n  let view = 0;\n  let target = 0;\n  let userScrolled = false;\n  let hoverPaused = false;\n  let paused = false;\n  let lastFrame = NaN;\n  let hoverAt: [number, number] | null = null;\n  /** Keyboard selection: sequence number of the row (head - 1 - index) */\n  let keySeq: number | null = null;\n  let hoverKey = \"\";\n  let hovered: TimeAndSalesRowEvent | null = null;\n  let dragging: { offset: number } | null = null;\n  // layout of the last frame\n  let layout = {\n    top: 0,\n    rh: 20,\n    visible: 0,\n    track: [0, 0, 0, 0],\n    badge: [0, 0, 0, 0],\n  };\n\n  const host = createHost(container, {\n    className: \"minerva-time-and-sales\",\n    draw,\n    onTheme: () => {\n      colors = sideColors(host.theme, options);\n    },\n  });\n  const { root } = host;\n  root.tabIndex = 0;\n  root.setAttribute(\"role\", \"log\");\n  root.setAttribute(\"aria-live\", \"off\");\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 minSize = () => Math.max(0, options.minSize ?? 0);\n  const openVisible = () => open !== null && open.size >= minSize();\n  const count = () => rows.length + (openVisible() ? 1 : 0);\n\n  const refreshFormat = () => {\n    fmt = createFormatters(options, priceDecimals, sizeDecimals);\n  };\n\n  const infer = (trade: MarketTrade) => {\n    // the first trades decide the decimals (until the precision is set)\n    if (raw.length > 64) return;\n    const p = Math.min(8, decimalsOf(trade.price));\n    const s = Math.min(6, decimalsOf(trade.size));\n    if (p > priceDecimals || s > sizeDecimals) {\n      priceDecimals = Math.max(priceDecimals, p);\n      sizeDecimals = Math.max(sizeDecimals, s);\n      refreshFormat();\n    }\n  };\n\n  const writeRow = (a: Aggregate) => {\n    const i = pushSlot(rows);\n    rows.time[i] = a.time;\n    rows.price[i] = a.price;\n    rows.size[i] = a.size;\n    rows.side[i] = a.side;\n    rows.tick[i] = a.tick;\n    rows.count[i] = a.count;\n    rows.arrival[i] = a.arrival;\n    closedTotal++;\n  };\n\n  /** Adds a trade to the rows (after the raw ring) */\n  const ingest = (\n    time: number,\n    price: number,\n    size: number,\n    side: number,\n    tick: number,\n    arrival: number,\n  ) => {\n    if (options.aggregate) {\n      if (open && open.side === side && open.time === time) {\n        open.size += size;\n        open.price = price;\n        open.tick = tick;\n        open.count++;\n        open.arrival = arrival;\n        return;\n      }\n      if (open && open.size >= minSize()) writeRow(open);\n      open = { time, price, size, side, tick, count: 1, arrival };\n      return;\n    }\n    if (size >= minSize())\n      writeRow({ time, price, size, side, tick, count: 1, arrival });\n  };\n\n  /** Moves the view so that the rows on screen stay put (or slide in) */\n  const advance = (before: number) => {\n    const after = closedTotal + (openVisible() ? 1 : 0);\n    const delta = after - before;\n    head = after;\n    if (delta <= 0) return;\n    view += delta;\n    if (paused) target += delta;\n    else if (options.animate === false) view = target;\n    else view = Math.min(view, target + MAX_LAG);\n    const n = count();\n    target = Math.min(target, Math.max(0, n - 1));\n    view = Math.min(view, Math.max(0, n - 1));\n  };\n\n  const addTrade = (trade: MarketTrade, arrival: number) => {\n    const { time, price, size } = trade;\n    if (!Number.isFinite(price) || !Number.isFinite(size) || size <= 0) return;\n    infer(trade);\n    const side = trade.side === \"sell\" ? SELL : BUY;\n    if (Number.isFinite(lastPrice) && price !== lastPrice)\n      lastTick = price > lastPrice ? 1 : -1;\n    lastPrice = price;\n    const i = pushSlot(raw);\n    raw.time[i] = time;\n    raw.price[i] = price;\n    raw.size[i] = size;\n    raw.side[i] = side;\n    raw.tick[i] = lastTick;\n    ingest(time, price, size, side, lastTick, arrival);\n  };\n\n  /** Recomputes the rows from the raw trades (filter / aggregation changed) */\n  const rebuild = () => {\n    rows = createRing(capacity);\n    open = null;\n    closedTotal = 0;\n    for (let k = 0; k < raw.length; k++) {\n      const i = slot(raw, k);\n      ingest(\n        raw.time[i]!,\n        raw.price[i]!,\n        raw.size[i]!,\n        raw.side[i]!,\n        raw.tick[i]!,\n        -Infinity,\n      );\n    }\n    head = count();\n    view = target = 0;\n    userScrolled = false;\n    keySeq = null;\n  };\n\n  /** Row `index` from the top (0 = newest) */\n  const rowAt = (index: number): Aggregate | null => {\n    if (index < 0) return null;\n    const visibleOpen = openVisible();\n    if (visibleOpen && index === 0) return open;\n    const k = rows.length - 1 - (index - (visibleOpen ? 1 : 0));\n    if (k < 0) return null;\n    const i = slot(rows, k);\n    return {\n      time: rows.time[i]!,\n      price: rows.price[i]!,\n      size: rows.size[i]!,\n      side: rows.side[i]!,\n      tick: rows.tick[i]!,\n      count: rows.count[i]!,\n      arrival: rows.arrival[i]!,\n    };\n  };\n\n  const toEvent = (row: Aggregate, index: number): TimeAndSalesRowEvent => ({\n    trade: {\n      time: row.time,\n      price: row.price,\n      size: row.size,\n      side: row.side === SELL ? \"sell\" : \"buy\",\n    },\n    count: row.count,\n    index,\n  });\n\n  const setPaused = () => {\n    const next = hoverPaused || userScrolled || keySeq !== null;\n    if (next === paused) return;\n    paused = next;\n    if (!paused) {\n      // back to the newest rows: scroll at most a page, jump over the rest\n      target = 0;\n      view = Math.min(view, Math.max(MAX_LAG, layout.visible));\n    }\n    emitter.emit(\"pause\", paused);\n  };\n\n  const scrollTo = (rowsFromTop: number, user = true) => {\n    const max = Math.max(0, count() - layout.visible);\n    target = clamp(Math.round(rowsFromTop), 0, max);\n    if (user) userScrolled = target > 0;\n    setPaused();\n    host.invalidate();\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 l = labels();\n    const compact = width < 240;\n    const fontSize = options.fontSize ?? (compact ? 11 : 12);\n    const rh = Math.max(12, options.rowHeight ?? (compact ? 18 : 20));\n    const headerH = options.header === false ? 0 : rh + 2;\n    const top = headerH;\n    const visible = Math.max(0, Math.ceil((height - top) / rh));\n    const n = count();\n    const dt = Number.isFinite(lastFrame) ? now - lastFrame : 16;\n    lastFrame = now;\n\n    // scroll animation\n    let animating = false;\n    if (options.animate === false || !Number.isFinite(view)) view = target;\n    else {\n      view += (target - view) * ease(dt, 70);\n      if (Math.abs(view - target) < 0.01) view = target;\n      else animating = true;\n    }\n\n    ctx.setTransform(dpr, 0, 0, dpr, 0, 0);\n    ctx.clearRect(0, 0, width, height);\n    const text = toCss(theme.text);\n    const muted = toCss(theme.textMuted);\n    const pad = compact ? 6 : 10;\n    const scrollbar = n > Math.floor((height - top) / rh);\n    const right = width - pad - (scrollbar ? 6 : 0);\n\n    // columns\n    const cols = (options.columns ?? COLUMNS).filter(\n      (c, i, all) => all.indexOf(c) === i,\n    );\n    const shownCols =\n      compact && cols.length > 3 ? cols.filter((c) => c !== \"side\") : cols;\n    const weights: Record<TimeAndSalesColumn, number> = {\n      time: options.milliseconds === false ? 1 : 1.25,\n      price: 1.1,\n      size: 1,\n      side: 0.6,\n    };\n    const totalWeight = shownCols.reduce((s, c) => s + weights[c], 0);\n    const colRight: number[] = [];\n    let acc = pad;\n    for (const c of shownCols) {\n      acc += ((right - pad) * weights[c]) / totalWeight;\n      colRight.push(acc);\n    }\n    const colLeft = (j: number) => (j === 0 ? pad : colRight[j - 1]!);\n    // the time column (and the first one) is left aligned\n    const alignLeft = (c: TimeAndSalesColumn, j: number) =>\n      j === 0 || c === \"time\";\n\n    // rows\n    const threshold = options.largeTradeThreshold ?? Infinity;\n    const first = Math.max(0, Math.floor(view));\n    const offset = view - first;\n    const flash = options.animate !== false;\n    hovered = null;\n    let hoverIndex = -1;\n    if (hoverAt && hoverAt[1] >= top) {\n      hoverIndex = Math.floor((hoverAt[1] - top) / rh + view);\n    } else if (keySeq !== null) {\n      hoverIndex = head - 1 - keySeq;\n    }\n    ctx.save();\n    ctx.beginPath();\n    ctx.rect(0, top, width, height - top);\n    ctx.clip();\n    ctx.textBaseline = \"middle\";\n    for (let r = 0; r <= visible; r++) {\n      const index = first + r;\n      if (index >= n) break;\n      const row = rowAt(index);\n      if (!row) break;\n      const y = top + (r - offset) * rh;\n      if (y > height) break;\n      const sell = row.side === SELL;\n      const color = sell ? colors.down : colors.up;\n      const large = row.size >= threshold;\n      if (index === hoverIndex) {\n        hovered = toEvent(row, index);\n        ctx.fillStyle = toCss(theme.text, 0.08);\n        ctx.fillRect(0, y, width, rh);\n      }\n      if (large) {\n        // stronger tint as the trade grows (log scale, up to 8x the threshold)\n        const k = clamp(Math.log2(row.size / threshold) / 3, 0, 1);\n        ctx.fillStyle = toCss(color, 0.12 + 0.2 * k);\n        ctx.fillRect(0, y + 1, width, rh - 2);\n        ctx.fillStyle = toCss(color);\n        ctx.fillRect(0, y + 2, 3, rh - 4);\n      }\n      if (flash && Number.isFinite(row.arrival)) {\n        const age = (now - row.arrival) / FLASH_MS;\n        if (age < 1 && age >= 0) {\n          ctx.fillStyle = toCss(color, 0.18 * (1 - age) * (1 - age));\n          ctx.fillRect(0, y, width, rh);\n          animating = true;\n        }\n      }\n      const ty = y + rh / 2 + 0.5;\n      const weight = large ? 700 : 400;\n      shownCols.forEach((c, j) => {\n        const left = alignLeft(c, j);\n        ctx.textAlign = left ? \"left\" : \"right\";\n        const x = left ? colLeft(j) + (j === 0 && large ? 4 : 0) : colRight[j]!;\n        switch (c) {\n          case \"time\":\n            ctx.font = fontOf(theme, options, 400, fontSize);\n            ctx.fillStyle = muted;\n            ctx.fillText(\n              options.formatTime\n                ? options.formatTime(row.time)\n                : formatClock(\n                    row.time,\n                    options.milliseconds !== false,\n                    options.timeZone,\n                  ),\n              x,\n              ty,\n            );\n            break;\n          case \"price\": {\n            const tickColor =\n              row.tick > 0 ? colors.up : row.tick < 0 ? colors.down : null;\n            ctx.font = fontOf(theme, options, large ? 700 : 500, fontSize);\n            ctx.fillStyle =\n              options.priceColor === \"tick\"\n                ? tickColor\n                  ? toCss(tickColor)\n                  : text\n                : toCss(color);\n            ctx.fillText(fmt.price(row.price), x, ty);\n            break;\n          }\n          case \"size\": {\n            ctx.font = fontOf(theme, options, weight, fontSize);\n            ctx.fillStyle = large ? toCss(color) : text;\n            const label = fmt.size(row.size);\n            ctx.fillText(label, x, ty);\n            if (row.count > 1 && !compact) {\n              // trades merged into the row\n              const w = ctx.measureText(label).width;\n              ctx.font = fontOf(theme, options, 400, fontSize - 2);\n              ctx.fillStyle = muted;\n              ctx.fillText(`×${row.count}`, x - w - 5, ty);\n            }\n            break;\n          }\n          case \"side\":\n            ctx.font = fontOf(theme, options, 500, fontSize);\n            ctx.fillStyle = toCss(color);\n            ctx.fillText(sell ? l.sell : l.buy, x, ty);\n            break;\n        }\n      });\n    }\n    ctx.restore();\n\n    // header\n    if (headerH) {\n      ctx.font = fontOf(theme, options, 400, fontSize - 1);\n      ctx.fillStyle = muted;\n      ctx.textBaseline = \"middle\";\n      shownCols.forEach((c, j) => {\n        const left = alignLeft(c, j);\n        ctx.textAlign = left ? \"left\" : \"right\";\n        ctx.fillText(l[c], left ? colLeft(j) : colRight[j]!, rh / 2 + 1);\n      });\n      ctx.fillStyle = toCss(theme.grid);\n      ctx.fillRect(0, headerH - 1, width, 1);\n    }\n\n    // scrollbar\n    const trackH = height - top - 4;\n    let track = [0, 0, 0, 0];\n    if (scrollbar && trackH > 20) {\n      const pageRows = Math.max(1, (height - top) / rh);\n      const thumbH = Math.max(18, (trackH * pageRows) / n);\n      const maxScroll = Math.max(1, n - pageRows);\n      const thumbY =\n        top + 2 + (trackH - thumbH) * clamp(view / maxScroll, 0, 1);\n      const active =\n        dragging !== null || (hoverAt !== null && hoverAt[0] > width - 12);\n      ctx.fillStyle = toCss(theme.textMuted, active ? 0.5 : 0.28);\n      roundRect(ctx, width - 6, thumbY, 4, thumbH, 2);\n      ctx.fill();\n      track = [width - 12, top, 12, trackH + 4];\n    }\n\n    // badge: paused / new trades above the view\n    let badge = [0, 0, 0, 0];\n    const above = Math.round(target);\n    if (paused || above > 0) {\n      const textParts: string[] = [];\n      if (hoverPaused && !userScrolled) textParts.push(l.paused);\n      if (above > 0)\n        textParts.push(\n          l.newTrades.replace(\n            \"{count}\",\n            above > 9999 ? \"9999+\" : String(above),\n          ),\n        );\n      if (textParts.length) {\n        const label = textParts.join(\" · \");\n        ctx.font = fontOf(theme, options, 500, Math.max(10, fontSize - 1));\n        const bw = ctx.measureText(label).width + 20;\n        const bh = Math.min(22, rh + 2);\n        const bx = (width - bw) / 2;\n        const by = top + 6;\n        ctx.fillStyle = toCss(theme.primary, 0.92);\n        roundRect(ctx, bx, by, bw, bh, bh / 2);\n        ctx.fill();\n        ctx.fillStyle = \"#fff\";\n        ctx.textAlign = \"center\";\n        ctx.textBaseline = \"middle\";\n        ctx.fillText(label, width / 2, by + bh / 2 + 0.5);\n        badge = [bx, by, bw, bh];\n      }\n    }\n    layout = {\n      top,\n      rh,\n      visible: Math.floor((height - top) / rh),\n      track,\n      badge,\n    };\n    root.style.cursor =\n      badge[2] && hoverAt && inRect(hoverAt, badge) ? \"pointer\" : \"default\";\n\n    // hover event\n    const key = hovered\n      ? `${head - 1 - hovered.index}|${hovered.trade.size}`\n      : \"\";\n    if (key !== hoverKey) {\n      hoverKey = key;\n      emitter.emit(\"hover\", hovered);\n    }\n\n    const latest = rowAt(0);\n    if (latest)\n      host.describe(\n        `${options.ariaLabel ?? l.name}. ${latest.side === SELL ? l.sell : l.buy} ${fmt.size(latest.size)} @ ${fmt.price(latest.price)}.`,\n      );\n    return animating;\n  }\n\n  const inRect = (p: readonly number[], r: readonly number[]) =>\n    r[2]! > 0 &&\n    p[0]! >= r[0]! &&\n    p[0]! <= r[0]! + r[2]! &&\n    p[1]! >= r[1]! &&\n    p[1]! <= r[1]! + r[3]!;\n\n  // ---------------------------------------------------------- interaction\n\n  const thumbScroll = (y: number) => {\n    const [, ty, , th] = layout.track;\n    const n = count();\n    const ratio = clamp((y - ty!) / Math.max(1, th!), 0, 1);\n    scrollTo(ratio * Math.max(0, n - layout.visible));\n  };\n\n  const onPointerMove = (event: PointerEvent) => {\n    hoverAt = localPoint(root, event);\n    if (dragging) thumbScroll(hoverAt[1] - dragging.offset);\n    if (options.pauseOnHover !== false && !hoverPaused) {\n      hoverPaused = true;\n      setPaused();\n    }\n    host.invalidate();\n  };\n  const onPointerLeave = () => {\n    hoverAt = null;\n    if (hoverPaused) {\n      hoverPaused = false;\n      setPaused();\n    }\n    host.invalidate();\n  };\n  const onPointerDown = (event: PointerEvent) => {\n    const p = localPoint(root, event);\n    if (inRect(p, layout.track) && !inRect(p, layout.badge)) {\n      dragging = { offset: 0 };\n      root.setPointerCapture?.(event.pointerId);\n      thumbScroll(p[1]);\n      event.preventDefault();\n    }\n  };\n  const onPointerUp = (event: PointerEvent) => {\n    if (!dragging) return;\n    dragging = null;\n    root.releasePointerCapture?.(event.pointerId);\n    host.invalidate();\n  };\n  const onClick = (event: MouseEvent) => {\n    const p = localPoint(root, event);\n    if (inRect(p, layout.badge)) {\n      instance.scrollToLatest();\n      return;\n    }\n    if (inRect(p, layout.track) || p[1] < layout.top) return;\n    const index = Math.floor((p[1] - layout.top) / layout.rh + view);\n    const row = rowAt(index);\n    if (row && index < count()) emitter.emit(\"tradeClick\", toEvent(row, index));\n  };\n  const onWheel = (event: WheelEvent) => {\n    const n = count();\n    const max = Math.max(0, n - layout.visible);\n    const step =\n      event.deltaMode === 1\n        ? event.deltaY\n        : event.deltaMode === 2\n          ? event.deltaY * layout.visible\n          : event.deltaY / layout.rh;\n    // at the ends the page scrolls\n    if ((step < 0 && target <= 0) || (step > 0 && target >= max)) return;\n    event.preventDefault();\n    scrollTo(target + (Math.abs(step) < 1 ? Math.sign(step) : step));\n  };\n  const onKeyDown = (event: KeyboardEvent) => {\n    const n = count();\n    if (!n) return;\n    const page = Math.max(1, layout.visible - 1);\n    const index = keySeq === null ? -1 : head - 1 - keySeq;\n    const select = (next: number) => {\n      const i = clamp(next, 0, n - 1);\n      keySeq = head - 1 - i;\n      // keep the selection on screen\n      if (i < target) scrollTo(i);\n      else if (i >= target + layout.visible) scrollTo(i - layout.visible + 1);\n      else setPaused();\n      host.invalidate();\n    };\n    switch (event.key) {\n      case \"ArrowDown\":\n        select(index + 1);\n        break;\n      case \"ArrowUp\":\n        select(Math.max(0, index - 1));\n        break;\n      case \"PageDown\":\n        select(Math.max(0, index) + page);\n        break;\n      case \"PageUp\":\n        select(index - page);\n        break;\n      case \"Home\":\n        keySeq = null;\n        instance.scrollToLatest();\n        break;\n      case \"End\":\n        select(n - 1);\n        break;\n      case \"Enter\":\n      case \" \": {\n        const row = index >= 0 ? rowAt(index) : null;\n        if (row) emitter.emit(\"tradeClick\", toEvent(row, index));\n        break;\n      }\n      case \"Escape\":\n        keySeq = null;\n        instance.scrollToLatest();\n        break;\n      default:\n        return;\n    }\n    event.preventDefault();\n  };\n  const onBlur = () => {\n    if (keySeq === null) return;\n    keySeq = null;\n    setPaused();\n    host.invalidate();\n  };\n  root.addEventListener(\"pointermove\", onPointerMove);\n  root.addEventListener(\"pointerleave\", onPointerLeave);\n  root.addEventListener(\"pointerdown\", onPointerDown);\n  root.addEventListener(\"pointerup\", onPointerUp);\n  root.addEventListener(\"click\", onClick);\n  root.addEventListener(\"wheel\", onWheel, { passive: false });\n  root.addEventListener(\"keydown\", onKeyDown);\n  root.addEventListener(\"blur\", onBlur);\n\n  const nowMs = () =>\n    typeof performance !== \"undefined\" ? performance.now() : Date.now();\n\n  const reset = () => {\n    raw = createRing(capacity);\n    rows = createRing(capacity);\n    open = null;\n    head = closedTotal = 0;\n    lastPrice = NaN;\n    lastTick = 0;\n    priceDecimals = sizeDecimals = 0;\n    view = target = 0;\n    userScrolled = false;\n    keySeq = null;\n    setPaused();\n    refreshFormat();\n  };\n\n  const instance: TimeAndSalesInstance = {\n    addTrades(trades) {\n      const list = Array.isArray(trades)\n        ? (trades as readonly MarketTrade[])\n        : [trades as MarketTrade];\n      if (!list.length) return;\n      const before = head;\n      const arrival = nowMs();\n      for (const trade of list) addTrade(trade, arrival);\n      advance(before);\n      host.invalidate();\n    },\n    setTrades(trades) {\n      reset();\n      for (const trade of trades) addTrade(trade, -Infinity);\n      head = count();\n      host.invalidate();\n    },\n    clear() {\n      reset();\n      host.invalidate();\n    },\n    setOptions(next) {\n      const previous = options;\n      options = next;\n      applyTexts();\n      colors = sideColors(host.theme, options);\n      const nextCapacity = Math.max(1, Math.round(options.capacity ?? 200000));\n      if (nextCapacity !== capacity) {\n        // keep the newest trades that fit\n        const old = raw;\n        capacity = nextCapacity;\n        raw = createRing(capacity);\n        for (let k = Math.max(0, old.length - capacity); k < old.length; k++) {\n          const i = slot(old, k);\n          const j = pushSlot(raw);\n          raw.time[j] = old.time[i]!;\n          raw.price[j] = old.price[i]!;\n          raw.size[j] = old.size[i]!;\n          raw.side[j] = old.side[i]!;\n          raw.tick[j] = old.tick[i]!;\n        }\n        rebuild();\n      } else if (\n        (previous.minSize ?? 0) !== (next.minSize ?? 0) ||\n        !previous.aggregate !== !next.aggregate\n      ) {\n        rebuild();\n      }\n      if (options.pauseOnHover === false && hoverPaused) hoverPaused = false;\n      setPaused();\n      refreshFormat();\n      host.invalidate();\n    },\n    scrollToLatest() {\n      keySeq = null;\n      userScrolled = false;\n      target = 0;\n      setPaused();\n      host.invalidate();\n    },\n    getCount: count,\n    on: (event, handler) => emitter.on(event, handler),\n    resize() {\n      host.invalidate();\n    },\n    destroy() {\n      root.removeEventListener(\"pointermove\", onPointerMove);\n      root.removeEventListener(\"pointerleave\", onPointerLeave);\n      root.removeEventListener(\"pointerdown\", onPointerDown);\n      root.removeEventListener(\"pointerup\", onPointerUp);\n      root.removeEventListener(\"click\", onClick);\n      root.removeEventListener(\"wheel\", onWheel);\n      root.removeEventListener(\"keydown\", onKeyDown);\n      root.removeEventListener(\"blur\", onBlur);\n      emitter.clear();\n      host.destroy();\n    },\n  };\n  applyTexts();\n  colors = sideColors(host.theme, options);\n  refreshFormat();\n  host.invalidate();\n  return 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package/dist/charts/engine/orderbook/tape.d.cts

@@ -0,0 +1,6 @@
+import { TimeAndSalesInstance, TimeAndSalesOptions } from './types.cjs';
+/**
+ * Creates a time and sales tape in `container`: newest trades on top,
+ * virtualized rows, large trade highlight, pause on hover.
+ */
+export declare const createTimeAndSales: (container: HTMLElement, initial?: TimeAndSalesOptions) => TimeAndSalesInstance;

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

@@ -0,0 +1,6 @@
+import { TimeAndSalesInstance, TimeAndSalesOptions } from './types.js';
+/**
+ * Creates a time and sales tape in `container`: newest trades on top,
+ * virtualized rows, large trade highlight, pause on hover.
+ */
+export declare const createTimeAndSales: (container: HTMLElement, initial?: TimeAndSalesOptions) => TimeAndSalesInstance;