minerva-design 1.6.0 → 1.7.0

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

@@ -25,36 +25,48 @@ var o = 1024, s = (e, t) => {
 }, l = (e, t) => {
 	let { sources: n, step: r, tick: i, x0: a, x1: o, y0: s, y1: c, end: l } = e;
 	if (!(r > 0) || !(i > 0) || !(o > a) || !(c > s) || !Number.isFinite(a + o + s + c)) return null;
-	let u = r * Math.max(1, Math.ceil((o - a) / r / Math.max(1, e.maxWidth))), d = Math.floor(a / u) * u, f = Math.max(1, Math.ceil((o - d) / u)), p = Math.round(s / i), m = Math.round(c / i), h = Math.max(1, Math.ceil((m - p + 1) / Math.max(1, e.maxHeight))), g = Math.floor(p / h) * h, _ = Math.max(1, Math.ceil((m + 1 - g) / h)), v = f * _, y = t && t.cells.length === v ? t.cells.fill(0) : new Float32Array(v), b = (e, t) => {
+	let u = r * Math.max(1, Math.ceil((o - a) / r / Math.max(1, e.maxWidth))), d = Math.floor(a / u) * u, f = Math.max(1, Math.ceil((o - d) / u)), p = Math.round(s / i), m = Math.round(c / i), h = Math.max(1, Math.round(e.rowBins ?? 1) || 1, Math.ceil((m - p + 1) / Math.max(1, e.maxHeight))), g = Math.floor(p / h) * h, _ = Math.max(1, Math.ceil((m + 1 - g) / h)), v = f * _, y = t && t.cells.length === v ? t.cells.fill(0) : new Float32Array(v), b = h > 1 ? new Float32Array(_) : null, x = [], S = (e, t) => {
 		let { bins: n, sizes: r } = e;
 		for (let e = 0; e < r.length; e++) {
 			let i = r[e];
 			if (!(i > 0)) continue;
 			let a = Math.floor((n[e] - g) / h);
 			if (a < 0 || a >= _) continue;
+			if (b) {
+				b[a] || x.push(a), b[a] += i;
+				continue;
+			}
 			let o = (_ - 1 - a) * f + t;
 			i > y[o] && (y[o] = i);
 		}
-	}, x = (e) => {
+		if (b) {
+			for (let e of x) {
+				let n = (_ - 1 - e) * f + t;
+				b[e] > y[n] && (y[n] = b[e]), b[e] = 0;
+			}
+			x.length = 0;
+		}
+	}, C = (e) => {
 		for (let t = 0, n = e; t < _; t++, n += f) y[n] = y[n - 1];
-	}, S = 0, C = n.length;
-	for (; S < C;) {
-		let e = S + C >>> 1;
-		n[e].time < d ? S = e + 1 : C = e;
+	}, w = 0, T = n.length;
+	for (; w < T;) {
+		let e = w + T >>> 1;
+		n[e].time < d ? w = e + 1 : T = e;
 	}
-	let w = S, T = S > 0 ? n[S - 1] : null;
+	let E = w, D = w > 0 ? n[w - 1] : null;
 	for (let e = 0; e < f; e++) {
 		let t = d + e * u;
 		if (t >= l) break;
 		let r = t + u, i = !1;
-		for (; w < n.length && n[w].time < r;) b(n[w], e), T = n[w], i = !0, w++;
-		!i && T && (e === 0 ? b(T, 0) : x(e));
+		for (; E < n.length && n[E].time < r;) S(n[E], e), D = n[E], i = !0, E++;
+		!i && D && (e === 0 ? S(D, 0) : C(e));
 	}
 	return {
 		width: f,
 		height: _,
 		pixels: t && t.pixels.length === v ? t.pixels : new Uint32Array(v),
 		cells: y,
+		rowBins: h,
 		t0: d,
 		t1: d + f * u,
 		p0: (g - .5) * i,

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

@@ -1 +1 @@
-{"version":3,"file":"field.js","names":["HEAT_TABLE_SIZE","heatTable","table","last","lut","j","t","curve","percentile","len","values","m","limit","prime","value","n","sorted","k","v","at","q","lo","hi","buildHeatGrid","input","step","tick","x1","x0","y1","y0","g","gs","width","binLo","binHi","ry","base","height","count","cells","reuse","plot","source","sizes","s","r","bins","idx","i","repeat","sources","mid","previous","start","end","stop","hit","paintHeatGrid","grid","cold","scale","GLSL_VERTEX","GLSL_FRAGMENT","clipRect","rect","bytesOf","createGlHeatField","attributes","glContextAttributes","requireHardware","gl","canvas","kind","reject","isSoftwareRenderer","setup","program","compileProgram","corners","texture","objects","uploaded","uploadedVersion","size","destroyed","lost","forget","slot","claimGlSlot","draw","onLost","w","h","clear","textureAt","rectAt","WGSL","STAGE_VERTEX","STAGE_FRAGMENT","createWebGpuHeatField","gpu","adapter","info","device","context","format","layout","module","pipeline","sampler","uniform","bindGroup","encoder","pass","createCanvasHeatField","ctx","image","imageCtx","data","createHeatFieldRenderer","preference","resolveRendererPreference","requested","rendererCandidates","exclude","field","makeCanvas"],"sources":["../../../../../charts/src/engine/orderbook/field.ts"],"sourcesContent":["// Heat field of the order book heatmap. The liquidity of the visible\n// window is rasterized on the CPU into a small image, one texel per column\n// (sampling interval) and price row (tick), and drawn as ONE textured quad\n// with nearest filtering over a clear of the coldest color:\n// - rows and columns abut by construction (every device pixel samples\n//   exactly one texel), so there are no anti-aliased seams between cells;\n// - a column fills until the next snapshot (gaps repeat the last book) and\n//   the live one fills to the right edge;\n// - empty cells are the cold end of the ramp, never a transparent hole;\n// - the output is opaque (no blending), the same on every backend.\n// The backends mirror the chart engine's (WebGPU -> WebGL2 -> WebGL ->\n// Canvas2D, software GPUs skipped with `auto`), but with their own tiny\n// pipelines: a canvas only ever holds one context type.\n\nimport { resolveRendererPreference } from \"../defaults\";\nimport type { Rgba } from \"../color\";\nimport { rendererCandidates } from \"../renderers/detect\";\nimport {\n  compileProgram,\n  glContextAttributes,\n  isSoftwareRenderer,\n  type GlContext,\n} from \"../renderers/gl\";\nimport { claimGlSlot } from \"../renderers/gl-budget\";\nimport type { ChartRendererKind, ChartRendererPreference } from \"../types\";\n\n/** One sampled book: price rows (price / tick) and their resting sizes */\nexport interface HeatSource {\n  /** Start time of the column */\n  time: number;\n  bins: ArrayLike<number>;\n  sizes: ArrayLike<number>;\n}\n\n/** The rasterized field: packed RGBA texels, row 0 at the top (highest prices) */\nexport interface HeatGrid {\n  width: number;\n  height: number;\n  pixels: Uint32Array;\n  /** Resting size of every texel (max-pooled), same layout as `pixels` */\n  cells: Float32Array;\n  /** Times at the left / right edges of the image */\n  t0: number;\n  t1: number;\n  /** Prices at the bottom / top edges of the image */\n  p0: number;\n  p1: number;\n  /** Bumped on every rebuild (uploads are skipped while unchanged) */\n  version: number;\n}\n\nexport interface HeatGridInput {\n  /** Columns sorted by time (the live book last) */\n  sources: readonly HeatSource[];\n  /** Sampling interval (ms) */\n  step: number;\n  /** Price row height */\n  tick: number;\n  /** Visible time / price ranges */\n  x0: number;\n  x1: number;\n  y0: number;\n  y1: number;\n  /** End of the data (the live time): texels starting later stay cold */\n  end: number;\n  /** Largest image (texels); denser data is max-pooled, walls stay visible */\n  maxWidth: number;\n  maxHeight: number;\n}\n\n/** Entries of a heat table (resolution of the size → color mapping) */\nexport const HEAT_TABLE_SIZE = 1024;\n\n/**\n * Size → color table of a ramp: entry `j` is the color of the relative size\n * `j / HEAT_TABLE_SIZE` through `curve` (0-1 → 0-1). Entry 0 is the cold end.\n */\nexport const heatTable = (\n  lut: Uint32Array,\n  curve: (r: number) => number,\n): Uint32Array => {\n  const table = new Uint32Array(HEAT_TABLE_SIZE + 1);\n  const last = lut.length - 1;\n  for (let j = 0; j <= HEAT_TABLE_SIZE; j++) {\n    const t = Math.min(1, Math.max(0, curve(j / HEAT_TABLE_SIZE)));\n    table[j] = lut[Math.round(t * last)] ?? 0;\n  }\n  return table;\n};\n\n/**\n * `q`-quantile (0-1) of the positive values, NaN without any. Arrays longer\n * than `limit` are sampled (a prime stride, so a grid's rows and columns\n * are both covered).\n */\nexport const percentile = (\n  values: ArrayLike<number>,\n  q: number,\n  limit = 16384,\n): number => {\n  const len = values.length;\n  const m = Math.min(len, Math.max(1, limit));\n  const prime = len % 7919 ? 7919 : 7907;\n  const value = (j: number) => values[m === len ? j : (j * prime) % len]!;\n  let n = 0;\n  for (let j = 0; j < m; j++) if (value(j) > 0) n++;\n  if (!n) return NaN;\n  const sorted = new Float64Array(n);\n  let k = 0;\n  for (let j = 0; j < m; j++) {\n    const v = value(j);\n    if (v > 0) sorted[k++] = v;\n  }\n  sorted.sort();\n  const at = Math.min(n - 1, Math.max(0, q * (n - 1)));\n  const lo = Math.floor(at);\n  const hi = Math.min(n - 1, lo + 1);\n  return sorted[lo]! + (sorted[hi]! - sorted[lo]!) * (at - lo);\n};\n\n/**\n * Rasterizes the visible liquidity into `cells` (the colors are set by\n * `paintHeatGrid`). Pass the previous grid as `reuse` to recycle its\n * buffers. Returns `null` without a valid range.\n */\nexport const buildHeatGrid = (\n  input: HeatGridInput,\n  reuse?: HeatGrid | null,\n): HeatGrid | null => {\n  const { sources, step, tick, x0, x1, y0, y1, end } = input;\n  if (\n    !(step > 0) ||\n    !(tick > 0) ||\n    !(x1 > x0) ||\n    !(y1 > y0) ||\n    !Number.isFinite(x0 + x1 + y0 + y1)\n  )\n    return null;\n  // time texels: `cx` columns each\n  const cx = Math.max(\n    1,\n    Math.ceil((x1 - x0) / step / Math.max(1, input.maxWidth)),\n  );\n  const g = step * cx;\n  const gs = Math.floor(x0 / g) * g;\n  const width = Math.max(1, Math.ceil((x1 - gs) / g));\n  // price texels: `ry` rows each; a row covers [bin - ½, bin + ½) × tick\n  const binLo = Math.round(y0 / tick);\n  const binHi = Math.round(y1 / tick);\n  const ry = Math.max(\n    1,\n    Math.ceil((binHi - binLo + 1) / Math.max(1, input.maxHeight)),\n  );\n  const base = Math.floor(binLo / ry) * ry;\n  const height = Math.max(1, Math.ceil((binHi + 1 - base) / ry));\n  const count = width * height;\n\n  const cells =\n    reuse && reuse.cells.length === count\n      ? reuse.cells.fill(0)\n      : new Float32Array(count);\n  const plot = (source: HeatSource, i: number) => {\n    const { bins, sizes } = source;\n    for (let k = 0; k < sizes.length; k++) {\n      const s = sizes[k]!;\n      if (!(s > 0)) continue;\n      const r = Math.floor((bins[k]! - base) / ry);\n      if (r < 0 || r >= height) continue;\n      const idx = (height - 1 - r) * width + i;\n      if (s > cells[idx]!) cells[idx] = s;\n    }\n  };\n  const repeat = (i: number) => {\n    for (let r = 0, idx = i; r < height; r++, idx += width)\n      cells[idx] = cells[idx - 1]!;\n  };\n\n  // first source inside the image, and the one before (filled forward)\n  let lo = 0;\n  let hi = sources.length;\n  while (lo < hi) {\n    const mid = (lo + hi) >>> 1;\n    if (sources[mid]!.time < gs) lo = mid + 1;\n    else hi = mid;\n  }\n  let s = lo;\n  let previous: HeatSource | null = lo > 0 ? sources[lo - 1]! : null;\n  for (let i = 0; i < width; i++) {\n    const start = gs + i * g;\n    if (start >= end) break;\n    const stop = start + g;\n    let hit = false;\n    while (s < sources.length && sources[s]!.time < stop) {\n      plot(sources[s]!, i);\n      previous = sources[s]!;\n      hit = true;\n      s++;\n    }\n    if (hit || !previous) continue;\n    if (i === 0) plot(previous, 0);\n    else repeat(i);\n  }\n\n  const pixels =\n    reuse && reuse.pixels.length === count\n      ? reuse.pixels\n      : new Uint32Array(count);\n  return {\n    width,\n    height,\n    pixels,\n    cells,\n    t0: gs,\n    t1: gs + width * g,\n    p0: (base - 0.5) * tick,\n    p1: (base + height * ry - 0.5) * tick,\n    version: (reuse?.version ?? 0) + 1,\n  };\n};\n\n/**\n * Colors the cells of a grid: `table[min(last, floor(size × scale))]`\n * (see `heatTable`), empty cells the cold end. Bumps the version.\n */\nexport const paintHeatGrid = (\n  grid: HeatGrid,\n  table: Uint32Array,\n  scale: number,\n): void => {\n  const { cells, pixels } = grid;\n  const last = table.length - 1;\n  const cold = table[0] ?? 0;\n  const k = scale > 0 && Number.isFinite(scale) ? scale : 0;\n  for (let idx = 0; idx < cells.length; idx++) {\n    const v = cells[idx]! * k;\n    pixels[idx] = v > 0 ? table[v >= last ? last : v | 0]! : cold;\n  }\n  grid.version++;\n};\n\n// ------------------------------------------------------------- renderers\n\n/** Draws heat grids on its own canvas (sized and placed by the caller) */\nexport interface HeatFieldRenderer {\n  readonly kind: ChartRendererKind;\n  readonly canvas: HTMLCanvasElement;\n  /** Sets the size of the drawing buffer (device pixels) */\n  resize(width: number, height: number): void;\n  /**\n   * Clears to `clear` (opaque) and draws `grid` stretched over `rect`\n   * ([left, top, right, bottom] in device pixels, y down)\n   */\n  render(\n    grid: HeatGrid | null,\n    rect: readonly [number, number, number, number],\n    clear: Rgba,\n  ): void;\n  destroy(): void;\n}\n\nconst GLSL_VERTEX = `\nattribute vec2 a_corner;\nuniform vec4 u_rect;\nvarying vec2 v_uv;\nvoid main() {\n  v_uv = a_corner;\n  gl_Position = vec4(mix(u_rect.x, u_rect.z, a_corner.x), mix(u_rect.y, u_rect.w, a_corner.y), 0.0, 1.0);\n}`;\nconst GLSL_FRAGMENT = `\n#ifdef GL_FRAGMENT_PRECISION_HIGH\nprecision highp float;\n#else\nprecision mediump float;\n#endif\nuniform sampler2D u_texture;\nvarying vec2 v_uv;\nvoid main() {\n  gl_FragColor = vec4(texture2D(u_texture, v_uv).rgb, 1.0);\n}`;\n\n/** Clip-space rectangle of a pixel rectangle (y up) */\nconst clipRect = (\n  rect: readonly [number, number, number, number],\n  width: number,\n  height: number,\n): [number, number, number, number] => [\n  (rect[0] / width) * 2 - 1,\n  1 - (rect[1] / height) * 2,\n  (rect[2] / width) * 2 - 1,\n  1 - (rect[3] / height) * 2,\n];\n\nconst bytesOf = (grid: HeatGrid) =>\n  new Uint8Array(\n    grid.pixels.buffer,\n    grid.pixels.byteOffset,\n    grid.width * grid.height * 4,\n  );\n\n/** WebGL2 / WebGL backend (GLSL ES 1.00 runs on both) */\nexport const createGlHeatField = (\n  canvas: HTMLCanvasElement,\n  kind: \"webgl2\" | \"webgl\",\n  onLost: () => void,\n  requireHardware = false,\n): HeatFieldRenderer | null => {\n  const attributes: WebGLContextAttributes = {\n    ...glContextAttributes(requireHardware),\n    alpha: false,\n    premultipliedAlpha: false,\n  };\n  const gl = canvas.getContext(kind, attributes) as GlContext | null;\n  if (!gl) return null;\n  // a rejected context is freed now, not at garbage collection\n  const reject = () => {\n    gl.getExtension(\"WEBGL_lose_context\")?.loseContext();\n    return null;\n  };\n  if (requireHardware && isSoftwareRenderer(gl)) return reject();\n\n  /** Program, quad and texture: built again when a suspended context returns */\n  const setup = () => {\n    const program = compileProgram(\n      gl,\n      { vertex: GLSL_VERTEX, fragment: GLSL_FRAGMENT },\n      [\"a_corner\"],\n    );\n    if (!program) return null;\n    const corners = gl.createBuffer();\n    gl.bindBuffer(gl.ARRAY_BUFFER, corners);\n    gl.bufferData(\n      gl.ARRAY_BUFFER,\n      new Float32Array([0, 0, 1, 0, 0, 1, 1, 1]),\n      gl.STATIC_DRAW,\n    );\n    const texture = gl.createTexture();\n    gl.bindTexture(gl.TEXTURE_2D, texture);\n    gl.texParameteri(gl.TEXTURE_2D, gl.TEXTURE_MIN_FILTER, gl.NEAREST);\n    gl.texParameteri(gl.TEXTURE_2D, gl.TEXTURE_MAG_FILTER, gl.NEAREST);\n    gl.texParameteri(gl.TEXTURE_2D, gl.TEXTURE_WRAP_S, gl.CLAMP_TO_EDGE);\n    gl.texParameteri(gl.TEXTURE_2D, gl.TEXTURE_WRAP_T, gl.CLAMP_TO_EDGE);\n    return {\n      program,\n      rectAt: gl.getUniformLocation(program.program, \"u_rect\"),\n      textureAt: gl.getUniformLocation(program.program, \"u_texture\"),\n      corners,\n      texture,\n    };\n  };\n  let objects = setup();\n  if (!objects) return reject();\n  let uploaded: HeatGrid | null = null;\n  let uploadedVersion = -1;\n  let size = [0, 0];\n  let destroyed = false;\n  let lost = false;\n  let last: {\n    grid: HeatGrid | null;\n    rect: readonly [number, number, number, number];\n    clear: Rgba;\n  } | null = null;\n\n  const forget = () => {\n    objects = null;\n    uploaded = null;\n    uploadedVersion = -1;\n    size = [0, 0];\n  };\n  // past the page-wide context budget the context may be suspended while\n  // off-screen: its GPU objects go, and come back (with the last frame)\n  // when it is restored\n  const slot = claimGlSlot(canvas, gl, {\n    suspend: forget,\n    restore: () => {\n      forget();\n      objects = setup();\n      if (!objects) {\n        lost = true;\n        if (!destroyed) onLost();\n      } else if (last) draw(last.grid, last.rect, last.clear);\n    },\n    lost: () => {\n      lost = true;\n      if (!destroyed) onLost();\n    },\n  });\n\n  const draw = (\n    grid: HeatGrid | null,\n    rect: readonly [number, number, number, number],\n    clear: Rgba,\n  ) => {\n    if (!objects) return;\n    const { program, rectAt, textureAt, corners, texture } = objects;\n    const w = canvas.width;\n    const h = canvas.height;\n    gl.viewport(0, 0, w, h);\n    gl.disable(gl.BLEND);\n    gl.clearColor(clear[0], clear[1], clear[2], 1);\n    gl.clear(gl.COLOR_BUFFER_BIT);\n    if (!grid) return;\n    gl.useProgram(program.program);\n    gl.activeTexture(gl.TEXTURE0);\n    gl.bindTexture(gl.TEXTURE_2D, texture);\n    if (grid !== uploaded || grid.version !== uploadedVersion) {\n      gl.pixelStorei(gl.UNPACK_ALIGNMENT, 4);\n      gl.pixelStorei(gl.UNPACK_FLIP_Y_WEBGL, false);\n      gl.pixelStorei(gl.UNPACK_PREMULTIPLY_ALPHA_WEBGL, false);\n      if (size[0] === grid.width && size[1] === grid.height) {\n        gl.texSubImage2D(\n          gl.TEXTURE_2D,\n          0,\n          0,\n          0,\n          grid.width,\n          grid.height,\n          gl.RGBA,\n          gl.UNSIGNED_BYTE,\n          bytesOf(grid),\n        );\n      } else {\n        gl.texImage2D(\n          gl.TEXTURE_2D,\n          0,\n          gl.RGBA,\n          grid.width,\n          grid.height,\n          0,\n          gl.RGBA,\n          gl.UNSIGNED_BYTE,\n          bytesOf(grid),\n        );\n        size = [grid.width, grid.height];\n      }\n      uploaded = grid;\n      uploadedVersion = grid.version;\n    }\n    gl.uniform1i(textureAt, 0);\n    gl.uniform4fv(rectAt, clipRect(rect, w, h));\n    gl.bindBuffer(gl.ARRAY_BUFFER, corners);\n    gl.enableVertexAttribArray(0);\n    gl.vertexAttribPointer(0, 2, gl.FLOAT, false, 0, 0);\n    gl.drawArrays(gl.TRIANGLE_STRIP, 0, 4);\n  };\n\n  return {\n    kind,\n    canvas,\n    resize(width, height) {\n      canvas.width = Math.max(1, width);\n      canvas.height = Math.max(1, height);\n    },\n    render(grid, rect, clear) {\n      if (destroyed) return;\n      last = { grid, rect, clear };\n      if (lost || !slot.use() || gl.isContextLost()) return;\n      draw(grid, rect, clear);\n    },\n    destroy() {\n      destroyed = true;\n      last = null;\n      slot.release();\n      if (objects && !gl.isContextLost()) {\n        gl.deleteTexture(objects.texture);\n        gl.deleteBuffer(objects.corners);\n        gl.deleteProgram(objects.program.program);\n        // frees the context now instead of at garbage collection\n        gl.getExtension(\"WEBGL_lose_context\")?.loseContext();\n      }\n      objects = null;\n    },\n  };\n};\n\nconst WGSL = `\nstruct Uniforms { rect: vec4f };\n@group(0) @binding(0) var<uniform> u: Uniforms;\n@group(0) @binding(1) var heat: texture_2d<f32>;\n@group(0) @binding(2) var nearest: sampler;\nstruct Varyings {\n  @builtin(position) position: vec4f,\n  @location(0) uv: vec2f,\n};\n@vertex fn vs(@builtin(vertex_index) i: u32) -> Varyings {\n  let c = vec2f(f32(i & 1u), f32(i >> 1u));\n  var out: Varyings;\n  out.position = vec4f(mix(u.rect.x, u.rect.z, c.x), mix(u.rect.y, u.rect.w, c.y), 0.0, 1.0);\n  out.uv = c;\n  return out;\n}\n@fragment fn fs(v: Varyings) -> @location(0) vec4f {\n  return vec4f(textureSample(heat, nearest, v.uv).rgb, 1.0);\n}`;\n\ntype GpuNavigator = Navigator & { gpu?: GPU };\n\n// lib.dom has the WebGPU interfaces but not these constant objects\nconst BUFFER_UNIFORM = 0x40;\nconst BUFFER_COPY_DST = 0x08;\nconst TEXTURE_COPY_DST = 0x02;\nconst TEXTURE_BINDING = 0x04;\nconst STAGE_VERTEX = 0x1;\nconst STAGE_FRAGMENT = 0x2;\n\n/** WebGPU backend */\nexport const createWebGpuHeatField = async (\n  canvas: HTMLCanvasElement,\n  onLost: () => void,\n  requireHardware = false,\n): Promise<HeatFieldRenderer | null> => {\n  const gpu =\n    typeof navigator !== \"undefined\"\n      ? (navigator as GpuNavigator).gpu\n      : undefined;\n  if (!gpu) return null;\n  const adapter = await gpu.requestAdapter();\n  if (!adapter) return null;\n  const info = adapter as GPUAdapter & {\n    isFallbackAdapter?: boolean;\n    info?: { isFallbackAdapter?: boolean };\n  };\n  if (\n    requireHardware &&\n    (info.info?.isFallbackAdapter || info.isFallbackAdapter)\n  )\n    return null;\n  const device = await adapter.requestDevice();\n  const context = canvas.getContext(\"webgpu\") as GPUCanvasContext | null;\n  if (!context) {\n    device.destroy();\n    return null;\n  }\n  const format = gpu.getPreferredCanvasFormat();\n  context.configure({ device, format, alphaMode: \"opaque\" });\n  let destroyed = false;\n  void device.lost.then(() => {\n    if (!destroyed) onLost();\n  });\n\n  const layout = device.createBindGroupLayout({\n    entries: [\n      { binding: 0, visibility: STAGE_VERTEX, buffer: { type: \"uniform\" } },\n      { binding: 1, visibility: STAGE_FRAGMENT, texture: {} },\n      { binding: 2, visibility: STAGE_FRAGMENT, sampler: {} },\n    ],\n  });\n  const module = device.createShaderModule({ code: WGSL });\n  const pipeline = device.createRenderPipeline({\n    layout: device.createPipelineLayout({ bindGroupLayouts: [layout] }),\n    vertex: { module, entryPoint: \"vs\" },\n    fragment: { module, entryPoint: \"fs\", targets: [{ format }] },\n    primitive: { topology: \"triangle-strip\" },\n  });\n  const sampler = device.createSampler({\n    magFilter: \"nearest\",\n    minFilter: \"nearest\",\n    addressModeU: \"clamp-to-edge\",\n    addressModeV: \"clamp-to-edge\",\n  });\n  const uniform = device.createBuffer({\n    size: 16,\n    usage: BUFFER_UNIFORM | BUFFER_COPY_DST,\n  });\n  let texture: GPUTexture | null = null;\n  let bindGroup: GPUBindGroup | null = null;\n  let uploaded: HeatGrid | null = null;\n  let uploadedVersion = -1;\n\n  return {\n    kind: \"webgpu\",\n    canvas,\n    resize(width, height) {\n      canvas.width = Math.max(1, width);\n      canvas.height = Math.max(1, height);\n    },\n    render(grid, rect, clear) {\n      if (destroyed) return;\n      if (grid && (grid !== uploaded || grid.version !== uploadedVersion)) {\n        if (\n          !texture ||\n          texture.width !== grid.width ||\n          texture.height !== grid.height\n        ) {\n          texture?.destroy();\n          texture = device.createTexture({\n            size: { width: grid.width, height: grid.height },\n            format: \"rgba8unorm\",\n            usage: TEXTURE_COPY_DST | TEXTURE_BINDING,\n          });\n          bindGroup = device.createBindGroup({\n            layout,\n            entries: [\n              { binding: 0, resource: { buffer: uniform } },\n              { binding: 1, resource: texture.createView() },\n              { binding: 2, resource: sampler },\n            ],\n          });\n        }\n        device.queue.writeTexture(\n          { texture },\n          bytesOf(grid),\n          { bytesPerRow: grid.width * 4, rowsPerImage: grid.height },\n          { width: grid.width, height: grid.height },\n        );\n        uploaded = grid;\n        uploadedVersion = grid.version;\n      }\n      device.queue.writeBuffer(\n        uniform,\n        0,\n        new Float32Array(clipRect(rect, canvas.width, canvas.height)),\n      );\n      const encoder = device.createCommandEncoder();\n      const pass = encoder.beginRenderPass({\n        colorAttachments: [\n          {\n            view: context.getCurrentTexture().createView(),\n            clearValue: { r: clear[0], g: clear[1], b: clear[2], a: 1 },\n            loadOp: \"clear\",\n            storeOp: \"store\",\n          },\n        ],\n      });\n      if (grid && bindGroup) {\n        pass.setPipeline(pipeline);\n        pass.setBindGroup(0, bindGroup);\n        pass.draw(4);\n      }\n      pass.end();\n      device.queue.submit([encoder.finish()]);\n    },\n    destroy() {\n      destroyed = true;\n      texture?.destroy();\n      uniform.destroy();\n      context.unconfigure();\n      device.destroy();\n    },\n  };\n};\n\n/** Canvas2D backend: the image drawn with nearest-neighbour scaling */\nexport const createCanvasHeatField = (\n  canvas: HTMLCanvasElement,\n): HeatFieldRenderer | null => {\n  const ctx = canvas.getContext(\"2d\", { alpha: false });\n  if (!ctx) return null;\n  const image = canvas.ownerDocument.createElement(\"canvas\");\n  const imageCtx = image.getContext(\"2d\");\n  let uploaded: HeatGrid | null = null;\n  let uploadedVersion = -1;\n  return {\n    kind: \"canvas2d\",\n    canvas,\n    resize(width, height) {\n      canvas.width = Math.max(1, width);\n      canvas.height = Math.max(1, height);\n    },\n    render(grid, rect, clear) {\n      ctx.setTransform(1, 0, 0, 1, 0, 0);\n      ctx.fillStyle = `rgb(${Math.round(clear[0] * 255)}, ${Math.round(clear[1] * 255)}, ${Math.round(clear[2] * 255)})`;\n      ctx.fillRect(0, 0, canvas.width, canvas.height);\n      if (!grid || !imageCtx) return;\n      if (grid !== uploaded || grid.version !== uploadedVersion) {\n        if (image.width !== grid.width) image.width = grid.width;\n        if (image.height !== grid.height) image.height = grid.height;\n        const data = imageCtx.createImageData?.(grid.width, grid.height);\n        if (!data?.data) return;\n        data.data.set(bytesOf(grid));\n        imageCtx.putImageData(data, 0, 0);\n        uploaded = grid;\n        uploadedVersion = grid.version;\n      }\n      ctx.imageSmoothingEnabled = false;\n      ctx.drawImage(\n        image,\n        rect[0],\n        rect[1],\n        rect[2] - rect[0],\n        rect[3] - rect[1],\n      );\n    },\n    destroy() {\n      uploaded = null;\n    },\n  };\n};\n\n/**\n * Creates the first heat field backend that works, in the chart engine's\n * order and with its preference rules (`auto` follows the global default\n * and skips software GPUs). Every attempt gets a fresh canvas.\n */\nexport const createHeatFieldRenderer = async (\n  requested: ChartRendererPreference,\n  makeCanvas: () => HTMLCanvasElement,\n  onLost: (kind: ChartRendererKind) => void,\n  exclude?: ReadonlySet<ChartRendererKind>,\n): Promise<HeatFieldRenderer | null> => {\n  const preference = resolveRendererPreference(requested);\n  for (const kind of rendererCandidates(preference, exclude)) {\n    const requireHardware = preference === \"auto\" || preference !== kind;\n    let field: HeatFieldRenderer | null;\n    try {\n      const canvas = makeCanvas();\n      const lost = () => onLost(kind);\n      field =\n        kind === \"webgpu\"\n          ? await createWebGpuHeatField(canvas, lost, requireHardware)\n          : kind === \"canvas2d\"\n            ? createCanvasHeatField(canvas)\n            : createGlHeatField(canvas, kind, lost, requireHardware);\n    } catch {\n      field = null;\n    }\n    if (field) return field;\n  }\n  return 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+{"version":3,"file":"field.js","names":["HEAT_TABLE_SIZE","heatTable","table","last","lut","j","t","curve","percentile","len","values","m","limit","prime","value","n","sorted","k","v","at","q","lo","hi","buildHeatGrid","input","step","tick","x1","x0","y1","y0","g","gs","width","binLo","binHi","ry","base","height","count","cells","reuse","sums","hits","plot","source","sizes","s","r","bins","idx","i","repeat","sources","mid","previous","start","end","stop","hit","paintHeatGrid","grid","cold","scale","GLSL_VERTEX","GLSL_FRAGMENT","clipRect","rect","bytesOf","createGlHeatField","attributes","glContextAttributes","requireHardware","gl","canvas","kind","reject","isSoftwareRenderer","setup","program","compileProgram","corners","texture","objects","uploaded","uploadedVersion","size","destroyed","lost","forget","slot","claimGlSlot","draw","onLost","w","h","clear","textureAt","rectAt","WGSL","STAGE_VERTEX","STAGE_FRAGMENT","createWebGpuHeatField","gpu","adapter","info","device","context","format","layout","module","pipeline","sampler","uniform","bindGroup","encoder","pass","createCanvasHeatField","ctx","image","imageCtx","data","createHeatFieldRenderer","preference","resolveRendererPreference","requested","rendererCandidates","exclude","field","makeCanvas"],"sources":["../../../../../charts/src/engine/orderbook/field.ts"],"sourcesContent":["// Heat field of the order book heatmap. The liquidity of the visible\n// window is rasterized on the CPU into a small image, one texel per column\n// (sampling interval) and price row (tick, or a bucket of rows whose sizes\n// are summed when rows get thinner than the screen allows), and drawn as\n// ONE textured quad\n// with nearest filtering over a clear of the coldest color:\n// - rows and columns abut by construction (every device pixel samples\n//   exactly one texel), so there are no anti-aliased seams between cells;\n// - a column fills until the next snapshot (gaps repeat the last book) and\n//   the live one fills to the right edge;\n// - empty cells are the cold end of the ramp, never a transparent hole;\n// - the output is opaque (no blending), the same on every backend.\n// The backends mirror the chart engine's (WebGPU -> WebGL2 -> WebGL ->\n// Canvas2D, software GPUs skipped with `auto`), but with their own tiny\n// pipelines: a canvas only ever holds one context type.\n\nimport { resolveRendererPreference } from \"../defaults\";\nimport type { Rgba } from \"../color\";\nimport { rendererCandidates } from \"../renderers/detect\";\nimport {\n  compileProgram,\n  glContextAttributes,\n  isSoftwareRenderer,\n  type GlContext,\n} from \"../renderers/gl\";\nimport { claimGlSlot } from \"../renderers/gl-budget\";\nimport type { ChartRendererKind, ChartRendererPreference } from \"../types\";\n\n/** One sampled book: price rows (price / tick) and their resting sizes */\nexport interface HeatSource {\n  /** Start time of the column */\n  time: number;\n  bins: ArrayLike<number>;\n  sizes: ArrayLike<number>;\n}\n\n/** The rasterized field: packed RGBA texels, row 0 at the top (highest prices) */\nexport interface HeatGrid {\n  width: number;\n  height: number;\n  pixels: Uint32Array;\n  /**\n   * Resting size of every texel, same layout as `pixels`: the sizes of the\n   * price rows of a texel are summed, its columns max-pooled\n   */\n  cells: Float32Array;\n  /** Price rows (ticks) per texel row; texel rows start at multiples of it */\n  rowBins: number;\n  /** Times at the left / right edges of the image */\n  t0: number;\n  t1: number;\n  /** Prices at the bottom / top edges of the image */\n  p0: number;\n  p1: number;\n  /** Bumped on every rebuild (uploads are skipped while unchanged) */\n  version: number;\n}\n\nexport interface HeatGridInput {\n  /** Columns sorted by time (the live book last) */\n  sources: readonly HeatSource[];\n  /** Sampling interval (ms) */\n  step: number;\n  /** Price row height */\n  tick: number;\n  /** Visible time / price ranges */\n  x0: number;\n  x1: number;\n  y0: number;\n  y1: number;\n  /** End of the data (the live time): texels starting later stay cold */\n  end: number;\n  /**\n   * Largest image (texels). Denser columns are max-pooled (walls stay\n   * visible); denser price rows are summed into buckets\n   */\n  maxWidth: number;\n  maxHeight: number;\n  /**\n   * Smallest number of price rows per texel row (price aggregation, e.g.\n   * when a tick is under 2 px); default 1\n   */\n  rowBins?: number;\n}\n\n/** Entries of a heat table (resolution of the size → color mapping) */\nexport const HEAT_TABLE_SIZE = 1024;\n\n/**\n * Size → color table of a ramp: entry `j` is the color of the relative size\n * `j / HEAT_TABLE_SIZE` through `curve` (0-1 → 0-1). Entry 0 is the cold end.\n */\nexport const heatTable = (\n  lut: Uint32Array,\n  curve: (r: number) => number,\n): Uint32Array => {\n  const table = new Uint32Array(HEAT_TABLE_SIZE + 1);\n  const last = lut.length - 1;\n  for (let j = 0; j <= HEAT_TABLE_SIZE; j++) {\n    const t = Math.min(1, Math.max(0, curve(j / HEAT_TABLE_SIZE)));\n    table[j] = lut[Math.round(t * last)] ?? 0;\n  }\n  return table;\n};\n\n/**\n * `q`-quantile (0-1) of the positive values, NaN without any. Arrays longer\n * than `limit` are sampled (a prime stride, so a grid's rows and columns\n * are both covered).\n */\nexport const percentile = (\n  values: ArrayLike<number>,\n  q: number,\n  limit = 16384,\n): number => {\n  const len = values.length;\n  const m = Math.min(len, Math.max(1, limit));\n  const prime = len % 7919 ? 7919 : 7907;\n  const value = (j: number) => values[m === len ? j : (j * prime) % len]!;\n  let n = 0;\n  for (let j = 0; j < m; j++) if (value(j) > 0) n++;\n  if (!n) return NaN;\n  const sorted = new Float64Array(n);\n  let k = 0;\n  for (let j = 0; j < m; j++) {\n    const v = value(j);\n    if (v > 0) sorted[k++] = v;\n  }\n  sorted.sort();\n  const at = Math.min(n - 1, Math.max(0, q * (n - 1)));\n  const lo = Math.floor(at);\n  const hi = Math.min(n - 1, lo + 1);\n  return sorted[lo]! + (sorted[hi]! - sorted[lo]!) * (at - lo);\n};\n\n/**\n * Rasterizes the visible liquidity into `cells` (the colors are set by\n * `paintHeatGrid`). Pass the previous grid as `reuse` to recycle its\n * buffers. Returns `null` without a valid range.\n */\nexport const buildHeatGrid = (\n  input: HeatGridInput,\n  reuse?: HeatGrid | null,\n): HeatGrid | null => {\n  const { sources, step, tick, x0, x1, y0, y1, end } = input;\n  if (\n    !(step > 0) ||\n    !(tick > 0) ||\n    !(x1 > x0) ||\n    !(y1 > y0) ||\n    !Number.isFinite(x0 + x1 + y0 + y1)\n  )\n    return null;\n  // time texels: `cx` columns each\n  const cx = Math.max(\n    1,\n    Math.ceil((x1 - x0) / step / Math.max(1, input.maxWidth)),\n  );\n  const g = step * cx;\n  const gs = Math.floor(x0 / g) * g;\n  const width = Math.max(1, Math.ceil((x1 - gs) / g));\n  // price texels: buckets of `ry` rows (aligned on multiples of `ry`); a\n  // row covers [bin - ½, bin + ½) × tick\n  const binLo = Math.round(y0 / tick);\n  const binHi = Math.round(y1 / tick);\n  const ry = Math.max(\n    1,\n    Math.round(input.rowBins ?? 1) || 1,\n    Math.ceil((binHi - binLo + 1) / Math.max(1, input.maxHeight)),\n  );\n  const base = Math.floor(binLo / ry) * ry;\n  const height = Math.max(1, Math.ceil((binHi + 1 - base) / ry));\n  const count = width * height;\n\n  const cells =\n    reuse && reuse.cells.length === count\n      ? reuse.cells.fill(0)\n      : new Float32Array(count);\n  // a source's rows are summed per bucket first (scratch), then the\n  // sources sharing a time texel are max-pooled\n  const sums = ry > 1 ? new Float32Array(height) : null;\n  const hits: number[] = [];\n  const plot = (source: HeatSource, i: number) => {\n    const { bins, sizes } = source;\n    for (let k = 0; k < sizes.length; k++) {\n      const s = sizes[k]!;\n      if (!(s > 0)) continue;\n      const r = Math.floor((bins[k]! - base) / ry);\n      if (r < 0 || r >= height) continue;\n      if (sums) {\n        if (!sums[r]) hits.push(r);\n        sums[r] += s;\n        continue;\n      }\n      const idx = (height - 1 - r) * width + i;\n      if (s > cells[idx]!) cells[idx] = s;\n    }\n    if (!sums) return;\n    for (const r of hits) {\n      const idx = (height - 1 - r) * width + i;\n      if (sums[r]! > cells[idx]!) cells[idx] = sums[r]!;\n      sums[r] = 0;\n    }\n    hits.length = 0;\n  };\n  const repeat = (i: number) => {\n    for (let r = 0, idx = i; r < height; r++, idx += width)\n      cells[idx] = cells[idx - 1]!;\n  };\n\n  // first source inside the image, and the one before (filled forward)\n  let lo = 0;\n  let hi = sources.length;\n  while (lo < hi) {\n    const mid = (lo + hi) >>> 1;\n    if (sources[mid]!.time < gs) lo = mid + 1;\n    else hi = mid;\n  }\n  let s = lo;\n  let previous: HeatSource | null = lo > 0 ? sources[lo - 1]! : null;\n  for (let i = 0; i < width; i++) {\n    const start = gs + i * g;\n    if (start >= end) break;\n    const stop = start + g;\n    let hit = false;\n    while (s < sources.length && sources[s]!.time < stop) {\n      plot(sources[s]!, i);\n      previous = sources[s]!;\n      hit = true;\n      s++;\n    }\n    if (hit || !previous) continue;\n    if (i === 0) plot(previous, 0);\n    else repeat(i);\n  }\n\n  const pixels =\n    reuse && reuse.pixels.length === count\n      ? reuse.pixels\n      : new Uint32Array(count);\n  return {\n    width,\n    height,\n    pixels,\n    cells,\n    rowBins: ry,\n    t0: gs,\n    t1: gs + width * g,\n    p0: (base - 0.5) * tick,\n    p1: (base + height * ry - 0.5) * tick,\n    version: (reuse?.version ?? 0) + 1,\n  };\n};\n\n/**\n * Colors the cells of a grid: `table[min(last, floor(size × scale))]`\n * (see `heatTable`), empty cells the cold end. Bumps the version.\n */\nexport const paintHeatGrid = (\n  grid: HeatGrid,\n  table: Uint32Array,\n  scale: number,\n): void => {\n  const { cells, pixels } = grid;\n  const last = table.length - 1;\n  const cold = table[0] ?? 0;\n  const k = scale > 0 && Number.isFinite(scale) ? scale : 0;\n  for (let idx = 0; idx < cells.length; idx++) {\n    const v = cells[idx]! * k;\n    pixels[idx] = v > 0 ? table[v >= last ? last : v | 0]! : cold;\n  }\n  grid.version++;\n};\n\n// ------------------------------------------------------------- renderers\n\n/** Draws heat grids on its own canvas (sized and placed by the caller) */\nexport interface HeatFieldRenderer {\n  readonly kind: ChartRendererKind;\n  readonly canvas: HTMLCanvasElement;\n  /** Sets the size of the drawing buffer (device pixels) */\n  resize(width: number, height: number): void;\n  /**\n   * Clears to `clear` (opaque) and draws `grid` stretched over `rect`\n   * ([left, top, right, bottom] in device pixels, y down)\n   */\n  render(\n    grid: HeatGrid | null,\n    rect: readonly [number, number, number, number],\n    clear: Rgba,\n  ): void;\n  destroy(): void;\n}\n\nconst GLSL_VERTEX = `\nattribute vec2 a_corner;\nuniform vec4 u_rect;\nvarying vec2 v_uv;\nvoid main() {\n  v_uv = a_corner;\n  gl_Position = vec4(mix(u_rect.x, u_rect.z, a_corner.x), mix(u_rect.y, u_rect.w, a_corner.y), 0.0, 1.0);\n}`;\nconst GLSL_FRAGMENT = `\n#ifdef GL_FRAGMENT_PRECISION_HIGH\nprecision highp float;\n#else\nprecision mediump float;\n#endif\nuniform sampler2D u_texture;\nvarying vec2 v_uv;\nvoid main() {\n  gl_FragColor = vec4(texture2D(u_texture, v_uv).rgb, 1.0);\n}`;\n\n/** Clip-space rectangle of a pixel rectangle (y up) */\nconst clipRect = (\n  rect: readonly [number, number, number, number],\n  width: number,\n  height: number,\n): [number, number, number, number] => [\n  (rect[0] / width) * 2 - 1,\n  1 - (rect[1] / height) * 2,\n  (rect[2] / width) * 2 - 1,\n  1 - (rect[3] / height) * 2,\n];\n\nconst bytesOf = (grid: HeatGrid) =>\n  new Uint8Array(\n    grid.pixels.buffer,\n    grid.pixels.byteOffset,\n    grid.width * grid.height * 4,\n  );\n\n/** WebGL2 / WebGL backend (GLSL ES 1.00 runs on both) */\nexport const createGlHeatField = (\n  canvas: HTMLCanvasElement,\n  kind: \"webgl2\" | \"webgl\",\n  onLost: () => void,\n  requireHardware = false,\n): HeatFieldRenderer | null => {\n  const attributes: WebGLContextAttributes = {\n    ...glContextAttributes(requireHardware),\n    alpha: false,\n    premultipliedAlpha: false,\n  };\n  const gl = canvas.getContext(kind, attributes) as GlContext | null;\n  if (!gl) return null;\n  // a rejected context is freed now, not at garbage collection\n  const reject = () => {\n    gl.getExtension(\"WEBGL_lose_context\")?.loseContext();\n    return null;\n  };\n  if (requireHardware && isSoftwareRenderer(gl)) return reject();\n\n  /** Program, quad and texture: built again when a suspended context returns */\n  const setup = () => {\n    const program = compileProgram(\n      gl,\n      { vertex: GLSL_VERTEX, fragment: GLSL_FRAGMENT },\n      [\"a_corner\"],\n    );\n    if (!program) return null;\n    const corners = gl.createBuffer();\n    gl.bindBuffer(gl.ARRAY_BUFFER, corners);\n    gl.bufferData(\n      gl.ARRAY_BUFFER,\n      new Float32Array([0, 0, 1, 0, 0, 1, 1, 1]),\n      gl.STATIC_DRAW,\n    );\n    const texture = gl.createTexture();\n    gl.bindTexture(gl.TEXTURE_2D, texture);\n    gl.texParameteri(gl.TEXTURE_2D, gl.TEXTURE_MIN_FILTER, gl.NEAREST);\n    gl.texParameteri(gl.TEXTURE_2D, gl.TEXTURE_MAG_FILTER, gl.NEAREST);\n    gl.texParameteri(gl.TEXTURE_2D, gl.TEXTURE_WRAP_S, gl.CLAMP_TO_EDGE);\n    gl.texParameteri(gl.TEXTURE_2D, gl.TEXTURE_WRAP_T, gl.CLAMP_TO_EDGE);\n    return {\n      program,\n      rectAt: gl.getUniformLocation(program.program, \"u_rect\"),\n      textureAt: gl.getUniformLocation(program.program, \"u_texture\"),\n      corners,\n      texture,\n    };\n  };\n  let objects = setup();\n  if (!objects) return reject();\n  let uploaded: HeatGrid | null = null;\n  let uploadedVersion = -1;\n  let size = [0, 0];\n  let destroyed = false;\n  let lost = false;\n  let last: {\n    grid: HeatGrid | null;\n    rect: readonly [number, number, number, number];\n    clear: Rgba;\n  } | null = null;\n\n  const forget = () => {\n    objects = null;\n    uploaded = null;\n    uploadedVersion = -1;\n    size = [0, 0];\n  };\n  // past the page-wide context budget the context may be suspended while\n  // off-screen: its GPU objects go, and come back (with the last frame)\n  // when it is restored\n  const slot = claimGlSlot(canvas, gl, {\n    suspend: forget,\n    restore: () => {\n      forget();\n      objects = setup();\n      if (!objects) {\n        lost = true;\n        if (!destroyed) onLost();\n      } else if (last) draw(last.grid, last.rect, last.clear);\n    },\n    lost: () => {\n      lost = true;\n      if (!destroyed) onLost();\n    },\n  });\n\n  const draw = (\n    grid: HeatGrid | null,\n    rect: readonly [number, number, number, number],\n    clear: Rgba,\n  ) => {\n    if (!objects) return;\n    const { program, rectAt, textureAt, corners, texture } = objects;\n    const w = canvas.width;\n    const h = canvas.height;\n    gl.viewport(0, 0, w, h);\n    gl.disable(gl.BLEND);\n    gl.clearColor(clear[0], clear[1], clear[2], 1);\n    gl.clear(gl.COLOR_BUFFER_BIT);\n    if (!grid) return;\n    gl.useProgram(program.program);\n    gl.activeTexture(gl.TEXTURE0);\n    gl.bindTexture(gl.TEXTURE_2D, texture);\n    if (grid !== uploaded || grid.version !== uploadedVersion) {\n      gl.pixelStorei(gl.UNPACK_ALIGNMENT, 4);\n      gl.pixelStorei(gl.UNPACK_FLIP_Y_WEBGL, false);\n      gl.pixelStorei(gl.UNPACK_PREMULTIPLY_ALPHA_WEBGL, false);\n      if (size[0] === grid.width && size[1] === grid.height) {\n        gl.texSubImage2D(\n          gl.TEXTURE_2D,\n          0,\n          0,\n          0,\n          grid.width,\n          grid.height,\n          gl.RGBA,\n          gl.UNSIGNED_BYTE,\n          bytesOf(grid),\n        );\n      } else {\n        gl.texImage2D(\n          gl.TEXTURE_2D,\n          0,\n          gl.RGBA,\n          grid.width,\n          grid.height,\n          0,\n          gl.RGBA,\n          gl.UNSIGNED_BYTE,\n          bytesOf(grid),\n        );\n        size = [grid.width, grid.height];\n      }\n      uploaded = grid;\n      uploadedVersion = grid.version;\n    }\n    gl.uniform1i(textureAt, 0);\n    gl.uniform4fv(rectAt, clipRect(rect, w, h));\n    gl.bindBuffer(gl.ARRAY_BUFFER, corners);\n    gl.enableVertexAttribArray(0);\n    gl.vertexAttribPointer(0, 2, gl.FLOAT, false, 0, 0);\n    gl.drawArrays(gl.TRIANGLE_STRIP, 0, 4);\n  };\n\n  return {\n    kind,\n    canvas,\n    resize(width, height) {\n      canvas.width = Math.max(1, width);\n      canvas.height = Math.max(1, height);\n    },\n    render(grid, rect, clear) {\n      if (destroyed) return;\n      last = { grid, rect, clear };\n      if (lost || !slot.use() || gl.isContextLost()) return;\n      draw(grid, rect, clear);\n    },\n    destroy() {\n      destroyed = true;\n      last = null;\n      slot.release();\n      if (objects && !gl.isContextLost()) {\n        gl.deleteTexture(objects.texture);\n        gl.deleteBuffer(objects.corners);\n        gl.deleteProgram(objects.program.program);\n        // frees the context now instead of at garbage collection\n        gl.getExtension(\"WEBGL_lose_context\")?.loseContext();\n      }\n      objects = null;\n    },\n  };\n};\n\nconst WGSL = `\nstruct Uniforms { rect: vec4f };\n@group(0) @binding(0) var<uniform> u: Uniforms;\n@group(0) @binding(1) var heat: texture_2d<f32>;\n@group(0) @binding(2) var nearest: sampler;\nstruct Varyings {\n  @builtin(position) position: vec4f,\n  @location(0) uv: vec2f,\n};\n@vertex fn vs(@builtin(vertex_index) i: u32) -> Varyings {\n  let c = vec2f(f32(i & 1u), f32(i >> 1u));\n  var out: Varyings;\n  out.position = vec4f(mix(u.rect.x, u.rect.z, c.x), mix(u.rect.y, u.rect.w, c.y), 0.0, 1.0);\n  out.uv = c;\n  return out;\n}\n@fragment fn fs(v: Varyings) -> @location(0) vec4f {\n  return vec4f(textureSample(heat, nearest, v.uv).rgb, 1.0);\n}`;\n\ntype GpuNavigator = Navigator & { gpu?: GPU };\n\n// lib.dom has the WebGPU interfaces but not these constant objects\nconst BUFFER_UNIFORM = 0x40;\nconst BUFFER_COPY_DST = 0x08;\nconst TEXTURE_COPY_DST = 0x02;\nconst TEXTURE_BINDING = 0x04;\nconst STAGE_VERTEX = 0x1;\nconst STAGE_FRAGMENT = 0x2;\n\n/** WebGPU backend */\nexport const createWebGpuHeatField = async (\n  canvas: HTMLCanvasElement,\n  onLost: () => void,\n  requireHardware = false,\n): Promise<HeatFieldRenderer | null> => {\n  const gpu =\n    typeof navigator !== \"undefined\"\n      ? (navigator as GpuNavigator).gpu\n      : undefined;\n  if (!gpu) return null;\n  const adapter = await gpu.requestAdapter();\n  if (!adapter) return null;\n  const info = adapter as GPUAdapter & {\n    isFallbackAdapter?: boolean;\n    info?: { isFallbackAdapter?: boolean };\n  };\n  if (\n    requireHardware &&\n    (info.info?.isFallbackAdapter || info.isFallbackAdapter)\n  )\n    return null;\n  const device = await adapter.requestDevice();\n  const context = canvas.getContext(\"webgpu\") as GPUCanvasContext | null;\n  if (!context) {\n    device.destroy();\n    return null;\n  }\n  const format = gpu.getPreferredCanvasFormat();\n  context.configure({ device, format, alphaMode: \"opaque\" });\n  let destroyed = false;\n  void device.lost.then(() => {\n    if (!destroyed) onLost();\n  });\n\n  const layout = device.createBindGroupLayout({\n    entries: [\n      { binding: 0, visibility: STAGE_VERTEX, buffer: { type: \"uniform\" } },\n      { binding: 1, visibility: STAGE_FRAGMENT, texture: {} },\n      { binding: 2, visibility: STAGE_FRAGMENT, sampler: {} },\n    ],\n  });\n  const module = device.createShaderModule({ code: WGSL });\n  const pipeline = device.createRenderPipeline({\n    layout: device.createPipelineLayout({ bindGroupLayouts: [layout] }),\n    vertex: { module, entryPoint: \"vs\" },\n    fragment: { module, entryPoint: \"fs\", targets: [{ format }] },\n    primitive: { topology: \"triangle-strip\" },\n  });\n  const sampler = device.createSampler({\n    magFilter: \"nearest\",\n    minFilter: \"nearest\",\n    addressModeU: \"clamp-to-edge\",\n    addressModeV: \"clamp-to-edge\",\n  });\n  const uniform = device.createBuffer({\n    size: 16,\n    usage: BUFFER_UNIFORM | BUFFER_COPY_DST,\n  });\n  let texture: GPUTexture | null = null;\n  let bindGroup: GPUBindGroup | null = null;\n  let uploaded: HeatGrid | null = null;\n  let uploadedVersion = -1;\n\n  return {\n    kind: \"webgpu\",\n    canvas,\n    resize(width, height) {\n      canvas.width = Math.max(1, width);\n      canvas.height = Math.max(1, height);\n    },\n    render(grid, rect, clear) {\n      if (destroyed) return;\n      if (grid && (grid !== uploaded || grid.version !== uploadedVersion)) {\n        if (\n          !texture ||\n          texture.width !== grid.width ||\n          texture.height !== grid.height\n        ) {\n          texture?.destroy();\n          texture = device.createTexture({\n            size: { width: grid.width, height: grid.height },\n            format: \"rgba8unorm\",\n            usage: TEXTURE_COPY_DST | TEXTURE_BINDING,\n          });\n          bindGroup = device.createBindGroup({\n            layout,\n            entries: [\n              { binding: 0, resource: { buffer: uniform } },\n              { binding: 1, resource: texture.createView() },\n              { binding: 2, resource: sampler },\n            ],\n          });\n        }\n        device.queue.writeTexture(\n          { texture },\n          bytesOf(grid),\n          { bytesPerRow: grid.width * 4, rowsPerImage: grid.height },\n          { width: grid.width, height: grid.height },\n        );\n        uploaded = grid;\n        uploadedVersion = grid.version;\n      }\n      device.queue.writeBuffer(\n        uniform,\n        0,\n        new Float32Array(clipRect(rect, canvas.width, canvas.height)),\n      );\n      const encoder = device.createCommandEncoder();\n      const pass = encoder.beginRenderPass({\n        colorAttachments: [\n          {\n            view: context.getCurrentTexture().createView(),\n            clearValue: { r: clear[0], g: clear[1], b: clear[2], a: 1 },\n            loadOp: \"clear\",\n            storeOp: \"store\",\n          },\n        ],\n      });\n      if (grid && bindGroup) {\n        pass.setPipeline(pipeline);\n        pass.setBindGroup(0, bindGroup);\n        pass.draw(4);\n      }\n      pass.end();\n      device.queue.submit([encoder.finish()]);\n    },\n    destroy() {\n      destroyed = true;\n      texture?.destroy();\n      uniform.destroy();\n      context.unconfigure();\n      device.destroy();\n    },\n  };\n};\n\n/** Canvas2D backend: the image drawn with nearest-neighbour scaling */\nexport const createCanvasHeatField = (\n  canvas: HTMLCanvasElement,\n): HeatFieldRenderer | null => {\n  const ctx = canvas.getContext(\"2d\", { alpha: false });\n  if (!ctx) return null;\n  const image = canvas.ownerDocument.createElement(\"canvas\");\n  const imageCtx = image.getContext(\"2d\");\n  let uploaded: HeatGrid | null = null;\n  let uploadedVersion = -1;\n  return {\n    kind: \"canvas2d\",\n    canvas,\n    resize(width, height) {\n      canvas.width = Math.max(1, width);\n      canvas.height = Math.max(1, height);\n    },\n    render(grid, rect, clear) {\n      ctx.setTransform(1, 0, 0, 1, 0, 0);\n      ctx.fillStyle = `rgb(${Math.round(clear[0] * 255)}, ${Math.round(clear[1] * 255)}, ${Math.round(clear[2] * 255)})`;\n      ctx.fillRect(0, 0, canvas.width, canvas.height);\n      if (!grid || !imageCtx) return;\n      if (grid !== uploaded || grid.version !== uploadedVersion) {\n        if (image.width !== grid.width) image.width = grid.width;\n        if (image.height !== grid.height) image.height = grid.height;\n        const data = imageCtx.createImageData?.(grid.width, grid.height);\n        if (!data?.data) return;\n        data.data.set(bytesOf(grid));\n        imageCtx.putImageData(data, 0, 0);\n        uploaded = grid;\n        uploadedVersion = grid.version;\n      }\n      ctx.imageSmoothingEnabled = false;\n      ctx.drawImage(\n        image,\n        rect[0],\n        rect[1],\n        rect[2] - rect[0],\n        rect[3] - rect[1],\n      );\n    },\n    destroy() {\n      uploaded = null;\n    },\n  };\n};\n\n/**\n * Creates the first heat field backend that works, in the chart engine's\n * order and with its preference rules (`auto` follows the global default\n * and skips software GPUs). Every attempt gets a fresh canvas.\n */\nexport const createHeatFieldRenderer = async (\n  requested: ChartRendererPreference,\n  makeCanvas: () => HTMLCanvasElement,\n  onLost: (kind: ChartRendererKind) => void,\n  exclude?: ReadonlySet<ChartRendererKind>,\n): Promise<HeatFieldRenderer | null> => {\n  const preference = resolveRendererPreference(requested);\n  for (const kind of rendererCandidates(preference, exclude)) {\n    const requireHardware = preference === \"auto\" || preference !== kind;\n    let field: HeatFieldRenderer | null;\n    try {\n      const canvas = makeCanvas();\n      const lost = () => onLost(kind);\n      field =\n        kind === \"webgpu\"\n          ? await createWebGpuHeatField(canvas, lost, requireHardware)\n          : kind === \"canvas2d\"\n            ? createCanvasHeatField(canvas)\n            : createGlHeatField(canvas, kind, lost, requireHardware);\n    } catch {\n      field = null;\n    }\n    if (field) return field;\n  }\n  return 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package/dist/charts/engine/orderbook/heatmap.cjs

@@ -1,2 +1,2 @@
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A=`${h}|${v}|${b}|${E}|${D}`;if(A!==me){me=A;let e={time:Number.isFinite(h)?h:m,price:y,size:b,side:k,buyVolume:E,sellVolume:D};te.emit(`hover`,e)}}let We=async(e=new Set)=>{let t=++se,n=await c.createHeatFieldRenderer(x.renderer??`auto`,()=>{let e=he.createElement(`canvas`);return Object.assign(e.style,{position:`absolute`,left:`0`,top:`0`,pointerEvents:`none`}),e.setAttribute(`aria-hidden`,`true`),e},t=>{ce||V?.kind!==t||(V.destroy(),V.canvas.remove(),V=null,We(new Set([...e,t])))},e);if(ce||t!==se){n?.destroy();return}V&&(V.destroy(),V.canvas.remove()),V=n,n?(Q.dataset.renderer=n.kind,Q.insertBefore(n.canvas,Z.canvas),te.emit(`renderer`,n.kind)):delete Q.dataset.renderer,le(n?.kind??null),Z.invalidate()},Ge=r.followDefaultRenderer(()=>x.renderer,()=>void We()),Ke=e=>{de!==e&&(de=e,te.emit(`follow`,e))},qe=e=>{let t=k.length?k[0].time:A;if(!Number.isFinite(t))return e;let 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t=o.clamp((W[1]-W[0])*e,O*6||1e-9,1/0),n=(W[0]+W[1])/2;K=t,W=[n-t/2,n+t/2],G=[W[0],W[1]],Z.invalidate()},et=e=>{if(x.interactive===!1||!(e.ctrlKey||e.metaKey))return;e.preventDefault();let[t]=s.localPoint(Q,e),n=Math.exp(e.deltaY*.002);e.shiftKey||t>J.x+J.w?$e(n):Qe(n,t)},tt=()=>{x.interactive!==!1&&it.resetView()},nt=e=>{if(x.interactive!==!1){switch(e.key){case`+`:case`=`:Qe(.8,J.x+J.w);break;case`-`:Qe(1.25,J.x+J.w);break;case`ArrowUp`:case`ArrowDown`:{if(e.shiftKey){$e(e.key===`ArrowUp`?.8:1.25);break}Ke(!1);let t=(W[1]-W[0])*.1*(e.key===`ArrowUp`?1:-1);W=[W[0]+t,W[1]+t],Z.invalidate();break}case`ArrowLeft`:case`ArrowRight`:{Ke(!1);let t=(U[1]-U[0])*.1*(e.key===`ArrowLeft`?-1:1);U=qe([U[0]+t,U[1]+t]),Z.invalidate();break}case`0`:case`Home`:it.resetView();break;default:return}e.preventDefault()}};Q.addEventListener(`pointerdown`,Je),Q.addEventListener(`pointermove`,Ye),Q.addEventListener(`pointerup`,Xe),Q.addEventListener(`pointercancel`,Xe),Q.addEventListener(`pointerleave`,Ze),Q.addEventListener(`wheel`,et,{passive:!1}),Q.addEventListener(`dblclick`,tt),Q.addEventListener(`keydown`,nt);let rt=e=>{let t=Ae(e.time);S.count(`bid`)+S.count(`ask`)>0&&(Ee(),ke(t)),S.applyDelta(e)},it={setBook(e){let t=Ae(e.time);S.count(`bid`)+S.count(`ask`)>0&&ke(t),S.setSnapshot(e),Ee(),we(),Number.isFinite(A)||ke(t),Z.invalidate()},applyDeltas(e){if(Array.isArray(e))for(let t of e)rt(t);else rt(e);!Number.isFinite(A)&&O>0&&ke(xe()),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(M)&&(Ae(e.time),ke(e.time));let t=!Number.isFinite(A)||e.time>=A?j: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)),(!ie||e.time>=ie.time)&&(ie=e)}Z.invalidate()},clear(){S.clear(),Te(),ie=null,M=NaN,O=0,K=NaN,G=null,fe=!1,Z.invalidate()},setOptions(e){let t=x;x=e,ve(),(e.tickSize!==t.tickSize||(e.interval??100)!==(t.interval??100))&&(Te(),O=0,K=NaN,Ee()),e.window!==t.window&&(H=NaN),e.priceSpan!==t.priceSpan&&(K=NaN),(e.renderer??`auto`)!==(t.renderer??`auto`)&&We(),Ce(),we(),Z.invalidate()},resetView(){H=NaN,K=NaN,G=null,Ke(!0),Z.invalidate()},getRenderer:()=>V?.kind??null,ready:ue,getStore:()=>S,on:(e,t)=>te.on(e,t),resize(){Z.invalidate()},destroy(){ce=!0,Ge(),Q.removeEventListener(`pointerdown`,Je),Q.removeEventListener(`pointermove`,Ye),Q.removeEventListener(`pointerup`,Xe),Q.removeEventListener(`pointercancel`,Xe),Q.removeEventListener(`pointerleave`,Ze),Q.removeEventListener(`wheel`,et),Q.removeEventListener(`dblclick`,tt),Q.removeEventListener(`keydown`,nt),V?.destroy(),V=null,te.clear(),Z.destroy(),le(null)}};return ve(),Ce(),We(),it};exports.createOrderBookHeatmap=ee,exports.heatIntensity=y;
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tt()),rt=e=>{pe!==e&&(pe=e,D.emit(`follow`,e))},it=e=>{let t=L.length?L[0].time:R;if(!Number.isFinite(t))return e;let n=e[1]-e[0],r=(Number.isFinite(ve)?ve:Oe())+$()+n/2,i=Math.max(t-n/2,Math.min(e[0],r-n));return[i,i+n]},at=e=>{if(w.interactive===!1)return;let[t,n]=s.localPoint(Q,e);Q.setPointerCapture?.(e.pointerId),X={x:t,y:n,viewX:[...q],viewY:[...J],axis:t>Y.x+Y.w,span:J[1]-J[0]}},ot=e=>{let[t,n]=s.localPoint(Q,e);if(be=[t,n],X){let e=t-X.x,r=n-X.y;if(X.axis){let e=X.span*Math.exp(r*.006),t=(X.viewY[0]+X.viewY[1])/2;_e=e,J=[t-e/2,t+e/2],ge=[J[0],J[1]]}else if(Math.abs(e)+Math.abs(r)>3){rt(!1);let t=(X.viewX[1]-X.viewX[0])/Y.w*e,n=(X.viewY[1]-X.viewY[0])/Y.h*r;q=it([X.viewX[0]-t,X.viewX[1]-t]),J=[X.viewY[0]+n,X.viewY[1]+n]}}Z.invalidate()},st=e=>{Q.releasePointerCapture?.(e.pointerId),X=null,Z.invalidate()},ct=()=>{X||(be=null,Z.invalidate())},lt=(e,t)=>{let[n,r]=q,i=o.clamp((pe?me:r-n)*e,$()*10,Ee());if(me=i,!pe){let e=n+(t-Y.x)/Y.w*(r-n),a=(e-n)/(r-n);q=it([e-i*a,e+i*(1-a)])}Z.invalidate()},ut=e=>{let t=o.clamp((J[1]-J[0])*e,I*6||1e-9,1/0),n=(J[0]+J[1])/2;_e=t,J=[n-t/2,n+t/2],ge=[J[0],J[1]],Z.invalidate()},dt=e=>{if(w.interactive===!1||!(e.ctrlKey||e.metaKey))return;e.preventDefault();let[t]=s.localPoint(Q,e),n=Math.exp(e.deltaY*.002);e.shiftKey||t>Y.x+Y.w?ut(n):lt(n,t)},ft=()=>{w.interactive!==!1&&ht.resetView()},pt=e=>{if(w.interactive!==!1){switch(e.key){case`+`:case`=`:lt(.8,Y.x+Y.w);break;case`-`:lt(1.25,Y.x+Y.w);break;case`ArrowUp`:case`ArrowDown`:{if(e.shiftKey){ut(e.key===`ArrowUp`?.8:1.25);break}rt(!1);let t=(J[1]-J[0])*.1*(e.key===`ArrowUp`?1:-1);J=[J[0]+t,J[1]+t],Z.invalidate();break}case`ArrowLeft`:case`ArrowRight`:{rt(!1);let t=(q[1]-q[0])*.1*(e.key===`ArrowLeft`?-1:1);q=it([q[0]+t,q[1]+t]),Z.invalidate();break}case`0`:case`Home`:ht.resetView();break;default:return}e.preventDefault()}};Q.addEventListener(`pointerdown`,at),Q.addEventListener(`pointermove`,ot),Q.addEventListener(`pointerup`,st),Q.addEventListener(`pointercancel`,st),Q.addEventListener(`pointerleave`,ct),Q.addEventListener(`wheel`,dt,{passive:!1}),Q.addEventListener(`dblclick`,ft),Q.addEventListener(`keydown`,pt);let mt=e=>{let t=Re(e.time);E.count(`bid`)+E.count(`ask`)>0&&(Pe(),Le(t)),E.applyDelta(e)},ht={setBook(e){let t=Re(e.time);E.count(`bid`)+E.count(`ask`)>0&&Le(t),E.setSnapshot(e),Pe(),je(),Number.isFinite(R)||Le(t),Z.invalidate()},applyDeltas(e){if(Array.isArray(e))for(let t of e)mt(t);else mt(e);!Number.isFinite(R)&&I>0&&Le(Oe()),Z.invalidate()},addTrades(e){let t=Array.isArray(e)?e:[e];for(let e of t){if(!(e.size>0)||!Number.isFinite(e.price))continue;Number.isFinite(ie)&&(Re(e.time),Le(e.time));let t=!Number.isFinite(R)||e.time>=R?z:ze(e.time);t&&(e.side===`buy`?(t.buyVolume+=e.size,t.buyNotional+=e.size*e.price):(t.sellVolume+=e.size,t.sellNotional+=e.size*e.price)),(!re||e.time>=re.time)&&(re=e)}Z.invalidate()},clear(){E.clear(),Ne(),re=null,ie=NaN,I=0,_e=NaN,ge=null,he=!1,Z.invalidate()},setOptions(e){let t=w;w=e,Te(),(e.tickSize!==t.tickSize||(e.interval??100)!==(t.interval??100))&&(Ne(),I=0,_e=NaN,Pe()),e.window!==t.window&&(me=NaN),e.priceSpan!==t.priceSpan&&(_e=NaN),(e.renderer??`auto`)!==(t.renderer??`auto`)&&tt(),Ae(),je(),Z.invalidate()},resetView(){me=NaN,_e=NaN,ge=null,rt(!0),Z.invalidate()},getRenderer:()=>K?.kind??null,ready:fe,getStore:()=>E,on:(e,t)=>D.on(e,t),resize(){Z.invalidate()},destroy(){ue=!0,nt(),Q.removeEventListener(`pointerdown`,at),Q.removeEventListener(`pointermove`,ot),Q.removeEventListener(`pointerup`,st),Q.removeEventListener(`pointercancel`,st),Q.removeEventListener(`pointerleave`,ct),Q.removeEventListener(`wheel`,dt),Q.removeEventListener(`dblclick`,ft),Q.removeEventListener(`keydown`,pt),K?.destroy(),K=null,D.clear(),Z.destroy(),de(null)}};return Te(),Ae(),tt(),ht};exports.createOrderBookHeatmap=E,exports.heatCurve=te,exports.heatIntensity=C,exports.positionedRamp=b,exports.rowBucket=x,exports.sizeCdf=T;
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