openalgo-charts 1.0.0

package/dist/openalgo-charts.transform.mjs

@@ -0,0 +1,2 @@
+const e={upColor:"#26a69a",downColor:"#ef5350",borderUpColor:"#26a69a",borderDownColor:"#ef5350",wickUpColor:"#26a69a",wickDownColor:"#ef5350",borderVisible:!0,wickVisible:!0};function t(e,t){const o=Math.floor(e*t*.8);let r=Math.max(1,o);if(r>=2){r%2!=Math.max(1,Math.floor(t))%2&&(r-=1)}return Math.max(1,r)}function o(o,r,i,l,s,n=e){const a=t(l,s),h=Math.max(1,Math.floor(s));for(const{x:e,bar:t}of r){const r=t.close>=t.open,l=Math.round(e*s),c=Math.round(i(t.open)*s),u=Math.round(i(t.close)*s),b=Math.round(i(t.high)*s),f=Math.round(i(t.low)*s),m=n.widthScale?Math.max(.05,Math.min(1,n.widthScale(t))):1,d=1===m?a:Math.max(1,Math.round(a*m)),p=Math.floor(d/2);n.wickVisible&&(o.fillStyle=r?n.wickUpColor:n.wickDownColor,o.fillRect(l-Math.floor(h/2),b,h,Math.max(1,f-b)));const _=Math.min(c,u),x=Math.max(1,Math.abs(u-c)),w=r?n.upColor:n.downColor;n.hollow&&r?(o.strokeStyle=w,o.lineWidth=Math.max(1,h),o.strokeRect(l-p+.5,_+.5,d-1,x-1)):(o.fillStyle=w,o.fillRect(l-p,_,d,x),n.borderVisible&&d>=3&&!n.hollow&&(o.strokeStyle=r?n.borderUpColor:n.borderDownColor,o.lineWidth=1,o.strokeRect(l-p+.5,_+.5,d-1,x-1)))}}function r(e,t,o){const r=e.bar;return{cx:Math.round(e.x*o),yOpen:Math.round(t(r.open)*o),yClose:Math.round(t(r.close)*o),yHigh:Math.round(t(r.high)*o),yLow:Math.round(t(r.low)*o),up:r.close>=r.open}}function i(e,o,i,l,s,n,a=!1){const h=Math.max(1,Math.floor(t(l,s)/2)),c=Math.max(1,Math.floor(s));e.save();for(const t of o){const o=r(t,i,s);e.fillStyle=o.up?n.upColor??"#26a69a":n.downColor??"#ef5350",e.fillRect(o.cx-Math.floor(c/2),o.yHigh,c,Math.max(1,o.yLow-o.yHigh)),a||(e.fillRect(o.cx-h,o.yOpen,h,c),e.fillRect(o.cx,o.yClose,h,c))}e.restore()}const l=new WeakMap;function s(e,t,o,r){let i=l.get(e);void 0===i&&(i=new Map,l.set(e,i));const s=`${Math.round(t)}|${o}|${r}`;let n=i.get(s);return void 0===n&&(n=e.createLinearGradient(0,0,0,t),n.addColorStop(0,o),n.addColorStop(1,r),i.set(s,n)),n}function n(e,t,o=e=>e.close){return e.map(e=>({x:e.x,y:t(o(e.bar))}))}function a(e,t,o,r,i){const l=n(t,o),s=i.step?function(e){if(0===e.length)return[];const t=[{...e[0]}];for(let o=1;o<e.length;o++)t.push({x:e[o].x,y:e[o-1].y}),t.push({x:e[o].x,y:e[o].y});return t}(l):l;if(e.save(),e.strokeStyle=i.color??"#4f8cff",e.lineWidth=Math.max(1,Math.round((i.lineWidth??1.5)*r)),e.lineJoin="round",function(e,t,o){if(0===t.length)return;e.beginPath();let r=!1;for(const i of t)Number.isFinite(i.x)&&Number.isFinite(i.y)?r?e.lineTo(i.x*o,i.y*o):(e.moveTo(i.x*o,i.y*o),r=!0):r=!1;e.stroke()}(e,s,r),i.markers){const t=(i.markerRadius??2)*r;e.fillStyle=i.color??"#4f8cff";for(const o of l)Number.isFinite(o.x)&&Number.isFinite(o.y)&&(e.beginPath(),e.arc(o.x*r,o.y*r,t,0,2*Math.PI),e.fill())}e.restore()}const h={color:"#3a4666",base:0};function c(t,o,r={}){return{...e,upColor:t.upColor??o.upColor,downColor:t.downColor??o.downColor,borderUpColor:t.borderUpColor??o.upColor,borderDownColor:t.borderDownColor??o.downColor,wickUpColor:t.wickUpColor??o.wickUpColor,wickDownColor:t.wickDownColor??o.wickDownColor,borderVisible:t.borderVisible??e.borderVisible,wickVisible:t.wickVisible??e.wickVisible,...r}}const u=e=>({min:e.low,max:e.high}),b=e=>({min:e.close,max:e.close}),f=(e,t)=>{const o=t.base??0;return{min:Math.min(o,e.close),max:Math.max(o,e.close)}},m=new Map;function d(e,t){m.set(e,t)}const p=(e,t)=>({...e,upColor:e.upColor??t.upColor,downColor:e.downColor??t.downColor});function _(e){let t=-1/0;const o=[];for(const r of e){let e=r.time;e<=t&&(e=t+1),t=e,o.push(e===r.time?r:{...r,time:e})}return o}function x(e,t){e.reset();const o=[];for(const r of t)o.push(...e.push(r));return e.flush&&o.push(...e.flush()),_(o)}d("candlestick",{defaultStyle:{},isPriceSeries:!0,draw:(e,t,r,i,l,s,n)=>o(e,t,r,i,l,c(s,n.theme)),extents:u}),d("hollow-candle",{defaultStyle:{},isPriceSeries:!0,draw:(e,t,r,i,l,s,n)=>o(e,t,r,i,l,c(s,n.theme,{hollow:!0})),extents:u}),d("volume-candle",{defaultStyle:{},isPriceSeries:!0,draw:(e,t,r,i,l,s,n)=>{const a=n.maxVolume;o(e,t,r,i,l,c(s,n.theme,{widthScale:e=>a>0?(e.volume??0)/a:1}))},extents:u}),d("bar",{defaultStyle:{},isPriceSeries:!0,draw:(e,t,o,r,l,s,n)=>i(e,t,o,r,l,p(s,n.theme)),extents:u}),d("high-low",{defaultStyle:{},isPriceSeries:!0,draw:(e,t,o,r,l,s,n)=>i(e,t,o,r,l,p(s,n.theme),!0),extents:u}),d("line",{defaultStyle:{lineWidth:1.5},isPriceSeries:!0,draw:(e,t,o,r,i,l,s)=>a(e,t,o,i,{...l,color:l.color??s.theme.lineColor}),extents:b}),d("line-markers",{defaultStyle:{lineWidth:1.5,markers:!0},isPriceSeries:!0,draw:(e,t,o,r,i,l,s)=>a(e,t,o,i,{...l,color:l.color??s.theme.lineColor,markers:!0}),extents:b}),d("step",{defaultStyle:{lineWidth:1.5,step:!0},isPriceSeries:!0,draw:(e,t,o,r,i,l,s)=>a(e,t,o,i,{...l,color:l.color??s.theme.lineColor,step:!0}),extents:b}),d("area",{defaultStyle:{lineWidth:1.5},isPriceSeries:!0,draw:(e,t,o,r,i,l,h)=>function(e,t,o,r,i,l){const h=n(t,o);if(0===h.length)return;const c=i*r;e.save(),e.beginPath(),e.moveTo(h[0].x*r,c);for(const t of h)e.lineTo(t.x*r,t.y*r);e.lineTo(h[h.length-1].x*r,c),e.closePath(),e.fillStyle=s(e,c,l.areaTopColor??"rgba(79,140,255,0.40)",l.areaBottomColor??"rgba(79,140,255,0.00)"),e.fill(),e.restore(),a(e,t,o,r,{color:l.color??"#4f8cff",lineWidth:l.lineWidth??1.5})}(e,t,o,i,h.plotHeight,{...l,color:l.color??h.theme.lineColor,areaTopColor:l.areaTopColor??h.theme.areaTopColor,areaBottomColor:l.areaBottomColor??h.theme.areaBottomColor}),extents:b}),d("hlc-area",{defaultStyle:{lineWidth:1.5},isPriceSeries:!0,draw:(e,t,o,r,i,l,s)=>function(e,t,o,r,i){if(0===t.length)return;const l=n(t,o,e=>e.high),s=n(t,o,e=>e.low);e.save(),e.beginPath(),e.moveTo(l[0].x*r,l[0].y*r);for(const t of l)e.lineTo(t.x*r,t.y*r);for(let t=s.length-1;t>=0;t--)e.lineTo(s[t].x*r,s[t].y*r);e.closePath(),e.fillStyle=i.areaTopColor??"rgba(79,140,255,0.15)",e.fill(),e.restore(),a(e,t,o,r,{color:i.closeColor??"#4f8cff",lineWidth:i.lineWidth??1.5})}(e,t,o,i,{...l,closeColor:l.closeColor??s.theme.lineColor}),extents:u}),d("baseline",{defaultStyle:{baseValue:0,lineWidth:1.5},isPriceSeries:!0,draw:(e,t,o,r,i,l,a)=>function(e,t,o,r,i){const l=o(i.baseValue??0)*r,a=n(t,o);if(0===a.length)return;const h=a[0].x*r,c=a[a.length-1].x*r,u=()=>{e.beginPath(),e.moveTo(h,l);for(const t of a)e.lineTo(t.x*r,t.y*r);e.lineTo(c,l),e.closePath()},b=i.areaTopColor??"rgba(38,166,154,0.20)",f=i.areaBottomColor??"rgba(239,83,80,0.20)",m=1e5;e.save(),e.beginPath(),e.rect(h,l-m,c-h,m),e.clip(),u(),e.fillStyle=s(e,l,b,"rgba(0,0,0,0)"),e.fill(),e.restore(),e.save(),e.beginPath(),e.rect(h,l,c-h,m),e.clip(),u(),e.fillStyle=f,e.fill(),e.restore(),e.save();for(let t=1;t<a.length;t++){const o=a[t-1],s=a[t],n=(o.y+s.y)/2<=l/r;e.strokeStyle=n?i.topColor??"#26a69a":i.bottomColor??"#ef5350",e.lineWidth=Math.max(1,Math.round((i.lineWidth??1.5)*r)),e.beginPath(),e.moveTo(o.x*r,o.y*r),e.lineTo(s.x*r,s.y*r),e.stroke()}e.restore()}(e,t,o,i,{...l,topColor:l.topColor??a.theme.baselineTopLine,bottomColor:l.bottomColor??a.theme.baselineBottomLine,areaTopColor:l.areaTopColor??a.theme.baselineTopFill,areaBottomColor:l.areaBottomColor??a.theme.baselineBottomFill}),extents:(e,t)=>{const o=t.baseValue??0;return{min:Math.min(o,e.close),max:Math.max(o,e.close)}}}),d("column",{defaultStyle:{base:0},isPriceSeries:!1,draw:(e,o,i,l,s,n,a)=>function(e,o,i,l,s,n){const a=t(l,s),h=Math.floor(a/2),c=Math.round(i(n.base??0)*s);e.save();for(const t of o){const o=r(t,i,s);e.fillStyle=o.up?n.upColor??"#26a69a":n.downColor??"#ef5350";const l=Math.min(c,o.yClose);e.fillRect(o.cx-h,l,a,Math.max(1,Math.abs(c-o.yClose)))}e.restore()}(e,o,i,l,s,p(n,a.theme)),extents:f}),d("histogram",{defaultStyle:{base:0,color:"#3a4666"},isPriceSeries:!1,draw:(e,o,r,i,l,s)=>{!function(e,o,r,i,l,s=h){const n=t(i,l),a=Math.floor(n/2),c=Math.round(r(s.base)*l);e.fillStyle=s.color;for(const{x:t,bar:i}of o){const o=Math.round(t*l),s=Math.round(r(i.close)*l),h=Math.min(c,s),u=Math.max(1,Math.abs(c-s));e.fillRect(o-a,h,n,u)}}(e,o,r,i,l,{color:s.color??"#3a4666",base:s.base??0})},extents:f});class w{constructor(){Object.defineProperty(this,"_prevOpen",{enumerable:!0,configurable:!0,writable:!0,value:NaN}),Object.defineProperty(this,"_prevClose",{enumerable:!0,configurable:!0,writable:!0,value:NaN})}reset(){this._prevOpen=NaN,this._prevClose=NaN}push(e){const t=(e.open+e.high+e.low+e.close)/4,o=Number.isNaN(this._prevOpen)?(e.open+e.close)/2:(this._prevOpen+this._prevClose)/2,r=Math.max(e.high,o,t),i=Math.min(e.low,o,t);return this._prevOpen=o,this._prevClose=t,[{time:e.time,open:o,high:r,low:i,close:t,volume:e.volume}]}}class g{constructor(e){if(Object.defineProperty(this,"_box",{enumerable:!0,configurable:!0,writable:!0,value:void 0}),Object.defineProperty(this,"_edge",{enumerable:!0,configurable:!0,writable:!0,value:NaN}),e.boxSize<=0)throw new Error("openalgo-charts: Renko boxSize must be > 0");this._box=e.boxSize}reset(){this._edge=NaN}push(e){const t=e.close,o=[];if(Number.isNaN(this._edge))return this._edge=Math.floor(t/this._box)*this._box,o;for(;t>=this._edge+this._box;){const t=this._edge,r=this._edge+this._box;o.push({time:e.time,open:t,high:r,low:t,close:r}),this._edge=r}for(;t<=this._edge-this._box;){const t=this._edge,r=this._edge-this._box;o.push({time:e.time,open:t,high:t,low:r,close:r}),this._edge=r}return o}}class C{constructor(e){if(Object.defineProperty(this,"_range",{enumerable:!0,configurable:!0,writable:!0,value:void 0}),Object.defineProperty(this,"_cur",{enumerable:!0,configurable:!0,writable:!0,value:null}),e.range<=0)throw new Error("openalgo-charts: range must be > 0");this._range=e.range}reset(){this._cur=null}push(e){const t=e.close,o=[];return null===this._cur?this._cur={time:e.time,open:t,high:t,low:t,close:t}:(this._cur.high=Math.max(this._cur.high,t),this._cur.low=Math.min(this._cur.low,t),this._cur.close=t,this._cur.time=e.time),this._cur.high-this._cur.low>=this._range&&(o.push(this._cur),this._cur=null),o}flush(){if(null===this._cur)return[];const e=this._cur;return this._cur=null,[e]}}class v{constructor(e={lines:3}){Object.defineProperty(this,"_n",{enumerable:!0,configurable:!0,writable:!0,value:void 0}),Object.defineProperty(this,"_lines",{enumerable:!0,configurable:!0,writable:!0,value:[]}),this._n=Math.max(1,e.lines)}reset(){this._lines=[]}push(e){const t=e.close;if(0===this._lines.length)return this._lines.push({open:t,close:t}),[];const o=this._lines.slice(-this._n);let r=-1/0,i=1/0;for(const e of o)r=Math.max(r,e.open,e.close),i=Math.min(i,e.open,e.close);const l=this._lines[this._lines.length-1];let s=null;return(t>r||t<i)&&(s={open:l.close,close:t}),null===s?[]:(this._lines.push(s),[{time:e.time,open:s.open,high:Math.max(s.open,s.close),low:Math.min(s.open,s.close),close:s.close}])}}class y{constructor(e){if(Object.defineProperty(this,"_box",{enumerable:!0,configurable:!0,writable:!0,value:void 0}),Object.defineProperty(this,"_reversal",{enumerable:!0,configurable:!0,writable:!0,value:void 0}),Object.defineProperty(this,"_dir",{enumerable:!0,configurable:!0,writable:!0,value:0}),Object.defineProperty(this,"_topBox",{enumerable:!0,configurable:!0,writable:!0,value:NaN}),Object.defineProperty(this,"_botBox",{enumerable:!0,configurable:!0,writable:!0,value:NaN}),Object.defineProperty(this,"_time",{enumerable:!0,configurable:!0,writable:!0,value:0}),e.boxSize<=0)throw new Error("openalgo-charts: P&F boxSize must be > 0");this._box=e.boxSize,this._reversal=Math.max(1,e.reversal)}reset(){this._dir=0,this._topBox=NaN,this._botBox=NaN,this._time=0}_column(){const e=this._topBox*this._box,t=this._botBox*this._box,o=this._dir>=0;return{time:this._time,open:o?t:e,close:o?e:t,high:e,low:t}}push(e){const t=Math.floor(e.close/this._box);if(Number.isNaN(this._topBox))return this._topBox=t,this._botBox=t,this._dir=0,this._time=e.time,[];const o=[];return this._dir>=0?t>this._topBox?(this._topBox=t,this._dir=1):this._topBox-t>=this._reversal&&(o.push(this._column()),this._dir=-1,this._topBox=this._topBox-1,this._botBox=t,this._time=e.time):t<this._botBox?this._botBox=t:t-this._botBox>=this._reversal&&(o.push(this._column()),this._dir=1,this._botBox=this._botBox+1,this._topBox=t,this._time=e.time),o}flush(){return Number.isNaN(this._topBox)?[]:[this._column()]}}function M(e,t,o){return{time:e,open:t,high:t,low:t,close:t,volume:o?1:0}}class S{constructor(e){if(Object.defineProperty(this,"_reversal",{enumerable:!0,configurable:!0,writable:!0,value:void 0}),Object.defineProperty(this,"_dir",{enumerable:!0,configurable:!0,writable:!0,value:0}),Object.defineProperty(this,"_ext",{enumerable:!0,configurable:!0,writable:!0,value:NaN}),Object.defineProperty(this,"_prevShoulder",{enumerable:!0,configurable:!0,writable:!0,value:-1/0}),Object.defineProperty(this,"_prevWaist",{enumerable:!0,configurable:!0,writable:!0,value:1/0}),Object.defineProperty(this,"_thick",{enumerable:!0,configurable:!0,writable:!0,value:!1}),e.reversal<=0)throw new Error("openalgo-charts: Kagi reversal must be > 0");this._reversal=e.reversal}reset(){this._dir=0,this._ext=NaN,this._prevShoulder=-1/0,this._prevWaist=1/0,this._thick=!1}push(e){const t=e.close;if(Number.isNaN(this._ext))return this._ext=t,[];const o=[];return this._dir>=0?t>this._ext?(this._ext=t,t>this._prevShoulder&&(this._thick=!0)):this._ext-t>=this._reversal&&(o.push(M(e.time,this._ext,this._thick)),this._prevShoulder=this._ext,this._dir=-1,this._ext=t):t<this._ext?(this._ext=t,t<this._prevWaist&&(this._thick=!1)):t-this._ext>=this._reversal&&(o.push(M(e.time,this._ext,this._thick)),this._prevWaist=this._ext,this._dir=1,this._ext=t),o}flush(){return Number.isNaN(this._ext)?[]:[M(0,this._ext,this._thick)]}}const P="transform";let N=!1;function k(){N||(N=!0,d("point-figure",{defaultStyle:{},isPriceSeries:!0,draw:(e,t,o,r,i,l)=>function(e,t,o,r,i,l){const s=l.boxSize??0;if(s<=0)return;const n=Math.max(3,Math.floor(r*i*.7))/2;e.save(),e.lineWidth=Math.max(1,Math.floor(i));for(const{x:r,bar:a}of t){const t=a.close>=a.open;e.strokeStyle=t?l.upColor??"#26a69a":l.downColor??"#ef5350";const h=r*i;for(let r=a.low;r<a.high-1e-9;r+=s){const l=o(r+s)*i,a=o(r)*i,c=(l+a)/2;e.beginPath(),t?(e.moveTo(h-n,l),e.lineTo(h+n,a),e.moveTo(h+n,l),e.lineTo(h-n,a)):e.ellipse(h,c,n,Math.abs(a-l)/2,0,0,2*Math.PI),e.stroke()}}e.restore()}(e,t,o,r,i,l),extents:e=>({min:e.low,max:e.high})}),d("kagi",{defaultStyle:{thickColor:"#26a69a",thinColor:"#ef5350"},isPriceSeries:!0,draw:(e,t,o,r,i,l)=>function(e,t,o,r,i){if(t.length<2)return;const l=i.thickColor??"#26a69a",s=i.thinColor??"#ef5350",n=Math.max(2,Math.round(2.5*r)),a=Math.max(1,Math.round(r));e.save();for(let i=1;i<t.length;i++){const h=t[i-1],c=t[i],u=(c.bar.volume??0)>=1;e.strokeStyle=u?l:s,e.lineWidth=u?n:a;const b=h.x*r,f=c.x*r,m=o(h.bar.close)*r,d=o(c.bar.close)*r;e.beginPath(),e.moveTo(b,m),e.lineTo(f,m),e.lineTo(f,d),e.stroke()}e.restore()}(e,t,o,i,l),extents:e=>({min:e.close,max:e.close})}))}k();export{w as HeikinAshiTransform,S as KagiTransform,v as LineBreakTransform,y as PointFigureTransform,C as RangeBarsTransform,g as RenkoTransform,P as TRANSFORM_TIER,_ as ensureIncreasingTimes,k as registerTransformChartTypes,x as runTransform};
+//# sourceMappingURL=openalgo-charts.transform.mjs.map

package/dist/openalgo-charts.transform.mjs.map

@@ -0,0 +1 @@
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package/dist/profile/index.d.ts

@@ -0,0 +1,558 @@
+/**
+ * Profile data model (ARCHITECTURE.md §6A, Family C). Price-bucketed
+ * distributions: volume-at-price, time-at-price (TPO), and bid/ask footprint.
+ */
+interface VolumeProfileResult {
+    /** Volume per price bucket, sorted high → low price. */
+    buckets: {
+        price: number;
+        volume: number;
+    }[];
+    /** Point of control: price bucket with the most volume. */
+    poc: number;
+    /** Value-area high / low (the price band holding `valueAreaPercent` of volume). */
+    vah: number;
+    val: number;
+    totalVolume: number;
+}
+interface TpoResult {
+    buckets: {
+        price: number;
+        count: number;
+    }[];
+    poc: number;
+    vah: number;
+    val: number;
+    /** Initial balance: price range of the first `ibPeriods` periods. */
+    ib: {
+        high: number;
+        low: number;
+    };
+}
+interface FootprintCell {
+    price: number;
+    bidVol: number;
+    askVol: number;
+}
+interface FootprintBar {
+    time: number;
+    cells: FootprintCell[];
+    /** Net delta = Σ(askVol − bidVol). */
+    delta: number;
+}
+/** Bucket a price to the tick grid. */
+declare function bucketPrice(price: number, step: number): number;
+/** Inclusive list of bucket prices spanning [low, high]. */
+declare function priceBuckets(low: number, high: number, step: number): number[];
+
+/**
+ * Internal time is always **UTC seconds** (integer). Feed adapters convert
+ * broker formats (IST strings, epoch ms) to this at the edge; see ARCHITECTURE.md §4.0.
+ */
+type UTCSeconds = number;
+/** A single OHLC(V) bar. `volume` is optional (not all feeds carry it). */
+interface Bar {
+    time: UTCSeconds;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume?: number;
+}
+
+/**
+ * Volume Profile (ARCHITECTURE.md §6A). Distributes each bar's volume across the
+ * price buckets it spans, then derives the Point of Control and Value Area.
+ * From OHLCV this is an approximation (uniform spread across the bar's range);
+ * exact profiles need tick data. Pure + testable.
+ */
+
+interface VolumeProfileOptions {
+    tickSize: number;
+    /** Fraction of total volume contained in the value area (default 0.7). */
+    valueAreaPercent: number;
+}
+declare function computeVolumeProfile(bars: readonly Bar[], tickSize: number, valueAreaPercent?: number): VolumeProfileResult;
+
+/**
+ * Time Price Opportunity / Market Profile (ARCHITECTURE.md §6A). Buckets
+ * intraday bars into TPO periods and counts how many periods traded at each
+ * price. Derives POC, Value Area, and the Initial Balance (first periods'
+ * range). Derivable from OHLCV intraday bars. Pure + testable.
+ */
+
+declare function computeTpo(bars: readonly Bar[], periodBars: number, tickSize: number, valueAreaPercent?: number, ibPeriods?: number): TpoResult;
+
+/**
+ * Market Profile / TPO (Time Price Opportunity) — ARCHITECTURE.md §6A, Family C.
+ *
+ * Groups bars into sessions (day / week / month / composite), splits each
+ * session into fixed-length time blocks ("periods", one letter each), and counts
+ * how many periods traded at each price. Derives the Point of Control, Value
+ * Area, Initial Balance, single prints, and poor highs/lows, plus volume at
+ * price. Pure and deterministic (no Date.now / Math.random), so it is fully
+ * unit-testable and derivable from intraday OHLCV bars alone.
+ */
+
+type MarketProfileSession = 'day' | 'week' | 'month' | 'composite';
+interface MarketProfileOptions {
+    /** Price bucket size (the tick grid TPOs are counted on). */
+    tickSize: number;
+    /** Session grouping. `composite` builds one profile over all bars. */
+    session: MarketProfileSession;
+    /** TPO period length in minutes — one letter per period. */
+    blockMinutes: number;
+    /** Value-area fraction of total TPOs (0..1). */
+    valueAreaPercent: number;
+    /** Number of opening periods that form the Initial Balance. */
+    initialBalancePeriods: number;
+}
+declare const DEFAULT_MARKET_PROFILE_OPTIONS: MarketProfileOptions;
+interface MarketProfileLevel {
+    price: number;
+    /** Distinct periods (TPOs) that traded at this price. */
+    count: number;
+    /** Period letters at this price, in period order (e.g. `"ABF"`). */
+    letters: string;
+    /** Volume traded at this price (each bar's volume split across its range). */
+    volume: number;
+}
+interface MarketProfileSessionResult {
+    /** UTC seconds of the session's first and last bar. */
+    startTime: number;
+    endTime: number;
+    /** Price levels, sorted high -> low. */
+    levels: MarketProfileLevel[];
+    /** Point of control (price with the most TPOs). */
+    poc: number;
+    /** Value-area high / low. */
+    vah: number;
+    val: number;
+    /** Number of periods (letters) in the session. */
+    periods: number;
+    /** Initial balance — price range of the opening `initialBalancePeriods`. */
+    initialBalance: {
+        high: number;
+        low: number;
+    };
+    /** Prices that printed a single TPO away from the session extremes. */
+    singlePrints: number[];
+    /** True when the session high / low printed more than one TPO (weak extreme). */
+    poorHigh: boolean;
+    poorLow: boolean;
+    /** Total traded volume in the session. */
+    totalVolume: number;
+}
+interface MarketProfileResult {
+    sessions: MarketProfileSessionResult[];
+    options: MarketProfileOptions;
+}
+/** Period index -> TPO letter (`A`-`Z`, then `a`-`z`, then wraps). */
+declare function tpoLetter(period: number): string;
+declare function computeMarketProfile(bars: readonly Bar[], options?: Partial<MarketProfileOptions>): MarketProfileResult;
+
+/**
+ * Footprint & order flow (ARCHITECTURE.md §6A, Family C). Per-candle bid/ask
+ * volume at each price, delta, and imbalance — plus cumulative delta and
+ * stacked-imbalance detection across bars.
+ *
+ * DATA DEPENDENCY (honest): this needs trade-by-trade data classified bid/ask
+ * (was each print at the bid or the ask?). OpenAlgo serves live depth + tick LTP
+ * but does not store historical classified trades by default, so footprint is
+ * either live-session-only or needs a tick-recorder backend. The computation
+ * here is pure and broker-agnostic; feeding it is the integration step.
+ */
+
+interface ClassifiedTrade {
+    price: number;
+    qty: number;
+    /** Whether the print hit the bid (sell-initiated) or the ask (buy-initiated). */
+    side: 'bid' | 'ask';
+}
+/** Build one bar's footprint from its classified trades. */
+declare function computeFootprint(time: number, trades: readonly ClassifiedTrade[], tickSize: number): FootprintBar;
+interface Imbalance {
+    price: number;
+    side: 'buy' | 'sell';
+}
+/**
+ * Diagonal imbalances: buy when ask volume at price P dominates bid volume at
+ * P−1 tick by `ratio`; sell when bid at P dominates ask at P+1 tick.
+ */
+declare function diagonalImbalances(cells: readonly FootprintCell[], ratio?: number): Imbalance[];
+/** Running cumulative delta across a sequence of footprint bars. */
+declare function cumulativeDelta(bars: readonly FootprintBar[]): number[];
+interface StackedImbalance {
+    startPrice: number;
+    endPrice: number;
+    side: 'buy' | 'sell';
+    count: number;
+}
+/** Runs of `minStack`+ consecutive same-side diagonal imbalances. */
+declare function stackedImbalances(cells: readonly FootprintCell[], ratio?: number, minStack?: number): StackedImbalance[];
+
+interface LogicalRange {
+    from: number;
+    to: number;
+}
+interface TimeScaleOptions {
+    barSpacing: number;
+    minBarSpacing: number;
+    maxBarSpacing: number;
+    /** Empty bars of space kept to the right of the latest bar. */
+    rightOffset: number;
+}
+declare class TimeScale {
+    private _barSpacing;
+    private _rightOffset;
+    private readonly _minBarSpacing;
+    private readonly _maxBarSpacing;
+    private _width;
+    private _baseIndex;
+    constructor(options?: Partial<TimeScaleOptions>);
+    setWidth(width: number): void;
+    get width(): number;
+    get barSpacing(): number;
+    setBarSpacing(value: number): void;
+    get rightOffset(): number;
+    setRightOffset(value: number): void;
+    /** Logical index of the latest bar; the right edge anchors to baseIndex+rightOffset. */
+    setBaseIndex(index: number): void;
+    private _rightEdgeIndex;
+    /** Logical index → x (media px), bar center. */
+    indexToX(index: number): number;
+    /** x (media px) → fractional logical index. */
+    xToIndex(x: number): number;
+    /** Currently visible logical index range (fractional, unclamped to data). */
+    visibleRange(): LogicalRange;
+    /**
+     * Pan by a pixel delta. Positive `dx` drags chart content to the right
+     * (revealing older bars), matching a natural left-button drag.
+     */
+    scrollByPixels(dx: number): void;
+    /**
+     * Zoom around an anchor x (the cursor): change bar spacing by `factor`
+     * while keeping whatever logical index sits under `focusX` pinned there.
+     * `factor` > 1 zooms in (wider bars).
+     */
+    zoomAtX(focusX: number, factor: number): void;
+    /** Choose bar spacing so `barCount` bars fit the width, anchored at the right edge. */
+    fitContent(barCount: number): void;
+}
+
+interface PriceRange {
+    min: number;
+    max: number;
+}
+/**
+ * Price-scale mode. `linear` and `logarithmic` are full coordinate transforms;
+ * `percentage`/`indexed-to-100` (rebase to a baseline) and overlay scales are
+ * not yet implemented — see END_TO_END_AUDIT.md / README known limitations.
+ */
+type PriceScaleMode = 'linear' | 'logarithmic';
+interface PriceScaleOptions {
+    /** Fraction of pane height kept empty at top/bottom (default 0.1 each). */
+    marginTop: number;
+    marginBottom: number;
+    /** Instrument tick size (minMove), e.g. 0.05. 0 → infer from range. */
+    minMove: number;
+    /** Linear or logarithmic price↔y mapping. */
+    mode: PriceScaleMode;
+    /** Flip the axis (price increases downward) — for spread/short views. */
+    inverted: boolean;
+}
+declare class PriceScale {
+    private _options;
+    private _height;
+    private _min;
+    private _max;
+    private _autoScale;
+    constructor(options?: Partial<PriceScaleOptions>);
+    get options(): PriceScaleOptions;
+    setHeight(height: number): void;
+    get height(): number;
+    setPriceRange(range: PriceRange): void;
+    priceRange(): PriceRange;
+    /** Whether the range tracks the data (true) or has been set manually (false). */
+    get autoScale(): boolean;
+    setAutoScale(on: boolean): void;
+    /**
+     * Manually scale the visible range around its centre. `factor` > 1 widens the
+     * range (compress / zoom out), < 1 narrows it (expand / zoom in). Switches the
+     * scale to manual mode so autoscale stops overriding it.
+     */
+    scaleAroundCenter(factor: number): void;
+    /**
+     * Pan the visible range vertically by `dy` media px (dragging the plot up/down).
+     * Works in transformed space so it's correct for log scales, and respects
+     * `inverted`. Switches to manual mode so autoscale stops overriding it.
+     */
+    panByPixels(dy: number): void;
+    /** Recompute the visible range from data extremes + configured margins. */
+    autoscale(low: number, high: number): void;
+    /** Coordinate transform for the active mode (identity for linear, log10 for log). */
+    private _t;
+    private _tInv;
+    /** Price → y (media px). Higher price → smaller y (top of pane), unless inverted. */
+    priceToY(price: number): number;
+    /** y (media px) → price. */
+    yToPrice(y: number): number;
+    /** Decimal precision implied by minMove (or the visible range if unset). */
+    precision(): number;
+    /** Snap a price to the instrument tick size (no-op if minMove is 0). */
+    snapToTick(price: number): number;
+    /** Format a price for axis/label display. */
+    format(price: number): string;
+    /** Clamp a y to the pane (used by crosshair/order dragging). */
+    clampY(y: number): number;
+}
+
+/**
+ * Shared data layer (ARCHITECTURE.md §4.1). One per chart. Merges all series by
+ * time onto a single logical-index space (0..N-1) so price + volume + indicator
+ * panes stay aligned, and so non-trading gaps collapse (an absent time simply
+ * has no logical index). Per-series rows are addressable by that shared index.
+ */
+
+type SeriesId = number;
+interface IndexedBar {
+    index: number;
+    bar: Bar;
+}
+declare class DataLayer {
+    private readonly _series;
+    private _sortedTimes;
+    private readonly _indexByTime;
+    private _nextId;
+    /** Register a new series; returns its id. */
+    createSeries(): SeriesId;
+    removeSeries(id: SeriesId): void;
+    /** Bulk-load (full replace) one series' data, then re-merge the time axis. */
+    setSeriesData(id: SeriesId, bars: readonly Bar[]): void;
+    /**
+     * Upsert bars into a series by time (used for history paging / backfill /
+     * out-of-order corrections — ARCHITECTURE.md §4.2). Existing times are
+     * replaced; new times are inserted; the result stays time-sorted.
+     *
+     * Prepending older bars shifts every existing logical index up by the
+     * inserted count — callers preserve the viewport by re-reading `baseIndex`
+     * (the invariant `rightEdge − index` is unchanged, so visible bars don't move).
+     */
+    addBars(id: SeriesId, bars: readonly Bar[]): void;
+    /**
+     * Apply a single live bar (ARCHITECTURE.md §4.2 hot path). Returns the kind of
+     * change so the chart auto-scrolls only on a genuine right-edge append:
+     * - `'append'`  → newer than the last bar (advances baseIndex)
+     * - `'replace'` → same time as the last bar (intra-bar tick) or an existing time
+     * - `'insert'`  → an older time inserted into history (late / out-of-order)
+     */
+    update(id: SeriesId, bar: Bar): 'append' | 'replace' | 'insert';
+    private _appendTime;
+    /** Number of logical indices (distinct time points across all series). */
+    get length(): number;
+    /** Logical index of the latest real bar (length - 1), or -1 if empty. */
+    get baseIndex(): number;
+    indexToTime(index: number): number | undefined;
+    timeToIndex(time: number): number | undefined;
+    /** All bars of a series paired with their shared logical index. */
+    indexedBars(id: SeriesId): IndexedBar[];
+    /** Bars of a series whose logical index lies within [fromIndex, toIndex]. */
+    visibleBars(id: SeriesId, fromIndex: number, toIndex: number): IndexedBar[];
+    private _rebuild;
+}
+
+/**
+ * Chart theme (palette). A single object drives chart chrome (background, grid,
+ * axes, crosshair), series defaults (up/down, line, area gradient, last price),
+ * and the trade layer (buy/sell, profit/loss). Renderers read theme colors when
+ * a per-series style field is absent, so one theme restyles the whole chart.
+ */
+interface ChartTheme {
+    background: string;
+    grid: string;
+    axisText: string;
+    axisLine: string;
+    crosshair: string;
+    upColor: string;
+    downColor: string;
+    wickUpColor: string;
+    wickDownColor: string;
+    lineColor: string;
+    areaTopColor: string;
+    areaBottomColor: string;
+    baselineTopLine: string;
+    baselineTopFill: string;
+    baselineBottomLine: string;
+    baselineBottomFill: string;
+    lastPriceUp: string;
+    lastPriceDown: string;
+    lastPriceText: string;
+    buy: string;
+    sell: string;
+    profit: string;
+    loss: string;
+}
+
+/**
+ * Primitive / plugin API (ARCHITECTURE.md §8). The extension point that keeps
+ * the core small and powers markers, events, indicators, and the trade layer.
+ * A primitive draws on a pane, optionally contributes to autoscale, and
+ * optionally hit-tests for hover/drag.
+ */
+
+type ZOrder = 'bottom' | 'normal' | 'top';
+interface PrimitiveRenderContext {
+    timeScale: TimeScale;
+    priceScale: PriceScale;
+    dataLayer: DataLayer;
+    plotWidth: number;
+    plotHeight: number;
+    priceAxisWidth: number;
+    dpr: number;
+    theme: ChartTheme;
+}
+interface PrimitiveHit {
+    externalId: string;
+    zOrder: ZOrder;
+    /** Pixel distance from the cursor (smaller wins ties before z-order). */
+    distance: number;
+    cursor?: string;
+}
+/** Injected when a primitive is attached; lets it request a repaint. */
+interface PrimitiveHost {
+    requestUpdate(): void;
+}
+interface IPrimitive {
+    /** Layer order vs series: 'bottom' (behind), 'normal' (over), 'top' (overlay). */
+    zOrder(): ZOrder;
+    draw(ctx: CanvasRenderingContext2D, rc: PrimitiveRenderContext): void;
+    /** Optional: expand the pane's autoscale range so this primitive isn't clipped. */
+    autoscaleInfo?(): {
+        min: number;
+        max: number;
+    } | null;
+    /** Optional: topmost hit under (x,y) in media px (relative to the pane plot). */
+    hitTest?(x: number, y: number, rc: PrimitiveRenderContext): PrimitiveHit | null;
+    attached?(host: PrimitiveHost): void;
+    detached?(): void;
+}
+
+/**
+ * Profile renderers (ARCHITECTURE.md §6A). HorizontalProfile draws volume-at-
+ * price / TPO-count bars sideways with POC + Value-Area lines; Footprint draws
+ * per-candle bid×ask cells colored by delta. Both are pane primitives (drawn
+ * behind/over the candles) — profiles overlay the existing price range, so they
+ * do not drive autoscale.
+ */
+
+interface ProfileLevel {
+    price: number;
+    value: number;
+}
+interface HorizontalProfileOptions {
+    buckets: ProfileLevel[];
+    poc: number;
+    vah: number;
+    val: number;
+    /** Strip width in media px. */
+    width: number;
+    side: 'left' | 'right';
+    barColor: string;
+    vaColor: string;
+}
+declare class HorizontalProfile implements IPrimitive {
+    private _opts;
+    private _host;
+    constructor(opts: HorizontalProfileOptions);
+    attached(host: PrimitiveHost): void;
+    detached(): void;
+    zOrder(): ZOrder;
+    autoscaleInfo(): null;
+    setData(opts: HorizontalProfileOptions): void;
+    draw(ctx: CanvasRenderingContext2D, rc: PrimitiveRenderContext): void;
+}
+interface FootprintOptions {
+    /** Full bar width (bid half + ask half), media px. */
+    cellWidth: number;
+    /** Diagonal-imbalance ratio for the outline boxes. */
+    imbalanceRatio: number;
+    /** Price step → row height. Inferred from cell spacing when omitted. */
+    tickSize?: number;
+    /** Cell text size, media px (default 10). */
+    font?: number;
+    /** Draw the per-bar delta + volume footer band (default true). */
+    footer?: boolean;
+}
+declare class Footprint implements IPrimitive {
+    private _bars;
+    private _opts;
+    private _host;
+    constructor(opts?: Partial<FootprintOptions>);
+    attached(host: PrimitiveHost): void;
+    detached(): void;
+    zOrder(): ZOrder;
+    autoscaleInfo(): null;
+    setBars(bars: FootprintBar[]): void;
+    /** Row height in device px from the tick size (option, else the min cell gap). */
+    private _rowHeight;
+    draw(ctx: CanvasRenderingContext2D, rc: PrimitiveRenderContext): void;
+}
+
+/**
+ * Tick aggregation (ARCHITECTURE.md §10.2). Aggregates raw trade ticks into
+ * bars on a chosen timeframe — clock interval, tick count, or traded volume.
+ * Incremental and deterministic, so it works live and is unit-testable.
+ *
+ * This is the foundation for tick / volume timeframes and (with classified
+ * bid/ask ticks) for the footprint aggregator. Tick-count and volume bars need
+ * real trade ticks — OHLCV alone can't produce them.
+ */
+
+type TickTimeframe = {
+    mode: 'interval';
+    seconds: number;
+    anchorSec?: number;
+} | {
+    mode: 'ticks';
+    count: number;
+} | {
+    mode: 'volume';
+    perBar: number;
+};
+
+/**
+ * Streaming footprint aggregator (ARCHITECTURE.md §6A, §9.4). Ingests classified
+ * trade ticks (price, qty, bid/ask) and aggregates them into footprint bars on a
+ * timeframe (interval / tick-count / volume) — the live orderflow pipeline.
+ * Incremental: the current bar updates per tick; a new bar opens at the boundary.
+ *
+ * Requires classified bid/ask trade ticks. OpenAlgo doesn't store these by
+ * default, so feed it from a live WS classifier or a tick-recorder backend.
+ */
+
+interface FootprintTick extends ClassifiedTrade {
+    time: number;
+}
+interface FootprintUpdate {
+    bar: FootprintBar;
+    isNew: boolean;
+}
+declare class FootprintAggregator {
+    private readonly _tf;
+    private readonly _tickSize;
+    private _time;
+    private _cells;
+    private _delta;
+    private _count;
+    private _volume;
+    private _open;
+    constructor(tf: TickTimeframe, tickSize: number);
+    private _snapshot;
+    current(): FootprintBar | null;
+    private _intervalKey;
+    onTick(tick: FootprintTick): FootprintUpdate;
+}
+
+declare const PROFILE_TIER: "profile";
+
+export { type ClassifiedTrade, DEFAULT_MARKET_PROFILE_OPTIONS, Footprint, FootprintAggregator, type FootprintBar, type FootprintCell, type FootprintOptions, type FootprintTick, type FootprintUpdate, HorizontalProfile, type HorizontalProfileOptions, type Imbalance, type MarketProfileLevel, type MarketProfileOptions, type MarketProfileResult, type MarketProfileSession, type MarketProfileSessionResult, PROFILE_TIER, type ProfileLevel, type StackedImbalance, type TpoResult, type VolumeProfileOptions, type VolumeProfileResult, bucketPrice, computeFootprint, computeMarketProfile, computeTpo, computeVolumeProfile, cumulativeDelta, diagonalImbalances, priceBuckets, stackedImbalances, tpoLetter };