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import { IChartApi, IPrimitivePaneView, PrimitiveHoveredItem, Time, UTCTimestamp } from 'lightweight-charts';
import { clamp } from 'lodash-es';
import { Observable } from 'rxjs';
import {
CustomPriceAxisPaneView,
CustomPriceAxisView,
CustomTimeAxisPaneView,
CustomTimeAxisView,
} from '@core/Drawings/axis';
import { SeriesDrawingBase } from '@core/Drawings/common';
import {
clampPointToContainer as clampPointToContainerInElement,
getAnchorFromPoint,
getContainerSize as getElementContainerSize,
getXCoordinateFromTime,
getYCoordinateFromPrice,
isNearPoint,
isPointInBounds,
} from '@core/Drawings/helpers';
import { updateViews } from '@core/Drawings/utils';
import { getThemeStore } from '@src/theme';
import { SettingsTab } from '@src/types';
import { Defaults } from '@src/types/defaults';
import { formatPrice } from '@src/utils';
import { formatDate } from '@src/utils/formatter';
import { VolumeProfilePaneView } from './paneView';
import {
createDefaultSettings,
getVolumeProfileSettingsTabs,
VolumeProfileSettings,
VolumeProfileStyle,
} from './settings';
import type { DrawingInteraction, ISeriesDrawing } from '@core/Drawings/common';
import type { Anchor, AxisLabel, AxisSegment, Bounds, Point, SeriesApi } from '@core/Drawings/types';
import type { ChartOptionsModel } from '@src/types';
export type VolumeProfileKind = 'fixedRange' | 'visibleRange';
type VolumeProfileMode = 'idle' | 'drawing' | 'ready' | 'dragging';
type DragTarget = 'body' | 'poc' | 'start' | 'end' | null;
interface VolumeProfileParams {
container: HTMLElement;
interaction: DrawingInteraction;
profileKind?: VolumeProfileKind;
formatObservable?: Observable<ChartOptionsModel>;
removeSelf?: () => void;
openSettings?: () => void;
}
interface SeriesCandleData {
time: Time;
open?: number;
high?: number;
low?: number;
close?: number;
value?: number;
volume?: number;
customValues?: {
open?: number;
high?: number;
low?: number;
close?: number;
value?: number;
volume?: number;
};
}
export interface VolumeProfileState {
hidden: boolean;
mode: VolumeProfileMode;
startAnchor: Anchor | null;
endAnchor: Anchor | null;
visibleRangeStartRatio: number;
settings: VolumeProfileSettings;
}
interface VolumeProfileDataRow {
priceLow: number;
priceHigh: number;
buyVolume: number;
sellVolume: number;
totalVolume: number;
}
interface VolumeProfileGeometry extends Bounds {
width: number;
height: number;
startPoint: Point;
endPoint: Point;
}
interface VolumeProfileRenderRow {
top: number;
height: number;
buyWidth: number;
sellWidth: number;
}
export interface VolumeProfileRenderData extends VolumeProfileGeometry, VolumeProfileStyle {
profileKind: VolumeProfileKind;
rows: VolumeProfileRenderRow[];
pocY: number | null;
showHandles: boolean;
}
const PROFILE_ROW_COUNT = 24;
const HANDLE_HIT_TOLERANCE = 8;
const BODY_HIT_TOLERANCE = 4;
const MIN_PROFILE_SIZE = 8;
const MAX_VISIBLE_RANGE_START_RATIO = 0.95;
export class VolumeProfile extends SeriesDrawingBase<VolumeProfileSettings> implements ISeriesDrawing {
private removeSelf?: () => void;
private openSettings?: () => void;
private readonly profileKind: VolumeProfileKind;
protected settings: VolumeProfileSettings = createDefaultSettings();
protected mode: VolumeProfileMode = 'idle';
private startAnchor: Anchor | null = null;
private endAnchor: Anchor | null = null;
private profileRows: VolumeProfileDataRow[] = [];
private profileMinPrice: number | null = null;
private profileMaxPrice: number | null = null;
private visibleRangeStartRatio = 0;
private activeDragTarget: DragTarget = null;
private dragPointerId: number | null = null;
private dragStartPoint: Point | null = null;
private dragGeometrySnapshot: VolumeProfileGeometry | null = null;
private displayFormat: ChartOptionsModel = {
dateFormat: Defaults.dateFormat,
timeFormat: Defaults.timeFormat,
showTime: Defaults.showTime,
};
private readonly paneView: VolumeProfilePaneView;
private readonly timeAxisPaneView: CustomTimeAxisPaneView;
private readonly priceAxisPaneView: CustomPriceAxisPaneView;
private readonly startTimeAxisView: CustomTimeAxisView;
private readonly endTimeAxisView: CustomTimeAxisView;
private readonly startPriceAxisView: CustomPriceAxisView;
private readonly endPriceAxisView: CustomPriceAxisView;
constructor(
chart: IChartApi,
series: SeriesApi,
{
container,
interaction,
profileKind = 'fixedRange',
formatObservable,
removeSelf,
openSettings,
}: VolumeProfileParams,
) {
super({ chart, series, container, interaction });
this.profileKind = profileKind;
this.removeSelf = removeSelf;
this.openSettings = openSettings;
if (this.profileKind === 'visibleRange') {
this.mode = 'ready';
}
this.paneView = new VolumeProfilePaneView(this);
this.timeAxisPaneView = new CustomTimeAxisPaneView({
getAxisSegments: () => this.getTimeAxisSegments(),
});
this.priceAxisPaneView = new CustomPriceAxisPaneView({
getAxisSegments: () => this.getPriceAxisSegments(),
});
this.startTimeAxisView = new CustomTimeAxisView({
getAxisLabel: (kind) => this.getTimeAxisLabel(kind),
labelKind: 'start',
});
this.endTimeAxisView = new CustomTimeAxisView({
getAxisLabel: (kind) => this.getTimeAxisLabel(kind),
labelKind: 'end',
});
this.startPriceAxisView = new CustomPriceAxisView({
getAxisLabel: (kind) => this.getPriceAxisLabel(kind),
labelKind: 'start',
});
this.endPriceAxisView = new CustomPriceAxisView({
getAxisLabel: (kind) => this.getPriceAxisLabel(kind),
labelKind: 'end',
});
if (formatObservable) {
this.subscriptions.add(
formatObservable.subscribe((format) => {
this.displayFormat = format;
this.render();
}),
);
}
if (this.profileKind === 'visibleRange') {
this.chart.timeScale().subscribeVisibleLogicalRangeChange(this.handleVisibleLogicalRangeChange);
this.calculateProfile();
}
this.series.attachPrimitive(this);
}
public destroy(): void {
if (this.profileKind === 'visibleRange') {
this.chart.timeScale().unsubscribeVisibleLogicalRangeChange(this.handleVisibleLogicalRangeChange);
}
super.destroy();
}
public isCreationPending(): boolean {
if (this.profileKind === 'visibleRange') {
return false;
}
return this.mode === 'idle' || this.mode === 'drawing';
}
public shouldShowInObjectTree(): boolean {
if (this.profileKind === 'visibleRange') {
return true;
}
return super.shouldShowInObjectTree();
}
public getState(): VolumeProfileState {
return {
hidden: this.hidden,
mode: this.mode,
startAnchor: this.startAnchor,
endAnchor: this.endAnchor,
visibleRangeStartRatio: this.visibleRangeStartRatio,
settings: { ...this.settings },
};
}
public setState(state: unknown): void {
if (!state || typeof state !== 'object') {
return;
}
const nextState = state as Partial<VolumeProfileState>;
this.hidden = typeof nextState.hidden === 'boolean' ? nextState.hidden : this.hidden;
if (this.profileKind === 'fixedRange') {
this.mode = nextState.mode ?? this.mode;
this.startAnchor = nextState.startAnchor ?? this.startAnchor;
this.endAnchor = nextState.endAnchor ?? this.endAnchor;
}
if (this.profileKind === 'visibleRange') {
this.mode = 'ready';
this.resolveReady?.();
if (typeof nextState.visibleRangeStartRatio === 'number') {
this.visibleRangeStartRatio = clamp(nextState.visibleRangeStartRatio, 0, MAX_VISIBLE_RANGE_START_RATIO);
}
}
if ('settings' in nextState && nextState.settings) {
this.settings = {
...createDefaultSettings(),
...nextState.settings,
};
}
this.calculateProfile();
this.render();
}
public getSettingsTabs(): SettingsTab[] {
return getVolumeProfileSettingsTabs(this.settings);
}
public updateAllViews(): void {
updateViews([
this.paneView,
this.timeAxisPaneView,
this.priceAxisPaneView,
this.startTimeAxisView,
this.endTimeAxisView,
this.startPriceAxisView,
this.endPriceAxisView,
]);
}
public paneViews(): readonly IPrimitivePaneView[] {
return [this.paneView];
}
public timeAxisPaneViews(): readonly IPrimitivePaneView[] {
if (this.profileKind === 'visibleRange') {
return [];
}
return [this.timeAxisPaneView];
}
public priceAxisPaneViews(): readonly IPrimitivePaneView[] {
if (this.profileKind === 'visibleRange') {
return [];
}
return [this.priceAxisPaneView];
}
public timeAxisViews() {
if (this.profileKind === 'visibleRange') {
return [];
}
return [this.startTimeAxisView, this.endTimeAxisView];
}
public priceAxisViews() {
if (this.profileKind === 'visibleRange') {
return [];
}
return [this.startPriceAxisView, this.endPriceAxisView];
}
public getRenderData(): VolumeProfileRenderData | null {
if (this.hidden) {
return null;
}
const geometry = this.getGeometry();
if (!geometry) {
return null;
}
const { rows, pocY } = this.getProfileRenderRows(geometry);
return {
...geometry,
profileKind: this.profileKind,
rows,
pocY,
showHandles: this.shouldShowHandles(),
...this.settings,
};
}
protected getTimeAxisSegments(): AxisSegment[] {
if (
this.profileKind === 'visibleRange' ||
(!this.isSelected() && !this.isCreationPending())
) {
return [];
}
const geometry = this.getGeometry();
if (!geometry) {
return [];
}
const { colors } = getThemeStore();
return [
{
from: geometry.left,
to: geometry.right,
color: colors.axisMarkerAreaFill,
},
];
}
protected getPriceAxisSegments(): AxisSegment[] {
if (
this.profileKind === 'visibleRange' ||
(!this.isSelected() && !this.isCreationPending())
) {
return [];
}
const geometry = this.getGeometry();
if (!geometry) {
return [];
}
const { colors } = getThemeStore();
return [
{
from: geometry.top,
to: geometry.bottom,
color: colors.axisMarkerAreaFill,
},
];
}
protected getHoveredItem(x: number, y: number): PrimitiveHoveredItem | null {
if (this.hidden || this.mode === 'idle' || this.mode === 'drawing') {
return null;
}
const dragTarget = this.getDragTarget({ x, y });
if (!dragTarget) {
return null;
}
if (dragTarget === 'poc') {
return {
cursorStyle: 'ew-resize',
externalId: 'volume-profile',
zOrder: 'top',
};
}
return {
cursorStyle: this.isSelected() ? 'grab' : 'pointer',
externalId: 'volume-profile',
zOrder: 'top',
};
}
protected getTimeAxisLabel(kind: string): AxisLabel | null {
if (this.profileKind === 'visibleRange') {
return null;
}
if (
(!this.isSelected() && !this.isCreationPending()) ||
(kind !== 'start' && kind !== 'end')
) {
return null;
}
const anchor = kind === 'start' ? this.startAnchor : this.endAnchor;
if (!anchor || typeof anchor.time !== 'number') {
return null;
}
const coordinate = getXCoordinateFromTime(this.chart, anchor.time, this.series);
if (coordinate === null) {
return null;
}
const { colors } = getThemeStore();
return {
coordinate,
text: formatDate(
anchor.time as UTCTimestamp,
this.displayFormat.dateFormat,
this.displayFormat.timeFormat,
this.displayFormat.showTime,
),
textColor: colors.chartPriceLineText,
backgroundColor: colors.axisMarkerLabelFill,
};
}
protected getPriceAxisLabel(kind: string): AxisLabel | null {
if (this.profileKind === 'visibleRange') {
return null;
}
if (
(!this.isSelected() && !this.isCreationPending()) ||
(kind !== 'start' && kind !== 'end')
) {
return null;
}
// const anchor = kind === 'start' ? this.startAnchor : this.endAnchor;
const price = kind === 'start' ? this.profileMinPrice : this.profileMaxPrice;
if (!price) {
return null;
}
const coordinate = getYCoordinateFromPrice(this.series, price);
if (coordinate === null) {
return null;
}
const { colors } = getThemeStore();
return {
coordinate,
text: formatPrice(price) ?? '',
textColor: colors.chartPriceLineText,
backgroundColor: colors.axisMarkerLabelFill,
};
}
private handleVisibleLogicalRangeChange = (): void => {
if (this.profileKind !== 'visibleRange') {
return;
}
this.calculateProfile();
this.render();
};
protected handleDoubleClick = (event: MouseEvent): void => {
if (this.hidden || this.mode !== 'ready' || !this.isSelected()) {
return;
}
const point = this.getEventPoint(event as PointerEvent);
if (!this.getDragTarget(point)) {
return;
}
event.preventDefault();
event.stopPropagation();
this.openSettings?.();
};
protected handlePointerDown = (event: PointerEvent): void => {
if (this.hidden || event.button !== 0) {
return;
}
const point = this.getEventPoint(event);
if (this.profileKind === 'visibleRange') {
this.handleVisibleRangePointerDown(event, point);
return;
}
this.handleFixedRangePointerDown(event, point);
};
protected handleVisibleRangePointerDown(event: PointerEvent, point: Point): void {
const dragTarget = this.getVisibleRangeDragTarget(point);
if (!dragTarget) {
if (this.isSelected()) {
this.deselect();
}
return;
}
event.preventDefault();
event.stopPropagation();
if (!this.isSelected()) {
this.select();
}
if (dragTarget !== 'poc') {
return;
}
this.activeDragTarget = 'poc';
this.dragPointerId = event.pointerId;
this.mode = 'dragging';
this.hideCrosshair();
this.render();
}
private handleFixedRangePointerDown(event: PointerEvent, point: Point): void {
if (this.mode === 'idle') {
event.preventDefault();
event.stopPropagation();
this.startDrawing(point);
return;
}
if (this.mode === 'drawing') {
event.preventDefault();
event.stopPropagation();
this.updateDrawing(point);
this.finishDrawing();
return;
}
if (this.mode !== 'ready') {
return;
}
const dragTarget = this.getFixedRangeDragTarget(point);
if (!this.isSelected()) {
if (!dragTarget) {
return;
}
event.preventDefault();
event.stopPropagation();
this.select();
return;
}
if (!dragTarget) {
this.deselect();
return;
}
event.preventDefault();
event.stopPropagation();
this.startDragging(point, event.pointerId, dragTarget);
}
protected handlePointerMove = (event: PointerEvent): void => {
const point = this.getEventPoint(event);
if (this.profileKind === 'visibleRange') {
this.handleVisibleRangePointerMove(event, point);
return;
}
this.handleFixedRangePointerMove(event, point);
};
private handleVisibleRangePointerMove(event: PointerEvent, point: Point): void {
if (
this.mode !== 'dragging' ||
this.dragPointerId !== event.pointerId ||
this.activeDragTarget !== 'poc'
) {
return;
}
event.preventDefault();
this.moveVisibleRangeStart(point);
this.calculateProfile();
this.render();
}
private handleFixedRangePointerMove(event: PointerEvent, point: Point): void {
if (this.mode === 'drawing') {
this.updateDrawing(point);
return;
}
if (this.mode !== 'dragging' || this.dragPointerId !== event.pointerId) {
return;
}
event.preventDefault();
if (this.activeDragTarget === 'body') {
this.moveBody(point);
this.render();
return;
}
this.moveHandle(point);
this.render();
}
protected handlePointerUp = (event: PointerEvent): void => {
if (this.mode !== 'dragging' || this.dragPointerId !== event.pointerId) {
return;
}
this.finishDragging();
};
private startDrawing(point: Point): void {
const anchor = this.createAnchor(this.clampPointToContainer(point));
if (!anchor) {
return;
}
this.startAnchor = anchor;
this.endAnchor = anchor;
this.mode = 'drawing';
this.calculateProfile();
this.render();
}
private updateDrawing(point: Point): void {
const anchor = this.createAnchor(this.clampPointToContainer(point));
if (!anchor) {
return;
}
this.endAnchor = anchor;
this.calculateProfile();
this.render();
}
private finishDrawing(): void {
const geometry = this.getGeometry();
if (
this.profileKind === 'fixedRange' &&
(!geometry || geometry.width < MIN_PROFILE_SIZE || geometry.height < MIN_PROFILE_SIZE)
) {
if (this.removeSelf) {
this.removeSelf();
return;
}
this.resetToIdle();
return;
}
this.mode = 'ready';
this.resolveReady?.();
this.showCrosshair();
this.render();
}
private startDragging(point: Point, pointerId: number, dragTarget: Exclude<DragTarget, null>): void {
this.mode = 'dragging';
this.activeDragTarget = dragTarget;
this.dragPointerId = pointerId;
this.dragStartPoint = point;
this.dragGeometrySnapshot = this.getGeometry();
this.hideCrosshair();
this.render();
}
private finishDragging(): void {
this.mode = 'ready';
this.activeDragTarget = null;
this.dragPointerId = null;
this.dragStartPoint = null;
this.dragGeometrySnapshot = null;
this.showCrosshair();
this.render();
}
private resetToIdle(): void {
this.hidden = false;
this.mode = 'idle';
this.startAnchor = null;
this.endAnchor = null;
this.profileRows = [];
this.profileMinPrice = null;
this.profileMaxPrice = null;
this.activeDragTarget = null;
this.dragPointerId = null;
this.dragStartPoint = null;
this.dragGeometrySnapshot = null;
this.showCrosshair();
this.render();
}
private moveVisibleRangeStart(point: Point): void {
const { width } = this.getContainerSize();
if (width <= 0) {
return;
}
this.visibleRangeStartRatio = clamp(point.x / width, 0, MAX_VISIBLE_RANGE_START_RATIO);
}
private moveHandle(point: Point): void {
if (
!this.activeDragTarget ||
this.activeDragTarget === 'body' ||
this.activeDragTarget === 'poc'
) {
return;
}
const anchor = this.createAnchor(this.clampPointToContainer(point));
if (!anchor) {
return;
}
if (this.activeDragTarget === 'start') {
this.startAnchor = anchor;
}
if (this.activeDragTarget === 'end') {
this.endAnchor = anchor;
}
this.calculateProfile();
}
private moveBody(point: Point): void {
const geometry = this.dragGeometrySnapshot;
const { dragStartPoint } = this;
if (!geometry || !dragStartPoint) {
return;
}
const { width, height } = this.getContainerSize();
const rawOffsetX = point.x - dragStartPoint.x;
const rawOffsetY = point.y - dragStartPoint.y;
const offsetX = clamp(rawOffsetX, -geometry.left, width - geometry.right);
const offsetY = clamp(rawOffsetY, -geometry.top, height - geometry.bottom);
this.setAnchorsFromPoints(
{
x: geometry.startPoint.x + offsetX,
y: geometry.startPoint.y + offsetY,
},
{
x: geometry.endPoint.x + offsetX,
y: geometry.endPoint.y + offsetY,
},
);
}
private setAnchorsFromPoints(startPoint: Point, endPoint: Point): void {
const startAnchor = this.createAnchor(this.clampPointToContainer(startPoint));
const endAnchor = this.createAnchor(this.clampPointToContainer(endPoint));
if (!startAnchor || !endAnchor) {
return;
}
this.startAnchor = startAnchor;
this.endAnchor = endAnchor;
this.calculateProfile();
}
private getDragTarget(point: Point): Exclude<DragTarget, null> | null {
if (this.profileKind === 'visibleRange') {
return this.getVisibleRangeDragTarget(point);
}
return this.getFixedRangeDragTarget(point);
}
private getVisibleRangeDragTarget(point: Point): Exclude<DragTarget, null> | null {
const geometry = this.getGeometry();
if (!geometry) {
return null;
}
const pocY = this.getPocY(geometry);
if (
pocY !== null &&
isNearPoint(point, geometry.left, pocY, HANDLE_HIT_TOLERANCE)
) {
return 'poc';
}
if (this.containsPoint(point)) {
return 'body';
}
return null;
}
private getFixedRangeDragTarget(point: Point): Exclude<DragTarget, null> | null {
const geometry = this.getGeometry();
if (!geometry) {
return null;
}
if (
isNearPoint(
point,
geometry.startPoint.x,
geometry.startPoint.y,
HANDLE_HIT_TOLERANCE,
)
) {
return 'start';
}
if (
isNearPoint(
point,
geometry.endPoint.x,
geometry.endPoint.y,
HANDLE_HIT_TOLERANCE,
)
) {
return 'end';
}
if (this.containsPoint(point)) {
return 'body';
}
return null;
}
private containsPoint(point: Point): boolean {
const geometry = this.getGeometry();
if (!geometry) {
return false;
}
return isPointInBounds(point, geometry, BODY_HIT_TOLERANCE);
}
private calculateProfile(): void {
if (this.profileKind === 'visibleRange') {
this.calculateAnchoredVolumeProfile();
return;
}
this.calculateFixedRangeVolumeProfile();
}
private calculateAnchoredVolumeProfile(): void {
const visibleRange = this.chart.timeScale().getVisibleLogicalRange();
if (!visibleRange) {
this.clearProfile();
return;
}
const from = Number(visibleRange.from);
const to = Number(visibleRange.to);
const start = from + (to - from) * this.visibleRangeStartRatio;
this.calculateProfileByLogicalRange(start, to);
}
private calculateFixedRangeVolumeProfile(): void {
if (!this.startAnchor || !this.endAnchor) {
this.clearProfile();
return;
}
const leftFrameTime = Math.min(
Number(this.startAnchor.time),
Number(this.endAnchor.time),
);
const rightFrameTime = Math.max(
Number(this.startAnchor.time),
Number(this.endAnchor.time),
);
const candles = this.series.data() as SeriesCandleData[];
const selectedCandles: SeriesCandleData[] = [];
candles.forEach((candle) => {
const candleTime = Number(candle.time);
if (candleTime >= leftFrameTime && candleTime <= rightFrameTime) {
selectedCandles.push(candle);
}
});
this.calculateProfileByCandles(selectedCandles);
}
private calculateProfileByLogicalRange(fromLogical: number, toLogical: number): void {
const candles = this.series.data() as SeriesCandleData[];
if (!candles.length) {
this.clearProfile();
return;
}
const fromIndex = Math.max(0, Math.floor(Math.min(fromLogical, toLogical)));
const toIndex = Math.min(
candles.length - 1,
Math.ceil(Math.max(fromLogical, toLogical)),
);
if (fromIndex > toIndex) {
this.clearProfile();
return;
}
this.calculateProfileByCandles(candles.slice(fromIndex, toIndex + 1));
}
private calculateProfileByCandles(
candles: SeriesCandleData[],
fixedMinPrice?: number,
fixedMaxPrice?: number,
): void {
if (!candles.length && (fixedMinPrice === undefined || fixedMaxPrice === undefined)) {
this.clearProfile();
return;
}
let minPrice = fixedMinPrice ?? Infinity;
let maxPrice = fixedMaxPrice ?? -Infinity;
if (fixedMinPrice === undefined || fixedMaxPrice === undefined) {
candles.forEach((candle) => {
const price = this.getCandlePrice(candle);
if (price === null) {
return;
}
minPrice = Math.min(minPrice, this.getCandleLow(candle, price));
maxPrice = Math.max(maxPrice, this.getCandleHigh(candle, price));
});
}
if (!Number.isFinite(minPrice) || !Number.isFinite(maxPrice)) {
this.clearProfile();
return;
}
if (minPrice === maxPrice) {
maxPrice = minPrice + Math.max(Math.abs(minPrice) * 0.001, 1);
}
this.profileMinPrice = minPrice;
this.profileMaxPrice = maxPrice;
const priceStep = (maxPrice - minPrice) / PROFILE_ROW_COUNT;
const profileRows = this.createEmptyProfileRows(minPrice, priceStep);
candles.forEach((candle) => {
const volume = this.getCandleVolume(candle);
if (volume <= 0) {
return;
}
const price = this.getCandlePrice(candle);
if (price === null) {
return;
}
const candleHigh = this.getCandleHigh(candle, price);
const candleLow = this.getCandleLow(candle, price);
if (candleHigh < minPrice || candleLow > maxPrice) {
return;
}
const isBuyVolume = this.isBuyVolume(candle);
if (candleHigh === candleLow) {
addPointVolume(profileRows, candleHigh, volume, isBuyVolume);
return;
}
const highInRange = Math.min(maxPrice, candleHigh);
const lowInRange = Math.max(minPrice, candleLow);
const candleRange = candleHigh - candleLow;
profileRows.forEach((row) => {
const overlap = Math.max(
0,
Math.min(row.priceHigh, highInRange) -
Math.max(row.priceLow, lowInRange),
);
if (overlap <= 0) {
return;
}
addVolumeToRow(
row,
volume * (overlap / candleRange),
isBuyVolume,
);
});
});
this.profileRows = profileRows;
}
private createEmptyProfileRows(
minPrice: number,
priceStep: number,
): VolumeProfileDataRow[] {
const rows: VolumeProfileDataRow[] = [];
for (let index = 0; index < PROFILE_ROW_COUNT; index += 1) {
rows.push({
priceLow: minPrice + priceStep * index,
priceHigh: minPrice + priceStep * (index + 1),
buyVolume: 0,
sellVolume: 0,
totalVolume: 0,
});
}
return rows;
}
private clearProfile(): void {
this.profileRows = [];
this.profileMinPrice = null;
this.profileMaxPrice = null;
}
private getCandleVolume(candle: SeriesCandleData): number {
return (
this.getNumber(candle.customValues?.volume) ??
this.getNumber(candle.volume) ??
0
);
}
private getCandlePrice(candle: SeriesCandleData): number | null {
return (
this.getNumber(candle.close) ??
this.getNumber(candle.customValues?.close) ??
this.getNumber(candle.value) ??
this.getNumber(candle.customValues?.value)
);
}
private getCandleOpen(candle: SeriesCandleData): number | null {
return (
this.getNumber(candle.open) ??
this.getNumber(candle.customValues?.open)
);
}
private getCandleClose(candle: SeriesCandleData): number | null {
return (
this.getNumber(candle.close) ??
this.getNumber(candle.customValues?.close) ??
this.getNumber(candle.value) ??
this.getNumber(candle.customValues?.value)
);
}
private getCandleHigh(
candle: SeriesCandleData,
fallbackPrice: number,
): number {
return (
this.getNumber(candle.high) ??
this.getNumber(candle.customValues?.high) ??
fallbackPrice
);
}
private getCandleLow(
candle: SeriesCandleData,
fallbackPrice: number,
): number {
return (
this.getNumber(candle.low) ??
this.getNumber(candle.customValues?.low) ??
fallbackPrice
);
}
private isBuyVolume(candle: SeriesCandleData): boolean {
const open = this.getCandleOpen(candle);
const close = this.getCandleClose(candle);
if (open === null || close === null) {
return true;
}
return close >= open;
}
private getNumber(value: unknown): number | null {
return typeof value === 'number' && Number.isFinite(value) ? value : null;
}
protected getGeometry(): VolumeProfileGeometry | null {
if (this.profileKind === 'visibleRange') {
return this.getAnchoredVolumeProfileGeometry();
}
return this.getFixedRangeVolumeProfileGeometry();
}
private getAnchoredVolumeProfileGeometry(): VolumeProfileGeometry | null {
if (this.profileMinPrice === null || this.profileMaxPrice === null) {
return null;
}
const { width, height } = this.getContainerSize();
const topCoordinate = getYCoordinateFromPrice(
this.series,
this.profileMaxPrice,
);
const bottomCoordinate = getYCoordinateFromPrice(
this.series,
this.profileMinPrice,
);
if (topCoordinate === null || bottomCoordinate === null) {
return null;
}
const left = clamp(
Math.round(width * this.visibleRangeStartRatio),
0,
width,
);
const right = width;
const top = clamp(
Math.round(
Math.min(Number(topCoordinate), Number(bottomCoordinate)),
),
0,
height,
);
const bottom = clamp(
Math.round(
Math.max(Number(topCoordinate), Number(bottomCoordinate)),
),
0,
height,
);
return {
startPoint: {
x: left,
y: top,
},
endPoint: {
x: right,
y: bottom,
},
left,
right,
top,
bottom,
width: right - left,
height: bottom - top,
};
}
private getFixedRangeVolumeProfileGeometry(): VolumeProfileGeometry | null {
if (!this.startAnchor || !this.endAnchor) {
return null;
}
if (this.profileMinPrice === null || this.profileMaxPrice === null) {
return null;
}
const startX = getXCoordinateFromTime(
this.chart,
this.startAnchor.time,
this.series,
);
const endX = getXCoordinateFromTime(
this.chart,
this.endAnchor.time,
this.series,
);
const startY = getYCoordinateFromPrice(
this.series,
this.profileMinPrice,
);
const endY = getYCoordinateFromPrice(
this.series,
this.profileMaxPrice,
);
if (
startX === null ||
endX === null ||
startY === null ||
endY === null
) {
return null;
}
const { width, height } = this.getContainerSize();
const startPoint = {
x: clamp(Math.round(Number(startX)), 0, width),
y: clamp(Math.round(Number(startY)), 0, height),
};
const endPoint = {
x: clamp(Math.round(Number(endX)), 0, width),
y: clamp(Math.round(Number(endY)), 0, height),
};
const left = Math.min(startPoint.x, endPoint.x);
const right = Math.max(startPoint.x, endPoint.x);
const top = Math.min(startPoint.y, endPoint.y);
const bottom = Math.max(startPoint.y, endPoint.y);
return {
startPoint,
endPoint,
left,
right,
top,
bottom,
width: right - left,
height: bottom - top,
};
}
private getPocY(geometry: VolumeProfileGeometry): number | null {
return this.getProfileRenderRows(geometry).pocY;
}
private getProfileRenderRows(
geometry: VolumeProfileGeometry,
): {
rows: VolumeProfileRenderRow[];
pocY: number | null;
} {
if (!this.profileRows.length) {
return {
rows: [],
pocY: null,
};
}
const maxVolume = this.profileRows.reduce(
(max, row) => Math.max(max, row.totalVolume),
0,
);
if (maxVolume <= 0) {
return {
rows: [],
pocY: null,
};
}
let pocY: number | null = null;
let pocVolume = 0;
const rows = this.profileRows
.map((row) => {
const highY = getYCoordinateFromPrice(this.series, row.priceHigh);
const lowY = getYCoordinateFromPrice(this.series, row.priceLow);
if (highY === null || lowY === null) {
return null;
}
const top = clamp(
Math.min(Number(highY), Number(lowY)),
geometry.top,
geometry.bottom,
);
const bottom = clamp(
Math.max(Number(highY), Number(lowY)),
geometry.top,
geometry.bottom,
);
if (row.totalVolume > pocVolume) {
pocVolume = row.totalVolume;
pocY = (top + bottom) / 2;
}
return {
top,
height: Math.max(1, bottom - top),
buyWidth: (geometry.width * row.buyVolume) / maxVolume,
sellWidth: (geometry.width * row.sellVolume) / maxVolume,
};
})
.filter((row): row is VolumeProfileRenderRow => row !== null);
return {
rows,
pocY,
};
}
private createAnchor(point: Point): Anchor | null {
return getAnchorFromPoint(this.chart, this.series, point);
}
private getContainerSize(): { width: number; height: number } {
return getElementContainerSize(this.container);
}
private clampPointToContainer(point: Point): Point {
return clampPointToContainerInElement(point, this.container);
}
}
function addPointVolume(
profileRows: VolumeProfileDataRow[],
price: number,
volume: number,
isBuyVolume: boolean,
): void {
const row = profileRows.find((item, index) => {
const isLastRow = index === profileRows.length - 1;
return (
price >= item.priceLow &&
(price < item.priceHigh || isLastRow)
);
});
if (!row) {
return;
}
addVolumeToRow(row, volume, isBuyVolume);
}
function addVolumeToRow(
row: VolumeProfileDataRow,
volume: number,
isBuyVolume: boolean,
): void {
if (isBuyVolume) {
row.buyVolume += volume;
} else {
row.sellVolume += volume;
}
row.totalVolume += volume;
}