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@rekurt/depth

Professional, framework-agnostic depth chart for web trading interfaces.

Project website · Interactive demo · All projects by rekurt

Institutional-grade order-book depth visualization without a heavy charting runtime.

@rekurt/depth renders cumulative order-book liquidity on a canvas with a small TypeScript API, deterministic book math, and no charting runtime dependency. It is built for product teams that need a serious market-depth primitive they can wrap in React, Vue, Svelte, or plain DOM code without pulling in a full exchange UI.

Why

Most depth-chart widgets are either demo-level SVG toys or large charting packages with order-book math bolted on. This package keeps the core narrow: normalize the book, compute the view and metrics, render a restrained canvas chart, and expose the state you need for a professional trading UI.

Highlights

• Framework-agnostic DepthChart class with a stable imperative API.
• Canvas renderer with separate interaction layer for hover/crosshair state.
• Typed-array render view for predictable memory layout and fast redraws.
• Deterministic aggregation for duplicate prices and zero-volume deletion.
• Correct cumulative depth direction for bids and asks.
• Centered price domain by default so the midpoint stays visually centered.
• Optional fit-domain mode for full-range inspection.
• Dark and light themes tuned for institutional fintech surfaces.
• ESM and CommonJS builds with TypeScript declarations.

Visual Direction

The demo is intentionally styled as a dense institutional trading surface: graphite/ink dark mode, cold premium light mode, muted liquidity fills, neutral spread treatment, and bid/ask color used only as signal. The renderer avoids decorative gradients and exchange-clone glow so the chart can sit inside a serious SaaS or brokerage product without visual noise.

Install

Install the package with npm:

npm install @rekurt/depth

ES modules, CommonJS, and TypeScript declarations are included. Node.js 18.18+ is supported for consuming the package; building the source requires Node.js 22.13+ (or 24+).

To try the source demo instead, run these commands from the depth checkout:

npm install --prefix examples/core
npm run dev:example

Quick Start

import { DepthChart } from '@rekurt/depth';

const container = document.createElement('div');
container.style.cssText = 'width: 100%; height: 400px';
document.body.appendChild(container);

const chart = new DepthChart({
  container,
  theme: 'auto',
  maxLevels: 80,
  priceDomainMode: 'centered',
  shape: 'step',
  showSpread: true,
  showMidLine: true,
  showLabels: true,
  data: {
    bids: [
      { price: 99, volume: 2 },
      { price: 98, volume: 4 },
    ],
    asks: [
      { price: 101, volume: 3 },
      { price: 102, volume: 5 },
    ],
  },
  onHover(level) {
    console.log(level);
  },
});

chart.setData({
  bids: [{ price: 99, volume: 3 }, { price: 98, volume: 5 }],
  asks: [{ price: 101, volume: 4 }, { price: 102, volume: 6 }],
});
chart.updateOptions({ maxLevels: 120, shape: 'linear' });

const metrics = chart.getMetrics();
console.log(metrics.spread, metrics.spreadBps, metrics.imbalance);

chart.fitAll();
// When removing this view, call chart.destroy().

The package does not ship a framework wrapper. In React/Vue/Svelte, mount the chart once, feed snapshots through setData, and call destroy on unmount.

Data Contract

interface DepthSnapshot {
  bids: DepthLevel[];
  asks: DepthLevel[];
  midPrice?: number;
  timestamp?: number;
  sequence?: number | string;
}

interface DepthLevel {
  price: number;
  volume: number;
}

Validation rules:

• price must be a finite positive number.
• volume must be a finite non-negative number.
• Duplicate prices are merged by summing volume.
• Merged zero-volume levels are removed from the render view.

Book view rules:

• Bids are selected as the best N levels by descending price, then returned in ascending price order for left-to-right rendering.
• Asks are selected as the best N levels by ascending price and returned in ascending price order.
• Bid cumulative depth is computed from best bid outward.
• Ask cumulative depth is computed from best ask outward.
• maxLevels is applied before cumulative values are computed.

Metrics:

spread = bestAsk - bestBid
midPrice = explicitMidPrice ?? (bestBid + bestAsk) / 2
spreadBps = spread / midPrice * 10000
imbalance = (bidTotal - askTotal) / (bidTotal + askTotal)

For an empty book, imbalance is 0. For one-sided books without an explicit midpoint, midPrice, spread, and spreadBps are null.

Price Domain

The default domain mode is centered.

new DepthChart({
  container,
  data,
  priceDomainMode: 'centered',
});

When both sides are present, the chart expands symmetrically around midPrice. That keeps the spread/midline visually centered even when one side has a wider price range.

Use fit when you want the smallest domain that contains all visible levels:

chart.updateOptions({ priceDomainMode: 'fit' });

API

const chart = new DepthChart(options);

Methods:

• setData(snapshot) validates and renders a new order-book snapshot.
• updateOptions(options) changes render/data options without rebuilding DOM.
• setTheme(theme) accepts 'dark', 'light', 'auto', or explicit colors.
• fitAll() resets the viewport domain to the current snapshot.
• resize(width, height) manually resizes the canvas layers.
• destroy() removes DOM/event resources and is idempotent.
• getSnapshot() returns a defensive copy of the latest raw snapshot.
• getView() returns the typed-array render view.
• getMetrics() returns best bid/ask, spread, bps, totals, and imbalance.

Useful options:

• maxLevels: keep only the best N merged levels per side.
• priceDomainMode: 'centered' or 'fit'.
• shape: 'step' or 'linear'.
• showGrid, showSpread, showMidLine, showLabels: chart chrome toggles.
• emptyMessage: no-data state text.
• priceFormat, volumeFormat: format axes, labels, and tooltip values.
• onHover: receives the nearest visible level or null.
• onError: receives validation/render/interaction errors.

Theming

Use a built-in theme:

chart.setTheme('dark');
chart.setTheme('light');
chart.setTheme('auto');

Or pass explicit colors:

chart.setTheme({
  background: '#090e13',
  grid: '#17232c',
  axis: '#2a3945',
  text: '#d8e2ea',
  mutedText: '#748594',
  bidLine: '#4fb783',
  bidFill: 'rgba(79, 183, 131, 0.12)',
  askLine: '#d96a6a',
  askFill: 'rgba(217, 106, 106, 0.12)',
  midLine: '#9aa7b2',
  crosshair: '#aeb8c2',
});

The renderer intentionally uses restrained solid translucent fills instead of heavy gradients. Spread is rendered as a neutral band, not as a red/green decorative separator.

Example

The repository includes a vanilla Vite demo with synthetic BTC/ETH/SOL books, desktop/mobile layouts, a centered order-book ladder, hover inspection, and dark/light themes.

Try the interactive demo. All displayed prices and volumes are synthetic; the demo has no live market feed.

npm run dev:example

Build And Verify

npm install
npm test
npm run typecheck
npm run lint
npm run build
npm run build:example
npm pack --dry-run

npm pack --dry-run verifies that the published tarball contains README.md, ESM/CJS builds, sourcemaps, and TypeScript declarations.

Package Surface

The public package intentionally stays small:

• DepthChart
• DepthBuffer
• DepthViewport
• DepthRenderer
• TypeScript types for snapshots, levels, metrics, themes, and options.

The core API is DOM/canvas-based and framework-independent.

License

MIT