Fix OBI depth map: single unified 3D surface, no subplots

- Single surface spanning -50 to +50 bps (bid left, ask right)
- Clean warm amber/gold colorscale with contour projection
- NaN/Infinity filtering on Z matrix for clean rendering
- ResizeObserver for responsive canvas sizing
- uirevision v2 for stable camera across updates
- Removed dual-subplot approach (single colorbar, single scene)
- Imbalance overlay: +0.051 style with wall detection + formula
- L2RingBuffer unchanged, l2SnapshotsToSurface produces 60-row matrix

dashboard-next/src/components/depth-map-plotly.tsx

@@ -1,129 +1,118 @@
 "use client";
 
-import { useEffect, useRef } from "react";
+import { useEffect, useRef, useState, useCallback } from "react";
-import type { DualSurfaceData, ImbalanceMetrics } from "@/lib/depth-map-utils";
+import type { SurfaceData, ImbalanceMetrics } from "@/lib/depth-map-utils";
 
 /**
- * Order Book Depth Map — Plotly.js 3D Subplots
+ * Order Book Depth Map — Plotly.js 3D Surface
  *
- * Two synchronized 3D surfaces side by side:
+ * Single unified surface: X = distance from mid (bps, -50 to +50),
- *   Left:  BID depth (negative bps, green-warm colorscale)
+ * Y = snapshot index (oldest → newest), Z = resting size (BTC).
- *   Right: ASK depth (positive bps, red-warm colorscale)
  *
- * Features:
+ * Warm amber/gold colorscale on dark background.
- *   - Synchronized camera across both subplots using scene anchors
+ * Live imbalance overlay with formula + wall detection.
- *   - Independent colorbars per side (green for bids, red for asks)
- *   - Live imbalance overlay with formula + wall detection
- *   - Contour projection on Z=0 plane
  */
 
 interface Props {
-  dual: DualSurfaceData | null;
+  surface: SurfaceData | null;
   metrics: ImbalanceMetrics | null;
   height?: number;
 }
 
-const BID_COLORSCALE = [
+const COLORSCALE = [
-  [0, "rgb(5,10,25)"],
+  [0, "rgb(8,8,18)"],
-  [0.25, "rgb(10,30,70)"],
+  [0.2, "rgb(18,18,48)"],
-  [0.5, "rgb(20,60,120)"],
+  [0.4, "rgb(50,25,90)"],
-  [0.7, "rgb(40,130,80)"],
+  [0.6, "rgb(140,60,30)"],
-  [0.85, "rgb(80,200,60)"],
+  [0.75, "rgb(210,110,30)"],
-  [0.95, "rgb(150,240,100)"],
+  [0.88, "rgb(245,170,45)"],
-  [1, "rgb(200,255,160)"],
+  [0.96, "rgb(255,220,100)"],
+  [1, "rgb(255,245,190)"],
 ];
 
-const ASK_COLORSCALE = [
+export function DepthMapPlotly({ surface, metrics, height = 440 }: Props) {
-  [0, "rgb(25,5,10)"],
-  [0.25, "rgb(70,10,30)"],
-  [0.5, "rgb(120,20,60)"],
-  [0.7, "rgb(200,40,40)"],
-  [0.85, "rgb(240,80,30)"],
-  [0.95, "rgb(255,160,60)"],
-  [1, "rgb(255,220,140)"],
-];
-
-export function DepthMapPlotly({ dual, metrics, height = 440 }: Props) {
   const containerRef = useRef<HTMLDivElement>(null);
-  const plotlyRef = useRef<any>(null);
+  const plotlyReady = useRef(false);
-  const revisionRef = useRef(0);
+  const [loaded, setLoaded] = useState(false);
-  const initRef = useRef(false);
 
-  // Load Plotly once
+  // Load Plotly CDN once
   useEffect(() => {
-    if ((window as any).Plotly) return;
+    if ((window as any).Plotly) {
-    const script = document.createElement("script");
+      setLoaded(true);
-    script.src = "https://cdn.plot.ly/plotly-3.0.0.min.js";
+      return;
-    script.async = true;
+    }
-    script.onload = () => revisionRef.current++;
+    const s = document.createElement("script");
-    document.head.appendChild(script);
+    s.src = "https://cdn.plot.ly/plotly-3.0.0.min.js";
-    return () => { script.remove(); };
+    s.async = true;
+    s.onload = () => setLoaded(true);
+    document.head.appendChild(s);
+    return () => { s.remove(); };
   }, []);
 
-  // Render subplots
+  // Render / update chart
   useEffect(() => {
-    if (!containerRef.current || !dual || !(window as any).Plotly) return;
+    if (!containerRef.current || !loaded || !surface) return;
     const Plotly = (window as any).Plotly;
+    if (!Plotly) return;
 
-    const bidTrace: any = {
+    const cw = containerRef.current.clientWidth || 800;
+
+    // Build trace — ensure no NaN/Infinity values
+    const cleanZ = surface.z.map(row =>
+      row.map(v => (isFinite(v) && v > 0 ? v : 0))
+    );
+
+    const trace = {
       type: "surface",
-      x: dual.bid.x,
+      x: surface.x,
-      y: dual.bid.y,
+      y: surface.y,
-      z: dual.bid.z,
+      z: cleanZ,
-      colorscale: BID_COLORSCALE,
+      colorscale: COLORSCALE,
-      colorbar: {
-        title: { text: "BID Size (BTC)", font: { color: "#6f6", size: 10 } },
-        tickfont: { color: "#888", size: 8 },
-        thickness: 10,
-        len: 0.45,
-        x: 0.46,
-        y: 0.5,
-        yanchor: "middle",
-      },
       contours: {
-        z: { show: true, usecolormap: true, highlightcolor: "rgba(100,255,100,0.2)", project: { z: true } },
+        z: {
+          show: true,
+          usecolormap: true,
+          highlightcolor: "rgba(255,255,255,0.25)",
+          project: { z: true },
         },
-      lighting: { ambient: 0.55, diffuse: 0.6, specular: 0.3, roughness: 0.5, fresnel: 0.2 },
+      },
-      lightposition: { x: -100, y: 200, z: 200 },
+      lighting: {
-      scene: "scene",
+        ambient: 0.5,
-      name: "Bids",
+        diffuse: 0.7,
+        specular: 0.25,
+        roughness: 0.45,
+        fresnel: 0.15,
+      },
+      lightposition: { x: 150, y: 250, z: 350 },
       showscale: true,
+      colorbar: {
+        title: { text: "Resting Size", font: { color: "#999", size: 10 } },
+        tickfont: { color: "#777", size: 8 },
+        thickness: 14,
+        len: 0.65,
+        x: 1.02,
+      },
     };
 
-    const askTrace: any = {
+    const layout: any = {
-      type: "surface",
+      title: {
-      x: dual.ask.x,
+        text: "ORDER BOOK IMBALANCE • BTC-USD-PERP",
-      y: dual.ask.y,
+        font: { size: 12, color: "#ccc", family: "Inter, sans-serif" },
-      z: dual.ask.z,
+        x: 0.03,
-      colorscale: ASK_COLORSCALE,
+        y: 0.98,
-      colorbar: {
-        title: { text: "ASK Size (BTC)", font: { color: "#f66", size: 10 } },
-        tickfont: { color: "#888", size: 8 },
-        thickness: 10,
-        len: 0.45,
-        x: 1.0,
-        y: 0.5,
-        yanchor: "middle",
       },
-      contours: {
+      paper_bgcolor: "rgba(0,0,0,0)",
-        z: { show: true, usecolormap: true, highlightcolor: "rgba(255,100,100,0.2)", project: { z: true } },
+      plot_bgcolor: "rgba(0,0,0,0)",
-      },
+      scene: {
-      lighting: { ambient: 0.55, diffuse: 0.6, specular: 0.3, roughness: 0.5, fresnel: 0.2 },
-      lightposition: { x: 100, y: 200, z: 200 },
-      scene: "scene2",
-      name: "Asks",
-      showscale: true,
-    };
-
-    const sceneLayout = (title: string, xTitle: string) => ({
         xaxis: {
-        title: { text: xTitle, font: { size: 9, color: "#666" } },
+          title: { text: "Distance from Mid (bps)", font: { size: 9, color: "#666" } },
           gridcolor: "rgba(255,255,255,0.04)",
-        zerolinecolor: "rgba(255,255,255,0.1)",
+          zerolinecolor: "rgba(255,255,255,0.12)",
           tickfont: { size: 8, color: "#555" },
+          range: [-55, 55],
         },
         yaxis: {
-        title: { text: "Time →", font: { size: 9, color: "#666" } },
+          title: { text: "Snapshot Index (oldest → newest)", font: { size: 9, color: "#666" } },
           gridcolor: "rgba(255,255,255,0.04)",
           tickfont: { size: 8, color: "#555" },
         },
@@ -133,37 +122,15 @@ export function DepthMapPlotly({ dual, metrics, height = 440 }: Props) {
           tickfont: { size: 8, color: "#555" },
         },
         camera: {
-        eye: { x: 1.4, y: 1.3, z: 0.9 },
+          eye: { x: 1.5, y: 1.2, z: 0.95 },
-        center: { x: 0, y: 0, z: -0.05 },
+          center: { x: 0, y: 0, z: -0.08 },
         },
-      aspectmode: "manual" as const,
+        aspectmode: "manual",
-      aspectratio: { x: 1.2, y: 1.0, z: 0.55 },
+        aspectratio: { x: 1.5, y: 1.0, z: 0.55 },
         bgcolor: "rgba(0,0,0,0)",
-      annotations: [{
-        text: title,
-        font: { size: 11, color: "#aaa" },
-        showarrow: false,
-        x: 0.5,
-        y: 1.05,
-        xref: "paper" as const,
-        yref: "paper" as const,
-      }],
-    });
-
-    const layout: any = {
-      title: {
-        text: "ORDER BOOK IMBALANCE • BTC-USD-PERP",
-        font: { size: 12, color: "#ccc", family: "Inter, sans-serif" },
-        x: 0.02,
-        y: 0.98,
       },
-      paper_bgcolor: "rgba(0,0,0,0)",
+      margin: { l: 0, r: 30, t: 32, b: 0 },
-      plot_bgcolor: "rgba(0,0,0,0)",
+      uirevision: "obi-surface-v2",
-      grid: { rows: 1, columns: 2, pattern: "independent", roworder: "top to bottom" },
-      scene: sceneLayout("BID DEPTH (Liquidity Wall)", "bps from Mid →"),
-      scene2: sceneLayout("ASK DEPTH (Sell Pressure)", "← bps from Mid"),
-      margin: { l: 0, r: 10, t: 30, b: 0 },
-      uirevision: `obi-subplots-v1`,
       autosize: true,
       font: { color: "#888" },
     };
@@ -175,71 +142,59 @@ export function DepthMapPlotly({ dual, metrics, height = 440 }: Props) {
       responsive: true,
     };
 
-    // Sync both scene cameras when one moves
+    if (plotlyReady.current) {
-    const syncCameras = () => {
+      Plotly.react(containerRef.current, [trace], layout, config);
-      if (!containerRef.current) return;
-      const gd = containerRef.current as any;
-      if (!gd._fullLayout?.scene?._scene?.camera) return;
-      if (initRef.current) return;
-      initRef.current = true;
-
-      // Link scene2 camera to scene1
-      try {
-        const s1 = gd._fullLayout.scene._scene;
-        const s2 = gd._fullLayout.scene2?._scene;
-        if (s1 && s2 && s1.glplot && s2.glplot) {
-          // Mirror scene1 camera to scene2 on drag
-          const origEye = { ...s2.camera.eye };
-          const sync = () => {
-            if (s2.camera.eye.x !== s1.camera.eye.x) {
-              s2.camera.eye.set(-s1.camera.eye.x, s1.camera.eye.y, s1.camera.eye.z);
-              s2.camera.up.set(0, 0, 1);
-              s2.glplot.updateCamera();
-            }
-            requestAnimationFrame(sync);
-          };
-          sync();
-        }
-      } catch { /* ignore sync errors */ }
-    };
-
-    if (plotlyRef.current) {
-      Plotly.react(containerRef.current, [bidTrace, askTrace], layout, config).then(syncCameras);
     } else {
-      Plotly.newPlot(containerRef.current, [bidTrace, askTrace], layout, config).then(syncCameras);
+      Plotly.newPlot(containerRef.current, [trace], layout, config);
-      plotlyRef.current = true;
+      plotlyReady.current = true;
     }
-  }, [dual]);
+  }, [surface, loaded]);
+
+  // Resize on container width change
+  useEffect(() => {
+    const obs = new ResizeObserver(() => {
+      const Plotly = (window as any).Plotly;
+      if (containerRef.current && Plotly) {
+        Plotly.Plots.resize(containerRef.current);
+      }
+    });
+    if (containerRef.current) obs.observe(containerRef.current);
+    return () => obs.disconnect();
+  }, []);
 
   return (
     <div className="relative">
       <div ref={containerRef} style={{ width: "100%", height }} />
 
-      {/* Imbalance Overlay — placed between the two subplots */}
+      {/* Imbalance Overlay */}
       {metrics && (
-        <div className="absolute top-3 left-1/2 -translate-x-1/2 z-10 flex flex-col gap-2 pointer-events-none">
+        <div className="absolute top-3 right-4 z-10 flex flex-col gap-2 pointer-events-none">
-          <div className="bg-black/75 backdrop-blur-lg rounded-lg px-4 py-2.5 border border-white/10 text-center">
+          <div className="bg-black/70 backdrop-blur-lg rounded-lg px-3.5 py-2.5 border border-white/10">
-            <p className="text-[8px] text-muted-foreground uppercase tracking-widest mb-0.5">Live Imbalance</p>
+            <p className="text-[8px] text-muted-foreground uppercase tracking-widest mb-1">Live Imbalance</p>
-            <div className="flex items-center justify-center gap-2">
+            <div className="flex items-center gap-2">
-              <span className={`text-xl font-mono font-bold ${metrics.imbalance > 0 ? "text-green-400" : "text-red-400"}`}>
+              <span
+                className={`text-xl font-mono font-bold ${metrics.imbalance > 0.005 ? "text-green-400" : metrics.imbalance < -0.005 ? "text-red-400" : "text-zinc-400"}`}
+              >
                 {metrics.imbalance > 0 ? "+" : ""}{metrics.imbalance.toFixed(3)}
               </span>
             </div>
             {metrics.wallSide !== "none" && (
-              <span className={`text-[9px] ${metrics.wallSide === "bid" ? "text-green-400/80" : "text-red-400/80"}`}>
+              <p className={`text-[9px] mt-0.5 ${metrics.wallSide === "bid" ? "text-green-400/80" : "text-red-400/80"}`}>
-                Wall stacked on {metrics.wallSide === "bid" ? "BIDS ▲" : "ASKS ▼"}
+                Wall: {metrics.wallSide.toUpperCase()}S ({(metrics.wallStrength ?? 0).toFixed(1)})
-              </span>
+              </p>
             )}
-            {/* Gauge bar */}
+            <div className="w-full h-1 bg-white/10 rounded-full mt-1.5 overflow-hidden">
-            <div className="w-32 h-1 bg-white/10 rounded-full mt-1.5 mx-auto overflow-hidden">
               <div
                 className={`h-full rounded-full ${metrics.imbalance >= 0 ? "bg-green-500" : "bg-red-500"}`}
-                style={{ width: `${Math.min(Math.abs(metrics.imbalance) * 400, 100)}%`, marginLeft: metrics.imbalance >= 0 ? "50%" : `${50 - Math.min(Math.abs(metrics.imbalance) * 400, 100) / 2}%` }}
+                style={{
+                  width: `${Math.min(Math.abs(metrics.imbalance) * 350, 100)}%`,
+                  marginLeft: metrics.imbalance >= 0 ? "50%" : `${50 - Math.min(Math.abs(metrics.imbalance) * 350, 100) / 2}%`,
+                }}
               />
             </div>
           </div>
-          <div className="bg-black/75 backdrop-blur-lg rounded-lg px-3 py-1.5 border border-white/10 text-center">
+          <div className="bg-black/70 backdrop-blur-lg rounded-lg px-3 py-1.5 border border-white/10">
-            <p className="text-[8px] text-muted-foreground font-mono leading-relaxed">
+            <p className="text-[8px] text-muted-foreground font-mono">
               I = (V<sub>b</sub> − V<sub>a</sub>) / (V<sub>b</sub> + V<sub>a</sub>)
             </p>
           </div>

dashboard-next/src/components/obi-detail.tsx

@@ -7,8 +7,8 @@ import { Table, TableBody, TableCell, TableHead, TableHeader, TableRow } from "@
 import { DepthMapPlotly } from "@/components/depth-map-plotly";
 import { EquityChart } from "@/components/equity-chart";
 import {
-  type L2Snapshot, type DualSurfaceData, type ImbalanceMetrics,
+  type L2Snapshot, type SurfaceData, type ImbalanceMetrics,
-  L2RingBuffer, l2SnapshotsToDualSurface, computeImbalance, generateSyntheticSnapshots,
+  L2RingBuffer, l2SnapshotsToSurface, computeImbalance, generateSyntheticSnapshots,
 } from "@/lib/depth-map-utils";
 import type { Strategy, Trade, LiveMetrics } from "@/lib/types";
 import { Activity } from "lucide-react";
@@ -45,8 +45,8 @@ export function OBIDetail({ strategy, strategyName, equityData, trades, liveData
 
   // Compute dual surface + metrics
   const snapsNow = ringBuffer.current.snapshot();
-  const dualNow: DualSurfaceData | null = snapsNow.length >= 3
+  const surfaceNow: SurfaceData | null = snapsNow.length >= 3
-    ? l2SnapshotsToDualSurface(snapsNow, 50, 50)
+    ? l2SnapshotsToSurface(snapsNow, 50, 60)
     : null;
   const metricsNow: ImbalanceMetrics | null = snapsNow.length > 0
     ? computeImbalance(snapsNow[snapsNow.length - 1])
@@ -83,7 +83,7 @@ export function OBIDetail({ strategy, strategyName, equityData, trades, liveData
 
       {/* 3D Subplots: Bid (left) + Ask (right) */}
       <Card className="overflow-hidden border-border">
-        <DepthMapPlotly dual={dualNow} metrics={metricsNow} height={440} />
+        <DepthMapPlotly surface={surfaceNow} metrics={metricsNow} height={440} />
       </Card>
 
       {/* Metrics Row */}