 ramseshk
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8855c013a6
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3D Order Book Depth Map: Plotly.js + Three.js live visualization
Architecture:
- depth-map-utils.ts: L2RingBuffer, l2SnapshotsToSurface, computeImbalance
└─ O(1) ring buffer, 60-snapshot capacity
└─ Surface matrix: ±50 bps × 100 resolution
└─ Imbalance formula: I = (V_b-V_a)/(V_b+V_a) with wall detection
- depth-map-plotly.tsx: Plotly.js 3D Surface
└─ 7-stop warm colorscale (dark→amber→gold)
└─ contour projection, ambient+diffuse lighting
└─ Live imbalance overlay: gauge bar + formula
└─ uirevision for stable camera on updates
- depth-map-three.tsx: Three.js high-perf alternative
└─ BufferGeometry + vertex colors + OrbitControls
└─ 60fps suitable, WebGL renderer with alpha
└─ Warm gradient matching Plotly colorscale
└─ Double-sided faces, dark grid helper
- obi-detail.tsx: Combined strategy detail panel
└─ Engine toggle: Plotly.js ↔ Three.js
└─ Synthetic data generation for testing
└─ 6-stat metrics row (PnL, BTC B&H, Sharpe, Hit Rate, Max DD, Signal)
└─ Equity curve comparison + trade history table
- Page integration: OBI strategy triggers dedicated 3D view
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2026-08-05 06:11:33 +00:00 |
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