New plot type request.
A market depth chart from an exchange order book: cumulative bid volume as a green step area rising to the left of the mid price, cumulative ask volume as a red step area rising to the right, with the bid-ask spread gap at the center, price on the x-axis and cumulative quantity on the y-axis, optionally annotated with mid price and spread.
Why: iconic chart in every trading and crypto exchange UI; finance is the largest domain family in the catalog (candlestick, ohlc, renko, kagi, point-and-figure, six indicator specs) yet the depth chart is missing. A snapshot of an order book is fully static-renderable.
New plot type request.
A market depth chart from an exchange order book: cumulative bid volume as a green step area rising to the left of the mid price, cumulative ask volume as a red step area rising to the right, with the bid-ask spread gap at the center, price on the x-axis and cumulative quantity on the y-axis, optionally annotated with mid price and spread.
Why: iconic chart in every trading and crypto exchange UI; finance is the largest domain family in the catalog (candlestick, ohlc, renko, kagi, point-and-figure, six indicator specs) yet the depth chart is missing. A snapshot of an order book is fully static-renderable.