Module overlays 

Order flow visualizations for the price pane.

Use the footprint renderer with executed volume at price, LiquidityHeatmap with depth history, or HeatmapStrip with per-bar delta and volume. The chart also exposes volume bubble configuration through VolumeBubblesConfig.

Structs

FootprintConfig

Footprint appearance. Supply colours from the host’s theme. Serializable, so a host can keep it with its chart settings; fields missing from older documents take their defaults.

HeatmapCell

A single cell in the heatmap strip

HeatmapStrip

Heatmap strip visualization

HeatmapStripConfig

Configuration for the heatmap strip

LiquidityHeatmap

A liquidity heatmap backed by bounded texture tiles. Retain it between frames.

LiquidityHeatmapConfig

Brightness and resting-size range of the liquidity heatmap. Defaults retain logarithmic shading against each column’s largest size, at 75% opacity. Does not change the sampled depth, best bid/ask lines or live book profile. Serializable for host chart settings.

OrderBookView

How the live book is shown by the heatmap’s profile and by a depth ladder: which individual orders count, what a bar measures, and which orders are highlighted. Its tiers also mark the heatmap’s cells. The defaults show the aggregate book as the feed sends it. Serializable, so a host can keep it with its chart settings; fields missing from older documents take their defaults.

TradeProfileSettings

Display settings of the chart’s execution-based session profiles. Defaults retain the stacked session histogram, with optional annotations hidden.

VolumeBubblesConfig

Configuration for volume bubbles overlay. Serializable, so a host can keep it with its chart settings; fields missing from older documents take their defaults.

Enums

BookProfile

What the length of a bar of the book profile shows.

BubbleColor

What the colour of a bubble shows.

BubbleGrouping

Which trades share a bubble. Each group is one bubble, whatever the chart’s bar interval, except for Automatic.

BubbleScalingMode

How to scale bubble sizes

FootprintColor

What determines a footprint cell’s colour.

FootprintMode

Numbers shown in a footprint column.

Functions

pullback_range

The rows of a bar between its close and the extreme it reached beyond the close: from the close up to the highest traded row when the bar closed at or above its open, and from the lowest traded row up to the close when it closed below. Returns inclusive level keys of flow, or None when the bar has no executions or closed on its extreme row. The range follows the bar as it develops, and it only selects rows: their executed volume is never changed.

render_book_profile

Draws the profile of queue’s orders, or of book when the feed sends aggregate depth only, as bars growing left from the right edge of mapping.rect, longest 60 points, tick high at each price, centred on it. Bids use colors[0] and asks colors[1], unless the largest order at the price reaches a tier of the view, drawn in OrderBookView::tier_color with the painter’s active theme. Fails, drawing nothing, when the view needs individual orders and the feed has none, so that the host can say the filtering is unavailable. A key identifies the measure, quantity unit and maximum across all supplied levels, including offscreen ones, after filtering. Hovering a row anywhere in the 60-point strip shows its exact price, side and measured resting size, without abbreviating quantities.

render_footprint

Draws visible footprint bars, bounded by the visible bar range and clipped to mapping.rect.

render_footprint_statistics

Draws a compact per-bar statistics table under the footprint at the same x coordinates. Rows show total, bid, ask, delta, minimum and maximum intrabar delta, cumulative delta, delta percentage, and ask/bid ratio (undefined for zero volume or bid). Bars before Footprint::complete_from get no column and no share of the cumulative delta. Shared labels occupy the left margin. Numeric columns stay aligned with their bars and use unabbreviated volume values when they fit, then compact units. Percentages have one decimal and ask/bid ratios two decimals. A column cut by the margin or plot edge is omitted as a whole. When the complete table cannot fit at a readable size, a zoom-in or resize notice replaces it; values remain in FootprintBar. A view without complete executions reports that statistics are unavailable.

render_footprint_studies

Paints footprint study levels and zones. Compute studies only after executions change. Stacks, naked POCs and unfinished levels extend to their first revisit, their expiry or the last displayed bar, in full colour while unvisited and dimmed once revisited or expired; local annotations stay anchored to their originating bar. Delta percentage and ratio markers are triangles outside the bar: buy markers above it, sell markers below, the delta marker nearest and the ratio marker beyond it. Captions avoid every footprint and its marker rows; details are available on hover when a caption has no room. Overview marks shrink with bar spacing and zones become faint centre lines. Prices use the aggregation’s row step.

render_trade_profiles

Draws bid/ask stacks, total volume or signed delta profiles, their POC, value area, developing POC and volume nodes. step is the footprint’s grouped price step and tick is its instrument tick size before grouping. Bands extend half a tick below their first tick and above their last tick. Histograms of partly visible sessions stay at the left edge of the viewport. Profile ranges and data remain host-owned; edit crate::studies::TradeProfileRanges in response to a session menu’s merge/split actions and recalculate after trades change. A profile that is not complete is labelled “Partial executions”.