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[depth-order-book] Order Book Depth Chart #8657
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approvedApproved for implementationApproved for implementationimpl:altair:doneAltair implementation mergedAltair implementation mergedimpl:bokeh:donebokeh implementation mergedbokeh implementation mergedimpl:chartjs:donechartjs implementation mergedchartjs implementation mergedimpl:d3:doned3 implementation mergedd3 implementation mergedimpl:echarts:doneecharts implementation mergedecharts implementation mergedimpl:ggplot2:doneggplot2 implementation mergedggplot2 implementation mergedimpl:highcharts:donehighcharts implementation mergedhighcharts implementation mergedimpl:letsplot:doneletsplot implementation mergedletsplot implementation mergedimpl:makie:donemakie implementation mergedmakie implementation mergedimpl:matplotlib:doneMatplotlib implementation mergedMatplotlib implementation mergedimpl:muix:donemuix implementation mergedmuix implementation mergedimpl:plotly:doneplotly implementation mergedplotly implementation mergedimpl:plotnine:doneplotnine implementation mergedplotnine implementation mergedimpl:pygal:donepygal implementation mergedpygal implementation mergedimpl:seaborn:doneseaborn implementation mergedseaborn implementation mergedspec-readySpecification merged to mainSpecification merged to main
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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.