docs: describe candle timeframes and brick stack

Default is off so candles match production; enable via the new Build button when needed.

README.md

@@ -12,6 +12,21 @@ npm ci
 npm run dev
 ```
 
+### Dev z backendem na VPS (staging)
+
+Najprościej: trzymaj `VITE_API_URL=/api` i podepnij Vite proxy do VPS (żeby nie bawić się w CORS i nie wkładać tokena do przeglądarki):
+
+```bash
+cd apps/visualizer
+API_PROXY_TARGET=https://trade.mpabi.pl \
+npm run dev
+```
+
+Vite proxy’uje wtedy: `/api/*`, `/whoami`, `/auth/*`, `/logout` do VPS. Dodatkowo w dev usuwa `Secure` z `Set-Cookie`, żeby sesja działała na `http://localhost:5173`.
+
+Jeśli staging jest dodatkowo chroniony basic auth (np. Traefik `basicAuth`), ustaw:
+`API_PROXY_BASIC_AUTH='USER:PASS'` albo `API_PROXY_BASIC_AUTH_FILE=tokens/frontend.json` (pola `username`/`password`).
+
 ## Docker
 
 ```bash

apps/visualizer/.env.example

@@ -1,12 +1,15 @@
 # Default: UI reads ticks from the same-origin API proxy at `/api`.
 VITE_API_URL=/api
 
-# Fallback (optional): query Hasura directly (not recommended in browser).
+# Hasura GraphQL endpoint (supports subscriptions via WS).
-VITE_HASURA_URL=http://localhost:8080/v1/graphql
+# On VPS, `trade-frontend` proxies Hasura at the same origin under `/graphql`.
-# Optional (only if you intentionally query Hasura directly from the browser):
+VITE_HASURA_URL=/graphql
+# Optional explicit WS URL; when omitted the app derives it from `VITE_HASURA_URL`.
+# Can be absolute (wss://...) or a same-origin path (e.g. /graphql-ws).
+# VITE_HASURA_WS_URL=/graphql-ws
+# Optional auth (only if Hasura is not configured with `HASURA_GRAPHQL_UNAUTHORIZED_ROLE=public`):
 # VITE_HASURA_AUTH_TOKEN=YOUR_JWT
-# VITE_HASURA_ADMIN_SECRET=devsecret
+VITE_SYMBOL=SOL-PERP
-VITE_SYMBOL=PUMP-PERP
 # Optional: filter by source (leave empty for all)
 # VITE_SOURCE=drift_oracle
 VITE_POLL_MS=1000

apps/visualizer/__start

@@ -0,0 +1,24 @@
+#!/usr/bin/env bash
+set -euo pipefail
+
+SCRIPT_DIR="$(cd "$(dirname "${BASH_SOURCE[0]}")" && pwd)"
+ROOT_DIR="$(cd "${SCRIPT_DIR}/../.." && pwd)"
+
+cd "${SCRIPT_DIR}"
+
+export API_PROXY_TARGET="${API_PROXY_TARGET:-https://trade.mpabi.pl}"
+export GRAPHQL_PROXY_TARGET="${GRAPHQL_PROXY_TARGET:-https://trade.mpabi.pl}"
+export VITE_API_URL="${VITE_API_URL:-/api}"
+export VITE_HASURA_URL="${VITE_HASURA_URL:-/graphql}"
+export VITE_HASURA_WS_URL="${VITE_HASURA_WS_URL:-/graphql-ws}"
+
+if [[ -z "${API_PROXY_BASIC_AUTH:-}" && -z "${API_PROXY_BASIC_AUTH_FILE:-}" ]]; then
+  if [[ -f "${ROOT_DIR}/tokens/frontend.json" ]]; then
+    export API_PROXY_BASIC_AUTH_FILE="tokens/frontend.json"
+  else
+    echo "Missing basic auth config for VPS proxy."
+    echo "Set API_PROXY_BASIC_AUTH='USER:PASS' or create tokens/frontend.json" >&2
+  fi
+fi
+
+npm run dev

apps/visualizer/src/App.tsx

@@ -1,3 +1,4 @@
+import type { CSSProperties } from 'react';
 import { useEffect, useMemo, useState } from 'react';
 import { useLocalStorageState } from './app/hooks/useLocalStorageState';
 import AppShell from './layout/AppShell';
@@ -11,6 +12,11 @@ import Button from './ui/Button';
 import TopNav from './layout/TopNav';
 import AuthStatus from './layout/AuthStatus';
 import LoginScreen from './layout/LoginScreen';
+import { useDlobStats } from './features/market/useDlobStats';
+import { useDlobL2 } from './features/market/useDlobL2';
+import { useDlobSlippage } from './features/market/useDlobSlippage';
+import { useDlobDepthBands } from './features/market/useDlobDepthBands';
+import DlobDashboard from './features/market/DlobDashboard';
 
 function envNumber(name: string, fallback: number): number {
   const v = (import.meta as any).env?.[name];
@@ -36,6 +42,11 @@ function formatQty(v: number | null | undefined, decimals: number): string {
   return v.toLocaleString(undefined, { minimumFractionDigits: decimals, maximumFractionDigits: decimals });
 }
 
+function orderbookBarStyle(scale: number): CSSProperties {
+  const s = Number.isFinite(scale) && scale > 0 ? Math.min(1, scale) : 0;
+  return { ['--ob-bar-scale' as any]: s } as CSSProperties;
+}
+
 type WhoamiResponse = {
   ok?: boolean;
   user?: string | null;
@@ -99,17 +110,18 @@ export default function App() {
 }
 
 function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
-  const markets = useMemo(() => ['PUMP-PERP', 'SOL-PERP', 'BTC-PERP', 'ETH-PERP'], []);
+  const markets = useMemo(() => ['PUMP-PERP', 'SOL-PERP', '1MBONK-PERP', 'BTC-PERP', 'ETH-PERP'], []);
 
-  const [symbol, setSymbol] = useLocalStorageState('trade.symbol', envString('VITE_SYMBOL', 'PUMP-PERP'));
+  const [symbol, setSymbol] = useLocalStorageState('trade.symbol', envString('VITE_SYMBOL', 'SOL-PERP'));
   const [source, setSource] = useLocalStorageState('trade.source', envString('VITE_SOURCE', ''));
   const [tf, setTf] = useLocalStorageState('trade.tf', envString('VITE_TF', '1m'));
   const [pollMs, setPollMs] = useLocalStorageState('trade.pollMs', envNumber('VITE_POLL_MS', 1000));
   const [limit, setLimit] = useLocalStorageState('trade.limit', envNumber('VITE_LIMIT', 300));
   const [showIndicators, setShowIndicators] = useLocalStorageState('trade.showIndicators', true);
+  const [showBuild, setShowBuild] = useLocalStorageState('trade.showBuild', false);
   const [tab, setTab] = useLocalStorageState<'orderbook' | 'trades'>('trade.sidebarTab', 'orderbook');
   const [bottomTab, setBottomTab] = useLocalStorageState<
-    'positions' | 'orders' | 'balances' | 'orderHistory' | 'positionHistory'
+    'dlob' | 'positions' | 'orders' | 'balances' | 'orderHistory' | 'positionHistory'
   >('trade.bottomTab', 'positions');
   const [tradeSide, setTradeSide] = useLocalStorageState<'long' | 'short'>('trade.form.side', 'long');
   const [tradeOrderType, setTradeOrderType] = useLocalStorageState<'market' | 'limit' | 'other'>(
@@ -119,7 +131,17 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
   const [tradePrice, setTradePrice] = useLocalStorageState<number>('trade.form.price', 0);
   const [tradeSize, setTradeSize] = useLocalStorageState<number>('trade.form.size', 0.1);
 
-  const { candles, indicators, loading, error, refresh } = useChartData({
+  useEffect(() => {
+    if (symbol === 'BONK-PERP') {
+      setSymbol('1MBONK-PERP');
+      return;
+    }
+    if (!markets.includes(symbol)) {
+      setSymbol('SOL-PERP');
+    }
+  }, [markets, setSymbol, symbol]);
+
+  const { candles, indicators, meta, loading, error, refresh } = useChartData({
     symbol,
     source: source.trim() ? source : undefined,
     tf,
@@ -127,12 +149,18 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
     pollMs,
   });
 
+  const { stats: dlob, connected: dlobConnected, error: dlobError } = useDlobStats(symbol);
+  const { l2: dlobL2, connected: dlobL2Connected, error: dlobL2Error } = useDlobL2(symbol, { levels: 14 });
+  const { rows: slippageRows, connected: slippageConnected, error: slippageError } = useDlobSlippage(symbol);
+  const { rows: depthBands, connected: depthBandsConnected, error: depthBandsError } = useDlobDepthBands(symbol);
+
   const latest = candles.length ? candles[candles.length - 1] : null;
   const first = candles.length ? candles[0] : null;
   const changePct =
     first && latest && first.close > 0 ? ((latest.close - first.close) / first.close) * 100 : null;
 
   const orderbook = useMemo(() => {
+    if (dlobL2) return { asks: dlobL2.asks, bids: dlobL2.bids, mid: dlobL2.mid as number | null };
     if (!latest) return { asks: [], bids: [], mid: null as number | null };
     const mid = latest.close;
     const step = Math.max(mid * 0.00018, 0.0001);
@@ -163,7 +191,19 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
     });
 
     return { asks, bids, mid };
-  }, [latest]);
+  }, [dlobL2, latest]);
+
+  const maxAskTotal = useMemo(() => {
+    let max = 0;
+    for (const r of orderbook.asks) max = Math.max(max, r.total || 0);
+    return max;
+  }, [orderbook.asks]);
+
+  const maxBidTotal = useMemo(() => {
+    let max = 0;
+    for (const r of orderbook.bids) max = Math.max(max, r.total || 0);
+    return max;
+  }, [orderbook.bids]);
 
   const trades = useMemo(() => {
     const slice = candles.slice(-24).reverse();
@@ -183,6 +223,24 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
     return latest?.close ?? tradePrice;
   }, [latest?.close, tradeOrderType, tradePrice]);
 
+  const orderValueUsd = useMemo(() => {
+    if (!Number.isFinite(tradeSize) || tradeSize <= 0) return null;
+    if (!Number.isFinite(effectiveTradePrice) || effectiveTradePrice <= 0) return null;
+    const v = effectiveTradePrice * tradeSize;
+    return Number.isFinite(v) && v > 0 ? v : null;
+  }, [effectiveTradePrice, tradeSize]);
+
+  const dynamicSlippage = useMemo(() => {
+    if (orderValueUsd == null) return null;
+    const side = tradeSide === 'short' ? 'sell' : 'buy';
+    const rows = slippageRows.filter((r) => r.side === side).slice();
+    rows.sort((a, b) => a.sizeUsd - b.sizeUsd);
+    if (!rows.length) return null;
+    const biggest = rows[rows.length - 1];
+    const match = rows.find((r) => r.sizeUsd >= orderValueUsd) || biggest;
+    return match;
+  }, [orderValueUsd, slippageRows, tradeSide]);
+
   const topItems = useMemo(
     () => [
       { key: 'BTC', label: 'BTC', changePct: 1.28, active: false },
@@ -208,14 +266,32 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
           ),
       },
       { key: 'oracle', label: 'Oracle', value: formatUsd(latest?.oracle ?? null) },
-      { key: 'funding', label: 'Funding / 24h', value: '—', sub: '—' },
+      { key: 'bid', label: 'Bid', value: formatUsd(dlob?.bestBid ?? null) },
-      { key: 'oi', label: 'Open Interest', value: '—' },
+      { key: 'ask', label: 'Ask', value: formatUsd(dlob?.bestAsk ?? null) },
-      { key: 'vol', label: '24h Volume', value: '—' },
+      {
-      { key: 'details', label: 'Market Details', value: <a href="#">View</a> },
+        key: 'spread',
+        label: 'Spread',
+        value: dlob?.spreadBps == null ? '—' : `${dlob.spreadBps.toFixed(1)} bps`,
+        sub: formatUsd(dlob?.spreadAbs ?? null),
+      },
+      {
+        key: 'dlob',
+        label: 'DLOB',
+        value: dlobConnected ? 'live' : '—',
+        sub: dlobError ? <span className="neg">{dlobError}</span> : dlob?.updatedAt || '—',
+      },
+      {
+        key: 'l2',
+        label: 'L2',
+        value: dlobL2Connected ? 'live' : '—',
+        sub: dlobL2Error ? <span className="neg">{dlobL2Error}</span> : dlobL2?.updatedAt || '—',
+      },
     ];
-  }, [latest?.close, latest?.oracle, changePct]);
+  }, [latest?.close, latest?.oracle, changePct, dlob, dlobConnected, dlobError, dlobL2, dlobL2Connected, dlobL2Error]);
 
   const seriesLabel = useMemo(() => `Candles: Mark (oracle overlay)`, []);
+  const seriesKey = useMemo(() => `${symbol}|${source}|${tf}`, [symbol, source, tf]);
+  const bucketSeconds = meta?.bucketSeconds ?? 60;
 
   return (
     <AppShell
@@ -281,15 +357,38 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
             candles={candles}
             indicators={indicators}
             timeframe={tf}
+            bucketSeconds={bucketSeconds}
+            seriesKey={seriesKey}
             onTimeframeChange={setTf}
             showIndicators={showIndicators}
             onToggleIndicators={() => setShowIndicators((v) => !v)}
+            showBuild={showBuild}
+            onToggleBuild={() => setShowBuild((v) => !v)}
             seriesLabel={seriesLabel}
+            dlobQuotes={{ bid: dlob?.bestBid ?? null, ask: dlob?.bestAsk ?? null, mid: dlob?.mid ?? null }}
           />
 
           <Card className="bottomCard">
             <Tabs
               items={[
+                {
+                  id: 'dlob',
+                  label: 'DLOB',
+                  content: (
+                    <DlobDashboard
+                      market={symbol}
+                      stats={dlob}
+                      statsConnected={dlobConnected}
+                      statsError={dlobError}
+                      depthBands={depthBands}
+                      depthBandsConnected={depthBandsConnected}
+                      depthBandsError={depthBandsError}
+                      slippageRows={slippageRows}
+                      slippageConnected={slippageConnected}
+                      slippageError={slippageError}
+                    />
+                  ),
+                },
                 { id: 'positions', label: 'Positions', content: <div className="placeholder">Positions (next)</div> },
                 { id: 'orders', label: 'Orders', content: <div className="placeholder">Orders (next)</div> },
                 { id: 'balances', label: 'Balances', content: <div className="placeholder">Balances (next)</div> },
@@ -316,7 +415,7 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
           title={
             <div className="sideHead">
               <div className="sideHead__title">Orderbook</div>
-              <div className="sideHead__subtitle">{loading ? 'loading…' : latest ? formatUsd(latest.close) : '—'}</div>
+              <div className="sideHead__subtitle">{loading ? 'loading…' : orderbook.mid != null ? formatUsd(orderbook.mid) : latest ? formatUsd(latest.close) : '—'}</div>
             </div>
           }
         >
@@ -334,18 +433,26 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
                     </div>
                     <div className="orderbook__rows">
                       {orderbook.asks.map((r) => (
-                        <div key={`a-${r.price}`} className="orderbookRow orderbookRow--ask">
+                        <div
+                          key={`a-${r.price}`}
+                          className="orderbookRow orderbookRow--ask"
+                          style={orderbookBarStyle(maxAskTotal > 0 ? r.total / maxAskTotal : 0)}
+                        >
                           <span className="orderbookRow__price">{formatQty(r.price, 3)}</span>
                           <span className="orderbookRow__num">{formatQty(r.size, 2)}</span>
                           <span className="orderbookRow__num">{formatQty(r.total, 2)}</span>
                         </div>
                       ))}
                       <div className="orderbookMid">
-                        <span className="orderbookMid__price">{latest ? formatQty(latest.close, 3) : '—'}</span>
+                        <span className="orderbookMid__price">{formatQty(orderbook.mid, 3)}</span>
                         <span className="orderbookMid__label">mid</span>
                       </div>
                       {orderbook.bids.map((r) => (
-                        <div key={`b-${r.price}`} className="orderbookRow orderbookRow--bid">
+                        <div
+                          key={`b-${r.price}`}
+                          className="orderbookRow orderbookRow--bid"
+                          style={orderbookBarStyle(maxBidTotal > 0 ? r.total / maxBidTotal : 0)}
+                        >
                           <span className="orderbookRow__price">{formatQty(r.price, 3)}</span>
                           <span className="orderbookRow__num">{formatQty(r.size, 2)}</span>
                           <span className="orderbookRow__num">{formatQty(r.total, 2)}</span>
@@ -480,7 +587,27 @@ function TradeApp({ user, onLogout }: { user: string; onLogout: () => void }) {
               </div>
               <div className="tradeMeta__row">
                 <span className="tradeMeta__label">Slippage (Dynamic)</span>
-                <span className="tradeMeta__value">—</span>
+                <span className="tradeMeta__value">
+                  {slippageError ? (
+                    <span className="neg">{slippageError}</span>
+                  ) : dynamicSlippage?.impactBps == null ? (
+                    slippageConnected ? (
+                      '—'
+                    ) : (
+                      'offline'
+                    )
+                  ) : (
+                    <>
+                      {dynamicSlippage.impactBps.toFixed(1)} bps{' '}
+                      <span className="muted">
+                        ({dynamicSlippage.sizeUsd.toLocaleString()} USD)
+                        {dynamicSlippage.fillPct != null && dynamicSlippage.fillPct < 99.9
+                          ? `, ${dynamicSlippage.fillPct.toFixed(0)}% fill`
+                          : ''}
+                      </span>
+                    </>
+                  )}
+                </span>
               </div>
               <div className="tradeMeta__row">
                 <span className="tradeMeta__label">Margin Required</span>

apps/visualizer/src/features/chart/ChartLayersPanel.tsx

@@ -142,38 +142,30 @@ export default function ChartLayersPanel({
             <div className="chartLayersCell chartLayersCell--actions">Actions</div>
           </div>
 
-          {drawingsLayer ? (
+          {layers.map((layer) => (
-            <div className="chartLayersRow chartLayersRow--layer">
+            <div key={layer.id} className="chartLayersRow chartLayersRow--layer">
               <div className="chartLayersCell chartLayersCell--icon">
-                <IconButton
+                <IconButton title="Toggle visible" active={layer.visible} onClick={() => onToggleLayerVisible(layer.id)}>
-                  title="Toggle visible"
-                  active={drawingsLayer.visible}
-                  onClick={() => onToggleLayerVisible(drawingsLayer.id)}
-                >
                   <IconEye />
                 </IconButton>
               </div>
               <div className="chartLayersCell chartLayersCell--icon">
-                <IconButton
+                <IconButton title="Toggle lock" active={layer.locked} onClick={() => onToggleLayerLocked(layer.id)}>
-                  title="Toggle lock"
-                  active={drawingsLayer.locked}
-                  onClick={() => onToggleLayerLocked(drawingsLayer.id)}
-                >
                   <IconLock />
                 </IconButton>
               </div>
               <div className="chartLayersCell chartLayersCell--name">
                 <div className="layersName layersName--layer">
-                  {drawingsLayer.name}
+                  {layer.name}
-                  <span className="layersName__meta">{fibPresent ? ' (1)' : ' (0)'}</span>
+                  {layer.id === 'drawings' ? <span className="layersName__meta">{fibPresent ? ' (1)' : ' (0)'}</span> : null}
                 </div>
               </div>
               <div className="chartLayersCell chartLayersCell--opacity">
-                <OpacitySlider value={drawingsLayer.opacity} onChange={(next) => onSetLayerOpacity(drawingsLayer.id, next)} />
+                <OpacitySlider value={layer.opacity} onChange={(next) => onSetLayerOpacity(layer.id, next)} />
               </div>
               <div className="chartLayersCell chartLayersCell--actions" />
             </div>
-          ) : null}
+          ))}
 
           {drawingsLayer && fibPresent ? (
             <div
@@ -212,4 +204,3 @@ export default function ChartLayersPanel({
     </>
   );
 }
-

apps/visualizer/src/features/chart/ChartPanel.tsx

@@ -6,16 +6,21 @@ import ChartSideToolbar from './ChartSideToolbar';
 import ChartToolbar from './ChartToolbar';
 import TradingChart from './TradingChart';
 import type { FibAnchor, FibRetracement } from './FibRetracementPrimitive';
-import type { IChartApi } from 'lightweight-charts';
+import { LineStyle, type IChartApi } from 'lightweight-charts';
 import type { OverlayLayer } from './ChartPanel.types';
 
 type Props = {
   candles: Candle[];
   indicators: ChartIndicators;
+  dlobQuotes?: { bid: number | null; ask: number | null; mid: number | null } | null;
   timeframe: string;
+  bucketSeconds: number;
+  seriesKey: string;
   onTimeframeChange: (tf: string) => void;
   showIndicators: boolean;
   onToggleIndicators: () => void;
+  showBuild: boolean;
+  onToggleBuild: () => void;
   seriesLabel: string;
 };
 
@@ -41,10 +46,15 @@ function isEditableTarget(t: EventTarget | null): boolean {
 export default function ChartPanel({
   candles,
   indicators,
+  dlobQuotes,
   timeframe,
+  bucketSeconds,
+  seriesKey,
   onTimeframeChange,
   showIndicators,
   onToggleIndicators,
+  showBuild,
+  onToggleBuild,
   seriesLabel,
 }: Props) {
   const [isFullscreen, setIsFullscreen] = useState(false);
@@ -53,6 +63,7 @@ export default function ChartPanel({
   const [fib, setFib] = useState<FibRetracement | null>(null);
   const [fibDraft, setFibDraft] = useState<FibRetracement | null>(null);
   const [layers, setLayers] = useState<OverlayLayer[]>([
+    { id: 'dlob-quotes', name: 'DLOB Quotes', visible: true, locked: false, opacity: 0.9 },
     { id: 'drawings', name: 'Drawings', visible: true, locked: false, opacity: 1 },
   ]);
   const [layersOpen, setLayersOpen] = useState(false);
@@ -188,6 +199,37 @@ export default function ChartPanel({
     return Math.max(0, Math.min(1, v));
   }
 
+  const quotesLayer = useMemo(() => layers.find((l) => l.id === 'dlob-quotes'), [layers]);
+  const quotesVisible = Boolean(quotesLayer?.visible);
+  const quotesOpacity = clamp01(quotesLayer?.opacity ?? 1);
+
+  const priceLines = useMemo(() => {
+    if (!quotesVisible) return [];
+    return [
+      {
+        id: 'dlob-bid',
+        title: 'DLOB Bid',
+        price: dlobQuotes?.bid ?? null,
+        color: `rgba(34,197,94,${quotesOpacity})`,
+        lineStyle: LineStyle.Dotted,
+      },
+      {
+        id: 'dlob-mid',
+        title: 'DLOB Mid',
+        price: dlobQuotes?.mid ?? null,
+        color: `rgba(230,233,239,${quotesOpacity})`,
+        lineStyle: LineStyle.Dashed,
+      },
+      {
+        id: 'dlob-ask',
+        title: 'DLOB Ask',
+        price: dlobQuotes?.ask ?? null,
+        color: `rgba(239,68,68,${quotesOpacity})`,
+        lineStyle: LineStyle.Dotted,
+      },
+    ];
+  }, [dlobQuotes?.ask, dlobQuotes?.bid, dlobQuotes?.mid, quotesOpacity, quotesVisible]);
+
   function updateLayer(layerId: string, patch: Partial<OverlayLayer>) {
     setLayers((prev) => prev.map((l) => (l.id === layerId ? { ...l, ...patch } : l)));
   }
@@ -234,6 +276,7 @@ export default function ChartPanel({
       const pointer = pendingMoveRef.current;
       if (!pointer) return;
       if (activeToolRef.current !== 'fib-retracement') return;
+
       const start2 = fibStartRef.current;
       if (!start2) return;
       setFibDraft({ a: start2, b: pointer });
@@ -267,6 +310,8 @@ export default function ChartPanel({
             onTimeframeChange={onTimeframeChange}
             showIndicators={showIndicators}
             onToggleIndicators={onToggleIndicators}
+            showBuild={showBuild}
+            onToggleBuild={onToggleBuild}
             priceAutoScale={priceAutoScale}
             onTogglePriceAutoScale={() => setPriceAutoScale((v) => !v)}
             seriesLabel={seriesLabel}
@@ -295,6 +340,10 @@ export default function ChartPanel({
               ema20={indicators.ema20}
               bb20={indicators.bb20}
               showIndicators={showIndicators}
+              showBuild={showBuild}
+              bucketSeconds={bucketSeconds}
+              seriesKey={seriesKey}
+              priceLines={priceLines}
               fib={fibRenderable}
               fibOpacity={fibEffectiveOpacity}
               fibSelected={fibSelected}

apps/visualizer/src/features/chart/ChartToolbar.tsx

@@ -5,6 +5,8 @@ type Props = {
   onTimeframeChange: (tf: string) => void;
   showIndicators: boolean;
   onToggleIndicators: () => void;
+  showBuild: boolean;
+  onToggleBuild: () => void;
   priceAutoScale: boolean;
   onTogglePriceAutoScale: () => void;
   seriesLabel: string;
@@ -12,13 +14,15 @@ type Props = {
   onToggleFullscreen: () => void;
 };
 
-const timeframes = ['1m', '5m', '15m', '1h', '4h', '1D'] as const;
+const timeframes = ['5s', '15s', '30s', '1m', '5m', '15m', '1h', '4h', '1D'] as const;
 
 export default function ChartToolbar({
   timeframe,
   onTimeframeChange,
   showIndicators,
   onToggleIndicators,
+  showBuild,
+  onToggleBuild,
   priceAutoScale,
   onTogglePriceAutoScale,
   seriesLabel,
@@ -45,6 +49,9 @@ export default function ChartToolbar({
         <Button size="sm" variant={showIndicators ? 'primary' : 'ghost'} onClick={onToggleIndicators} type="button">
           Indicators
         </Button>
+        <Button size="sm" variant={showBuild ? 'primary' : 'ghost'} onClick={onToggleBuild} type="button">
+          Build
+        </Button>
         <Button size="sm" variant={priceAutoScale ? 'primary' : 'ghost'} onClick={onTogglePriceAutoScale} type="button">
           Auto Scale
         </Button>

apps/visualizer/src/features/chart/TradingChart.tsx

@@ -1,13 +1,18 @@
-import { useEffect, useMemo, useRef } from 'react';
+import { useEffect, useMemo, useRef, useState } from 'react';
 import {
   CandlestickSeries,
   ColorType,
   CrosshairMode,
   HistogramSeries,
+  type IPrimitivePaneRenderer,
+  type IPrimitivePaneView,
   type IChartApi,
   type ISeriesApi,
+  type ISeriesPrimitive,
   LineStyle,
   LineSeries,
+  type SeriesAttachedParameter,
+  type Time,
   createChart,
   type UTCTimestamp,
   type CandlestickData,
@@ -25,6 +30,18 @@ type Props = {
   ema20?: SeriesPoint[];
   bb20?: { upper: SeriesPoint[]; lower: SeriesPoint[]; mid: SeriesPoint[] };
   showIndicators: boolean;
+  showBuild: boolean;
+  bucketSeconds: number;
+  seriesKey: string;
+  priceLines?: Array<{
+    id: string;
+    title: string;
+    price: number | null;
+    color: string;
+    lineWidth?: number;
+    lineStyle?: LineStyle;
+    axisLabelVisible?: boolean;
+  }>;
   fib?: FibRetracement | null;
   fibOpacity?: number;
   fibSelected?: boolean;
@@ -44,11 +61,30 @@ type Props = {
 };
 
 type LinePoint = LineData | WhitespaceData;
+type BuildSample = { t: number; v: number };
+
+const BUILD_UP_COLOR = '#22c55e';
+const BUILD_DOWN_COLOR = '#ef4444';
+const BUILD_FLAT_COLOR = '#60a5fa';
+const BUILD_UP_SLICE = 'rgba(34,197,94,0.70)';
+const BUILD_DOWN_SLICE = 'rgba(239,68,68,0.70)';
+const BUILD_FLAT_SLICE = 'rgba(96,165,250,0.70)';
 
 function toTime(t: number): UTCTimestamp {
   return t as UTCTimestamp;
 }
 
+function resolveBucketSeconds(bucketSeconds: number, candles: Candle[]): number {
+  if (Number.isFinite(bucketSeconds) && bucketSeconds > 0) return bucketSeconds;
+  if (candles.length >= 2) {
+    const last = candles[candles.length - 1]?.time;
+    const prev = candles[candles.length - 2]?.time;
+    const delta = typeof last === 'number' && typeof prev === 'number' ? last - prev : 0;
+    if (Number.isFinite(delta) && delta > 0) return delta;
+  }
+  return 60;
+}
+
 function samplePriceFromCandles(candles: Candle[]): number | null {
   for (let i = candles.length - 1; i >= 0; i -= 1) {
     const close = candles[i]?.close;
@@ -82,18 +118,371 @@ function toCandleData(candles: Candle[]): CandlestickData[] {
 
 function toVolumeData(candles: Candle[]): HistogramData[] {
   return candles.map((c) => {
-    const up = c.close >= c.open;
     return {
       time: toTime(c.time),
       value: c.volume ?? 0,
-      color: up ? 'rgba(34,197,94,0.35)' : 'rgba(239,68,68,0.35)',
+      color: 'rgba(148,163,184,0.22)',
     };
   });
 }
 
 function toLineSeries(points: SeriesPoint[] | undefined): LinePoint[] {
   if (!points?.length) return [];
-  return points.map((p) => (p.value == null ? ({ time: toTime(p.time) } as WhitespaceData) : { time: toTime(p.time), value: p.value }));
+  return points.map((p) =>
+    p.value == null ? ({ time: toTime(p.time) } as WhitespaceData) : { time: toTime(p.time), value: p.value }
+  );
+}
+
+function colorForDelta(delta: number): string {
+  if (delta > 0) return BUILD_UP_COLOR;
+  if (delta < 0) return BUILD_DOWN_COLOR;
+  return BUILD_FLAT_COLOR;
+}
+
+function sliceColorForDelta(delta: number): string {
+  if (delta > 0) return BUILD_UP_SLICE;
+  if (delta < 0) return BUILD_DOWN_SLICE;
+  return BUILD_FLAT_SLICE;
+}
+
+type SliceDir = -1 | 0 | 1;
+
+function dirForDelta(delta: number): SliceDir {
+  if (delta > 0) return 1;
+  if (delta < 0) return -1;
+  return 0;
+}
+
+function buildDeltaSeriesForCandle(candle: Candle, bs: number, samples: BuildSample[] | undefined): LinePoint[] {
+  const eps = 1e-3;
+  const startT = candle.time + eps;
+  const endT = candle.time + bs - eps;
+  if (!(endT > startT)) return [];
+
+  const points: BuildSample[] = [{ t: startT, v: 0 }];
+  let lastT = startT;
+  for (const p of samples || []) {
+    let t = p.t;
+    if (t <= lastT + eps) t = lastT + eps;
+    if (t >= endT) break;
+    points.push({ t, v: p.v });
+    lastT = t;
+  }
+
+  const finalDelta = candle.close - candle.open;
+  if (endT > lastT + eps) {
+    points.push({ t: endT, v: finalDelta });
+  } else if (points.length) {
+    points[points.length - 1] = { ...points[points.length - 1]!, v: finalDelta };
+  }
+
+  const out: LinePoint[] = [{ time: toTime(candle.time) } as WhitespaceData];
+  out.push({ time: toTime(points[0]!.t), value: points[0]!.v } as LineData);
+
+  let lastLineIdx = out.length - 1;
+  let lastVal = points[0]!.v;
+  for (let i = 1; i < points.length; i += 1) {
+    const v = points[i]!.v;
+    const prev = out[lastLineIdx] as LineData;
+    out[lastLineIdx] = { ...prev, color: colorForDelta(v - lastVal) } as LineData;
+    out.push({ time: toTime(points[i]!.t), value: v } as LineData);
+    lastLineIdx = out.length - 1;
+    lastVal = v;
+  }
+  return out;
+}
+
+type BuildSlicesState = {
+  enabled: boolean;
+  candles: Candle[];
+  bucketSeconds: number;
+  samples: Map<number, BuildSample[]>;
+  series: ISeriesApi<'Histogram', Time> | null;
+  chart: SeriesAttachedParameter<Time>['chart'] | null;
+};
+
+class BuildSlicesPaneRenderer implements IPrimitivePaneRenderer {
+  private readonly _getState: () => BuildSlicesState;
+
+  constructor(getState: () => BuildSlicesState) {
+    this._getState = getState;
+  }
+
+  draw(target: any) {
+    const { enabled, candles, bucketSeconds, samples, series, chart } = this._getState();
+    if (!enabled) return;
+    if (!candles.length || !series || !chart) return;
+
+    const bs = resolveBucketSeconds(bucketSeconds, candles);
+    const lastCandleTime = candles[candles.length - 1]?.time ?? null;
+
+    const yBase = series.priceToCoordinate(0);
+    if (yBase == null) return;
+
+    const xs = candles.map((c) => chart.timeScale().timeToCoordinate(toTime(c.time)));
+
+    target.useBitmapCoordinateSpace(({ context, bitmapSize, horizontalPixelRatio, verticalPixelRatio }: any) => {
+      const yBottomPx = Math.round(yBase * verticalPixelRatio);
+      const lastIdx = xs.length - 1;
+
+      for (let i = 0; i < candles.length; i += 1) {
+        const x = xs[i];
+        if (x == null) continue;
+        if (!Number.isFinite(x)) continue;
+
+        const c = candles[i]!;
+
+        const start = c.time;
+        const end = start + bs;
+        const isCurrent = lastCandleTime != null && c.time === lastCandleTime;
+        const now = Date.now() / 1000;
+        const progressT = isCurrent ? Math.min(end, Math.max(start, now)) : end;
+
+        let spacing = 0;
+        const prevX = i > 0 ? xs[i - 1] : null;
+        const nextX = i < lastIdx ? xs[i + 1] : null;
+        if (prevX != null && Number.isFinite(prevX)) spacing = x - prevX;
+        if (nextX != null && Number.isFinite(nextX)) {
+          const s2 = nextX - x;
+          spacing = spacing > 0 ? Math.min(spacing, s2) : s2;
+        }
+        if (!(spacing > 0)) spacing = 6;
+
+        const barWidthCss = Math.max(1, spacing * 0.9);
+        const barWidthPx = Math.max(1, Math.round(barWidthCss * horizontalPixelRatio));
+        const xCenterPx = Math.round(x * horizontalPixelRatio);
+        const xLeftPx = Math.round(xCenterPx - barWidthPx / 2);
+
+        const volumeValue = typeof c.volume === 'number' && Number.isFinite(c.volume) ? c.volume : 0;
+        if (!(volumeValue > 0)) continue;
+        const yTop = series.priceToCoordinate(volumeValue);
+        if (yTop == null) continue;
+        const yTopPx = Math.round(yTop * verticalPixelRatio);
+        if (!(yBottomPx > yTopPx)) continue;
+        const barHeightPx = yBottomPx - yTopPx;
+
+        const x0 = Math.max(0, Math.min(bitmapSize.width, xLeftPx));
+        const x1 = Math.max(0, Math.min(bitmapSize.width, xLeftPx + barWidthPx));
+        const w = x1 - x0;
+        if (!(w > 0)) continue;
+
+        // Prefer server-provided `flowRows`: brick-by-brick direction per time slice inside the candle.
+        // Fallback to `flow` (3 shares) or net candle direction.
+        const rowsFromApi = Array.isArray((c as any).flowRows) ? ((c as any).flowRows as any[]) : null;
+        const rowDirs = rowsFromApi?.length ? rowsFromApi : null;
+
+        if (rowDirs) {
+          const rows = Math.max(1, rowDirs.length);
+          const progressRows = Math.max(0, Math.min(rows, Math.ceil(((progressT - start) / bs) * rows)));
+          const movesFromApi = Array.isArray((c as any).flowMoves) ? ((c as any).flowMoves as any[]) : null;
+          const rowMoves = movesFromApi && movesFromApi.length === rows ? movesFromApi : null;
+          let maxMove = 0;
+          if (rowMoves) {
+            for (let r = 0; r < progressRows; r += 1) {
+              const v = Number(rowMoves[r]);
+              if (Number.isFinite(v) && v > maxMove) maxMove = v;
+            }
+          }
+
+          const sepPx = 1; // black separator line between steps
+          const sepColor = 'rgba(0,0,0,0.75)';
+
+          // Blue (flat) bricks have a constant pixel height (unit).
+          // Up/down bricks are scaled by |Δ| in their dt.
+          const minNonFlatPx = 1;
+          let unitFlatPx = 2;
+
+          let flatCount = 0;
+          let nonFlatCount = 0;
+          for (let r = 0; r < progressRows; r += 1) {
+            const dirRaw = rowDirs[r];
+            const dir = dirRaw > 0 ? 1 : dirRaw < 0 ? -1 : 0;
+            if (dir === 0) flatCount += 1;
+            else nonFlatCount += 1;
+          }
+
+          const sepTotal = Math.max(0, progressRows - 1) * sepPx;
+          if (flatCount > 0) {
+            const maxUnit = Math.floor((barHeightPx - sepTotal - nonFlatCount * minNonFlatPx) / flatCount);
+            unitFlatPx = Math.max(1, Math.min(unitFlatPx, maxUnit));
+          } else {
+            unitFlatPx = 0;
+          }
+
+          let nonFlatAvailable = barHeightPx - sepTotal - flatCount * unitFlatPx;
+          if (!Number.isFinite(nonFlatAvailable) || nonFlatAvailable < 0) nonFlatAvailable = 0;
+
+          const baseNonFlat = nonFlatCount * minNonFlatPx;
+          let extra = nonFlatAvailable - baseNonFlat;
+          if (!Number.isFinite(extra) || extra < 0) extra = 0;
+
+          let sumMove = 0;
+          if (nonFlatCount > 0) {
+            for (let r = 0; r < progressRows; r += 1) {
+              const dirRaw = rowDirs[r];
+              const dir = dirRaw > 0 ? 1 : dirRaw < 0 ? -1 : 0;
+              if (dir === 0) continue;
+              const mvRaw = rowMoves ? Number(rowMoves[r]) : 0;
+              const mv = Number.isFinite(mvRaw) ? Math.max(0, mvRaw) : 0;
+              sumMove += mv;
+            }
+          }
+
+          if (!(flatCount + nonFlatCount > 0) || barHeightPx <= sepTotal) {
+            continue;
+          }
+
+          // Stack bricks bottom-up (earliest slices at the bottom).
+          let usedExtra = 0;
+          let nonFlatSeen = 0;
+          let y = yBottomPx;
+          for (let r = 0; r < progressRows; r += 1) {
+            const dirRaw = rowDirs[r];
+            const dir = dirRaw > 0 ? 1 : dirRaw < 0 ? -1 : 0;
+            const isLast = r === progressRows - 1;
+
+            let h = 0;
+            if (dir === 0) {
+              h = unitFlatPx;
+            } else {
+              nonFlatSeen += 1;
+              const mvRaw = rowMoves ? Number(rowMoves[r]) : 0;
+              const mv = Number.isFinite(mvRaw) ? Math.max(0, mvRaw) : 0;
+              const share = sumMove > 0 ? mv / sumMove : 1 / nonFlatCount;
+              const wantExtra = Math.floor(extra * share);
+              const isLastNonFlat = nonFlatSeen === nonFlatCount;
+              const add = isLastNonFlat ? Math.max(0, extra - usedExtra) : Math.max(0, wantExtra);
+              usedExtra += add;
+              h = minNonFlatPx + add;
+            }
+
+            if (h <= 0) continue;
+            y -= h;
+            context.fillStyle = sliceColorForDelta(dir);
+            context.fillRect(x0, y, w, h);
+
+            if (!isLast) {
+              y -= sepPx;
+              context.fillStyle = sepColor;
+              context.fillRect(x0, y, w, sepPx);
+            }
+          }
+          continue;
+        }
+
+        const f: any = (c as any).flow;
+        let upShare = typeof f?.up === 'number' ? f.up : Number(f?.up);
+        let downShare = typeof f?.down === 'number' ? f.down : Number(f?.down);
+        let flatShare = typeof f?.flat === 'number' ? f.flat : Number(f?.flat);
+
+        if (!Number.isFinite(upShare)) upShare = 0;
+        if (!Number.isFinite(downShare)) downShare = 0;
+        if (!Number.isFinite(flatShare)) flatShare = 0;
+        upShare = Math.max(0, upShare);
+        downShare = Math.max(0, downShare);
+        flatShare = Math.max(0, flatShare);
+
+        let sum = upShare + downShare + flatShare;
+        if (!(sum > 0)) {
+          const overallDir = dirForDelta(c.close - c.open);
+          upShare = overallDir > 0 ? 1 : 0;
+          downShare = overallDir < 0 ? 1 : 0;
+          flatShare = overallDir === 0 ? 1 : 0;
+          sum = 1;
+        }
+
+        upShare /= sum;
+        downShare /= sum;
+        flatShare /= sum;
+
+        const downH = Math.floor(barHeightPx * downShare);
+        const flatH = Math.floor(barHeightPx * flatShare);
+        const upH = Math.max(0, barHeightPx - downH - flatH);
+
+        let y = yBottomPx;
+
+        if (downH > 0) {
+          context.fillStyle = sliceColorForDelta(-1);
+          context.fillRect(x0, y - downH, w, downH);
+          y -= downH;
+        }
+        if (flatH > 0) {
+          context.fillStyle = sliceColorForDelta(0);
+          context.fillRect(x0, y - flatH, w, flatH);
+          y -= flatH;
+        }
+        if (upH > 0) {
+          context.fillStyle = sliceColorForDelta(1);
+          context.fillRect(x0, y - upH, w, upH);
+        }
+      }
+    });
+  }
+}
+
+class BuildSlicesPaneView implements IPrimitivePaneView {
+  private readonly _renderer: BuildSlicesPaneRenderer;
+
+  constructor(getState: () => BuildSlicesState) {
+    this._renderer = new BuildSlicesPaneRenderer(getState);
+  }
+
+  zOrder() {
+    return 'top';
+  }
+
+  renderer() {
+    return this._renderer;
+  }
+}
+
+class BuildSlicesPrimitive implements ISeriesPrimitive<Time> {
+  private _param: SeriesAttachedParameter<Time> | null = null;
+  private _series: ISeriesApi<'Histogram', Time> | null = null;
+  private _enabled = true;
+  private _candles: Candle[] = [];
+  private _bucketSeconds = 0;
+  private _samples: Map<number, BuildSample[]> = new Map();
+  private readonly _paneView: BuildSlicesPaneView;
+  private readonly _paneViews: readonly IPrimitivePaneView[];
+
+  constructor() {
+    this._paneView = new BuildSlicesPaneView(() => ({
+      enabled: this._enabled,
+      candles: this._candles,
+      bucketSeconds: this._bucketSeconds,
+      samples: this._samples,
+      series: this._series,
+      chart: this._param?.chart ?? null,
+    }));
+    this._paneViews = [this._paneView];
+  }
+
+  attached(param: SeriesAttachedParameter<Time>) {
+    this._param = param;
+    this._series = param.series as ISeriesApi<'Histogram', Time>;
+  }
+
+  detached() {
+    this._param = null;
+    this._series = null;
+  }
+
+  paneViews() {
+    return this._paneViews;
+  }
+
+  setEnabled(next: boolean) {
+    this._enabled = Boolean(next);
+    this._param?.requestUpdate();
+  }
+
+  setData(next: { candles: Candle[]; bucketSeconds: number; samples: Map<number, BuildSample[]> }) {
+    this._candles = Array.isArray(next.candles) ? next.candles : [];
+    this._bucketSeconds = Number.isFinite(next.bucketSeconds) ? next.bucketSeconds : 0;
+    this._samples = next.samples;
+    this._param?.requestUpdate();
+  }
 }
 
 export default function TradingChart({
@@ -103,6 +492,10 @@ export default function TradingChart({
   ema20,
   bb20,
   showIndicators,
+  showBuild,
+  bucketSeconds,
+  seriesKey,
+  priceLines,
   fib,
   fibOpacity = 1,
   fibSelected = false,
@@ -119,14 +512,23 @@ export default function TradingChart({
   const fibOpacityRef = useRef<number>(fibOpacity);
   const priceAutoScaleRef = useRef<boolean>(priceAutoScale);
   const prevPriceAutoScaleRef = useRef<boolean>(priceAutoScale);
+  const showBuildRef = useRef<boolean>(showBuild);
   const onReadyRef = useRef<Props['onReady']>(onReady);
   const onChartClickRef = useRef<Props['onChartClick']>(onChartClick);
   const onChartCrosshairMoveRef = useRef<Props['onChartCrosshairMove']>(onChartCrosshairMove);
   const onPointerEventRef = useRef<Props['onPointerEvent']>(onPointerEvent);
   const capturedOverlayPointerRef = useRef<number | null>(null);
+  const buildSlicesPrimitiveRef = useRef<BuildSlicesPrimitive | null>(null);
+  const buildSamplesRef = useRef<Map<number, BuildSample[]>>(new Map());
+  const buildKeyRef = useRef<string | null>(null);
+  const lastBuildCandleStartRef = useRef<number | null>(null);
+  const hoverCandleTimeRef = useRef<number | null>(null);
+  const [hoverCandleTime, setHoverCandleTime] = useState<number | null>(null);
+  const priceLinesRef = useRef<Map<string, any>>(new Map());
   const seriesRef = useRef<{
     candles?: ISeriesApi<'Candlestick'>;
     volume?: ISeriesApi<'Histogram'>;
+    buildHover?: ISeriesApi<'Line'>;
     oracle?: ISeriesApi<'Line'>;
     sma20?: ISeriesApi<'Line'>;
     ema20?: ISeriesApi<'Line'>;
@@ -177,6 +579,14 @@ export default function TradingChart({
     priceAutoScaleRef.current = priceAutoScale;
   }, [priceAutoScale]);
 
+  useEffect(() => {
+    showBuildRef.current = showBuild;
+    if (!showBuild && (hoverCandleTimeRef.current != null || hoverCandleTime != null)) {
+      hoverCandleTimeRef.current = null;
+      setHoverCandleTime(null);
+    }
+  }, [showBuild, hoverCandleTime]);
+
   useEffect(() => {
     if (!containerRef.current) return;
     if (chartRef.current) return;
@@ -225,7 +635,27 @@ export default function TradingChart({
       color: 'rgba(255,255,255,0.15)',
     });
     volumeSeries.priceScale().applyOptions({
-      scaleMargins: { top: 0.82, bottom: 0 },
+      scaleMargins: { top: 0.88, bottom: 0 },
+    });
+
+    const buildSlicesPrimitive = new BuildSlicesPrimitive();
+    volumeSeries.attachPrimitive(buildSlicesPrimitive);
+    buildSlicesPrimitiveRef.current = buildSlicesPrimitive;
+    buildSlicesPrimitive.setEnabled(!showBuildRef.current);
+
+    const buildHoverSeries = chart.addSeries(LineSeries, {
+      color: BUILD_FLAT_COLOR,
+      lineWidth: 2,
+      priceFormat,
+      priceScaleId: 'build',
+      lastValueVisible: false,
+      priceLineVisible: false,
+      crosshairMarkerVisible: false,
+    });
+    buildHoverSeries.priceScale().applyOptions({
+      scaleMargins: { top: 0.72, bottom: 0.12 },
+      visible: false,
+      borderVisible: false,
     });
 
     const oracleSeries = chart.addSeries(LineSeries, {
@@ -249,6 +679,7 @@ export default function TradingChart({
     seriesRef.current = {
       candles: candleSeries,
       volume: volumeSeries,
+      buildHover: buildHoverSeries,
       oracle: oracleSeries,
       sma20: smaSeries,
       ema20: emaSeries,
@@ -298,7 +729,23 @@ export default function TradingChart({
     chart.subscribeClick(onClick);
 
     const onCrosshairMove = (param: any) => {
-      if (!param?.point) return;
+      if (!param?.point) {
+        if (showBuildRef.current && hoverCandleTimeRef.current != null) {
+          hoverCandleTimeRef.current = null;
+          setHoverCandleTime(null);
+        }
+        return;
+      }
+
+      if (showBuildRef.current) {
+        const t = typeof param?.time === 'number' ? Number(param.time) : null;
+        const next = t != null && Number.isFinite(t) ? t : null;
+        if (hoverCandleTimeRef.current !== next) {
+          hoverCandleTimeRef.current = next;
+          setHoverCandleTime(next);
+        }
+      }
+
       const logical = param.logical ?? chart.timeScale().coordinateToLogical(param.point.x);
       if (logical == null) return;
       const price = candleSeries.coordinateToPrice(param.point.y);
@@ -543,15 +990,75 @@ export default function TradingChart({
         candleSeries.detachPrimitive(fibPrimitiveRef.current);
         fibPrimitiveRef.current = null;
       }
+      if (buildSlicesPrimitiveRef.current) {
+        volumeSeries.detachPrimitive(buildSlicesPrimitiveRef.current);
+        buildSlicesPrimitiveRef.current = null;
+      }
+      const lines = priceLinesRef.current;
+      for (const line of Array.from(lines.values())) {
+        try {
+          candleSeries.removePriceLine(line);
+        } catch {
+          // ignore
+        }
+      }
+      lines.clear();
       chart.remove();
       chartRef.current = null;
       seriesRef.current = {};
     };
   }, []);
 
+  useEffect(() => {
+    const candlesSeries = seriesRef.current.candles;
+    if (!candlesSeries) return;
+
+    const desired = (priceLines || []).filter((l) => l.price != null && Number.isFinite(l.price));
+    const desiredIds = new Set(desired.map((l) => l.id));
+
+    const map = priceLinesRef.current;
+    for (const [id, line] of Array.from(map.entries())) {
+      if (desiredIds.has(id)) continue;
+      try {
+        candlesSeries.removePriceLine(line);
+      } catch {
+        // ignore
+      }
+      map.delete(id);
+    }
+
+    for (const spec of desired) {
+      const opts: any = {
+        price: spec.price,
+        color: spec.color,
+        title: spec.title,
+        lineWidth: spec.lineWidth ?? 1,
+        lineStyle: spec.lineStyle ?? LineStyle.Dotted,
+        axisLabelVisible: spec.axisLabelVisible ?? true,
+      };
+
+      const existing = map.get(spec.id);
+      if (!existing) {
+        try {
+          const created = candlesSeries.createPriceLine(opts);
+          map.set(spec.id, created);
+        } catch {
+          // ignore
+        }
+        continue;
+      }
+
+      try {
+        existing.applyOptions(opts);
+      } catch {
+        // ignore
+      }
+    }
+  }, [priceLines]);
+
   useEffect(() => {
     const s = seriesRef.current;
-    if (!s.candles || !s.volume) return;
+    if (!s.candles || !s.volume || !s.buildHover) return;
     s.candles.setData(candleData);
     s.volume.setData(volumeData);
     s.oracle?.setData(oracleData);
@@ -561,17 +1068,111 @@ export default function TradingChart({
     s.bbLower?.setData(bbLower);
     s.bbMid?.setData(bbMid);
 
+    const bs = resolveBucketSeconds(bucketSeconds, candles);
+    const eps = 1e-3;
+    const maxPointsPerCandle = 600;
+    const minStep = Math.max(0.5, bs / maxPointsPerCandle);
+    const map = buildSamplesRef.current;
+
+    if (buildKeyRef.current !== seriesKey) {
+      map.clear();
+      buildKeyRef.current = seriesKey;
+      lastBuildCandleStartRef.current = null;
+    }
+
+    const visibleStarts = new Set(candles.map((c) => c.time));
+    for (const start of Array.from(map.keys())) {
+      if (!visibleStarts.has(start)) map.delete(start);
+    }
+
+    const last = candles[candles.length - 1];
+    if (last) {
+      const prevStart = lastBuildCandleStartRef.current;
+      if (prevStart != null && prevStart !== last.time) {
+        const prevCandle = candles.find((c) => c.time === prevStart);
+        if (prevCandle) {
+          const endT = prevStart + bs - eps;
+          const finalDelta = prevCandle.close - prevCandle.open;
+          const list = map.get(prevStart) ?? [];
+          const lastT = list.length ? list[list.length - 1]!.t : -Infinity;
+          if (endT > lastT + eps) {
+            list.push({ t: endT, v: finalDelta });
+          } else if (list.length) {
+            list[list.length - 1] = { t: lastT, v: finalDelta };
+          }
+          map.set(prevStart, list);
+        }
+      }
+
+      const start = last.time;
+      const endT = start + bs - eps;
+      const delta = last.close - last.open;
+      const nowT = Date.now() / 1000;
+      const tClamped = Math.min(endT, Math.max(start + eps, nowT));
+      const list = map.get(start) ?? [];
+      if (list.length) {
+        const lastPt = list[list.length - 1]!;
+        if (tClamped - lastPt.t < minStep) {
+          list[list.length - 1] = { t: tClamped, v: delta };
+        } else {
+          const t = Math.min(endT, Math.max(lastPt.t + eps, tClamped));
+          if (t > lastPt.t) list.push({ t, v: delta });
+        }
+      } else {
+        list.push({ t: tClamped, v: delta });
+      }
+      map.set(start, list);
+      lastBuildCandleStartRef.current = start;
+    }
+
+    const buildPrimitive = buildSlicesPrimitiveRef.current;
+    buildPrimitive?.setData({ candles, bucketSeconds: bs, samples: map });
+    buildPrimitive?.setEnabled(!showBuild);
+
+    if (showBuild) {
+      const hoverTime = hoverCandleTime;
+      const hoverCandle = hoverTime == null ? null : candles.find((c) => c.time === hoverTime);
+      const hoverData = hoverCandle ? buildDeltaSeriesForCandle(hoverCandle, bs, map.get(hoverCandle.time)) : [];
+
+      if (hoverData.length) {
+        s.buildHover.applyOptions({ visible: true });
+        s.buildHover.setData(hoverData);
+      } else {
+        s.buildHover.applyOptions({ visible: false });
+        s.buildHover.setData([]);
+      }
+    } else {
+      s.buildHover.applyOptions({ visible: false });
+      s.buildHover.setData([]);
+    }
+
     s.sma20?.applyOptions({ visible: showIndicators });
     s.ema20?.applyOptions({ visible: showIndicators });
     s.bbUpper?.applyOptions({ visible: showIndicators });
     s.bbLower?.applyOptions({ visible: showIndicators });
     s.bbMid?.applyOptions({ visible: showIndicators });
-  }, [candleData, volumeData, oracleData, smaData, emaData, bbUpper, bbLower, bbMid, showIndicators]);
+  }, [
+    candleData,
+    volumeData,
+    oracleData,
+    smaData,
+    emaData,
+    bbUpper,
+    bbLower,
+    bbMid,
+    showIndicators,
+    showBuild,
+    candles,
+    bucketSeconds,
+    seriesKey,
+    hoverCandleTime,
+  ]);
 
   useEffect(() => {
     const s = seriesRef.current;
     if (!s.candles) return;
     s.candles.applyOptions({ priceFormat });
+    s.buildHover?.applyOptions({ priceFormat });
     s.oracle?.applyOptions({ priceFormat });
     s.sma20?.applyOptions({ priceFormat });
     s.ema20?.applyOptions({ priceFormat });

apps/visualizer/src/features/chart/useChartData.ts

@@ -14,6 +14,7 @@ type Params = {
 type Result = {
   candles: Candle[];
   indicators: ChartIndicators;
+  meta: { tf: string; bucketSeconds: number } | null;
   loading: boolean;
   error: string | null;
   refresh: () => Promise<void>;
@@ -22,6 +23,7 @@ type Result = {
 export function useChartData({ symbol, source, tf, limit, pollMs }: Params): Result {
   const [candles, setCandles] = useState<Candle[]>([]);
   const [indicators, setIndicators] = useState<ChartIndicators>({});
+  const [meta, setMeta] = useState<{ tf: string; bucketSeconds: number } | null>(null);
   const [loading, setLoading] = useState(false);
   const [error, setError] = useState<string | null>(null);
   const inFlight = useRef(false);
@@ -34,6 +36,7 @@ export function useChartData({ symbol, source, tf, limit, pollMs }: Params): Res
       const res = await fetchChart({ symbol, source, tf, limit });
       setCandles(res.candles);
       setIndicators(res.indicators);
+      setMeta(res.meta);
       setError(null);
     } catch (e: any) {
       setError(String(e?.message || e));
@@ -50,8 +53,7 @@ export function useChartData({ symbol, source, tf, limit, pollMs }: Params): Res
   useInterval(() => void fetchOnce(), pollMs);
 
   return useMemo(
-    () => ({ candles, indicators, loading, error, refresh: fetchOnce }),
+    () => ({ candles, indicators, meta, loading, error, refresh: fetchOnce }),
-    [candles, indicators, loading, error, fetchOnce]
+    [candles, indicators, meta, loading, error, fetchOnce]
   );
 }
-

apps/visualizer/src/features/market/DlobDashboard.tsx

@@ -0,0 +1,136 @@
+import type { ReactNode } from 'react';
+import type { DlobStats } from './useDlobStats';
+import type { DlobDepthBandRow } from './useDlobDepthBands';
+import type { DlobSlippageRow } from './useDlobSlippage';
+import DlobDepthBandsPanel from './DlobDepthBandsPanel';
+import DlobSlippageChart from './DlobSlippageChart';
+
+function formatUsd(v: number | null | undefined): string {
+  if (v == null || !Number.isFinite(v)) return '—';
+  if (v >= 1_000_000) return `$${(v / 1_000_000).toFixed(2)}M`;
+  if (v >= 1000) return `$${(v / 1000).toFixed(0)}K`;
+  if (v >= 1) return `$${v.toFixed(2)}`;
+  return `$${v.toPrecision(4)}`;
+}
+
+function formatBps(v: number | null | undefined): string {
+  if (v == null || !Number.isFinite(v)) return '—';
+  return `${v.toFixed(1)} bps`;
+}
+
+function formatPct(v: number | null | undefined): string {
+  if (v == null || !Number.isFinite(v)) return '—';
+  return `${(v * 100).toFixed(0)}%`;
+}
+
+function statusLabel(connected: boolean, error: string | null): ReactNode {
+  if (error) return <span className="neg">{error}</span>;
+  return connected ? <span className="pos">live</span> : <span className="muted">offline</span>;
+}
+
+export default function DlobDashboard({
+  market,
+  stats,
+  statsConnected,
+  statsError,
+  depthBands,
+  depthBandsConnected,
+  depthBandsError,
+  slippageRows,
+  slippageConnected,
+  slippageError,
+}: {
+  market: string;
+  stats: DlobStats | null;
+  statsConnected: boolean;
+  statsError: string | null;
+  depthBands: DlobDepthBandRow[];
+  depthBandsConnected: boolean;
+  depthBandsError: string | null;
+  slippageRows: DlobSlippageRow[];
+  slippageConnected: boolean;
+  slippageError: string | null;
+}) {
+  const updatedAt = stats?.updatedAt || depthBands[0]?.updatedAt || slippageRows[0]?.updatedAt || null;
+
+  return (
+    <div className="dlobDash">
+      <div className="dlobDash__head">
+        <div className="dlobDash__title">DLOB</div>
+        <div className="dlobDash__meta">
+          <span className="dlobDash__market">{market}</span>
+          <span className="muted">{updatedAt ? `updated ${updatedAt}` : '—'}</span>
+        </div>
+      </div>
+
+      <div className="dlobDash__statuses">
+        <div className="dlobStatus">
+          <span className="dlobStatus__label">stats</span>
+          <span className="dlobStatus__value">{statusLabel(statsConnected, statsError)}</span>
+        </div>
+        <div className="dlobStatus">
+          <span className="dlobStatus__label">depth bands</span>
+          <span className="dlobStatus__value">{statusLabel(depthBandsConnected, depthBandsError)}</span>
+        </div>
+        <div className="dlobStatus">
+          <span className="dlobStatus__label">slippage</span>
+          <span className="dlobStatus__value">{statusLabel(slippageConnected, slippageError)}</span>
+        </div>
+      </div>
+
+      <div className="dlobDash__grid">
+        <div className="dlobKpi">
+          <div className="dlobKpi__label">Bid</div>
+          <div className="dlobKpi__value pos">{formatUsd(stats?.bestBid ?? null)}</div>
+        </div>
+        <div className="dlobKpi">
+          <div className="dlobKpi__label">Ask</div>
+          <div className="dlobKpi__value neg">{formatUsd(stats?.bestAsk ?? null)}</div>
+        </div>
+        <div className="dlobKpi">
+          <div className="dlobKpi__label">Mid</div>
+          <div className="dlobKpi__value">{formatUsd(stats?.mid ?? null)}</div>
+        </div>
+        <div className="dlobKpi">
+          <div className="dlobKpi__label">Spread</div>
+          <div className="dlobKpi__value">{formatBps(stats?.spreadBps ?? null)}</div>
+          <div className="dlobKpi__sub muted">{formatUsd(stats?.spreadAbs ?? null)}</div>
+        </div>
+        <div className="dlobKpi">
+          <div className="dlobKpi__label">Depth (bid/ask)</div>
+          <div className="dlobKpi__value">
+            <span className="pos">{formatUsd(stats?.depthBidUsd ?? null)}</span>{' '}
+            <span className="muted">/</span> <span className="neg">{formatUsd(stats?.depthAskUsd ?? null)}</span>
+          </div>
+        </div>
+        <div className="dlobKpi">
+          <div className="dlobKpi__label">Imbalance</div>
+          <div className="dlobKpi__value">{formatPct(stats?.imbalance ?? null)}</div>
+          <div className="dlobKpi__sub muted">[-1..1]</div>
+        </div>
+      </div>
+
+      <div className="dlobDash__panes">
+        <div className="dlobDash__pane">
+          <DlobDepthBandsPanel rows={depthBands} />
+        </div>
+
+        <div className="dlobDash__pane">
+          <div className="dlobSlippage">
+            <div className="dlobSlippage__head">
+              <div className="dlobSlippage__title">Slippage (impact bps)</div>
+              <div className="dlobSlippage__meta muted">by size (USD)</div>
+            </div>
+            {slippageRows.length ? (
+              <div className="dlobSlippage__chartWrap">
+                <DlobSlippageChart rows={slippageRows} />
+              </div>
+            ) : (
+              <div className="dlobSlippage__empty muted">No slippage rows yet.</div>
+            )}
+          </div>
+        </div>
+      </div>
+    </div>
+  );
+}

apps/visualizer/src/features/market/DlobDepthBandsPanel.tsx

@@ -0,0 +1,75 @@
+import type { CSSProperties } from 'react';
+import { useMemo } from 'react';
+import type { DlobDepthBandRow } from './useDlobDepthBands';
+
+function formatUsd(v: number | null | undefined): string {
+  if (v == null || !Number.isFinite(v)) return '—';
+  if (v >= 1_000_000) return `$${(v / 1_000_000).toFixed(2)}M`;
+  if (v >= 1000) return `$${(v / 1000).toFixed(0)}K`;
+  if (v >= 1) return `$${v.toFixed(2)}`;
+  return `$${v.toPrecision(4)}`;
+}
+
+function formatPct(v: number | null | undefined): string {
+  if (v == null || !Number.isFinite(v)) return '—';
+  return `${v.toFixed(0)}%`;
+}
+
+function bandRowStyle(askScale: number, bidScale: number): CSSProperties {
+  const a = Number.isFinite(askScale) && askScale > 0 ? Math.min(1, askScale) : 0;
+  const b = Number.isFinite(bidScale) && bidScale > 0 ? Math.min(1, bidScale) : 0;
+  return { ['--ask-scale' as any]: a, ['--bid-scale' as any]: b } as CSSProperties;
+}
+
+export default function DlobDepthBandsPanel({ rows }: { rows: DlobDepthBandRow[] }) {
+  const sorted = useMemo(() => rows.slice().sort((a, b) => a.bandBps - b.bandBps), [rows]);
+
+  const maxUsd = useMemo(() => {
+    let max = 0;
+    for (const r of sorted) {
+      if (r.askUsd != null && Number.isFinite(r.askUsd)) max = Math.max(max, r.askUsd);
+      if (r.bidUsd != null && Number.isFinite(r.bidUsd)) max = Math.max(max, r.bidUsd);
+    }
+    return max;
+  }, [sorted]);
+
+  return (
+    <div className="dlobDepth">
+      <div className="dlobDepth__head">
+        <div className="dlobDepth__title">Depth (bands)</div>
+        <div className="dlobDepth__meta">±bps around mid</div>
+      </div>
+
+      <div className="dlobDepth__table">
+        <div className="dlobDepthRow dlobDepthRow--head">
+          <span>Band</span>
+          <span className="dlobDepthRow__num">Ask USD</span>
+          <span className="dlobDepthRow__num">Bid USD</span>
+          <span className="dlobDepthRow__num">Bid %</span>
+        </div>
+
+        {sorted.length ? (
+          sorted.map((r) => (
+            <div
+              key={r.bandBps}
+              className="dlobDepthRow"
+              style={bandRowStyle(maxUsd > 0 ? (r.askUsd || 0) / maxUsd : 0, maxUsd > 0 ? (r.bidUsd || 0) / maxUsd : 0)}
+              title={`band=${r.bandBps}bps bid=${r.bidUsd ?? '—'} ask=${r.askUsd ?? '—'} imbalance=${r.imbalance ?? '—'}`}
+            >
+              <span className="dlobDepthRow__band">{r.bandBps} bps</span>
+              <span className="dlobDepthRow__num neg">{formatUsd(r.askUsd)}</span>
+              <span className="dlobDepthRow__num pos">{formatUsd(r.bidUsd)}</span>
+              <span className="dlobDepthRow__num muted">
+                {r.imbalance == null || !Number.isFinite(r.imbalance)
+                  ? '—'
+                  : formatPct(((r.imbalance + 1) / 2) * 100)}
+              </span>
+            </div>
+          ))
+        ) : (
+          <div className="dlobDepth__empty muted">No depth band rows yet.</div>
+        )}
+      </div>
+    </div>
+  );
+}

apps/visualizer/src/features/market/DlobSlippageChart.tsx

@@ -0,0 +1,111 @@
+import { useEffect, useMemo, useRef } from 'react';
+import Chart from 'chart.js/auto';
+import type { DlobSlippageRow } from './useDlobSlippage';
+
+type Point = { x: number; y: number | null };
+
+function clamp01(v: number): number {
+  if (!Number.isFinite(v)) return 0;
+  return Math.max(0, Math.min(1, v));
+}
+
+export default function DlobSlippageChart({ rows }: { rows: DlobSlippageRow[] }) {
+  const canvasRef = useRef<HTMLCanvasElement | null>(null);
+  const chartRef = useRef<Chart | null>(null);
+
+  const { buy, sell, maxImpact } = useMemo(() => {
+    const buy: Point[] = [];
+    const sell: Point[] = [];
+    let maxImpact = 0;
+
+    for (const r of rows) {
+      if (!Number.isFinite(r.sizeUsd) || r.sizeUsd <= 0) continue;
+      const y = r.impactBps == null || !Number.isFinite(r.impactBps) ? null : r.impactBps;
+      if (y != null) maxImpact = Math.max(maxImpact, y);
+      if (r.side === 'buy') buy.push({ x: r.sizeUsd, y });
+      if (r.side === 'sell') sell.push({ x: r.sizeUsd, y });
+    }
+
+    buy.sort((a, b) => a.x - b.x);
+    sell.sort((a, b) => a.x - b.x);
+
+    return { buy, sell, maxImpact };
+  }, [rows]);
+
+  useEffect(() => {
+    if (!canvasRef.current) return;
+    if (chartRef.current) return;
+
+    chartRef.current = new Chart(canvasRef.current, {
+      type: 'line',
+      data: {
+        datasets: [
+          {
+            label: 'Buy',
+            data: [],
+            borderColor: 'rgba(34,197,94,0.9)',
+            backgroundColor: 'rgba(34,197,94,0.15)',
+            pointRadius: 2,
+            pointHoverRadius: 4,
+            borderWidth: 2,
+            tension: 0.2,
+            fill: false,
+          },
+          {
+            label: 'Sell',
+            data: [],
+            borderColor: 'rgba(239,68,68,0.9)',
+            backgroundColor: 'rgba(239,68,68,0.15)',
+            pointRadius: 2,
+            pointHoverRadius: 4,
+            borderWidth: 2,
+            tension: 0.2,
+            fill: false,
+          },
+        ],
+      },
+      options: {
+        responsive: true,
+        maintainAspectRatio: false,
+        animation: false,
+        parsing: false,
+        interaction: { mode: 'nearest', intersect: false },
+        plugins: {
+          legend: { labels: { color: '#e6e9ef' } },
+          tooltip: { enabled: true },
+        },
+        scales: {
+          x: {
+            type: 'linear',
+            title: { display: true, text: 'Size (USD)', color: '#c7cbd4' },
+            ticks: { color: '#c7cbd4' },
+            grid: { color: 'rgba(255,255,255,0.06)' },
+          },
+          y: {
+            type: 'linear',
+            beginAtZero: true,
+            suggestedMax: Math.max(10, maxImpact * (1 + clamp01(0.15))),
+            title: { display: true, text: 'Impact (bps)', color: '#c7cbd4' },
+            ticks: { color: '#c7cbd4' },
+            grid: { color: 'rgba(255,255,255,0.06)' },
+          },
+        },
+      },
+    });
+
+    return () => {
+      chartRef.current?.destroy();
+      chartRef.current = null;
+    };
+  }, [maxImpact]);
+
+  useEffect(() => {
+    const chart = chartRef.current;
+    if (!chart) return;
+    chart.data.datasets[0]!.data = buy as any;
+    chart.data.datasets[1]!.data = sell as any;
+    chart.update('none');
+  }, [buy, sell]);
+
+  return <canvas className="dlobSlippageChart" ref={canvasRef} />;
+}

apps/visualizer/src/features/market/useDlobDepthBands.ts

@@ -0,0 +1,133 @@
+import { useEffect, useMemo, useState } from 'react';
+import { subscribeGraphqlWs } from '../../lib/graphqlWs';
+
+export type DlobDepthBandRow = {
+  marketName: string;
+  bandBps: number;
+  midPrice: number | null;
+  bestBid: number | null;
+  bestAsk: number | null;
+  bidUsd: number | null;
+  askUsd: number | null;
+  bidBase: number | null;
+  askBase: number | null;
+  imbalance: number | null;
+  updatedAt: string | null;
+};
+
+function toNum(v: unknown): number | null {
+  if (v == null) return null;
+  if (typeof v === 'number') return Number.isFinite(v) ? v : null;
+  if (typeof v === 'string') {
+    const s = v.trim();
+    if (!s) return null;
+    const n = Number(s);
+    return Number.isFinite(n) ? n : null;
+  }
+  return null;
+}
+
+function toInt(v: unknown): number | null {
+  if (v == null) return null;
+  if (typeof v === 'number') return Number.isFinite(v) ? Math.trunc(v) : null;
+  if (typeof v === 'string') {
+    const s = v.trim();
+    if (!s) return null;
+    const n = Number.parseInt(s, 10);
+    return Number.isFinite(n) ? n : null;
+  }
+  return null;
+}
+
+type HasuraRow = {
+  market_name: string;
+  band_bps: unknown;
+  mid_price?: unknown;
+  best_bid_price?: unknown;
+  best_ask_price?: unknown;
+  bid_usd?: unknown;
+  ask_usd?: unknown;
+  bid_base?: unknown;
+  ask_base?: unknown;
+  imbalance?: unknown;
+  updated_at?: string | null;
+};
+
+type SubscriptionData = {
+  dlob_depth_bps_latest: HasuraRow[];
+};
+
+export function useDlobDepthBands(
+  marketName: string
+): { rows: DlobDepthBandRow[]; connected: boolean; error: string | null } {
+  const [rows, setRows] = useState<DlobDepthBandRow[]>([]);
+  const [connected, setConnected] = useState(false);
+  const [error, setError] = useState<string | null>(null);
+
+  const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
+
+  useEffect(() => {
+    if (!normalizedMarket) {
+      setRows([]);
+      setError(null);
+      setConnected(false);
+      return;
+    }
+
+    setError(null);
+
+    const query = `
+      subscription DlobDepthBands($market: String!) {
+        dlob_depth_bps_latest(
+          where: { market_name: { _eq: $market } }
+          order_by: [{ band_bps: asc }]
+        ) {
+          market_name
+          band_bps
+          mid_price
+          best_bid_price
+          best_ask_price
+          bid_usd
+          ask_usd
+          bid_base
+          ask_base
+          imbalance
+          updated_at
+        }
+      }
+    `;
+
+    const sub = subscribeGraphqlWs<SubscriptionData>({
+      query,
+      variables: { market: normalizedMarket },
+      onStatus: ({ connected }) => setConnected(connected),
+      onError: (e) => setError(e),
+      onData: (data) => {
+        const out: DlobDepthBandRow[] = [];
+        for (const r of data?.dlob_depth_bps_latest || []) {
+          if (!r?.market_name) continue;
+          const bandBps = toInt(r.band_bps);
+          if (bandBps == null || bandBps <= 0) continue;
+          out.push({
+            marketName: r.market_name,
+            bandBps,
+            midPrice: toNum(r.mid_price),
+            bestBid: toNum(r.best_bid_price),
+            bestAsk: toNum(r.best_ask_price),
+            bidUsd: toNum(r.bid_usd),
+            askUsd: toNum(r.ask_usd),
+            bidBase: toNum(r.bid_base),
+            askBase: toNum(r.ask_base),
+            imbalance: toNum(r.imbalance),
+            updatedAt: r.updated_at ?? null,
+          });
+        }
+        setRows(out);
+      },
+    });
+
+    return () => sub.unsubscribe();
+  }, [normalizedMarket]);
+
+  return { rows, connected, error };
+}

apps/visualizer/src/features/market/useDlobL2.ts

@@ -0,0 +1,158 @@
+import { useEffect, useMemo, useState } from 'react';
+import { subscribeGraphqlWs } from '../../lib/graphqlWs';
+
+export type OrderbookRow = {
+  price: number;
+  size: number;
+  total: number;
+};
+
+export type DlobL2 = {
+  marketName: string;
+  bids: OrderbookRow[];
+  asks: OrderbookRow[];
+  bestBid: number | null;
+  bestAsk: number | null;
+  mid: number | null;
+  updatedAt: string | null;
+};
+
+function envNumber(name: string): number | undefined {
+  const raw = (import.meta as any).env?.[name];
+  if (raw == null) return undefined;
+  const n = Number(raw);
+  return Number.isFinite(n) ? n : undefined;
+}
+
+function toNum(v: unknown): number | null {
+  if (v == null) return null;
+  if (typeof v === 'number') return Number.isFinite(v) ? v : null;
+  if (typeof v === 'string') {
+    const s = v.trim();
+    if (!s) return null;
+    const n = Number(s);
+    return Number.isFinite(n) ? n : null;
+  }
+  return null;
+}
+
+function normalizeJson(v: unknown): unknown {
+  if (typeof v !== 'string') return v;
+  const s = v.trim();
+  if (!s) return null;
+  try {
+    return JSON.parse(s);
+  } catch {
+    return v;
+  }
+}
+
+function parseLevels(raw: unknown, pricePrecision: number, basePrecision: number): Array<{ price: number; size: number }> {
+  const v = normalizeJson(raw);
+  if (!Array.isArray(v)) return [];
+
+  const out: Array<{ price: number; size: number }> = [];
+  for (const item of v) {
+    const priceInt = toNum((item as any)?.price);
+    const sizeInt = toNum((item as any)?.size);
+    if (priceInt == null || sizeInt == null) continue;
+
+    const price = priceInt / pricePrecision;
+    const size = sizeInt / basePrecision;
+    if (!Number.isFinite(price) || !Number.isFinite(size)) continue;
+    out.push({ price, size });
+  }
+
+  return out;
+}
+
+function withTotals(levels: Array<{ price: number; size: number }>): OrderbookRow[] {
+  let total = 0;
+  return levels.map((l) => {
+    total += l.size;
+    return { ...l, total };
+  });
+}
+
+type HasuraDlobL2Row = {
+  market_name: string;
+  bids?: unknown;
+  asks?: unknown;
+  updated_at?: string | null;
+};
+
+type SubscriptionData = {
+  dlob_l2_latest: HasuraDlobL2Row[];
+};
+
+export function useDlobL2(
+  marketName: string,
+  opts?: { levels?: number }
+): { l2: DlobL2 | null; connected: boolean; error: string | null } {
+  const [l2, setL2] = useState<DlobL2 | null>(null);
+  const [connected, setConnected] = useState(false);
+  const [error, setError] = useState<string | null>(null);
+
+  const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
+  const levels = useMemo(() => Math.max(1, opts?.levels ?? 14), [opts?.levels]);
+
+  const pricePrecision = useMemo(() => envNumber('VITE_DLOB_PRICE_PRECISION') ?? 1_000_000, []);
+  const basePrecision = useMemo(() => envNumber('VITE_DLOB_BASE_PRECISION') ?? 1_000_000_000, []);
+
+  useEffect(() => {
+    if (!normalizedMarket) {
+      setL2(null);
+      setError(null);
+      setConnected(false);
+      return;
+    }
+
+    setError(null);
+
+    const query = `
+      subscription DlobL2($market: String!) {
+        dlob_l2_latest(where: {market_name: {_eq: $market}}, limit: 1) {
+          market_name
+          bids
+          asks
+          updated_at
+        }
+      }
+    `;
+
+    const sub = subscribeGraphqlWs<SubscriptionData>({
+      query,
+      variables: { market: normalizedMarket },
+      onStatus: ({ connected }) => setConnected(connected),
+      onError: (e) => setError(e),
+      onData: (data) => {
+        const row = data?.dlob_l2_latest?.[0];
+        if (!row?.market_name) return;
+
+        const bidsRaw = parseLevels(row.bids, pricePrecision, basePrecision).slice(0, levels);
+        const asksRaw = parseLevels(row.asks, pricePrecision, basePrecision).slice(0, levels);
+
+        const bids = withTotals(bidsRaw);
+        const asks = withTotals(asksRaw).slice().reverse();
+
+        const bestBid = bidsRaw.length ? bidsRaw[0].price : null;
+        const bestAsk = asksRaw.length ? asksRaw[0].price : null;
+        const mid = bestBid != null && bestAsk != null ? (bestBid + bestAsk) / 2 : null;
+
+        setL2({
+          marketName: row.market_name,
+          bids,
+          asks,
+          bestBid,
+          bestAsk,
+          mid,
+          updatedAt: row.updated_at ?? null,
+        });
+      },
+    });
+
+    return () => sub.unsubscribe();
+  }, [normalizedMarket, levels, pricePrecision, basePrecision]);
+
+  return { l2, connected, error };
+}

apps/visualizer/src/features/market/useDlobSlippage.ts

@@ -0,0 +1,137 @@
+import { useEffect, useMemo, useState } from 'react';
+import { subscribeGraphqlWs } from '../../lib/graphqlWs';
+
+export type DlobSlippageRow = {
+  marketName: string;
+  side: 'buy' | 'sell';
+  sizeUsd: number;
+  midPrice: number | null;
+  vwapPrice: number | null;
+  worstPrice: number | null;
+  filledUsd: number | null;
+  filledBase: number | null;
+  impactBps: number | null;
+  levelsConsumed: number | null;
+  fillPct: number | null;
+  updatedAt: string | null;
+};
+
+function toNum(v: unknown): number | null {
+  if (v == null) return null;
+  if (typeof v === 'number') return Number.isFinite(v) ? v : null;
+  if (typeof v === 'string') {
+    const s = v.trim();
+    if (!s) return null;
+    const n = Number(s);
+    return Number.isFinite(n) ? n : null;
+  }
+  return null;
+}
+
+function toInt(v: unknown): number | null {
+  if (v == null) return null;
+  if (typeof v === 'number') return Number.isFinite(v) ? Math.trunc(v) : null;
+  if (typeof v === 'string') {
+    const s = v.trim();
+    if (!s) return null;
+    const n = Number.parseInt(s, 10);
+    return Number.isFinite(n) ? n : null;
+  }
+  return null;
+}
+
+type HasuraRow = {
+  market_name: string;
+  side: string;
+  size_usd: unknown;
+  mid_price?: unknown;
+  vwap_price?: unknown;
+  worst_price?: unknown;
+  filled_usd?: unknown;
+  filled_base?: unknown;
+  impact_bps?: unknown;
+  levels_consumed?: unknown;
+  fill_pct?: unknown;
+  updated_at?: string | null;
+};
+
+type SubscriptionData = {
+  dlob_slippage_latest: HasuraRow[];
+};
+
+export function useDlobSlippage(marketName: string): { rows: DlobSlippageRow[]; connected: boolean; error: string | null } {
+  const [rows, setRows] = useState<DlobSlippageRow[]>([]);
+  const [connected, setConnected] = useState(false);
+  const [error, setError] = useState<string | null>(null);
+
+  const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
+
+  useEffect(() => {
+    if (!normalizedMarket) {
+      setRows([]);
+      setError(null);
+      setConnected(false);
+      return;
+    }
+
+    setError(null);
+
+    const query = `
+      subscription DlobSlippage($market: String!) {
+        dlob_slippage_latest(
+          where: { market_name: { _eq: $market } }
+          order_by: [{ side: asc }, { size_usd: asc }]
+        ) {
+          market_name
+          side
+          size_usd
+          mid_price
+          vwap_price
+          worst_price
+          filled_usd
+          filled_base
+          impact_bps
+          levels_consumed
+          fill_pct
+          updated_at
+        }
+      }
+    `;
+
+    const sub = subscribeGraphqlWs<SubscriptionData>({
+      query,
+      variables: { market: normalizedMarket },
+      onStatus: ({ connected }) => setConnected(connected),
+      onError: (e) => setError(e),
+      onData: (data) => {
+        const out: DlobSlippageRow[] = [];
+        for (const r of data?.dlob_slippage_latest || []) {
+          if (!r?.market_name) continue;
+          const side = String(r.side || '').trim();
+          if (side !== 'buy' && side !== 'sell') continue;
+          const sizeUsd = toInt(r.size_usd);
+          if (sizeUsd == null || sizeUsd <= 0) continue;
+          out.push({
+            marketName: r.market_name,
+            side,
+            sizeUsd,
+            midPrice: toNum(r.mid_price),
+            vwapPrice: toNum(r.vwap_price),
+            worstPrice: toNum(r.worst_price),
+            filledUsd: toNum(r.filled_usd),
+            filledBase: toNum(r.filled_base),
+            impactBps: toNum(r.impact_bps),
+            levelsConsumed: toInt(r.levels_consumed),
+            fillPct: toNum(r.fill_pct),
+            updatedAt: r.updated_at ?? null,
+          });
+        }
+        setRows(out);
+      },
+    });
+
+    return () => sub.unsubscribe();
+  }, [normalizedMarket]);
+
+  return { rows, connected, error };
+}

apps/visualizer/src/features/market/useDlobStats.ts

@@ -0,0 +1,123 @@
+import { useEffect, useMemo, useState } from 'react';
+import { subscribeGraphqlWs } from '../../lib/graphqlWs';
+
+export type DlobStats = {
+  marketName: string;
+  markPrice: number | null;
+  oraclePrice: number | null;
+  bestBid: number | null;
+  bestAsk: number | null;
+  mid: number | null;
+  spreadAbs: number | null;
+  spreadBps: number | null;
+  depthBidBase: number | null;
+  depthAskBase: number | null;
+  depthBidUsd: number | null;
+  depthAskUsd: number | null;
+  imbalance: number | null;
+  updatedAt: string | null;
+};
+
+function toNum(v: unknown): number | null {
+  if (v == null) return null;
+  if (typeof v === 'number') return Number.isFinite(v) ? v : null;
+  if (typeof v === 'string') {
+    const s = v.trim();
+    if (!s) return null;
+    const n = Number(s);
+    return Number.isFinite(n) ? n : null;
+  }
+  return null;
+}
+
+type HasuraDlobStatsRow = {
+  market_name: string;
+  mark_price?: string | null;
+  oracle_price?: string | null;
+  best_bid_price?: string | null;
+  best_ask_price?: string | null;
+  mid_price?: string | null;
+  spread_abs?: string | null;
+  spread_bps?: string | null;
+  depth_bid_base?: string | null;
+  depth_ask_base?: string | null;
+  depth_bid_usd?: string | null;
+  depth_ask_usd?: string | null;
+  imbalance?: string | null;
+  updated_at?: string | null;
+};
+
+type SubscriptionData = {
+  dlob_stats_latest: HasuraDlobStatsRow[];
+};
+
+export function useDlobStats(marketName: string): { stats: DlobStats | null; connected: boolean; error: string | null } {
+  const [stats, setStats] = useState<DlobStats | null>(null);
+  const [connected, setConnected] = useState(false);
+  const [error, setError] = useState<string | null>(null);
+
+  const normalizedMarket = useMemo(() => (marketName || '').trim(), [marketName]);
+
+  useEffect(() => {
+    if (!normalizedMarket) {
+      setStats(null);
+      setError(null);
+      setConnected(false);
+      return;
+    }
+
+    setError(null);
+
+    const query = `
+      subscription DlobStats($market: String!) {
+        dlob_stats_latest(where: {market_name: {_eq: $market}}, limit: 1) {
+          market_name
+          mark_price
+          oracle_price
+          best_bid_price
+          best_ask_price
+          mid_price
+          spread_abs
+          spread_bps
+          depth_bid_base
+          depth_ask_base
+          depth_bid_usd
+          depth_ask_usd
+          imbalance
+          updated_at
+        }
+      }
+    `;
+
+    const sub = subscribeGraphqlWs<SubscriptionData>({
+      query,
+      variables: { market: normalizedMarket },
+      onStatus: ({ connected }) => setConnected(connected),
+      onError: (e) => setError(e),
+      onData: (data) => {
+        const row = data?.dlob_stats_latest?.[0];
+        if (!row?.market_name) return;
+        setStats({
+          marketName: row.market_name,
+          markPrice: toNum(row.mark_price),
+          oraclePrice: toNum(row.oracle_price),
+          bestBid: toNum(row.best_bid_price),
+          bestAsk: toNum(row.best_ask_price),
+          mid: toNum(row.mid_price),
+          spreadAbs: toNum(row.spread_abs),
+          spreadBps: toNum(row.spread_bps),
+          depthBidBase: toNum(row.depth_bid_base),
+          depthAskBase: toNum(row.depth_ask_base),
+          depthBidUsd: toNum(row.depth_bid_usd),
+          depthAskUsd: toNum(row.depth_ask_usd),
+          imbalance: toNum(row.imbalance),
+          updatedAt: row.updated_at ?? null,
+        });
+      },
+    });
+
+    return () => sub.unsubscribe();
+  }, [normalizedMarket]);
+
+  return { stats, connected, error };
+}

apps/visualizer/src/lib/api.ts

@@ -6,6 +6,9 @@ export type Candle = {
   close: number;
   volume?: number;
   oracle?: number | null;
+  flow?: { up: number; down: number; flat: number };
+  flowRows?: number[];
+  flowMoves?: number[];
 };
 
 export type SeriesPoint = {
@@ -68,9 +71,18 @@ export async function fetchChart(params: {
       close: Number(c.close),
       volume: c.volume == null ? undefined : Number(c.volume),
       oracle: c.oracle == null ? null : Number(c.oracle),
+      flow:
+        (c as any)?.flow && typeof (c as any).flow === 'object'
+          ? {
+              up: Number((c as any).flow.up),
+              down: Number((c as any).flow.down),
+              flat: Number((c as any).flow.flat),
+            }
+          : undefined,
+      flowRows: Array.isArray((c as any)?.flowRows) ? (c as any).flowRows.map((x: any) => Number(x)) : undefined,
+      flowMoves: Array.isArray((c as any)?.flowMoves) ? (c as any).flowMoves.map((x: any) => Number(x)) : undefined,
     })),
     indicators: json.indicators || {},
     meta: { tf: String(json.tf || params.tf), bucketSeconds: Number(json.bucketSeconds || 0) },
   };
 }
-

apps/visualizer/src/lib/graphqlWs.ts

@@ -0,0 +1,181 @@
+type HeadersMap = Record<string, string>;
+
+type SubscribeParams<T> = {
+  query: string;
+  variables?: Record<string, unknown>;
+  onData: (data: T) => void;
+  onError?: (err: string) => void;
+  onStatus?: (s: { connected: boolean }) => void;
+};
+
+function envString(name: string): string | undefined {
+  const v = (import.meta as any).env?.[name];
+  const s = v == null ? '' : String(v).trim();
+  return s ? s : undefined;
+}
+
+function resolveGraphqlHttpUrl(): string {
+  return envString('VITE_HASURA_URL') || '/graphql';
+}
+
+function resolveGraphqlWsUrl(): string {
+  const explicit = envString('VITE_HASURA_WS_URL');
+  if (explicit) {
+    if (explicit.startsWith('ws://') || explicit.startsWith('wss://')) return explicit;
+    if (explicit.startsWith('http://')) return `ws://${explicit.slice('http://'.length)}`;
+    if (explicit.startsWith('https://')) return `wss://${explicit.slice('https://'.length)}`;
+
+    const proto = window.location.protocol === 'https:' ? 'wss:' : 'ws:';
+    const host = window.location.host;
+    const path = explicit.startsWith('/') ? explicit : `/${explicit}`;
+    return `${proto}//${host}${path}`;
+  }
+
+  const httpUrl = resolveGraphqlHttpUrl();
+  if (httpUrl.startsWith('ws://') || httpUrl.startsWith('wss://')) return httpUrl;
+  if (httpUrl.startsWith('http://')) return `ws://${httpUrl.slice('http://'.length)}`;
+  if (httpUrl.startsWith('https://')) return `wss://${httpUrl.slice('https://'.length)}`;
+
+  const proto = window.location.protocol === 'https:' ? 'wss:' : 'ws:';
+  const host = window.location.host;
+  const path = httpUrl.startsWith('/') ? httpUrl : `/${httpUrl}`;
+  return `${proto}//${host}${path}`;
+}
+
+function resolveAuthHeaders(): HeadersMap | undefined {
+  const token = envString('VITE_HASURA_AUTH_TOKEN');
+  if (token) return { authorization: `Bearer ${token}` };
+  const secret = envString('VITE_HASURA_ADMIN_SECRET');
+  if (secret) return { 'x-hasura-admin-secret': secret };
+  return undefined;
+}
+
+type WsMessage =
+  | { type: 'connection_ack' | 'ka' | 'complete' }
+  | { type: 'connection_error'; payload?: any }
+  | { type: 'data'; id: string; payload: { data?: any; errors?: Array<{ message: string }> } }
+  | { type: 'error'; id: string; payload?: any };
+
+export type SubscriptionHandle = {
+  unsubscribe: () => void;
+};
+
+export function subscribeGraphqlWs<T>({ query, variables, onData, onError, onStatus }: SubscribeParams<T>): SubscriptionHandle {
+  const wsUrl = resolveGraphqlWsUrl();
+  const headers = resolveAuthHeaders();
+  let ws: WebSocket | null = null;
+  let closed = false;
+  let started = false;
+  let reconnectTimer: number | null = null;
+
+  const subId = '1';
+
+  const emitError = (e: unknown) => {
+    const msg = typeof e === 'string' ? e : String((e as any)?.message || e);
+    onError?.(msg);
+  };
+
+  const setConnected = (connected: boolean) => onStatus?.({ connected });
+
+  const start = () => {
+    if (!ws || started) return;
+    started = true;
+    ws.send(
+      JSON.stringify({
+        id: subId,
+        type: 'start',
+        payload: { query, variables: variables ?? {} },
+      })
+    );
+  };
+
+  const connect = () => {
+    if (closed) return;
+    started = false;
+    try {
+      ws = new WebSocket(wsUrl, 'graphql-ws');
+    } catch (e) {
+      emitError(e);
+      reconnectTimer = window.setTimeout(connect, 1000);
+      return;
+    }
+
+    ws.onopen = () => {
+      setConnected(true);
+      const payload = headers ? { headers } : {};
+      ws?.send(JSON.stringify({ type: 'connection_init', payload }));
+    };
+
+    ws.onmessage = (ev) => {
+      let msg: WsMessage;
+      try {
+        msg = JSON.parse(String(ev.data));
+      } catch (e) {
+        emitError(e);
+        return;
+      }
+
+      if (msg.type === 'connection_ack') {
+        start();
+        return;
+      }
+
+      if (msg.type === 'connection_error') {
+        emitError(msg.payload || 'connection_error');
+        return;
+      }
+
+      if (msg.type === 'ka' || msg.type === 'complete') return;
+
+      if (msg.type === 'error') {
+        emitError(msg.payload || 'subscription_error');
+        return;
+      }
+
+      if (msg.type === 'data') {
+        const errors = msg.payload?.errors;
+        if (Array.isArray(errors) && errors.length) {
+          emitError(errors.map((e) => e.message).join(' | '));
+          return;
+        }
+        if (msg.payload?.data != null) onData(msg.payload.data as T);
+      }
+    };
+
+    ws.onerror = () => {
+      setConnected(false);
+    };
+
+    ws.onclose = () => {
+      setConnected(false);
+      if (closed) return;
+      reconnectTimer = window.setTimeout(connect, 1000);
+    };
+  };
+
+  connect();
+
+  return {
+    unsubscribe: () => {
+      closed = true;
+      setConnected(false);
+      if (reconnectTimer != null) {
+        window.clearTimeout(reconnectTimer);
+        reconnectTimer = null;
+      }
+      if (!ws) return;
+      try {
+        ws.send(JSON.stringify({ id: subId, type: 'stop' }));
+        ws.send(JSON.stringify({ type: 'connection_terminate' }));
+      } catch {
+        // ignore
+      }
+      try {
+        ws.close();
+      } catch {
+        // ignore
+      }
+      ws = null;
+    },
+  };
+}

apps/visualizer/src/lib/hasura.ts

@@ -18,7 +18,7 @@ function getApiUrl(): string | undefined {
 }
 
 function getHasuraUrl(): string {
-  return (import.meta as any).env?.VITE_HASURA_URL || 'http://localhost:8080/v1/graphql';
+  return (import.meta as any).env?.VITE_HASURA_URL || '/graphql';
 }
 
 function getAuthToken(): string | undefined {

apps/visualizer/vite.config.ts

@@ -7,6 +7,13 @@ import react from '@vitejs/plugin-react';
 const DIR = path.dirname(fileURLToPath(import.meta.url));
 const ROOT = path.resolve(DIR, '../..');
 
+type BasicAuth = { username: string; password: string };
+
+function stripTrailingSlashes(p: string): string {
+  const out = p.replace(/\/+$/, '');
+  return out || '/';
+}
+
 function readApiReadToken(): string | undefined {
   if (process.env.API_READ_TOKEN) return process.env.API_READ_TOKEN;
   const p = path.join(ROOT, 'tokens', 'read.json');
@@ -20,24 +27,132 @@ function readApiReadToken(): string | undefined {
   }
 }
 
+function parseBasicAuth(value: string | undefined): BasicAuth | undefined {
+  const raw = String(value || '').trim();
+  if (!raw) return undefined;
+  const idx = raw.indexOf(':');
+  if (idx <= 0) return undefined;
+  const username = raw.slice(0, idx).trim();
+  const password = raw.slice(idx + 1);
+  if (!username || !password) return undefined;
+  return { username, password };
+}
+
+function readProxyBasicAuth(): BasicAuth | undefined {
+  const fromEnv = parseBasicAuth(process.env.API_PROXY_BASIC_AUTH);
+  if (fromEnv) return fromEnv;
+
+  const fileRaw = String(process.env.API_PROXY_BASIC_AUTH_FILE || '').trim();
+  if (!fileRaw) return undefined;
+
+  const p = path.isAbsolute(fileRaw) ? fileRaw : path.join(ROOT, fileRaw);
+  if (!fs.existsSync(p)) return undefined;
+  try {
+    const raw = fs.readFileSync(p, 'utf8');
+    const json = JSON.parse(raw) as { username?: string; password?: string };
+    const username = typeof json?.username === 'string' ? json.username.trim() : '';
+    const password = typeof json?.password === 'string' ? json.password : '';
+    if (!username || !password) return undefined;
+    return { username, password };
+  } catch {
+    return undefined;
+  }
+}
+
 const apiReadToken = readApiReadToken();
+const proxyBasicAuth = readProxyBasicAuth();
+const apiProxyTarget = process.env.API_PROXY_TARGET || 'http://localhost:8787';
+
+function parseUrl(v: string): URL | undefined {
+  try {
+    return new URL(v);
+  } catch {
+    return undefined;
+  }
+}
+
+const apiProxyTargetUrl = parseUrl(apiProxyTarget);
+const apiProxyTargetPath = stripTrailingSlashes(apiProxyTargetUrl?.pathname || '/');
+const apiProxyTargetEndsWithApi = apiProxyTargetPath.endsWith('/api');
+
+function inferUiProxyTarget(apiTarget: string): string | undefined {
+  try {
+    const u = new URL(apiTarget);
+    const p = stripTrailingSlashes(u.pathname || '/');
+    if (!p.endsWith('/api')) return undefined;
+    const basePath = p.slice(0, -'/api'.length) || '/';
+    u.pathname = basePath;
+    u.search = '';
+    u.hash = '';
+    const out = u.toString();
+    return out.endsWith('/') ? out.slice(0, -1) : out;
+  } catch {
+    return undefined;
+  }
+}
+
+const uiProxyTarget =
+  process.env.FRONTEND_PROXY_TARGET ||
+  process.env.UI_PROXY_TARGET ||
+  process.env.AUTH_PROXY_TARGET ||
+  inferUiProxyTarget(apiProxyTarget) ||
+  (apiProxyTargetUrl && apiProxyTargetPath === '/' ? stripTrailingSlashes(apiProxyTargetUrl.toString()) : undefined);
+
+function applyProxyBasicAuth(proxyReq: any) {
+  if (!proxyBasicAuth) return false;
+  const b64 = Buffer.from(`${proxyBasicAuth.username}:${proxyBasicAuth.password}`, 'utf8').toString('base64');
+  proxyReq.setHeader('Authorization', `Basic ${b64}`);
+  return true;
+}
+
+function rewriteSetCookieForLocalDevHttp(proxyRes: any) {
+  const v = proxyRes?.headers?.['set-cookie'];
+  if (!v) return;
+  const rewrite = (cookie: string) => {
+    let out = cookie.replace(/;\s*secure\b/gi, '');
+    out = out.replace(/;\s*domain=[^;]+/gi, '');
+    out = out.replace(/;\s*samesite=none\b/gi, '; SameSite=Lax');
+    return out;
+  };
+  proxyRes.headers['set-cookie'] = Array.isArray(v) ? v.map(rewrite) : rewrite(String(v));
+}
+
+const proxy: Record<string, any> = {
+  '/api': {
+    target: apiProxyTarget,
+    changeOrigin: true,
+    rewrite: (p: string) => (apiProxyTargetEndsWithApi ? p.replace(/^\/api/, '') : p),
+    configure: (p: any) => {
+      p.on('proxyReq', (proxyReq: any) => {
+        if (applyProxyBasicAuth(proxyReq)) return;
+        if (apiReadToken) proxyReq.setHeader('Authorization', `Bearer ${apiReadToken}`);
+      });
+    },
+  },
+};
+
+if (uiProxyTarget) {
+  for (const prefix of ['/whoami', '/auth', '/logout']) {
+    proxy[prefix] = {
+      target: uiProxyTarget,
+      changeOrigin: true,
+      configure: (p: any) => {
+        p.on('proxyReq', (proxyReq: any) => {
+          applyProxyBasicAuth(proxyReq);
+        });
+        p.on('proxyRes', (proxyRes: any) => {
+          rewriteSetCookieForLocalDevHttp(proxyRes);
+        });
+      },
+    };
+  }
+}
 
 export default defineConfig({
   plugins: [react()],
   server: {
     port: 5173,
     strictPort: true,
-    proxy: {
+    proxy,
-      '/api': {
-        target: process.env.API_PROXY_TARGET || 'http://localhost:8787',
-        changeOrigin: true,
-        rewrite: (p) => p.replace(/^\/api/, ''),
-        configure: (proxy) => {
-          proxy.on('proxyReq', (proxyReq) => {
-            if (apiReadToken) proxyReq.setHeader('Authorization', `Bearer ${apiReadToken}`);
-          });
-        },
-      },
-    },
   },
 });

doc/dlob-services.md

@@ -0,0 +1,153 @@
+# Serwisy DLOB na VPS (k3s / `trade-staging`)
+
+Ten dokument opisuje rolę serwisów “DLOB” uruchomionych w namespace `trade-staging` oraz ich przepływ danych.
+
+## Czy `dlob-worker` pracuje na VPS?
+
+Tak — wszystkie serwisy wymienione niżej działają **na VPS** jako Deploymenty w klastrze k3s, w namespace `trade-staging`.
+
+## Czy na VPS jest GraphQL/WS dla stats i orderbook?
+
+Tak — **GraphQL wystawia Hasura** (na VPS w k3s), a nie `dlob-server`.
+
+- Dane L2 i liczone statsy są zapisane do Postgresa jako tabele `dlob_*_latest` i są dostępne przez Hasurę jako GraphQL (query + subscriptions).
+- Z zewnątrz korzystamy przez frontend (proxy) pod:
+  - HTTP: `https://trade.rv32i.pl/graphql`
+  - WS: `wss://trade.rv32i.pl/graphql` (subskrypcje, protokół `graphql-ws`)
+
+`dlob-server` wystawia **REST** (np. `/l2`, `/l3`) w klastrze; to jest źródło danych dla workerów albo do debugowania.
+
+## TL;DR: kto co robi
+
+### `dlob-worker`
+- **Rola:** kolektor L2 + wyliczenie “basic stats”.
+- **Wejście:** HTTP L2 z `DLOB_HTTP_URL` (u nas obecnie `https://dlob.drift.trade`, ale można przełączyć na `http://dlob-server:6969`).
+- **Wyjście:** upsert do Hasury (Postgres) tabel:
+  - `dlob_l2_latest` (raw snapshot L2, JSON leveli)
+  - `dlob_stats_latest` (pochodne: best bid/ask, mid, spread, depth, imbalance, itp.)
+- **Częstotliwość:** `DLOB_POLL_MS` (u nas 500 ms).
+
+### `dlob-slippage-worker`
+- **Rola:** symulacja slippage vs rozmiar zlecenia na podstawie L2.
+- **Wejście:** czyta z Hasury `dlob_l2_latest` (dla listy rynków).
+- **Wyjście:** upsert do Hasury tabeli `dlob_slippage_latest` (m.in. `impact_bps`, `vwap_price`, `worst_price`, `fill_pct`).
+- **Częstotliwość:** `DLOB_POLL_MS` (u nas 1000 ms); rozmiary w `DLOB_SLIPPAGE_SIZES_USD`.
+
+### `dlob-depth-worker`
+- **Rola:** metryki “głębokości” w pasmach ±bps wokół mid.
+- **Wejście:** czyta z Hasury `dlob_l2_latest`.
+- **Wyjście:** upsert do Hasury tabeli `dlob_depth_bps_latest` (per `(market_name, band_bps)`).
+- **Częstotliwość:** `DLOB_POLL_MS` (u nas 1000 ms); pasma w `DLOB_DEPTH_BPS_BANDS`.
+
+### `dlob-publisher`
+- **Rola:** utrzymuje “żywy” DLOB na podstawie subskrypcji on-chain i publikuje snapshoty do Redis.
+- **Wejście:** Solana RPC/WS (`ENDPOINT`, `WS_ENDPOINT` z secreta `trade-dlob-rpc`), Drift SDK; konfiguracja rynków np. `PERP_MARKETS_TO_LOAD`.
+- **Wyjście:** zapis/publish do `dlob-redis` (cache / pubsub / streamy), z którego korzysta serwer HTTP (i ewentualnie WS manager).
+
+### `dlob-server`
+- **Rola:** HTTP API do danych DLOB (np. `/l2`, `/l3`) serwowane z cache Redis.
+- **Wejście:** `dlob-redis` + slot subscriber (do oceny “świeżości” danych).
+- **Wyjście:** endpoint HTTP w klastrze (Service `dlob-server:6969`), który może być źródłem dla `dlob-worker` (gdy `DLOB_HTTP_URL=http://dlob-server:6969`).
+
+### `dlob-redis`
+- **Rola:** Redis (u nas single-node “cluster mode”) jako **cache i kanał komunikacji** między `dlob-publisher` a `dlob-server`.
+- **Uwagi:** to “klej” między komponentami publish/serve; bez niego publisher i server nie współpracują.
+
+## Jak to się spina (przepływ danych)
+
+1) `dlob-publisher` (on-chain) → publikuje snapshoty do `dlob-redis`.
+2) `dlob-server` → serwuje `/l2` i `/l3` z `dlob-redis` (HTTP w klastrze).
+3) `dlob-worker` → pobiera L2 (obecnie z `https://dlob.drift.trade`; opcjonalnie z `dlob-server`) i zapisuje “latest” do Hasury/DB.
+4) `dlob-slippage-worker` + `dlob-depth-worker` → liczą agregaty z `dlob_l2_latest` i zapisują do Hasury/DB (pod UI).
+
+## Co to jest L1 / L2 / L3 (orderbook)
+
+- `L1` (top-of-book): tylko najlepszy bid i najlepszy ask (czasem też spread).
+- `L2` (Level 2): **zagregowane poziomy cenowe** po stronie bid/ask — lista leveli `{ price, size }`, gdzie `size` to suma wolumenu na danej cenie (to jest typowy “orderbook UI” i baza pod spread/depth/imbalance).
+- `L3` (Level 3): **niezagregowane, pojedyncze zlecenia** (każde osobno, zwykle z dodatkowymi polami/identyfikatorami). Większy wolumen danych; przydatne do “pro” analiz i debugowania mikrostruktury.
+
+W tym stacku:
+- `dlob-server` udostępnia REST endpointy `/l2` i `/l3`.
+- Hasura/DB trzyma “latest” snapshot L2 w `dlob_l2_latest` oraz metryki w `dlob_stats_latest` / `dlob_depth_bps_latest` / `dlob_slippage_latest`.
+
+## Słownik pojęć (bid/ask/spread i metryki)
+
+### Podstawy orderbooka
+
+- **Bid**: zlecenia kupna (chęć kupna). W orderbooku “bid side”.
+- **Ask**: zlecenia sprzedaży (chęć sprzedaży). W orderbooku “ask side”.
+- **Best bid / best ask**: najlepsza (najwyższa) cena kupna i najlepsza (najniższa) cena sprzedaży na topie księgi (L1).
+- **Spread**: różnica pomiędzy `best_ask` a `best_bid`. Im mniejszy spread, tym “taniej” wejść/wyjść (mniej kosztów natychmiastowej realizacji).
+- **Mid price**: cena “po środku”: `(best_bid + best_ask) / 2`. Używana jako punkt odniesienia do bps i slippage.
+- **Level**: pojedynczy poziom cenowy w L2 (np. `price=100.00`, `size=12.3`).
+- **Size**: ilość/płynność na poziomie (zwykle w jednostkach “base asset”).
+- **Base / Quote**:
+  - `base` = instrument bazowy (np. SOL),
+  - `quote` = waluta wyceny (często USD).
+
+## Kolory w UI (visualizer)
+
+- `bid` / “buy side” = zielony (`.pos`, `#22c55e`)
+- `ask` / “sell side” = czerwony (`.neg`, `#ef4444`)
+- “flat” / brak zmiany = niebieski (`#60a5fa`) — używany m.in. w “brick stack” pod świecami
+
+### Jednostki i skróty
+
+- **bps (basis points)**: 1 bps = 0.01% = `0.0001`. Np. 25 bps = 0.25%.
+- **USD**: u nas wiele wartości jest przeliczanych do USD (np. `size_base * price`).
+
+### Metryki “stats” (np. `dlob_stats_latest`)
+
+- `spread_abs` (USD): `best_ask - best_bid`.
+- `spread_bps` (bps): `(spread_abs / mid_price) * 10_000`.
+- `depth_levels`: ile leveli (top‑N) z każdej strony braliśmy do liczenia “depth”.
+- `depth_bid_base` / `depth_ask_base`: suma `size` po top‑N levelach bid/ask (w base).
+- `depth_bid_usd` / `depth_ask_usd`: suma `size_base * price` po top‑N levelach (w USD).
+- `imbalance` ([-1..1]): miara asymetrii płynności:
+  - `(depth_bid_usd - depth_ask_usd) / (depth_bid_usd + depth_ask_usd)`
+  - >0 = relatywnie więcej płynności po bid, <0 = po ask.
+- `oracle_price`: cena z oracla (np. Pyth) jako punkt odniesienia.
+- `mark_price`: “mark” z rynku/perp (cena referencyjna dla rozliczeń); różni się od oracle/top-of-book.
+
+### Metryki “depth bands” (np. `dlob_depth_bps_latest`)
+
+- `band_bps`: szerokość pasma wokół `mid_price` (np. 5/10/20/50/100/200 bps).
+- `bid_usd` / `ask_usd`: płynność po danej stronie, ale **tylko z poziomów mieszczących się w oknie ±`band_bps`** wokół mid.
+- `imbalance`: jak wyżej, ale liczony per band.
+
+### Metryki “slippage” (np. `dlob_slippage_latest`)
+
+To jest symulacja “gdybym teraz zrobił market order o rozmiarze X” na podstawie L2.
+
+- `size_usd`: docelowy rozmiar zlecenia w USD.
+- `vwap_price`: średnia cena realizacji (Volume Weighted Average Price) dla symulowanego fill.
+- `impact_bps`: koszt/odchylenie względem `mid_price` wyrażone w bps (zwykle na bazie `vwap` vs `mid`).
+- `worst_price`: najgorsza cena dotknięta podczas “zjadania” kolejnych leveli.
+- `filled_usd` / `filled_base`: ile realnie udało się wypełnić (może być < docelowego, jeśli brakuje płynności).
+- `fill_pct`: procent wypełnienia (100% = pełny fill).
+- `levels_consumed`: ile leveli zostało “zjedzonych” podczas fill.
+
+### Metadane czasu (“świeżość”)
+
+- `ts`: timestamp źródła (czas snapshotu).
+- `slot`: slot Solany, z którego pochodzi snapshot (monotoniczny “numer czasu” chaina).
+- `updated_at`: kiedy nasz worker zapisał/odświeżył rekord w DB (do oceny, czy dane są świeże).
+
+## Szybka diagnostyka na VPS
+
+```bash
+KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging get deploy | grep -E 'dlob-(worker|slippage-worker|depth-worker|publisher|server|redis)'
+KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging logs deploy/dlob-worker --tail=80
+KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging logs deploy/dlob-publisher --tail=80
+KUBECONFIG=/etc/rancher/k3s/k3s.yaml kubectl -n trade-staging logs deploy/dlob-server --tail=80
+```
+
+## Ważna uwaga (źródło L2 w `dlob-worker`)
+
+Jeśli chcesz, żeby `dlob-worker` polegał na **naszym** stacku (własny RPC + `dlob-publisher` + `dlob-server`), ustaw:
+
+- `DLOB_HTTP_URL=http://dlob-server:6969`
+
+Aktualnie w `trade-staging` jest ustawione:
+
+- `DLOB_HTTP_URL=https://dlob.drift.trade`

doc/visualizer-candles.md

@@ -0,0 +1,42 @@
+# Visualizer: świeczki + “brick stack” pod świecą
+
+## Timeframe (tf)
+
+W visualizerze `tf` to długość świecy (bucket) przekazywana do API:
+
+- `3s`, `5s`, `15s`, `30s` — mikro‑ruchy (dużo szumu, ale świetne do obserwacji mikrostruktury)
+- `1m`, `5m`, `15m`, `1h`, `4h`, `1d` — klasyczne interwały
+
+Kiedy ma to sens:
+- `3s/5s`: gdy chcesz widzieć “jak cena się buduje” w krótkich falach (np. po newsie / w dużej zmienności).
+- `15s/30s`: często najlepszy kompromis między szumem a czytelnością, jeżeli patrzysz na very-short-term.
+
+## Co pokazuje “brick stack” na dole
+
+Pod każdą świecą rysujemy słupek złożony z “bricków” (małych segmentów) odpowiadających kolejnym krokom czasu wewnątrz świecy.
+
+Kolory bricków:
+- zielony = w tym kroku cena poszła w górę
+- czerwony = w tym kroku cena poszła w dół
+- niebieski = w tym kroku cena była stała (flat)
+
+Wysokość bricków:
+- zielony/czerwony: proporcjonalna do `|Δprice|` w danym kroku
+- niebieski: stała (unit height)
+
+Bricki są rozdzielone cienką czarną linią (1px), żeby było widać strukturę “krok po kroku”.
+
+## Jakie pola musi zwracać API
+
+Endpoint `GET /v1/chart` zwraca w każdej świecy:
+
+- `flow`: udziały czasu `up/down/flat` w całym buckecie (0..1)
+- `flowRows`: tablica kierunków per krok czasu: `-1` (down), `0` (flat), `1` (up)
+- `flowMoves`: tablica “move magnitude” per krok czasu (wartości dodatnie; 0 jeśli flat)
+
+To właśnie `flowRows` + `flowMoves` są używane do narysowania brick stacka.
+
+## Domyślny rynek
+
+W visualizerze domyślnie ustawiony jest `SOL-PERP`.
+

doc/workflow.md

@@ -0,0 +1,99 @@
+# Workflow pracy w projekcie `trade` (dev → staging na VPS) + snapshot/rollback
+
+Ten plik jest “source of truth” dla sposobu pracy nad zmianami w `trade`.  
+Cel: **zero ręcznych zmian na VPS**, każdy deploy jest **snapshoot’em**, do którego można wrócić.
+
+## Dla agenta / po restarcie sesji
+
+1) Przeczytaj ten plik: `doc/workflow.md`.  
+2) Kontekst funkcjonalny: `README.md`, `info.md`.  
+3) Kontekst stacka: `doc/workflow-api-ingest.md` oraz `devops/*/README.md`.  
+4) Stan VPS/k3s + GitOps: `doc/migration.md` i log zmian: `doc/steps.md`.
+
+## Zasady (must-have)
+
+- **Nie edytujemy “na żywo” VPS** (żadnych ręcznych poprawek w kontenerach/plikach na serwerze) → tylko Git + CI + Argo.
+- **Sekrety nie trafiają do gita**: `tokens/*.json` są gitignored; w dokumentacji/logach redagujemy hasła/tokeny.
+- **Brak `latest`**: obrazy w deployu są przypięte do `sha-<shortsha>` albo digesta.
+- **Każda zmiana = snapshot**: “wersja” to commit w repo deploy + przypięte obrazy.
+
+## Domyślne środowisko pracy (ważne)
+
+- **Frontend**: domyślnie pracujemy lokalnie (Vite) i łączymy się z backendem na VPS (staging) przez proxy. Deploy frontendu na VPS robimy tylko jeśli jest to wyraźnie powiedziane (“wdrażam na VPS”).
+- **Backend (trade-api + ingestor)**: zmiany backendu weryfikujemy/wdrażamy na VPS (staging), bo tam działa ingestor i tam są dane. Nie traktujemy lokalnego uruchomienia backendu jako domyślnego (tylko na wyraźną prośbę do debugowania).
+
+## Standardowy flow zmian (polecany)
+
+1) Zmiana w kodzie lokalnie.
+   - Nie musisz odpalać lokalnego Dockera; na start rób szybkie walidacje (build/typecheck).
+2) Commit + push (najlepiej przez PR).
+3) CI:
+   - build → push obrazów (tag `sha-*` lub digest),
+   - aktualizacja `trade-deploy` (bump obrazu/rewizji).
+4) Argo CD (auto-sync na staging) wdraża nowy snapshot w `trade-staging`.
+5) Test na VPS:
+   - API: `/healthz`, `/v1/ticks`, `/v1/chart`
+   - UI: `trade.mpabi.pl`
+   - Ingest: logi `trade-ingestor` + napływ ticków do tabeli.
+
+## Snapshoty i rollback (playbook)
+
+### Rollback szybki (preferowany)
+
+- Cofnij snapshot w repo deploy:
+  - `git revert` commita, który podbił obrazy, **albo**
+  - w Argo cofnij do poprzedniej rewizji (ten sam efekt).
+
+Efekt: Argo wraca do poprzedniego “dobrego” zestawu obrazów i konfiguracji.
+
+### Rollback bezpieczny dla “dużych” zmian (schema/ingest)
+
+Jeśli zmiana dotyka danych/ingestu, rób ją jako nową wersję vN:
+- nowa tabela: `drift_ticks_vN`
+- nowa funkcja: `get_drift_candles_vN`
+- osobny deploy API/UI (inne porty/sufiksy), a ingest przełączany “cutover”.
+
+W razie problemów: robisz “cut back” vN → v1 (stare dane zostają nietknięte).
+
+## Lokalne uruchomienie (opcjonalne, do debugowania)
+
+Dokładna instrukcja: `doc/workflow-api-ingest.md`.
+
+Skrót:
+```bash
+npm install
+docker compose -f devops/db/docker-compose.yml up -d
+docker compose -f devops/tools/bootstrap/docker-compose.yml run --rm db-init
+docker compose -f devops/tools/bootstrap/docker-compose.yml run --rm hasura-bootstrap
+docker compose -f devops/app/docker-compose.yml up -d --build api
+npm run token:api -- --scopes write --out tokens/alg.json
+npm run token:api -- --scopes read --out tokens/read.json
+docker compose -f devops/app/docker-compose.yml up -d --build frontend
+docker compose -f devops/app/docker-compose.yml --profile ingest up -d --build
+```
+
+### Frontend dev (Vite) z backendem na VPS (staging)
+
+Jeśli chcesz szybko iterować nad UI bez deploya, możesz odpalić lokalny Vite i podpiąć go do backendu na VPS przez istniejący proxy `/api` na `trade.mpabi.pl`.
+
+- Vite trzyma `VITE_API_URL=/api` (default) i proxy’uje `/api/*` do VPS.
+- Auth w staging jest w trybie `session` (`/auth/login`, cookie `trade_session`), więc w dev proxy’ujemy też `/whoami`, `/auth/*`, `/logout`.
+- Dev proxy usuwa `Secure` z `Set-Cookie`, żeby cookie działało na `http://localhost:5173`.
+- Na VPS `trade-frontend` proxy’uje dalej do `trade-api` i wstrzykuje read-token **server-side** (token nie trafia do przeglądarki).
+
+Przykład:
+
+```bash
+cd apps/visualizer
+API_PROXY_TARGET=https://trade.mpabi.pl \
+npm run dev
+```
+
+Jeśli staging ma dodatkowy basic auth (np. Traefik `basicAuth`), dodaj:
+`API_PROXY_BASIC_AUTH='USER:PASS'` albo `API_PROXY_BASIC_AUTH_FILE=tokens/frontend.json` (pola `username`/`password`).
+
+## Definicja “done” dla zmiany
+
+- Jest snapshot (commit w deploy) i można wrócić jednym ruchem.
+- Staging działa (API/ingest/UI) i ma podstawowe smoke-checki.
+- Sekrety nie zostały dodane do repo ani do logów/komentarzy.