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>
+  );
+}