Depth data model + subscribeDepth datafeed channel #34

Part of the percept.one parity roadmap. Foundation for the inline book, heatmap, and footprint.

Problem

The data model is OHLCV bars only (packages/chart/src/core/data.ts:8). No bid/ask, no size-at-price, no L2 book state anywhere. The datafeed (src/datafeed/) only folds mid-price ticks into bars (live-bar-folder.ts).

Work

• DepthBook { bids: [price, size][], asks: [price, size][], time } type, stored outside the candle store (separate update channel, re-render on every L2 update)
• Book manager: snapshot load + delta application (Binance-style diff-depth), sequence-gap recovery/resync
• subscribeDepth(symbol, onBook) on the datafeed interface alongside the existing tick subscription (datafeed/datafeed-chart.ts:446)
• Auto-reconnect wiring consistent with existing retry/backoff
• Unit tests for delta application + gap resync

Completion audit

Verified on main in merged PR #41: separate DepthBook state, createDepthBookManager snapshot/delta sequencing and gap resync with retry backoff, and datafeed pushDepth/subscribeDepth. The playground reconnects its depth socket with capped backoff and resyncs on the next snapshot. Covered by packages/chart/test/depth-book.test.ts.

Validation: the existing main suite passed 1,849 tests with 100% line, branch and function coverage; PR #41 main coverage and documentation workflows both passed.