Liquidity heatmap (Bookmap-style) #36

Part of the percept.one parity roadmap.

Depends on: depth data model issue.

Spec

Render historical book size over time as a color field behind the candles — persistent resting liquidity appears as bright 'walls'. Requires retaining a rolling window of depth snapshots/deltas, not just current book state.

Work

• Depth history ring buffer (time-bucketed book snapshots)
• Heatmap render pass behind the series layer (new primitive hook, z-order below candles)
• Color ramp config + intensity normalization
• Perf budget: must hold 60fps on pan/zoom with a full session of depth history — this is the feature that will eventually force the WebGL2 renderer

Completion audit

Completed by merged PR #41, with the full-session performance audit added in PR #42. DepthHistory retains a configurable bounded window of time-bucketed snapshots; the heatmap primitive draws behind series with configurable color ramps and normalization. The browser benchmark retains all 1,440 minute snapshots (24 hours, 50 levels per side, 144,000 depth points): WebGL2 pan/zoom measured ~60 animation FPS, p95 CPU 12.2/12.8 ms, and no frame intervals above 25 ms on an M3 Max. Canvas2D remains a fallback and measured ~24 FPS on this workload. Finer bucket resolution and other hardware require their own measurements. Raw results and reproduction commands are in packages/chart/PERFORMANCE.md and packages/chart/bench/results/2026-09-29-backends.json.

Validation: 1,855 tests pass with 100% line, branch and function coverage; all package entry points import; PR #42 test and documentation checks passed before merge.