Implement an interactive market-depth liquidity heatmap that visualizes buy and sell pressure across price levels in real time. The feature should present a heatmap-style order book with color intensity representing aggregated liquidity at each price, separate visual lanes for bids and asks, and configurable depth and resolution. Users must be able to hover or click price levels to highlight liquidity, view tooltips with aggregated size, best bid/ask, and recent order flow, and optionally jump to the corresponding order book entries or place orders at that price. The heatmap must update in real time with low latency, include controls to toggle the visualization, adjust time smoothing and size filters, and be performant for high-frequency updates. Use case: provide traders with clear, actionable visibility into order flow and potential price movement, offering pro-level transparency comparable to centralized exchanges.
Add interactive liquidity heatmap for trading
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