/**
* 板データ（depth）の分析ユーティリティ
*/
import { avg as mathAvg, stddev } from './math.js';
export type DepthZone = { low: number; high: number; label: string; color?: string };
/**
* ゾーン自動推定（簡易）：レベル配列から平均+2σ超の価格帯を抽出
*/
export function estimateZones(
levels: ReadonlyArray<[number, number]>,
side: 'bid' | 'ask',
): DepthZone[] {
if (!levels.length) return [];
const qtys = levels.map(([, s]) => s);
const avg = mathAvg(qtys) ?? 0;
const stdev = stddev(qtys);
const thr = avg + stdev * 2;
const zones: DepthZone[] = [];
for (const [p, s] of levels) {
if (s >= thr) {
const pad = p * 0.001; // 0.1%幅
if (side === 'bid') zones.push({ low: p - pad, high: p + pad, label: 'bid wall', color: 'rgba(34,197,94,0.08)' });
else zones.push({ low: p - pad, high: p + pad, label: 'ask wall', color: 'rgba(249,115,22,0.08)' });
}
}
return zones.slice(0, 5); // 多すぎないように上位数本
}
