Open interest footprint

// Where open interest was built and where it was unwound, at each price: each fill's `oiDelta`, its
// change in the venue's open interest. Built is blue on the right and unwound amber on the left, so
// neither reads as buying or selling; the Net row under each bar is built less unwound.
indicator('Open interest footprint', { overlay: true, shortName: 'OI footprint' });

const tape = trades();
const fp = plot.footprint('Open interest change', {
  lanes: [
    { id: 'unwound', label: 'Unwound', side: 'left', color: '#e0a33a' },
    { id: 'built', label: 'Built', side: 'right', color: '#4f9cf0' },
  ],
  stats: ['unwound', 'built', { net: ['built', 'unwound'], label: 'Net' }],
});

tape.onTrade((t) => {
  // `na` where the venue does not know; 0 where one side opened and the other closed.
  const oi = t.oiDelta;
  if (isNa(oi) || oi === 0) return;
  if (oi > 0) fp.add('built', t.price, oi);
  else fp.add('unwound', t.price, -oi);
});