PackLibPackLib — a generic price-row "pack" database for footprint and flow indicators.
What it does
PackLib gives you a reusable, memory-frugal way to store and query per-price-row volume data. A BucketPack indexes buy, sell and liquidation volume by price row, where row height is set by a rowTicks parameter and mapped to the chart via syminfo.mintick. It is the data backbone for footprint, volume-profile and liquidation-heatmap style scripts.
Why it exists
Building a row-bucketed flow store inline tends to allocate fresh arrays every tick, which exhausts memory on lower timeframes. PackLib solves this with a reuse-in-place pattern: you allocate one pack and one rolling profile once, then clear-and-refill them each bar. No per-tick allocation, bounded ring buffers, and guarded loops throughout.
How to use it
1. Import the library and allocate a var BucketPack with emptyPack().
2. Each bar, size it with resetPack(minRow, maxRow, rowTicks, src) or clearPack() when out of window.
3. Fill it with accumulateOhlcv() and accumulateLiqNorm() from your lower-timeframe arrays.
4. Read features with packVA() for value area, plus liquidation-normalisation and imbalance helpers.
5. For a stationary profile across recent bars, allocate a var RollingProfile with newRollingProfile(), call update() each bar, then rollingVA().
Notes
Row math (priceToTick, tickToRow, rowMid, rowLo, rowHi, rowForPrice) is stateless and rowTicks-parameterised, so the same pack works for any symbol or timeframe. The "src" field is an opaque caller-owned tag; channel meaning (volume, liquidations, or other data) is decided by the caller, making the framework reusable beyond any single indicator.
This is a library. It exports functions only and plots nothing on its own — import it into your indicator or strategy.
Pine Script® library
