I’ve found this project Structured Editor that presents an experimental structured code editor prototype.
I love this idea and want this in Visual Studio, what options I have ?

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This stuff is possible to do with Visual Studio extensions. As far as I know there is no Visual Studio extension that does exactly what you want, but Indent Guides is similar.
The source code for Indent Guides is available so if you’re so inclined, you could modify that to show gradients instead of lines.