Islandflow system reference
+From print to alert
++ A compact anatomy map for the path a market print takes through ingest, the live + tape, flow packet construction, smart-money profiling, classifier hits, and alerts. +
+ +The pipeline is two paths that meet again
++ Ingest publishes the live market row. The API can show that row immediately as tape, + while compute consumes the signal stream and builds slower, richer derived events from + the same traceable print evidence. +
+-
+
-
+ 1
+ + Adapters publish raw market events. ++
+ Options prints, option NBBO, equity prints, and equity quotes land on NATS subjects + such as
+options.prints,options.nbbo, and +equities.prints. Each event carriessource_ts, +ingest_ts,seq, andtrace_id. +
+ -
+ 2
+ + Signal prints become the options tape head. ++
+ The options ingest path enriches prints with contract metadata, NBBO side, + notional, ETF classification, and
+signal_pass. Signal-qualified rows + are published tooptions.prints.signal. +
+ -
+ 3
+ + Compute clusters print evidence into flow packets. ++
+ Compute consumes signal prints and NBBO context, groups nearby activity, derives + features, writes
+flow_packets, and publishesflow.packets. +
+ -
+ 4
+ + Parent events, hits, and alerts preserve the evidence chain. ++
+ A flow packet can produce a
+SmartMoneyEvent, one or more +ClassifierHitEventrows, and anAlertEvent. The resulting + alert keepsevidence_refsback to packet and print identifiers. +
+
Prints are the smallest inspectable fact
++ A print is not yet a theory. It is a timed execution row plus enough enrichment to say + whether it deserves live attention and whether it can support later inference. +
+OptionPrint
+option_contract_idThe contract key, parsed into root, expiry, strike, and right when possible.price + sizeThe execution terms used for premium and notional.nbbo_sideWhere the trade printed versus bid, ask, midpoint, missing quote, or stale quote.signal_passWhether the print survives the configured smart-money, balanced, or all mode filter.EquityPrint
+underlying_idThe equity symbol or internal underlying identifier.price + sizeThe trade terms used for candles and equity context.offExchangeFlagA direct flag for off-exchange prints before dark inference adds interpretation.trace_idThe stable evidence handle used for joins, drawers, history, and replay.Flow packets are parent evidence, not final conclusions
+
+ Compute creates a FlowPacket when activity is strong enough to inspect as a
+ grouped unit. It stores member print ids, aggregate features, and join-quality metrics
+ so later events can explain what they used.
+
Smart-money events turn packet features into profiles
+
+ A SmartMoneyEvent is the parent interpretation of a flow packet. It keeps
+ packet ids and member print ids, then records profile probabilities, direction,
+ abstention state, and any suppression reasons.
+
Profiles
+
+ Current profile ids include institutional_directional,
+ retail_whale, event_driven, vol_seller,
+ arbitrage, and hedge_reactive.
+
Direction
+
+ Direction is normalized as bullish, bearish,
+ neutral, mixed, or unknown, with profile reasons
+ kept beside the probability.
+
Suppression
++ Special print context, stale quotes, missing NBBO coverage, or cross-like executions + can lower confidence or cause an abstained event rather than a confident call. +
+Classifier hits are named detections with reasons
++ Classifiers look at packet and smart-money context, then emit hit events with a + classifier id, confidence, direction, and explanation strings. They are deliberately + narrower than alerts. +
+| Layer | +Primary input | +Important fields | +What the operator sees | +
|---|---|---|---|
FlowPacket |
+ Signal option prints and quote context | +members, features, join_quality |
+ Grouped flow row, packet drawer, linked member prints | +
SmartMoneyEvent |
+ One flow packet plus event calendar context when available | +profile_scores, primary_direction, suppressed_reasons |
+ Smart-money profile row and profile reasoning | +
ClassifierHitEvent |
+ Derived parent event and packet feature thresholds | +classifier_id, confidence, direction, explanations |
+ Classifier feed row and decorators on linked tape rows | +
AlertEvent |
+ Flow packet plus one or more classifier hits | +score, severity, hits, evidence_refs |
+ Alert row, severity strip, alert context drawer | +
Alerts package evidence for action
++ Alerts do not replace the underlying evidence. They score it, attach severity, and keep + enough references for the UI and API to reconstruct the supporting packet and prints. +
+AlertEvent {
+ source_ts
+ ingest_ts
+ seq
+ trace_id
+ score
+ severity
+ hits[]
+ evidence_refs[]
+ primary_profile_id?
+ profile_scores?
+}
+ Alert scoring combines packet premium, strongest classifier confidence, and hit count,
+ then maps the score into low, medium, or high
+ severity. The important operational detail is that the alert remains reversible:
+ open it, inspect the hit, inspect the packet, then inspect the print evidence.
+
Traceability is the contract between live and replay
++ Every major row carries cursor-friendly time metadata and a trace handle. The live API + uses NATS for fresh events, ClickHouse for snapshots and older history, and the same + schemas for replay. +
+Live channels
+
+ The terminal subscribes to channels including options, flow,
+ smart-money, classifier-hits, and alerts. Each
+ channel can deliver snapshots, events, watermarks, and history cursors.
+
History tables
+
+ Derived rows are persisted as flow_packets,
+ smart_money_events, classifier_hits, and
+ alerts. Alert context lookup resolves evidence references across those
+ tables and the option print store.
+