diff --git a/README.md b/README.md index 724436d..5608f21 100644 --- a/README.md +++ b/README.md @@ -17,20 +17,25 @@ Done now (in repo): - FlowPacket structure tags (vertical/ladder/straddle/strangle) for multi-leg bursts - Aggressor mix features (NBBO placement ratios) on FlowPackets - Rule-first classifiers + alert scoring with ClickHouse persistence + WS/REST endpoints +- Structure packet emission with full constituent evidence + roll metadata +- Roll classifier surfaced from detected multi-leg roll structures - API: REST for prints/flow packets/classifier hits/alerts, WS for live options/equities/flow/alerts/hits, replay endpoints +- API: equities prints range query endpoint for chart overlays and drill-down - UI: live tapes for options/equities/flow + replay toggle + pause controls + replay time/completion - UI: alerts + classifier hits panels, ticker filter, evidence drawer, severity strip +- UI chart overlays for off-exchange equity prints + classifier/dark markers with linked evidence drawer behavior - Databento historical replay adapter (options) with symbol mapping - Alpaca options adapter (dev-only, bounded contract list) - Alpaca equities adapter (stocks trades/quotes via WS) - IBKR options adapter (single-underlying bridge via `ib_insync`) - Dark-pool-style inference (absorbed blocks, stealth accumulation, distribution) with WS/REST surfaces and UI list - Testing-mode throttling for ingest to reduce CPU during local dev +- Alert scoring calibration updates for confidence/coverage-aware severity In progress / blocked: - Production-grade licensed live data feeds (beyond current dev/test bridges) - Advanced clustering (spreads/rolls beyond basic structure tags) -- Chart overlays beyond basic candles (candles service emits data; UI overlays still limited) +- Expanded chart overlays and annotation density controls Not started: - Reference data/corporate action enrichment @@ -53,9 +58,13 @@ Not started: - Basic multi-leg structure tagging on FlowPackets - Aggressor mix features from NBBO placement on FlowPackets - Classifiers + alert scoring (rule-first) with WS/REST endpoints +- Structure packet emission with roll-aware metadata and evidence lists +- Roll classifier (rule-based, explainable) emitted from structure packets - API gateway with REST, WS, and replay endpoints +- Equities prints range REST endpoint for chart/time-window inspection - Server-built equity candles (service + REST/WS surfaces) - UI tapes for options/equities/flow packets + alerts/hits with live/replay toggle and pause controls +- Chart overlays for off-exchange prints, classifier markers, and dark-pool markers with evidence linking - Alpaca options adapter (dev-only) with bounded contract selection - IBKR options adapter (single-underlying bridge via Python sidecar) - Databento historical replay adapter (options, Python sidecar)