Document current state and flow UI
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README.md
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README.md
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@ -4,6 +4,28 @@ This repository contains a real-time market-flow analysis platform focused on **
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The system ingests real-time options trades/quotes and equity prints, clusters raw activity into higher-level flow events (sweeps, spreads, rolls, ladders), applies rule-first classifiers, and visualizes the results through a high-performance, TradingView-smooth interface with full replay and backtesting support.
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## CURRENT STATE (Plan Progress)
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Plan progress (rough): [####------]
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Done now (in repo):
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- Bun monorepo + infra docker compose (ClickHouse, Redis, NATS JetStream)
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- Shared event schemas + logging + config helpers
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- Synthetic options/equity prints published to NATS and persisted to ClickHouse
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- Deterministic option FlowPacket clustering (time window) + persistence
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- API: REST for prints/flow packets, WS for live options/equities/flow, replay endpoints
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- UI: live tapes for options/equities/flow + replay toggle + pause controls
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In progress / blocked:
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- Real data adapters (requires licensed data source)
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- Rolling stats and advanced clustering
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Not started:
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- Classifiers + alert scoring
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- Dark pool inference
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- Candle service and chart overlays
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- Auth / secure deployment
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## Core Principles
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- **Explainability first** — every alert and signal is backed by observable data and explicit logic.
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@ -11,27 +33,21 @@ The system ingests real-time options trades/quotes and equity prints, clusters r
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- **Market microstructure correctness** — conservative handling of aggressor inference, OI, and off-exchange prints.
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- **Low-latency, tangible UX** — smooth real-time interaction that feels like an instrument panel, not a spreadsheet.
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## What This Does
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## Current Capabilities
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- Ingests real-time options market data (OPRA-derived via licensed sources)
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- Ingests real-time equity trades and quotes, including off-exchange prints
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- Clusters raw prints into parent flow events:
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- sweeps
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- ladders
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- spreads
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- rolls
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- Applies rule-first classifiers:
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- large bullish/bearish sweeps
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- put selling / overwrites
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- volatility trades (straddles/strangles)
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- 0DTE gamma activity
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- far-dated conviction
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- Infers dark-pool-like behavior (absorption, accumulation, distribution)
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- Visualizes everything in real time with:
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- live flow terminals
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- off-exchange print overlays
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- inferred event markers
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- replayable charts
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- Synthetic options/equity prints with deterministic sequencing
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- Raw event persistence in ClickHouse + streaming via NATS JetStream
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- Deterministic option FlowPacket clustering (time-window)
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- API gateway with REST, WS, and replay endpoints
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- UI tapes for options/equities/flow packets with live/replay toggle and pause controls
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## Planned Capabilities (from PLAN.md)
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- Real-time licensed market data ingestors (options + equities)
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- Rule-first classifiers and alert scoring
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- Dark pool inference and evidence linking
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- Candle aggregation + chart overlays
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- Replay/backtesting metrics and calibration
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## Tech Stack
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@ -57,6 +73,26 @@ types/
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ui/
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chart/
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## Build and Run
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Install dependencies:
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- `bun install`
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Start infra:
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- `docker compose up -d`
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Start everything (infra + services + web):
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- `bun run dev`
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Run just the web app (auto-picks a free port in 3001-3005):
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- `bun --cwd apps/web run dev`
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Run just the API:
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- `bun --cwd services/api run dev`
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Run tests:
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- `bun test`
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## Status
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Active build for personal, non-delayed analytical use. Multi-user access and redistribution are intentionally out of scope.
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