-
- Realtime flow workspace
-Islandflow
-- Options + equities streaming over WebSocket or replayed from ClickHouse. -
-
- Last update
-
- {lastSeen ? formatTime(lastSeen) : "Waiting for data"}
-
-
-
-
-
-
-
-
- Ticker filter
-- {activeTickers.length > 0 ? `Filtering ${activeTickers.join(", ")}` : "All tickers"} -
-
- setFilterInput(event.target.value)}
- placeholder="SPY, NVDA, AAPL"
- />
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- {selectedAlert ? (
-
-
-
-
- Equity Chart
-- Server-built {formatIntervalLabel(chartIntervalMs)} candles for {chartTicker}. -
-
-
-
- {CANDLE_INTERVALS.map((interval) => (
-
- ))}
-
- {activeTickers.length > 1 ? (
- Charting first of {activeTickers.length} tickers
- ) : (
- Charting {chartTicker}
- )}
-
-
-
-
- Options Tape
-Newest prints first (max {MAX_ITEMS}).
-
-
-
-
- {filteredOptions.length === 0 ? (
-
-
- {tickerSet.size > 0
- ? "No option prints match the current filter."
- : mode === "live"
- ? "No option prints yet. Start ingest-options."
- : "Replay queue empty. Ensure ClickHouse has data."}
-
- ) : (
- filteredOptions.map((print) => {
- const contractId = normalizeContractId(print.option_contract_id);
- const quote = nbboMap.get(contractId);
- const nbboAge = quote ? Math.abs(print.ts - quote.ts) : null;
- const nbboStale = nbboAge !== null && nbboAge > NBBO_MAX_AGE_MS_SAFE;
- const nbboMid = quote ? (quote.bid + quote.ask) / 2 : null;
- const nbboSide = classifyNbboSide(print.price, quote);
- const notional = print.price * print.size * 100;
-
- return (
-
-
- );
- })
- )}
-
-
- {formatContractLabel(contractId)}
-
- ${formatPrice(print.price)}
- {formatSize(print.size)}x
- {print.exchange}
- Notional ${formatUsd(notional)}
- {print.conditions?.length ? (
- {print.conditions.join(", ")}
- ) : null}
-
- {quote ? (
-
- Bid ${formatPrice(quote.bid)}
- Ask ${formatPrice(quote.ask)}
- Mid ${formatPrice(nbboMid ?? 0)}
- {Math.round(nbboAge ?? 0)}ms
- {nbboSide ? (
-
-
- {nbboSide}
-
-
-
- A
- Ask
-
-
- AA
- Above Ask
-
-
- B
- Bid
-
-
- BB
- Below Bid
-
-
-
- ) : null}
- {nbboStale ? Stale : null}
-
- ) : (
-
- NBBO missing
-
- )}
- {formatTime(print.ts)}
-
-
-
-
- Equities Tape
-Off-exchange flag highlighted.
-
-
-
-
- {filteredEquities.length === 0 ? (
-
-
- {tickerSet.size > 0
- ? "No equity prints match the current filter."
- : mode === "live"
- ? "No equity prints yet. Start ingest-equities."
- : "Replay queue empty. Ensure ClickHouse has data."}
-
- ) : (
- filteredEquities.map((print) => (
-
-
- ))
- )}
-
-
- {print.underlying_id}
-
- ${formatPrice(print.price)}
- {formatSize(print.size)}x
- {print.exchange}
- {print.offExchangeFlag ? (
- Off-Ex
- ) : (
- Lit
- )}
-
- {formatTime(print.ts)}
-
-
-
-
- Flow Packets
-Deterministic clusters.
-
-
-
-
-
-
- {filteredFlow.length === 0 ? (
-
-
- {tickerSet.size > 0
- ? "No flow packets match the current filter."
- : mode === "live"
- ? "No flow packets yet. Start compute."
- : "Replay queue empty. Ensure ClickHouse has data."}
-
- ) : (
- filteredFlow.map((packet) => {
- const features = packet.features ?? {};
- const contract = String(features.option_contract_id ?? packet.id ?? "unknown");
- const count = parseNumber(features.count, packet.members.length);
- const totalSize = parseNumber(features.total_size, 0);
- const totalNotional = parseNumber(features.total_notional, Number.NaN);
- const notional = Number.isFinite(totalNotional)
- ? totalNotional
- : parseNumber(features.total_premium, 0) * 100;
- const startTs = parseNumber(features.start_ts, packet.source_ts);
- const endTs = parseNumber(features.end_ts, startTs);
- const windowMs = parseNumber(features.window_ms, 0);
- const structureType =
- typeof features.structure_type === "string" ? features.structure_type : "";
- const structureLegs = parseNumber(features.structure_legs, 0);
- const structureRights =
- typeof features.structure_rights === "string" ? features.structure_rights : "";
- const structureStrikes = parseNumber(features.structure_strikes, 0);
- const nbboBid = parseNumber(features.nbbo_bid, Number.NaN);
- const nbboAsk = parseNumber(features.nbbo_ask, Number.NaN);
- const nbboMid = parseNumber(features.nbbo_mid, Number.NaN);
- const nbboSpread = parseNumber(features.nbbo_spread, Number.NaN);
- const aggressiveBuyRatio = parseNumber(
- features.nbbo_aggressive_buy_ratio,
- Number.NaN
- );
- const aggressiveSellRatio = parseNumber(
- features.nbbo_aggressive_sell_ratio,
- Number.NaN
- );
- const aggressiveCoverage = parseNumber(features.nbbo_coverage_ratio, Number.NaN);
- const insideRatio = parseNumber(features.nbbo_inside_ratio, Number.NaN);
- const nbboAge = parseNumber(packet.join_quality.nbbo_age_ms, Number.NaN);
- const nbboStale = parseNumber(packet.join_quality.nbbo_stale, 0) > 0;
- const nbboMissing = parseNumber(packet.join_quality.nbbo_missing, 0) > 0;
-
- return (
-
-
- );
- })
- )}
-
-
- {contract}
-
- {formatFlowMetric(count)} prints
- {formatFlowMetric(totalSize)} size
- Notional ${formatUsd(notional)}
- {windowMs > 0 ? (
- {formatFlowMetric(windowMs, "ms")}
- ) : null}
- {structureType ? (
-
- {structureType.replace(/_/g, " ")}
- {structureRights ? ` ${structureRights}` : ""}
- {structureLegs > 0 ? ` ${structureLegs}L` : ""}
- {structureStrikes > 0 ? ` ${structureStrikes}K` : ""}
-
- ) : null}
- {Number.isFinite(aggressiveCoverage) && aggressiveCoverage > 0 ? (
-
- Agg {formatPct(aggressiveBuyRatio)} / {formatPct(aggressiveSellRatio)}
- {Number.isFinite(insideRatio) && insideRatio > 0
- ? ` · In ${formatPct(insideRatio)}`
- : ""}
- {` · ${formatPct(aggressiveCoverage)} cov`}
-
- ) : null}
- {Number.isFinite(nbboBid) && Number.isFinite(nbboAsk) ? (
-
- NBBO ${formatPrice(nbboBid)} x ${formatPrice(nbboAsk)}
-
- ) : null}
- {Number.isFinite(nbboMid) ? (
- Mid ${formatPrice(nbboMid)}
- ) : null}
- {Number.isFinite(nbboSpread) ? (
- Spread ${formatPrice(nbboSpread)}
- ) : null}
- {Number.isFinite(nbboAge) ? (
- {Math.round(nbboAge)}ms
- ) : null}
- {nbboStale ? NBBO stale : null}
- {nbboMissing ? (
- NBBO missing
- ) : null}
-
-
- {formatTime(startTs)} → {formatTime(endTs)}
-
-
-
-
-
- Alerts
-Rule-based scoring from flow packets.
-
-
-
-
-
-
- {filteredAlerts.length === 0 ? (
-
-
- {tickerSet.size > 0
- ? "No alerts match the current filter."
- : mode === "live"
- ? "No alerts yet. Start compute."
- : "Replay queue empty. Ensure ClickHouse has data."}
-
- ) : (
- filteredAlerts.map((alert) => {
- const primary = alert.hits[0];
- const direction = primary ? normalizeDirection(primary.direction) : "neutral";
-
- return (
-
- );
- })
- )}
-
-
-
-
- Classifier Hits
-Raw rule hits before alert scoring.
-
-
-
-
-
-
- {filteredClassifierHits.length === 0 ? (
-
-
- {tickerSet.size > 0
- ? "No classifier hits match the current filter."
- : mode === "live"
- ? "No classifier hits yet. Start compute."
- : "Replay queue empty. Ensure ClickHouse has data."}
-
- ) : (
- filteredClassifierHits.map((hit) => {
- const direction = normalizeDirection(hit.direction);
- return (
-
- );
- })
- )}
-
-
-
-
- Inferred Dark
-Off-exchange patterns inferred from equity joins.
-
-
-
-
-
-
- {filteredInferredDark.length === 0 ? (
-
-
- {tickerSet.size > 0
- ? "No inferred dark events match the current filter."
- : mode === "live"
- ? "No inferred dark events yet. Start compute."
- : "Replay queue empty. Ensure ClickHouse has data."}
-
- ) : (
- filteredInferredDark.map((event) => {
- const underlying = inferDarkUnderlying(event, equityPrintMap, equityJoinMap);
- const evidenceCount = event.evidence_refs.length;
- return (
-
- );
- })
- )}
-