From ebc86493188dcabf9e457cde7b34651de6505432 Mon Sep 17 00:00:00 2001 From: dirtydishes Date: Sat, 27 Dec 2025 18:46:53 -0500 Subject: [PATCH] Track README --- .gitignore | 1 - README.md | 74 ++++++++++++++++++++++++++++++++++++++++++++++++++++++ 2 files changed, 74 insertions(+), 1 deletion(-) create mode 100644 README.md diff --git a/.gitignore b/.gitignore index 8387591..fe525d1 100644 --- a/.gitignore +++ b/.gitignore @@ -13,4 +13,3 @@ AGENTS.md PLAN.md CODING_STYLE.md RESEARCH.md -README.md diff --git a/README.md b/README.md new file mode 100644 index 0000000..e08459c --- /dev/null +++ b/README.md @@ -0,0 +1,74 @@ +# Real-Time Options Flow & Off-Exchange Analysis + +This repository contains a real-time market-flow analysis platform focused on **options flow**, **off-exchange equity trades**, and **inferred institutional behavior**, built for low-latency, explainable analysis rather than black-box signals. + +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. + +## Core Principles + +- **Explainability first** — every alert and signal is backed by observable data and explicit logic. +- **Event-sourced architecture** — all raw and derived events are persisted and replayable. +- **Market microstructure correctness** — conservative handling of aggressor inference, OI, and off-exchange prints. +- **Low-latency, tangible UX** — smooth real-time interaction that feels like an instrument panel, not a spreadsheet. + +## What This Does + +- Ingests real-time options market data (OPRA-derived via licensed sources) +- Ingests real-time equity trades and quotes, including off-exchange prints +- Clusters raw prints into parent flow events: + - sweeps + - ladders + - spreads + - rolls +- Applies rule-first classifiers: + - large bullish/bearish sweeps + - put selling / overwrites + - volatility trades (straddles/strangles) + - 0DTE gamma activity + - far-dated conviction +- Infers dark-pool-like behavior (absorption, accumulation, distribution) +- Visualizes everything in real time with: + - live flow terminals + - off-exchange print overlays + - inferred event markers + - replayable charts + +## Tech Stack + +- **Runtime & tooling:** Bun +- **Language:** TypeScript +- **Frontend:** Next.js + React +- **Realtime:** WebSockets +- **Event streaming:** NATS JetStream or Redpanda +- **Storage:** ClickHouse, Redis +- **Charting:** TradingView Lightweight Charts + custom canvas/WebGL overlays + +## Repository Structure + +apps/ +web/ +services/ +ingest-options/ +ingest-equities/ +compute/ +api/ +packages/ +types/ +ui/ +chart/ + +## Status + +Active build for personal, non-delayed analytical use. Multi-user access and redistribution are intentionally out of scope. + +## Non-Goals + +- No black-box AI predictions +- No profit guarantees +- No real-time data redistribution +- No guessing at intent without evidence + +## License / Usage + +For research and personal analytical use. +Market data usage is subject to the terms of the data providers.