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# 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.