Track README
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PLAN.md
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CODING_STYLE.md
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RESEARCH.md
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README.md
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# Real-Time Options Flow & Off-Exchange Analysis
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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.
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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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## Core Principles
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- **Explainability first** — every alert and signal is backed by observable data and explicit logic.
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- **Event-sourced architecture** — all raw and derived events are persisted and replayable.
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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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- 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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## Tech Stack
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- **Runtime & tooling:** Bun
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- **Language:** TypeScript
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- **Frontend:** Next.js + React
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- **Realtime:** WebSockets
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- **Event streaming:** NATS JetStream or Redpanda
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- **Storage:** ClickHouse, Redis
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- **Charting:** TradingView Lightweight Charts + custom canvas/WebGL overlays
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## Repository Structure
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apps/
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web/
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services/
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ingest-options/
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ingest-equities/
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compute/
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api/
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packages/
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types/
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ui/
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chart/
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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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## Non-Goals
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- No black-box AI predictions
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- No profit guarantees
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- No real-time data redistribution
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- No guessing at intent without evidence
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## License / Usage
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For research and personal analytical use.
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Market data usage is subject to the terms of the data providers.
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