Commit graph

112 commits

Author SHA1 Message Date
dirtydishes
0e1b9666b4 Document Alpaca equities adapter env
Updates the env example and README to cover the Alpaca equities feed selection and adapter availability.
2026-01-20 10:43:38 -05:00
dirtydishes
1175dd00cc Add Alpaca equities ingest adapter
Adds an Alpaca-backed equities adapter with exchange metadata mapping for conservative off-exchange tagging and a small helper test suite.
2026-01-20 10:43:36 -05:00
dirtydishes
debbc1046b Add replay source filter for option replay 2026-01-11 16:44:34 -05:00
dirtydishes
04188851b3 Sync replay source for options and NBBO 2026-01-11 14:26:47 -05:00
dirtydishes
4f743437d1 Add Databento NBBO replay ingestion 2026-01-11 12:11:13 -05:00
dirtydishes
c8c8094594 Fix dev shutdown to stop orphaned services 2026-01-11 10:47:17 -05:00
dirtydishes
4a22fcc635 Fix options tape replay formatting 2026-01-11 10:47:11 -05:00
dirtydishes
af328f1b32 NOW THIS IS A PROPER FUCKING CLI! OpenCode <3 2026-01-10 16:09:52 -05:00
dirtydishes
9edf8fcbc5 Emit equity candles on schedule to avoid stalled charts 2026-01-10 16:08:23 -05:00
dirtydishes
980bb4f1b1 Add replay streaming service 2026-01-09 17:22:09 -05:00
dirtydishes
6951dddfdf Add replay for flow alerts and hits 2026-01-09 17:09:05 -05:00
dirtydishes
2752025fbc Join underlying quotes for 0DTE classifier 2026-01-09 16:11:38 -05:00
dirtydishes
f96f5699ef Add additional flow classifiers 2026-01-09 16:01:08 -05:00
dirtydishes
1583a50412 Improve local defaults and replay candle fetch 2026-01-09 15:29:47 -05:00
dirtydishes
b9ad182473
Merge pull request #4 from dirtydishes/codex/document-environment-configuration-thoroughly 2026-01-07 16:58:37 -05:00
dirtydishes
a95bb1375d Document environment configuration 2026-01-07 16:57:54 -05:00
dirtydishes
c9be8e8490 Add equity candle chart to web UI 2026-01-07 15:47:09 -05:00
dirtydishes
a87df21baa Add equity candle aggregation pipeline 2026-01-07 09:52:06 -05:00
dirtydishes
f889a2597b
Merge pull request #3 from dirtydishes/codex/update-default-ingest-adapter-to-synthetic
Set options ingest default to synthetic and refresh README to document dark-pool inference
2026-01-06 15:12:18 -05:00
dirtydishes
62ad71a7a7 Refresh README to reflect current capabilities 2026-01-06 15:12:00 -05:00
dirtydishes
8fc8361390 Add inferred dark evidence drawer and synthetic bursts 2026-01-04 19:05:20 -05:00
dirtydishes
ea61c3b013 Add dark inference pipeline 2026-01-04 17:29:21 -05:00
dirtydishes
3164167bee Add equity print quote joins 2026-01-04 17:07:43 -05:00
dirtydishes
9908c431f0 Pause flow list updates while scrolled 2025-12-30 18:02:08 -05:00
dirtydishes
ae54f3ad0c Remove redundant premium display from flow packets 2025-12-30 17:52:55 -05:00
dirtydishes
900b002ff7 Fix flow packet notional to sum all prints 2025-12-30 17:40:06 -05:00
dirtydishes
69758d28d9 Added per‑print NBBO placement tracking into clustering, exposed aggressor mix on
FlowPackets, and used it to adjust sweep/spike confidence. The Flow Packets UI now
  shows an aggressor mix pill with coverage and inside ratio.
2025-12-30 17:31:37 -05:00
dirtydishes
0b0ffa651e Add multi-leg structure tagging for flow packets 2025-12-30 13:33:50 -05:00
dirtydishes
163ab1039e Add Redis rolling stats for flow packets and z-score driven classifiers 2025-12-30 13:24:48 -05:00
dirtydishes
fc7065792f Add NBBO persistence, API/WS streaming, and UI context 2025-12-30 12:47:58 -05:00
dirtydishes
15fce370ef Tune synthetic flow mix and stabilize second-row card lists 2025-12-30 11:31:06 -05:00
dirtydishes
eda219852f Refine second-row card layout 2025-12-30 09:58:51 -05:00
dirtydishes
684cda0e94 Add severity + direction alert strips
Split the alerts summary into labeled severity and direction strips so bearish/bullish skew is visible at a glance.
2025-12-29 23:25:05 -05:00
dirtydishes
0036b6badc Fix list scroll anchoring
Make tape lists fixed height with stable scroll gutters and disable overflow anchoring to prevent page scroll drift.
2025-12-29 23:21:03 -05:00
dirtydishes
bd1a67a7fc Add testing-mode throttles and UI batching
Throttle ingest pipelines in TESTING_MODE, document settings in README, and batch live UI updates per frame to reduce scroll lag.
2025-12-29 22:38:51 -05:00
dirtydishes
82861408e4 Track project docs
Remove docs from .gitignore and add AGENTS.md, PLAN.md, CODING_STYLE.md, and RESEARCH.md to the repository.
2025-12-29 22:10:26 -05:00
dirtydishes
7996d00677 Expand synthetic data across S&P 500
Add S&P 500 symbol list and expand synthetic options/equities feeds with varied contracts, sizes, and bursts to keep alerts firing.
2025-12-29 19:09:15 -05:00
dirtydishes
41bdd2c73a Add alert evidence drawer and filters
Add a ticker filter bar, alert evidence drawer, and a 30-minute severity strip to flesh out the dashboard panels.
2025-12-29 18:56:34 -05:00
dirtydishes
18366192b2 Bind web dev server to port 3000
Simplify the web dev launcher to always use port 3000 and fix the dev:web script cwd invocation.
2025-12-29 18:42:01 -05:00
dirtydishes
b8f9e585e9 Adjust dashboard grid proportions
Set Options tape to 2/3 width, Equities to 1/3, and keep Flow/Alerts/Classifier hits as equal thirds with responsive fallbacks.
2025-12-29 16:31:02 -05:00
dirtydishes
58f326877b Add live alerts and classifier hits panels
Show live alerts and classifier hits in the UI, wire WS streams, and add pill styling plus confidence/explanation formatting.
2025-12-29 16:05:39 -05:00
dirtydishes
58485b4d97 Add classifier hits and alerts pipeline
Add NATS subjects + ClickHouse tables for classifier hits/alerts, evaluate sweep/spike rules in compute, expose API/WS endpoints, and cover storage helpers with tests.
2025-12-29 15:59:37 -05:00
dirtydishes
ad58c62c37 Improve live tape UX and compute consumer behavior
- raise UI tape cap to 500 and keep newest-first ordering
- add jump-to-top with missed counter + revised card layout styling
- add compute deliver policy/reset envs to prevent JetStream backlog replay
- update .env.example and README for new defaults/config
2025-12-29 15:45:33 -05:00
dirtydishes
57450138c4 Add AAPL and NVDA as default symbols for the Alpaca adapter and in .env.example (.env will of course override defaults) 2025-12-29 15:16:56 -05:00
dirtydishes
3eb7dc9211 Add env example and require Alpaca creds from env
- add .env.example with ingest/config defaults
- warn on missing Alpaca/Databento envs and remove hardcoded Alpaca defaults
- document .env setup in README
- allow .env.example to be tracked
2025-12-29 14:49:45 -05:00
dirtydishes
baaadcf105 Add Databento historical replay adapter + symbol mapping; speed up replay UI + completion state
- add Databento options adapter (TS) with Python sidecar and env wiring
- add  to stream historical trades and resolve instrument_id -> raw_symbol via symbology
- include Databento + typing_extensions in ingest-options Python requirements
- expose Databento env settings in ingest-options index (dataset/schema/start/end/stype/limit/price scale/python bin)
- update README with Databento replay usage and env docs
- speed up UI replay polling/drain, add per-card replay time display
- stop replay at end and prevent fallback to synthetic by pinning replay to initial trace source
2025-12-28 21:30:24 -05:00
dirtydishes
6dc279099f Add Alpaca dev adapter and option selection 2025-12-28 12:34:12 -05:00
dirtydishes
a35ab0b778 Add ingest adapter seam and IBKR stub 2025-12-27 23:02:11 -05:00
dirtydishes
f2f12f2ebe Harden dev startup and web typecheck 2025-12-27 21:20:22 -05:00
dirtydishes
a94baa745c Document current state and flow UI 2025-12-27 20:34:10 -05:00