Commit graph

55 commits

Author SHA1 Message Date
eea2d74a3d Fix live websocket lag by optimizing cache persistence and adding lag telemetry 2026-05-04 13:10:05 -04:00
48b0d980a6 Implement scoped live 24h feed visibility 2026-05-04 05:52:38 -04:00
b88ef2b371 Stream delayed live feed events 2026-05-04 04:59:09 -04:00
ba0daf5208 Implement server-backed live history 2026-05-04 03:29:38 -04:00
e78387130a Implement options snapshot tape table 2026-05-04 01:14:52 -04:00
d3ff19b5c0 Reduce live feed lag with consumer reset controls
- Add API JetStream deliver policy and reset env flags
- Reset stale API consumers on startup when needed
- Move synthetic trade emission after NBBO to reduce lag
2026-04-29 00:12:29 -04:00
89aaf63d34 Drop stale backlog events from /ws/live fanout 2026-04-28 17:26:48 -04:00
75fc6f9373 Fix live tape freshness and filter UX 2026-04-28 17:13:46 -04:00
27b0a399e6 Add smart-money option signal path and tape filters 2026-04-28 16:29:44 -04:00
a45d5c85f6 Add bounded live retention for UI and API caches
- Introduce configurable hot-window and pinned evidence retention
- Keep live evidence available after eviction with fetch-on-miss hydration
- Add tests and docs for the new retention settings
2026-04-27 14:37:52 -04:00
d30513119a Unify live session streaming and evidence fetching
- Route live terminal data through a shared live session socket
- Fetch missing evidence for alerts and classifier hits
- Add live type definitions and storage/API tests
2026-04-27 13:14:10 -04:00
Kellan Drucquer
522265686e fix clickhouse startup resilience across services 2026-04-04 08:24:14 -04:00
dirtydishes
b3c63a19d0
total ui refactor
total ui refactor, deslopification, tuning, mildly bbg-inspired if u squint
2026-03-29 00:05:48 -04:00
Kellan Drucquer
776ac7842f tune shutdown and runner cleanup 2026-03-28 23:54:16 -04:00
dirtydishes
aa0e651130 Codex changes
Co-authored-by: Codex
2026-02-03 19:36:19 -05:00
dirtydishes
a82db56ab6 Detect option rolls and emit roll classifier 2026-01-28 21:04:24 -05:00
dirtydishes
fe6aef5fbc Emit structure flow packets with full evidence 2026-01-28 20:36:43 -05:00
dirtydishes
52f7ad82c6 Add equities prints range endpoint
Adds GET /prints/equities/range for fetching underlying-scoped equity prints over a requested time window, used by chart overlays.
2026-01-20 11:05:40 -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
4f743437d1 Add Databento NBBO replay ingestion 2026-01-11 12:11:13 -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
a87df21baa Add equity candle aggregation pipeline 2026-01-07 09:52:06 -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
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
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
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
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
dirtydishes
6c376b26dc Add flow packet clustering 2025-12-27 20:25:32 -05:00