# 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.