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islandflow/SMART_MONEY_REBUILD_PLAN.md

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Smart Money Rebuild Plan

Living implementation tracker for the rules-first smart-money rebuild. Issue tracking remains in bd; this file records migration state, acceptance criteria, and handoff notes.

Phase Checklists

Phase 1: Contracts and Storage

  • Add SmartMoneyEvent contract in packages/types.
  • Add typed features, profile scores, abstention, and suppression metadata.
  • Extend AlertEvent with optional profile metadata.
  • Add smart_money_events ClickHouse storage helpers.
  • Add bus/live channel names for smart-money events.

Acceptance: smart-money events round-trip through schema/storage helpers and alerts remain backward-compatible.

Phase 2: Parent-Event Reconstruction

  • Add services/compute/src/parent-events.ts.
  • Convert existing FlowPacket clusters and structure packets into deterministic parent events.
  • Emit deterministic event IDs from packet identity.
  • Preserve bridge semantics while FlowPacket remains an intermediate artifact.

Acceptance: live and replay produce the same event ID for the same packet.

Phase 3: Feature Engineering

  • Build typed features for aggressor mix, spread/quote quality, timing, strike concentration, DTE, moneyness, structure markers, and event alignment fields.
  • Keep batch-only validation fields out of live scoring.
  • Connect an external event-calendar feed through services/refdata.

Acceptance: missing event-calendar fields produce neutral null feature values and do not block scoring.

Phase 4: Rules Engine

  • Score the six primary profiles.
  • Return probabilities, confidence bands, directions, reason codes, and suppression reasons.
  • Add false-positive guards for stale quotes, complex/special prints, retail-frenzy directional suppression, hedge-reactive 0-2 DTE ATM contexts, and arbitrage symmetry.

Acceptance: abstained events do not emit legacy classifier hits.

Phase 5: Synthetic Market Redesign

  • Rework synthetic options adapter around labeled parent-event templates.
  • Add deterministic scenario families for all six profiles.
  • Add test/demo operating modes with hidden labels.

Acceptance: scenario tests assert intended profile wins and wrong nearby profiles remain below threshold.

Phase 6: Compute, API, and UI Rollout

  • Emit SmartMoneyEvent first in compute.
  • Derive compatibility ClassifierHitEvent and AlertEvent.
  • Add REST/history/replay/ws/live support for smart-money events.
  • Migrate terminal UI to profile-aware display.

Acceptance: old classifier and alert endpoints still work while /flow/smart-money, /history/smart-money, /replay/smart-money, and /ws/smart-money expose the new model.

Phase 7: Evaluation and Replay

  • Add deterministic unit tests for parent-event scoring and storage.
  • Add replay-style live-vs-batch consistency tests.
  • Add evaluation utilities for calibration, abstention rate, and economic sanity checks.

Migration Notes

  • FlowPacket remains the packet/cluster bridge and is no longer the final semantic alert object.
  • ClassifierHitEvent is now a compatibility surface derived from SmartMoneyEvent.primary_profile_id.
  • AlertEvent keeps existing fields and may include primary_profile_id plus profile_scores.
  • Existing structure labels such as vertical, straddle, roll, and 0DTE gamma are evidence/reason concepts rather than final business-facing profile IDs.