814 lines
28 KiB
HTML
814 lines
28 KiB
HTML
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@media (max-width: 900px) {
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.hero,
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.grid.two,
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.grid.three {
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@media (max-width: 640px) {
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main {
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width: min(100% - 24px, 1180px);
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padding-top: 24px;
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}
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h1 {
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font-size: 1.72rem;
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}
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.panel-body,
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.decision,
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.callout {
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padding: 15px;
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}
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.answer-list li,
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grid-template-columns: 34px minmax(0, 1fr);
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</style>
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</head>
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<body>
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<main>
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<header class="hero">
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<div>
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<p class="kicker">Plan Document</p>
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<h1>Evidence-Backed Smart-Flow Detection</h1>
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<p class="summary">
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A readable architecture review for reshaping Islandflow's smart-flow system around direct observation,
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evidence clusters, cautious hypotheses, preserved uncertainty, and replayable validation.
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</p>
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<div class="meta" aria-label="Document metadata">
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<span class="chip">Smart flow</span>
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<span class="chip">Architecture review</span>
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<span class="chip warn">Refactor, not rewrite</span>
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<span class="chip good">Recommended: Option B</span>
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<a class="chip" href="../implementation/smart-money/00-roadmap.html">Roadmap HTML</a>
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<a class="chip" href="../implementation/smart-money/index.html">Phase dossier</a>
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</div>
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</div>
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<aside class="decision" aria-label="Recommendation">
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<span class="label">Recommendation</span>
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<strong>Choose Option B: refactor the domain pipeline around evidence clusters and hypothesis events.</strong>
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<p>
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The current stack is useful. The current domain language is too confident. Keep the infrastructure,
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replace the epistemic spine.
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</p>
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</aside>
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</header>
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<div class="toc" aria-label="Table of contents">
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<p class="toc-title">Jump to</p>
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<nav>
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<a href="#summary">Summary</a>
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<a href="#sources">Sources</a>
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<a href="#classification">Area Classification</a>
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<a href="#answers">Direct Answers</a>
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<a href="#objects">Domain Objects</a>
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<a href="#options">Options</a>
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<a href="#recommendation">Recommendation</a>
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</nav>
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</div>
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<section id="summary">
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<h2>Summary</h2>
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<div class="panel">
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<div class="panel-body">
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<p>
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No source code was modified as part of the architecture review. The conclusion is direct:
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the current architecture is <strong>not suitable as-is</strong>, but it is close enough to refactor.
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The stack is right; the domain language and pipeline shape are not.
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</p>
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<p>
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The research direction should be direct observation to inference to hypothesis, with preserved
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evidence and visible uncertainty. The system should stop emitting "smart money" as if it is a
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fact, and instead emit cautious, explainable smart-flow hypotheses.
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</p>
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</div>
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</div>
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</section>
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<section id="sources">
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<h2>Source Documents</h2>
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<div class="grid two">
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<article class="panel">
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<div class="panel-body">
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<h3>Implementation Roadmap</h3>
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<p>
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<a href="../implementation/smart-money/00-roadmap.html">docs/implementation/smart-money/00-roadmap.html</a>
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</p>
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</div>
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</article>
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<article class="panel">
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<div class="panel-body">
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<h3>Research Report</h3>
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<p>
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<a href="../research-docs/smart-flow-market-mechanics.md">docs/research-docs/smart-flow-market-mechanics.md</a>
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</p>
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</div>
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</article>
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<article class="panel">
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<div class="panel-body">
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<h3>Architecture Review Copy</h3>
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<p>
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<a href="../research-docs/smart-flow-architecture-review.md">docs/research-docs/smart-flow-architecture-review.md</a>
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</p>
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</div>
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</article>
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</div>
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</section>
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<section id="classification">
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<h2>Area Classification</h2>
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<div class="table-wrap">
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<table>
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<thead>
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<tr>
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<th>Area</th>
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<th>Call</th>
|
|
<th>Architecture Review</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr>
|
|
<td>Domain model</td>
|
|
<td><span class="status refactor">refactor</span></td>
|
|
<td>Good bones, wrong center. Make evidence, hypotheses, scores, and alternatives first-class.</td>
|
|
</tr>
|
|
<tr>
|
|
<td>Event taxonomy</td>
|
|
<td><span class="status refactor">refactor</span></td>
|
|
<td>Raw/derived split is good; <code>smart_money</code>, <code>dark.inferred</code>, and <code>classifier_hits</code> leak overconfident product language.</td>
|
|
</tr>
|
|
<tr>
|
|
<td>Service boundaries</td>
|
|
<td><span class="status refactor">refactor</span></td>
|
|
<td>Ingest does too much signal policy; compute is too broad. Split pipeline stages before adding more intelligence.</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>FlowPacket</code></td>
|
|
<td><span class="status refactor">refactor</span></td>
|
|
<td>Keep concept, rename/reframe as <code>FlowEvidenceCluster</code> or <code>FlowCandidate</code>. Not a product domain object.</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>SmartMoneyEvent</code></td>
|
|
<td><span class="status redesign">redesign</span></td>
|
|
<td>Replace canonical object with <code>FlowHypothesisEvent</code>; use <code>SmartFlowInsight</code> only as UI/API projection.</td>
|
|
</tr>
|
|
<tr>
|
|
<td>Classifier pipeline</td>
|
|
<td><span class="status redesign">redesign</span></td>
|
|
<td>Current rules mix evidence extraction, hypothesis scoring, narrative labels, and alerting. Needs staged outputs.</td>
|
|
</tr>
|
|
<tr>
|
|
<td>ClickHouse/storage</td>
|
|
<td><span class="status refactor">refactor</span></td>
|
|
<td>Right datastore; raw tables are decent, derived evidence/hypotheses need typed/queryable columns plus JSON sidecars.</td>
|
|
</tr>
|
|
<tr>
|
|
<td>Redis baselines/cache</td>
|
|
<td><span class="status refactor">refactor</span></td>
|
|
<td>Right hot-state role; wrong as hidden baseline truth. Baselines need replayable snapshots/versioning.</td>
|
|
</tr>
|
|
<tr>
|
|
<td>NATS/JetStream subjects</td>
|
|
<td><span class="status refactor">refactor</span></td>
|
|
<td>Right bus; subjects should express stage/version: observations, evidence, hypotheses, insights.</td>
|
|
</tr>
|
|
<tr>
|
|
<td>Replay determinism</td>
|
|
<td><span class="status redesign">redesign</span></td>
|
|
<td>Present but not central enough. Replay must be the acceptance gate for derived outputs.</td>
|
|
</tr>
|
|
<tr>
|
|
<td>API/WebSocket</td>
|
|
<td><span class="status refactor">refactor</span></td>
|
|
<td>Mechanics are good; public surface should expose evidence bundles and hypotheses, not internal legacy names.</td>
|
|
</tr>
|
|
<tr>
|
|
<td>UI evidence model</td>
|
|
<td><span class="status refactor">refactor</span></td>
|
|
<td>Directionally good, but still foregrounds profile/probability over evidence quality, alternatives, and uncertainty.</td>
|
|
</tr>
|
|
<tr>
|
|
<td>Test strategy</td>
|
|
<td><span class="status redesign">redesign</span></td>
|
|
<td>Unit tests are solid scaffolding; needs fixture replay, false-positive suites, calibration, and end-to-end determinism.</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
</div>
|
|
</section>
|
|
|
|
<section id="answers">
|
|
<h2>Direct Answers</h2>
|
|
<div class="panel">
|
|
<div class="panel-body">
|
|
<ol class="answer-list">
|
|
<li><span class="num">01</span><p><strong>Current suitability:</strong> no. Useful infrastructure, but not yet an evidence-backed smart-flow architecture.</p></li>
|
|
<li><span class="num">02</span><p><strong><code>SmartMoneyEvent</code>:</strong> not a good canonical domain object. Use <code>FlowHypothesisEvent</code>. <code>ParticipantHypothesisEvent</code> implies participant identity too strongly. <code>SmartFlowInsight</code> should be a user-facing projection.</p></li>
|
|
<li><span class="num">03</span><p><strong><code>FlowPacket</code>:</strong> not as named. Keep the abstraction as an internal evidence cluster, rename to <code>FlowEvidenceCluster</code> or <code>FlowCandidate</code>.</p></li>
|
|
<li><span class="num">04</span><p><strong>Service boundaries:</strong> not right. Ingest should normalize only; evidence quality, eligibility, clustering, hypothesis scoring, and insight projection should be separate stages.</p></li>
|
|
<li><span class="num">05</span><p><strong>ClickHouse/Redis/NATS roles:</strong> yes broadly. ClickHouse is the authoritative event/audit store. Redis is hot cache only. NATS is transport, not truth. All three need cleaner contracts.</p></li>
|
|
<li><span class="num">06</span><p><strong>Replay central enough:</strong> no. It should be how every detection change proves itself.</p></li>
|
|
<li><span class="num">07</span><p><strong>UI uncertainty:</strong> partially. It shows evidence refs, profile ladders, abstention, and suppression, but needs confidence vs conviction, alternative explanations, evidence quality, and why-not signals.</p></li>
|
|
<li><span class="num">08</span><p><strong>First-class domain objects:</strong> raw observations, execution context, quote join, eligibility decision, evidence cluster, structure hypothesis, evidence quality score, baseline snapshot, hypothesis score vector, false-positive penalty, catalyst context, flow hypothesis event, smart-flow insight, replay run.</p></li>
|
|
<li><span class="num">09</span><p><strong>Implementation details:</strong> Redis list layout, durable consumer names, current classifier thresholds, ClickHouse batch writer, adapter internals, legacy <code>ClassifierHitEvent</code>, alert severity math, UI cache mechanics.</p></li>
|
|
<li><span class="num">10</span><p><strong>Delete/defer:</strong> canonical smart-money naming, real-time dark-pool certainty, standalone whale-premium alerts, trade-level open/close claims, participant identity claims, simplistic premium alert score, ingest-time signal filtering, <code>retail_whale</code> as a canonical profile unless reframed as attention/lottery flow.</p></li>
|
|
</ol>
|
|
</div>
|
|
</div>
|
|
</section>
|
|
|
|
<section id="objects">
|
|
<h2>Objects to Make First-Class</h2>
|
|
<div class="object-list">
|
|
<span class="object-chip">Raw Observation</span>
|
|
<span class="object-chip">Execution Context</span>
|
|
<span class="object-chip">Quote Join</span>
|
|
<span class="object-chip">Eligibility Decision</span>
|
|
<span class="object-chip">Flow Evidence Cluster</span>
|
|
<span class="object-chip">Structure Hypothesis</span>
|
|
<span class="object-chip">Evidence Quality Score</span>
|
|
<span class="object-chip">Baseline Snapshot</span>
|
|
<span class="object-chip">Hypothesis Score Vector</span>
|
|
<span class="object-chip">False-Positive Penalty</span>
|
|
<span class="object-chip">Catalyst Context</span>
|
|
<span class="object-chip">Flow Hypothesis Event</span>
|
|
<span class="object-chip">Smart-Flow Insight</span>
|
|
<span class="object-chip">Replay Run</span>
|
|
</div>
|
|
</section>
|
|
|
|
<section id="options">
|
|
<h2>Options</h2>
|
|
<div class="grid three">
|
|
<article class="panel option">
|
|
<header>
|
|
<span class="chip">Option A</span>
|
|
<h3>Conservative</h3>
|
|
<p>Keep current objects and services; add evidence-quality fields, UI copy fixes, and replay tests.</p>
|
|
</header>
|
|
<div class="panel-body">
|
|
<ul class="facts">
|
|
<li><span>Pros</span><p>Fastest, lowest migration risk, preserves current endpoints and UI.</p></li>
|
|
<li><span>Cons</span><p>Leaves misleading canonical names and keeps inference tangled in compute.</p></li>
|
|
<li><span>Complexity</span><p>Low.</p></li>
|
|
<li><span>Migration Risk</span><p>Low.</p></li>
|
|
</ul>
|
|
<ol class="steps">
|
|
<li>Rename UI copy from smart money to smart flow candidate.</li>
|
|
<li>Add evidence-quality and alternative-explanation fields to existing event.</li>
|
|
<li>Add replay consistency tests around current outputs.</li>
|
|
<li>Add typed ClickHouse columns for high-value JSON fields.</li>
|
|
<li>Deprecate, but do not remove, legacy classifier hit display.</li>
|
|
</ol>
|
|
</div>
|
|
</article>
|
|
|
|
<article class="panel option recommended">
|
|
<header>
|
|
<span class="chip good">Option B</span>
|
|
<h3>Refactor</h3>
|
|
<p>Keep the stack and terminal UI, but rebuild the domain pipeline around evidence clusters and hypothesis events.</p>
|
|
</header>
|
|
<div class="panel-body">
|
|
<ul class="facts">
|
|
<li><span>Pros</span><p>Fixes the product's epistemic spine without wasting useful infrastructure.</p></li>
|
|
<li><span>Cons</span><p>Requires breaking contract migration across types, storage, compute, API, UI, and tests.</p></li>
|
|
<li><span>Complexity</span><p>Medium-high.</p></li>
|
|
<li><span>Migration Risk</span><p>Medium.</p></li>
|
|
</ul>
|
|
<ol class="steps">
|
|
<li>Introduce <code>FlowEvidenceCluster</code>, <code>FlowHypothesisEvent</code>, <code>SmartFlowInsight</code>, <code>EvidenceQuality</code>, and version fields with compatibility aliases.</li>
|
|
<li>Move signal eligibility out of ingest.</li>
|
|
<li>Split compute into evidence join, cluster/structure, hypothesis scoring, and insight/alert projection.</li>
|
|
<li>Replace derived JSON-only storage with typed query columns.</li>
|
|
<li>Add replay-run harness that recomputes derived outputs from raw streams.</li>
|
|
<li>Add <code>/flow/evidence</code>, <code>/flow/hypotheses</code>, <code>/flow/insights</code>, and WS equivalents.</li>
|
|
<li>Rework UI drawers/tables around evidence quality, confidence vs conviction, alternatives, abstention, and catalyst/noise context.</li>
|
|
<li>Add fixture suites for stale quotes, complex spreads, 0DTE/event noise, deep ITM, wide spreads, and off-exchange ambiguity.</li>
|
|
</ol>
|
|
</div>
|
|
</article>
|
|
|
|
<article class="panel option">
|
|
<header>
|
|
<span class="chip">Option C</span>
|
|
<h3>Redesign</h3>
|
|
<p>Start over with an event-sourced evidence engine and versioned, replayable policies.</p>
|
|
</header>
|
|
<div class="panel-body">
|
|
<ul class="facts">
|
|
<li><span>Pros</span><p>Cleanest long-term architecture and strongest research discipline.</p></li>
|
|
<li><span>Cons</span><p>Slowest, overkill before product fit, and discards too much working infrastructure.</p></li>
|
|
<li><span>Complexity</span><p>Very high.</p></li>
|
|
<li><span>Migration Risk</span><p>High.</p></li>
|
|
</ul>
|
|
<ol class="steps">
|
|
<li>Define new canonical event taxonomy and versioned policy registry.</li>
|
|
<li>Build raw observation lake and deterministic replay runner first.</li>
|
|
<li>Build evidence extraction and quote/condition eligibility services.</li>
|
|
<li>Build cluster and structure hypothesis services.</li>
|
|
<li>Build hypothesis scoring and calibration services.</li>
|
|
<li>Build insight projection API.</li>
|
|
<li>Rebuild terminal against new evidence/hypothesis contracts.</li>
|
|
<li>Backfill or discard old derived data.</li>
|
|
</ol>
|
|
</div>
|
|
</article>
|
|
</div>
|
|
</section>
|
|
|
|
<section id="recommendation">
|
|
<h2>Recommendation</h2>
|
|
<div class="callout">
|
|
<p><strong>Choose Option B.</strong></p>
|
|
<p>
|
|
Option A is too timid for a pre-alpha product whose current names already fight the research.
|
|
Option C is intellectually clean but wastes too much working infrastructure. Option B keeps the
|
|
stack and terminal momentum while fixing the core mistake: treating smart money as a thing the
|
|
system emits, instead of treating smart flow as a cautious, evidence-backed hypothesis with alternatives.
|
|
</p>
|
|
<p>
|
|
The first implementation move should be the contract/naming PR: introduce
|
|
<code>FlowHypothesisEvent</code> and <code>FlowEvidenceCluster</code> with compatibility aliases,
|
|
then make replay the gate before touching more classifier logic.
|
|
</p>
|
|
</div>
|
|
</section>
|
|
|
|
<footer>
|
|
HTML companion for docs/plans/smart-flow-architecture-review.md. Styled for the Islandflow product register.
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</body>
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