74 lines
2.5 KiB
Markdown
74 lines
2.5 KiB
Markdown
# 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.
|