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.