Unified Trading Platform

Institutional-grade options and futures trading platform with real-time data, Greeks analytics, gamma exposure analysis, ML-powered predictions, and automated strategy execution.

Consolidated from 235 files across 5 codebases into one unified Python project.

Quick Start

# Install dependencies
pip install -r requirements.txt

# Configure API keys
cp .env.example .env   # Edit with your keys

# Launch the Streamlit dashboard
python run_ui.py

# Or launch the Flask API server
python run_api.py

Features

Options Analytics

• Full Black-Scholes Greeks (delta, gamma, vega, theta, rho, vanna, charm, volga)
• Gamma exposure (GEX) calculation and visualization
• Vanna/Charm flow analysis
• VIX term structure (contango/backwardation detection)
• 3D implied volatility surface

Market Intelligence

• Options flow scanner (sweep, block, and unusual volume detection)
• Market regime classification
• Dealer positioning and dark pool (DIX) tracking
• SEC 13F/SC 13D filing parser
• Earnings calendar integration

Trading Strategies

• 4 gamma-based strategies (flip breakout, mean reversion, range fade, ensemble)
• 15+ strategy recommendations with confidence scoring
• Kelly criterion position sizing
• Volatility arbitrage (IV vs HV)
• Automatic hedging

ML & Backtesting

• ML price predictor with feature engineering
• Multi-factor regime classifier
• Gamma backtest engine
• Options strategy backtester with full portfolio tracking

Data Sources

• Schwab API (OAuth2 with circuit breaker and rate limiting)
• Polygon.io (REST + WebSocket)
• yfinance (free fallback)
• CBOE data scraper
• SpotGamma GEX API
• Unified DataManager with automatic failover: Schwab -> Polygon -> yfinance

Alerts & Notifications

• 4-channel alert system: desktop, email (SMTP), SMS (Twilio), Discord webhook
• Configurable alert priorities and thresholds

Architecture

src/
├── config/         Configuration (dataclass-based, .env support)
├── core/           Alert system, position sizer (Kelly), market regime, strategy engine
├── calculators/    Black-Scholes Greeks, Vanna/Charm, VIX analyzer, gamma exposure
├── data/           Schwab connector, Polygon.io client, yfinance, CBOE, realtime feed
├── analytics/      Risk manager, volatility arbitrage, DIX tracker, trade journal
├── strategies/     Gamma strategies, options flow scanner
├── ml/             ML price predictor, regime classifier
├── backtesting/    Gamma backtest engine, options backtester
├── institutional/  Dealer positioning, SEC filings, alt data, sovereign wealth funds
├── hedging/        Auto-hedger
├── api/            Flask REST API (quotes, options, gamma, backtest endpoints)
└── ui/             Streamlit dashboard, Plotly charts, 3D IV surface
frontend/           HTML/JS trading terminals (Chart.js, Three.js)
thinkscript/        ThinkOrSwim studies, scans, and watchlist columns

API Endpoints

Method	Endpoint	Description
GET	/api/health	Health check
GET	/api/quote/<ticker>	Real-time quote
GET	/api/options/<ticker>	Options chain
GET	/api/iv-surface/<ticker>	Implied volatility surface
GET	/api/term-structure/<ticker>	Term structure
GET	/api/gamma/<symbol>	Gamma exposure
POST	/api/backtest/run	Run backtest
GET	/api/backtest/strategies	List strategies
GET	/api/backtest/results/<id>	Backtest results

API Keys

Service	Required	Notes
Schwab	Optional	Live trading data (OAuth2)
Polygon.io	Optional	Real-time and historical data
SpotGamma	Optional	GEX data
FRED	Optional	Macro/economic data
yfinance	Built-in	Always available (free)

The platform works out of the box with yfinance. Add additional API keys for premium data sources.

Tests

pytest tests/ -v

Requirements

• Python 3.10+
• See requirements.txt for full dependency list

Documentation

See MASTER_INDEX.md for the complete file-by-file source mapping and migration details.