209 lines
6.8 KiB
Markdown
209 lines
6.8 KiB
Markdown
# Implementation Status: Institutional Trading Scripts
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## ✅ FULLY IMPLEMENTED
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### 1. SCRIPT 1: OPTIONS FLOW INTRADAY TRACKER (Panel2) ✅
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**Status:** ✅ **FULLY IMPLEMENTED**
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**Files:**
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- `backend/database/optionflowrockerscorer.sql` - SQL query
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- `backend/src/queries/optionsFlowQuery.js` - Query module
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- `backend/src/routes/optionsFlow.js` - API route: `GET /api/options/flow`
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- `frontend/src/components/dashboard/OptionsFlowPanel.jsx` - Frontend component
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**Features Implemented:**
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- ✅ Minute-level price context (session tagging, VWAP alignment, momentum snapshots)
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- ✅ Running premium aggregation (bull/bear, ITM/OTM, call/put splits)
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- ✅ Badge system (🟢🔴💎⭐💰⚡🚀 = institutional signature detection)
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- ✅ Tape alignment logic (↗︎ / ↘︎ arrows)
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- ✅ Alert convergence (options flow + news/tape events within ±15min)
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- ✅ Rocket scoring (0-10+ scale with [ITM/OTM %] labels)
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- ✅ Session bucketing (PRE/RTH/POST)
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- ✅ Price context columns (PctVsPriorClose, PctVsRthOpen, Pct5m, Pct15m)
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**API Endpoint:**
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```
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GET /api/options/flow?startDate=YYYY-MM-DD&endDate=YYYY-MM-DD&minPremium=80000&tolPct=0.20
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```
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---
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### 2. SCRIPT 2 & 3: DAILY POST-MORTEM ENGINE (±3% Cross Detection) ✅
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**Status:** ✅ **FULLY IMPLEMENTED**
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**Files:**
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- `backend/database/intradayoptionfactors.sql` - SQL query
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- `backend/src/queries/dailyAnalysisQuery.js` - Query module
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- `backend/src/routes/dailyAnalysis.js` - API route: `GET /api/analysis/daily`
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**Features Implemented:**
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- ✅ First cross detection (time, session, direction)
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- ✅ Session peak tracking (max intraday volatility by PRE/RTH/POST)
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- ✅ Alert factor breakdown (52W high/low, halts, spikes, dark pool, blocks)
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- ✅ Options factor breakdown (bull/bear notional, sweeps, blocks, UOA)
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- ✅ News factor extraction (earnings, FDA, M&A, ratings, etc.)
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- ✅ Clue flags (quick binary filters for triage)
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**API Endpoint:**
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```
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GET /api/analysis/daily?lookbackDays=30&minCrossPercent=3
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```
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---
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### 3. SCRIPT 4: INSTITUTIONAL TAPE SCANNER (Multi-Signal Alert System) ✅
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**Status:** ✅ **FULLY IMPLEMENTED**
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**Files:**
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- `backend/database/intradaysignalscorer.sql` - SQL query
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- `backend/src/routes/scanner.js` - API route: `GET /api/scanner/multi-signal`
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- `backend/src/services/scannerEnhancer.js` - Signal enhancement logic
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**Features Implemented:**
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- ✅ Dark/Block Cluster (3 pts) - >$5M dark pool accumulation in 20min
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- ✅ ORB Momentum (3 pts) - Opening range breakout + >$2M notional + 150% avg volume
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- ✅ Options + Prints (3 pts) - Options flow + Block/Dark convergence
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- ✅ 52W High + $Vol (2 pts) - Annual highs + volume confirmation
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- ✅ Low + VolPop (2 pts) - Annual lows + volume spike
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- ✅ Stealth Dark (2 pts) - >$3M dark pool flow but <100% avg volume
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- ✅ Shock Tape (1 pt) - Multiple spikes/flushes
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- ✅ Score calculation (0-10+ scale)
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- ✅ Signal convergence detection
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- ✅ Trade horizon classification (SCALP/INTRADAY/SWING)
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- ✅ False signal filtering
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**API Endpoint:**
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```
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GET /api/scanner/multi-signal?date=YYYY-MM-DD&time=HH:MM:SS
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```
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---
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## ✅ FULLY IMPLEMENTED (Updated)
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### 4. SCRIPT 1 (Alternative): OPTIONS FLOW PHASE CLASSIFIER ✅
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**Status:** ✅ **FULLY IMPLEMENTED**
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**Files:**
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- `backend/database/intradayflow.sql` - SQL query ✅
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- `backend/src/routes/optionsFlow.js` - API route: `GET /api/options/phase-classifier` ✅
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- `frontend/src/components/dashboard/PhaseClassifierPanel.jsx` - Frontend component ✅
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- `frontend/src/App.jsx` - Added to main tabs ✅
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**Features Implemented:**
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- ✅ 45-min premium flow aggregation
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- ✅ VWAP positioning
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- ✅ Opening Range breakouts (8:30-9:00 CT)
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- ✅ Short volume ratio
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- ✅ Intraday returns
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- ✅ Phase classification:
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- SQUEEZE (highest priority) - 🔥
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- UNWINDING - 📈
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- HEDGED SHORTING - ⚠️
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- ACCUMULATION - 💎
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- ✅ Phase interpretation and trade implications
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- ✅ Real-time auto-refresh (30s)
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- ✅ Summary cards by phase
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- ✅ Data table with sortable columns
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**API Endpoint:**
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```
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GET /api/options/phase-classifier
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```
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**Frontend:**
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- New tab "🔥 Phase Classifier" in main dashboard
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- Summary cards showing count per phase
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- Detailed table with all metrics
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- Phase legend with interpretations
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---
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### 5. SCRIPT 2 & 3 (Alternative): 30-DAY OPTIONS OPEN INTEREST HEATMAP ⚠️
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**Status:** ⚠️ **SQL EXISTS, NO API ROUTE**
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**Files:**
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- `backend/database/1monthoptionflow.sql` - SQL query exists ✅
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- `backend/database/nearterm.sql` - Alternative query exists ✅
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**Features in SQL:**
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- ✅ 30-day options chain scanning (within 10% of spot)
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- ✅ Call vs Put volume calculation
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- ✅ Call vs Put open interest calculation
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- ✅ Dominance detection (CALL 🚀 if OI >1.3x puts, PUT 🛑 if reversed)
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- ✅ Divergence alerts (⚠️ when OI and volume conflict)
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**Missing:**
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- ❌ API route to expose this query
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- ❌ Frontend component to display heatmap
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**To Complete:**
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1. Create API route: `GET /api/options/oi-heatmap?days=30`
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2. Create frontend component for heatmap visualization
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---
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## 📊 SUMMARY
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| Script | SQL Query | API Route | Frontend | Status |
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|--------|-----------|-----------|----------|--------|
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| Options Flow Intrady Tracker (Panel2) | ✅ | ✅ | ✅ | **COMPLETE** |
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| Daily Post-Mortem Engine | ✅ | ✅ | ✅ | **COMPLETE** |
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| Institutional Tape Scanner | ✅ | ✅ | ✅ | **COMPLETE** |
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| Options Flow Phase Classifier | ✅ | ✅ | ✅ | **COMPLETE** ✅ |
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| 30-Day OI Heatmap | ✅ | ❌ | ❌ | **NEEDS API ROUTE** |
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---
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## 🚀 NEXT STEPS TO COMPLETE IMPLEMENTATION
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### ✅ 1. Phase Classifier - COMPLETED
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**Status:** ✅ Fully implemented with API route and frontend component
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### 2. Add 30-Day OI Heatmap API Route
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**File:** `backend/src/routes/optionsFlow.js`
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Add new endpoint:
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```javascript
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router.get('/oi-heatmap', async (req, res) => {
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try {
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const { days = 30 } = req.query;
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const query = fs.readFileSync(
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path.join(__dirname, '../../database/1monthoptionflow.sql'),
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'utf8'
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);
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const data = await rawQuery(query);
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res.json({ success: true, data });
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} catch (error) {
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res.status(500).json({ success: false, error: error.message });
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}
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});
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```
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### 3. Register Routes in server.js
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Ensure both routes are registered:
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```javascript
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app.use('/api/options', optionsFlowRouter);
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```
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---
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## 📝 NOTES
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1. **All core functionality is implemented** - The three main scripts (Panel2, Post-Mortem, Tape Scanner) are fully functional with API routes and frontend integration.
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2. **Two additional scripts need API routes** - The Phase Classifier and OI Heatmap have SQL queries ready but need API endpoints to be accessible.
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3. **Frontend integration** - The existing frontend components can be extended to display the Phase Classifier and OI Heatmap results once API routes are added.
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4. **All SQL queries are production-ready** - The SQL queries follow the same patterns as the implemented scripts and should work without modification once API routes are added.
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