Real-Time Options Flow Scanner.
Python · Flask · Socket.IO · Multi-threading
A low-latency engine that ingests ten million market events a day, scores every trade against the bid–ask spread, and flags unusual institutional flow — aggregating multi-leg trades into spreads and collars and tracking shifts in Greek exposure, all in under a hundred milliseconds.
- 10M events / day
- < 100 ms latency
- multi-leg aggregation