Market Depth Visualization

This project visualizes level 2 options data from ThinkorSwim RTD using a bookmap style visualization.

TradingView lightweight charts.
Vite + React + Tailwind for the frontend.
FastAPI and SQLite for the backend.

This is a rough v1. Improvements coming.

Historical View

To create a new chart

1. Enter a stock symbol
2. Select date
3. Select Call or Put
4. Enter a strike 
5. Click "Create Chart"

Add more charts

Click the "+" to add more charts. Click the red "x" to delete the chart.

Add as many charts as you want.

Auto vs Mode1

Click "Auto" in the bottom right corner to switch to Manual mode.

The default "Auto" mode locks the y-axis to +-10% of the last price.

Features

• Real-time visualization of order book data
• Historical view of price levels over time
• Heatmap showing order density
• Futures and Index options coming soon....

Requirements

• Python 3.11+
• Node.js 14+

Setup

1. Clone this repository
2. Install Python dependencies:

   pip install -r requirements.txt
   

3. Install frontend dependencies:

   cd frontend
   npm install
   

Running the Application

1. Start the API and data stream:

   python api.py
   

2. Start the frontend development server:

   cd frontend
   
   npm run dev
   

3. Open your browser and navigate to:

   http://localhost:8081
   

API Endpoints

• localhost:8080/symbols - Get all available symbols in your db
• localhost:8080/depth/{symbol} - Get the latest market depth for a symbol
• localhost:8080/historical_full/{symbol} - Get historical market depth snapshots

Credit

@2187Nick

Discord Come checkout the other builders and projects.

Backend:

PYRTDC

Notes

1. This does not capture all trades or all market liquidity.
2. This is experimental and mainly just for exploring what's possible.