AI Order Flow Analyzer

An institutional-grade order flow analysis tool that uses AI to interpret market microstructure data and predict short-term price movements.

Order Book Analysis:

• Real-time Level 2 depth of market visualisation
• Order book imbalance detection (bid/ask ratio)
• Iceberg order detection — hidden liquidity finder
• Spoofing detection — identifies and filters fake orders
• Support/resistance from order book clusters

Tape Reading:

• Time & sales feed with trade classification (buyer/seller initiated)
• Large block trade detection and filtering
• Cumulative delta tracking (buying vs. selling pressure)
• Trade velocity analysis — accelerating vs. decelerating flow
• Absorption detection — large orders being filled without price movement

Dark Pool Intelligence:

• Dark pool print aggregation from FINRA TRF data
• Dark pool sentiment indicator (net buying/selling)
• Block trade alerts above configurable threshold
• Cross-reference dark pool prints with price levels

AI Predictions:

• ML model trained on 2 years of microstructure data
• Short-term direction probability (1min, 5min, 15min)
• Confidence scoring per prediction
• Feature importance — which flow signals drive the prediction
• Real-time model recalibration

Alerts & Output:

• Real-time alerts for significant flow events
• Integration with trading bots via WebSocket
• Historical flow data replay for backtesting
• Visual footprint charts with delta by price level
• Audio alerts for large prints

Tech Stack:

• Python 3.11+ with WebSocket streams
• TensorFlow/PyTorch for ML models
• Redis for real-time data buffering
• PostgreSQL + TimescaleDB
• React dashboard with WebSocket updates
• Docker Compose deployment