Market Depth Visualization

This project visualizes level 2 options data from the Schwab streaming API using a bookmap style visualization.

This is a rough v1. Improvements coming.

schwab_md_vid.mp4

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+
• Schwab API credentials

Setup

1. Clone this repository
2. Install Python dependencies:

   pip install -r requirements.txt
   

3. Create a .env file with your Schwab API credentials:

   SCHWAB_APP_KEY=your_app_key
   SCHWAB_APP_SECRET=your_app_secret
   

4. 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.

Schwab API wrapper: https://github.com/tylerebowers/Schwabdev