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Anish
Projects

Mission 01

ChainDeck

A live NIFTY 50 options analytics dashboard: OI buildup, Max Pain, Gamma Exposure, volatility panels and alerts, computed from live NSE data.

Status
Deployed
Stack
JavaScript · Node.js · Express.js · Upstash Redis · Vercel
ChainDeck preview
  1. 01

    Composite market regime. Combines the individual signals into one plain-language regime, with a signal-agreement score.

  2. 02

    Live trade setup. Bias, key target, invalidation level and strategy, synthesised from CPR, gamma zero-gamma level, PCR rate of change and straddle bounds.

  3. 03

    Smart money flow. Flags unusual open-interest moves as they happen, for example a rapid put unwinding at a strike.

  4. 04

    Open interest and velocity. Total call and put open interest with the 5-minute and 15-minute rate of change.

  5. 05

    Key levels. Max Pain, the largest call and put walls and how strong each is.

Fig. 01 · ChainDeck · numbered callouts

Overview

ChainDeck (formerly Nifty OI Tracker) is a live, auto-refreshing dashboard for NIFTY 50 options traders. It pulls the option chain from NSE and turns it into signals: Open Interest buildup, Put-Call Ratio, Max Pain, Central Pivot Range, Gamma Exposure with the zero-gamma level, 25-delta risk reversal and a composite market regime that feeds a plain-language trade setup.

Recent work added a rolling ATM straddle panel, an IV vs realised volatility view on a trading-time basis (with IV percentile against saved sessions), a strike-wise OI structure chart, and configurable browser alerts. Under the hood, Max Pain uses prefix sums instead of a brute-force O(n²) scan, unusual OI flow is flagged with Welford's online algorithm, and cosine similarity over session feature vectors surfaces days that looked like today.

Intraday snapshots (about one a minute) are stored on Upstash Redis over REST, which powers the timeline chart, the 5m/15m rate-of-change figures and end-of-day session summaries, with an in-memory fallback when no database is configured. A caching Express proxy with request coalescing handles NSE's cookie and header requirements. The app is hardened with a strict Content-Security-Policy, no third-party assets, input validation, rate limiting and authenticated cron endpoints, and ships with a verification test suite.

Highlights

  • Live NSE option chain through a caching Express proxy
  • Max Pain via prefix sums, plus Gamma Exposure and zero-gamma level
  • Composite market regime and auto-generated trade setup
  • Rolling ATM straddle and IV vs realised volatility panels
  • Welford's algorithm for unusual-flow detection, cosine similarity for session matching
  • Intraday history on Upstash Redis with in-memory fallback
  • Configurable browser alerts and strike-wise OI structure chart
  • Strict CSP, input validation, rate limiting and a test suite

Flight log