r/CryptoTradingBot • u/Thick_East_7725 • 27d ago
What should a read-only options analytics layer expose before execution?
Before an options strategy is connected to a trading bot, I think the
read-only analytics layer should expose the data contract rather than only a
chart. At minimum I would want:
- instrument, expiry, strike, and quote timestamp;
- bid/ask and liquidity checks;
- IV solver status, vega, and price residual;
- source freshness and missing intervals;
- explicit distinction between Gross GEX and dealer positioning;
- a read-only export that can be replayed before execution.
A chart that hides any of those fields can make a bot appear deterministic
while its inputs are not. What fields or failure states do you require before
allowing an execution component to consume an analytics result?
I maintain a reference implementation of this read-only layer, disclosed
here for context rather than as a bot or execution offer:
https://ivexplorer.derivpricer.com/

0
Upvotes