Market-Reader — Delta Futures Trading Brain

Live web terminal that reads the chart, volume profile and order flow for every perpetual futures listed on Delta Exchange, ranks the best setups, and talks through them like a scalper.

Pure Python 3 stdlib (no pip dependencies). Open http://localhost:8080 in a browser — nothing else to install.

Run

run.bat          (Windows)

or:

python server.py
# then open http://localhost:8080

What it does

Every few seconds the engine pulls live data from the public Delta Exchange REST API (no API key needed):

• Focus symbol (default BTCUSDT): 5m candles, live trades with aggressor side (taker buy/sell), ticker.
• Brain read per symbol: trend (EMA 9/21/50), swing structure, momentum (RSI/MACD/Stoch), volatility (ATR, Bollinger), volume (z-score/pctile), volume profile (POC, 70% value area VAH/VAL, HVN/LVN), session VWAP, taker order-flow delta.
• Regime: TREND_UP / TREND_DOWN / SQUEEZE / VOLATILE / RANGE (with strength variants).
• Signals: trend pullback, EMA/MACD/Stoch crosses, RSI extremes, VWAP/POC reclaims, squeeze break, swing break, delta divergence, volume spike, Bollinger location.
• Trade plan: entry, stop, tp1, tp2, R:R, position size from account + risk %, and a leverage hint.
• Market scan: all 12 listed perps ranked by setup score every 90s.
• Console: the brain logs alerts — bias flips, level breaks, regime changes, scan results — and accepts commands.

Commands (type in the console input)

command	action
<SYMBOL>	focus a symbol, e.g. SOLUSDT
/tf 15m	timeframe: 1m 5m 15m 1h 4h
/risk 5000	account size in USDT (default 1000)
/riskpct 2	risk per trade in % (default 1)
/scan	force a full-market scan now
/watch <SYM>	add to watchlist
/watchlist	show watchlist
/help	list commands

API (JSON, polled by the UI)

• GET /api/state — products, focus, tf, account, status (+ news stats, F&G)
• GET /api/tickers — live tickers for all listed perps
• GET /api/analysis — brain read for the focus symbol
• GET /api/tape?symbol=... — recent trades with aggressor side
• GET /api/scan — ranked setups
• GET /api/console?after=N — console lines with sequence ids
• GET /api/news — scored headlines (sentiment/relevance/macro flags) + F&G
• POST /api/cmd — run a console command, e.g. {"cmd":"/tf 15m"}

Data notes

• Candles: GET /v2/history/candles — max 2000 per request; the brain uses the last ~400 of the focus TF. Delta timestamps: candles in seconds, trades in microseconds.
• Aggressor side: a trade where buyer_role == "taker" is a market buy.
• US equity tokens (NVDAXUSDT, AAPLXUSDT, ...) can have thin or empty candle history outside US market hours; the engine tolerates that and skips symbols with < 30 candles.
• The frontend uses plain fetch polling (no WebSockets/SSE) so it works on locked-down browsers.

Feed status

The status pill reflects live data health (from /api/state):

• LIVE (green, pulsing) — fresh data flowing
• QUIET (amber) — no new trade for the focus symbol in 5 min (thin tape)
• STALE (red, fast pulse) — API failing for 60s, or no trades and no price change for 15 min (market frozen)
• CONNECTING / RECONNECTING — booting or feed lost

The TAPE chip in the top bar shows how long ago the last executed trade on the focus symbol happened, colored green (< 2 min), amber (2-10 min) or red (> 10 min).

Layout

market.py       Delta Exchange REST client (urllib, retries)
indicators.py   TA indicators + volume profile (pure python)
brain.py        regime, signals, levels, bias, trade plan, commentary
engine.py       background data pump, scan, console
server.py       HTTP server on :8080
static/         index.html, style.css, app.js (canvas chart + panels)