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Releases: simonro/Edge-GEX-Lab

Edge GEX Lab v1.1.1

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@simonro simonro released this 23 Oct 18:15

From this version on, Edge GEX Lab tells you when a new release is out, so you never have to come back here to check.

Not financial advice. Not a signal service. Every screenshot is synthetic demo data.

Update check

When the server starts, at most once a day, it asks GitHub for this repo's latest release. If a newer one exists, a banner at the top of the page shows the new version, a link to its release notes and the update steps, and the launch.bat window prints the same in one line. Dismiss the banner and it stays hidden until the next version.

It only tells you. Nothing is downloaded or installed, and updating stays your call.

  • What goes out: one request to api.github.com. GitHub sees your IP address and the app version, nothing else: no keys, no tickers, no settings.
  • When it stays quiet: offline or when GitHub does not answer within 3 seconds (it tries again the next day), in demo mode, and in Present mode on screen.
  • Turn it off: set GEXLAB_NO_UPDATE_CHECK=1 before launch.bat.

The README's Privacy section lists it with the other services the app talks to.

Everything else is the same as v1.1.0 (Futures view, recent-search chips).

Install

Download the zip below, unzip it, run setup.bat, then launch.bat. Needs Python 3.11 or newer and Node.js LTS. Free Alpaca API keys are needed for SPY, QQQ and stocks; SPX and NDX work without them, and launch.bat demo works with no keys at all. A new install starts empty.

Upgrading

Your keys (.env) and caches (data/) are not part of a release, so updating never touches them.

If you cloned with git: git pull, then launch.bat (it rebuilds the page by itself).

If you downloaded the ZIP: unzip this one into a new folder, copy your .env across, run setup.bat once, then start it with launch.bat.

old-folder/.env   ->  new-folder/.env

Edge GEX Lab v1.1.0

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@simonro simonro released this 23 Oct 14:35

The Live Map can now show every level as a /ES or /MNQ price, and the tickers you search stay one click away.

Not financial advice. Not a signal service. Every screenshot is synthetic demo data.

Futures view

Flip the new Index | Futures toggle on the Live Map and the walls, the gamma flip, spot and the guidance prices read as futures prices: SPX and SPY as /ES, NDX and QQQ as /MNQ. The level cards show the futures value large with the index or ETF value underneath, and the chart tags read like "CALL WALL /ES 7,791.00".

The basis comes from put-call parity on the index options that settle with the futures, read from the same Cboe chain the map already uses, so the 15 minute delay cancels out. No futures feed and no extra account. SPY and QQQ convert through the index to ETF price ratio at the same instant, which needs your Alpaca keys. If you trade off a live futures quote, type it into the panel and the basis follows your price, with a warning when it drifts more than 3 points on /ES (12 on /MNQ) from the parity estimate.

It is a display change only: the GEX math stays in index or ETF units, and the panel labels the result an estimate, not a futures quote. The README's Futures view section has the details.

Also

  • Recent searches. A ticker you search, say META, stays as a chip beside the search box, like SPY, QQQ, SPX and NDX on the left. The last 6 are kept in your browser; hover a chip and click the small x to remove it. The expiry, overlay, sign and futures controls moved to the right of the row.
  • Clearer message right after the open. For the first minutes of the session Cboe's delayed chain still shows the market before the open, so SPX and NDX have no quotes yet. The map now says that plainly ("Cboe's feed runs about 15 minutes behind ... Quotes usually arrive by about 09:50 ET") instead of a note that read like a contradiction at 09:45.
  • The server only answers to localhost. Requests whose Host is not localhost or 127.0.0.1 are refused, which blocks a web page from reaching the app through a rebound domain name. If you opened it through another name or your network address, use http://127.0.0.1:8240 (or your GEXLAB_PORT).
  • An unmatched search no longer lingers in the search box.
  • certifi floor raised for current root certificates.

Install

Download the zip below, unzip it, run setup.bat, then launch.bat. Needs Python 3.11 or newer and Node.js LTS. Free Alpaca API keys are needed for SPY, QQQ and stocks; SPX and NDX work without them, and launch.bat demo works with no keys at all. A new install starts empty.

Upgrading

Your keys (.env) and caches (data/) are not part of a release, so updating never touches them.

If you cloned with git: git pull, then setup.bat (a Python package floor changed), then launch.bat.

If you downloaded the ZIP: unzip this one into a new folder, copy your .env across, run setup.bat once, then start it with launch.bat.

old-folder/.env   ->  new-folder/.env

v1.0.2

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@simonro simonro released this 23 Oct 13:06

A fix for SPY, QQQ and stock maps when two option series share an expiry and a strike. Thanks to @Micsters for finding it and writing up the fix in discussion #19.

Not financial advice. Not a signal service. Every screenshot is synthetic demo data.

Fixed

  • IVs swapped between two option series. The step that gives a call and a put at the same strike one implied volatility grouped contracts by expiry and strike only. When two series shared both, for example a stock's standard options and its adjusted options after a split or merger, a contract from one series could take the IV of the other, which gave it the wrong gamma. Contracts are now grouped by option root as well, and a regression test covers it.
  • SPX and NDX maps were not affected: they come from Cboe's chain, which solves each contract's IV on its own and never uses this pairing step.

Install

Download the zip below, unzip it, run setup.bat, then launch.bat. Needs Python 3.11 or newer and Node.js LTS. Free Alpaca API keys are needed for SPY, QQQ and stocks; SPX and NDX work without them, and launch.bat demo works with no keys at all. A new install starts empty.

Upgrading

Your keys (.env) and caches (data/) are not part of a release, so updating never touches them.

If you cloned with git: git pull, then launch.bat.

If you downloaded the ZIP: unzip this one into a new folder, copy your .env across, run setup.bat once, then start it with launch.bat.

old-folder/.env   ->  new-folder/.env

Edge GEX Lab v1.0.1

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@simonro simonro released this 20 Oct 23:31

The Windows install now finishes on a PC with Smart App Control on, and a first run without keys opens on a map that works.

Not financial advice. Not a signal service. Every screenshot is synthetic demo data.

A clean first run on Windows

On Windows 11 with Smart App Control on, setup.bat stopped at the web build: Windows blocked a
native file that the build tool ships ("An Application Control policy has blocked this file"). The
build now uses the WebAssembly version of that tool, so there is nothing for Windows to block.

A new install with no Alpaca keys used to open on SPY and show "Can't load the SPY map". It now
opens on SPX, which needs no keys. Open SPY without keys and the message says exactly which two keys
to put in .env.

Fixed

  • Web build blocked by Smart App Control. If setup.bat failed for you at step 4, run it again
    with this release. If you build by hand, delete web\node_modules first: npm install on top of
    the old folder keeps the blocked file, npm ci (what setup.bat runs) replaces it.
  • Keyless first run landed on a map it could not load. It now opens on SPX.
  • The SPY error pointed at a setting the README never mentioned. It now names .env, and that
    setting (ALPACA_ENV_FILE) is documented.
  • No usable quotes read as a neutral map. A chain with no usable quotes is now shown as
    unavailable, and an older Cboe file never replaces a newer cached one.

Also

  • Demo mode is in the Quick start: launch.bat demo serves synthetic fixtures with no keys and no
    network, badged on every screen, and leaves your real install empty.
  • GEXLAB_PORT changes the port (8240 by default) for launch.bat, the web dev server and the
    "API offline" messages. GEXLAB_NO_BROWSER=1 stops launch.bat from opening your browser.
  • Code comments no longer carry internal notes or pointers to files outside this repo.
  • A test for the missing keys message.

Install

Download the zip below, unzip it, run setup.bat, then launch.bat. Needs Python 3.11 or newer and
Node.js LTS. Free Alpaca API keys are needed for SPY, QQQ and stocks; SPX and NDX work without them,
and launch.bat demo works with no keys at all. A new install starts empty.

Upgrading

Your keys (.env) and caches (data/) are not part of a release, so updating never touches them.

If you cloned with git: git pull, then setup.bat (the build tool changed, so run it this
time), then launch.bat.

If you downloaded the ZIP: unzip this one into a new folder, copy your .env across, run
setup.bat once, then start it with launch.bat.

old-folder/.env   ->  new-folder/.env

Edge GEX Lab v1.0.0

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@simonro simonro released this 19 Oct 21:46

The first public release: a free, local live map of option gamma exposure.

Not financial advice. Not a signal service. Every screenshot is synthetic demo data.

A live GEX map that shows its work

Pick SPY, QQQ, SPX, NDX or any optionable US stock and see net GEX by strike, the call wall, the put
wall, every gamma flip within 10% of spot and the regime at spot, refreshed every 60 seconds and valued
at the session close when the market is shut. Net GEX size is shown next to the stock's own 20-day
average dollar volume, per 1% move and per typical day.

The trade guidance panel turns the map into levels to watch, 2 to 4 scenarios with entry, stop and
map-level targets, and what would change the picture. Every price is a map level or a listed formula.
It shows no setups when the feed is stale, the open interest is not from the previous session, or the
chain is missing too much of its gamma. It is labeled untested, because it is.

Also

  • Open interest from Cboe, dated per contract, with Alpaca as a labeled fallback. Alpaca's contract
    file can lag a session or more.
  • Quotes are only used when their time is known, fresh, and not later than the moment they arrived.
  • "Explain this map" can narrate the guidance through your local claude CLI, tool-free and keyless;
    a validator rejects any number or promise not in the data.
  • Present mode (key P) for screen recording.

Install

Download the zip below, unzip it, run setup.bat, then launch.bat. Needs Python 3.11 or newer,
Node.js LTS, and free Alpaca API keys for SPY, QQQ and stocks (SPX and NDX work without them). A new
install starts empty.

Upgrading

Your keys (.env) and caches (data/) are not part of a release, so updating never touches them.

If you cloned with git: git pull, then setup.bat, then launch.bat.

If you downloaded the ZIP: unzip this one into a new folder, copy your .env across, run
setup.bat once, then start it with launch.bat.

old-folder/.env   ->  new-folder/.env