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https://github.com/rahuljoshi44/GraphVega

Open Source Options Analytics Platform.
https://github.com/rahuljoshi44/GraphVega

data-visualization options options-pricing options-trading stock-market stocks volatility

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Open Source Options Analytics Platform.

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README 

        









GraphVega  







## :gem: About The Project



GraphVega is an open sourced options analytics platform that analyses

and projects the P/L of a multi-legged options position with variation

of the stock price under changes in volatility and days till expiration,

using a black-scholes simulation.



It is designed with a goal to provide a simple and intuitive interface

to analyze options, while also providing developers with the flexibility

to add their own custom features.












## :rocket: Getting Started



**Note**: You will need to have NodeJS installed on your machine to run this app. If you don't have it on your machine already, you can install it [here](https://nodejs.org/en/download/) for free.



To get GraphVega up and running on your local machine, follow these steps:



1.  Clone the repository

    

    ```

    $ git clone  https://github.com/rahuljoshi44/GraphVega.git

    ```



2.  Switch to the root directory of the project (main folder where all the files are stored) and install the

    dependencies. This process might take a couple minutes depending on your download speed, so please wait!

    ```

    $ npm install

    ```



3.  Get a free API Key (for sandbox) from Tradier

    [here](https://developer.tradier.com/user/sign_up?_ga=2.9691381.1305307848.1613100396-1783872143.1609733953).

    This project uses Tradier’s market data API for options and stock

    prices.



4.  In the root directory  create a `.env` file and enter your API key and the API url as

    follows:

    ```

    TRADIER_API_KEY=YOUR_API_KEY_HERE

    API_BASE_URL=https://sandbox.tradier.com/v1/

    ```

    Replace `YOUR_API_KEY_HERE` with the API key you obtained from step 3.

    NOTE: You can also change the variable `API_BASE_URL` to the brokerage API url if you'd like to use the brokerage API endpoint.



5.  Run the application in either of two ways: Locally or via Docker (explained below):



### Locally

In the root directory, run the following command:



    $ npm start



Note that the front end react app runs on `http://localhost:3000` while

the server runs on `http://localhost:8000` so make sure you don’t have

anything running on those ports. If you want to run the server on a different port, change the port variable in `server/app.js`, and change the`SERVER_URL` variable in `src/utils/url.js` to the new server url.



### Docker



Make sure to create the `.env` file from step 4 above before building the

image, otherwise it won't be included.



Building:



    $ docker build -t local/gv:latest -t local/gv:0.1.0 .



Running:



    $ docker run -d --rm -p 3000:3000 --name graphvega local/gv



Stopping:



    $ docker stop graphvega



### Docker-Compose



Make sure to create the `.env` file from step 4 above before building the

image, otherwise it won't be included.



Running:



    $ docker-compose up



    or 



    $ docker-compose run



Stopping:



    $ docker-compose down



## :zap: Usage












1.  After launching the app, type in the name of a company in the search

    bar and select the appropriate suggestion.

2.  Select an expiration date for the options chain

3.  After the option chain loads, add your options positions by clicking

    on the rows of the table.

4.  Switch to the analysis tab.

5.  Observe the P/L chart and adjust the implied volatility and days

    till expiry with the sliders as you like.



## :palm_tree: Code Structure



Broadly, the project is divided into the front end and the back end. 

- All frontend files are stored in the `src` directory.

- Backend files are stored in `server`. These are used primarily for making API calls for market data.



There are three main front end components

  - `src/components/main.jsx` is the root component that uses

    `optionChain.jsx` and `analysis.jsx`

  - `src/components/chain/optionChain.jsx` is the base component for the

    ‘Option Chain’ tab

    - All files related to the option chain tab is stored under `src/components/chain`

  - `src/components/analysis/analysis.jsx` is the base component for the

    ‘Analysis’ tab

     - All files related to the analysis tab are stored under `src/components/analysis`



## :heart: Contributing



Your contributions make the platform better and more useful to everyone! The contributions you make will be greatly appreciated. 



To do so:

1. Fork the project

2. Create a branch

3. Add your changes

4. Push to the branch

5. Open a Pull Request.



## :pencil2: Built With



  - [React.js](https://reactjs.org/) - Front end library

  - [Node.js](https://nodejs.org/en/) - Runtime environment for JS

  - [Express.js](https://expressjs.com/) - Web framework for NodeJS

  - [Material-UI](https://material-ui.com/) - Front end component

    library

  - [react-bootstrap](https://react-bootstrap.github.io/) - Front end

    component library

  - [recharts](https://recharts.org/en-US/) - Charting library



## :clipboard: License



GraphVega is distributed under the **MIT** license. See `LICENSE.md` for

more information.



## :mailbox_with_mail: Contact



[Rahul Joshi](https://www.linkedin.com/in/rahuljoshi4/) -

[email protected]



Feel free to contact me regarding any concerns about the app.



## :punch: Acknowledgements



Thanks to [Tradier](https://tradier.com/) for the market data used on

the platform.