Sentinel-Pro fuses live order flow, volatility, structure, and macro context into a single decision surface for ES & NQ futures — engineered read-only, so it observes everything and can touch nothing. Self-hosted. No cloud. Yours.
Professional desks read the market across a wall of fragmented terminals. Sentinel-Pro delivers that same read — the tape, the book, implied volatility, structure, and macro tone, fused into one calm cockpit — and runs entirely on your own machine. Because it's a watcher, not a trader, it imports nothing that could place, modify, or route an order. No cloud, no per-token cost, no market data ever leaving the box.
Each tells you something the others can't. Sentinel-Pro reads all four off the same live connection and reconciles them onto one screen.
Tick-by-tick trades, classified buyer vs. seller into cumulative volume delta — who's actually pressing.
SPX/NDX implied vol and 25-delta put/call skew — the market's price for fear, live.
Session VWAP, prior-day high/low, and where price sits against them — the lines that matter.
A local model reads world news as risk-on / risk-off — context the tape alone can't give you.
One clean pipeline behind a single seam. Market data enters on the left, folds into one typed snapshot, and fans out to three consumers. Click any block.
The engine never knows whether its data is live, a recording, or a simulation — it consumes one MarketDataSource protocol. That single decision is what makes the rest of this page possible.
Because the engine sits behind that seam, the exact same code runs against a live feed, a recorded tape, or a synthetic market. Nothing branches on "is this real."
So every session can be replayed byte-for-byte and checked against what it produced the first time. The math can't quietly drift — a regression is a failing test, not a surprise on a live day.
Track a single contract through the machine — scroll.
One real trade clears on the E-mini — a price and a size. Interactive Brokers delivers it over a read-only socket.
The platform subscribes to reqTickByTickData("AllLast") — the true tick feed, not throttled snapshots. Every print lands, which is what makes the downstream numbers exact.
The trade is classified against the live book: at/above the ask is an aggressive buy, at/below the bid a sell. Signed and summed, that's cumulative volume delta.
That identical trade also drives the candle and the VWAP — accumulated locally, Σ(price×size)/Σsize, anchored to the 9:30 cash open. CVD and VWAP share one stream, so they never disagree.
It folds into one typed snapshot, written atomically; the cockpit picks it up. Exchange to screen in about a second — and nothing along the way could send an order back.
The design decisions that make it trustworthy enough to watch real money.
Every session is recorded tick-for-tick and can be replayed byte-for-byte, proving the math never drifted.
# identical engine, any source state = engine.cycle(Replay(tape)) assert replay(day) == recording(day)
OBI, CVD classification, VWAP, ATR, confluence — one pure module, golden-vector tested. The live engine, the analyzer, and the reports all call it.
# the only place buy/sell is decided def classify(px, bid, ask): return +1 if px>=ask # buy else -1 if px<=bid # sell
A never-die loop survives any single bad cycle, auto-reconnects through TWS's nightly bounce, and rolls a fresh recording every session.
while alive: try: cycle() except: log(); carry_on reconnect_if_dropped()
No "give me a VWAP" call — both are accumulated from the raw tape so they line up perfectly, anchored to the 9:30 cash open and seeded from history on a mid-session start.
pv += price*size; v += size
vwap = pv / v ✓ exactTiered, time-aware feed health: during cash hours a slow tape flips it yellow in 5s and red in 15s — looser overnight, where gaps are normal.
LIVE # flowing STALE # slowing · 5s DEAD # stopped · 15s
The code imports nothing related to placing, modifying, or routing an order — and a test guards it. Paired with TWS's read-only API.
# the one rule, in code no placement · no routing it only ever watches
Simulated market, real logic: tick → CVD → candles → VWAP, an order book with imbalance, and the self-monitoring health system on top. Cut the feed and watch it notice.
Real systems fail in subtle ways. Two we found and hardened against — and what they bought.
A web server will happily serve a file the feed stopped updating — a green light over a corpse. The fix: the cockpit now reports feed truth, not HTTP status. A stalled or dead tape is impossible to miss.
Exchange APIs emit -1 for "no data," and the odd NaN — one slip distorts every downstream number. The fix: invalid prices are rejected at ingest, before they can touch CVD, VWAP, or the chart.