DevilTongues - Technical

Technology Stack

Component	Technology	Purpose
Web Framework	Shiny for Python	Reactive web application with real-time updates
Data Provider	LSEG Refinitiv Data API	Market data connectivity and options chains
Data Processing	Pandas, NumPy	Data manipulation and numerical computations
Visualization	Plotly	Interactive charts and 3D surfaces
Scientific Computing	SciPy	Interpolation and numerical methods

High-Level Data Flow

User configures underlying, strike bounds, expiry bounds, and analysis thresholds.
LSEG API retrieves spot and options chain (universe discovery + pricing fields).
Data is normalized and mid-prices are computed where appropriate.
Calls and puts are paired by strike and expiry for parity calculations.
Implied rates are derived and compared to benchmark rate inputs.
Signals are generated and shown in tables and plots (including 3D surfaces).

Example Snippet

spot_df = rd.get_data("MSFT.O", ["TR.PriceClose"])

options_chain = rd.discovery.search(
    view=rd.discovery.Views.EQUITY_QUOTES,
    filter="SearchAllCategoryv2 eq 'Options' and "
           "StrikePrice ge 400 and StrikePrice le 480 and "
           "ExchangeName xeq 'OPRA'"
)

Project Structure

Tongues/
├── app.py
├── index.html
├── overview.html
├── strategy.html
├── run.html
├── technical.html
├── CNAME
├── screenshots/
│   ├── market-data-fetching.png
│   ├── option-data.png
│   ├── arbitrage-navigator.png
│   ├── arbitrage-opportunities.png
│   ├── arbitrage-analysis.png
│   ├── selected-strategy.png
│   ├── selected-strategy-continued.png
│   └── surface-3d.png
└── src/
    └── deviltongues/
        ├── fetch_options.py
        └── utilities.py