docs: initialize project
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Filipe Salvio
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# TradingAgents — Options Trading Module
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## What This Is
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An options trading analysis module for TradingAgents — a multi-agent AI system that uses LLM-powered agent teams to analyze financial markets. The new module adds a parallel options analysis team that evaluates options chains, Greeks, volatility surfaces, dealer positioning, and options flow to recommend specific multi-leg options strategies with transparent reasoning.
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## Core Value
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Agents produce actionable multi-leg options recommendations (with specific contracts AND alternative ranges) backed by transparent, educational reasoning that helps the user both trade and learn.
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## Requirements
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### Validated
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These capabilities already exist in the codebase:
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- ✓ Multi-agent LangGraph pipeline with sequential analyst teams — existing
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- ✓ Investment debate (bull vs bear) with configurable rounds — existing
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- ✓ Risk debate (aggressive/conservative/neutral) — existing
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- ✓ Portfolio manager final decision synthesis — existing
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- ✓ Vendor-abstracted data layer with pluggable providers (yfinance, Alpha Vantage) — existing
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- ✓ BM25-based memory system for agent reflection/learning — existing
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- ✓ LLM client factory supporting OpenAI, Anthropic, Google — existing
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- ✓ CLI with Rich UI and interactive prompts — existing
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- ✓ Signal processing with 5-tier rating scale — existing
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### Active
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- [ ] Options chain data retrieval via Tradier API (chains, expirations, strikes, Greeks, IV)
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- [ ] Options chain data retrieval via Tastyworks API (streaming Greeks, real-time quotes)
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- [ ] Parallel options analyst team (runs alongside existing stock analysis)
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- [ ] Volatility analysis agent — IV Rank, IV Percentile, volatility skew, VRP, IV surface
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- [ ] Greeks analysis agent — Delta, Gamma, Theta, Vega + 2nd order (Charm, Vanna, Volga/Vomma)
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- [ ] Options flow / unusual activity agent — volume vs OI, sweeps/blocks, smart money detection
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- [ ] Gamma exposure (GEX) analysis agent — dealer positioning, gamma walls, flip zones, call/put walls
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- [ ] Strategy selection agent — recommends multi-leg strategies based on IV environment and directional bias
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- [ ] Position sizing and risk/reward agent — max profit/loss, breakeven, probability of profit
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- [ ] Options debate phase — bull/bear debate on options thesis with configurable rounds
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- [ ] Options portfolio manager — synthesizes all analysis into final recommendation
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- [ ] Output: specific contract recommendations (strikes, expirations, legs) + alternative ranges
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- [ ] Output: transparent reasoning chain showing why each strategy was selected
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- [ ] TastyTrade methodology integration — 45 DTE entry, 21 DTE management, 50% profit target rules
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- [ ] SpotGamma-style GEX calculation — net GEX across strikes, Vol Trigger, Call/Put Wall levels
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- [ ] MenthorQ-style composite scoring — Options Score (0-5), regime classification (long/short gamma)
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### Out of Scope
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- Order execution / broker integration — this is analysis only, no live trading
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- Real-time streaming dashboard — batch analysis via propagate(), not live monitoring
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- Backtesting engine for options strategies — backtrader exists but options backtesting is a separate project
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- Historical IV surface storage — would need ORATS subscription, defer to future
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- 0DTE strategy support — requires real-time data infrastructure not yet in place
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- Mobile/web UI — CLI and Python API only
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## Context
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- TradingAgents v0.2.2 is a mature multi-agent stock analysis framework built on LangGraph
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- The existing architecture supports parallel agent teams — the options module plugs in as a new team
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- Data layer already supports vendor routing with automatic fallback — Tradier and Tastyworks fit as new vendors
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- Agent factory pattern (create_*() closures) is well-established and should be followed
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- The codebase uses a 5-tier rating scale (BUY/OVERWEIGHT/HOLD/UNDERWEIGHT/SELL)
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- Tradier provides Greeks via ORATS (institutional quality, hourly updates) — yfinance has NO Greeks
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- Tastyworks API provides real-time streaming Greeks via DXLink WebSocket
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- MenthorQ has no public API — their methodology must be replicated using raw options data
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- SpotGamma API available at Alpha tier ($199+/mo) — methodology can be replicated from their published formulas
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- TastyTrade's rules engine (IVR thresholds, DTE rules, profit targets) provides a proven decision framework
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## Constraints
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- **Data providers**: Tradier (REST, 120 req/min, Greeks hourly) and Tastyworks (REST + WebSocket streaming) as primary options data sources
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- **No 2nd-order Greeks from API**: Charm, Vanna, Volga must be calculated from 1st-order Greeks + Black-Scholes
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- **Architecture**: Must follow existing patterns — agent factory functions, vendor routing, LangGraph StateGraph
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- **Python**: >=3.10, consistent with existing codebase
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- **LLM provider agnostic**: Options agents must work with any supported LLM provider via the client factory
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## Key Decisions
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| Decision | Rationale | Outcome |
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|----------|-----------|---------|
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| New parallel team (not extending existing analysts) | Options analysis is domain-specific with unique data needs; clean separation allows independent development and optional activation | — Pending |
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| Tradier + Tastyworks as data providers | Tradier provides ORATS-quality Greeks and IV; Tastyworks provides real-time streaming; both have Python-friendly APIs | — Pending |
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| Replicate MenthorQ/SpotGamma methodology rather than subscribe | No public API from MenthorQ; SpotGamma API is expensive; core formulas (GEX, DEX, Vanna/Charm exposure) are documented and calculable | — Pending |
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| Multi-leg strategy output | User explicitly wants spreads, straddles, iron condors, butterflies — not just single-leg calls/puts | — Pending |
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| Dual output format (specific contracts + ranges) | Specific contracts as primary recommendation with alternative ranges for flexibility | — Pending |
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| TastyTrade methodology as rules engine | Proven statistical edge: IVR-based strategy selection, 45 DTE entry, 21 DTE management, 50% profit targets with published win rates | — Pending |
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## Evolution
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This document evolves at phase transitions and milestone boundaries.
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**After each phase transition** (via `/gsd:transition`):
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1. Requirements invalidated? → Move to Out of Scope with reason
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2. Requirements validated? → Move to Validated with phase reference
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3. New requirements emerged? → Add to Active
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4. Decisions to log? → Add to Key Decisions
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5. "What This Is" still accurate? → Update if drifted
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**After each milestone** (via `/gsd:complete-milestone`):
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1. Full review of all sections
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2. Core Value check — still the right priority?
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3. Audit Out of Scope — reasons still valid?
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4. Update Context with current state
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---
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*Last updated: 2026-03-29 after initialization*
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