Flowsurface — inkamaia19's fork

A personal fork of flowsurface-rs/flowsurface — a native desktop charting application for crypto markets built with Rust and iced.

This fork extends the upstream project with a full suite of microstructural indicators and a live strategy detection engine running on Railway.

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What this fork adds

Indicators

Indicator	Panel	Description
VWAP	Overlay on kline	Session VWAP (UTC daily reset) with ±1σ / ±2σ bands and auto AVWAP BOS
Volume Profile (VRVP)	Overlay on kline	150-bin histogram adapting to visible range; POC / VAH / VAL / HVN / LVN coloring
Session lines	Overlay on kline	Dashed vertical lines at Asia / London / NY session opens (≤4h timeframes)
Key levels	Overlay on kline	PDH, PDL, Daily Open, Weekly Open as labeled dashed horizontal lines
CVD (Cumulative Volume Delta)	Sub-panel	Cumulative delta with UTC session reset; OLS slope, VPIN, divergence detection
Relative Volume	Sub-panel	Current candle volume / mean of last 50 candles; directional coloring
ATR	Sub-panel	Average True Range, 14-period Wilder smoothing
Open Interest	Sub-panel	Perpetuals OI fetched from exchange REST API
OI Delta	Sub-panel	Candle-by-candle OI change (green = new longs/shorts, red = deleveraging)

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Strategy engine (live on Railway)

As of 2026-06-02 the monitor runs two engines on M1 BTCUSDT bars:

Scalping S1/S2/S3

Three orderflow strategies (circuit breaker currently active):

Strategy	Logic
S1 OBI Maker	Order book imbalance bias → post-only maker entry
S2 Absorption	Delta Z-score + volume ratio at range extreme → reversal
S3 CVD Divergence	Price swing without CVD confirmation → fade

Sessions: London (07:00–10:00 UTC), NY (13:00–17:00 UTC). Stop: ~0.25%, Target: ~0.5–0.7%.

RangeBreakoutFlow (pending deploy)

Validated on 30-day M1 backtest (43,200 bars, n=914 signals with aligned CVD):

A consolidation range (0.08–0.55% of price, 15–60 M1 bars) where CVD accumulates pressure in one direction, followed by a close outside the range with VR ≥ 2×, produces positive edge.

Config	n	Hold	Win rate	Exp/trade
SHORT breakdown + CVD bearish + VR≥2	187	+60min	13.9%	+0.061%
LONG breakout + CVD bullish (counter-trend)	196	+30min	12.8%	+0.093%

Pipeline per M1 bar close:

closed M1 bar
  → Scalping engine (S1/S2/S3)
      ├─ OBI, micro-price, CVD, DZ, VR, absorption scores
      ├─ Session filter (London / NY only)
      ├─ Circuit breaker (3 consecutive losses)
      └─ write scalping_bars (always) + scalping_signals (on fire)

  → RangeBreakoutFlow
      ├─ Rolling 15–60 bar range detection (0.08–0.55% size)
      ├─ CVD accumulation direction during range
      ├─ Breakout bar: VR ≥ 2×, close outside range
      ├─ EMA480 macro regime filter
      └─ write rbf_signals (on fire)

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Supabase data (Railway dual-write)

Table	Description
scalping_bars	One row per M1 bar — DZ, VR, CVD, OBI, signal_fired, blocked_by
scalping_signals	S1/S2/S3 signals with full orderflow context
scalping_trades	Closed paper trades with PnL, MFE, MAE
rbf_signals	RangeBreakoutFlow signals (pending migration)
regime_history	Regime change log
micro_windows	5×15s micro-dynamic buckets per M5 candle

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Building on Windows

This project requires the GNU toolchain (not MSVC).

Prerequisites:

# Install MinGW-w64
winget install BrechtSanders.WinLibs.POSIX.UCRT

# Set toolchain override (one-time, per project dir)
rustup override set stable-x86_64-pc-windows-gnu

Run:

./run.bat

run.bat sets the MinGW PATH, enables RUST_BACKTRACE=1, and calls cargo run.

See docs/BUILD.md for full details.

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Documentation

Start with docs/README.md.

File	Contents
docs/DRR_PRESENTE_Y_FUTURO.md	Canonical current/future state — read first every session
docs/ESTADO_CHECKLIST.md	Technical checklist by system layer
docs/ARQUITECTURA.md	App architecture: Elm model, component hierarchy, message flow
docs/DATOS.md	Data flow: exchange types, WebSocket → chart, HTTP fetch
docs/CHARTS.md	All chart types: Kline, Heatmap, Footprint, DOM, Time&Sales
docs/INDICATORS.md	All indicators: formulas, structs, constants, trait methods
docs/BUILD.md	Build setup, toolchain, MinGW, PowerShell recipe
docs/BUGS_Y_FIXES.md	All resolved bugs with root cause and fix

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License

GPL v3 — same as the upstream project.

Upstream: flowsurface-rs/flowsurface