Streams live market depth off Schwab's (or a provider of your choosing) API and paints it as a canvas heatmap with wall detection across multiple symbols. Built for actual functionality with no delays and fully open.
Commercial order-flow tools assume a Windows box and a subscription. Galyari is the version I wanted on Fedora: a real-time depth-of-market heatmap that renders to canvas at a steady frame budget, detects resting liquidity ("walls"), and follows several symbols at once.
The streaming layer normalizes Schwab's level-2 feed into a compact per-price-level ring buffer, and the render layer paints intensity by resting size over time — so persistent liquidity glows and fleeting quotes fade.
Gallery
Live depth-of-market heatmap — brighter bands are persistent resting liquidity.Wall detection flags unusually large resting size at a price level.
Code
quickstart.beginbash
# ── Install ──────────────────────────────────────────────# Requires Python 3.10+ (developed on 3.13).pip install -r requirements.txt# ── Run offline (start here — no credentials, no market hours) ──python schwab_orderflow_heatmap.py --simulate# Drives a synthetic random-walk book with decaying liquidity# walls. The always-available test harness.# ── Go live ──────────────────────────────────────────────# Drop a .env in this folder (a template ships as .env; the real# one is gitignored — never commit it):# SCHWAB_API_KEY=... # App Key from developer.schwab.com# SCHWAB_APP_SECRET=... # App Secret# SCHWAB_CALLBACK_URL=https://127.0.0.1:8182/ # MUST match the# # app registration char-for-char, trailing slash included# SCHWAB_ACCOUNT_ID=... # brokerage account id (digits)# SCHWAB_TOKEN_PATH=/abs/path/to/token.json # reused per runpython schwab_orderflow_heatmap.py --symbol AAPL# First live run prints an OAuth URL: log in, then paste the full# redirect URL (https://127.0.0.1:8182/?code=...) back in. The# browser page looks broken — that's expected; the code is in the# URL. token.json is written and reused (~7 days between re-auths).# ── Switch symbols live, no restart ──────────────────────python schwab_orderflow_heatmap.py --symbol AAPL \ --watchlist AAPL,GOOG,TSLA,NVDA# n / p cycle the watchlist; the "go to ▸" box jumps to any symbol.# ── Record & replay (identical renderer across all modes) ──python schwab_orderflow_heatmap.py --simulate --record # -> recordings/SIM_*.jsonlpython schwab_orderflow_heatmap.py --replay recordings/AAPL_*.jsonl --speed 4# ── Browser renderer: same data, streamed to a canvas ────pip install websocketspython bridge.py --simulate # then open the printed URLpython bridge.py --symbol AAPL --watchlist AAPL,GOOG,TSLA,NVDA # 2x2 live grid# Open http://127.0.0.1:8080 — scroll to zoom (lossless), click a# tile to expand, Esc to return to the grid.
