Api V2 Signals Advanced 0Dte-Position-Imbalance Get

Same-day-expiry flow tilt — 0DTE call vs put premium imbalance.

Measures when 0DTE call vs put net premium becomes lopsided enough to forecast short-term drift from dealer hedging. Falls back to all-expiry flow when 0DTE data is absent, reflected in flow_source.

Logic highlights (src/signals/advanced/zero_dte_position_imbalance.py):

• Buckets 0DTE flow by moneyness (ATM ±0.5%), weighting OTM most: 0.6·OTM_call − 0.6·OTM_put + 0.3·ATM_call − 0.3·ATM_put + 0.1·ITM − ...
• flow_imbalance = weighted / total_abs (gated to 0 below $50k gross).
• Combined = 0.55·flow + 0.30·smart_imbalance + 0.15·pcr_tilt.
• Multiplied by a time-of-day ramp (stronger near close, zero after hours).
• Triggered when |score| ≥ 25 (clamped 0.25).

Note on time-gating: tod_multiplier zeros after hours — treat as "inactive," not "neutral."

Params: symbol (default SPY). Returns 404 when no data exists.

Returns:

{
  "score": 31.0, "clamped_score": 0.31, "direction": "bullish",
  "triggered": true,
  "signal": "call_heavy",
  "flow_imbalance": 0.42,
  "smart_imbalance": 0.18,
  "context_values": {"...call_net_premium, put_net_premium, otm_call_net, atm_call_net, otm_put_net, atm_put_net, pcr_tilt, put_call_ratio, tod_multiplier, flow_source..."},
  "score_history": [{"score": 31.0, "timestamp": "..."}, "...up to 90"]
}

• score — [-100, +100].
• signal — "call_heavy" | "put_heavy" | "balanced".
• triggered — true when |score| ≥ 25.
• flow_imbalance — [-1, +1]; bucket-weighted net imbalance.
• smart_imbalance — [-1, +1]; smart-money subset.
• flow_source (in context_values) — "zero_dte" | "all_expiry_fallback".

Trader interpretation:

• call_heavy near close with rising momentum → lean long (dealers short 0DTE calls must chase).
• put_heavy near close with falling momentum → lean short.
• Warn when flow_source == "all_expiry_fallback": 0DTE picture is inferred, not measured.

Page design. Diverging bar chart with four moneyness buckets (OTM/ATM calls vs OTM/ATM puts). flow_source chip + tod_multiplier as a clock/progress indicator.