📈 Tape Lab
Practise reading the tape on replayed and recorded market data — with a simulated order
ticket, an order-flow lab, and a score that grades your reads, not your P&L.
No signup. No broker. No live feed. Everything runs in your browser.
Quick start · What's inside · Data · Legal · Corrections
⚠️ Read this first
Tape Lab is a training tool, not a trading system. Fills are simulated with a
documented candle-based model. Nothing here is a broker fill. There is no live
market data and no broker connection — the app cannot place a real order, and it
never asks for an account, a key, or a password.
Most people who day trade lose money. Nothing in this repository is financial advice,
a signal service, or a track record.
Screenshots
| Flow Lab — order flow & DOM | Score — graded replay |
|---|
| |
| Journal — tagged trade notes | Academy — the original course |
| |
What's inside
Seven pages, all of them practising the same skill from a different angle.
| Page | What you do |
|---|
| 🕯️ | Terminal | Step through real OHLC bars one candle at a time at 0.5x–100x. The future is never revealed to the UI. Place market, limit and stop orders; set stop-loss and take-profit; flatten and reverse. |
| 🙈 | Blind Mode | Hide the chart and predict the next move. Your calls are recorded and scored — so you find out whether you can actually read it, or you just recognise the shape afterwards. |
| 🌊 | Flow Lab | Watch the tape: delta, CVD, volume-at-price, spread, microprice, aggression, and a top-10 DOM with imbalance, stacking, pulling and sweeps. Five blind scenarios (Spring, Upthrust, Absorption, Initiative Break, Responsive Fade) with the answer hidden behind "Reveal what it was". |
| 🎯 | Scenarios | Tagged historical setups you can jump back to and replay until the read is automatic. |
| 📥 | Data | Import your own 5-minute NQ/ES CSVs. Parsed in the browser, stored in IndexedDB, never uploaded anywhere. |
| 📓 | Journal | Every simulated trade with your notes, tags and screenshots. Exports to CSV. |
| 🏅 | Score | A multi-factor replay score — process, risk and read quality — not just whether the trade made money. |
Also in there: VWAP, custom-length EMAs (any period, each with its own colour), opening
range, full performance statistics, keyboard-driven stepping, and a clear
SIMULATED TRADING · HISTORICAL REPLAY badge on every screen so you never forget what
you are looking at.
Quick start
You need Bun. Then:
bun install
bun run dev
Opening http://localhost:5173 gives you the landing page; the terminal itself is at
/app.html. A clearly-labelled synthetic demo dataset is seeded automatically, so the
terminal works the moment it loads — you do not need to own any market data to try it.
bun run dev # dev server (Vite)
bun run build # production build -> dist/
bun run preview # serve the built output
bun run typecheck # tsc -b --noEmit
bun test tests # unit tests
bunx playwright test # browser tests (chromium)
bun scripts/verify.ts # core data / replay / execution checks
What data is actually in it
This is the part most trading apps are vague about. Here it is plainly.
| Source | What it really is | Where |
|---|
| Synthetic demo dataset | A seeded random walk generated in your browser. Not recorded history. | Terminal (NQ/ES sessions), seeded on first load |
| Synthetic training feed | A deterministic synthetic event feed — seeded trades, Level-2 snapshots, book resets. Same seed ⇒ identical events. Labelled Synthetic Training Data everywhere it appears. | Flow Lab |
| Binance Spot BTCUSDT | A genuine recorded venue capture. | Flow Lab |
| Binance Vision historical aggTrades | A genuine recorded venue capture. | Flow Lab |
| Your own CSVs | Time, Open, High, Low, Close, Volume. Parsed in the browser, stored in IndexedDB. Never uploaded. | Data page |
The OHLCV datasets contain no Time & Sales, bid/ask or Level-2 information. Flow Lab's
order-flow view is a separate engine on separate data.
The bundled recordings are included for individual educational use only and are not
licensed for redistribution. See LICENSE and THIRD-PARTY-NOTICES.md.
Under the hood
- Data layer (
src/data) — streaming CSV ingestion, OHLC validation, duplicate and gap
detection, timeframe detection, timezone normalization (default America/New_York), a
session index, and IndexedDB persistence. Only one session is ever loaded into the UI;
the full multi-year series stays on disk.
- Replay engine (
src/replay) — candle-by-candle playback with step, reset, seek and
keyboard shortcuts. The future is never revealed to the UI.
- Trading (
src/orders, src/execution) — market / limit / stop orders, stop-loss,
take-profit, flatten and reverse, with a documented candle-based fill model and a
configurable intrabar ambiguity rule.
- Analytics (
src/indicators, src/scoring, src/journal, src/scenarios) — VWAP,
custom-length EMAs, opening range, performance statistics, the replay score, blind-mode
predictions, tagged scenarios and the CSV journal.
- Future order-flow interfaces (
src/market/types.ts, src/market/feed.ts) — Tick,
Trade, Quote, OrderBookSnapshot and TickDataSource are declared but intentionally
unimplemented, so a real tick / Level-2 source can be added without redesigning the UI.
- Flow Lab (
src/flow) — a vendor-neutral MarketDataFeed interface feeding an
OrderFlowEngine (tape, delta, CVD, volume-at-price, spread, microprice, velocity,
aggression) and a separate DOMEngine (top-10 book, imbalance, stacking, pulling,
depletion, sweeps). Swapping in a real feed touches nothing below the interface.
Data provenance & corrections
Kept in the README on purpose. If a claim in this project turned out to be wrong, the
correction stays visible rather than quietly disappearing.
Correction (2026-10). An earlier version of this README said Flow Lab ran only on
synthetic data. That stopped being the whole picture: Flow Lab now ships selectable
sources — the synthetic feed described above, plus genuine recorded venue captures, each
labelled in the app and listed with its basis in public/legal.html.
Separately, the terminal's NQ/ES sessions are a seeded random walk generated in your
browser, not recorded history. A real vendor adapter (Rithmic, …) can implement the same
MarketDataFeed interface with no engine or UI changes.
Correction (2026-10-24). A Databento CME Globex NQ MBP-1 capture was bundled into
Flow Lab and has been removed from the app. A ?raw import inlined the bytes into the
shipped bundle, and that bundle is served to every visitor — so bundling it redistributed
licensed CME data to the public. Flow Lab now offers the synthetic feed and two Binance
captures. The Databento adapter (src/flow/ingest/databento.ts) and the on-disk fixture
(tests/fixtures/databento_cme_nq.jsonl) remain for local verification; nothing served
reaches them. The fixture is still a tracked file, so it is still published by this
repository — removing it entirely would mean rewriting git history.
Licence
All rights reserved. This repository is public so the work can be read and learned
from; public availability is not a licence. No right to copy, modify, redistribute or
reuse is granted. See LICENSE for the full terms, including the restrictions
on the bundled market data recordings. A permissive licence can be granted later; this
notice can be relaxed but never retroactively tightened.
Deployment
Vercel (or any static host) builds with bun run build; output directory dist. The
landing page is the root entry index.html; the app is app.html. academy.html,
legal.html and shots/ are copied to the site root by Vite's public/ directory.
Tape Reading Academy — the original single-file course — is preserved unchanged at
/academy.html. See docs/COURSE_HANDOFF.md.
Built for practice. Not for advice.
