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Feature Matrix

Comprehensive feature overview for the Optionix platform with version support and implementation details.

Table of Contents

Core Features

Feature Short description Module / File CLI flag / API Example (path) Notes
FastAPI Backend High-performance async API server code/backend/app.py python run_backend.py USAGE.md Production-ready v2.0
React Frontend Modern web UI with TypeScript web-frontend/ npm start USAGE.md Redux state management
React Native Mobile Cross-platform mobile app mobile-frontend/ npm run android/ios INSTALLATION.md iOS and Android support
PostgreSQL Database Relational data storage code/backend/database.py DATABASE_URL env var CONFIGURATION.md TimescaleDB for time-series
Redis Cache In-memory data caching code/backend/ REDIS_URL env var CONFIGURATION.md Session, cache, rate limiting
WebSocket Support Real-time data streaming code/backend/app.py ws://localhost:8000/ws API.md Market data updates
Health Check System health monitoring code/backend/app.py GET /health API.md All services status

Options Pricing

Feature Short description Module / File CLI flag / API Example (path) Notes
Black-Scholes Model European options pricing code/quantitative/black_scholes.py POST /options/price EXAMPLES/example_pricing.md Delta, Gamma, Theta, Vega, Rho
American Options American-style options pricing code/quantitative/black_scholes.py POST /options/price (style=american) API.md Binomial tree method
Monte Carlo Simulation Path-dependent options pricing code/quantitative/monte_carlo.py POST /options/monte-carlo EXAMPLES/example_monte_carlo.md Asian, Barrier, Lookback
Implied Volatility Calculate IV from market price code/backend/services/pricing_engine.py POST /options/implied-volatility API.md Newton-Raphson method
Greeks Calculation Option sensitivities code/quantitative/black_scholes.py Included in price response USAGE.md All first-order and Gamma
Volatility Surface 3D volatility visualization code/quantitative/advanced/volatility_surface.py GET /market/volatility-surface EXAMPLES/example_volatility.md Strike and maturity dimensions
Local Volatility Dupire local volatility model code/quantitative/advanced/local_volatility.py Python API only USAGE.md Advanced pricing
Stochastic Volatility Heston model implementation code/quantitative/advanced/stochastic_volatility.py Python API only USAGE.md Mean-reverting volatility
Calibration Engine Model parameter calibration code/quantitative/advanced/calibration_engine.py Python API only USAGE.md Fit to market data

AI/ML Features

Feature Short description Module / File CLI flag / API Example (path) Notes
Volatility Prediction AI-powered volatility forecasting code/backend/services/model_service.py POST /market/volatility EXAMPLES/example_ai_prediction.md PyTorch LSTM model
Model Training Train ML models on data code/ai_models/training_scripts/train_volatility_model.py python train_volatility_model.py CLI.md Historical data required
Feature Engineering Data preprocessing pipeline code/ai_models/training_scripts/data_preprocessing.py Python API only USAGE.md Normalization, scaling
Model Versioning Track model versions code/ai_models/volatility_model_metadata.json MODEL_VERSION env var CONFIGURATION.md Semantic versioning
Mispricing Detection Identify arbitrage opportunities code/backend/services/model_service.py Future feature TBD Planned v2.1
Market Sentiment Analyze market sentiment Future feature Future feature TBD Planned v2.2
Automated Signals Generate trading signals Future feature Future feature TBD Planned v2.1

Blockchain Features

Feature Short description Module / File CLI flag / API Example (path) Notes
Smart Contracts Solidity option contracts code/blockchain/contracts/OptionsContract.sol Truffle deploy USAGE.md ERC-20 compatible
Options Contract Create decentralized options code/backend/services/blockchain_service.py POST /blockchain/contract/create EXAMPLES/example_blockchain.md Call and Put options
Futures Contract Decentralized futures code/blockchain/contracts/FuturesContract.sol Truffle deploy USAGE.md Perpetual and fixed-term
Exercise Option Exercise on-chain options code/backend/services/blockchain_service.py POST /blockchain/contract/exercise API.md Automatic settlement
Collateral Management Manage option collateral code/blockchain/contracts/OptionsContract.sol Smart contract function EXAMPLES/example_blockchain.md Margin requirements
Oracle Integration Chainlink price feeds code/blockchain/contracts/OptionsContract.sol Smart contract USAGE.md Real-time price data
Circuit Breaker Emergency trading halt code/blockchain/contracts/OptionsContract.sol Admin function API.md Risk mitigation
Audit Trail Immutable transaction log code/blockchain/ On-chain events USAGE.md Full transparency
Multi-signature Multi-sig admin controls code/blockchain/contracts/OptionsContract.sol Smart contract Future feature Planned v2.1

Security Features

Feature Short description Module / File CLI flag / API Example (path) Notes
JWT Authentication Token-based auth code/backend/auth.py POST /auth/login API.md Access + refresh tokens
MFA Support Two-factor authentication code/backend/auth.py POST /users/mfa/setup API.md TOTP with QR code
RBAC Role-based access control code/backend/auth.py All protected endpoints API.md Admin, Trader, Viewer roles
Password Policy Strong password enforcement code/backend/security.py Registration CONFIGURATION.md Complexity requirements
Account Lockout Brute-force protection code/backend/auth.py Automatic CONFIGURATION.md 5 failed attempts
Rate Limiting API rate limiting code/backend/middleware/rate_limiting.py All endpoints API.md Per-user limits
Input Sanitization XSS/injection prevention code/backend/security.py All input endpoints API.md Automatic validation
Encryption at Rest Database encryption code/backend/data_protection.py ENCRYPTION_KEY env CONFIGURATION.md AES-256 encryption
TLS/SSL Transport encryption Infrastructure config --ssl-keyfile flag CONFIGURATION.md HTTPS in production
Security Headers HTTP security headers code/backend/middleware/security.py All responses API.md CSP, HSTS, etc.
Audit Logging Comprehensive audit logs code/backend/middleware/audit_logging.py All operations CONFIGURATION.md 7-year retention
Session Management Secure session handling code/backend/auth.py All authenticated requests CONFIGURATION.md Redis-backed sessions

Compliance Features

Feature Short description Module / File CLI flag / API Example (path) Notes
KYC Verification Know Your Customer code/backend/compliance.py Admin API API.md Required for trading
AML Monitoring Anti-Money Laundering code/backend/services/compliance_service.py Background service CONFIGURATION.md Transaction monitoring
Sanctions Screening OFAC/sanctions check code/backend/compliance.py Periodic check CONFIGURATION.md 30-day frequency
GDPR Compliance Data protection code/backend/data_protection.py Data processing logs API.md Right to erasure, portability
SOX Compliance Sarbanes-Oxley code/backend/financial_standards.py Financial reporting CONFIGURATION.md Internal controls
MiFID II EU markets regulation code/backend/financial_standards.py Trade reporting CONFIGURATION.md Transaction reporting
Basel III Banking regulation code/backend/financial_standards.py Risk monitoring CONFIGURATION.md Capital requirements
Dodd-Frank US financial reform code/backend/financial_standards.py Swap reporting CONFIGURATION.md Derivatives trading
Data Retention Regulatory data retention code/backend/data_protection.py Automatic CONFIGURATION.md 7-year minimum
Consent Management User consent tracking code/backend/models.py User registration API.md Marketing, processing

Trading Features

Feature Short description Module / File CLI flag / API Example (path) Notes
Order Execution Execute option trades code/backend/services/trade_execution/execution_engine.py POST /trade/execute USAGE.md Market and limit orders
Position Tracking Track open positions code/backend/ GET /portfolio/positions API.md Real-time P&L
Portfolio Summary Aggregate portfolio view code/backend/ GET /portfolio/summary API.md Greeks, VaR, Sharpe
Multi-leg Strategies Complex option strategies Future feature Future feature TBD Spreads, straddles, etc.
Paper Trading Simulated trading Future feature Future feature TBD Planned v2.1
Order History Historical trades code/backend/ GET /trade/history API.md Full audit trail
Fee Calculation Trading fee computation code/backend/services/financial_service.py Automatic CONFIGURATION.md 0.1% default
Margin Management Margin requirements code/backend/services/risk_management/risk_engine.py GET /portfolio/margin API.md Real-time calculation

Risk Management

Feature Short description Module / File CLI flag / API Example (path) Notes
VaR Calculation Value at Risk code/backend/services/risk_assessment.py POST /risk/var API.md Historical and Monte Carlo
Stress Testing Scenario analysis code/backend/services/risk_assessment.py POST /risk/stress-test API.md Multiple scenarios
Portfolio Greeks Aggregate Greeks code/backend/services/risk_assessment.py GET /portfolio/summary API.md Delta, Gamma, Vega, Theta
Risk Limits Position/leverage limits code/backend/services/risk_management/risk_engine.py Config-based CONFIGURATION.md Per-user limits
Circuit Breaker Trading halt mechanism code/backend/services/trade_execution/circuit_breaker.py Automatic CLI.md Volatility-triggered
Margin Call Insufficient margin alert code/backend/services/risk_management/risk_engine.py Automatic Future feature Planned v2.1
Concentration Risk Position concentration code/backend/services/risk_assessment.py Risk report Future feature Planned v2.1
Liquidity Risk Market liquidity analysis Future feature Future feature TBD Planned v2.2
Counterparty Risk Credit risk assessment Future feature Future feature TBD Planned v2.2

Feature Availability by Version

Version Major Features Release Date Status
v1.0.0 Basic options pricing, Web UI, Authentication 2024-06 Released
v2.0.0 Blockchain integration, AI predictions, Enhanced security 2024-12 Current
v2.1.0 Multi-leg strategies, Paper trading, Enhanced AI 2025-Q2 Planned
v2.2.0 Advanced risk analytics, Market sentiment 2025-Q4 Planned
v3.0.0 Institutional features, Cross-chain support 2026-Q2 Roadmap

Feature Implementation Status

Status Count Description
✅ Production Ready 45 Fully implemented and tested
🚧 Beta 8 Implemented, undergoing testing
📋 Planned 12 Roadmap confirmed, not started
💡 Proposed 5 Under consideration

Platform Components Summary

Component Language/Framework Lines of Code Test Coverage Status
Backend API Python/FastAPI ~8,500 85% Production
Web Frontend React/TypeScript ~6,200 78% Production
Mobile App React Native ~4,800 72% Production
Smart Contracts Solidity ~1,200 75% Production
AI Models PyTorch/Python ~2,100 77% Production
Quantitative Lib Python/NumPy ~3,400 90% Production
Infrastructure Terraform/Ansible ~1,500 N/A Production

API Endpoint Summary

Category Endpoint Count Authentication Required Rate Limited
Authentication 5 Partial Yes
Options Pricing 8 Yes Yes
Market Data 6 Yes Yes
Portfolio 10 Yes Yes
Blockchain 7 Yes Yes
Risk Management 5 Yes Yes
Admin 12 Yes (Admin only) Yes
System 3 No No
Total 56 - -

Supported Option Types

Option Type Pricing Method Greeks Blockchain Status
European Call Black-Scholes ✅ ✅ Production
European Put Black-Scholes ✅ ✅ Production
American Call Binomial Tree ✅ ✅ Production
American Put Binomial Tree ✅ ✅ Production
Asian Monte Carlo ✅ 🚧 Beta
Barrier Monte Carlo ✅ 🚧 Beta
Lookback Monte Carlo ✅ 📋 Planned
Digital/Binary Analytical ✅ 📋 Planned
Compound Analytical 📋 📋 Planned

Notes

  • All production features are battle-tested with 80%+ code coverage
  • Beta features are functional but may have limited documentation
  • Planned features have confirmed roadmap inclusion
  • CLI flags marked as "Future feature" will be added in upcoming releases
  • All API endpoints support JSON request/response format
  • WebSocket support for real-time features where indicated
  • Blockchain features require Ethereum node connection

For detailed documentation on each feature, see: