Changelog

API version history

Changelog

Version history for the GEX Engine API. All dates are release dates. Breaking changes are marked explicitly. The API follows semantic versioning.

v1.3.0 -- March 1, 2026

Major expansion with AI-powered analysis and new market microstructure signals.

New Endpoints

POST /v1/oracle/query -- Natural language market analysis powered by Claude. Ask questions in plain English and receive AI-generated analysis grounded in real-time engine data.

GET /v1/oracle/tools -- List the analysis tools available to the Oracle.

GET /v1/darkpool/{symbol} -- Dark pool volume overlay with Gamma Confirmation Index (DPGCI) for detecting whether off-exchange flow confirms or contradicts dealer positioning.

GET /v1/vcm/{symbol} -- Vanna-Charm Meta-signal combining second-order greek flows into a unified directional estimate.

GET /v1/positioning/{symbol} -- Strike-level bought/sold classification using 3rd-generation taker-flow models.

GET /v1/charm/{symbol}/schedule -- Full-day charm window schedule with activation times and expected flow direction.

v1.2.0 -- February 1, 2026

Advanced positioning analytics and cross-asset portfolio support.

New Endpoints

GET /v1/hedging-bands/{symbol} -- Dormant gamma activation zones with band boundaries and activation probabilities.

GET /v1/gtbr/{symbol} -- Gamma-Theta Burn Ratio for quantifying the cost of gamma exposure relative to time decay.

GET /v1/shadow-gamma/{symbol} -- Hidden gamma detection from exotic structures with GAF and instability ratio.

POST /v1/portfolio/analyze, POST /v1/portfolio/stress, POST /v1/portfolio/optimize -- Cross-asset portfolio analysis suite with stress testing and optimization.

v1.1.0 -- January 1, 2026

Real-time streaming and historical data access.

New Endpoints

WS /ws/v1/stream/{symbol} -- WebSocket streaming for real-time GEX, signals, regime, and level updates.

WS /ws/v1/alerts -- Real-time alert stream for regime changes, flip level breaches, and anomaly detection.

GET /v1/history/* -- Historical API with regime history, DSI history, level history, backtest results, flip history, and statistical analysis.

v1.0.0 -- December 1, 2025

Initial release of the GEX Engine API.

Endpoints

Core analytics: /v1/gex, /v1/vex, /v1/cex, /v1/dsi, /v1/regime, /v1/levels, /v1/signals, /v1/charm, /v1/surface, /v1/flow-forecast.

Infrastructure: /v1/health, POST /v1/snapshot.

Supported symbols: SPX, SPY, QQQ, IWM, NDX, RUT.

Computation engine: BSM + SVI + eSSVI + Bachelier 0DTE pricing, 3-generation dealer positioning models, Brentq gamma flip detection.