The TLADe System provides a high-precision, two-dimensional analytical architecture engineered to synthesize the deterministic interaction between options order flow and underlying price microstructure. Through native integration with TLADe Dashboard, the framework computes net dealer positioning (0DTE GEX), second-order Sensitivity Flows (Vanna & Charm), and critical volatility thresholds (Zero Gamma, Expected Move, and Convexity Bands) across ES-SPX and NQ-NDX tickers. Simultaneously, the TLADe Worldline module decodes price dynamics via Event-Anchored VWAPs (Event AVWAP), Value Area mapping (POC, VAH, VAL), liquidity imbalances (Fair Value Gaps), and Multi-Timeframe Structural Alignment (BOS).