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Improve local defaults and replay candle fetch

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This commit is contained in:
dirtydishes 2026-01-09 15:29:41 -05:00
parent b9ad182473
commit 1583a50412
11 changed files with 193 additions and 42 deletions
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6
services/ingest-options/src/adapters/synthetic.ts
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@ -17,6 +17,10 @@ type Burst = {
seed: number;
};
const SYNTHETIC_SYMBOLS = [
"SPY",
...SP500_SYMBOLS.filter((symbol) => symbol !== "SPY")
];
const MS_PER_DAY = 24 * 60 * 60 * 1000;
const EXPIRY_OFFSETS = [0, 1, 7, 14, 28, 45, 60, 90];
const EXCHANGES = ["CBOE", "PHLX", "ISE", "ARCA", "BOX", "MIAX"];
@ -177,7 +181,7 @@ const formatExpiry = (now: number, offsetDays: number): string => {
};
const buildBurst = (burstIndex: number, now: number): Burst => {
const symbol = SP500_SYMBOLS[burstIndex % SP500_SYMBOLS.length];
const symbol = SYNTHETIC_SYMBOLS[burstIndex % SYNTHETIC_SYMBOLS.length];
const symbolHash = hashSymbol(symbol);
const seed = symbolHash + burstIndex * 7;
const scenario = pickWeighted(SCENARIOS, seed);

6
services/ingest-options/src/index.ts
View file

@ -28,8 +28,8 @@ const service = "ingest-options";
const logger = createLogger({ service });
const envSchema = z.object({
NATS_URL: z.string().default("nats://localhost:4222"),
CLICKHOUSE_URL: z.string().default("http://localhost:8123"),
NATS_URL: z.string().default("nats://127.0.0.1:4222"),
CLICKHOUSE_URL: z.string().default("http://127.0.0.1:8123"),
CLICKHOUSE_DATABASE: z.string().default("default"),
OPTIONS_INGEST_ADAPTER: z.string().min(1).default("synthetic"),
ALPACA_KEY_ID: z.string().default(""),
@ -225,7 +225,7 @@ const run = async () => {
servers: env.NATS_URL,
name: service
},
{ attempts: 20, delayMs: 500 }
{ attempts: 120, delayMs: 500 }
);
await ensureStream(jsm, {