add docker deployment stack and vps setup docs

deployment/docker/.env.example

@@ -0,0 +1,103 @@
+NATS_URL=nats://nats:4222
+CLICKHOUSE_URL=http://clickhouse:8123
+CLICKHOUSE_DATABASE=default
+REDIS_URL=redis://redis:6379
+
+API_PORT=4000
+REST_DEFAULT_LIMIT=200
+
+NEXT_PUBLIC_API_URL=
+NEXT_PUBLIC_NBBO_MAX_AGE_MS=1000
+
+# Options ingest
+OPTIONS_INGEST_ADAPTER=synthetic
+ALPACA_KEY_ID=
+ALPACA_SECRET_KEY=
+ALPACA_REST_URL=https://data.alpaca.markets
+ALPACA_WS_BASE_URL=wss://stream.data.alpaca.markets/v1beta1
+ALPACA_FEED=indicative
+ALPACA_UNDERLYINGS=SPY,NVDA,AAPL
+ALPACA_STRIKES_PER_SIDE=8
+ALPACA_MAX_DTE_DAYS=30
+ALPACA_MONEYNESS_PCT=0.06
+ALPACA_MONEYNESS_FALLBACK_PCT=0.1
+ALPACA_MAX_QUOTES=200
+
+# Databento replay
+DATABENTO_API_KEY=
+DATABENTO_DATASET=OPRA.PILLAR
+DATABENTO_SCHEMA=trades
+DATABENTO_NBBO_SCHEMA=tbbo
+DATABENTO_START=
+DATABENTO_END=
+DATABENTO_SYMBOLS=ALL
+DATABENTO_STYPE_IN=raw_symbol
+DATABENTO_STYPE_OUT=raw_symbol
+DATABENTO_LIMIT=0
+DATABENTO_PRICE_SCALE=1
+DATABENTO_PYTHON_BIN=python3
+
+# IBKR adapter (options)
+IBKR_HOST=host.docker.internal
+IBKR_PORT=7497
+IBKR_CLIENT_ID=0
+IBKR_SYMBOL=SPY
+IBKR_EXPIRY=20250117
+IBKR_STRIKE=450
+IBKR_RIGHT=C
+IBKR_EXCHANGE=SMART
+IBKR_CURRENCY=USD
+IBKR_PYTHON_BIN=python3
+
+# Equities ingest
+EQUITIES_INGEST_ADAPTER=synthetic
+EMIT_INTERVAL_MS=1000
+ALPACA_EQUITIES_FEED=iex
+
+# Testing mode
+TESTING_MODE=false
+TESTING_THROTTLE_MS=200
+
+# Compute and inference
+COMPUTE_DELIVER_POLICY=new
+COMPUTE_CONSUMER_RESET=false
+NBBO_MAX_AGE_MS=1000
+ROLLING_WINDOW_SIZE=50
+ROLLING_TTL_SEC=86400
+EQUITY_QUOTE_MAX_AGE_MS=1000
+DARK_INFER_WINDOW_MS=60000
+DARK_INFER_COOLDOWN_MS=30000
+DARK_INFER_MIN_BLOCK_SIZE=2000
+DARK_INFER_MIN_ACCUM_SIZE=3000
+DARK_INFER_MIN_ACCUM_COUNT=4
+DARK_INFER_MIN_PRINT_SIZE=200
+DARK_INFER_MAX_EVIDENCE=20
+DARK_INFER_MAX_SPREAD_PCT=0.005
+CLASSIFIER_SWEEP_MIN_PREMIUM=40000
+CLASSIFIER_SWEEP_MIN_COUNT=3
+CLASSIFIER_SWEEP_MIN_PREMIUM_Z=2
+CLASSIFIER_SPIKE_MIN_PREMIUM=20000
+CLASSIFIER_SPIKE_MIN_SIZE=400
+CLASSIFIER_SPIKE_MIN_PREMIUM_Z=2.5
+CLASSIFIER_SPIKE_MIN_SIZE_Z=2
+CLASSIFIER_Z_MIN_SAMPLES=12
+CLASSIFIER_MIN_NBBO_COVERAGE=0.5
+CLASSIFIER_MIN_AGGRESSOR_RATIO=0.55
+CLASSIFIER_0DTE_MAX_ATM_PCT=0.01
+CLASSIFIER_0DTE_MIN_PREMIUM=20000
+CLASSIFIER_0DTE_MIN_SIZE=400
+
+# Candles
+CANDLE_INTERVALS_MS=60000,300000
+CANDLE_MAX_LATE_MS=0
+CANDLE_CACHE_LIMIT=2000
+CANDLE_DELIVER_POLICY=new
+CANDLE_CONSUMER_RESET=false
+
+# Replay profile
+REPLAY_STREAMS=options,nbbo,equities,equity-quotes
+REPLAY_START_TS=0
+REPLAY_END_TS=0
+REPLAY_SPEED=1
+REPLAY_BATCH_SIZE=200
+REPLAY_LOG_EVERY=1000