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Add replay streaming service

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dirtydishes 2026-01-09 17:22:09 -05:00
parent 6951dddfdf
commit 980bb4f1b1
6 changed files with 512 additions and 0 deletions
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9
.env.example
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@ -70,3 +70,12 @@ CLASSIFIER_MIN_AGGRESSOR_RATIO=0.55
CLASSIFIER_0DTE_MAX_ATM_PCT=0.01
CLASSIFIER_0DTE_MIN_PREMIUM=20000
CLASSIFIER_0DTE_MIN_SIZE=400
# Replay service
REPLAY_ENABLED=false
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