Document environment configuration
This commit is contained in:
dirtydishes
parent
c9be8e8490
commit
a95bb1375d
1 changed files with 91 additions and 7 deletions
98
README.md
98
README.md
|
|
@ -110,13 +110,97 @@ Run just the web app (fixed to port 3000):
|
|||
Run just the API:
|
||||
- `bun --cwd services/api run dev`
|
||||
|
||||
Adapter selection (env):
|
||||
- Options: `OPTIONS_INGEST_ADAPTER` (defaults to `synthetic`; supported: `synthetic`, `alpaca`, `ibkr`, `databento`)
|
||||
- Equities: `EQUITIES_INGEST_ADAPTER` (defaults to `synthetic`)
|
||||
- Compute: `COMPUTE_DELIVER_POLICY` (`new` default), `COMPUTE_CONSUMER_RESET` (force skip backlog)
|
||||
- Rolling stats: `REDIS_URL`, `ROLLING_WINDOW_SIZE`, `ROLLING_TTL_SEC`
|
||||
- Classifier tuning: `CLASSIFIER_SWEEP_MIN_PREMIUM_Z`, `CLASSIFIER_SPIKE_MIN_PREMIUM_Z`, `CLASSIFIER_SPIKE_MIN_SIZE_Z`, `CLASSIFIER_Z_MIN_SAMPLES`
|
||||
- Aggressor gating: `CLASSIFIER_MIN_NBBO_COVERAGE`, `CLASSIFIER_MIN_AGGRESSOR_RATIO`
|
||||
## Environment Configuration
|
||||
|
||||
All runtime configuration is driven by `.env`. Start by copying `.env.example` and edit the values you need. Defaults below match `.env.example` unless otherwise noted.
|
||||
|
||||
### Core infrastructure
|
||||
|
||||
These define how services connect to the event bus and storage backends. Documentation links are provided for convenience.
|
||||
|
||||
- `NATS_URL` (default `nats://localhost:4222`) — NATS JetStream endpoint. See [NATS](https://nats.io/) and [JetStream](https://docs.nats.io/nats-concepts/jetstream).
|
||||
- `CLICKHOUSE_URL` (default `http://localhost:8123`) — ClickHouse HTTP endpoint. See [ClickHouse](https://clickhouse.com/).
|
||||
- `CLICKHOUSE_DATABASE` (default `default`) — ClickHouse database name.
|
||||
- `REDIS_URL` (default `redis://localhost:6379`) — Redis endpoint for rolling stats. See [Redis](https://redis.io/).
|
||||
|
||||
### Adapter selection
|
||||
|
||||
- `OPTIONS_INGEST_ADAPTER` (default `synthetic`) — options ingest adapter: `synthetic`, `alpaca`, `ibkr`, `databento`.
|
||||
- `EQUITIES_INGEST_ADAPTER` (default `synthetic`) — equities ingest adapter.
|
||||
- `EMIT_INTERVAL_MS` (default `1000`) — synthetic equities emit cadence.
|
||||
|
||||
### Alpaca options adapter (dev-only)
|
||||
|
||||
Provider links: [Alpaca](https://alpaca.markets/), [Alpaca Market Data API](https://alpaca.markets/docs/api-references/market-data-api/).
|
||||
|
||||
- `ALPACA_KEY_ID`, `ALPACA_SECRET_KEY` — credentials.
|
||||
- `ALPACA_REST_URL` (default `https://data.alpaca.markets`) — REST endpoint.
|
||||
- `ALPACA_WS_BASE_URL` (default `wss://stream.data.alpaca.markets/v1beta1`) — streaming endpoint.
|
||||
- `ALPACA_FEED` (default `indicative`) — use `opra` when you have a subscription.
|
||||
- `ALPACA_UNDERLYINGS` (default `SPY,NVDA,AAPL`) — comma-separated list of symbols.
|
||||
- `ALPACA_STRIKES_PER_SIDE` (default `8`) — strikes per side around ATM.
|
||||
- `ALPACA_MAX_DTE_DAYS` (default `30`) — expiry horizon.
|
||||
- `ALPACA_MONEYNESS_PCT` (default `0.06`) — ATM band for strike selection.
|
||||
- `ALPACA_MONEYNESS_FALLBACK_PCT` (default `0.1`) — fallback band if strikes are sparse.
|
||||
- `ALPACA_MAX_QUOTES` (default `200`) — subscription size guardrail.
|
||||
|
||||
### Databento historical replay adapter
|
||||
|
||||
Provider links: [Databento](https://databento.com/), [Databento API](https://databento.com/docs/api-reference).
|
||||
|
||||
- `DATABENTO_API_KEY` — API key.
|
||||
- `DATABENTO_DATASET` (default `OPRA.PILLAR`) — dataset.
|
||||
- `DATABENTO_SCHEMA` (default `trades`) — schema.
|
||||
- `DATABENTO_START` — ISO date/time start for replay.
|
||||
- `DATABENTO_END` — ISO date/time end (optional).
|
||||
- `DATABENTO_SYMBOLS` (default `SPY.OPT`) — comma list or dataset symbols.
|
||||
- `DATABENTO_STYPE_IN` (default `parent`) — input symbology type.
|
||||
- `DATABENTO_STYPE_OUT` (default `instrument_id`) — output symbology type.
|
||||
- `DATABENTO_LIMIT` (default `0`) — record cap (0 means no cap).
|
||||
- `DATABENTO_PRICE_SCALE` (default `1`) — divide raw price by this value.
|
||||
- `DATABENTO_PYTHON_BIN` (default `py/.venv/bin/python`) — Python executable for replay sidecar.
|
||||
|
||||
### IBKR options adapter (Python sidecar)
|
||||
|
||||
Provider links: [Interactive Brokers](https://www.interactivebrokers.com/), [IBKR API docs](https://interactivebrokers.github.io/).
|
||||
|
||||
- `IBKR_HOST` (default `127.0.0.1`) — TWS/Gateway host.
|
||||
- `IBKR_PORT` (default `7497`) — TWS/Gateway port.
|
||||
- `IBKR_CLIENT_ID` (default `0`) — API client ID.
|
||||
- `IBKR_SYMBOL` (default `SPY`) — underlying symbol.
|
||||
- `IBKR_EXPIRY` (default `20250117`) — expiry in `YYYYMMDD`.
|
||||
- `IBKR_STRIKE` (default `450`) — strike price.
|
||||
- `IBKR_RIGHT` (default `C`) — option right (`C` or `P`).
|
||||
- `IBKR_EXCHANGE` (default `SMART`) — exchange route.
|
||||
- `IBKR_CURRENCY` (default `USD`) — currency.
|
||||
- `IBKR_PYTHON_BIN` (default `python3`) — Python executable for sidecar.
|
||||
|
||||
### Compute + market-structure tuning
|
||||
|
||||
- `COMPUTE_DELIVER_POLICY` (default `new`) — consumer start behavior (`new` or `all`).
|
||||
- `COMPUTE_CONSUMER_RESET` (default `false`) — force consumer reset (skip backlog).
|
||||
- `NBBO_MAX_AGE_MS` (default `1000`) — max allowed NBBO age for joins.
|
||||
- `NEXT_PUBLIC_NBBO_MAX_AGE_MS` (default `1000`) — UI-visible NBBO age for display gating.
|
||||
- `ROLLING_WINDOW_SIZE` (default `50`) — rolling stats window length.
|
||||
- `ROLLING_TTL_SEC` (default `86400`) — rolling stats TTL in seconds.
|
||||
|
||||
### Classifier thresholds
|
||||
|
||||
- `CLASSIFIER_SWEEP_MIN_PREMIUM` (default `40000`) — absolute sweep premium floor.
|
||||
- `CLASSIFIER_SWEEP_MIN_COUNT` (default `3`) — minimum leg count for sweeps.
|
||||
- `CLASSIFIER_SWEEP_MIN_PREMIUM_Z` (default `2`) — sweep premium z-score threshold.
|
||||
- `CLASSIFIER_SPIKE_MIN_PREMIUM` (default `20000`) — absolute spike premium floor.
|
||||
- `CLASSIFIER_SPIKE_MIN_SIZE` (default `400`) — absolute spike size floor.
|
||||
- `CLASSIFIER_SPIKE_MIN_PREMIUM_Z` (default `2.5`) — spike premium z-score threshold.
|
||||
- `CLASSIFIER_SPIKE_MIN_SIZE_Z` (default `2`) — spike size z-score threshold.
|
||||
- `CLASSIFIER_Z_MIN_SAMPLES` (default `12`) — minimum samples before z-scores apply.
|
||||
- `CLASSIFIER_MIN_NBBO_COVERAGE` (default `0.5`) — NBBO coverage ratio gate.
|
||||
- `CLASSIFIER_MIN_AGGRESSOR_RATIO` (default `0.55`) — aggressor ratio gate.
|
||||
|
||||
### Testing + throttling
|
||||
|
||||
- `TESTING_MODE` (default `false`) — enable ingest throttling for local dev.
|
||||
- `TESTING_THROTTLE_MS` (default `200`) — minimum spacing between emitted prints.
|
||||
|
||||
Testing mode (throttles ingest to reduce CPU):
|
||||
- `TESTING_MODE=true` enables throttling
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue