Merge pull request #3 from dirtydishes/codex/update-default-ingest-adapter-to-synthetic
Set options ingest default to synthetic and refresh README to document dark-pool inference
This commit is contained in:
commit
f889a2597b
3 changed files with 12 additions and 8 deletions
|
|
@ -4,7 +4,7 @@ CLICKHOUSE_DATABASE=default
|
|||
REDIS_URL=redis://localhost:6379
|
||||
|
||||
# Options ingest
|
||||
OPTIONS_INGEST_ADAPTER=alpaca
|
||||
OPTIONS_INGEST_ADAPTER=synthetic
|
||||
ALPACA_KEY_ID=
|
||||
ALPACA_SECRET_KEY=
|
||||
ALPACA_REST_URL=https://data.alpaca.markets
|
||||
|
|
|
|||
16
README.md
16
README.md
|
|
@ -22,15 +22,17 @@ Done now (in repo):
|
|||
- UI: alerts + classifier hits panels, ticker filter, evidence drawer, severity strip
|
||||
- Databento historical replay adapter (options) with symbol mapping
|
||||
- Alpaca options adapter (dev-only, bounded contract list)
|
||||
- IBKR options adapter (single-underlying bridge via `ib_insync`)
|
||||
- Dark-pool-style inference (absorbed blocks, stealth accumulation, distribution) with WS/REST surfaces and UI list
|
||||
- Testing-mode throttling for ingest to reduce CPU during local dev
|
||||
|
||||
In progress / blocked:
|
||||
- Live data adapters beyond dev-only feeds (requires licensed data source)
|
||||
- Production-grade licensed live data feeds (beyond current dev/test bridges)
|
||||
- Advanced clustering (spreads/rolls beyond basic structure tags)
|
||||
- Candles/overlays service (scaffolded, not yet emitting data)
|
||||
|
||||
Not started:
|
||||
- Dark pool inference
|
||||
- Candle service and chart overlays
|
||||
- Reference data/corporate action enrichment
|
||||
- Auth / secure deployment
|
||||
|
||||
## Core Principles
|
||||
|
|
@ -43,7 +45,7 @@ Not started:
|
|||
## Current Capabilities
|
||||
|
||||
- Synthetic options/equity prints with deterministic sequencing across the S&P 500
|
||||
- Ingest adapter seam (env-selected; options default `alpaca`, equities default `synthetic`)
|
||||
- Ingest adapter seam (env-selected; options default `synthetic`, equities default `synthetic`)
|
||||
- Raw event persistence in ClickHouse + streaming via NATS JetStream
|
||||
- Deterministic option FlowPacket clustering (time-window)
|
||||
- Rolling stats baselines in Redis with z-score features on FlowPackets
|
||||
|
|
@ -53,14 +55,16 @@ Not started:
|
|||
- API gateway with REST, WS, and replay endpoints
|
||||
- UI tapes for options/equities/flow packets + alerts/hits with live/replay toggle and pause controls
|
||||
- Alpaca options adapter (dev-only) with bounded contract selection
|
||||
- IBKR options adapter (single-underlying bridge via Python sidecar)
|
||||
- Databento historical replay adapter (options, Python sidecar)
|
||||
- Dark-pool-style inference (absorbed blocks, stealth accumulation, distribution) with evidence links and replay
|
||||
|
||||
## Planned Capabilities (from PLAN.md)
|
||||
|
||||
- Real-time licensed market data ingestors (options + equities)
|
||||
- Dark pool inference and evidence linking
|
||||
- Candle aggregation + chart overlays
|
||||
- Replay/backtesting metrics and calibration
|
||||
- Reference data, symbology, and corporate-action handling
|
||||
|
||||
## Tech Stack
|
||||
|
||||
|
|
@ -107,7 +111,7 @@ Run just the API:
|
|||
- `bun --cwd services/api run dev`
|
||||
|
||||
Adapter selection (env):
|
||||
- Options: `OPTIONS_INGEST_ADAPTER` (defaults to `alpaca`)
|
||||
- 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`
|
||||
|
|
|
|||
|
|
@ -31,7 +31,7 @@ const envSchema = z.object({
|
|||
NATS_URL: z.string().default("nats://localhost:4222"),
|
||||
CLICKHOUSE_URL: z.string().default("http://localhost:8123"),
|
||||
CLICKHOUSE_DATABASE: z.string().default("default"),
|
||||
OPTIONS_INGEST_ADAPTER: z.string().min(1).default("alpaca"),
|
||||
OPTIONS_INGEST_ADAPTER: z.string().min(1).default("synthetic"),
|
||||
ALPACA_KEY_ID: z.string().default(""),
|
||||
ALPACA_SECRET_KEY: z.string().default(""),
|
||||
ALPACA_REST_URL: z.string().default("https://data.alpaca.markets"),
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue