NATS_URL=nats://localhost:4222 CLICKHOUSE_URL=http://localhost:8123 CLICKHOUSE_DATABASE=default REDIS_URL=redis://localhost:6379 # Options ingest OPTIONS_INGEST_ADAPTER=alpaca 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_START= DATABENTO_END= DATABENTO_SYMBOLS=SPY.OPT DATABENTO_STYPE_IN=parent DATABENTO_STYPE_OUT=instrument_id DATABENTO_LIMIT=0 DATABENTO_PRICE_SCALE=1 DATABENTO_PYTHON_BIN=py/.venv/bin/python # IBKR adapter (options) IBKR_HOST=127.0.0.1 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 # Testing mode TESTING_MODE=false TESTING_THROTTLE_MS=200 # Compute consumer behavior COMPUTE_DELIVER_POLICY=new COMPUTE_CONSUMER_RESET=false NBBO_MAX_AGE_MS=1000 NEXT_PUBLIC_NBBO_MAX_AGE_MS=1000 ROLLING_WINDOW_SIZE=50 ROLLING_TTL_SEC=86400 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