NATS_URL=nats://127.0.0.1:4222 CLICKHOUSE_URL=http://127.0.0.1:8123 CLICKHOUSE_DATABASE=default REDIS_URL=redis://127.0.0.1:6379 # 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_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 # When using EQUITIES_INGEST_ADAPTER=alpaca, choose "iex" (free) or "sip" (paid). ALPACA_EQUITIES_FEED=iex # Testing mode TESTING_MODE=false TESTING_THROTTLE_MS=200 # Compute consumer behavior COMPUTE_DELIVER_POLICY=new COMPUTE_CONSUMER_RESET=false API_DELIVER_POLICY=new API_CONSUMER_RESET=false NBBO_MAX_AGE_MS=1000 NEXT_PUBLIC_NBBO_MAX_AGE_MS=1000 NEXT_PUBLIC_LIVE_HOT_WINDOW=2000 NEXT_PUBLIC_LIVE_HOT_WINDOW_OPTIONS=25000 NEXT_PUBLIC_PINNED_EVIDENCE_TTL_MS=1200000 NEXT_PUBLIC_PINNED_EVIDENCE_MAX_ITEMS=4000 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 CLASSIFIER_0DTE_MAX_ATM_PCT=0.01 CLASSIFIER_0DTE_MIN_PREMIUM=20000 CLASSIFIER_0DTE_MIN_SIZE=400 # Smart money refdata # Optional JSON event-calendar file used by compute for event-driven profile enrichment. # Example row: # [{"symbol":"AAPL","event_date":"2025-01-31T21:00:00Z","event_kind":"earnings","announced_ts":"2024-12-20T21:00:00Z"}] SMART_MONEY_EVENT_CALENDAR_PATH= # Refdata service also accepts REFDATA_EVENT_CALENDAR_PATH; if unset it falls back to SMART_MONEY_EVENT_CALENDAR_PATH. REFDATA_EVENT_CALENDAR_PATH= # 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 # API live retention (generic channels) LIVE_LIMIT_OPTIONS=10000 LIVE_LIMIT_NBBO=10000 LIVE_LIMIT_EQUITIES=10000 LIVE_LIMIT_EQUITY_QUOTES=10000 LIVE_LIMIT_EQUITY_JOINS=10000 LIVE_LIMIT_FLOW=10000 LIVE_LIMIT_CLASSIFIER_HITS=10000 LIVE_LIMIT_ALERTS=10000 LIVE_LIMIT_INFERRED_DARK=10000