3eb7dc9211
- add .env.example with ingest/config defaults - warn on missing Alpaca/Databento envs and remove hardcoded Alpaca defaults - document .env setup in README - allow .env.example to be tracked
45 lines
992 B
Text
45 lines
992 B
Text
NATS_URL=nats://localhost:4222
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CLICKHOUSE_URL=http://localhost:8123
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CLICKHOUSE_DATABASE=default
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# Options ingest
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INGEST_ADAPTER=alpaca
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ALPACA_KEY_ID=
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ALPACA_SECRET_KEY=
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ALPACA_REST_URL=https://data.alpaca.markets
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ALPACA_WS_BASE_URL=wss://stream.data.alpaca.markets/v1beta1
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ALPACA_FEED=indicative
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ALPACA_UNDERLYINGS=SPY
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ALPACA_STRIKES_PER_SIDE=8
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ALPACA_MAX_DTE_DAYS=30
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ALPACA_MONEYNESS_PCT=0.06
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ALPACA_MONEYNESS_FALLBACK_PCT=0.1
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ALPACA_MAX_QUOTES=200
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# Databento replay
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DATABENTO_API_KEY=
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DATABENTO_DATASET=OPRA.PILLAR
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DATABENTO_SCHEMA=trades
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DATABENTO_START=
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DATABENTO_END=
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DATABENTO_SYMBOLS=SPY.OPT
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DATABENTO_STYPE_IN=parent
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DATABENTO_STYPE_OUT=instrument_id
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DATABENTO_LIMIT=0
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DATABENTO_PRICE_SCALE=1
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DATABENTO_PYTHON_BIN=py/.venv/bin/python
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# IBKR adapter (options)
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IBKR_HOST=127.0.0.1
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IBKR_PORT=7497
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IBKR_CLIENT_ID=0
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IBKR_SYMBOL=SPY
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IBKR_EXPIRY=20250117
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IBKR_STRIKE=450
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IBKR_RIGHT=C
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IBKR_EXCHANGE=SMART
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IBKR_CURRENCY=USD
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IBKR_PYTHON_BIN=python3
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# Equities ingest
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EMIT_INTERVAL_MS=1000
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