initial setup

2025-06-02 08:15:20 -04:00 · 2025-06-02 08:15:20 -04:00 · 232a63dfe8
commit 232a63dfe8
61 changed files with 4985 additions and 0 deletions
--- a/packages/config/src/index.ts
+++ b/packages/config/src/index.ts
@ -0,0 +1,156 @@
+import { config } from 'dotenv';
+import type { DatabaseConfig, BrokerConfig, DataProviderConfig } from '@stock-bot/shared-types';
+
+// Load environment variables
+config();
+
+export const env = {
+  NODE_ENV: process.env.NODE_ENV || 'development',
+  PORT: parseInt(process.env.PORT || '3000'),
+    // Database URLs
+  QUESTDB_URL: process.env.QUESTDB_URL || 'postgresql://admin:quest@localhost:8812/qdb',
+  POSTGRES_URL: process.env.POSTGRES_URL || 'postgresql://postgres:password@localhost:5432/stockbot',
+  DRAGONFLY_URL: process.env.DRAGONFLY_URL || 'redis://localhost:6379',
+  
+  // API Keys
+  ALPHA_VANTAGE_API_KEY: process.env.ALPHA_VANTAGE_API_KEY || '',
+  ALPACA_API_KEY: process.env.ALPACA_API_KEY || '',
+  ALPACA_SECRET_KEY: process.env.ALPACA_SECRET_KEY || '',
+  
+  // Trading Configuration
+  PAPER_TRADING: process.env.PAPER_TRADING === 'true',
+  MAX_POSITION_SIZE: parseFloat(process.env.MAX_POSITION_SIZE || '0.1'),
+  MAX_DAILY_LOSS: parseFloat(process.env.MAX_DAILY_LOSS || '1000'),
+  
+  // Logging
+  LOG_LEVEL: process.env.LOG_LEVEL || 'info',
+  
+  // Feature Flags
+  ENABLE_ML_SIGNALS: process.env.ENABLE_ML_SIGNALS === 'true',
+  ENABLE_SENTIMENT_ANALYSIS: process.env.ENABLE_SENTIMENT_ANALYSIS === 'true',
+} as const;
+
+export const databaseConfig: DatabaseConfig = {
+  questdb: {
+    host: process.env.QUESTDB_HOST || 'localhost',
+    port: parseInt(process.env.QUESTDB_PORT || '9000'),
+    database: process.env.QUESTDB_DATABASE || 'qdb',
+  },
+  postgres: {
+    host: process.env.POSTGRES_HOST || 'localhost',
+    port: parseInt(process.env.POSTGRES_PORT || '5432'),
+    database: process.env.POSTGRES_DATABASE || 'stockbot',
+    username: process.env.POSTGRES_USERNAME || 'postgres',
+    password: process.env.POSTGRES_PASSWORD || 'password',
+  },  dragonfly: {
+    host: process.env.DRAGONFLY_HOST || 'localhost',
+    port: parseInt(process.env.DRAGONFLY_PORT || '6379'),
+    password: process.env.DRAGONFLY_PASSWORD,
+  },
+};
+
+export const brokerConfigs: Record<string, BrokerConfig> = {
+  alpaca: {
+    name: 'Alpaca',
+    apiKey: env.ALPACA_API_KEY,
+    secretKey: env.ALPACA_SECRET_KEY,
+    baseUrl: env.PAPER_TRADING 
+      ? 'https://paper-api.alpaca.markets'
+      : 'https://api.alpaca.markets',
+    sandbox: env.PAPER_TRADING,
+  },
+};
+
+export const dataProviderConfigs: Record<string, DataProviderConfig> = {
+  alphaVantage: {
+    name: 'Alpha Vantage',
+    apiKey: env.ALPHA_VANTAGE_API_KEY,
+    baseUrl: 'https://www.alphavantage.co',
+    rateLimits: {
+      requestsPerSecond: 5,
+      requestsPerDay: 500,
+    },
+  },
+};
+
+export const serviceDefaults = {
+  healthCheckInterval: 30000, // 30 seconds
+  retryAttempts: 3,
+  requestTimeout: 10000, // 10 seconds
+  circuitBreakerThreshold: 5,
+  circuitBreakerTimeout: 60000, // 1 minute
+};
+
+export const tradingHours = {
+  market: {
+    open: '09:30',
+    close: '16:00',
+    timezone: 'America/New_York',
+  },
+  premarket: {
+    open: '04:00',
+    close: '09:30',
+    timezone: 'America/New_York',
+  },
+  afterHours: {
+    open: '16:00',
+    close: '20:00',
+    timezone: 'America/New_York',
+  },
+};
+
+export const riskDefaults = {
+  maxPositionSize: 0.1, // 10% of portfolio
+  maxDailyLoss: 0.02, // 2% of portfolio
+  maxDrawdown: 0.1, // 10% of portfolio
+  stopLossPercent: 0.05, // 5%
+  takeProfitPercent: 0.15, // 15%
+};
+
+// Environment-specific configurations
+export const getConfig = () => {
+  const base = {
+    env: env.NODE_ENV,
+    port: env.PORT,
+    database: databaseConfig,
+    brokers: brokerConfigs,
+    dataProviders: dataProviderConfigs,
+    services: serviceDefaults,
+    trading: {
+      hours: tradingHours,
+      risk: riskDefaults,
+      paperTrading: env.PAPER_TRADING,
+    },
+  };
+
+  switch (env.NODE_ENV) {
+    case 'development':
+      return {
+        ...base,
+        logging: {
+          level: 'debug',
+          console: true,
+          file: false,
+        },
+        cache: {
+          ttl: 300, // 5 minutes
+        },
+      };
+    
+    case 'production':
+      return {
+        ...base,
+        logging: {
+          level: 'info',
+          console: false,
+          file: true,
+        },
+        cache: {
+          ttl: 60, // 1 minute
+        },
+      };
+    
+    default:
+      return base;
+  }
+};