workspace/projects/trading-platform/apps/data-service/src/config.py

"""
Configuration for Data Service
OrbiQuant IA Trading Platform
"""

import os
from dataclasses import dataclass
from typing import Optional


@dataclass
class DatabaseConfig:
    """PostgreSQL configuration."""
    host: str = "localhost"
    port: int = 5432
    database: str = "orbiquant_trading"
    user: str = "orbiquant_user"
    password: str = "orbiquant_dev_2025"
    min_connections: int = 5
    max_connections: int = 20

    @property
    def dsn(self) -> str:
        return f"postgresql://{self.user}:{self.password}@{self.host}:{self.port}/{self.database}"


@dataclass
class PolygonConfig:
    """Polygon.io / Massive.com API configuration."""
    api_key: str = ""
    base_url: str = "https://api.polygon.io"
    rate_limit_per_min: int = 5  # Basic tier
    subscription_tier: str = "basic"  # basic, starter, advanced

    @classmethod
    def from_env(cls) -> "PolygonConfig":
        return cls(
            api_key=os.getenv("POLYGON_API_KEY", ""),
            base_url=os.getenv("POLYGON_BASE_URL", "https://api.polygon.io"),
            rate_limit_per_min=int(os.getenv("POLYGON_RATE_LIMIT", "5")),
            subscription_tier=os.getenv("POLYGON_TIER", "basic"),
        )


@dataclass
class MetaAPIConfig:
    """MetaAPI.cloud configuration for MT4/MT5 access."""
    token: str = ""
    account_id: str = ""

    @classmethod
    def from_env(cls) -> "MetaAPIConfig":
        return cls(
            token=os.getenv("METAAPI_TOKEN", ""),
            account_id=os.getenv("METAAPI_ACCOUNT_ID", ""),
        )


@dataclass
class MT4DirectConfig:
    """Direct MT4 server connection configuration."""
    server: str = ""
    login: int = 0
    password: str = ""
    investor_mode: bool = True  # Default to read-only

    @classmethod
    def from_env(cls) -> "MT4DirectConfig":
        return cls(
            server=os.getenv("MT4_SERVER", ""),
            login=int(os.getenv("MT4_LOGIN", "0")),
            password=os.getenv("MT4_PASSWORD", ""),
            investor_mode=os.getenv("MT4_INVESTOR_MODE", "true").lower() == "true",
        )


@dataclass
class SpreadConfig:
    """Spread calculation configuration."""
    # Default spreads by asset type (in price units)
    default_forex_major: float = 0.00010  # 1 pip
    default_forex_minor: float = 0.00020  # 2 pips
    default_forex_exotic: float = 0.00050  # 5 pips
    default_crypto: float = 0.001  # 0.1%
    default_index: float = 0.5  # 0.5 points
    default_commodity: float = 0.05

    # Session multipliers
    asian_mult: float = 1.3
    london_mult: float = 0.9
    newyork_mult: float = 0.95
    overlap_mult: float = 0.85
    pacific_mult: float = 1.2

    # Volatility multipliers
    high_vol_mult: float = 1.5
    low_vol_mult: float = 1.0


@dataclass
class Config:
    """Main configuration."""
    database: DatabaseConfig
    polygon: PolygonConfig
    metaapi: MetaAPIConfig
    mt4_direct: MT4DirectConfig
    spread: SpreadConfig

    # Sync settings
    sync_interval_minutes: int = 5
    backfill_days: int = 30

    @classmethod
    def from_env(cls) -> "Config":
        return cls(
            database=DatabaseConfig(
                host=os.getenv("DB_HOST", "localhost"),
                port=int(os.getenv("DB_PORT", "5432")),
                database=os.getenv("DB_NAME", "orbiquant_trading"),
                user=os.getenv("DB_USER", "orbiquant_user"),
                password=os.getenv("DB_PASSWORD", "orbiquant_dev_2025"),
            ),
            polygon=PolygonConfig.from_env(),
            metaapi=MetaAPIConfig.from_env(),
            mt4_direct=MT4DirectConfig.from_env(),
            spread=SpreadConfig(),
            sync_interval_minutes=int(os.getenv("SYNC_INTERVAL_MINUTES", "5")),
            backfill_days=int(os.getenv("BACKFILL_DAYS", "30")),
        )


# Ticker symbol mappings
TICKER_MAPPINGS = {
    # Forex pairs - Polygon prefix C:
    "EURUSD": {"polygon": "C:EURUSD", "mt4": "EURUSD", "mt4_micro": "EURUSDm", "pip_value": 0.0001},
    "GBPUSD": {"polygon": "C:GBPUSD", "mt4": "GBPUSD", "mt4_micro": "GBPUSDm", "pip_value": 0.0001},
    "USDJPY": {"polygon": "C:USDJPY", "mt4": "USDJPY", "mt4_micro": "USDJPYm", "pip_value": 0.01},
    "USDCAD": {"polygon": "C:USDCAD", "mt4": "USDCAD", "mt4_micro": "USDCADm", "pip_value": 0.0001},
    "AUDUSD": {"polygon": "C:AUDUSD", "mt4": "AUDUSD", "mt4_micro": "AUDUSDm", "pip_value": 0.0001},
    "NZDUSD": {"polygon": "C:NZDUSD", "mt4": "NZDUSD", "mt4_micro": "NZDUSDm", "pip_value": 0.0001},
    "EURGBP": {"polygon": "C:EURGBP", "mt4": "EURGBP", "mt4_micro": "EURGBPm", "pip_value": 0.0001},
    "EURAUD": {"polygon": "C:EURAUD", "mt4": "EURAUD", "mt4_micro": "EURAUDm", "pip_value": 0.0001},
    "EURCHF": {"polygon": "C:EURCHF", "mt4": "EURCHF", "mt4_micro": "EURCHFm", "pip_value": 0.0001},
    "GBPJPY": {"polygon": "C:GBPJPY", "mt4": "GBPJPY", "mt4_micro": "GBPJPYm", "pip_value": 0.01},
    "GBPAUD": {"polygon": "C:GBPAUD", "mt4": "GBPAUD", "mt4_micro": "GBPAUDm", "pip_value": 0.0001},
    "GBPCAD": {"polygon": "C:GBPCAD", "mt4": "GBPCAD", "mt4_micro": "GBPCADm", "pip_value": 0.0001},
    "GBPNZD": {"polygon": "C:GBPNZD", "mt4": "GBPNZD", "mt4_micro": "GBPNZDm", "pip_value": 0.0001},
    "AUDCAD": {"polygon": "C:AUDCAD", "mt4": "AUDCAD", "mt4_micro": "AUDCADm", "pip_value": 0.0001},
    "AUDCHF": {"polygon": "C:AUDCHF", "mt4": "AUDCHF", "mt4_micro": "AUDCHFm", "pip_value": 0.0001},
    "AUDNZD": {"polygon": "C:AUDNZD", "mt4": "AUDNZD", "mt4_micro": "AUDNZDm", "pip_value": 0.0001},

    # Commodities
    "XAUUSD": {"polygon": "C:XAUUSD", "mt4": "XAUUSD", "mt4_micro": "XAUUSDm", "pip_value": 0.01},
    "XAGUSD": {"polygon": "C:XAGUSD", "mt4": "XAGUSD", "mt4_micro": "XAGUSDm", "pip_value": 0.001},

    # Crypto - Polygon prefix X:
    "BTCUSD": {"polygon": "X:BTCUSD", "mt4": "BTCUSD", "mt4_micro": "BTCUSDm", "pip_value": 1.0},

    # Indices - Polygon prefix I:
    "SPX500": {"polygon": "I:SPX", "mt4": "US500", "mt4_micro": "US500m", "pip_value": 0.1},
    "NAS100": {"polygon": "I:NDX", "mt4": "US100", "mt4_micro": "US100m", "pip_value": 0.1},
    "DJI30": {"polygon": "I:DJI", "mt4": "US30", "mt4_micro": "US30m", "pip_value": 0.1},
    "DAX40": {"polygon": "I:DAX", "mt4": "DE40", "mt4_micro": "DE40m", "pip_value": 0.1},
}

# Asset type classification
FOREX_MAJORS = ["EURUSD", "GBPUSD", "USDJPY", "USDCHF", "AUDUSD", "NZDUSD", "USDCAD"]
FOREX_MINORS = ["EURGBP", "EURAUD", "EURCHF", "GBPJPY", "GBPAUD", "EURJPY", "AUDJPY"]
FOREX_CROSSES = ["GBPCAD", "GBPNZD", "AUDCAD", "AUDCHF", "AUDNZD"]