00a68bc767
- FastAPI + NiceGUI web application - QuantLib-based Black-Scholes pricing with Greeks - Protective put, laddered, and LEAPS strategies - Real-time WebSocket updates - TradingView-style charts via Lightweight-Charts - Docker containerization - GitLab CI/CD pipeline for VPS deployment - VPN-only access configuration
94 lines
2.3 KiB
Markdown
94 lines
2.3 KiB
Markdown
# Vault Dashboard
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A real-time options hedging dashboard for Lombard loan protection strategies.
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## Features
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- **Live Options Data**: Integration with Interactive Brokers and free data sources
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- **Hedge Calculations**: Black-Scholes pricing, Greeks, strategy comparisons
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- **Interactive Charts**: TradingView-quality visualizations with Lightweight Charts
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- **Strategy Analysis**: Protective puts, collars, laddered positions
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- **Real-time Updates**: WebSocket-based live data streaming
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## Quick Start
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### Local Development
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```bash
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# Create virtual environment
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python3 -m venv .venv
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source .venv/bin/activate
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# Install dependencies
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pip install -r requirements.txt
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# Run development server
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python -m uvicorn app.main:app --reload --host 0.0.0.0 --port 8000
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```
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### Docker
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```bash
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# Build
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docker build -t vault-dash .
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# Run
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docker run -p 8000:8000 vault-dash
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```
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### Docker Compose
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```bash
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docker-compose up -d
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```
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## Architecture
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```
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┌─────────────┐ ┌─────────────┐ ┌─────────────┐
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│ IBKR │────▶│ FastAPI │────▶│ Redis │
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│ Gateway │ │ Backend │ │ (cache) │
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└─────────────┘ └─────────────┘ └─────────────┘
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│
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▼
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┌─────────────────────────────┐
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│ NiceGUI Dashboard │
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│ (WebSocket client) │
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└─────────────────────────────┘
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```
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## Configuration
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Copy `config/settings.example.yaml` to `config/settings.yaml` and configure:
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```yaml
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# Broker settings
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broker:
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type: ibkr # or alpaca, yfinance
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# IBKR settings
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ibkr:
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host: 127.0.0.1
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port: 7497 # TWS: 7497, Gateway: 4001
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client_id: 1
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# Portfolio defaults
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portfolio:
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gold_value: 1000000
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loan_amount: 600000
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ltv_ratio: 0.60
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margin_call_threshold: 0.75
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# Data sources
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data:
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primary: yfinance # or ibkr, alpaca
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cache_ttl: 300
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```
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## Deployment
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See [DEPLOYMENT.md](DEPLOYMENT.md) for GitLab CI/CD and VPS deployment instructions.
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## License
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MIT |