Account tests

config/brokers.toml

@@ -2,13 +2,15 @@
 # ---- CEXY ----
 ################
 [binance]
+accounts.paper = 'paper'
+
 accounts.usdtm = 'futes'
-futes.use_testnet = true
+futes.use_testnet = false
 futes.api_key = ''
 futes.api_secret = ''
 
 accounts.spot = 'spot'
-spot.use_testnet = true
+spot.use_testnet = false
 spot.api_key = ''
 spot.api_secret = ''
 

flake.nix

@@ -0,0 +1,85 @@
+# NOTE: to convert to a poetry2nix env like this here are the
+# steps:
+# - install poetry in your system nix config
+# - convert the repo to use poetry using `poetry init`:
+#   https://python-poetry.org/docs/basic-usage/#initialising-a-pre-existing-project
+# - then manually ensuring all deps are converted over:
+{
+  description = "piker: trading gear for hackers (pkged with poetry2nix)";
+
+  inputs.flake-utils.url = "github:numtide/flake-utils";
+  inputs.nixpkgs.url = "github:NixOS/nixpkgs/nixos-unstable";
+  inputs.poetry2nix = {
+    url = "github:nix-community/poetry2nix";
+    inputs.nixpkgs.follows = "nixpkgs";
+  };
+
+  outputs = {
+    self,
+    nixpkgs,
+    flake-utils,
+    poetry2nix,
+  }:
+    flake-utils.lib.eachDefaultSystem (system:
+      let
+        # use PWD as sources
+        projectDir = ./.;
+        pyproject = ./pyproject.toml;
+        poetrylock = ./poetry.lock;
+
+        # TODO: port to 3.11 and support both versions?
+        python = "python3.10";
+
+        # see https://github.com/nix-community/poetry2nix/tree/master#api
+        # for more functions and examples.
+        # inherit
+        # (poetry2nix.legacyPackages.${system})
+        # mkPoetryApplication;
+        # pkgs = nixpkgs.legacyPackages.${system};
+        pkgs = nixpkgs.legacyPackages.x86_64-linux;
+
+      in
+        {
+          # let
+          # devEnv = poetry2nix.mkPoetryEnv {
+          #     projectDir = ./.;
+          # };
+
+          packages = {
+            piker = poetry2nix.mkPoetryEditablePackage {
+            # env = poetry2nix.mkPoetryEnv {
+
+              # NOTE: taken from surrounding inputs
+              # projectDir = projectDir;
+              editablePackageSources = { piker = ./piker; };
+
+              # override msgspec to include setuptools as input
+              # https://github.com/nix-community/poetry2nix/blob/master/docs/edgecases.md#modulenotfounderror-no-module-named-packagenamed
+              overrides = poetry2nix.defaultPoetryOverrides.extend
+                (self: super: {
+                  msgspec = super.msgspec.overridePythonAttrs
+                    (
+                      old: {
+                        buildInputs = (old.buildInputs or [ ]) ++ [ super.setuptools ];
+                      }
+                    );
+                  }
+                );
+
+            };
+        };
+
+
+        # boot xonsh inside the poetry virtualenv when
+        # define the custom entry point via an expected
+        # output-attr that `nix-develop` scans for:
+        # https://nixos.org/manual/nix/stable/command-ref/new-cli/nix3-develop.html#flake-output-attributes
+        devShells.default = pkgs.mkShell {
+          # packages = [ poetry2nix.packages.${system}.poetry ];
+          packages = [ poetry2nix.packages.x86_64-linux.poetry ];
+          shellHook = "poetry run xonsh";
+          # shellHook = "poetry shell";
+        };
+      }
+    );
+}

piker/accounting/README.rst

@@ -0,0 +1,16 @@
+.accounting
+-----------
+A subsystem for transaction processing, storage and historical
+measurement.
+
+
+.pnl
+----
+BEP, the break even price: the price at which liquidating
+a remaining position results in a zero PnL since the position was
+"opened" in the destination asset.
+
+PPU: price-per-unit: the "average cost" (in cumulative mean terms)
+of the "entry" transactions which "make a position larger"; taking
+a profit relative to this price means that you will "make more
+profit then made prior" since the position was opened.

piker/accounting/__init__.py

@@ -21,17 +21,21 @@
 '''
 from ..log import get_logger
 
-from ._ledger import (
+from .calc import (
     iter_by_dt,
+)
+from ._ledger import (
     Transaction,
     TransactionLedger,
     open_trade_ledger,
 )
 from ._pos import (
-    load_pps_from_ledger,
+    Account,
+    load_account,
+    load_account_from_ledger,
     open_pps,
+    open_account,
     Position,
-    PpTable,
 )
 from ._mktinfo import (
     Asset,
@@ -47,22 +51,25 @@
     Allocator,
 )
 
+
 log = get_logger(__name__)
 
 __all__ = [
+    'Account',
     'Allocator',
     'Asset',
     'MktPair',
     'Position',
-    'PpTable',
     'Symbol',
     'Transaction',
     'TransactionLedger',
     'dec_digits',
     'digits_to_dec',
     'iter_by_dt',
-    'load_pps_from_ledger',
+    'load_account',
+    'load_account_from_ledger',
     'mk_allocator',
+    'open_account',
     'open_pps',
     'open_trade_ledger',
     'unpack_fqme',
@@ -82,7 +89,7 @@ def get_likely_pair(
 
     '''
     try:
-        src_name_start = bs_mktid.rindex(src)
+        src_name_start: str = bs_mktid.rindex(src)
     except (
         ValueError,   # substr not found
     ):
@@ -93,25 +100,8 @@ def get_likely_pair(
         # log.warning(
         #     f'No src fiat {src} found in {bs_mktid}?'
         # )
-        return
+        return None
 
-    likely_dst = bs_mktid[:src_name_start]
+    likely_dst: str = bs_mktid[:src_name_start]
     if likely_dst == dst:
         return bs_mktid
-
-
-if __name__ == '__main__':
-    import sys
-    from pprint import pformat
-
-    args = sys.argv
-    assert len(args) > 1, 'Specifiy account(s) from `brokers.toml`'
-    args = args[1:]
-    for acctid in args:
-        broker, name = acctid.split('.')
-        trans, updated_pps = load_pps_from_ledger(broker, name)
-        print(
-            f'Processing transactions into pps for {broker}:{acctid}\n'
-            f'{pformat(trans)}\n\n'
-            f'{pformat(updated_pps)}'
-        )

piker/accounting/_allocate.py

@@ -25,7 +25,7 @@
 
 from ._pos import Position
 from . import MktPair
-from ..data.types import Struct
+from piker.types import Struct
 
 
 _size_units = bidict({
@@ -118,9 +118,9 @@ def next_order_info(
         ld: int = mkt.size_tick_digits
 
         size_unit = self.size_unit
-        live_size = live_pp.size
+        live_size = live_pp.cumsize
         abs_live_size = abs(live_size)
-        abs_startup_size = abs(startup_pp.size)
+        abs_startup_size = abs(startup_pp.cumsize)
 
         u_per_slot, currency_per_slot = self.step_sizes()
 
@@ -213,8 +213,6 @@ def next_order_info(
             slots_used = self.slots_used(
                 Position(
                     mkt=mkt,
-                    size=order_size,
-                    ppu=price,
                     bs_mktid=mkt.bs_mktid,
                 )
             )
@@ -241,7 +239,7 @@ def slots_used(
         Calc and return the number of slots used by this ``Position``.
 
         '''
-        abs_pp_size = abs(pp.size)
+        abs_pp_size = abs(pp.cumsize)
 
         if self.size_unit == 'currency':
             # live_currency_size = size or (abs_pp_size * pp.ppu)