Positioning system refinements: paper engine, file writing, toml style and perf

[goodboy]

After #336 lands we'll have a first draft of a completely
broker-agnostic position tracking system that doesn't use the classic
FIFO style and further allows to offer custom dynamic pricing models
depending on user desire.

---

As a recap #336 introduces:

• APIs for writing trades ledgers per backend broker
  • the initial idea is to allow writing "native" schema-ed/formatted trade entries to a .toml file and then expect the respective backend to provide (a) routine(s) to normalize to a common format for later piker processing into,
• a new config-ledger file: pps.toml which is an incrementally updated data file containing the minimal set of information to allow a trader to immediately be able to reproduce any position for an instrument they are trading:
  • here's an example for micro-daq futes take from LIFO/"breakeven" pps for ib #336 :

[ib.algopaper."mnq.globex.20220916"]
size = 58.0
be_price = 11703.458965517251
bsuid = 497954580
expiry = "2022-09-16T00:00:00+00:00"
clears = [
 { tid = "0000e1a7.629f3c2d.01.01", cost = 0.57 },
 { tid = "0000e1a7.629fa5c0.01.01", cost = 0.57 },
 { tid = "0000e1a7.62a0a898.01.01", cost = 0.57 },
 { tid = "0000e1a7.62a0fb24.01.01", cost = 0.57 },
]

---

Desired outstanding features: (some of these might get broken into new issues)

|-> most ledger content moved to #510 B)

• correctness improvements, API ergonomics: => moved to Change Position.clears -> .events #510
• audit system moved to Change Position.clears -> .events #510

---

paper engine support (more or less complete)

• support for the paper engine such that users can forward test
  strats and keep progress in git and have a detailed clear-by-clear
  record of algo behaviour
  • we need to figure out a minimal trades ledger schema probably
    based on an amalgamation of the best parts of other backends
    (prolly landed in Paper trade improvements #462 but who
    knows)
    => more or less determined by Transaction type

---

CLI tools:

make a new issue for this and stuff from #489

• CLI interface for all this: see Ledger (syncing) CLI and offline toolset #512

---

novel UI ideas:

make new issue for this and stuff from #489

• historical position line graphics on charts which show breakeven
  price changes overlayed with actual underlyings, aka pp liftetime
  "lines" more or less as super simple FSP style graphics that show the
  beginning, changes, and end to a given pp such that users can easily
  see past trades and their state changes on top of historical data
  **=> see Position accounting refinements, bug fixes, src-asset-pnls, ledgerd daemon #515

---

Docs for it all:

new issue for this ..
also see #512

• i'm thinking a new subpackage piker.ledger or positioning
  or just .pps? and stick docs right in there?
  landed as part of Rekt pps? problem? => piker.accounting #489

[goodboy]

Closing since #510, #512 and #515 replace this as more specific subystem breakdowns