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Add associated primary volume to EarningsTracker earnings and expenditures

Open ksedgwic opened this issue 6 months ago • 0 comments

The EarningsTracker records fees earned from forwarding and fees spent on rebalancing. But it does not record the amount of principle volume that was forwarded or rebalanced.

If we record the associated primary volumes then we can compute "effective feerate" for both forwards and rebalances.

This information would be very useful for auditing and tuning CLBOSS strategies.

Proposed updated output of EarningsTracker:

"03a01da97af71f7859cd1b2b6a70f221ecd49f6eabf0bf1e267bae9570b47232a6": {
         "in_earnings": 10137,
         "in_expenditures": 76458,
         "out_earnings": 1140,
         "out_expenditures": 0,
         "in_forwarded": 2982185,
         "in_rebalanced": 1382494,
         "out_forwarded": 2982185,
         "out_rebalanced": 1382494,
      },

This recording and reporting is strictly additive, should only gather additional data, not change any current strategy or change any existing reported information.

ksedgwic avatar Aug 14 '24 21:08 ksedgwic