pnl-core 0.7.1

Infrastructure Economics Advisor: Measure Kyle's Lambda fairness gaps using Rust-accelerated calculations. Optimize trading strategy within broker latency constraints.

PnL Watchdog for Crypto Market Makers

PnL Watchdog is a read-only execution intelligence layer for market makers on crypto venues like Bybit.

It helps you answer one question fast: is my edge being eaten by microstructure friction?

Why it is useful

• Measures execution friction (impact, slippage, toxicity proxies, order-flow quality)
• Flags anomaly windows where fills degrade (latency/slippage outliers)
• Gives user-scoped import + analytics from your own account history
• Works with read-only exchange credentials (no trade/withdraw permissions required)

5-minute setup

1. Start API:

uvicorn pnl_watchdog_lib.api.main:app --host 0.0.0.0 --port 8000

2. Register your PnL Watchdog API key:

curl -X POST http://localhost:8000/v1/auth/register \
  -H "Content-Type: application/json" \
  -d '{"email":"[e-mail]"}'

3. Import Bybit read-only trade history:

curl -X POST http://localhost:8000/import/bybit \
  -H "Content-Type: application/json" \
  -H "X-API-Key: pnlw_your_key" \
  -d '{"api_key":"BYBIT_READ_KEY","api_secret":"BYBIT_READ_SECRET","market_type":"swap","lookback_days":7}'

4. Get your execution stats:

curl -X GET http://localhost:8000/stats/pnl \
  -H "X-API-Key: pnlw_your_key"

Security model

• Use exchange keys with read-only scope only.
• PnL Watchdog API keys are stored hashed at rest.
• Data is scoped per authenticated user.