feat: Implement pairing synchronization from Kraken and enhance market data feed

- Added `sync_pairings_from_kraken` function to fetch and upsert asset pairs into the config_pairings table.
- Introduced `run_pairing_sync_loop` for periodic synchronization of pairings.
- Enhanced `KrakenWsClient` to manage subscribed symbols for market data feeds.
- Created `build_detector_from_enabled_pairings` to initialize cycle detection based on enabled pairings.
- Updated FastAPI app to start market data feed and pairing synchronization tasks.
- Added new API routes for managing pairings, including listing, toggling, and syncing from Kraken.
- Improved dashboard templates to display pairing options and allow user interaction for backtesting.
- Refactored database queries to streamline fetching and updating of pairing data.

scripts/backtest_replay.py

@@ -19,12 +19,10 @@ def _resolve_fee_rate(fee_rate: float | None, db_path: str | None = None) -> flo
     if db_path is not None:
         try:
             conn = duckdb.connect(db_path)
-            row = conn.execute(
-                """
+            row = conn.execute("""
                 SELECT maker_fee FROM kraken_account_snapshots
                 ORDER BY snapshot_at DESC LIMIT 1
-            """
-            ).fetchone()
+            """).fetchone()
             conn.close()
             if row is not None and row[0] is not None:
                 return float(row[0])
@@ -53,14 +51,13 @@ def _parse_balances(raw: str) -> Mapping[str, float]:
 
 
 def main() -> int:
-    parser = argparse.ArgumentParser(description="Run a deterministic replay backtest.")
+    parser = argparse.ArgumentParser(description="Run backtest.")
     parser.add_argument("--events", type=Path, required=True)
     parser.add_argument("--starting-balances", type=str, default="USD=1000.0")
     parser.add_argument("--trade-capital", type=float, default=100.0)
     parser.add_argument("--fee-rate", type=float, default=None)
     parser.add_argument("--slippage-bps", type=float, default=4.0)
     parser.add_argument("--execution-latency-ms", type=float, default=20.0)
-    parser.add_argument("--db-path", type=str, default=None, help="DuckDB path for fee lookup")
     args = parser.parse_args()
 
     cycles_by_pair, available_pairs = _build_graph()
@@ -79,24 +76,23 @@ def main() -> int:
         config=config,
         started_at=events[0].occurred_at if events else datetime.now(UTC),
     )
-    report = asyncio.run(
-        engine.run(events, starting_balances=_parse_balances(args.starting_balances))
-    )
+    starting_balances = _parse_balances(args.starting_balances)
+    r = asyncio.run(engine.run(events, starting_balances=starting_balances))
 
     print("Backtest report:")
-    print(f"- processed_events: {report.processed_events}")
-    print(f"- opportunities_seen: {report.opportunities_seen}")
-    print(f"- trades_executed: {report.trades_executed}")
-    print(f"- win_rate: {report.win_rate if report.win_rate is not None else 'n/a'}")
-    print(f"- fill_rate: {report.fill_rate if report.fill_rate is not None else 'n/a'}")
-    print(f"- realized_pnl_usd: {report.realized_pnl_usd:.4f}")
-    print(f"- max_drawdown_usd: {report.max_drawdown_usd:.4f}")
-    print(f"- miss_reasons: {dict(report.miss_reasons)}")
+    print(f"- processed_events: {r.processed_events}")
+    print(f"- opportunities_seen: {r.opportunities_seen}")
+    print(f"- trades_executed: {r.trades_executed}")
+    print(f"- win_rate: {r.win_rate if r.win_rate is not None else 'n/a'}")
+    print(f"- fill_rate: {r.fill_rate if r.fill_rate is not None else 'n/a'}")
+    print(f"- realized_pnl_usd: {r.realized_pnl_usd:.4f}")
+    print(f"- max_drawdown_usd: {r.max_drawdown_usd:.4f}")
+    print(f"- miss_reasons: {dict(r.miss_reasons)}")
     print(
         "- execution_latency_ms: "
-        f"p50={report.execution_latency_p50_ms or 0.0:.4f}, "
-        f"p95={report.execution_latency_p95_ms or 0.0:.4f}, "
-        f"p99={report.execution_latency_p99_ms or 0.0:.4f}"
+        f"p50={r.execution_latency_p50_ms or 0.0:.4f}, "
+        f"p95={r.execution_latency_p95_ms or 0.0:.4f}, "
+        f"p99={r.execution_latency_p99_ms or 0.0:.4f}"
     )
     return 0