Add PnL fee comparison tool with dual-plot visualization

[devin-ai-integration]

Add PnL fee comparison tool with dual-plot visualization

Summary

Adds a new standalone script pnl_fee_comparison.py that generates dual-plot time-series visualizations comparing cumulative PnL with 0% fees (current) vs 0.05% taker fees. The tool creates professional dark-themed charts showing the impact of taker fees on trading performance over time.

Key features:

• Identifies taker trades using the is_maker_ask field from Trade model
• Calculates cumulative PnL with simplified position tracking logic
• Generates matplotlib visualizations with configurable time ranges
• Outputs summary statistics including total fee impact
• Command-line interface for easy usage

Review & Testing Checklist for Human

Risk Level: 🟡 Medium - Core functionality works but uses sample data and simplified logic

• Verify taker identification logic: Test that is_maker_ask field correctly identifies taker vs maker sides in real trade data
• Test with real trade data: The current implementation uses get_sample_trades() - needs integration with actual data fetching system from provided attachments
• Validate PnL calculation: The simplified PnL logic may not match your production PnL calculation - compare outputs with existing system
• Check L1 address handling: Script stores L1 addresses in Trade.additional_properties - verify this works with your real Trade objects
• Test new dependencies: Ensure matplotlib/pandas/numpy versions are compatible with existing system

Notes

• Created as standalone script for minimal impact on existing codebase
• Uses sample data generation for initial testing - will need real data integration
• Visualization style matches dark theme from reference image
• Session: https://app.devin.ai/sessions/8770dc3f584d45b1afec8a6c1dbe514c
• Requested by: [email protected] (@aonut17)

[devin-ai-integration]

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