Expand description
nanobook-rebalancer: Portfolio rebalancer bridging nanobook to Interactive Brokers.
Reads target weights from a JSON file, connects to IBKR for live positions and prices, computes the diff, and executes limit orders with risk checks and an audit trail.
Modules§
- audit
- JSONL audit trail logging.
- broker
- Broker abstraction used by rebalancer execution.
- clock_
skew - Clock skew detection for audit log integrity.
- config
- TOML configuration loading and validation.
- diff
- CURRENT→TARGET diff engine.
- error
- Error types for the rebalancer.
- execution
- Execution orchestrator: diff → confirm → execute → reconcile.
- kill
- Kill switch: send SIGTERM to running runner and verify no dangling orders.
- observability
- Structured tracing setup for the rebalancer CLI.
- pid_
file - PID file management for the kill switch.
- reconcile
- Post-execution reconciliation: compare actual positions vs target.
- recovery
- Crash recovery and state reconstruction from audit logs.
- risk
- Pre-trade risk checks.
- target
- Target portfolio specification (target.json) loading and validation.
- validator
- Startup validation helpers for production-safe rebalancer runs.