feat: postgres investigations

parameter_results/MarginScalingFactors/MarginScalingFactors.ipynb

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+{
+ "cells": [
+  {
+   "cell_type": "markdown",
+   "id": "41b7ce68",
+   "metadata": {},
+   "source": [
+    "# Network Parameter Experiment: `market.margin.scalingFactor`\n",
+    "\n",
+    "Experiment varies the network parameter `market.margin.scalingFactor` to the following two sets of values:\n",
+    "\n",
+    "- `{\"search_level\": 1.050, \"initial_margin\": 1.100, \"collateral_release\": 1.150}`\n",
+    "- `{\"search_level\": 1.001, \"initial_margin\": 2.000, \"collateral_release\": 4.000}`\n",
+    "\n",
+    "As the various scaling factors increase, the market-maker should have a larger balance in their margin account.\n",
+    "\n",
+    "Notebook also shows the parameters affect on the size of the data-node postgres database."
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "cb1f77a6",
+   "metadata": {},
+   "source": [
+    "## Notebook Setup"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "5e230b76",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "import os\n",
+    "from parameter_results.toolkit import SingleParameterExperimentTk\n",
+    "\n",
+    "from vega_sim.scenario.common.utils.price_process import Granularity"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "78ca09ea",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "experiment = SingleParameterExperimentTk(\n",
+    "    path=os.getcwd(),\n",
+    "    dt=1,\n",
+    "    granularity=Granularity.MINUTE,\n",
+    ")"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "3feec1fb",
+   "metadata": {},
+   "source": [
+    "## Market Data"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "03f76bec",
+   "metadata": {},
+   "source": [
+    "### Market State\n",
+    "\n",
+    "As the experiment uses a pre-configured ParameterExperiment scenario, the market should stay mostly in an \"Active State\"."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "3516be4e",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "experiment.plot_results(variables=[\"Market State\"])"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "99fe7488",
+   "metadata": {},
+   "source": [
+    "### Open Interest\n",
+    "\n",
+    "The Market Open Interest should be consistent across tested parameter values. Slight variation can be accredited to randomness from use of threads. If results vary dramatically across runs, increase the `environment_step_delay`."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "414938e1",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "experiment.plot_results(variables=[\"Market Open Interest\"])"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "5bc65e89",
+   "metadata": {},
+   "source": [
+    "## Market-Maker Results"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "671138bb",
+   "metadata": {},
+   "source": [
+    "### Position\n",
+    "\n",
+    "The market-makers Position should be consistent across tested parameter values. Slight variation can be accredited to randomness from use of threads.  If results vary dramatically across runs, increase the `environment_step_delay`."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "ab7b688e",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "experiment.plot_results(variables=[\"LP: Position\"])"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "aa710463",
+   "metadata": {},
+   "source": [
+    "### Margin\n",
+    "\n",
+    "As the network parameter `market.margin.scalingFactor` the LP should require more funds in their margin account."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "ba41f9d2",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "experiment.plot_results(variables=[\"LP: Margin Account\"], iterations=[\"avg\"])"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "17ec88cd",
+   "metadata": {},
+   "source": [
+    "## Datanode Performance\n",
+    "\n",
+    "### Postgres Database Size\n",
+    "\n",
+    "As the network parameter `market.margin.scalingFactor` is increased the size of the postgres database does not change."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "73444af8-2ec9-46c8-9665-ef233bb0be99",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "experiment.plot_results(variables=[\"postgres [GB]\"], iterations=[\"avg\"])"
+   ]
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3 (ipykernel)",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
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+   "file_extension": ".py",
+   "mimetype": "text/x-python",
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+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.10.10"
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+  "vscode": {
+   "interpreter": {
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+}