diff --git a/piker/accounting/__init__.py b/piker/accounting/__init__.py
index 4c4a0ca1..778bdd4e 100644
--- a/piker/accounting/__init__.py
+++ b/piker/accounting/__init__.py
@@ -38,23 +38,33 @@ from ._mktinfo import (
     dec_digits,
     digits_to_dec,
     MktPair,
+    Symbol,
     unpack_fqme,
 )
+from ._allocate import (
+    mk_allocator,
+    Allocator,
+)
 
 log = get_logger(__name__)
 
 __all__ = [
+    'Allocator',
     'Asset',
-    'dec_digits',
-    'digits_to_dec',
     'MktPair',
     'Position',
     'PpTable',
+    'Symbol',
     'Transaction',
     'TransactionLedger',
+    'dec_digits',
+    'digits_to_dec',
+    'iter_by_dt',
     'load_pps_from_ledger',
+    'mk_allocator',
     'open_pps',
     'open_trade_ledger',
+    'unpack_fqme',
 ]
 
 
diff --git a/piker/accounting/_allocate.py b/piker/accounting/_allocate.py
index 18900c9f..b4345785 100644
--- a/piker/accounting/_allocate.py
+++ b/piker/accounting/_allocate.py
@@ -24,7 +24,7 @@ from typing import Optional
 from bidict import bidict
 
 from ._pos import Position
-from ._mktinfo import Symbol
+from . import MktPair
 from ..data.types import Struct
 
 
@@ -42,7 +42,7 @@ SizeUnit = Enum(
 
 class Allocator(Struct):
 
-    symbol: Symbol
+    mkt: MktPair
 
     # TODO: if we ever want ot support non-uniform entry-slot-proportion
     # "sizes"
@@ -114,8 +114,8 @@ class Allocator(Struct):
         depending on position / order entry config.
 
         '''
-        sym = self.symbol
-        ld = sym.lot_size_digits
+        mkt: MktPair = self.mkt
+        ld: int = mkt.size_tick_digits
 
         size_unit = self.size_unit
         live_size = live_pp.size
@@ -125,13 +125,13 @@ class Allocator(Struct):
         u_per_slot, currency_per_slot = self.step_sizes()
 
         if size_unit == 'units':
-            slot_size = u_per_slot
-            l_sub_pp = self.units_limit - abs_live_size
+            slot_size: float = u_per_slot
+            l_sub_pp: float = self.units_limit - abs_live_size
 
         elif size_unit == 'currency':
-            live_cost_basis = abs_live_size * live_pp.ppu
-            slot_size = currency_per_slot / price
-            l_sub_pp = (self.currency_limit - live_cost_basis) / price
+            live_cost_basis: float = abs_live_size * live_pp.ppu
+            slot_size: float = currency_per_slot / price
+            l_sub_pp: float = (self.currency_limit - live_cost_basis) / price
 
         else:
             raise ValueError(
@@ -141,8 +141,14 @@ class Allocator(Struct):
         # an entry (adding-to or starting a pp)
         if (
             live_size == 0
-            or (action == 'buy' and live_size > 0)
-            or action == 'sell' and live_size < 0
+            or (
+                action == 'buy'
+                and live_size > 0
+            )
+            or (
+                action == 'sell'
+                and live_size < 0
+            )
         ):
             order_size = min(
                 slot_size,
@@ -178,7 +184,7 @@ class Allocator(Struct):
             order_size = max(slotted_pp, slot_size)
 
             if (
-                abs_live_size < slot_size or
+                abs_live_size < slot_size
 
                 # NOTE: front/back "loading" heurstic:
                 # if the remaining pp is in between 0-1.5x a slot's
@@ -187,14 +193,17 @@ class Allocator(Struct):
                 # **without** going past a net-zero pp. if the pp is
                 # > 1.5x a slot size, then front load: exit a slot's and
                 # expect net-zero to be acquired on the final exit.
-                slot_size < pp_size < round((1.5*slot_size), ndigits=ld) or
+                or slot_size < pp_size < round((1.5*slot_size), ndigits=ld)
+                or (
 
-                # underlying requires discrete (int) units (eg. stocks)
-                # and thus our slot size (based on our limit) would
-                # exit a fractional unit's worth so, presuming we aren't
-                # supporting a fractional-units-style broker, we need
-                # exit the final unit.
-                ld == 0 and abs_live_size == 1
+                    # underlying requires discrete (int) units (eg. stocks)
+                    # and thus our slot size (based on our limit) would
+                    # exit a fractional unit's worth so, presuming we aren't
+                    # supporting a fractional-units-style broker, we need
+                    # exit the final unit.
+                    ld == 0
+                    and abs_live_size == 1
+                )
             ):
                 order_size = abs_live_size
 
@@ -203,13 +212,14 @@ class Allocator(Struct):
             # compute a fractional slots size to display
             slots_used = self.slots_used(
                 Position(
-                    mkt=sym,
+                    mkt=mkt,
                     size=order_size,
                     ppu=price,
-                    bs_mktid=sym,
+                    bs_mktid=mkt.bs_mktid,
                 )
             )
 
+        # TODO: render an actual ``Executable`` type here?
         return {
             'size': abs(round(order_size, ndigits=ld)),
             'size_digits': ld,
@@ -249,7 +259,7 @@ class Allocator(Struct):
 
 def mk_allocator(
 
-    symbol: Symbol,
+    mkt: MktPair,
     startup_pp: Position,
 
     # default allocation settings
@@ -276,6 +286,6 @@ def mk_allocator(
     defaults.update(user_def)
 
     return Allocator(
-        symbol=symbol,
+        mkt=mkt,
         **defaults,
     )
diff --git a/piker/accounting/_ledger.py b/piker/accounting/_ledger.py
index 23845fde..5107f2bb 100644
--- a/piker/accounting/_ledger.py
+++ b/piker/accounting/_ledger.py
@@ -22,9 +22,9 @@ from __future__ import annotations
 from collections import UserDict
 from contextlib import contextmanager as cm
 from pathlib import Path
-import time
 from typing import (
     Any,
+    Callable,
     Iterator,
     Union,
     Generator
@@ -158,7 +158,7 @@ class TransactionLedger(UserDict):
         for tid, txdict in self.data.items():
             # special field handling for datetimes
             # to ensure pendulum is used!
-            fqme = txdict.get('fqme', txdict['fqsn'])
+            fqme = txdict.get('fqme') or txdict['fqsn']
             dt = parse(txdict['dt'])
             expiry = txdict.get('expiry')
 
@@ -242,8 +242,6 @@ def iter_by_dt(
     datetime presumably set at the ``'dt'`` field in each entry.
 
     '''
-    txs = records.items()
-
     def dyn_parse_to_dt(
         pair: tuple[str, dict],
     ) -> DateTime:
diff --git a/piker/accounting/_mktinfo.py b/piker/accounting/_mktinfo.py
index 653c8d04..046195ca 100644
--- a/piker/accounting/_mktinfo.py
+++ b/piker/accounting/_mktinfo.py
@@ -519,11 +519,11 @@ class MktPair(Struct, frozen=True):
         return self._atype
 
     @property
-    def tick_size_digits(self) -> int:
+    def price_tick_digits(self) -> int:
         return float_digits(self.price_tick)
 
     @property
-    def lot_size_digits(self) -> int:
+    def size_tick_digits(self) -> int:
         return float_digits(self.size_tick)
 
 
diff --git a/piker/accounting/_pos.py b/piker/accounting/_pos.py
index dda39177..3af0eeef 100644
--- a/piker/accounting/_pos.py
+++ b/piker/accounting/_pos.py
@@ -44,7 +44,6 @@ from ._ledger import (
     open_trade_ledger,
 )
 from ._mktinfo import (
-    Symbol,
     MktPair,
     Asset,
     unpack_fqme,
@@ -247,11 +246,8 @@ class Position(Struct):
 
         # XXX: better place to do this?
         mkt = self.mkt
-
-        # TODO: switch to new fields..?
-        # .size_tick_digits, .price_tick_digits
-        size_tick_digits = mkt.lot_size_digits
-        price_tick_digits = mkt.tick_size_digits
+        size_tick_digits = mkt.size_tick_digits
+        price_tick_digits = mkt.price_tick_digits
 
         self.ppu = round(
             # TODO: change this to ppu?