cryptum 0.0.230

data/lib/cryptum/log.rb

@@ -0,0 +1,34 @@
+# frozen_string_literal: true
+
+require 'logger'
+
+module Cryptum
+  # This plugin is used to instantiate a Cryptum logger with a custom message format
+  module Log
+    # Supported Method Parameters::
+    # Cryptum::Log.create(
+    # )
+    public_class_method def self.create
+      logger = Logger.new($stdout)
+      logger.level = Logger::INFO
+      logger.datetime_format = '%Y-%m-%d %H:%M:%S'
+
+      logger.formatter = proc do |severity, _datetime, _progname, msg|
+        # TODO: Include datetime & progname vars
+        "[#{severity}] #{msg}\n"
+      end
+
+      logger
+    rescue StandardError => e
+      raise e
+    end
+
+    # Display Usage for this Module
+
+    public_class_method def self.help
+      puts "USAGE:
+        logger = #{self}.create()
+      "
+    end
+  end
+end

data/lib/cryptum/matrix.rb

@@ -0,0 +1,181 @@
+# frozen_string_literal: true
+
+require 'logger'
+
+module Cryptum
+  # This plugin is used for my own entertainment
+  module Matrix
+    # Supported Method Parameters::
+    # Cryptum::Matrix.generate(
+    #   cols: cols
+    # )
+
+    public_class_method def self.generate(opts = {})
+      # Need to divide by two for wide characters
+      cols = opts[:cols].to_i
+
+      matrix_arr = [
+        0x30a0.chr('UTF-8'),
+        0x30a1.chr('UTF-8'),
+        0x30a2.chr('UTF-8'),
+        0x30a3.chr('UTF-8'),
+        0x30a4.chr('UTF-8'),
+        0x30a5.chr('UTF-8'),
+        0x30a6.chr('UTF-8'),
+        0x30a7.chr('UTF-8'),
+        0x30a8.chr('UTF-8'),
+        0x30a9.chr('UTF-8'),
+        0x30aa.chr('UTF-8'),
+        0x30ab.chr('UTF-8'),
+        0x30ac.chr('UTF-8'),
+        0x30ad.chr('UTF-8'),
+        0x30ae.chr('UTF-8'),
+        0x30af.chr('UTF-8'),
+        0x30b0.chr('UTF-8'),
+        0x30b1.chr('UTF-8'),
+        0x30b2.chr('UTF-8'),
+        0x30b3.chr('UTF-8'),
+        0x30b4.chr('UTF-8'),
+        0x30b5.chr('UTF-8'),
+        0x30b6.chr('UTF-8'),
+        0x30b7.chr('UTF-8'),
+        0x30b8.chr('UTF-8'),
+        0x30b9.chr('UTF-8'),
+        0x30ba.chr('UTF-8'),
+        0x30bb.chr('UTF-8'),
+        0x30bc.chr('UTF-8'),
+        0x30bd.chr('UTF-8'),
+        0x30be.chr('UTF-8'),
+        0x30bf.chr('UTF-8'),
+        0x30c0.chr('UTF-8'),
+        0x30c1.chr('UTF-8'),
+        0x30c2.chr('UTF-8'),
+        0x30c3.chr('UTF-8'),
+        0x30c4.chr('UTF-8'),
+        0x30c5.chr('UTF-8'),
+        0x30c6.chr('UTF-8'),
+        0x30c7.chr('UTF-8'),
+        0x30c8.chr('UTF-8'),
+        0x30c9.chr('UTF-8'),
+        0x30ca.chr('UTF-8'),
+        0x30cb.chr('UTF-8'),
+        0x30cc.chr('UTF-8'),
+        0x30cd.chr('UTF-8'),
+        0x30ce.chr('UTF-8'),
+        0x30cf.chr('UTF-8'),
+        0x30d0.chr('UTF-8'),
+        0x30d1.chr('UTF-8'),
+        0x30d2.chr('UTF-8'),
+        0x30d3.chr('UTF-8'),
+        0x30d4.chr('UTF-8'),
+        0x30d5.chr('UTF-8'),
+        0x30d6.chr('UTF-8'),
+        0x30d7.chr('UTF-8'),
+        0x30d8.chr('UTF-8'),
+        0x30d9.chr('UTF-8'),
+        0x30da.chr('UTF-8'),
+        0x30db.chr('UTF-8'),
+        0x30dc.chr('UTF-8'),
+        0x30dd.chr('UTF-8'),
+        0x30de.chr('UTF-8'),
+        0x30df.chr('UTF-8'),
+        0x30e0.chr('UTF-8'),
+        0x30e1.chr('UTF-8'),
+        0x30e2.chr('UTF-8'),
+        0x30e3.chr('UTF-8'),
+        0x30e4.chr('UTF-8'),
+        0x30e5.chr('UTF-8'),
+        0x30e6.chr('UTF-8'),
+        0x30e7.chr('UTF-8'),
+        0x30e8.chr('UTF-8'),
+        0x30e9.chr('UTF-8'),
+        0x30ea.chr('UTF-8'),
+        0x30eb.chr('UTF-8'),
+        0x30ec.chr('UTF-8'),
+        0x30ed.chr('UTF-8'),
+        0x30ee.chr('UTF-8'),
+        0x30ef.chr('UTF-8'),
+        0x30f0.chr('UTF-8'),
+        0x30f1.chr('UTF-8'),
+        0x30f2.chr('UTF-8'),
+        0x30f3.chr('UTF-8'),
+        0x30f4.chr('UTF-8'),
+        0x30f5.chr('UTF-8'),
+        0x30f6.chr('UTF-8'),
+        0x30f7.chr('UTF-8'),
+        0x30f8.chr('UTF-8'),
+        0x30f9.chr('UTF-8'),
+        0x30fa.chr('UTF-8'),
+        0x30fb.chr('UTF-8'),
+        0x30fc.chr('UTF-8'),
+        0x30fd.chr('UTF-8'),
+        0x30fe.chr('UTF-8'),
+        '0 ',
+        '1 ',
+        '2 ',
+        '3 ',
+        '4 ',
+        '5 ',
+        '6 ',
+        '7 ',
+        '8 ',
+        '9 ',
+        'A ',
+        'c ',
+        'R ',
+        'y ',
+        'P ',
+        't ',
+        'U ',
+        'm ',
+        'x ',
+        'Z ',
+        ': ',
+        '{ ',
+        '[ ',
+        '} ',
+        '] ',
+        '| ',
+        '` ',
+        '~ ',
+        '! ',
+        '@ ',
+        '# ',
+        '$ ',
+        '% ',
+        '^ ',
+        '& ',
+        '* ',
+        '( ',
+        ') ',
+        '_ ',
+        '- ',
+        '= ',
+        '+ ',
+        '> ',
+        '< ',
+        '. ',
+        ', ',
+      ]
+
+      last_index = matrix_arr.length - 1
+
+      matrix_row = ''
+      most_cols = cols - 1
+      most_cols.times.each do
+        matrix_row += "#{matrix_arr[Random.rand(0..last_index)]} "
+      end
+      matrix_row += matrix_arr[Random.rand(0..last_index)]
+    rescue StandardError => e
+      raise e
+    end
+
+    # Display Usage for this Module
+
+    public_class_method def self.help
+      puts "USAGE:
+        logger = #{self}.create()
+      "
+    end
+  end
+end

data/lib/cryptum/option/choice.rb

@@ -0,0 +1,26 @@
+# frozen_string_literal: true
+
+module Cryptum
+  # This plugin is used to Cancel Open Limit Orders
+  module Option
+    # Keep Last Event History When Terminal Resize Occuers
+    class Choice
+      attr_accessor :autotrade,
+                    :driver_name,
+                    :list_products,
+                    :proxy,
+                    :repo_root,
+                    :sandbox,
+                    :symbol,
+                    :market_trend_reset
+
+    rescue Interrupt
+      # Exit Gracefully if CTRL+C is Pressed During Session
+      Cryptum.exit_gracefully(which_self: self)
+    rescue StandardError => e
+      # Produce a Stacktrace for anything else
+      Curses.close_screen
+      raise e
+    end
+  end
+end

data/lib/cryptum/option.rb

@@ -0,0 +1,161 @@
+# frozen_string_literal: true
+
+require 'optparse'
+require 'yaml'
+
+module Cryptum
+  # Cryptum::UI Module used for Presenting the
+  # Cryptum Curses Interface
+  module Option
+    autoload :Choice, 'cryptum/option/choice'
+
+    # Options for cryptum Driver
+    public_class_method def self.parser(opts = {})
+      option_choice = Option::Choice.new
+      option_choice.driver_name = opts[:driver_name]
+
+      OptionParser.new do |options|
+        options.banner = "USAGE: #{option_choice.driver_name} [opts]"
+
+        options.on(
+          '-sSYMBOL',
+          '--symbol=SYMBOL',
+          '<Required - Crypto Symbol.(e.g. btc-usd, eth-usd, etc.)'
+        ) { |s| option_choice.symbol = s.to_s.gsub('-', '_').downcase.to_sym }
+
+        options.on(
+          '-A',
+          '--[no-]autotrade',
+          '<Optional - Automatically Buy and Sell Crypto>'
+        ) { |a| option_choice.autotrade = a }
+
+        options.on(
+          '-l',
+          '--[no-]list-products',
+          '<Optional - List Supported Crypto Currency Products and Exit>'
+        ) { |l| option_choice.list_products = l }
+
+        options.on(
+          '-pPROXY',
+          '--proxy=PROXY',
+          '<Optional - HTTP Proxy e.g. "http://127.0.0.1:8080">'
+        ) { |p| option_choice.proxy = p }
+
+        options.on(
+          '-rPATH',
+          '--repo-root=PATH',
+          '<Optional - Directory of Cloned Repo (Defaults to ~/cryptum)>'
+        ) { |r| option_choice.repo_root = r }
+
+        options.on(
+          '-S',
+          '--[no-]sandbox',
+          '<Optional - Use Coinbase Sandbox Environment for Testing Ideas>'
+        ) { |n| option_choice.sandbox = n }
+
+        options.on(
+          '-tSECONDS',
+          '--time-between-orders=SECONDS',
+          '<Optional - Seconds Between Market Trend Reset (Default 60)>'
+        ) { |t| option_choice.market_trend_reset = t }
+      end.parse!
+
+      input_validation(option_choice: option_choice)
+
+      option_choice
+    rescue OptionParser::InvalidOption => e
+      # Print Usage if unsupported flags are passed
+      puts "ERROR: #{e.message}\n\n"
+      puts `#{option_choice.driver_name} --help`
+      exit 1
+    rescue StandardError => e
+      raise e
+    end
+
+    # Validate Options for cryptum Driver
+    public_class_method def self.input_validation(opts = {})
+      option_choice = opts[:option_choice]
+
+      # Conditions to display cryptum usage
+      if option_choice.symbol.nil? && option_choice.list_products.nil?
+        usage = true
+        reason = :symbol
+      end
+
+      option_choice.repo_root = "#{Dir.home}/cryptum" if option_choice.repo_root.nil?
+
+      unless Dir.exist?(option_choice.repo_root)
+        usage = true
+        reason = :repo_root
+      end
+
+      option_choice.market_trend_reset = 60 if option_choice.market_trend_reset.to_i.zero?
+      unless option_choice.market_trend_reset.to_f.positive?
+        usage = true
+        reason = :market_trend_reset
+      end
+
+      if usage
+        case reason
+        when :symbol
+          puts "ERROR: --symbol Flag is Required.\n\n"
+        when :repo_root
+          puts "ERROR: #{option_choice.repo_root} does not exist.\n\n"
+        when :market_trend_reset
+          puts "ERROR: #{option_choice.market_trend_reset} Must be a positive floating point number.\n\n"
+        end
+
+        puts `#{option_choice.driver_name} --help`
+        exit 1
+      end
+    rescue StandardError => e
+      raise e
+    end
+
+    # List Supported Cryptum Products and Exit
+    public_class_method def self.list_products_and_exit(opts = {})
+      option_choice = opts[:option_choice]
+      env = opts[:env]
+
+      puts `#{option_choice.driver_name} --help`
+      puts "\n#{option_choice.driver_name} Supports the Following Products:"
+      products = Cryptum::API.get_products(
+        option_choice: option_choice,
+        env: env
+      )
+
+      products.map do |product|
+        puts product[:id].downcase
+      end
+
+      exit 0
+    rescue StandardError => e
+      raise e
+    end
+
+    # Initialize Cryptum Session Environment
+    public_class_method def self.get_env(opts = {})
+      option_choice = opts[:option_choice]
+
+      yaml_conf_file = "#{option_choice.repo_root}/etc/coinbase_pro.yaml"
+      yaml_conf = YAML.load_file(
+        yaml_conf_file,
+        symbolize_names: true
+      )
+
+      env = yaml_conf[:prod]
+      env[:env] = :prod
+      env = yaml_conf[:sandbox] if option_choice.sandbox
+      env[:env] = :sandbox if option_choice.sandbox
+
+      env
+    rescue StandardError => e
+      raise e
+    end
+
+    # Display a List of Every UI Module
+    public_class_method def self.help
+      constants.sort
+    end
+  end
+end

data/lib/cryptum/order_book/generate.rb

@@ -0,0 +1,111 @@
+# frozen_string_literal: true
+
+require 'io/console'
+require 'json'
+require 'logger'
+require 'tty-spinner'
+
+module Cryptum
+  # This module is used to define the Order Book Data Structure
+  module OrderBook
+    module Generate
+      # Supported Method Parameters::
+      # Cryptum::OrderBook.generate(
+      #   symbol: 'required - target symbol (e.g. btc-usd)',
+      #   this_product: 'required - this_product',
+      # )
+
+      public_class_method def self.new_order_book(opts = {})
+        start_time = opts[:start_time]
+        option_choice = opts[:option_choice]
+        env = opts[:env]
+        bot_conf = opts[:bot_conf]
+
+        order_book_file = "#{option_choice.repo_root}/order_books/#{option_choice.symbol}.ORDER_BOOK.json"
+
+        order_history_meta = []
+        if File.exist?(order_book_file)
+          last_order_book = Cryptum::OrderBook.analyze(
+            order_book_file: order_book_file,
+            option_choice: option_choice
+          )
+          order_history_meta = last_order_book[:order_history_meta] unless last_order_book[:order_history_meta].empty?
+        end
+
+        # Only need to retrieve a product list once / session.
+        products = Cryptum::API.get_products(
+          option_choice: option_choice,
+          env: env
+        )
+        this_product_arr = products.select do |product|
+          product if product[:id] == option_choice.symbol.to_s.gsub('_', '-').upcase
+        end
+        this_product = this_product_arr.first
+
+        order_book = {
+          path: order_book_file,
+          symbol: option_choice.symbol,
+          open_24h: 0.00,
+          high_24h: 0.00,
+          low_24h: 0.00,
+          volume_24h: 0.00,
+          ticker_price: 0.00,
+          ticker_price_second_to_last: 0.00,
+          ticker_price_third_to_last: 0.00,
+          highest_pie_in_sky_buy_percent: 0.00,
+          highest_pie_in_sky_sell_percent: 0.00,
+          sequence: -1,
+          this_product: this_product,
+          portfolio: [],
+          fiat_portfolio: [],
+          fees: [],
+          order_plan: [],
+          last_trend_reset: Time.now.strftime('%Y-%m-%d %H:%M:%S.%N%z'),
+          last_order_exec: Time.now.strftime('%Y-%m-%d %H:%M:%S.%N%z'),
+          market_trend: {
+            buy: 0,
+            buy_start: '--',
+            buy_end: '--',
+            sell: 0,
+            sell_start: '--',
+            sell_end: '--'
+          },
+          order_history: [],
+          order_history_meta: order_history_meta
+        }
+
+        # Order History Retention ---------------------------------------#
+        # Instantiate Event History attr_accessible
+        # Object to Keep Track of Everything as Events
+        # are Parsed.
+        event_history = Cryptum::Event::History.new(
+          option_choice: option_choice,
+          start_time: start_time,
+          order_book: order_book
+        )
+
+        # Write order_book to file at session initiation
+        File.open(order_book_file, 'w') do |f|
+          f.puts order_book.to_json
+        end
+
+        event_history.order_book = order_book
+
+        event_history
+      rescue StandardError => e
+        raise e
+      end
+
+      # Display Usage for this Module
+
+      public_class_method def self.help
+        puts "USAGE:
+          order_book = #{self}.new_order_book(
+            symbol: 'required - target symbol (e.g. btc-usd)',
+            this_product: 'required - this_product'
+          )
+        "
+      end
+    end
+  end
+end

data/lib/cryptum/order_book/indicator.rb

@@ -0,0 +1,16 @@
+# frozen_string_literal: true
+
+module Cryptum
+  # This plugin is used to calculate Exponential Moving Average
+  # Price of a Symbol over time.
+
+  module OrderBook
+    class Indicator
+      attr_accessor :market_trend,
+                    :profit_margin,
+                    :weighted_avg,
+                    :action_signal,
+                    :last_action_signal
+    end
+  end
+end

data/lib/cryptum/order_book/market_trend.rb

@@ -0,0 +1,161 @@
+# frozen_string_literal: true
+
+module Cryptum
+  # This plugin is used to indicate if the order trend
+
+  module OrderBook
+    module MarketTrend
+      # Supported Method Parameters::
+      # Cryptum::OrderBook::OrderTrend.status(
+      # )
+
+      public_class_method def self.status(opts = {})
+        event_history = opts[:event_history]
+        event = opts[:event]
+        indicator_status = opts[:indicator_status]
+
+        # Decent for debugging.
+        # puts event.inspect
+
+        if event_history.reset_market_trend
+          event_history.order_book[:market_trend][:buy] = 0
+          event_history.order_book[:market_trend][:sell] = 0
+          event_history.reset_market_trend = false
+        end
+
+        buy_or_sell = event[:changes].first[0].to_s.to_sym
+        case buy_or_sell
+        when :buy
+          event_history.order_book[:market_trend][:buy] += 1
+        when :sell
+          event_history.order_book[:market_trend][:sell] += 1
+        else
+          raise "UNKNOWN Value in event[:changes] => #{buy_or_sell}"
+        end
+
+        indicator_hash = {}
+        buy_total = event_history.order_book[:market_trend][:buy].to_i
+        indicator_hash[:buy] = buy_total
+
+        sell_total = event_history.order_book[:market_trend][:sell].to_i
+        indicator_hash[:sell] = sell_total
+
+        # order_difference = 0
+        if buy_total > sell_total
+          order_difference = buy_total - sell_total
+          indicator_hash[:color] = :green
+          indicator_hash[:ui] = "BUYS UP BY #{order_difference}"
+          indicator_hash[:status] = "B#{Cryptum.up_arrow}"
+        elsif buy_total < sell_total
+          order_difference = sell_total - buy_total
+          indicator_hash[:color] = :red
+          indicator_hash[:ui] = "SELLS UP BY #{order_difference}"
+          indicator_hash[:status] = "S#{Cryptum.up_arrow}"
+        else
+          # This Condition is Met When candle_buy_tot == candle_sell_tot
+          indicator_hash[:color] = :yellow
+          indicator_hash[:ui] = 'BUYS == SELLS'
+          indicator_hash[:status] = "F#{Cryptum.up_arrow}"
+        end
+
+        indicator_status.market_trend = indicator_hash
+      rescue StandardError => e
+        raise e
+      end
+
+      public_class_method def self.reset(opts = {})
+        # IT IS ABSOLUTELY CRITICAL THIS METHOD IS AS FAST AS POSSIBLE
+        # TO AVOID TICKER PRICE SYNCING ISSUES.
+        option_choice = opts[:option_choice]
+        terminal_win = opts[:terminal_win]
+        event_history = opts[:event_history]
+        bot_conf = opts[:bot_conf]
+
+        ai_enabled = bot_conf[:artifical_intelligence]
+        gross_tpm = bot_conf[:target_profit_margin_percent].to_f
+
+        # Only retain past 24 hours of
+        # order history meta for expired and sold
+        # keep open limit sell orders indefintely
+        before_twenty_four_hrs_ago = Time.now - 86400
+        order_history = event_history.order_book[:order_history]
+        order_history_meta = event_history.order_book[:order_history_meta]
+        order_history_meta.delete_if do |ohm|
+          next unless ohm[:done_at]
+          Time.parse(ohm[:done_at]) < before_twenty_four_hrs_ago &&
+          (
+            ohm[:color].to_sym == :black ||
+            ohm[:color].to_sym == :green ||
+            ohm[:color].to_sym == :cyan ||
+            ohm[:color].to_sym == :red
+          )
+        end
+
+        # Only keep order history meta for those
+        # hashes that exist in the last order history
+        # response
+        order_history_meta.keep_if do |ohm|
+          order_history.find do |oh|
+            oh[:id] == ohm[:buy_order_id] ||
+            oh[:id] == ohm[:sell_order_id] ||
+            ohm[:color].to_sym == :black ||
+            ohm[:color].to_sym == :green
+          end
+        end
+        event_history.order_book[:order_history_meta] = order_history_meta
+
+        # Refactor TPM to be 0.01 > than fee tier,
+        # particularly as fee tier goes up or down
+        fees = event_history.order_book[:fees]
+        taker_rate = 0.5
+        taker_rate = fees[:taker_fee_rate].to_f unless fees.empty?
+        taker_fee = format('%0.2f', taker_rate * 100)
+        default_net_tpm = 3
+
+        if ai_enabled
+          low_24h = event_history.order_book[:low_24h].to_f
+          high_24h = event_history.order_book[:high_24h].to_f
+          ai_net_tpm = (1 - (low_24h / high_24h)) * 100
+          default_net_tpm = ai_net_tpm if ai_net_tpm > default_net_tpm
+        end
+
+        min_gross_tpm = format(
+          '%0.2f',
+          (taker_fee.to_f * 2) + default_net_tpm
+        )
+
+        if ai_enabled && min_gross_tpm != gross_tpm.to_s
+          bot_conf[:target_profit_margin_percent] = min_gross_tpm.to_f
+          Cryptum::BotConf.update(
+            option_choice: option_choice,
+            bot_conf: bot_conf,
+            key: :target_profit_margin_percent,
+            value: min_gross_tpm.to_f
+          )
+        end
+
+        # Reload Bot Conf (i.e. Risk Allocation)
+        terminal_win.key_press_event.key_r = true
+
+        # Reset Market Trend Counter
+        event_history.reset_market_trend = true
+        event_history.order_book[:last_trend_reset] = Time.now.strftime(
+          '%Y-%m-%d %H:%M:%S.%N%z'
+        )
+
+        # Write Order Book to Disk
+        terminal_win.key_press_event.key_w = true
+      rescue StandardError => e
+        raise e
+      end
+
+      # Display Usage for this Module
+
+      public_class_method def self.help
+        puts "USAGE:
+         order_trend_indicator_hash = #{self}.status
+        "
+      end
+    end
+  end
+end