cryptum 0.0.239 → 0.0.242

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 9b057d73b6dc443f910186d3b0b46a4a164339dc4a1e97186d122972ccd86385
-  data.tar.gz: 63f5165a718995566548d24ea63b96de478309478929e86e59c3cc2669adbafb
+  metadata.gz: 58239e6d710cb64870c47caa59a8c48cbef1b5dc008c6cb4b8307108ef75791a
+  data.tar.gz: ef6e609003c09ee228fbaee253a362a74ef866939fc96073ab2b02b2688e59b0
 SHA512:
-  metadata.gz: c1a356588d9ad3e2cef0de8141b4da05fa8c60f6ce55c29342abdafbc8e6234e688f1b2d83937c331940ff11e36e535d0b010cccb2c9657a4effc7b39e4627e1
-  data.tar.gz: 46667d4e70a3eee8f42f119073752759205c5e8cc8e49c3fc6e6c19077b4d8351506927ce646ec5335b9279f9ac811be04007e1dd908c65b72f7344a2c5ffc1e
+  metadata.gz: 1f1d21f9b7449bdfbf351c437223c4c359496d922dc569005bde20a98c339c1419db58a0206ddb44186ceea7d431984b4095bcd8ab6ece7db49a88f9dcb10156
+  data.tar.gz: 874d6e04dad3e6ff8fc555160eda33d0ba3b391df5a6dbfb0c069bf034d2105ceb6adc622c18a5400662d9dddf5aaf744cd78d196f4f08b17d28f2149cf20a7d

data/Gemfile

@@ -12,8 +12,8 @@ gemspec
 # to build appropriately.  Defer to ./reinstall_coinbot_gemset.sh
 # to review these custom flags
 gem 'addressable', '2.8.0'
-gem 'bundler', '>=2.3.12'
-gem 'bundler-audit', '0.9.0.1'
+gem 'bundler', '>=2.3.17'
+gem 'bundler-audit', '0.9.1'
 gem 'curses', '1.4.4'
 gem 'eventmachine', '1.2.7'
 gem 'faye-websocket', '0.11.1'
@@ -25,9 +25,9 @@ gem 'rdoc', '6.4.0'
 gem 'require_all', '3.0.0'
 gem 'rest-client', '2.1.0'
 gem 'rspec', '3.11.0'
-gem 'rubocop', '1.28.2'
+gem 'rubocop', '1.31.1'
 gem 'rubocop-rake', '0.6.0'
-gem 'rubocop-rspec', '2.10.0'
+gem 'rubocop-rspec', '2.12.1'
 gem 'ruby-prof', '1.4.3'
 gem 'rvm', '1.11.3.9'
 gem 'sinatra', '2.2.0'

data/build_cryptum_gem.sh

@@ -38,6 +38,12 @@ if [[ $old_ruby_version == $new_ruby_version ]]; then
   rvmsudo gem rdoc --rdoc --ri --overwrite -V cryptum
   echo "Invoking bundle-audit Gemfile Scanner..."
   rvmsudo bundle-audit
+
+  latest_gem=$(ls pkg/*.gem)
+  if [[ $latest_gem != "" ]]; then
+    echo "Pushing ${latest_gem} to RubyGems.org..."
+    rvmsudo gem push $latest_gem --debug
+  fi
 else
   cd $cryptum_root && ./upgrade_ruby.sh $new_ruby_version $old_ruby_version
 fi

data/cryptum.gemspec

@@ -21,7 +21,6 @@ Gem::Specification.new do |spec|
 
   spec.files = `git ls-files -z`.split("\x0")
   spec.executables = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
-  spec.test_files = spec.files.grep(%r{^(test|spec|features)/})
   spec.require_paths = ['lib']
 
   dev_dependency_arr = %i[

data/lib/cryptum/api.rb

@@ -85,8 +85,10 @@ module Cryptum
       api_key = env[:api_key]
       api_secret = env[:api_secret]
       api_passphrase = env[:api_passphrase]
-      api_endpoint = 'https://api.pro.coinbase.com'
+      api_endpoint = 'https://api.exchange.coinbase.com'
       api_endpoint = 'https://api-public.sandbox.pro.coinbase.com' if env[:env] == :sandbox
+      # api_endpoint = 'https://api.pro.coinbase.com'
+      # api_endpoint = 'https://api-public.sandbox.pro.coinbase.com' if env[:env] == :sandbox
       api_endpoint = opts[:api_endpoint] if opts[:api_endpoint]
 
       http_method = if opts[:http_method].nil?
@@ -244,10 +246,12 @@ module Cryptum
       product_id = option_choice.symbol.to_s.gsub('_', '-').upcase
 
       this_product = event_history.order_book[:this_product]
-      base_min_size = this_product[:base_min_size]
+      # base_min_size = this_product[:base_min_size]
+      min_market_funds = this_product[:min_market_funds]
       base_increment = this_product[:base_increment]
       quote_increment = this_product[:quote_increment]
-      crypto_smallest_size_to_buy = base_min_size.to_s.split('.')[-1].length
+      # crypto_smallest_size_to_buy = base_min_size.to_s.split('.')[-1].length
+      crypto_smallest_size_to_buy = min_market_funds.to_s.split('.')[-1].length
       crypto_smallest_decimal = base_increment.to_s.split('.')[-1].length
       fiat_smallest_decimal = quote_increment.to_s.split('.')[-1].length
 
@@ -327,10 +331,12 @@ module Cryptum
       product_id = option_choice.symbol.to_s.gsub('_', '-').upcase
 
       this_product = event_history.order_book[:this_product]
-      base_min_size = this_product[:base_min_size]
+      # base_min_size = this_product[:base_min_size]
+      min_market_funds = this_product[:min_market_funds]
       base_increment = this_product[:base_increment]
       quote_increment = this_product[:quote_increment]
-      crypto_smallest_size_to_buy = base_min_size.to_s.split('.')[-1].length
+      # crypto_smallest_size_to_buy = base_min_size.to_s.split('.')[-1].length
+      crypto_smallest_size_to_buy = min_market_funds.to_s.split('.')[-1].length
       crypto_smallest_decimal = base_increment.to_s.split('.')[-1].length
       fiat_smallest_decimal = quote_increment.to_s.split('.')[-1].length
 

data/lib/cryptum/event/buy.rb

@@ -19,7 +19,8 @@ module Cryptum
         fiat_portfolio_file = opts[:fiat_portfolio_file]
         order_history = opts[:order_history]
         crypto_smallest_decimal = opts[:crypto_smallest_decimal]
-        base_min_size = opts[:base_min_size]
+        # base_min_size = opts[:base_min_size]
+        min_market_funds = this_product[:min_market_funds]
         indicator_status = opts[:indicator_status]
 
         # Initialize some bot_conf variables
@@ -103,13 +104,13 @@ module Cryptum
           calc_fiat_to_buy - total_limit_buy_orders_open_size
         )
 
-        if base_min_size.to_i >= 1
+        if min_market_funds.to_i >= 1
           size = (
-            (calc_fiat_to_buy - total_limit_buy_orders_open_size).to_i - base_min_size.to_i
+            (calc_fiat_to_buy - total_limit_buy_orders_open_size).to_i - min_market_funds.to_i
           ).to_s
         end
 
-        if size.to_f >= base_min_size.to_f &&
+        if size.to_f >= min_market_funds.to_f &&
            total_limit_buy_order_open_tot.zero? &&
            price.to_f.positive?
           # SUBMIT BUY ORDER

data/lib/cryptum/event/sell.rb

@@ -18,7 +18,8 @@ module Cryptum
         order_type = opts[:order_type]
         fiat_smallest_decimal = opts[:fiat_smallest_decimal]
         crypto_smallest_decimal = opts[:crypto_smallest_decimal]
-        base_min_size = opts[:base_min_size]
+        # base_min_size = opts[:base_min_size]
+        min_market_funds = this_product[:min_market_funds]
         indicator_status = opts[:indicator_status]
         quote_increment = opts[:quote_increment]
 
@@ -83,9 +84,9 @@ module Cryptum
           symbol_balance_available.floor(crypto_smallest_decimal)
         )
 
-        size = symbol_balance_available if base_min_size.to_i == 1
+        size = symbol_balance_available if min_market_funds.to_i == 1
 
-        if size.to_f >= base_min_size.to_f &&
+        if size.to_f >= min_market_funds.to_f &&
            price.to_f.positive?
 
           # SUBMIT SELL ORDER

data/lib/cryptum/ui/order_execution.rb

@@ -29,10 +29,12 @@ module Cryptum
         ticker_price = event_history.order_book[:ticker_price].to_f
         open_24h = event_history.order_book[:open_24h].to_f
         this_product = event_history.order_book[:this_product]
-        base_min_size = this_product[:base_min_size]
+        # base_min_size = this_product[:base_min_size]
+        min_market_funds = this_product[:min_market_funds]
         base_increment = this_product[:base_increment]
         quote_increment = this_product[:quote_increment]
-        crypto_smallest_size_to_buy = base_min_size.to_s.split('.')[-1].length
+        # crypto_smallest_size_to_buy = base_min_size.to_s.split('.')[-1].length
+        crypto_smallest_size_to_buy = min_market_funds.to_s.split('.')[-1].length
         crypto_smallest_decimal = base_increment.to_s.split('.')[-1].length
         fiat_smallest_decimal = quote_increment.to_s.split('.')[-1].length
 
@@ -94,9 +96,11 @@ module Cryptum
                 this_order[:invest].to_f / limit_price
               )
 
-              size = size.to_i.floor if base_increment.to_i >= 1
+              # size = size.to_i.floor if base_increment.to_i >= 1
+              size = size.to_i.floor if min_market_funds.to_i >= 1
 
-              size = base_min_size if size.to_f < base_min_size.to_f
+              # size = base_min_size if size.to_f < base_min_size.to_f
+              size = min_market_funds if size.to_f < min_market_funds.to_f
 
               fiat_invested_this_order = size.to_f * price.to_f
 

data/lib/cryptum/ui/order_plan.rb

@@ -28,7 +28,8 @@ module Cryptum
         symbol_out = this_product[:id]
         quote_increment = this_product[:quote_increment]
         base_increment = this_product[:base_increment]
-        base_min_size = this_product[:base_min_size].to_f
+        # base_min_size = this_product[:base_min_size].to_f
+        min_market_funds = this_product[:min_market_funds]
 
         fiat_smallest_decimal = quote_increment.to_s.split('.')[-1].length
         crypto_smallest_decimal = base_increment.to_s.split('.')[-1].length
@@ -99,13 +100,13 @@ module Cryptum
           allocation_decimal = 0.0
           risk_target = fiat_budget * autotrade_cast_as_decimal
           risk_alloc = risk_target
-          while order_plan.map { |op| op[:invest].to_f }.sum < risk_target
+          # while order_plan.map { |op| op[:invest].to_f }.sum < risk_target
+          loop do
             # Calculate min order size
             allocation_decimal += 0.0001
             fiat_investing = risk_alloc * allocation_decimal
-            min_fiat_allowed_to_invest =  base_min_size * ticker_price
 
-            next unless fiat_investing >= min_fiat_allowed_to_invest
+            next unless fiat_investing >= min_market_funds.to_f
 
             risk_alloc = fiat_budget * autotrade_cast_as_decimal
             allocation_percent = allocation_decimal * 100
@@ -114,6 +115,12 @@ module Cryptum
             )
             profit = fiat_returning - fiat_investing
   
+            # Implemented a bugfix here to avoid a bogus single order when Tradeable
+            # Balances are low.  Ensure everything still works as expected when
+            # balances are higher.
+            break if order_plan.map { |op| op[:invest].to_f }.sum > risk_target ||
+                     allocation_percent > 100
+
             order_slice = {}
             order_slice[:plan_no] = "#{plan_no}.#{plan_no_slice}"
             order_slice[:fiat_available] = format('%0.2f', fiat_budget)

data/lib/cryptum/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module Cryptum
-  VERSION = '0.0.239'
+  VERSION = '0.0.242'
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: cryptum
 version: !ruby/object:Gem::Version
-  version: 0.0.239
+  version: 0.0.242
 platform: ruby
 authors:
 - 0day Inc.
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2022-04-26 00:00:00.000000000 Z
+date: 2022-07-05 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: addressable
@@ -30,28 +30,28 @@ dependencies:
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: 2.3.12
+        version: 2.3.17
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: 2.3.12
+        version: 2.3.17
 - !ruby/object:Gem::Dependency
   name: bundler-audit
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: 0.9.0.1
+        version: 0.9.1
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: 0.9.0.1
+        version: 0.9.1
 - !ruby/object:Gem::Dependency
   name: curses
   requirement: !ruby/object:Gem::Requirement
@@ -212,14 +212,14 @@ dependencies:
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: 1.28.2
+        version: 1.31.1
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: 1.28.2
+        version: 1.31.1
 - !ruby/object:Gem::Dependency
   name: rubocop-rake
   requirement: !ruby/object:Gem::Requirement
@@ -240,14 +240,14 @@ dependencies:
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: 2.10.0
+        version: 2.12.1
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: 2.10.0
+        version: 2.12.1
 - !ruby/object:Gem::Dependency
   name: ruby-prof
   requirement: !ruby/object:Gem::Requirement
@@ -452,21 +452,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.3.12
+rubygems_version: 3.3.16
 signing_key: 
 specification_version: 4
 summary: Coinbase Pro High-Frequency Trading Bot
-test_files:
-- spec/lib/cryptum/api_spec.rb
-- spec/lib/cryptum/event_spec.rb
-- spec/lib/cryptum/log_spec.rb
-- spec/lib/cryptum/option_spec.rb
-- spec/lib/cryptum/order_book/generate_spec.rb
-- spec/lib/cryptum/order_book/market_trend_spec.rb
-- spec/lib/cryptum/order_book_spec.rb
-- spec/lib/cryptum/ui/command_spec.rb
-- spec/lib/cryptum/ui/ticker_spec.rb
-- spec/lib/cryptum/ui_spec.rb
-- spec/lib/cryptum/web_sock_spec.rb
-- spec/lib/cryptum_spec.rb
-- spec/spec_helper.rb
+test_files: []