cryptum 0.0.240 → 0.0.243

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 92fb2be4df82756f9968ed800bd3646052b6002b0fb41e52a5e7dbcdf6ed10f5
-  data.tar.gz: '06108e76a2295514e34539ff1190e5ece2cb6030a816116044289d2c571b63bb'
+  metadata.gz: 34234cf305eba8ee2363618c20b754da0c0bee7f7b180c83377c685b03fa4e9f
+  data.tar.gz: 92de156f6662d680730da5af3bd34e338e3d8347b0fb300f9cc25f474949693f
 SHA512:
-  metadata.gz: adc24f5f8cda5a2ac362c1d1796872af4c02cc2dd95f5230b80356c9c0ae3b06d51ea50cdd147b031402a564e614353871452df6e535a8f2602bfc542cb73e81
-  data.tar.gz: 1f13b5916b56841f1dbcd5061609a6e1f3e2fa1a64f45132a91edc822c23927e3936457d002adb1758f0b848b3d30086d99fab5e2114e8ee83692f3fadb8eb78
+  metadata.gz: efb9ae98726c5f4f0a892444b383fb307bb99854606842b24338c43cb71855333213c381c60a9bee119f6864975fa34622bfbb2551335f7ebef8aaf07bf44e36
+  data.tar.gz: adccf3ccb4a357f0cfd37da4d61724089c00e16eebd28eee36fb8bb76fc61fa837e33b59815c1ccbdbe59dfe7a7c357f09f6129864b5d2f82afc5e1f7d9029fb

data/.rubocop_todo.yml

@@ -1,21 +1,13 @@
 # This configuration was generated by
 # `rubocop --auto-gen-config`
-# on 2021-12-01 19:12:53 UTC using RuboCop version 1.23.0.
+# on 2022-07-05 23:36:07 UTC using RuboCop version 1.31.1.
 # The point is for the user to remove these configuration records
 # one by one as the offenses are removed from the code base.
 # Note that changes in the inspected code, or installation of new
 # versions of RuboCop, may require this file to be generated again.
 
 # Offense count: 1
-# Cop supports --auto-correct.
-# Configuration parameters: Include.
-# Include: **/*.gemspec
-Gemspec/RequireMFA:
-  Exclude:
-    - 'cryptum.gemspec'
-
-# Offense count: 1
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 # Configuration parameters: EnforcedStyle, IndentationWidth.
 # SupportedStyles: with_first_argument, with_fixed_indentation
 Layout/ArgumentAlignment:
@@ -23,56 +15,66 @@ Layout/ArgumentAlignment:
     - 'lib/cryptum/ui/order_execution.rb'
 
 # Offense count: 1
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 Layout/ClosingParenthesisIndentation:
   Exclude:
     - 'lib/cryptum/ui/order_execution.rb'
 
 # Offense count: 1
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
+# Configuration parameters: AllowForAlignment.
 Layout/CommentIndentation:
   Exclude:
     - 'lib/cryptum/api.rb'
 
 # Offense count: 4
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 Layout/EmptyLineAfterGuardClause:
   Exclude:
     - 'lib/cryptum/order_book/market_trend.rb'
     - 'lib/cryptum/ui/order_execution.rb'
 
 # Offense count: 2
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 Layout/EmptyLines:
   Exclude:
     - 'lib/cryptum/api.rb'
     - 'lib/cryptum/ui/order_execution.rb'
 
 # Offense count: 1
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 # Configuration parameters: AllowForAlignment, AllowBeforeTrailingComments, ForceEqualSignAlignment.
 Layout/ExtraSpacing:
   Exclude:
     - 'lib/cryptum/ui/order_plan.rb'
 
-# Offense count: 1
-# Cop supports --auto-correct.
+# Offense count: 2
+# This cop supports safe autocorrection (--autocorrect).
 # Configuration parameters: EnforcedStyle, IndentationWidth.
 # SupportedStyles: consistent, consistent_relative_to_receiver, special_for_inner_method_call, special_for_inner_method_call_in_parentheses
 Layout/FirstArgumentIndentation:
   Exclude:
     - 'lib/cryptum/ui/order_execution.rb'
 
-# Offense count: 1
-# Cop supports --auto-correct.
+# Offense count: 2
+# This cop supports safe autocorrection (--autocorrect).
 # Configuration parameters: EnforcedStyle.
 # SupportedStyles: normal, indented_internal_methods
 Layout/IndentationConsistency:
   Exclude:
     - 'lib/cryptum/api.rb'
+    - 'lib/cryptum/ui/order_execution.rb'
+
+# Offense count: 1
+# This cop supports safe autocorrection (--autocorrect).
+# Configuration parameters: IndentationWidth, EnforcedStyle.
+# SupportedStyles: spaces, tabs
+Layout/IndentationStyle:
+  Exclude:
+    - 'lib/cryptum/ui/order_execution.rb'
 
 # Offense count: 6
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 # Configuration parameters: EnforcedStyle, IndentationWidth.
 # SupportedStyles: aligned, indented
 Layout/MultilineOperationIndentation:
@@ -82,7 +84,7 @@ Layout/MultilineOperationIndentation:
     - 'lib/cryptum/ui/ticker.rb'
 
 # Offense count: 1
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 # Configuration parameters: AllowForAlignment, EnforcedStyleForExponentOperator.
 # SupportedStylesForExponentOperator: space, no_space
 Layout/SpaceAroundOperators:
@@ -90,7 +92,7 @@ Layout/SpaceAroundOperators:
     - 'lib/cryptum/ui/order_plan.rb'
 
 # Offense count: 11
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 # Configuration parameters: AllowInHeredoc.
 Layout/TrailingWhitespace:
   Exclude:
@@ -101,7 +103,7 @@ Layout/TrailingWhitespace:
     - 'lib/cryptum/ui/order_plan.rb'
     - 'lib/cryptum/ui/order_timer.rb'
 
-# Offense count: 54
+# Offense count: 51
 Lint/UselessAssignment:
   Exclude:
     - 'bin/cryptum-forecast'
@@ -121,15 +123,15 @@ Lint/UselessAssignment:
 # Offense count: 38
 # Configuration parameters: IgnoredMethods, CountRepeatedAttributes.
 Metrics/AbcSize:
-  Max: 373
+  Max: 370
 
-# Offense count: 6
+# Offense count: 7
 # Configuration parameters: CountComments, CountAsOne, ExcludedMethods, IgnoredMethods.
 # IgnoredMethods: refine
 Metrics/BlockLength:
   Max: 84
 
-# Offense count: 5
+# Offense count: 3
 # Configuration parameters: CountBlocks.
 Metrics/BlockNesting:
   Max: 4
@@ -137,22 +139,22 @@ Metrics/BlockNesting:
 # Offense count: 15
 # Configuration parameters: IgnoredMethods.
 Metrics/CyclomaticComplexity:
-  Max: 71
+  Max: 69
 
 # Offense count: 56
 # Configuration parameters: CountComments, CountAsOne, ExcludedMethods, IgnoredMethods.
 Metrics/MethodLength:
-  Max: 341
+  Max: 343
 
 # Offense count: 15
 # Configuration parameters: CountComments, CountAsOne.
 Metrics/ModuleLength:
-  Max: 542
+  Max: 538
 
 # Offense count: 16
 # Configuration parameters: IgnoredMethods.
 Metrics/PerceivedComplexity:
-  Max: 74
+  Max: 72
 
 # Offense count: 1
 # Configuration parameters: AllowedConstants.
@@ -163,7 +165,7 @@ Style/Documentation:
     - 'bin/cryptum-forecast'
 
 # Offense count: 2
-# Cop supports --auto-correct.
+# This cop supports unsafe autocorrection (--autocorrect-all).
 # Configuration parameters: EnforcedStyle.
 # SupportedStyles: left_coerce, right_coerce, single_coerce, fdiv
 Style/FloatDivision:
@@ -172,7 +174,7 @@ Style/FloatDivision:
     - 'lib/cryptum/ui/portfolio.rb'
 
 # Offense count: 1
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 # Configuration parameters: EnforcedStyle, MinBodyLength.
 # SupportedStyles: skip_modifier_ifs, always
 Style/Next:
@@ -180,45 +182,45 @@ Style/Next:
     - 'lib/cryptum/api.rb'
 
 # Offense count: 4
-# Cop supports --auto-correct.
-# Configuration parameters: Strict.
+# This cop supports safe autocorrection (--autocorrect).
+# Configuration parameters: Strict, AllowedNumbers.
 Style/NumericLiterals:
   MinDigits: 7
 
 # Offense count: 2
-# Cop supports --auto-correct.
+# This cop supports unsafe autocorrection (--autocorrect-all).
 # Configuration parameters: Methods.
 Style/RedundantArgument:
   Exclude:
     - 'lib/cryptum/ui/command.rb'
 
 # Offense count: 2
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 Style/RedundantAssignment:
   Exclude:
     - 'lib/cryptum/api.rb'
 
 # Offense count: 1
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 # Configuration parameters: AllowMultipleReturnValues.
 Style/RedundantReturn:
   Exclude:
     - 'lib/cryptum.rb'
 
 # Offense count: 2
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 Style/RedundantSelf:
   Exclude:
     - 'lib/cryptum/event/history.rb'
 
 # Offense count: 1
-# Cop supports --auto-correct.
+# This cop supports unsafe autocorrection (--autocorrect-all).
 Style/StringChars:
   Exclude:
     - 'lib/cryptum.rb'
 
 # Offense count: 2
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 # Configuration parameters: EnforcedStyle, ConsistentQuotesInMultiline.
 # SupportedStyles: single_quotes, double_quotes
 Style/StringLiterals:
@@ -227,7 +229,7 @@ Style/StringLiterals:
     - 'lib/cryptum/ui/portfolio.rb'
 
 # Offense count: 2
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 # Configuration parameters: .
 # SupportedStyles: percent, brackets
 Style/SymbolArray:
@@ -235,7 +237,7 @@ Style/SymbolArray:
   MinSize: 4
 
 # Offense count: 1
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 # Configuration parameters: EnforcedStyleForMultiline.
 # SupportedStylesForMultiline: comma, consistent_comma, no_comma
 Style/TrailingCommaInArrayLiteral:
@@ -243,8 +245,8 @@ Style/TrailingCommaInArrayLiteral:
     - 'lib/cryptum/matrix.rb'
 
 # Offense count: 10
-# Cop supports --auto-correct.
-# Configuration parameters: AllowHeredoc, AllowURI, URISchemes, IgnoreCopDirectives, IgnoredPatterns.
+# This cop supports safe autocorrection (--autocorrect).
+# Configuration parameters: AllowHeredoc, AllowURI, URISchemes, IgnoreCopDirectives, AllowedPatterns, IgnoredPatterns.
 # URISchemes: http, https
 Layout/LineLength:
   Max: 216

data/Gemfile

@@ -12,7 +12,7 @@ gemspec
 # to build appropriately.  Defer to ./reinstall_coinbot_gemset.sh
 # to review these custom flags
 gem 'addressable', '2.8.0'
-gem 'bundler', '>=2.3.14'
+gem 'bundler', '>=2.3.17'
 gem 'bundler-audit', '0.9.1'
 gem 'curses', '1.4.4'
 gem 'eventmachine', '1.2.7'
@@ -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', '1.30.0'
+gem 'rubocop', '1.31.1'
 gem 'rubocop-rake', '0.6.0'
-gem 'rubocop-rspec', '2.11.1'
+gem 'rubocop-rspec', '2.12.1'
 gem 'ruby-prof', '1.4.3'
 gem 'rvm', '1.11.3.9'
 gem 'sinatra', '2.2.0'

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 +246,8 @@ 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_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_decimal = base_increment.to_s.split('.')[-1].length
       fiat_smallest_decimal = quote_increment.to_s.split('.')[-1].length
 
@@ -327,10 +327,8 @@ 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_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_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

@@ -29,12 +29,18 @@ 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_decimal = base_increment.to_s.split('.')[-1].length
         fiat_smallest_decimal = quote_increment.to_s.split('.')[-1].length
+	crypto_smallest_size_to_buy = format(
+          "%0.#{crypto_smallest_decimal}f",
+          min_market_funds.to_f / ticker_price
+        )
+        crypto_smallest_size_to_buy = crypto_smallest_size_to_buy.to_s.split('.')[-1].length
 
         last_three_prices_arr = []
         last_ticker_price = event_history.order_book[:ticker_price].to_f
@@ -94,9 +100,10 @@ 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 = 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 +100,17 @@ 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
+
+          loop do
             # Calculate min order size
             allocation_decimal += 0.0001
+            # allocation_decimal += base_increment.to_f
             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
+
+            # fiat_investing = min_market_funds.to_f
+            # allocation_decimal = fiat_investing / ticker_price
 
             risk_alloc = fiat_budget * autotrade_cast_as_decimal
             allocation_percent = allocation_decimal * 100
@@ -114,6 +119,12 @@ 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 = '0.0.240'
+  VERSION = '0.0.243'
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: cryptum
 version: !ruby/object:Gem::Version
-  version: 0.0.240
+  version: 0.0.243
 platform: ruby
 authors:
 - 0day Inc.
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2022-05-26 00:00:00.000000000 Z
+date: 2022-07-05 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: addressable
@@ -30,14 +30,14 @@ dependencies:
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: 2.3.14
+        version: 2.3.17
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: 2.3.14
+        version: 2.3.17
 - !ruby/object:Gem::Dependency
   name: bundler-audit
   requirement: !ruby/object:Gem::Requirement
@@ -212,14 +212,14 @@ dependencies:
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: 1.30.0
+        version: 1.31.1
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: 1.30.0
+        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: 2.11.1
+        version: 2.12.1
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: 2.11.1
+        version: 2.12.1
 - !ruby/object:Gem::Dependency
   name: ruby-prof
   requirement: !ruby/object:Gem::Requirement
@@ -452,7 +452,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.3.14
+rubygems_version: 3.3.17
 signing_key: 
 specification_version: 4
 summary: Coinbase Pro High-Frequency Trading Bot