cryptum 0.0.241 → 0.0.244

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 717c3733e1f4ce61d75a19abfe540182342e0d0e7d7d0f72fb12b43fb98d20da
-  data.tar.gz: cb5f5df7186bc6cce6bc576ac3132d438fa2a82cbd155555760250fe4d2d3bcd
+  metadata.gz: 316f8062d1fe0f880fc55e430dadb73c7f152185d5d57b5c59fb3e2a8005434c
+  data.tar.gz: 6d5d3310379f9226d2f18dcd6856270885dbb5407156866b6d7ac5c1eb19b5d8
 SHA512:
-  metadata.gz: 9c2f76ac6550d0c6890e6bca8e778fab087aff5c7cb80feee5a61812cc702791736bfa43e1e49ba92c1a53c8b38f0fcd47ace98be4001f01334822630f17502b
-  data.tar.gz: f09dc482be150ad83b89dd531cd9035df36ea041ab3110ff99af1f7bf67c42a7c8b978d661615d04a3e543ef9a5d8a66d9c324e14ccb0752d6a9ba3e7173c631
+  metadata.gz: 5a373bd8897d8fc93a458281b8837de8ab243e623318274291380d8faceb45dfd48bcfecb65dd691f0af9498d058ad8cbc26eaa71f04a0cfb7436cb0d9f56e7c
+  data.tar.gz: af648801b8e95de180eaded40a4cf43fff55c8e9fac70318c0c72222b07b50689e607752b7d12ef3039e6a77471bb1bad334ce3876b7c4b40aa4e43fd567e924

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 2022-07-06 00:27:10 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:
@@ -23,40 +15,42 @@ 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.
+# Offense count: 2
+# This cop supports safe autocorrection (--autocorrect).
+# Configuration parameters: AllowForAlignment.
 Layout/CommentIndentation:
   Exclude:
     - 'lib/cryptum/api.rb'
+    - 'lib/cryptum/ui/order_execution.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.
+# 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:
@@ -64,15 +58,23 @@ Layout/FirstArgumentIndentation:
     - 'lib/cryptum/ui/order_execution.rb'
 
 # Offense count: 1
-# Cop supports --auto-correct.
+# This cop supports safe autocorrection (--autocorrect).
 # Configuration parameters: EnforcedStyle.
 # SupportedStyles: normal, indented_internal_methods
 Layout/IndentationConsistency:
   Exclude:
     - 'lib/cryptum/api.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: 371
 
-# Offense count: 6
+# Offense count: 7
 # Configuration parameters: CountComments, CountAsOne, ExcludedMethods, IgnoredMethods.
 # IgnoredMethods: refine
 Metrics/BlockLength:
   Max: 84
 
-# Offense count: 5
+# Offense count: 4
 # Configuration parameters: CountBlocks.
 Metrics/BlockNesting:
   Max: 4
@@ -137,22 +139,22 @@ Metrics/BlockNesting:
 # Offense count: 15
 # Configuration parameters: IgnoredMethods.
 Metrics/CyclomaticComplexity:
-  Max: 71
+  Max: 70
 
 # 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: 73
 
 # 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', '>=2.3.16'
+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', '1.30.1'
+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
@@ -89,14 +95,22 @@ module Cryptum
                 limit_price
               )
 
+              size = this_order[:invest].to_f / limit_price
+
+              loop do
+                size = size.to_f + base_increment.to_f
+                break if (size.to_f * price.to_f) > min_market_funds.to_f
+              end
+
               size = format(
-                "%0.#{crypto_smallest_size_to_buy}f",
-                this_order[:invest].to_f / limit_price
+                "%0.#{crypto_smallest_decimal}f",
+                size
               )
 
-              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
 
@@ -128,7 +142,7 @@ module Cryptum
 
               this_order[:price] = limit_price.to_s
               this_order[:size] = format(
-              "%0.#{crypto_smallest_size_to_buy}f",
+              "%0.#{crypto_smallest_decimal}f",
                 this_order[:invest].to_f / limit_price
               )
 

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
@@ -99,14 +100,16 @@ 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
             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

data/lib/cryptum/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module Cryptum
-  VERSION = '0.0.241'
+  VERSION = '0.0.244'
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: cryptum
 version: !ruby/object:Gem::Version
-  version: 0.0.241
+  version: 0.0.244
 platform: ruby
 authors:
 - 0day Inc.
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2022-06-17 00:00:00.000000000 Z
+date: 2022-07-06 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: addressable
@@ -30,14 +30,14 @@ dependencies:
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: 2.3.16
+        version: 2.3.17
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: 2.3.16
+        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: 1.30.1
+        version: 1.31.1
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: 1.30.1
+        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: 3.3.16
+rubygems_version: 3.3.17
 signing_key: 
 specification_version: 4
 summary: Coinbase Pro High-Frequency Trading Bot