cryptum 0.0.242 → 0.0.243

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data/.rubocop_todo.yml CHANGED
@@ -1,21 +1,13 @@
1
1
  # This configuration was generated by
2
2
  # `rubocop --auto-gen-config`
3
- # on 2021-12-01 19:12:53 UTC using RuboCop version 1.23.0.
3
+ # on 2022-07-05 23:36:07 UTC using RuboCop version 1.31.1.
4
4
  # The point is for the user to remove these configuration records
5
5
  # one by one as the offenses are removed from the code base.
6
6
  # Note that changes in the inspected code, or installation of new
7
7
  # versions of RuboCop, may require this file to be generated again.
8
8
 
9
9
  # Offense count: 1
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- # Cop supports --auto-correct.
11
- # Configuration parameters: Include.
12
- # Include: **/*.gemspec
13
- Gemspec/RequireMFA:
14
- Exclude:
15
- - 'cryptum.gemspec'
16
-
17
- # Offense count: 1
18
- # Cop supports --auto-correct.
10
+ # This cop supports safe autocorrection (--autocorrect).
19
11
  # Configuration parameters: EnforcedStyle, IndentationWidth.
20
12
  # SupportedStyles: with_first_argument, with_fixed_indentation
21
13
  Layout/ArgumentAlignment:
@@ -23,56 +15,66 @@ Layout/ArgumentAlignment:
23
15
  - 'lib/cryptum/ui/order_execution.rb'
24
16
 
25
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  # Offense count: 1
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- # Cop supports --auto-correct.
18
+ # This cop supports safe autocorrection (--autocorrect).
27
19
  Layout/ClosingParenthesisIndentation:
28
20
  Exclude:
29
21
  - 'lib/cryptum/ui/order_execution.rb'
30
22
 
31
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  # Offense count: 1
32
- # Cop supports --auto-correct.
24
+ # This cop supports safe autocorrection (--autocorrect).
25
+ # Configuration parameters: AllowForAlignment.
33
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  Layout/CommentIndentation:
34
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  Exclude:
35
28
  - 'lib/cryptum/api.rb'
36
29
 
37
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  # Offense count: 4
38
- # Cop supports --auto-correct.
31
+ # This cop supports safe autocorrection (--autocorrect).
39
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  Layout/EmptyLineAfterGuardClause:
40
33
  Exclude:
41
34
  - 'lib/cryptum/order_book/market_trend.rb'
42
35
  - 'lib/cryptum/ui/order_execution.rb'
43
36
 
44
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  # Offense count: 2
45
- # Cop supports --auto-correct.
38
+ # This cop supports safe autocorrection (--autocorrect).
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  Layout/EmptyLines:
47
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  Exclude:
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  - 'lib/cryptum/api.rb'
49
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  - 'lib/cryptum/ui/order_execution.rb'
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51
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  # Offense count: 1
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- # Cop supports --auto-correct.
45
+ # This cop supports safe autocorrection (--autocorrect).
53
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  # Configuration parameters: AllowForAlignment, AllowBeforeTrailingComments, ForceEqualSignAlignment.
54
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  Layout/ExtraSpacing:
55
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  Exclude:
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  - 'lib/cryptum/ui/order_plan.rb'
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- # Offense count: 1
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- # Cop supports --auto-correct.
51
+ # Offense count: 2
52
+ # This cop supports safe autocorrection (--autocorrect).
60
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  # Configuration parameters: EnforcedStyle, IndentationWidth.
61
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  # SupportedStyles: consistent, consistent_relative_to_receiver, special_for_inner_method_call, special_for_inner_method_call_in_parentheses
62
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  Layout/FirstArgumentIndentation:
63
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  Exclude:
64
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  - 'lib/cryptum/ui/order_execution.rb'
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- # Offense count: 1
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- # Cop supports --auto-correct.
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+ # Offense count: 2
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+ # This cop supports safe autocorrection (--autocorrect).
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  # Configuration parameters: EnforcedStyle.
69
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  # SupportedStyles: normal, indented_internal_methods
70
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  Layout/IndentationConsistency:
71
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  Exclude:
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  - 'lib/cryptum/api.rb'
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+ - 'lib/cryptum/ui/order_execution.rb'
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+
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+ # Offense count: 1
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+ # This cop supports safe autocorrection (--autocorrect).
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+ # Configuration parameters: IndentationWidth, EnforcedStyle.
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+ # SupportedStyles: spaces, tabs
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+ Layout/IndentationStyle:
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+ Exclude:
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+ - 'lib/cryptum/ui/order_execution.rb'
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74
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  # Offense count: 6
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- # Cop supports --auto-correct.
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+ # This cop supports safe autocorrection (--autocorrect).
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  # Configuration parameters: EnforcedStyle, IndentationWidth.
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  # SupportedStyles: aligned, indented
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  Layout/MultilineOperationIndentation:
@@ -82,7 +84,7 @@ Layout/MultilineOperationIndentation:
82
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  - 'lib/cryptum/ui/ticker.rb'
83
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84
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  # Offense count: 1
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- # Cop supports --auto-correct.
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+ # This cop supports safe autocorrection (--autocorrect).
86
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  # Configuration parameters: AllowForAlignment, EnforcedStyleForExponentOperator.
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  # SupportedStylesForExponentOperator: space, no_space
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  Layout/SpaceAroundOperators:
@@ -90,7 +92,7 @@ Layout/SpaceAroundOperators:
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  - 'lib/cryptum/ui/order_plan.rb'
91
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  # Offense count: 11
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- # Cop supports --auto-correct.
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+ # This cop supports safe autocorrection (--autocorrect).
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  # Configuration parameters: AllowInHeredoc.
95
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  Layout/TrailingWhitespace:
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  Exclude:
@@ -101,7 +103,7 @@ Layout/TrailingWhitespace:
101
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  - 'lib/cryptum/ui/order_plan.rb'
102
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  - 'lib/cryptum/ui/order_timer.rb'
103
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104
- # Offense count: 54
106
+ # Offense count: 51
105
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  Lint/UselessAssignment:
106
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  Exclude:
107
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  - 'bin/cryptum-forecast'
@@ -121,15 +123,15 @@ Lint/UselessAssignment:
121
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  # Offense count: 38
122
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  # Configuration parameters: IgnoredMethods, CountRepeatedAttributes.
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  Metrics/AbcSize:
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- Max: 373
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+ Max: 370
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- # Offense count: 6
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+ # Offense count: 7
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  # Configuration parameters: CountComments, CountAsOne, ExcludedMethods, IgnoredMethods.
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  # IgnoredMethods: refine
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  Metrics/BlockLength:
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  Max: 84
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- # Offense count: 5
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+ # Offense count: 3
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  # Configuration parameters: CountBlocks.
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  Metrics/BlockNesting:
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  Max: 4
@@ -137,22 +139,22 @@ Metrics/BlockNesting:
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  # Offense count: 15
138
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  # Configuration parameters: IgnoredMethods.
139
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  Metrics/CyclomaticComplexity:
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- Max: 71
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+ Max: 69
141
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  # Offense count: 56
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  # Configuration parameters: CountComments, CountAsOne, ExcludedMethods, IgnoredMethods.
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  Metrics/MethodLength:
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- Max: 341
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+ Max: 343
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  # Offense count: 15
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  # Configuration parameters: CountComments, CountAsOne.
149
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  Metrics/ModuleLength:
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- Max: 542
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+ Max: 538
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  # Offense count: 16
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  # Configuration parameters: IgnoredMethods.
154
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  Metrics/PerceivedComplexity:
155
- Max: 74
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+ Max: 72
156
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  # Offense count: 1
158
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  # Configuration parameters: AllowedConstants.
@@ -163,7 +165,7 @@ Style/Documentation:
163
165
  - 'bin/cryptum-forecast'
164
166
 
165
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  # Offense count: 2
166
- # Cop supports --auto-correct.
168
+ # This cop supports unsafe autocorrection (--autocorrect-all).
167
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  # Configuration parameters: EnforcedStyle.
168
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  # SupportedStyles: left_coerce, right_coerce, single_coerce, fdiv
169
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  Style/FloatDivision:
@@ -172,7 +174,7 @@ Style/FloatDivision:
172
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  - 'lib/cryptum/ui/portfolio.rb'
173
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174
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  # Offense count: 1
175
- # Cop supports --auto-correct.
177
+ # This cop supports safe autocorrection (--autocorrect).
176
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  # Configuration parameters: EnforcedStyle, MinBodyLength.
177
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  # SupportedStyles: skip_modifier_ifs, always
178
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  Style/Next:
@@ -180,45 +182,45 @@ Style/Next:
180
182
  - 'lib/cryptum/api.rb'
181
183
 
182
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  # Offense count: 4
183
- # Cop supports --auto-correct.
184
- # Configuration parameters: Strict.
185
+ # This cop supports safe autocorrection (--autocorrect).
186
+ # Configuration parameters: Strict, AllowedNumbers.
185
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  Style/NumericLiterals:
186
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  MinDigits: 7
187
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188
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  # Offense count: 2
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- # Cop supports --auto-correct.
191
+ # This cop supports unsafe autocorrection (--autocorrect-all).
190
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  # Configuration parameters: Methods.
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  Style/RedundantArgument:
192
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  Exclude:
193
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  - 'lib/cryptum/ui/command.rb'
194
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195
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  # Offense count: 2
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- # Cop supports --auto-correct.
198
+ # This cop supports safe autocorrection (--autocorrect).
197
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  Style/RedundantAssignment:
198
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  Exclude:
199
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  - 'lib/cryptum/api.rb'
200
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201
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  # Offense count: 1
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- # Cop supports --auto-correct.
204
+ # This cop supports safe autocorrection (--autocorrect).
203
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  # Configuration parameters: AllowMultipleReturnValues.
204
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  Style/RedundantReturn:
205
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  Exclude:
206
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  - 'lib/cryptum.rb'
207
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208
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  # Offense count: 2
209
- # Cop supports --auto-correct.
211
+ # This cop supports safe autocorrection (--autocorrect).
210
212
  Style/RedundantSelf:
211
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  Exclude:
212
214
  - 'lib/cryptum/event/history.rb'
213
215
 
214
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  # Offense count: 1
215
- # Cop supports --auto-correct.
217
+ # This cop supports unsafe autocorrection (--autocorrect-all).
216
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  Style/StringChars:
217
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  Exclude:
218
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  - 'lib/cryptum.rb'
219
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220
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  # Offense count: 2
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- # Cop supports --auto-correct.
223
+ # This cop supports safe autocorrection (--autocorrect).
222
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  # Configuration parameters: EnforcedStyle, ConsistentQuotesInMultiline.
223
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  # SupportedStyles: single_quotes, double_quotes
224
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  Style/StringLiterals:
@@ -227,7 +229,7 @@ Style/StringLiterals:
227
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  - 'lib/cryptum/ui/portfolio.rb'
228
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229
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  # Offense count: 2
230
- # Cop supports --auto-correct.
232
+ # This cop supports safe autocorrection (--autocorrect).
231
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  # Configuration parameters: .
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  # SupportedStyles: percent, brackets
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  Style/SymbolArray:
@@ -235,7 +237,7 @@ Style/SymbolArray:
235
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  MinSize: 4
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  # Offense count: 1
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- # Cop supports --auto-correct.
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+ # This cop supports safe autocorrection (--autocorrect).
239
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  # Configuration parameters: EnforcedStyleForMultiline.
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  # SupportedStylesForMultiline: comma, consistent_comma, no_comma
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  Style/TrailingCommaInArrayLiteral:
@@ -243,8 +245,8 @@ Style/TrailingCommaInArrayLiteral:
243
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  - 'lib/cryptum/matrix.rb'
244
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  # Offense count: 10
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- # Cop supports --auto-correct.
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- # Configuration parameters: AllowHeredoc, AllowURI, URISchemes, IgnoreCopDirectives, IgnoredPatterns.
248
+ # This cop supports safe autocorrection (--autocorrect).
249
+ # Configuration parameters: AllowHeredoc, AllowURI, URISchemes, IgnoreCopDirectives, AllowedPatterns, IgnoredPatterns.
248
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  # URISchemes: http, https
249
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  Layout/LineLength:
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  Max: 216
data/lib/cryptum/api.rb CHANGED
@@ -246,12 +246,8 @@ module Cryptum
246
246
  product_id = option_choice.symbol.to_s.gsub('_', '-').upcase
247
247
 
248
248
  this_product = event_history.order_book[:this_product]
249
- # base_min_size = this_product[:base_min_size]
250
- min_market_funds = this_product[:min_market_funds]
251
249
  base_increment = this_product[:base_increment]
252
250
  quote_increment = this_product[:quote_increment]
253
- # crypto_smallest_size_to_buy = base_min_size.to_s.split('.')[-1].length
254
- crypto_smallest_size_to_buy = min_market_funds.to_s.split('.')[-1].length
255
251
  crypto_smallest_decimal = base_increment.to_s.split('.')[-1].length
256
252
  fiat_smallest_decimal = quote_increment.to_s.split('.')[-1].length
257
253
 
@@ -331,12 +327,8 @@ module Cryptum
331
327
  product_id = option_choice.symbol.to_s.gsub('_', '-').upcase
332
328
 
333
329
  this_product = event_history.order_book[:this_product]
334
- # base_min_size = this_product[:base_min_size]
335
- min_market_funds = this_product[:min_market_funds]
336
330
  base_increment = this_product[:base_increment]
337
331
  quote_increment = this_product[:quote_increment]
338
- # crypto_smallest_size_to_buy = base_min_size.to_s.split('.')[-1].length
339
- crypto_smallest_size_to_buy = min_market_funds.to_s.split('.')[-1].length
340
332
  crypto_smallest_decimal = base_increment.to_s.split('.')[-1].length
341
333
  fiat_smallest_decimal = quote_increment.to_s.split('.')[-1].length
342
334
 
@@ -34,9 +34,13 @@ module Cryptum
34
34
  base_increment = this_product[:base_increment]
35
35
  quote_increment = this_product[:quote_increment]
36
36
  # crypto_smallest_size_to_buy = base_min_size.to_s.split('.')[-1].length
37
- crypto_smallest_size_to_buy = min_market_funds.to_s.split('.')[-1].length
38
37
  crypto_smallest_decimal = base_increment.to_s.split('.')[-1].length
39
38
  fiat_smallest_decimal = quote_increment.to_s.split('.')[-1].length
39
+ crypto_smallest_size_to_buy = format(
40
+ "%0.#{crypto_smallest_decimal}f",
41
+ min_market_funds.to_f / ticker_price
42
+ )
43
+ crypto_smallest_size_to_buy = crypto_smallest_size_to_buy.to_s.split('.')[-1].length
40
44
 
41
45
  last_three_prices_arr = []
42
46
  last_ticker_price = event_history.order_book[:ticker_price].to_f
@@ -97,10 +101,9 @@ module Cryptum
97
101
  )
98
102
 
99
103
  # size = size.to_i.floor if base_increment.to_i >= 1
100
- size = size.to_i.floor if min_market_funds.to_i >= 1
101
104
 
102
105
  # size = base_min_size if size.to_f < base_min_size.to_f
103
- size = min_market_funds if size.to_f < min_market_funds.to_f
106
+ # size = min_market_funds if size.to_f < min_market_funds.to_f
104
107
 
105
108
  fiat_invested_this_order = size.to_f * price.to_f
106
109
 
@@ -100,14 +100,18 @@ module Cryptum
100
100
  allocation_decimal = 0.0
101
101
  risk_target = fiat_budget * autotrade_cast_as_decimal
102
102
  risk_alloc = risk_target
103
- # while order_plan.map { |op| op[:invest].to_f }.sum < risk_target
103
+
104
104
  loop do
105
105
  # Calculate min order size
106
106
  allocation_decimal += 0.0001
107
+ # allocation_decimal += base_increment.to_f
107
108
  fiat_investing = risk_alloc * allocation_decimal
108
109
 
109
110
  next unless fiat_investing >= min_market_funds.to_f
110
111
 
112
+ # fiat_investing = min_market_funds.to_f
113
+ # allocation_decimal = fiat_investing / ticker_price
114
+
111
115
  risk_alloc = fiat_budget * autotrade_cast_as_decimal
112
116
  allocation_percent = allocation_decimal * 100
113
117
  fiat_returning = fiat_investing + (
@@ -1,5 +1,5 @@
1
1
  # frozen_string_literal: true
2
2
 
3
3
  module Cryptum
4
- VERSION = '0.0.242'
4
+ VERSION = '0.0.243'
5
5
  end
metadata CHANGED
@@ -1,7 +1,7 @@
1
1
  --- !ruby/object:Gem::Specification
2
2
  name: cryptum
3
3
  version: !ruby/object:Gem::Version
4
- version: 0.0.242
4
+ version: 0.0.243
5
5
  platform: ruby
6
6
  authors:
7
7
  - 0day Inc.
@@ -452,7 +452,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
452
452
  - !ruby/object:Gem::Version
453
453
  version: '0'
454
454
  requirements: []
455
- rubygems_version: 3.3.16
455
+ rubygems_version: 3.3.17
456
456
  signing_key:
457
457
  specification_version: 4
458
458
  summary: Coinbase Pro High-Frequency Trading Bot