cryptum 0.0.315 → 0.0.316

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 5782ff4633552d6cde3f64425b5b51f03582a75d6c11554583468c8f63250720
-  data.tar.gz: 9f2dd4006140a57225b7cfbf6ea4a58bce3953de8ffd2ddc408e65699ed89bb9
+  metadata.gz: ff0744e9eb4220001908e4fdf5f93d9a0b5ebb8e223df6bbe376b959b79f940c
+  data.tar.gz: 4135f6a98003e8f014eb907b3ad2797ea6207553e6f00e39e0b5794828d223df
 SHA512:
-  metadata.gz: 1bb9a76cd89fdecda6135b5e68371b062a71b565e8e786f330361a2b21e9cf5a65f4b29cd2bfa496ac7ac3acd28883686779af458be1e92588b273d9e8b5ccfa
-  data.tar.gz: 6b581cb215d04766cbdc1d20cbeda2b34bc577ad9c8bd6b407b74184a376a958f2a7f718de4dc4e956bba39ced88ea27bae602d98346bb041c65eaba2d4d5804
+  metadata.gz: 0ee568899797cb81ffe7c99cb75d1b480ed2707e1cccca6e6da7e0f2a09bdb53fa1ccd542b6de47eb24c68450613e581b951828c04b6dd8d1cd2728b05315116
+  data.tar.gz: a35534a28bb3aa8dd0bf81b8a8bd8c415217d8bd56ad3fcb2ea79c47506a5347b9cc230acc0ffcbe3f1fe57a2e646cb48ff114bb1e3ec969b2a012df83798468

data/bin/cryptum

@@ -24,30 +24,28 @@ begin
   # Instantiate Our Status Indicators & History Objects
   indicator_status = Cryptum::OrderBook::Indicator.new
 
-  # Automatically Create Bot Confs if they don't
-  # Exist and Initialize Automated Trading Parameters
-  bot_conf = Cryptum::BotConf.read(option_choice: option_choice)
-
   # Initialize Curses UI
   terminal_win = Cryptum::UI.init
 
   # Generate an Order Book for Session Tracking
   # Load previous order_book_justification from
-  # Order Book File (if it exists) to preserve
-  # Order Tags and load last 180 candles from
-  # Coinbase
+  # Order Book File (if it exists)
   event_history = Cryptum::OrderBook::Generate.new_order_book(
     start_time: start_time,
     option_choice: option_choice,
-    env: env,
-    bot_conf: bot_conf,
-    terminal_win: terminal_win
+    env: env
+  )
+
+  # Automatically Create Bot Confs if they don't
+  # Exist and Initialize Automated Trading Parameters
+  bot_conf = Cryptum::BotConf.read(
+    option_choice: option_choice,
+    event_history: event_history
   )
-  terminal_win.key_press_event.key_w = true
 
   # Connect to WebSocket
   # Trigger Events as Event Data
-  # is Generated via Coinbase Pro
+  # Generated via Coinbase Pro
   # Web Socket HTTP Responses
   # Refresh UI with Event Data
   # Update "Status Indicators"

data/lib/cryptum/bot_conf.rb

@@ -8,6 +8,7 @@ module Cryptum
     # Deserialize Cryptum Bot Conf
     public_class_method def self.read(opts = {})
       option_choice = opts[:option_choice]
+      event_history = opts[:event_history]
 
       bot_conf_file = "#{option_choice.repo_root}/etc/bot_confs/#{option_choice.symbol}_bot_conf.yaml"
       unless File.exist?(bot_conf_file)
@@ -17,10 +18,123 @@ module Cryptum
         )
       end
 
-      YAML.load_file(
+      bot_conf = YAML.load_file(
         bot_conf_file,
         symbolize_names: true
       )
+
+      ai_enabled = bot_conf[:artifical_intelligence]
+      if ai_enabled && event_history
+        bot_conf = Cryptum::BotConf.recalculate_tpm(
+          option_choice: option_choice,
+          event_history: event_history,
+          bot_conf: bot_conf
+        )
+      end
+
+      bot_conf
+    rescue Errno::ENOENT, NoMethodError => e
+      File.open('/tmp/cryptum-errors.txt', 'a') do |f|
+        f.puts Time.now.strftime('%Y-%m-%d %H:%M:%S.%N %z')
+        f.puts "Module: #{self}"
+        f.puts "#{e}\n\n\n"
+      end
+
+      retry
+    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
+
+    # Update Key/Value Pair in Bot Conf and Serialize to YAML File
+    public_class_method def self.recalculate_tpm(opts = {})
+      option_choice = opts[:option_choice]
+      event_history = opts[:event_history]
+      bot_conf = opts[:bot_conf]
+
+      # BE EXTREMELY CAREFUL CHANGING THIS VALUE AS IT DICTATES
+      # THE TARGET PRICE AND SUBSEQUENT TIME IT TAKES FOR AN OPEN
+      # SELL ORDER TO BE TRIGGERED!!! SHOULD NEVER BE > 1
+      default_net_tpm = 1.0
+      maker_rate = 0.4
+      taker_rate = 0.6
+
+      gross_tpm = bot_conf[:target_profit_margin_percent].to_f
+
+      # Refactor TPM to be 1.0 > than fee tier,
+      # particularly as fee tier goes up or down
+      fees = event_history.order_book[:fees]
+      maker_rate = fees[:maker_fee_rate].to_f unless fees.empty?
+      # maker_fee = format('%0.2f', maker_rate * 100)
+
+      taker_rate = fees[:taker_fee_rate].to_f unless fees.empty?
+      # taker_fee = format('%0.2f', taker_rate * 100)
+
+      # Set default_net_tpm if AI is true in bot_conf.
+      low_24h = event_history.order_book[:low_24h].to_f
+      high_24h = event_history.order_book[:high_24h].to_f
+
+      case option_choice.market_trend_reset
+      when 604_800
+        # 1W Chart
+        ai_net_tpm = ((1 - (low_24h / high_24h)) * 100) * 7
+      when 86_400
+        # 1D Chart
+        ai_net_tpm = (1 - (low_24h / high_24h)) * 100
+      when 14_400
+        # 4H Chart
+        ai_net_tpm = ((1 - (low_24h / high_24h)) * 100) / 6
+      when 10_800
+        # 3H Chart
+        ai_net_tpm = ((1 - (low_24h / high_24h)) * 100) / 8
+      when 7_200
+        # 2H Chart
+        ai_net_tpm = ((1 - (low_24h / high_24h)) * 100) / 12
+      when 3_600
+        # 1H Chart
+        ai_net_tpm = ((1 - (low_24h / high_24h)) * 100) / 24
+      when 2_700
+        # 45m Chart
+        ai_net_tpm = (((1 - (low_24h / high_24h)) * 100) / 24) * 0.75
+      when 1_800
+        # 30m Chart
+        ai_net_tpm = (((1 - (low_24h / high_24h)) * 100) / 24) * 0.5
+      when 900
+        # 15m Chart
+        ai_net_tpm = (((1 - (low_24h / high_24h)) * 100) / 24) * 0.25
+      when 300
+        # 5m Chart
+        ai_net_tpm = (((1 - (low_24h / high_24h)) * 100) / 24) * 0.083
+      when 180
+        # 3m Chart
+        ai_net_tpm = (((1 - (low_24h / high_24h)) * 100) / 24) * 0.05
+      when 60
+        # 1m Chart
+        ai_net_tpm = (((1 - (low_24h / high_24h)) * 100) / 24) * 0.017
+      end
+
+      default_net_tpm = ai_net_tpm if ai_net_tpm > default_net_tpm
+
+      min_gross_tpm = format(
+        '%0.2f',
+        (maker_rate.to_f + taker_rate.to_f) + default_net_tpm
+      )
+
+      if 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
+
+      bot_conf
     rescue Errno::ENOENT, NoMethodError => e
       File.open('/tmp/cryptum-errors.txt', 'a') do |f|
         f.puts Time.now.strftime('%Y-%m-%d %H:%M:%S.%N %z')
@@ -65,6 +179,7 @@ module Cryptum
       Curses.close_screen
       raise e
     end
+
     # Display Usage for this Module
 
     public_class_method def self.help

data/lib/cryptum/event/bot_conf.rb

@@ -14,7 +14,11 @@ module Cryptum
 
         event_history.recalculate_order_plan = true
         terminal_win.key_press_event.key_r = false
-        Cryptum.read_bot_conf(option_choice: option_choice)
+
+        Cryptum::BotConf.read(
+          option_choice: option_choice,
+          event_history: event_history
+        )
       rescue StandardError => e
         raise e
       end

data/lib/cryptum/order_book/generate.rb

@@ -19,7 +19,6 @@ module Cryptum
         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"
 

data/lib/cryptum/order_book/market_trend.rb

@@ -65,13 +65,8 @@ module Cryptum
       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
         # order_history = event_history.order_book[:order_history]
         # order_history_meta = event_history.order_book[:order_history_meta]
 
@@ -109,83 +104,6 @@ module Cryptum
         # 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]
-        maker_rate = 0.4
-        maker_rate = fees[:maker_fee_rate].to_f unless fees.empty?
-        maker_fee = format('%0.2f', maker_rate * 100)
-
-        taker_rate = 0.6
-        taker_rate = fees[:taker_fee_rate].to_f unless fees.empty?
-        taker_fee = format('%0.2f', taker_rate * 100)
-        # BE EXTREMELY CAREFUL CHANGING THIS VALUE AS IT DICTATES
-        # THE TARGET PRICE AND SUBSEQUENT TIME IT TAKES FOR AN OPEN
-        # SELL ORDER TO BE TRIGGERED!!! SHOULD NEVER BE > 1
-        default_net_tpm = 1
-
-        if ai_enabled
-          # Set default_net_tpm if AI is true in bot_conf.
-          low_24h = event_history.order_book[:low_24h].to_f
-          high_24h = event_history.order_book[:high_24h].to_f
-
-          case option_choice.market_trend_reset
-          when 604_800
-            # 1W Chart
-            ai_net_tpm = ((1 - (low_24h / high_24h)) * 100) * 7
-          when 86_400
-            # 1D Chart
-            ai_net_tpm = (1 - (low_24h / high_24h)) * 100
-          when 14_400
-            # 4H Chart
-            ai_net_tpm = ((1 - (low_24h / high_24h)) * 100) / 6
-          when 10_800
-            # 3H Chart
-            ai_net_tpm = ((1 - (low_24h / high_24h)) * 100) / 8
-          when 7_200
-            # 2H Chart
-            ai_net_tpm = ((1 - (low_24h / high_24h)) * 100) / 12
-          when 3_600
-            # 1H Chart
-            ai_net_tpm = ((1 - (low_24h / high_24h)) * 100) / 24
-          when 2_700
-            # 45m Chart
-            ai_net_tpm = (((1 - (low_24h / high_24h)) * 100) / 24) * 0.75
-          when 1_800
-            # 30m Chart
-            ai_net_tpm = (((1 - (low_24h / high_24h)) * 100) / 24) * 0.5
-          when 900
-            # 15m Chart
-            ai_net_tpm = (((1 - (low_24h / high_24h)) * 100) / 24) * 0.25
-          when 300
-            # 5m Chart
-            ai_net_tpm = (((1 - (low_24h / high_24h)) * 100) / 24) * 0.083
-          when 180
-            # 3m Chart
-            ai_net_tpm = (((1 - (low_24h / high_24h)) * 100) / 24) * 0.05
-          when 60
-            # 1m Chart
-            ai_net_tpm = (((1 - (low_24h / high_24h)) * 100) / 24) * 0.017
-          end
-
-          default_net_tpm = ai_net_tpm if ai_net_tpm > default_net_tpm
-        end
-
-        min_gross_tpm = format(
-          '%0.2f',
-          (maker_fee.to_f + taker_fee.to_f) + 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
-
         # Reset Market Trend Counter
         event_history.order_book[:market_trend][:buy] = 0
         event_history.order_book[:market_trend][:sell] = 0

data/lib/cryptum/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module Cryptum
-  VERSION = '0.0.315'
+  VERSION = '0.0.316'
 end

data/lib/cryptum/web_sock/event_machine.rb

@@ -17,6 +17,7 @@ module Cryptum
         terminal_win = opts[:terminal_win]
         event_history = opts[:event_history]
         indicator_status = opts[:indicator_status]
+        bot_conf = opts[:bot_conf]
 
         max_conn_attempts = 30
         conn_attempt = 0
@@ -25,10 +26,6 @@ module Cryptum
           conn_attempt += 1
           event_history.reconnected = true if conn_attempt > 1
 
-          # Automatically Create Bot Configs if they don't
-          # Exist and Initialize Automated Trading Parameters
-          bot_conf = Cryptum.read_bot_conf(option_choice: option_choice)
-
           EM.run do
             # Iterate as fast as possible
             # This ensures candle timing is accurate
@@ -215,19 +212,11 @@ module Cryptum
                 # Reload Bot Conf (i.e. Risk Allocation),
                 # Recalculate Order Plan, and Write to File
                 terminal_win.key_press_event.key_r = true
-
-                # Write Order Book to Disk
-                # terminal_win.key_press_event.key_w = true
               end
             end
 
             EM.add_periodic_timer(option_choice.market_trend_reset) do
-              Cryptum::OrderBook::MarketTrend.reset(
-                option_choice: option_choice,
-                terminal_win: terminal_win,
-                event_history: event_history,
-                bot_conf: bot_conf
-              )
+              Cryptum::OrderBook::MarketTrend.reset(event_history: event_history)
 
               # Reload Bot Conf (i.e. Risk Allocation)
               # Recalculate Order Plan, and Write to File

data/lib/cryptum.rb

@@ -61,68 +61,7 @@ module Cryptum
     '_'
   end
 
-  # Deserialize Cryptum Bot Conf
-  public_class_method def self.read_bot_conf(opts = {})
-    option_choice = opts[:option_choice]
-
-    bot_conf_file = "#{option_choice.repo_root}/etc/bot_confs/#{option_choice.symbol}_bot_conf.yaml"
-    unless File.exist?(bot_conf_file)
-      FileUtils.cp(
-        "#{option_choice.repo_root}/etc/bot_confs/BOT_CONF.TEMPLATE",
-        bot_conf_file
-      )
-    end
-
-    YAML.load_file(
-      bot_conf_file,
-      symbolize_names: true
-    )
-  rescue Errno::ENOENT, NoMethodError => e
-    File.open('/tmp/cryptum-errors.txt', 'a') do |f|
-      f.puts Time.now.strftime('%Y-%m-%d %H:%M:%S.%N %z')
-      f.puts "Module: #{self}"
-      f.puts "#{e}\n\n\n"
-    end
-
-    retry
-  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
-
-  # Update Key/Value Pair in Bot Conf and Serialize to YAML File
-  public_class_method def self.update_bot_conf_key(opts = {})
-    option_choice = opts[:option_choice]
-    bot_conf = opts[:bot_conf]
-    key = opts[:key].to_s.to_sym
-    value = opts[:value]
-
-    bot_conf_file = "#{option_choice.repo_root}/etc/bot_confs/#{option_choice.symbol}_bot_conf.yaml"
-
-    bot_conf[key] = value
-    File.write(bot_conf_file, bot_conf.to_yaml)
-  rescue Errno::ENOENT, NoMethodError => e
-    File.open('/tmp/cryptum-errors.txt', 'a') do |f|
-      f.puts Time.now.strftime('%Y-%m-%d %H:%M:%S.%N %z')
-      f.puts "Module: #{self}"
-      f.puts "#{e}\n\n\n"
-    end
-
-    retry
-  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
-
-  # Update Key/Value Pair in Bot Conf and Serialize to YAML File
+  # Add Commas to Large Numbers to Make it Easier to Read
   public_class_method def self.beautify_large_number(opts = {})
     value = opts[:value].to_s
 

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: cryptum
 version: !ruby/object:Gem::Version
-  version: 0.0.315
+  version: 0.0.316
 platform: ruby
 authors:
 - 0day Inc.