Catch up to root master (#3)

* cap3: 1 - implement liabilities for XLM

* cap3: 2 - integrate liabilities into willOversell and willOverbuy methods

* cap3: 3 - remove fractionalReserveMultiplier cli arg

* cap3: 4 - offers in the same tx will contribute to liabilities, incorporate into cachedLiabilities

* cap3: 5 - handle case of setting incrementalBuy for native asset

* cap3: 6 - refactored willOversell and willOverbuy to extract common offer logic

* cap3: 7 - added support for checking XLM fee and min reserves

* cap3: 8 - update ordering of operations in strategies (sellSideStrategy, mirrorStrategy) when not all offers can be placed — always place inside orders first

* cap3: 9 - native fee inclusion checks source/trader account usage

* cap3: 10 - delete offer if nothing was created and we were planning to modify an existing offer

* cap3: 11 - prepend deleteOps so we "free" up our liabilities capacity to place the new/modified offers

* cap3: 12 - better error propagation from sdex.createModifySellOffer

* cap3: 13 - extracted liability updates after placing/modifying offers to callers in sellSideStrategy and mirrorStrategy

* cap3: 14 - prepend deleteOps for mirror strategy too

* cap3: 15 - log liabilities in trader.go after resetting and after updating ops

* cap3: 16 - add liabilities in mirror strat

* cap3: 17 - added support for partial offers in sellSideStrategy, refactored updateSellLevel

* cap3: 18 - updated comment when resetting cached liabilities

* cap3: 19 - add current offer amounts to liabilities when not modifying an offer

* cap3: 20 - add a caching layer for asset balances to reduce requests

* cap3: 21 - cleaner logging of asset balance and trust amounts

* cap3: 22 - let new capacity constraint system handle max limits for sellSideStrategy

* cap3: 23 - reset caches before pruning and updating operations

* cap3: 24 - update CHANGELOG

* new release: v1.0.0-rc2

* expand assets allowed to use with the Kraken exchange, fixes #13

* new release: v1.0.0-rc3

* remove default rate offset percent from sample strategy config files

* Print strat (#15)

* Update trade.go

* Update trade.go

* Update trade.go

* enable Travis CI, closes #17 (#18)

* enable Travis CI

* go_import_path

* travis: ./bin/kelp version

* doc clarify full path needed for configs (#16)

.travis.yml

@@ -0,0 +1,17 @@
+language: go
+
+go_import_path: github.com/lightyeario/kelp
+
+go:
+- "1.10.x"
+- "1.11"
+
+before_install:
+- curl https://glide.sh/get | sh
+
+install:
+- glide install
+
+script:
+- ./scripts/build.sh
+- ./bin/kelp version

CHANGELOG.md

@@ -4,23 +4,38 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](http://keepachangelog.com/en/1.0.0/)
 and this project adheres to [Semantic Versioning](http://semver.org/spec/v2.0.0.html).
 
+
 ## [Unreleased]
 
 ### Added
-- This CHANGELOG file
 
 ### Changed
-- Updated dependency `github.com/stellar/go` to latest version `5bbd27814a3ffca9aeffcbd75a09a6164959776a`, run `glide up` to update this dependency
 
 ### Deprecated
 
 ### Removed
 
 ### Fixed
-- If `SOURCE_SECRET_SEED` is missing or empty then the bot will not crash now.
 
 ### Security
 
+## [v1.0.0-rc3] - 2018-09-29
+
+### Added
+- support for all currencies available on Kraken
+
+## [v1.0.0-rc2] - 2018-09-28
+
+### Added
+- This CHANGELOG file
+
+### Changed
+- Updated dependency `github.com/stellar/go` to latest version `5bbd27814a3ffca9aeffcbd75a09a6164959776a`, run `glide up` to update this dependency
+
+### Fixed
+- If `SOURCE_SECRET_SEED` is missing or empty then the bot will not crash now.
+- support for [CAP-0003](https://github.com/stellar/stellar-protocol/blob/master/core/cap-0003.md) introduced in stellar-core protocol v10 ([issue #2](https://github.com/lightyeario/kelp/issues/2))
+
 
 ## v1.0.0-rc1 - 2018-08-13
 
@@ -31,4 +46,6 @@ and this project adheres to [Semantic Versioning](http://semver.org/spec/v2.0.0.
 - Configuration file based approach to setting up a bot
 - Documentation on existing capabilities
 
-[Unreleased]: https://github.com/lightyeario/kelp/compare/v1.0.0-rc1...HEAD
+[Unreleased]: https://github.com/lightyeario/kelp/compare/v1.0.0-rc3...HEAD
+[v1.0.0-rc3]: https://github.com/lightyeario/kelp/compare/v1.0.0-rc2...v1.0.0-rc3
+[v1.0.0-rc2]: https://github.com/lightyeario/kelp/compare/v1.0.0-rc1...v1.0.0-rc2

README.md

@@ -4,6 +4,7 @@
 [![Github All Releases](https://img.shields.io/github/downloads/lightyeario/kelp/total.svg?style=for-the-badge)][github-releases]
 [![license](https://img.shields.io/badge/License-Apache%202.0-blue.svg?style=for-the-badge&longCache=true)][license-apache]
 
+[![Build Status](https://travis-ci.com/lightyeario/kelp.svg?branch=master)](https://travis-ci.com/lightyeario/kelp)
 [![GitHub issues](https://img.shields.io/github/issues/lightyeario/kelp.svg?style=flat-square&longCache=true)][github-issues]
 [![GitHub closed issues](https://img.shields.io/github/issues-closed/lightyeario/kelp.svg?style=flat-square&longCache=true)][github-issues-closed]
 [![GitHub pull requests](https://img.shields.io/github/issues-pr/lightyeario/kelp.svg?style=flat-square&longCache=true)][github-pulls]
@@ -54,24 +55,24 @@ There is **one** binary associated with this project: `kelp`. Once the binary is
 
 You can find the pre-compiled binary for your platform from the [Github Releases Page][github-releases].
 
-Here is a list of binaries for the most recent release **v1.0.0-rc1**:
+Here is a list of binaries for the most recent release **v1.0.0-rc3**:
 
 | Platform       | Architecture | Binary File Name |
 | -------------- | ------------ | ---------------- |
-| MacOS (Darwin) | 64-bit       | [kelp-v1.0.0-rc1-darwin-amd64.tar](https://github.com/lightyeario/kelp/releases/download/v1.0.0-rc1/kelp-v1.0.0-rc1-darwin-amd64.tar) |
-| Windows        | 64-bit       | [kelp-v1.0.0-rc1-windows-amd64.tar](https://github.com/lightyeario/kelp/releases/download/v1.0.0-rc1/kelp-v1.0.0-rc1-windows-amd64.tar) |
-| Linux          | 64-bit       | [kelp-v1.0.0-rc1-linux-amd64.tar](https://github.com/lightyeario/kelp/releases/download/v1.0.0-rc1/kelp-v1.0.0-rc1-linux-amd64.tar) |
-| Linux          | 64-bit arm   | [kelp-v1.0.0-rc1-linux-arm64.tar](https://github.com/lightyeario/kelp/releases/download/v1.0.0-rc1/kelp-v1.0.0-rc1-linux-arm64.tar) |
-| Linux          | 32-bit arm5  | [kelp-v1.0.0-rc1-linux-arm5.tar](https://github.com/lightyeario/kelp/releases/download/v1.0.0-rc1/kelp-v1.0.0-rc1-linux-arm5.tar) |
-| Linux          | 32-bit arm6  | [kelp-v1.0.0-rc1-linux-arm6.tar](https://github.com/lightyeario/kelp/releases/download/v1.0.0-rc1/kelp-v1.0.0-rc1-linux-arm6.tar) |
-| Linux          | 32-bit arm7  | [kelp-v1.0.0-rc1-linux-arm7.tar](https://github.com/lightyeario/kelp/releases/download/v1.0.0-rc1/kelp-v1.0.0-rc1-linux-arm7.tar) |
+| MacOS (Darwin) | 64-bit       | [kelp-v1.0.0-rc3-darwin-amd64.tar](https://github.com/lightyeario/kelp/releases/download/v1.0.0-rc3/kelp-v1.0.0-rc3-darwin-amd64.tar) |
+| Windows        | 64-bit       | [kelp-v1.0.0-rc3-windows-amd64.tar](https://github.com/lightyeario/kelp/releases/download/v1.0.0-rc3/kelp-v1.0.0-rc3-windows-amd64.tar) |
+| Linux          | 64-bit       | [kelp-v1.0.0-rc3-linux-amd64.tar](https://github.com/lightyeario/kelp/releases/download/v1.0.0-rc3/kelp-v1.0.0-rc3-linux-amd64.tar) |
+| Linux          | 64-bit arm   | [kelp-v1.0.0-rc3-linux-arm64.tar](https://github.com/lightyeario/kelp/releases/download/v1.0.0-rc3/kelp-v1.0.0-rc3-linux-arm64.tar) |
+| Linux          | 32-bit arm5  | [kelp-v1.0.0-rc3-linux-arm5.tar](https://github.com/lightyeario/kelp/releases/download/v1.0.0-rc3/kelp-v1.0.0-rc3-linux-arm5.tar) |
+| Linux          | 32-bit arm6  | [kelp-v1.0.0-rc3-linux-arm6.tar](https://github.com/lightyeario/kelp/releases/download/v1.0.0-rc3/kelp-v1.0.0-rc3-linux-arm6.tar) |
+| Linux          | 32-bit arm7  | [kelp-v1.0.0-rc3-linux-arm7.tar](https://github.com/lightyeario/kelp/releases/download/v1.0.0-rc3/kelp-v1.0.0-rc3-linux-arm7.tar) |
 
-After you _untar_ the downloaded file, change to the generated directory (`kelp-v1.0.0-rc1`) and invoke the `kelp` binary.
+After you _untar_ the downloaded file, change to the generated directory (`kelp-v1.0.0-rc3`) and invoke the `kelp` binary.
 
 Here's an example to get you started (replace `filename` with the name of the file that you download):
 
     tar xvf filename
-    cd kelp-v1.0.0-rc1
+    cd kelp-v1.0.0-rc3
     ./kelp
 
 To run the bot in simulation mode, try this command:

cmd/terminate.go

@@ -46,7 +46,6 @@ func init() {
 			*configFile.TradingAccount,
 			utils.ParseNetwork(configFile.HORIZON_URL),
 			-1, // not needed here
-			-1, // not needed here
 			false,
 		)
 		terminator := terminator.MakeTerminator(client, sdex, *configFile.TradingAccount, configFile.TICK_INTERVAL_SECONDS, configFile.ALLOW_INACTIVE_MINUTES)

cmd/trade.go

@@ -43,13 +43,11 @@ func init() {
 	strategy := tradeCmd.Flags().StringP("strategy", "s", "", "(required) type of strategy to run")
 	stratConfigPath := tradeCmd.Flags().StringP("stratConf", "f", "", "strategy config file path")
 	// long-only flags
-	fractionalReserveMultiplier := tradeCmd.Flags().Int8("fractionalReserveMultiplier", 1, "fractional multiplier for XLM reserves")
 	operationalBuffer := tradeCmd.Flags().Float64("operationalBuffer", 20, "buffer of native XLM to maintain beyond minimum account balance requirement")
 	simMode := tradeCmd.Flags().Bool("sim", false, "simulate the bot's actions without placing any trades")
 
 	requiredFlag("botConf")
 	requiredFlag("strategy")
-	hiddenFlag("fractionalReserveMultiplier")
 	hiddenFlag("operationalBuffer")
 	tradeCmd.Flags().SortFlags = false
 
@@ -87,7 +85,6 @@ func init() {
 			botConfig.SourceAccount(),
 			botConfig.TradingAccount(),
 			utils.ParseNetwork(botConfig.HORIZON_URL),
-			*fractionalReserveMultiplier,
 			*operationalBuffer,
 			*simMode,
 		)

examples/configs/trader/sample_buysell.cfg

@@ -37,7 +37,7 @@ AMOUNT_TOLERANCE=0.001
 # how much percent to offset your rates by, specified as a decimal (ex: 0.05 = 5%). Can be used in conjunction with RATE_OFFSET below.
 # A positive value indicates that your base asset (ASSET_A) has a higher rate than the rate received from your price feed
 # A negative value indicates that your base asset (ASSET_A) has a lower rate than the rate received from your price feed
-RATE_OFFSET_PERCENT=0.05
+RATE_OFFSET_PERCENT=0.0
 # how much to offset your rates by, specified in number of units of the quote asset (ASSET_B) as a decimal.
 # Can be used in conjunction with RATE_OFFSET_PERCENT above.
 # A positive value indicates that your base asset (ASSET_A) has a higher rate than the rate received from your price feed

examples/configs/trader/sample_sell.cfg

@@ -39,7 +39,7 @@ AMOUNT_TOLERANCE=0.001
 # how much percent to offset your rates by, specified as a decimal (ex: 0.05 = 5%). Can be used in conjunction with RATE_OFFSET below.
 # A positive value indicates that your base asset (ASSET_A) has a higher rate than the rate received from your price feed
 # A negative value indicates that your base asset (ASSET_A) has a lower rate than the rate received from your price feed
-RATE_OFFSET_PERCENT=0.05
+RATE_OFFSET_PERCENT=0.0
 # how much to offset your rates by, specified in number of units of the quote asset (ASSET_B) as a decimal.
 # Can be used in conjunction with RATE_OFFSET_PERCENT above.
 # A positive value indicates that your base asset (ASSET_A) has a higher rate than the rate received from your price feed

model/assets.go

@@ -11,12 +11,35 @@ type Asset string
 // this is the list of assets understood by the bot.
 // This string can be converted by the specific exchange adapter as is needed by the exchange's API
 const (
-	XLM Asset = "XLM"
-	BTC Asset = "BTC"
-	USD Asset = "USD"
-	ETH Asset = "ETH"
-	LTC Asset = "LTC"
-	REP Asset = "REP"
+	XLM  Asset = "XLM"
+	BTC  Asset = "BTC"
+	USD  Asset = "USD"
+	ETH  Asset = "ETH"
+	LTC  Asset = "LTC"
+	REP  Asset = "REP"
+	ADA  Asset = "ADA"
+	BCH  Asset = "BCH"
+	DASH Asset = "DASH"
+	EOS  Asset = "EOS"
+	GNO  Asset = "GNO"
+	FEE  Asset = "FEE"
+	QTUM Asset = "QTUM"
+	USDT Asset = "USDT"
+	DAO  Asset = "DAO"
+	ETC  Asset = "ETC"
+	ICN  Asset = "ICN"
+	MLN  Asset = "MLN"
+	NMC  Asset = "NMC"
+	XDG  Asset = "XDG"
+	XMR  Asset = "XMR"
+	XRP  Asset = "XRP"
+	XVN  Asset = "XVN"
+	ZEC  Asset = "ZEC"
+	CAD  Asset = "CAD"
+	EUR  Asset = "EUR"
+	GBP  Asset = "GBP"
+	JPY  Asset = "JPY"
+	KRW  Asset = "KRW"
 )
 
 // AssetConverter converts to and from the asset type, it is specific to an exchange
@@ -67,20 +90,66 @@ func (c AssetConverter) MustFromString(s string) Asset {
 
 // Display is a basic converter for display purposes
 var Display = makeAssetConverter(map[Asset]string{
-	XLM: string(XLM),
-	BTC: string(BTC),
-	USD: string(USD),
-	ETH: string(ETH),
-	LTC: string(LTC),
-	REP: string(REP),
+	XLM:  string(XLM),
+	BTC:  string(BTC),
+	USD:  string(USD),
+	ETH:  string(ETH),
+	LTC:  string(LTC),
+	REP:  string(REP),
+	ADA:  string(ADA),
+	BCH:  string(BCH),
+	DASH: string(DASH),
+	EOS:  string(EOS),
+	GNO:  string(GNO),
+	FEE:  string(FEE),
+	QTUM: string(QTUM),
+	USDT: string(USDT),
+	DAO:  string(DAO),
+	ETC:  string(ETC),
+	ICN:  string(ICN),
+	MLN:  string(MLN),
+	NMC:  string(NMC),
+	XDG:  string(XDG),
+	XMR:  string(XMR),
+	XRP:  string(XRP),
+	XVN:  string(XVN),
+	ZEC:  string(ZEC),
+	CAD:  string(CAD),
+	EUR:  string(EUR),
+	GBP:  string(GBP),
+	JPY:  string(JPY),
+	KRW:  string(KRW),
 })
 
 // KrakenAssetConverter is the asset converter for the Kraken exchange
 var KrakenAssetConverter = makeAssetConverter(map[Asset]string{
-	XLM: "XXLM",
-	BTC: "XXBT",
-	USD: "ZUSD",
-	ETH: "XETH",
-	LTC: "XLTC",
-	REP: "XREP",
+	XLM:  "XXLM",
+	BTC:  "XXBT",
+	USD:  "ZUSD",
+	ETH:  "XETH",
+	LTC:  "XLTC",
+	REP:  "XREP",
+	ADA:  "ADA",
+	BCH:  "BCH",
+	DASH: "DASH",
+	EOS:  "EOS",
+	GNO:  "GNO",
+	FEE:  "KFEE",
+	QTUM: "QTUM",
+	USDT: "USDT",
+	DAO:  "XDAO",
+	ETC:  "XETC",
+	ICN:  "XICN",
+	MLN:  "XMLN",
+	NMC:  "XNMC",
+	XDG:  "XXDG",
+	XMR:  "XXMR",
+	XRP:  "XXRP",
+	XVN:  "XXVN",
+	ZEC:  "XZEC",
+	CAD:  "ZCAD",
+	EUR:  "ZEUR",
+	GBP:  "ZGBP",
+	JPY:  "ZJPY",
+	KRW:  "ZKRW",
 })

model/number.go

@@ -66,6 +66,14 @@ func InvertNumber(n *Number) *Number {
 	return NumberFromFloat(1/n.AsFloat(), n.Precision())
 }
 
+// NumberByCappingPrecision returns a number with a precision that is at max the passed in precision
+func NumberByCappingPrecision(n *Number, precision int8) *Number {
+	if n.Precision() > precision {
+		return NumberFromFloat(n.AsFloat(), precision)
+	}
+	return n
+}
+
 func round(num float64) int {
 	return int(num + math.Copysign(0.5, num))
 }