[v0.0.3] Updated Revoke; Added debug hooks

  - Exchange: Updated revoke params for SIWC changelog
  - Exchange: Verified meta on transactions:send
  - Exchange: Added `dbg` call to show token
  - Exchange: Added `tick` call to show expiration
  - PyExch / DCA / Results: Added debug hooks
  - DCA: Added a wait for deposits to show on balance
  - DCA: No longer do market orders at min_size
  - Results: See try/except for date bug in API
  - Results: Add calc to compare to DCA better
  - PKG: Added setup.cfg

  ### Todo:

  - [ ] BugRpt try/except in Results
  - [ ] BugRpt meta on trans:send undocumented
  - [ ] BugRpt login URL in SIWC revoke docs
  - [ ] BugRpt revoke docs not fully updated

examples/coinbase_dca.py

@@ -11,13 +11,14 @@
 
 HOUR = 60 * 60  # one-hr in seconds
 
-TAKER = 0 - 0.000001  # do buys 1% above market (taker action)
+DEPOSIT = True
+CANCEL_OPEN = True
+TAKER = 0.01  # do some taker action
 SPREAD = 0.05  # do buys 1% above to 5% below (peanut butter spread)
+THRESHOLD = 0.95  # Percent of holds to clear before starting
 MKRFEE = 0.0060  # fee for maker limit orders
 TKRFEE = 0.0080  # fee for taker limit orders
 DCAUSD = 10.00  # USD to deposit on our DCAs
-DEPOSIT = True
-CANCEL_OPEN = True
 DEPSOIT_DELAY = 12 * HOUR  # If we've deposited in the last 12hrs, skip
 
 MAXCNT = 500  # 500 The maximum number of orders allowed
@@ -31,6 +32,7 @@
 
 def main():
     current = datetime.now().astimezone(timezone.utc)
+    dcausd = DCAUSD + current.day / 100  # set pennies to day of month
 
     cbv3 = Exchange.create("keystore.json", "coinbase.v3_api")
     cbv3.keystore.close()  # Trezor devices should only have one handle at a time
@@ -39,26 +41,6 @@ def main():
     account_id = cboa.keystore.get("coinbase.state.usd_wallet")
     pmt_method_id = cboa.keystore.get("coinbase.state.ach_payment")
 
-    if CANCEL_OPEN:
-        # Get outstanding orders to cancel
-        #
-        resp = cbv3.v3_client.list_orders(order_status=["OPEN"])
-        params = []
-        for order in resp["orders"]:
-            if (
-                order["status"] == "OPEN"
-                and order["product_id"] == PRODID
-                and order["side"] == "BUY"
-            ):
-                params += [order["order_id"]]
-
-        # Cancel the outstanding orders
-        #
-        if params:
-            sublist = [params[i : i + MAXCAN] for i in range(0, len(params), MAXCAN)]
-            for params in sublist:
-                resp = cbv3.v3_client.cancel_orders(order_ids=params)
-
     # Get my account_id of WALTID (USD Wallet)
     #
     if not account_id:
@@ -75,6 +57,12 @@ def main():
         cboa.keystore.save()
         # print(f"DBG: account['name:{WALTID}']:", account_id)
 
+    # Determine 90% funding for waitclock
+    #
+    balance = get_balance(cbv3, account_id)
+    hold = float(cbv3._response["account"]["hold"]["value"])
+    target = THRESHOLD * (hold + dcausd) + balance
+
     if DEPOSIT:
         # Check to see if we've deposited today
         #
@@ -115,7 +103,6 @@ def main():
                 cboa.keystore.save()
                 # print(f"DBG: payment_method['type:{PMTTYP}']:", pmt_method_id)
 
-            dcausd = DCAUSD + current.day / 100  # set pennies to day of month
             # Make the deposit
             #
             resp = cboa.oa2_client.deposit(
@@ -129,18 +116,25 @@ def main():
             )
             # print(f"DBG: deposit['amt:{dcausd}']:", dumps(data_toDict(resp)))
 
-    sleep(3)  # There really is a settle time from cancel to avail balance... insane.
-
-    # Get my available balance of WALTID (USD Wallet)
-    #
-    resp = cbv3.v3_client.get_account(account_id)
-    if (
-        resp["account"]["available_balance"]["currency"] == "USD"
-        and resp["account"]["name"] == WALTID
-    ):
-        balance = float(resp["account"]["available_balance"]["value"])
+    if CANCEL_OPEN:
+        # Get outstanding orders to cancel
+        #
+        resp = cbv3.v3_client.list_orders(order_status=["OPEN"])
+        params = []
+        for order in resp["orders"]:
+            if (
+                order["status"] == "OPEN"
+                and order["product_id"] == PRODID
+                and order["side"] == "BUY"
+            ):
+                params += [order["order_id"]]
 
-    assert account_id and balance
+        # Cancel the outstanding orders
+        #
+        if params:
+            sublist = [params[i : i + MAXCAN] for i in range(0, len(params), MAXCAN)]
+            for params in sublist:
+                resp = cbv3.v3_client.cancel_orders(order_ids=params)
 
     # Get today's min_size and price for PRODID (BTC-USD)
     #
@@ -149,11 +143,21 @@ def main():
         min_size = float(product["base_min_size"])
         spot = float(product["price"])
 
-    assert account_id and balance and min_size and spot
+    assert account_id and min_size and spot
+
+    # Get my available balance of WALTID (USD Wallet)
+    #
+    adjust = 0.0 if DEPOSIT and need_deposit else THRESHOLD * dcausd
+    target -= adjust
+    while abs(balance - target) > 1 and balance < target:
+        sleep(1)
+        print(f"Waiting: balance={balance:.2f}, target={target:.2f}")
+        balance = get_balance(cbv3, account_id)
 
     # "Peanut Butter Spread" the buys as small as possible from spot down to SPREAD (5%) below.
     #
 
+    # price_hi = 66_857.20
     price_hi = spot * (1 + TAKER)
     price_lo = price_hi * (1 - SPREAD)
     price_av = (price_hi + price_lo) / 2
@@ -176,24 +180,39 @@ def main():
         if resp["order"]["status"] == "FILLED":
             cost = float(resp["order"]["total_value_after_fees"])
             xprice = float(resp["order"]["average_filled_price"])
-        balance -= cost
+        # balance -= cost
+        cbal = balance - cost
+        balance = get_balance(cbv3, account_id)
         print(
-            f"{count} Limit buy of {params['base_size']} btc at {xprice:.2f}, at a cost of {cost:.2f}, leaving balance of {balance:.2f}"
+            f"{count} Limit buy of {params['base_size']} btc at {xprice:.2f}, at a cost of {cost:.2f}, leaving balance of {balance:.2f} ({cbal:.2f})"
         )
         price -= step
         assert price and step and cost and balance
 
     return cboa
 
 
+def get_balance(cbv3, account_id):
+    resp = cbv3._response = cbv3.v3_client.get_account(account_id)
+    if (
+        resp["account"]["available_balance"]["currency"] == "USD"
+        and resp["account"]["name"] == WALTID
+    ):
+        balance = float(resp["account"]["available_balance"]["value"])
+
+    assert account_id and balance
+    return balance
+
+
 def mk_order(cbv3, params, min_size):
     retry = 3
     for i in range(retry):
         resp = cbv3.v3_client.limit_order_gtc_buy(**params)
         if resp["success"]:
             break
         if resp["error_response"]["error"] == "INVALID_LIMIT_PRICE_POST_ONLY":
-            params.update(dict(post_only=False, base_size=f"{min_size:.8f}"))
+            # params.update(dict(post_only=False, base_size=f"{min_size:.8f}"))
+            params.update(dict(post_only=False))
             for j in range(retry):
                 resp = cbv3.v3_client.limit_order_gtc_buy(**params)
                 if resp["success"]:
@@ -228,8 +247,9 @@ def mk_size(price, count, step, balance, spot, min_size):
 
 
 if __name__ == "__main__":
-    # try:
-    cboa = main()
-    # except Exception as e:
-    # ex = e
-    # print(ex)
+    # main()
+    try:
+        cboa = main()
+    except Exception as e:
+        ex = e
+        breakpoint()

examples/coinbase_resluts.py

@@ -40,6 +40,7 @@ def main():
         start=str(earlier),
         end=str(now),
     )
+    spot = float(candles["candles"][0]["close"]) * (1 + TAKER)
 
     date_candle = dict()
     for candle in candles["candles"]:
@@ -53,9 +54,14 @@ def main():
     for order in fills["fills"]:
         if order["side"] != "BUY" or order["trade_type"] != "FILL":
             break
-        dt = datetime.strptime(order["trade_time"], "%Y-%m-%dT%H:%M:%S.%fZ").replace(
-            tzinfo=timezone.utc
-        )
+        try:
+            dt = datetime.strptime(
+                order["trade_time"], "%Y-%m-%dT%H:%M:%S.%fZ"
+            ).replace(tzinfo=timezone.utc)
+        except ValueError:
+            dt = datetime.strptime(order["trade_time"], "%Y-%m-%dT%H:%M:%SZ").replace(
+                tzinfo=timezone.utc
+            )
         key = dt.strftime("%Y-%m-%d")
         # date_fill[DATE][FILLS] = list()
         # date_fill[DATE][CANDEL] = candle
@@ -68,7 +74,7 @@ def main():
         assert candle, "Every date should match"
         date_fill[key]["candle"] = candle
 
-    avg_usd = ord_usd = ord_btc = 0
+    buc_btc = avg_usd = ord_usd = ord_btc = 0
     for key, value in date_fill.items():
         usd = btc = 0
         for order in value["fills"]:
@@ -92,13 +98,28 @@ def main():
         ord_usd += usd
         ord_btc += btc
         avg_usd += avg_price * btc
+        buc_btc += 1 / avg_price
 
+    count = len(date_fill.keys())
     saved_usd = avg_usd - ord_usd
     saved_pct = saved_usd / avg_usd * 100
+    saved_dca = (ord_btc - (buc_btc * ord_usd / count)) / ord_btc * 100
+
+    print(
+        f"Total: Bought {ord_btc:.8f} BTC for {ord_usd/ord_btc:.2f} instead of {avg_usd/ord_btc:.2f}"
+    )
+    print(
+        f"   Saving {saved_pct:.4f}% (${saved_usd:.2f}) vs buy-on-avg, and {saved_dca:.4f}% vs dca-market-buy"
+    )
     print(
-        f"Total: Bought {ord_btc:.8f} BTC for {ord_usd/ord_btc:.2f} instead of {avg_usd/ord_btc:.2f}, saving ${saved_usd:.2f} ({saved_pct:.2f}%)"
+        f"   Saving {100-(ord_usd/ord_btc)/spot*100:.2f}% vs one-time market buy at current price of: {spot:.2f}"
     )
 
 
 if __name__ == "__main__":
-    main()
+    # main()
+    try:
+        main()
+    except Exception as e:
+        ex = e
+        breakpoint()

pyexch/exchange.py

@@ -135,6 +135,20 @@ def my_ipv6(self):
     def new_uuid(self):
         return uuid4()
 
+    def dbg(self):
+        token = self.keystore.get("coinbase.oauth2.token")
+        return f"DBG: {token[:4]}...{token[-4:]}"
+
+    def tick(self):
+        import time
+
+        expiration = self.keystore.get("coinbase.oauth2.expiration")
+        left = expiration - time.time()
+        hrs = left // (60 * 60)
+        min = (left - hrs * 60 * 60) // 60
+        sec = left - hrs * 60 * 60 - min * 60
+        return f"DBG: countdown {int(hrs):02}:{int(min):02}:{sec:0>02.2f}"
+
 
 class Coinbase(Exchange):
     def __init__(self, keystore):
@@ -303,6 +317,8 @@ def oa2_auth(self):
         )
         # rule  https://forums.coinbasecloud.dev/t/walletsend-is-limited-1-00-day-per-user/866/2
         # broke https://forums.coinbasecloud.dev/t/oauth-application-maximum-of-1-00-per-month/7096/13
+        # Confirmed this meta tags allow to set the send limit.  Next is to try a send with CB-2FA-TOKEN
+        # header: https://docs.cloud.coinbase.com/sign-in-with-coinbase/docs/sign-in-with-coinbase-2fa
         if "wallet:transactions:send" in self.keystore.get("coinbase.oauth2.scope"):
             self._params.update(
                 {
@@ -387,6 +403,8 @@ def oa2_revoke(self):
         uri = self.keystore.get("coinbase.oauth2.revoke_url")
         self._params = dict(
             token=self.keystore.get("coinbase.oauth2.token"),
+            client_id=self.keystore.get("coinbase.oauth2.id"),
+            client_secret=self.keystore.get("coinbase.oauth2.secret"),
         )
         self._response = requests.post(uri, data=self._params)
 

pyexch/pyexch.py

@@ -84,7 +84,7 @@ def main():
         with open(args.params, "r") as pj:
             params = load(pj)
 
-    internals = ["my_ipv4", "my_ipv6", "new_uuid"]
+    internals = ["my_ipv4", "my_ipv6", "new_uuid", "dbg", "tick"]
 
     ex = Exchange.create(args.keystore, args.auth)
 
@@ -125,8 +125,14 @@ def main():
     if resp:
         print(dumps(resp, indent=2))
     elif ex._response is not None:
-        print("[ERROR] Last Response:", ex._response, file=stderr)
+        print("Last Response:", ex._response, file=stderr)
 
 
 if __name__ == "__main__":
-    main()
+    # main()
+    # Debug check
+    try:
+        main()
+    except Exception as e:
+        ex = e
+        breakpoint()

setup.cfg

@@ -0,0 +1,29 @@
+# migrate to pyproject.toml
+# black config in .black, run with `black --config .black .` 
+#
+[black]
+line-length = 88
+target-version = ['py38']
+
+# Run with `flake8`
+#
+[flake8]
+max-line-length = 88
+filename =
+    ./examples/*.py,
+    ./pyexch/*.py,
+ignore =
+    # E501: line too long
+    E501,
+    # W503 line break before binary operator    
+    W503,
+    # E203 whitespace before ':'    
+    E203,
+
+# Run with `isort .`
+#
+[isort]
+py_version = 38
+profile = black
+src_paths = pyexch, examples
+

todo.md

@@ -15,6 +15,7 @@
 - [x] Paginate fills on get_fills in DCA results
 - [ ] BugRpt that max_size has dropped to 0.00000001
 - [ ] BugRpt that retries are req to pull committed orders (see try in DCA)
+- [ ] Test Send Transaction with [CB-2FA-TOKEN][m] console prompting
 - [ ] Convert from setup.py to pyproject.toml
 - [ ] Add [AES encryption][h], or port samples to [CryptoDomeX][i]
 - [ ] Cleaner update of UID across all my GPG keys
@@ -67,7 +68,7 @@
 [j]: #publish-to-github
 [k]: https://docs.readthedocs.io/en/stable/tutorial/index.html (RTD Tutorial)
 [l]: #publish-to-pypi
-[m]: 
+[m]: https://docs.cloud.coinbase.com/sign-in-with-coinbase/docs/sign-in-with-coinbase-2fa
 [n]: 
 [o]: 
 [p]: