Enigma Capital - The Modern Intelligent Investor

A modular financial assistant: run your investments in the background.

What is Enigma Capital?

Enigma Capital observes two use-cases. It functions as both a Financial Assistant and a Developer Skills Enhancer.

A Financial Assistant:

This repository allows you to run your finances in the background, freeing you to do anything else. Current features include:

• Monitoring and saving your positions and balances across crypto and traditional exchanges;
• Conducting analysis on collected data;
• Building and tracking performance records;
• Quantifying investment theses, creating dashboards, and delivering them to your chosen Telegram channel.

Supported Exchanges

• Binance;
• Bybit;
• DYDX;
• Ethereum;
• Interactive Brokers;
• TradeStation;
• FTX;
• Kraken;
• RootStock;

A Contributor-Friendly, Developer Skills Enhancer:

The Account Data Fetcher follows a modular architecture:

Adding new components is straightforward—simply extend the existing base classes. The codebase uses verbose, Google-style docstrings for clarity and is filled with To-dos to guide contributors who are uncertain where to begin.

Note on the async branch

For users on hardware-constrained, specifically I/O-bound systems, the async branch offers a lightweight alternative. It refactors the original multi-process application into a single, efficient asynchronous process using the asyncio library. This new model eliminates the resource overhead of multiple processes, simplifying both deployment and execution and the expense of scalibility.

Installation

1. Install virtualenv:

sudo pip install virtualenv

2. Clone the repo or a fork of it
3. Navigate to the base repo directory and run:

virtualenv env

4. Activate your virtual environment:

source env/bin/activate

5. Install the requirements:

pip install -r requirements.txt

6. Install Rust for the cryptography library:

curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh

7. Generate a Private Key:
   Create a private key using encryptor.py in /utilities (with a password!). The project looks for private keys in both ./account_data_fetcher/secrets/ and ./monitor/ directories. Run the below in both directories to set-up your ./pk.txt:

• From ./monitor:

python3 ../utilities/encryptor.py

• and from ./account_data_fetcher/secrets/:

python3 ../../utilities/encryptor.py

8. Set API Keys:
   Use encryptor.py with the function write_api_key_enc_to_file, then add additional keys using add_keys_to_encrypted_file. Use the following pattern, and source "Other_fields" informations from here

key_information = {
"Key": "",
"Secret": "",
"Other_fields": {}
}

9. Create an Encrypted .gsheet.txt File:
   If using gsheet as write parameters, obtain JSON from Google (cf tutorial)
10. Thesis Monitoring Setup:
    Repeat steps 6 and 7 in the /thesis_monitoring directory.
11. Run the Scripts:
    You may need to make the script executable first:

chmod+x scriptname.sh

Run the scripts. To move them to the background after entering your password, press CTRL+z, then run bg. disown if needed.

---

For those needing higher frequency than daily data, use the IBC gateway. Raspberry Pi users, take note: this is currently not possible for you. If you're inexperienced, I wouldn't recommend using the below.

IBC requirements:

• Install Offline TWS

• Download IBC

• iI java -version returns nothing, install Java:

sudo apt install default-jdk

On Unix:

1. Unzip the File:
   Unpack the ZIP file with the following command

sudo unzip ~/Downloads/IBCLinux-3.6.0.zip -d /opt/ibc

2. Set File Permissions:
   Ensure all script files are executable

cd /opt/ibc
sudo chmod o+x *.sh */*.sh

3. Check Version:
   Verify the major version number for TWS in the shell scripts located in the IBC folder. Files to check:

• Windows: StartTWS.bat, StartGateway.bat
• Unix: twsstart.sh, gatewaystart.sh
• macOS: twsstartmacos.sh, gatewaystartmacos.sh

3. Find Major Version Number:

Run TWS or the Gateway manually through the IBKR-provided icon. Navigate to Help > About Trader Workstation or Help > About IB Gateway. Look for a line like:

   Build 10.19.1f, Oct 28, 2022 3:03:08 PM

• Windows/Linux: Major version is 1019 (ignore the period)
• MacOS: Major version is 10.19

4. Edit Scripts:
   Open the script files and make sure the TWS_MAJOR_VRSN variable is set correctly.

5. Set Environment Variable:
   For zsh shells, add ENIGMA as an environment variable:

echo 'export ENIGMA=~/Documents/dev/enigma_capital ' >> ~/.zshenv`

TODOs

• Only localhost is supported for components communication. Allow support for other hosts! (source)
• Be able to subscribe to different topics, so that the data_aggregator can scale easily to more usecases (source)
• Handle failure. What if an exchange stop publishing and we just loop forever? Need some form of heartbit logic. (source)
• Make the function more modular, the data_aggregator should be agnostic to what data is being aggregated as that should be abstracted away. (source)
• Properly parse the object below so that the inner dataclass can be read as a dataclass, and not accessed as a dict (source)
• For now, we only enforce two methods implementation, namely fetch_balance and fetch_positions. As such, process_request is quite statically defined as well. How could we untangle both so that we can define more abstract methods and have the process_request understands what to fetch dynamically. (source)
• Batch calls via multicall contracts + use helios lightweight client (need to fix eth_call loops, broken atm) (source)
• Fix arbitrary ConnectionResetError bug requests.exceptions.ConnectionError: ('Connection aborted.', ConnectionResetError(104, 'Connection reset by peer')) (source)
• Fetch positions (source)
• Process request is the only entry-point at the factory level. This could be made more generic to accomodate for other entry-points and inputs as the application scales. (source)
• For the bravest, automate the below by listening to withdraw/deposits for each exchanges and updating the database as needed. (source)
• Handle subscription on per topic basis (source)
• Take a look at account_data_fetcher, how could you refactor the entire monitor component? (source)