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.

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

• Take a look at account_data_fetcher, how could you refactor the entire monitor component? (source)
• Handle subscription on per topic basis (source)
• For the bravest, automate the below by listening to withdraw/deposits for each exchanges and updating the database as needed. (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 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)
• Fetch positions (source)
• Fix arbitrary ConnectionResetError bug requests.exceptions.ConnectionError: ('Connection aborted.', ConnectionResetError(104, 'Connection reset by peer')) (source)
• Batch calls via multicall contracts + use helios lightweight client (need to fix eth_call loops, broken atm) (source)
• 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)