Add strategy orders and fetching for Order History Page

Faouzijedidi1 commented 7 months ago

Type

enhancement, bug_fix

Description

Introduced new entities Order and ArbitrageOrder to manage trading orders and arbitrage orders, respectively.
Added endpoints in OrdersController for fetching market-making and arbitrage orders for a user.
Updated StrategyModule to include new entities and controller for handling orders.
Enhanced StrategyService to support creation and retrieval of order entities, improving the order management system.

Changes walkthrough

Relevant files

Configuration changes

app.module.ts `Import and Synchronize New Order Entities` server/src/app.module.ts Added `Order` and `ArbitrageOrder` entities to the module imports and database synchronization list.	+4/-0
strategy.module.ts `Strategy Module Updates for Orders Handling` server/src/modules/strategy/strategy.module.ts Included `Order` entity in module imports. Added `OrdersController` to the module's controllers.	+9/-2

Enhancement

arbitrage-order.entity.ts `New Arbitrage Order Entity` server/src/common/entities/arbitrage-order.entity.ts Created a new entity `ArbitrageOrder` with fields for managing arbitrage orders, including user and client IDs, trading pair, exchanges, amounts, prices, profit, execution time, status, and strategy.	+44/-0
order.entity.ts `New General Order Entity` server/src/common/entities/order.entity.ts Introduced a new entity `Order` for handling general orders, including fields for user and client IDs, exchange, trading pair, side, amount, price, order ID, execution time, status, and strategy.	+40/-0
orders.controller.ts `Orders Fetching Endpoints` server/src/modules/strategy/orders.controller.ts Implemented `OrdersController` with endpoints to fetch market-making and arbitrage orders for a user.	+23/-0
strategy.service.ts `Enhancements in Strategy Service for Order Handling` server/src/modules/strategy/strategy.service.ts Injected repositories for `Order` and `ArbitrageOrder` entities. Enhanced trade execution methods to create and save order entities upon trade execution. Added methods to fetch user-specific orders and arbitrage orders.	+93/-4

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Name	Status	Preview	Comments	Updated (UTC)
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railway-app[bot] commented 7 months ago

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railway-app[bot] commented 7 months ago

This PR is being deployed to Railway 🚅

Mr.Market: ◻️ REMOVED

github-actions[bot] commented 7 months ago

PR Description updated to latest commit (https://github.com/Hu-Fi/Mr.Market/commit/d386d87a860e7f9748df772f8852631ebc280fe3)

github-actions[bot] commented 7 months ago

PR Review

⏱️ Estimated effort to review [1-5]	3, because the PR introduces significant changes across multiple files, including new entities, service logic, and controller endpoints. The complexity of the changes, especially around the trading logic and database interactions, requires a thorough review to ensure correctness, performance, and security.
🧪 Relevant tests	No
🔍 Possible issues	Possible Bug: In `strategy.service.ts`, the `side` property is incorrectly set to 'buy' for a sell order entity creation. This could lead to incorrect order tracking and reporting.
🔍 Possible issues	Performance Concern: The current implementation of order and arbitrage order creation within the trading functions might not be the most efficient, especially under high load. Consider batching or async processing to improve performance.
🔒 Security concerns	No

Code feedback:

relevant file	server/src/modules/strategy/strategy.service.ts
suggestion	Correct the `side` property for the sell order entity creation to 'sell'. This ensures accurate representation of the order's intent in the database. [important]
relevant line	side: 'buy',

relevant file	server/src/common/entities/arbitrage-order.entity.ts
suggestion	Consider adding index decorators to frequently queried columns like `userId`, `clientId`, and `pair` to improve query performance. [medium]
relevant line	@Column()

relevant file	server/src/modules/strategy/strategy.service.ts
suggestion	Implement error handling for database operations (e.g., `save` method) to gracefully manage failures and ensure system stability. [important]
relevant line	await this.orderRepository.save(orderEntity);

relevant file	server/src/modules/strategy/strategy.service.ts
suggestion	Optimize the arbitrage trading logic by considering parallel execution of buy and sell orders where possible, to reduce execution time and potentially increase profitability. [medium]
relevant line	await this.executeArbitrageTradeWithLimitOrders(

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github-actions[bot] commented 7 months ago

PR Code Suggestions

Category	Suggestions
Enhancement	Add a check for successful trade execution before saving the order entity. ___ Consider checking for the execution result of the limit trade before creating and saving the order entity. This ensures that the order entity is only saved if the trade was successfully executed. [server/src/modules/strategy/strategy.service.ts [367-392]](https://github.com/Hu-Fi/Mr.Market/pull/144/files#diff-413cb1b28e0d47a46768f97d10145a8e14d9e46b0a195768786127305916d944R367-R392) ```diff const order = await this.tradeService.executeLimitTrade({ ... -await this.orderRepository.save(orderEntity); +if (order && order.id) { + await this.orderRepository.save(orderEntity); +} ```
	Use enum types for `status` and `strategy` columns in the arbitrage order entity. ___ Consider using enum types for the `status` and `strategy` columns to enforce valid values at the database level. [server/src/common/entities/arbitrage-order.entity.ts [40-43]](https://github.com/Hu-Fi/Mr.Market/pull/144/files#diff-ff5a2e5f3af4797869b2a42e0e031f8e629b36f0e4e628d5819683c1a44c79a6R40-R43) ```diff -@Column() -status: string; // 'open', 'closed', 'canceled' +@Column({ + type: "enum", + enum: ['open', 'closed', 'canceled'], +}) +status: string; ... -@Column() -strategy: string; // 'arbitrage', 'market-making', etc. +@Column({ + type: "enum", + enum: ['arbitrage', 'market-making'], +}) +strategy: string; ```
	Make the `orderId` column non-nullable in the order entity. ___ For consistency and to avoid potential errors, consider making the `orderId` column non-nullable. This ensures every order entity has a corresponding order ID from the exchange. [server/src/common/entities/order.entity.ts [30]](https://github.com/Hu-Fi/Mr.Market/pull/144/files#diff-2aa5ad4319a48efa6de8b6cce7635377a524d840b69d00210ad0939064c0ea31R30-R30) ```diff -@Column() -orderId: string; // The order ID from the exchange +@Column({ nullable: false }) +orderId: string; ```
Bug	Correct the order side for sell orders when saving the order entity. ___ For the `side` property in the order entity for sell orders, it should be set to 'sell' instead of 'buy'. This ensures the correct order side is recorded. [server/src/modules/strategy/strategy.service.ts [427]](https://github.com/Hu-Fi/Mr.Market/pull/144/files#diff-413cb1b28e0d47a46768f97d10145a8e14d9e46b0a195768786127305916d944R427-R427) ```diff -side: 'buy', +side: 'sell', ```
Bug	Fix the typo in the route for fetching market making orders. ___ There's a typo in the route decorator for getting user orders. It should be 'marketmaking' instead of 'maretmaking'. [server/src/modules/strategy/orders.controller.ts [12]](https://github.com/Hu-Fi/Mr.Market/pull/144/files#diff-0069d0715a0f071e72068a2530df2fa7b1663ab751cc3b8f9a90d343369b516fR12-R12) ```diff -@Get('/maretmaking/:userId') +@Get('/marketmaking/:userId') ```

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