Hu-Fi / Mr.Market

Mr. Market is the exchange oracle of HuFi, and a CeFi crypto bot on Mixin Messenger
https://mr-market-one.vercel.app
GNU Affero General Public License v3.0
1 stars 6 forks source link

Strategy modifcations #42

Closed Faouzijedidi1 closed 6 months ago

Faouzijedidi1 commented 6 months ago

User description

Strategy improvement requested as improvements by CHUNKEE


Type

enhancement, bug_fix


Description


Changes walkthrough

Relevant files
Configuration changes
app.module.ts
Enable SSL for Database Connection                                             

server/src/app.module.ts - Enabled SSL for PostgreSQL connection.
+1/-0     
marketdata.gateway.ts
Allow WebSocket Connections from All Origins                         

server/src/modules/marketdata/marketdata.gateway.ts - Allowed WebSocket connections from all origins.
+4/-2     
package.json
Add Root Directory Package.json for Project Management     

package.json
  • Added root directory package.json for managing frontend and server
    with scripts.
  • +13/-0   
    Enhancement
    main.ts
    Simplify Server Bootstrap and Enable CORS                               

    server/src/main.ts
  • Simplified server bootstrap logic.
  • Enabled CORS for all origins.
  • Removed conditional logic for HTTPS options and simplified request
    logging.
  • +16/-52 
    logger.service.ts
    Implement Winston Logger for Improved Logging                       

    server/src/modules/logger/logger.service.ts
  • Replaced custom file logging with Winston logger.
  • Configured Winston to log to both console and file.
  • +29/-45 
    strategy.dto.ts
    Add Ceiling and Floor Price to Strategy DTO                           

    server/src/modules/strategy/strategy.dto.ts - Added ceilingPrice and floorPrice properties to strategy DTO.
    +4/-6     
    strategy.service.ts
    Improve Strategy Handling with Order Skipping and Better Error
    Handling

    server/src/modules/strategy/strategy.service.ts
  • Cancel all pending orders when strategy is stopped.
  • Implemented logic to skip orders based on ceiling and floor price.
  • Improved error handling with retries for strategy execution and order
    watching.
  • Added logic to cancel all strategy orders before shutdown.
  • +116/-66
    Documentation
    README.md
    Update README with Yarn Instructions and Backend Setup     

    README.md
  • Updated README to reflect switch to Yarn and added backend server
    setup instructions.
  • +42/-3   

    PR-Agent usage: Comment /help on the PR to get a list of all available PR-Agent tools and their descriptions

    vercel[bot] commented 6 months ago

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    github-actions[bot] commented 6 months ago

    PR Description updated to latest commit (https://github.com/Hu-Fi/Mr.Market/commit/d4aa74d0f654d607cabc369cac4f51c4955f9b03)

    github-actions[bot] commented 6 months ago

    PR Review

    ⏱️ Estimated effort to review [1-5] 4, due to the comprehensive nature of the changes across multiple files, including backend logic, configuration, and logging. The modifications touch on critical areas such as security (SSL), logging, CORS, WebSocket connections, and strategy handling which require careful review to ensure they meet the project's standards and do not introduce regressions or security vulnerabilities.
    🧪 Relevant tests No
    🔍 Possible issues Possible Bug: The use of `parseInt(webSocketPort, 10)` in `server/src/modules/marketdata/marketdata.gateway.ts` is correct for ensuring the port is an integer, but the environment variable should be validated to ensure it exists and is a valid number to prevent runtime errors.
    Performance Concern: In `server/src/modules/strategy/strategy.service.ts`, the retry mechanism with a fixed delay (e.g., `await new Promise((resolve) => setTimeout(resolve, 2000));`) could lead to inefficiencies under high load or if the external service (e.g., exchange) is experiencing prolonged issues. A more sophisticated backoff strategy might be beneficial.
    Code Quality: The method `cancelAllStrategyOrders` in `server/src/modules/strategy/strategy.service.ts` iterates over orders and attempts to cancel them one by one, logging failures individually. This could be improved by aggregating failures and handling them more efficiently.
    🔒 Security concerns No
    Code feedback:
    relevant fileserver/src/modules/marketdata/marketdata.gateway.ts
    suggestion       Consider validating the `WS_PORT` environment variable to ensure it's provided and is a valid number. This can prevent runtime errors related to WebSocket server initialization. [important]
    relevant line@WebSocketGateway(parseInt(webSocketPort, 10), {

    relevant fileserver/src/modules/strategy/strategy.service.ts
    suggestion       Implement an exponential backoff strategy for retrying failed operations instead of using a fixed delay. This can improve the efficiency of retries, especially under varying network conditions or service availability. [important]
    relevant lineawait new Promise((resolve) => setTimeout(resolve, 2000)); // Wait for 2 seconds before retrying or moving on

    relevant fileserver/src/modules/strategy/strategy.service.ts
    suggestion       Aggregate errors when canceling multiple orders in `cancelAllStrategyOrders` and handle them collectively, possibly with a retry mechanism for failed cancellations. This can improve error handling and make the code more resilient. [medium]
    relevant linethis.logger.error(`Failed to cancel order ${orderId}: ${error}`);

    relevant fileserver/src/app.module.ts
    suggestion       Ensure that the SSL configuration for PostgreSQL is compatible with your deployment environment and that necessary certificates are properly managed, especially in containerized or cloud environments. [important]
    relevant linessl: true,


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    github-actions[bot] commented 6 months ago

    PR Code Suggestions

    CategorySuggestions                                                                                                                                                       
    Security
    Enhance database connection security by verifying the server's certificate. ___ **When enabling SSL for database connections in production, it's crucial to verify the
    server's certificate to prevent Man-In-The-Middle (MITM) attacks. Consider using a more
    secure configuration that includes rejectUnauthorized: true and specifies the CA
    (Certificate Authority) certificate.** [server/src/app.module.ts [48]](https://github.com/Hu-Fi/Mr.Market/pull/42/files#diff-4e8033eb0f9fd87924c445b7ac0f1c1192d4890fc1589b2fad2679797d4f4ce0R48-R48) ```diff -ssl: true, +ssl: { + rejectUnauthorized: true, + ca: fs.readFileSync('/path/to/server-certificates/ca.crt').toString(), +}, ```
    Restrict CORS to known origins for improved security. ___ **The current CORS configuration allows requests from any origin, which might expose the
    server to security risks. It's recommended to specify allowed origins or to configure CORS
    more restrictively based on the deployment environment.** [server/src/main.ts [9]](https://github.com/Hu-Fi/Mr.Market/pull/42/files#diff-efcd503ed2db1beff4ecb4063d7ff5cfb7de483a66d9f9a4ff296daea9f8e868R9-R9) ```diff -app.enableCors(); +app.enableCors({ + origin: ['https://example.com', 'https://www.example.org'], +}); ```
    Restrict WebSocket CORS origins for better security. ___ **Allowing all origins for WebSocket connections can be a security risk. It's advisable to
    restrict the cors.origin to the specific domains that should be allowed to connect, or to
    configure it based on the environment.** [server/src/modules/marketdata/marketdata.gateway.ts [24]](https://github.com/Hu-Fi/Mr.Market/pull/42/files#diff-b4e30f06d92840d9d06da90af5ce24ca44d2081a7d3cdcd17cd785ab5269e3edR24-R24) ```diff -origin: '*', // Allow all origins, Temporary to be changed and restricted. +origin: ['https://yourdomain.com', 'https://www.anotherdomain.com'], ```
    Enhancement
    Use an environment variable for the logging level to enhance flexibility. ___ **To improve the logging mechanism's flexibility and maintainability, consider adding an
    environment variable for the logging level. This allows for easy adjustments in different
    environments without changing the code.** [server/src/modules/logger/logger.service.ts [16]](https://github.com/Hu-Fi/Mr.Market/pull/42/files#diff-fe4be3a82b6895fc7a5ea6b903fc41dd6b40ea08412f72a46ca9a3dd3962046fR16-R16) ```diff -level: 'info', // Default logging level +level: process.env.LOG_LEVEL || 'info', ```
    Improve order cancellation error handling with retries or aggregation. ___ **The current implementation of cancelAllStrategyOrders does not handle potential errors for
    each order cancellation in a way that ensures all orders are attempted to be cancelled.
    Consider adding a retry mechanism or aggregating errors to handle them after attempting
    all cancellations.** [server/src/modules/strategy/strategy.service.ts [372-375]](https://github.com/Hu-Fi/Mr.Market/pull/42/files#diff-413cb1b28e0d47a46768f97d10145a8e14d9e46b0a195768786127305916d944R372-R375) ```diff -await exchange.cancelOrder(order.id, pair); +try { + await exchange.cancelOrder(order.id, pair); +} catch (error) { + errors.push({ orderId: order.id, error }); + // Optionally, add a retry mechanism here +} ```

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    posix4e commented 6 months ago

    Closing this as it's failing tests