Strategy modifcations

[Faouzijedidi1]

User description

Strategy improvement requested as improvements by CHUNKEE

• Ceiling and floor graceful handling, no shutdown skip orders but don't stop strategy
• Cancel all orders once strategy shutdown, // Cancel method need to modified to handle multiple users.
• Improved error handling with more retries as exchanges tend to have issues.

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Type

enhancement, bug_fix

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Description

• Enabled SSL for PostgreSQL connection in server/src/app.module.ts.
• Simplified server bootstrap logic and enabled CORS for all origins in server/src/main.ts.
• Replaced custom file logging with Winston logger in server/src/modules/logger/logger.service.ts.
• Allowed WebSocket connections from all origins in server/src/modules/marketdata/marketdata.gateway.ts.
• Added ceilingPrice and floorPrice properties to strategy DTO in server/src/modules/strategy/strategy.dto.ts.
• Improved strategy handling with order skipping based on ceiling and floor price, better error handling with retries, and canceling all strategy orders before shutdown in server/src/modules/strategy/strategy.service.ts.
• Updated README to reflect switch to Yarn and added backend server setup instructions in README.md.
• Added root directory package.json for managing frontend and server with scripts in package.json.

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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

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[github-actions]

PR Description updated to latest commit (d4aa74d)

[github-actions]

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:

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relevant file	server/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), {

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relevant file	server/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 line	await new Promise((resolve) => setTimeout(resolve, 2000)); // Wait for 2 seconds before retrying or moving on

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relevant file	server/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 line	this.logger.error(`Failed to cancel order ${orderId}: ${error}`);

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relevant file	server/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 line	ssl: true,

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[github-actions]

PR Code Suggestions

Category	Suggestions
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] -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] -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] -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] -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] -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]

Closing this as it's failing tests