amcalabretta / botbase Goto Github PK
View Code? Open in Web Editor NEWA framework where to run bot trading cryptocurrencies across multiple exchanges
Home Page: https://amcalabretta.github.io/botbase/
License: MIT License
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it should be possible to place orders and monitor them
The main thread shall be responsible for placing real orders, additionally, it should be possible to run botbase in 'SYM' mode e.g. orders shall be not placed.
Bot base should also be able to check the status of each order and update the buckets accordingly.
A CI should be done
Github Ci should be integrated in regards to the following aspects:
- Unit tests
- Linting
A logging framework shall be used
Ideally, logging should be done, main reqs:
- Each strategy should log to its own file.
- If the same strategy is used with different configurations, different files should be used.
- The main thread shall log on its own.
- The directory where to store the files should be passed as an env variable, if the variable is not there, the process should not start.
add cognitive measuring to the npm scripts
https://www.npmjs.com/package/cognitive-complexity-ts
(it's already in the package.json)
Port to new coinbase library
Botbase is based on https://www.npmjs.com/package/coinbase-pro, it should be ported to https://www.npmjs.com/package/coinbase-pro-node
fix codeclimate issues
Maintenability issues repoorted here: https://codeclimate.com/github/amcalabretta/botbase
The Bot shall use a pool of workers for executing orders
move to multiprocess from workers
Multiprocess might be a better way to manage the strategies (especially considering that each strategy might make use of expensive frameworks like ML / AI etc...
see https://betterprogramming.pub/scaling-node-js-applications-with-multiprocessing-b0c25511832a for an example or move to cluster (https://nodejs.org/docs/latest/api/cluster.html#cluster) node native way to run multiple processes rather than threads (i.e. workers)
communication might be done via the pub/sub pattern (https://www.npmjs.com/package/cluster-pubsub)
Create a strategy based on the olhc candles based on multiple linear regression
package here:
https://www.npmjs.com/package/ml-regression-multivariate-linear
can be applied to 1s, 5s etc..
Fix codacy issues
As reported in https://app.codacy.com/gh/amcalabretta/botbase/dashboard?branch=master there are issues in terms of codequality
collect and log gc runs
Use github actions / final set of external tools for badges
GitHub Actions:
- Linting (eslint)
- Unit testing (fail if below x%)
External tools:
- Sonarcloud
- Codecov
npm audit found vulnerabilities
=== npm audit security report ===
┌──────────────────────────────────────────────────────────────────────────────┐
│ Manual Review │
│ Some vulnerabilities require your attention to resolve │
│ │
│ Visit https://go.npm.me/audit-guide for additional guidance │
└──────────────────────────────────────────────────────────────────────────────┘
┌───────────────┬──────────────────────────────────────────────────────────────┐
│ High │ Prototype Pollution │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Package │ lodash │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Patched in │ >=4.17.11 │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Dependency of │ deps-ok [dev] │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Path │ deps-ok > lodash │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ More info │ https://npmjs.com/advisories/782 │
└───────────────┴──────────────────────────────────────────────────────────────┘
┌───────────────┬──────────────────────────────────────────────────────────────┐
│ High │ Prototype Pollution │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Package │ lodash │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Patched in │ >=4.17.12 │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Dependency of │ deps-ok [dev] │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Path │ deps-ok > lodash │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ More info │ https://npmjs.com/advisories/1065 │
└───────────────┴──────────────────────────────────────────────────────────────┘
┌───────────────┬──────────────────────────────────────────────────────────────┐
│ Low │ Prototype Pollution │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Package │ lodash │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Patched in │ >=4.17.19 │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Dependency of │ deps-ok [dev] │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Path │ deps-ok > lodash │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ More info │ https://npmjs.com/advisories/1523 │
└───────────────┴──────────────────────────────────────────────────────────────┘
┌───────────────┬──────────────────────────────────────────────────────────────┐
│ High │ Command Injection │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Package │ lodash │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Patched in │ >=4.17.21 │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Dependency of │ deps-ok [dev] │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Path │ deps-ok > lodash │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ More info │ https://npmjs.com/advisories/1673 │
└───────────────┴──────────────────────────────────────────────────────────────┘
┌───────────────┬──────────────────────────────────────────────────────────────┐
│ Low │ Prototype Pollution │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Package │ minimist │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Patched in │ >=0.2.1 <1.0.0 || >=1.2.3 │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Dependency of │ deps-ok [dev] │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ Path │ deps-ok > minimist │
├───────────────┼──────────────────────────────────────────────────────────────┤
│ More info │ https://npmjs.com/advisories/1179 │
└───────────────┴──────────────────────────────────────────────────────────────┘
found 5 vulnerabilities (2 low, 3 high) in 490 scanned packages
5 vulnerabilities require manual review. See the full report for details.
npm audit found vulnerabilities
# npm audit report
@sideway/formula 3.0.0
Severity: moderate
@sideway/formula contains Regular Expression Denial of Service (ReDoS) Vulnerability - https://github.com/advisories/GHSA-c2jc-4fpr-4vhg
fix available via `npm audit fix`
node_modules/@sideway/formula
http-cache-semantics <4.1.1
Severity: high
http-cache-semantics vulnerable to Regular Expression Denial of Service - https://github.com/advisories/GHSA-rc47-6667-2j5j
fix available via `npm audit fix`
node_modules/http-cache-semantics
json5 <1.0.2 || >=2.0.0 <2.2.2
Severity: high
Prototype Pollution in JSON5 via Parse Method - https://github.com/advisories/GHSA-9c47-m6qq-7p4h
Prototype Pollution in JSON5 via Parse Method - https://github.com/advisories/GHSA-9c47-m6qq-7p4h
fix available via `npm audit fix`
node_modules/json5
node_modules/tsconfig-paths/node_modules/json5
request *
Severity: moderate
Server-Side Request Forgery in Request - https://github.com/advisories/GHSA-p8p7-x288-28g6
No fix available
node_modules/request
coinbase-pro *
Depends on vulnerable versions of request
node_modules/coinbase-pro
vm2 <=3.9.15
Severity: critical
vm2 vulnerable to sandbox escape - https://github.com/advisories/GHSA-7jxr-cg7f-gpgv
vm2 Sandbox Escape vulnerability - https://github.com/advisories/GHSA-xj72-wvfv-8985
fix available via `npm audit fix`
node_modules/vm2
6 vulnerabilities (3 moderate, 2 high, 1 critical)
To address issues that do not require attention, run:
npm audit fix
Some issues need review, and may require choosing
a different dependency.
Load strategies to be executed from the main yaml file
Currently the strategies to be ran live in the all_strategies file, it would be more handy to load them from the yaml file.
Add badges
Add badges:
- Linting
- nvm minimal
- some other stuff that might come to mind
Add linter
Add linting step
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