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author | Brandon Millman <brandon.millman@gmail.com> | 2017-11-15 07:26:36 +0800 |
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committer | Brandon Millman <brandon.millman@gmail.com> | 2017-11-15 10:55:29 +0800 |
commit | 655b0636facc110e9192cc7c3190f4b16f212be9 (patch) | |
tree | 562109951a69321e6d8857798d4d5310248b71d7 /packages/connect/src | |
parent | 5bd8e172c9415e9d8eca2d3893fe767684018351 (diff) | |
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Add connect to monorepo
Diffstat (limited to 'packages/connect/src')
-rw-r--r-- | packages/connect/src/globals.d.ts | 6 | ||||
-rw-r--r-- | packages/connect/src/http_client.ts | 171 | ||||
-rw-r--r-- | packages/connect/src/index.ts | 15 | ||||
-rw-r--r-- | packages/connect/src/schemas/relayer_fees_request_schema.ts | 8 | ||||
-rw-r--r-- | packages/connect/src/schemas/relayer_orderbook_request_schema.ts | 8 | ||||
-rw-r--r-- | packages/connect/src/schemas/relayer_orders_request_schema.ts | 16 | ||||
-rw-r--r-- | packages/connect/src/schemas/relayer_token_pairs_request_schema.ts | 8 | ||||
-rw-r--r-- | packages/connect/src/schemas/schemas.ts | 15 | ||||
-rw-r--r-- | packages/connect/src/types.ts | 120 | ||||
-rw-r--r-- | packages/connect/src/utils/orderbook_channel_message_parsers.ts | 43 | ||||
-rw-r--r-- | packages/connect/src/utils/type_converters.ts | 31 | ||||
-rw-r--r-- | packages/connect/src/ws_orderbook_channel.ts | 127 |
12 files changed, 568 insertions, 0 deletions
diff --git a/packages/connect/src/globals.d.ts b/packages/connect/src/globals.d.ts new file mode 100644 index 000000000..078e189cd --- /dev/null +++ b/packages/connect/src/globals.d.ts @@ -0,0 +1,6 @@ +declare module 'dirty-chai'; + +declare module '*.json' { + const value: any; + export default value; +} diff --git a/packages/connect/src/http_client.ts b/packages/connect/src/http_client.ts new file mode 100644 index 000000000..ab8c6bfa1 --- /dev/null +++ b/packages/connect/src/http_client.ts @@ -0,0 +1,171 @@ +import 'isomorphic-fetch'; +import * as _ from 'lodash'; +import {BigNumber} from 'bignumber.js'; +import * as queryString from 'query-string'; +import {assert} from '@0xproject/assert'; +import {schemas} from '@0xproject/json-schemas'; +import {SignedOrder} from '0x.js'; +import { + Client, + FeesRequest, + FeesResponse, + OrderbookRequest, + OrderbookResponse, + OrdersRequest, + TokenPairsItem, + TokenPairsRequest, +} from './types'; +import {schemas as clientSchemas} from './schemas/schemas'; +import {typeConverters} from './utils/type_converters'; + +interface RequestOptions { + params?: object; + payload?: object; +} + +enum RequestType { + Get = 'GET', + Post = 'POST', +} + +/** + * This class includes all the functionality related to interacting with a set of HTTP endpoints + * that implement the standard relayer API v0 + */ +export class HttpClient implements Client { + private apiEndpointUrl: string; + /** + * Instantiates a new HttpClient instance + * @param url The base url for making API calls + * @return An instance of HttpClient + */ + constructor(url: string) { + assert.isHttpUrl('url', url); + this.apiEndpointUrl = url; + } + /** + * Retrieve token pair info from the API + * @param request A TokenPairsRequest instance describing specific token information + * to retrieve + * @return The resulting TokenPairsItems that match the request + */ + public async getTokenPairsAsync(request?: TokenPairsRequest): Promise<TokenPairsItem[]> { + if (!_.isUndefined(request)) { + assert.doesConformToSchema('request', request, clientSchemas.relayerTokenPairsRequestSchema); + } + const requestOpts = { + params: request, + }; + const tokenPairs = await this._requestAsync('/token_pairs', RequestType.Get, requestOpts); + assert.doesConformToSchema( + 'tokenPairs', tokenPairs, schemas.relayerApiTokenPairsResponseSchema); + _.each(tokenPairs, (tokenPair: object) => { + typeConverters.convertStringsFieldsToBigNumbers(tokenPair, [ + 'tokenA.minAmount', + 'tokenA.maxAmount', + 'tokenB.minAmount', + 'tokenB.maxAmount', + ]); + }); + return tokenPairs; + } + /** + * Retrieve orders from the API + * @param request An OrdersRequest instance describing specific orders to retrieve + * @return The resulting SignedOrders that match the request + */ + public async getOrdersAsync(request?: OrdersRequest): Promise<SignedOrder[]> { + if (!_.isUndefined(request)) { + assert.doesConformToSchema('request', request, clientSchemas.relayerOrdersRequestSchema); + } + const requestOpts = { + params: request, + }; + const orders = await this._requestAsync(`/orders`, RequestType.Get, requestOpts); + assert.doesConformToSchema('orders', orders, schemas.signedOrdersSchema); + _.each(orders, (order: object) => typeConverters.convertOrderStringFieldsToBigNumber(order)); + return orders; + } + /** + * Retrieve a specific order from the API + * @param orderHash An orderHash generated from the desired order + * @return The SignedOrder that matches the supplied orderHash + */ + public async getOrderAsync(orderHash: string): Promise<SignedOrder> { + assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema); + const order = await this._requestAsync(`/order/${orderHash}`, RequestType.Get); + assert.doesConformToSchema('order', order, schemas.signedOrderSchema); + typeConverters.convertOrderStringFieldsToBigNumber(order); + return order; + } + /** + * Retrieve an orderbook from the API + * @param request An OrderbookRequest instance describing the specific orderbook to retrieve + * @return The resulting OrderbookResponse that matches the request + */ + public async getOrderbookAsync(request: OrderbookRequest): Promise<OrderbookResponse> { + assert.doesConformToSchema('request', request, clientSchemas.relayerOrderBookRequestSchema); + const requestOpts = { + params: request, + }; + const orderBook = await this._requestAsync('/orderbook', RequestType.Get, requestOpts); + assert.doesConformToSchema('orderBook', orderBook, schemas.relayerApiOrderBookResponseSchema); + typeConverters.convertOrderbookStringFieldsToBigNumber(orderBook); + return orderBook; + } + /** + * Retrieve fee information from the API + * @param request A FeesRequest instance describing the specific fees to retrieve + * @return The resulting FeesResponse that matches the request + */ + public async getFeesAsync(request: FeesRequest): Promise<FeesResponse> { + assert.doesConformToSchema('request', request, schemas.relayerApiFeesPayloadSchema); + typeConverters.convertBigNumberFieldsToStrings(request, [ + 'makerTokenAmount', + 'takerTokenAmount', + 'expirationUnixTimestampSec', + 'salt', + ]); + const requestOpts = { + payload: request, + }; + const fees = await this._requestAsync('/fees', RequestType.Post, requestOpts); + assert.doesConformToSchema('fees', fees, schemas.relayerApiFeesResponseSchema); + typeConverters.convertStringsFieldsToBigNumbers(fees, ['makerFee', 'takerFee']); + return fees; + } + /** + * Submit a signed order to the API + * @param signedOrder A SignedOrder instance to submit + */ + public async submitOrderAsync(signedOrder: SignedOrder): Promise<void> { + assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); + const requestOpts = { + payload: signedOrder, + }; + await this._requestAsync('/order', RequestType.Post, requestOpts); + } + private async _requestAsync(path: string, requestType: RequestType, requestOptions?: RequestOptions): Promise<any> { + const params = _.get(requestOptions, 'params'); + const payload = _.get(requestOptions, 'payload'); + let query = ''; + if (!_.isUndefined(params) && !_.isEmpty(params)) { + const stringifiedParams = queryString.stringify(params); + query = `?${stringifiedParams}`; + } + const url = `${this.apiEndpointUrl}/v0${path}${query}`; + const headers = new Headers({ + 'content-type': 'application/json', + }); + const response = await fetch(url, { + method: requestType, + body: payload, + headers, + }); + if (!response.ok) { + throw Error(response.statusText); + } + const json = await response.json(); + return json; + } +} diff --git a/packages/connect/src/index.ts b/packages/connect/src/index.ts new file mode 100644 index 000000000..5e97f4f26 --- /dev/null +++ b/packages/connect/src/index.ts @@ -0,0 +1,15 @@ +export {HttpClient} from './http_client'; +export {WebSocketOrderbookChannel} from './ws_orderbook_channel'; +export { + Client, + FeesRequest, + FeesResponse, + OrderbookChannel, + OrderbookChannelHandler, + OrderbookChannelSubscriptionOpts, + OrderbookRequest, + OrderbookResponse, + OrdersRequest, + TokenPairsItem, + TokenPairsRequest, +} from './types'; diff --git a/packages/connect/src/schemas/relayer_fees_request_schema.ts b/packages/connect/src/schemas/relayer_fees_request_schema.ts new file mode 100644 index 000000000..9408c94a0 --- /dev/null +++ b/packages/connect/src/schemas/relayer_fees_request_schema.ts @@ -0,0 +1,8 @@ +export const relayerOrderBookRequestSchema = { + id: '/RelayerOrderBookRequest', + type: 'object', + properties: { + baseTokenAddress: {$ref: '/Address'}, + quoteTokenAddress: {$ref: '/Address'}, + }, +}; diff --git a/packages/connect/src/schemas/relayer_orderbook_request_schema.ts b/packages/connect/src/schemas/relayer_orderbook_request_schema.ts new file mode 100644 index 000000000..9408c94a0 --- /dev/null +++ b/packages/connect/src/schemas/relayer_orderbook_request_schema.ts @@ -0,0 +1,8 @@ +export const relayerOrderBookRequestSchema = { + id: '/RelayerOrderBookRequest', + type: 'object', + properties: { + baseTokenAddress: {$ref: '/Address'}, + quoteTokenAddress: {$ref: '/Address'}, + }, +}; diff --git a/packages/connect/src/schemas/relayer_orders_request_schema.ts b/packages/connect/src/schemas/relayer_orders_request_schema.ts new file mode 100644 index 000000000..c11bc77be --- /dev/null +++ b/packages/connect/src/schemas/relayer_orders_request_schema.ts @@ -0,0 +1,16 @@ +export const relayerOrdersRequestSchema = { + id: '/RelayerOrdersRequest', + type: 'object', + properties: { + exchangeContractAddress: {$ref: '/Address'}, + tokenAddress: {$ref: '/Address'}, + makerTokenAddress: {$ref: '/Address'}, + takerTokenAddress: {$ref: '/Address'}, + tokenA: {$ref: '/Address'}, + tokenB: {$ref: '/Address'}, + maker: {$ref: '/Address'}, + taker: {$ref: '/Address'}, + trader: {$ref: '/Address'}, + feeRecipient: {$ref: '/Address'}, + }, +}; diff --git a/packages/connect/src/schemas/relayer_token_pairs_request_schema.ts b/packages/connect/src/schemas/relayer_token_pairs_request_schema.ts new file mode 100644 index 000000000..8013e1454 --- /dev/null +++ b/packages/connect/src/schemas/relayer_token_pairs_request_schema.ts @@ -0,0 +1,8 @@ +export const relayerTokenPairsRequestSchema = { + id: '/RelayerTokenPairsRequest', + type: 'object', + properties: { + tokenA: {$ref: '/Address'}, + tokenB: {$ref: '/Address'}, + }, +}; diff --git a/packages/connect/src/schemas/schemas.ts b/packages/connect/src/schemas/schemas.ts new file mode 100644 index 000000000..97ac672bf --- /dev/null +++ b/packages/connect/src/schemas/schemas.ts @@ -0,0 +1,15 @@ +import { + relayerOrderBookRequestSchema, +} from './relayer_orderbook_request_schema'; +import { + relayerOrdersRequestSchema, +} from './relayer_orders_request_schema'; +import { + relayerTokenPairsRequestSchema, +} from './relayer_token_pairs_request_schema'; + +export const schemas = { + relayerOrderBookRequestSchema, + relayerOrdersRequestSchema, + relayerTokenPairsRequestSchema, +}; diff --git a/packages/connect/src/types.ts b/packages/connect/src/types.ts new file mode 100644 index 000000000..75b6b8020 --- /dev/null +++ b/packages/connect/src/types.ts @@ -0,0 +1,120 @@ +import {SignedOrder} from '0x.js'; +import {BigNumber} from 'bignumber.js'; + +export interface Client { + getTokenPairsAsync: (request?: TokenPairsRequest) => Promise<TokenPairsItem[]>; + getOrdersAsync: (request?: OrdersRequest) => Promise<SignedOrder[]>; + getOrderAsync: (orderHash: string) => Promise<SignedOrder>; + getOrderbookAsync: (request: OrderbookRequest) => Promise<OrderbookResponse>; + getFeesAsync: (request: FeesRequest) => Promise<FeesResponse>; + submitOrderAsync: (signedOrder: SignedOrder) => Promise<void>; +} + +export interface OrderbookChannel { + subscribe: (subscriptionOpts: OrderbookChannelSubscriptionOpts, handler: OrderbookChannelHandler) => void; + close: () => void; +} + +export interface OrderbookChannelHandler { + onSnapshot: (channel: OrderbookChannel, snapshot: OrderbookResponse) => void; + onUpdate: (channel: OrderbookChannel, order: SignedOrder) => void; + onError: (channel: OrderbookChannel, err: Error) => void; + onClose: (channel: OrderbookChannel) => void; +} + +export type OrderbookChannelMessage = + SnapshotOrderbookChannelMessage | + UpdateOrderbookChannelMessage | + UnknownOrderbookChannelMessage; + +export enum OrderbookChannelMessageTypes { + Snapshot = 'snapshot', + Update = 'update', + Unknown = 'unknown', +} + +export interface SnapshotOrderbookChannelMessage { + type: OrderbookChannelMessageTypes.Snapshot; + payload: OrderbookResponse; +} + +export interface UpdateOrderbookChannelMessage { + type: OrderbookChannelMessageTypes.Update; + payload: SignedOrder; +} + +export interface UnknownOrderbookChannelMessage { + type: OrderbookChannelMessageTypes.Unknown; + payload: undefined; +} + +/* + * baseTokenAddress: The address of token designated as the baseToken in the currency pair calculation of price + * quoteTokenAddress: The address of token designated as the quoteToken in the currency pair calculation of price + * snapshot: If true, a snapshot of the orderbook will be sent before the updates to the orderbook + * limit: Maximum number of bids and asks in orderbook snapshot + */ +export interface OrderbookChannelSubscriptionOpts { + baseTokenAddress: string; + quoteTokenAddress: string; + snapshot: boolean; + limit: number; +} + +export interface TokenPairsRequest { + tokenA?: string; + tokenB?: string; +} + +export interface TokenPairsItem { + tokenA: TokenTradeInfo; + tokenB: TokenTradeInfo; +} + +export interface TokenTradeInfo { + address: string; + minAmount: BigNumber; + maxAmount: BigNumber; + precision: number; +} + +export interface OrdersRequest { + exchangeContractAddress?: string; + tokenAddress?: string; + makerTokenAddress?: string; + takerTokenAddress?: string; + tokenA?: string; + tokenB?: string; + maker?: string; + taker?: string; + trader?: string; + feeRecipient?: string; +} + +export interface OrderbookRequest { + baseTokenAddress: string; + quoteTokenAddress: string; +} + +export interface OrderbookResponse { + bids: SignedOrder[]; + asks: SignedOrder[]; +} + +export interface FeesRequest { + exchangeContractAddress: string; + maker: string; + taker: string; + makerTokenAddress: string; + takerTokenAddress: string; + makerTokenAmount: BigNumber; + takerTokenAmount: BigNumber; + expirationUnixTimestampSec: BigNumber; + salt: BigNumber; +} + +export interface FeesResponse { + feeRecipient: string; + makerFee: BigNumber; + takerFee: BigNumber; +} diff --git a/packages/connect/src/utils/orderbook_channel_message_parsers.ts b/packages/connect/src/utils/orderbook_channel_message_parsers.ts new file mode 100644 index 000000000..b590b189b --- /dev/null +++ b/packages/connect/src/utils/orderbook_channel_message_parsers.ts @@ -0,0 +1,43 @@ +import * as _ from 'lodash'; +import {SignedOrder} from '0x.js'; +import {assert} from '@0xproject/assert'; +import {schemas} from '@0xproject/json-schemas'; +import { + OrderbookChannelMessage, + OrderbookChannelMessageTypes, +} from '../types'; +import {typeConverters} from './type_converters'; + +export const orderbookChannelMessageParsers = { + parser(utf8Data: string): OrderbookChannelMessage { + const messageObj = JSON.parse(utf8Data); + const type: string = _.get(messageObj, 'type'); + assert.assert(!_.isUndefined(type), `Message is missing a type parameter: ${utf8Data}`); + switch (type) { + case (OrderbookChannelMessageTypes.Snapshot): { + assert.doesConformToSchema('message', messageObj, schemas.relayerApiOrderbookChannelSnapshotSchema); + const orderbook = messageObj.payload; + typeConverters.convertOrderbookStringFieldsToBigNumber(orderbook); + return { + type, + payload: orderbook, + }; + } + case (OrderbookChannelMessageTypes.Update): { + assert.doesConformToSchema('message', messageObj, schemas.relayerApiOrderbookChannelUpdateSchema); + const order = messageObj.payload; + typeConverters.convertOrderStringFieldsToBigNumber(order); + return { + type, + payload: order, + }; + } + default: { + return { + type: OrderbookChannelMessageTypes.Unknown, + payload: undefined, + }; + } + } + }, +}; diff --git a/packages/connect/src/utils/type_converters.ts b/packages/connect/src/utils/type_converters.ts new file mode 100644 index 000000000..bf17a5629 --- /dev/null +++ b/packages/connect/src/utils/type_converters.ts @@ -0,0 +1,31 @@ +import * as _ from 'lodash'; +import {BigNumber} from 'bignumber.js'; + +// TODO: convert all of these to non-mutating, pure functions +export const typeConverters = { + convertOrderbookStringFieldsToBigNumber(orderbook: object): void { + _.each(orderbook, (orders: object[]) => { + _.each(orders, (order: object) => this.convertOrderStringFieldsToBigNumber(order)); + }); + }, + convertOrderStringFieldsToBigNumber(order: object): void { + this.convertStringsFieldsToBigNumbers(order, [ + 'makerTokenAmount', + 'takerTokenAmount', + 'makerFee', + 'takerFee', + 'expirationUnixTimestampSec', + 'salt', + ]); + }, + convertBigNumberFieldsToStrings(obj: object, fields: string[]): void { + _.each(fields, field => { + _.update(obj, field, (value: BigNumber) => value.toString()); + }); + }, + convertStringsFieldsToBigNumbers(obj: object, fields: string[]): void { + _.each(fields, field => { + _.update(obj, field, (value: string) => new BigNumber(value)); + }); + }, +}; diff --git a/packages/connect/src/ws_orderbook_channel.ts b/packages/connect/src/ws_orderbook_channel.ts new file mode 100644 index 000000000..78b823dbe --- /dev/null +++ b/packages/connect/src/ws_orderbook_channel.ts @@ -0,0 +1,127 @@ +import * as _ from 'lodash'; +import * as WebSocket from 'websocket'; +import {assert} from '@0xproject/assert'; +import {schemas} from '@0xproject/json-schemas'; +import {SignedOrder} from '0x.js'; +import { + OrderbookChannel, + OrderbookChannelHandler, + OrderbookChannelMessageTypes, + OrderbookChannelSubscriptionOpts, +} from './types'; +import {orderbookChannelMessageParsers} from './utils/orderbook_channel_message_parsers'; + +enum ConnectionEventType { + Close = 'close', + Error = 'error', + Message = 'message', +} + +enum ClientEventType { + Connect = 'connect', + ConnectFailed = 'connectFailed', +} + +/** + * This class includes all the functionality related to interacting with a websocket endpoint + * that implements the standard relayer API v0 + */ +export class WebSocketOrderbookChannel implements OrderbookChannel { + private apiEndpointUrl: string; + private client: WebSocket.client; + private connectionIfExists?: WebSocket.connection; + /** + * Instantiates a new WebSocketOrderbookChannel instance + * @param url The base url for making API calls + * @return An instance of WebSocketOrderbookChannel + */ + constructor(url: string) { + assert.isUri('url', url); + this.apiEndpointUrl = url; + this.client = new WebSocket.client(); + } + /** + * Subscribe to orderbook snapshots and updates from the websocket + * @param subscriptionOpts An OrderbookChannelSubscriptionOpts instance describing which + * token pair to subscribe to + * @param handler An OrderbookChannelHandler instance that responds to various + * channel updates + */ + public subscribe(subscriptionOpts: OrderbookChannelSubscriptionOpts, handler: OrderbookChannelHandler): void { + assert.doesConformToSchema( + 'subscriptionOpts', subscriptionOpts, schemas.relayerApiOrderbookChannelSubscribePayload); + assert.isFunction('handler.onSnapshot', _.get(handler, 'onSnapshot')); + assert.isFunction('handler.onUpdate', _.get(handler, 'onUpdate')); + assert.isFunction('handler.onError', _.get(handler, 'onError')); + assert.isFunction('handler.onClose', _.get(handler, 'onClose')); + const subscribeMessage = { + type: 'subscribe', + channel: 'orderbook', + payload: subscriptionOpts, + }; + this._getConnection((error, connection) => { + if (!_.isUndefined(error)) { + handler.onError(this, error); + } else if (!_.isUndefined(connection) && connection.connected) { + connection.on(ConnectionEventType.Error, wsError => { + handler.onError(this, wsError); + }); + connection.on(ConnectionEventType.Close, () => { + handler.onClose(this); + }); + connection.on(ConnectionEventType.Message, message => { + this._handleWebSocketMessage(message, handler); + }); + connection.sendUTF(JSON.stringify(subscribeMessage)); + } + }); + } + /** + * Close the websocket and stop receiving updates + */ + public close() { + if (!_.isUndefined(this.connectionIfExists)) { + this.connectionIfExists.close(); + } + } + private _getConnection(callback: (error?: Error, connection?: WebSocket.connection) => void) { + if (!_.isUndefined(this.connectionIfExists) && this.connectionIfExists.connected) { + callback(undefined, this.connectionIfExists); + } else { + this.client.on(ClientEventType.Connect, connection => { + this.connectionIfExists = connection; + callback(undefined, this.connectionIfExists); + }); + this.client.on(ClientEventType.ConnectFailed, error => { + callback(error, undefined); + }); + this.client.connect(this.apiEndpointUrl); + } + } + private _handleWebSocketMessage(message: WebSocket.IMessage, handler: OrderbookChannelHandler): void { + if (!_.isUndefined(message.utf8Data)) { + try { + const utf8Data = message.utf8Data; + const parserResult = orderbookChannelMessageParsers.parser(utf8Data); + const type = parserResult.type; + switch (parserResult.type) { + case (OrderbookChannelMessageTypes.Snapshot): { + handler.onSnapshot(this, parserResult.payload); + break; + } + case (OrderbookChannelMessageTypes.Update): { + handler.onUpdate(this, parserResult.payload); + break; + } + default: { + handler.onError(this, new Error(`Message has missing a type parameter: ${utf8Data}`)); + } + } + } catch (error) { + handler.onError(this, error); + } + } else { + handler.onError(this, new Error(`Message does not contain utf8Data`)); + } + } +} |