Look for relevant events in the decodedLogs and emit orderState events for orders impacted by the blockchain state changes

2 files changed, 144 insertions, 52 deletions

diff --git a/src/mempool/order_state_watcher.ts b/src/mempool/order_state_watcher.ts
index 3da48005d..436f86554 100644
--- a/src/mempool/order_state_watcher.ts
+++ b/src/mempool/order_state_watcher.ts
@@ -3,6 +3,7 @@ import {schemas} from '0x-json-schemas';
 import {ZeroEx} from '../';
 import {EventWatcher} from './event_watcher';
 import {assert} from '../utils/assert';
+import {utils} from '../utils/utils';
 import {artifacts} from '../artifacts';
 import {AbiDecoder} from '../utils/abi_decoder';
 import {OrderStateUtils} from '../utils/order_state_utils';
@@ -14,11 +15,24 @@ import {
     BlockParamLiteral,
     LogWithDecodedArgs,
     OnOrderStateChangeCallback,
+    ExchangeEvents,
+    TokenEvents,
 } from '../types';
 import {Web3Wrapper} from '../web3_wrapper';
 
+interface DependentOrderHashes {
+    [makerAddress: string]: {
+        [makerToken: string]: Set<string>,
+    };
+}
+
+interface OrderByOrderHash {
+    [orderHash: string]: SignedOrder;
+}
+
 export class OrderStateWatcher {
-    private _orders = new Map<string, SignedOrder>();
+    private _orders: OrderByOrderHash;
+    private _dependentOrderHashes: DependentOrderHashes;
     private _web3Wrapper: Web3Wrapper;
     private _callbackAsync?: OnOrderStateChangeCallback;
     private _eventWatcher: EventWatcher;
@@ -28,6 +42,8 @@ export class OrderStateWatcher {
         web3Wrapper: Web3Wrapper, abiDecoder: AbiDecoder, orderStateUtils: OrderStateUtils,
         mempoolPollingIntervalMs?: number) {
         this._web3Wrapper = web3Wrapper;
+        this._orders = {};
+        this._dependentOrderHashes = {};
         this._eventWatcher = new EventWatcher(
             this._web3Wrapper, mempoolPollingIntervalMs,
         );
@@ -37,12 +53,18 @@ export class OrderStateWatcher {
     public addOrder(signedOrder: SignedOrder): void {
         assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
         const orderHash = ZeroEx.getOrderHashHex(signedOrder);
-        this._orders.set(orderHash, signedOrder);
+        this._orders[orderHash] = signedOrder;
+        this.addToDependentOrderHashes(signedOrder, orderHash);
     }
     public removeOrder(signedOrder: SignedOrder): void {
         assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
+        if (_.isUndefined(this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress])) {
+            return; // noop if user tries to remove order that wasn't added
+        }
         const orderHash = ZeroEx.getOrderHashHex(signedOrder);
-        this._orders.delete(orderHash);
+        delete this._orders[orderHash];
+        this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress].delete(orderHash);
+        // We currently do not remove the maker/makerToken keys from the mapping when all orderHashes removed
     }
     public subscribe(callback: OnOrderStateChangeCallback): void {
         assert.isFunction('callback', callback);
@@ -55,17 +77,59 @@ export class OrderStateWatcher {
     }
     private async _onMempoolEventCallbackAsync(log: LogEvent): Promise<void> {
         const maybeDecodedLog = this._abiDecoder.tryToDecodeLogOrNoop(log);
-        if (!_.isUndefined((maybeDecodedLog as LogWithDecodedArgs<any>).event)) {
-            await this._revalidateOrdersAsync();
+        const isDecodedLog = !_.isUndefined((maybeDecodedLog as LogWithDecodedArgs<any>).event);
+        if (!isDecodedLog) {
+            return; // noop
+        }
+        const decodedLog = maybeDecodedLog as LogWithDecodedArgs<any>;
+        let makerToken: string;
+        let makerAddress: string;
+        let orderHashesSet: Set<string>;
+        switch (decodedLog.event) {
+            case TokenEvents.Approval:
+                makerToken = decodedLog.address;
+                makerAddress = decodedLog.args._owner;
+                orderHashesSet = _.get(this._dependentOrderHashes, [makerAddress, makerToken]);
+                if (!_.isUndefined(orderHashesSet)) {
+                    const orderHashes = Array.from(orderHashesSet);
+                    await this._emitRevalidateOrdersAsync(orderHashes);
+                }
+                break;
+
+            case TokenEvents.Transfer:
+                makerToken = decodedLog.address;
+                makerAddress = decodedLog.args._from;
+                orderHashesSet = _.get(this._dependentOrderHashes, [makerAddress, makerToken]);
+                if (!_.isUndefined(orderHashesSet)) {
+                    const orderHashes = Array.from(orderHashesSet);
+                    await this._emitRevalidateOrdersAsync(orderHashes);
+                }
+                break;
+
+            case ExchangeEvents.LogFill:
+            case ExchangeEvents.LogCancel:
+                const orderHash = decodedLog.args.orderHash;
+                const isOrderWatched = !_.isUndefined(this._orders[orderHash]);
+                if (isOrderWatched) {
+                    await this._emitRevalidateOrdersAsync([orderHash]);
+                }
+                break;
+
+            case ExchangeEvents.LogError:
+                return; // noop
+
+            default:
+                throw utils.spawnSwitchErr('decodedLog.event', decodedLog.event);
         }
     }
-    private async _revalidateOrdersAsync(): Promise<void> {
+    private async _emitRevalidateOrdersAsync(orderHashes: string[]): Promise<void> {
+        // TODO: Make defaultBlock a passed in option
         const methodOpts = {
             defaultBlock: BlockParamLiteral.Pending,
         };
-        const orderHashes = Array.from(this._orders.keys());
+
         for (const orderHash of orderHashes) {
-            const signedOrder = this._orders.get(orderHash) as SignedOrder;
+            const signedOrder = this._orders[orderHash] as SignedOrder;
             const orderState = await this._orderStateUtils.getOrderStateAsync(signedOrder, methodOpts);
             if (!_.isUndefined(this._callbackAsync)) {
                 await this._callbackAsync(orderState);
@@ -74,4 +138,13 @@ export class OrderStateWatcher {
             }
         }
     }
+    private addToDependentOrderHashes(signedOrder: SignedOrder, orderHash: string) {
+        if (_.isUndefined(this._dependentOrderHashes[signedOrder.maker])) {
+            this._dependentOrderHashes[signedOrder.maker] = {};
+        }
+        if (_.isUndefined(this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress])) {
+            this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress] = new Set();
+        }
+        this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress].add(orderHash);
+    }
 }
diff --git a/test/order_watcher_test.ts b/test/order_watcher_test.ts
index 3ce60d863..11138567c 100644
--- a/test/order_watcher_test.ts
+++ b/test/order_watcher_test.ts
@@ -1,31 +1,32 @@
 import 'mocha';
 import * as chai from 'chai';
 import * as _ from 'lodash';
-import * as Sinon from 'sinon';
 import * as Web3 from 'web3';
 import BigNumber from 'bignumber.js';
-import {chaiSetup} from './utils/chai_setup';
-import {web3Factory} from './utils/web3_factory';
-import {Web3Wrapper} from '../src/web3_wrapper';
-import {OrderStateWatcher} from '../src/mempool/order_state_watcher';
+import { chaiSetup } from './utils/chai_setup';
+import { web3Factory } from './utils/web3_factory';
+import { Web3Wrapper } from '../src/web3_wrapper';
+import { OrderStateWatcher } from '../src/mempool/order_state_watcher';
 import {
     Token,
     ZeroEx,
     LogEvent,
     DecodedLogEvent,
     OrderState,
+    SignedOrder,
     OrderStateValid,
+    OrderStateInvalid,
+    ExchangeContractErrs,
 } from '../src';
-import {TokenUtils} from './utils/token_utils';
-import {FillScenarios} from './utils/fill_scenarios';
-import {DoneCallback} from '../src/types';
+import { TokenUtils } from './utils/token_utils';
+import { FillScenarios } from './utils/fill_scenarios';
+import { DoneCallback } from '../src/types';
 
 chaiSetup.configure();
 const expect = chai.expect;
 
-describe('EventWatcher', () => {
+describe.only('EventWatcher', () => {
     let web3: Web3;
-    let stubs: Sinon.SinonStub[] = [];
     let zeroEx: ZeroEx;
     let tokens: Token[];
     let tokenUtils: TokenUtils;
@@ -38,22 +39,8 @@ describe('EventWatcher', () => {
     let maker: string;
     let taker: string;
     let web3Wrapper: Web3Wrapper;
+    let signedOrder: SignedOrder;
     const fillableAmount = new BigNumber(5);
-    const fakeLog = {
-        address: '0xcdb594a32b1cc3479d8746279712c39d18a07fc0',
-        blockHash: '0x2d5cec6e3239d40993b74008f684af82b69f238697832e4c4d58e0ba5a2fa99e',
-        blockNumber: '0x34',
-        data: '0x0000000000000000000000000000000000000000000000000000000000000028',
-        logIndex: '0x00',
-        topics: [
-            '0x8c5be1e5ebec7d5bd14f71427d1e84f3dd0314c0f7b2291e5b200ac8c7c3b925',
-            '0x0000000000000000000000006ecbe1db9ef729cbe972c83fb886247691fb6beb',
-            '0x000000000000000000000000871dd7c2b4b25e1aa18728e9d5f2af4c4e431f5c',
-        ],
-        transactionHash: '0xa550fbe937985c383ed7ed077cf6011960a3c2d38ea39dea209426546f0e95cb',
-        transactionIndex: '0x00',
-        type: 'mined',
-    };
     before(async () => {
         web3 = web3Factory.create();
         zeroEx = new ZeroEx(web3.currentProvider);
@@ -67,36 +54,68 @@ describe('EventWatcher', () => {
         [makerToken, takerToken] = tokenUtils.getNonProtocolTokens();
         web3Wrapper = (zeroEx as any)._web3Wrapper;
     });
-    beforeEach(() => {
-        const getLogsStub = Sinon.stub(web3Wrapper, 'getLogsAsync');
-        getLogsStub.onCall(0).returns([fakeLog]);
-    });
-    afterEach(() => {
-        // clean up any stubs after the test has completed
-        _.each(stubs, s => s.restore());
-        stubs = [];
+    afterEach(async () => {
         zeroEx.orderStateWatcher.unsubscribe();
+        zeroEx.orderStateWatcher.removeOrder(signedOrder);
     });
-    it('should receive OrderState when order state is changed', (done: DoneCallback) => {
+    it('should emit orderStateInvalid when maker allowance set to 0 for watched order', (done: DoneCallback) => {
         (async () => {
-            const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+            signedOrder = await fillScenarios.createFillableSignedOrderAsync(
                 makerToken.address, takerToken.address, maker, taker, fillableAmount,
             );
             const orderHash = ZeroEx.getOrderHashHex(signedOrder);
             zeroEx.orderStateWatcher.addOrder(signedOrder);
             const callback = (orderState: OrderState) => {
-                expect(orderState.isValid).to.be.true();
-                expect(orderState.orderHash).to.be.equal(orderHash);
-                const orderRelevantState = (orderState as OrderStateValid).orderRelevantState;
-                expect(orderRelevantState.makerBalance).to.be.bignumber.equal(fillableAmount);
-                expect(orderRelevantState.makerProxyAllowance).to.be.bignumber.equal(fillableAmount);
-                expect(orderRelevantState.makerFeeBalance).to.be.bignumber.equal(0);
-                expect(orderRelevantState.makerFeeProxyAllowance).to.be.bignumber.equal(0);
-                expect(orderRelevantState.filledTakerTokenAmount).to.be.bignumber.equal(0);
-                expect(orderRelevantState.canceledTakerTokenAmount).to.be.bignumber.equal(0);
+                expect(orderState.isValid).to.be.false();
+                const invalidOrderState = orderState as OrderStateInvalid;
+                expect(invalidOrderState.orderHash).to.be.equal(orderHash);
+                expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerAllowance);
                 done();
             };
             zeroEx.orderStateWatcher.subscribe(callback);
+            await zeroEx.token.setProxyAllowanceAsync(makerToken.address, maker, new BigNumber(0));
+        })().catch(done);
+    });
+    it('should emit orderStateInvalid when maker moves balance backing watched order', (done: DoneCallback) => {
+        (async () => {
+            signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                makerToken.address, takerToken.address, maker, taker, fillableAmount,
+            );
+            const orderHash = ZeroEx.getOrderHashHex(signedOrder);
+            zeroEx.orderStateWatcher.addOrder(signedOrder);
+            const callback = (orderState: OrderState) => {
+                expect(orderState.isValid).to.be.false();
+                const invalidOrderState = orderState as OrderStateInvalid;
+                expect(invalidOrderState.orderHash).to.be.equal(orderHash);
+                expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerBalance);
+                done();
+            };
+            zeroEx.orderStateWatcher.subscribe(callback);
+            const anyRecipient = taker;
+            const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
+            await zeroEx.token.transferAsync(makerToken.address, maker, anyRecipient, makerBalance);
+        })().catch(done);
+    });
+    it('should emit orderStateInvalid when watched order fully filled', (done: DoneCallback) => {
+        (async () => {
+            signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                makerToken.address, takerToken.address, maker, taker, fillableAmount,
+            );
+            const orderHash = ZeroEx.getOrderHashHex(signedOrder);
+            zeroEx.orderStateWatcher.addOrder(signedOrder);
+            const callback = (orderState: OrderState) => {
+                expect(orderState.isValid).to.be.false();
+                const invalidOrderState = orderState as OrderStateInvalid;
+                expect(invalidOrderState.orderHash).to.be.equal(orderHash);
+                expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero);
+                done();
+            };
+            zeroEx.orderStateWatcher.subscribe(callback);
+
+            const shouldThrowOnInsufficientBalanceOrAllowance = true;
+            await zeroEx.exchange.fillOrderAsync(
+                signedOrder, fillableAmount, shouldThrowOnInsufficientBalanceOrAllowance, taker,
+            );
         })().catch(done);
     });
 });