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authorAlex Browne <stephenalexbrowne@gmail.com>2018-11-17 04:55:54 +0800
committerFred Carlsen <fred@sjelfull.no>2018-12-06 19:04:25 +0800
commitd6dff5f86a40bc36d43cfce55c1d408a856735b1 (patch)
treecd6bf34b95b240f1e121cc2fa4099b29980be653
parent4a715c30fdc7d46dfb90f23418bdeec4161db322 (diff)
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Add support for pulling Cancel and CancelUpTo events
-rw-r--r--packages/pipeline/migrations/1542401122477-MakeTakerAddressNullable.ts17
-rw-r--r--packages/pipeline/src/data_sources/contract-wrappers/exchange_events.ts50
-rw-r--r--packages/pipeline/src/entities/index.ts6
-rw-r--r--packages/pipeline/src/parsers/events/index.ts58
-rw-r--r--packages/pipeline/src/scripts/pull_missing_events.ts123
-rw-r--r--packages/pipeline/test/parsers/events/index_test.ts6
6 files changed, 170 insertions, 90 deletions
diff --git a/packages/pipeline/migrations/1542401122477-MakeTakerAddressNullable.ts b/packages/pipeline/migrations/1542401122477-MakeTakerAddressNullable.ts
new file mode 100644
index 000000000..957c85a36
--- /dev/null
+++ b/packages/pipeline/migrations/1542401122477-MakeTakerAddressNullable.ts
@@ -0,0 +1,17 @@
+import { MigrationInterface, QueryRunner } from 'typeorm';
+
+export class MakeTakerAddressNullable1542401122477 implements MigrationInterface {
+ public async up(queryRunner: QueryRunner): Promise<any> {
+ await queryRunner.query(
+ `ALTER TABLE raw.exchange_cancel_events
+ ALTER COLUMN taker_address DROP NOT NULL;`,
+ );
+ }
+
+ public async down(queryRunner: QueryRunner): Promise<any> {
+ await queryRunner.query(
+ `ALTER TABLE raw.exchange_cancel_events
+ ALTER COLUMN taker_address SET NOT NULL;`,
+ );
+ }
+}
diff --git a/packages/pipeline/src/data_sources/contract-wrappers/exchange_events.ts b/packages/pipeline/src/data_sources/contract-wrappers/exchange_events.ts
index e25c6a731..d09f59535 100644
--- a/packages/pipeline/src/data_sources/contract-wrappers/exchange_events.ts
+++ b/packages/pipeline/src/data_sources/contract-wrappers/exchange_events.ts
@@ -1,4 +1,12 @@
-import { ContractWrappers, ExchangeEvents, ExchangeFillEventArgs, ExchangeWrapper } from '@0x/contract-wrappers';
+import {
+ ContractWrappers,
+ ExchangeCancelEventArgs,
+ ExchangeCancelUpToEventArgs,
+ ExchangeEventArgs,
+ ExchangeEvents,
+ ExchangeFillEventArgs,
+ ExchangeWrapper,
+} from '@0x/contract-wrappers';
import { Web3ProviderEngine } from '@0x/subproviders';
import { Web3Wrapper } from '@0x/web3-wrapper';
import { LogWithDecodedArgs } from 'ethereum-types';
@@ -16,20 +24,41 @@ export class ExchangeEventsSource {
this._exchangeWrapper = contractWrappers.exchange;
}
- // TODO(albrow): Get Cancel and CancelUpTo events.
-
public async getFillEventsAsync(
- fromBlock: number = EXCHANGE_START_BLOCK,
+ fromBlock?: number,
toBlock?: number,
): Promise<Array<LogWithDecodedArgs<ExchangeFillEventArgs>>> {
+ return this._getEventsAsync<ExchangeFillEventArgs>(ExchangeEvents.Fill, fromBlock, toBlock);
+ }
+
+ public async getCancelEventsAsync(
+ fromBlock?: number,
+ toBlock?: number,
+ ): Promise<Array<LogWithDecodedArgs<ExchangeCancelEventArgs>>> {
+ return this._getEventsAsync<ExchangeCancelEventArgs>(ExchangeEvents.Cancel, fromBlock, toBlock);
+ }
+
+ public async getCancelUpToEventsAsync(
+ fromBlock?: number,
+ toBlock?: number,
+ ): Promise<Array<LogWithDecodedArgs<ExchangeCancelUpToEventArgs>>> {
+ return this._getEventsAsync<ExchangeCancelUpToEventArgs>(ExchangeEvents.CancelUpTo, fromBlock, toBlock);
+ }
+
+ private async _getEventsAsync<ArgsType extends ExchangeEventArgs>(
+ eventName: ExchangeEvents,
+ fromBlock: number = EXCHANGE_START_BLOCK,
+ toBlock?: number,
+ ): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
const calculatedToBlock =
toBlock === undefined
? (await this._web3Wrapper.getBlockNumberAsync()) - BLOCK_FINALITY_THRESHOLD
: toBlock;
- let events: Array<LogWithDecodedArgs<ExchangeFillEventArgs>> = [];
+ let events: Array<LogWithDecodedArgs<ArgsType>> = [];
for (let currFromBlock = fromBlock; currFromBlock <= calculatedToBlock; currFromBlock += NUM_BLOCKS_PER_QUERY) {
events = events.concat(
- await this._getFillEventsForRangeAsync(
+ await this._getEventsForRangeAsync<ArgsType>(
+ eventName,
currFromBlock,
Math.min(currFromBlock + NUM_BLOCKS_PER_QUERY - 1, calculatedToBlock),
),
@@ -38,12 +67,13 @@ export class ExchangeEventsSource {
return events;
}
- private async _getFillEventsForRangeAsync(
+ private async _getEventsForRangeAsync<ArgsType extends ExchangeEventArgs>(
+ eventName: ExchangeEvents,
fromBlock: number,
toBlock: number,
- ): Promise<Array<LogWithDecodedArgs<ExchangeFillEventArgs>>> {
- return this._exchangeWrapper.getLogsAsync<ExchangeFillEventArgs>(
- ExchangeEvents.Fill,
+ ): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
+ return this._exchangeWrapper.getLogsAsync<ArgsType>(
+ eventName,
{
fromBlock,
toBlock,
diff --git a/packages/pipeline/src/entities/index.ts b/packages/pipeline/src/entities/index.ts
index 442eec9cd..d3c61bcb9 100644
--- a/packages/pipeline/src/entities/index.ts
+++ b/packages/pipeline/src/entities/index.ts
@@ -1,3 +1,7 @@
+import { ExchangeCancelEvent } from './exchange_cancel_event';
+import { ExchangeCancelUpToEvent } from './exchange_cancel_up_to_event';
+import { ExchangeFillEvent } from './exchange_fill_event';
+
export { Block } from './block';
export { ExchangeCancelEvent } from './exchange_cancel_event';
export { ExchangeCancelUpToEvent } from './exchange_cancel_up_to_event';
@@ -7,3 +11,5 @@ export { SraOrder } from './sra_order';
export { Transaction } from './transaction';
export { TokenOnChainMetadata } from './token_on_chain_metadata';
export { SraOrdersObservedTimeStamp, createObservedTimestampForOrder } from './sra_order_observed_timestamp';
+
+export type ExchangeEvent = ExchangeFillEvent | ExchangeCancelEvent | ExchangeCancelUpToEvent;
diff --git a/packages/pipeline/src/parsers/events/index.ts b/packages/pipeline/src/parsers/events/index.ts
index 407883078..d42d1c57a 100644
--- a/packages/pipeline/src/parsers/events/index.ts
+++ b/packages/pipeline/src/parsers/events/index.ts
@@ -1,9 +1,4 @@
-import {
- ExchangeCancelEventArgs,
- ExchangeCancelUpToEventArgs,
- ExchangeEventArgs,
- ExchangeFillEventArgs,
-} from '@0x/contract-wrappers';
+import { ExchangeCancelEventArgs, ExchangeCancelUpToEventArgs, ExchangeFillEventArgs } from '@0x/contract-wrappers';
import { assetDataUtils } from '@0x/order-utils';
import { AssetProxyId, ERC721AssetData } from '@0x/types';
import { LogWithDecodedArgs } from 'ethereum-types';
@@ -12,39 +7,32 @@ import * as R from 'ramda';
import { ExchangeCancelEvent, ExchangeCancelUpToEvent, ExchangeFillEvent } from '../../entities';
import { bigNumbertoStringOrNull } from '../../utils';
-export type ExchangeEventEntity = ExchangeFillEvent | ExchangeCancelEvent | ExchangeCancelUpToEvent;
+/**
+ * Parses raw event logs for a fill event and returns an array of
+ * ExchangeFillEvent entities.
+ * @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
+ */
+export const parseExchangeFillEvents: (
+ eventLogs: Array<LogWithDecodedArgs<ExchangeFillEventArgs>>,
+) => ExchangeFillEvent[] = R.map(_convertToExchangeFillEvent);
-export const parseExchangeEvents: (
- eventLogs: Array<LogWithDecodedArgs<ExchangeEventArgs>>,
-) => ExchangeEventEntity[] = R.map(_convertToEntity);
+/**
+ * Parses raw event logs for a cancel event and returns an array of
+ * ExchangeCancelEvent entities.
+ * @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
+ */
+export const parseExchangeCancelEvents: (
+ eventLogs: Array<LogWithDecodedArgs<ExchangeCancelEventArgs>>,
+) => ExchangeCancelEvent[] = R.map(_convertToExchangeCancelEvent);
/**
- * Converts a raw event log to an Entity. Automatically detects the type of
- * event and returns the appropriate entity type. Throws for unknown event
- * types.
- * @param eventLog Raw event log (e.g. returned from contract-wrappers).
+ * Parses raw event logs for a CancelUpTo event and returns an array of
+ * ExchangeCancelUpToEvent entities.
+ * @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
*/
-export function _convertToEntity(eventLog: LogWithDecodedArgs<ExchangeEventArgs>): ExchangeEventEntity {
- switch (eventLog.event) {
- case 'Fill':
- // tslint has a false positive here. We need to type assert in order
- // to change the type argument to the more specific
- // ExchangeFillEventArgs.
- // tslint:disable-next-line:no-unnecessary-type-assertion
- return _convertToExchangeFillEvent(eventLog as LogWithDecodedArgs<ExchangeFillEventArgs>);
- case 'Cancel':
- // tslint:disable-next-line:no-unnecessary-type-assertion
- return _convertToExchangeCancelEvent(eventLog as LogWithDecodedArgs<ExchangeCancelEventArgs>);
- case 'CancelUpTo':
- // tslint:disable-next-line:no-unnecessary-type-assertion
- return _convertToExchangeCancelUpToEvent(eventLog as LogWithDecodedArgs<ExchangeCancelUpToEventArgs>);
- default:
- // Another false positive here. We are adding two strings, but
- // tslint seems confused about the types.
- // tslint:disable-next-line:restrict-plus-operands
- throw new Error('unexpected eventLog.event type: ' + eventLog.event);
- }
-}
+export const parseExchangeCancelUpToEvents: (
+ eventLogs: Array<LogWithDecodedArgs<ExchangeCancelUpToEventArgs>>,
+) => ExchangeCancelUpToEvent[] = R.map(_convertToExchangeCancelUpToEvent);
/**
* Converts a raw event log for a fill event into an ExchangeFillEvent entity.
diff --git a/packages/pipeline/src/scripts/pull_missing_events.ts b/packages/pipeline/src/scripts/pull_missing_events.ts
index bceed299c..b2a99e3c0 100644
--- a/packages/pipeline/src/scripts/pull_missing_events.ts
+++ b/packages/pipeline/src/scripts/pull_missing_events.ts
@@ -1,14 +1,13 @@
// tslint:disable:no-console
import { web3Factory } from '@0x/dev-utils';
-import { Web3ProviderEngine } from '@0x/subproviders';
import R = require('ramda');
import 'reflect-metadata';
import { Connection, ConnectionOptions, createConnection, Repository } from 'typeorm';
import { ExchangeEventsSource } from '../data_sources/contract-wrappers/exchange_events';
-import { ExchangeFillEvent } from '../entities';
+import { ExchangeCancelEvent, ExchangeCancelUpToEvent, ExchangeEvent, ExchangeFillEvent } from '../entities';
import * as ormConfig from '../ormconfig';
-import { ExchangeEventEntity, parseExchangeEvents } from '../parsers/events';
+import { parseExchangeCancelEvents, parseExchangeCancelUpToEvents, parseExchangeFillEvents } from '../parsers/events';
import { handleError } from '../utils';
const EXCHANGE_START_BLOCK = 6271590; // Block number when the Exchange contract was deployed to mainnet.
@@ -22,40 +21,88 @@ let connection: Connection;
const provider = web3Factory.getRpcProvider({
rpcUrl: 'https://mainnet.infura.io',
});
- await getExchangeEventsAsync(provider);
+ const eventsSource = new ExchangeEventsSource(provider, 1);
+ await getFillEventsAsync(eventsSource);
+ await getCancelEventsAsync(eventsSource);
+ await getCancelUpToEventsAsync(eventsSource);
process.exit(0);
})().catch(handleError);
-async function getExchangeEventsAsync(provider: Web3ProviderEngine): Promise<void> {
- console.log('Checking existing event logs...');
- const eventsRepository = connection.getRepository(ExchangeFillEvent);
- const manager = connection.createEntityManager();
- const startBlock = await getStartBlockAsync(eventsRepository);
- console.log(`Getting event logs starting at ${startBlock}...`);
- const exchangeEvents = new ExchangeEventsSource(provider, 1);
- const eventLogs = await exchangeEvents.getFillEventsAsync(startBlock);
- console.log('Parsing events...');
- const events = parseExchangeEvents(eventLogs);
- console.log(`Retrieved and parsed ${events.length} total events.`);
- console.log('Saving events...');
- if (startBlock === EXCHANGE_START_BLOCK) {
+async function getFillEventsAsync(eventsSource: ExchangeEventsSource): Promise<void> {
+ console.log('Checking existing fill events...');
+ const repository = connection.getRepository(ExchangeFillEvent);
+ const startBlock = await getStartBlockAsync(repository);
+ console.log(`Getting fill events starting at ${startBlock}...`);
+ const eventLogs = await eventsSource.getFillEventsAsync(startBlock);
+ console.log('Parsing fill events...');
+ const events = parseExchangeFillEvents(eventLogs);
+ console.log(`Retrieved and parsed ${events.length} total fill events.`);
+ await saveEventsAsync(startBlock === EXCHANGE_START_BLOCK, repository, events);
+}
+
+async function getCancelEventsAsync(eventsSource: ExchangeEventsSource): Promise<void> {
+ console.log('Checking existing cancel events...');
+ const repository = connection.getRepository(ExchangeCancelEvent);
+ const startBlock = await getStartBlockAsync(repository);
+ console.log(`Getting cancel events starting at ${startBlock}...`);
+ const eventLogs = await eventsSource.getCancelEventsAsync(startBlock);
+ console.log('Parsing cancel events...');
+ const events = parseExchangeCancelEvents(eventLogs);
+ console.log(`Retrieved and parsed ${events.length} total cancel events.`);
+ await saveEventsAsync(startBlock === EXCHANGE_START_BLOCK, repository, events);
+}
+
+async function getCancelUpToEventsAsync(eventsSource: ExchangeEventsSource): Promise<void> {
+ console.log('Checking existing CancelUpTo events...');
+ const repository = connection.getRepository(ExchangeCancelUpToEvent);
+ const startBlock = await getStartBlockAsync(repository);
+ console.log(`Getting CancelUpTo events starting at ${startBlock}...`);
+ const eventLogs = await eventsSource.getCancelUpToEventsAsync(startBlock);
+ console.log('Parsing CancelUpTo events...');
+ const events = parseExchangeCancelUpToEvents(eventLogs);
+ console.log(`Retrieved and parsed ${events.length} total CancelUpTo events.`);
+ await saveEventsAsync(startBlock === EXCHANGE_START_BLOCK, repository, events);
+}
+
+async function getStartBlockAsync<T extends ExchangeEvent>(repository: Repository<T>): Promise<number> {
+ const fillEventCount = await repository.count();
+ if (fillEventCount === 0) {
+ console.log(`No existing ${repository.metadata.name}s found.`);
+ return EXCHANGE_START_BLOCK;
+ }
+ const queryResult = await connection.query(
+ // TODO(albrow): Would prefer to use a prepared statement here to reduce
+ // surface area for SQL injections, but it doesn't appear to be working.
+ `SELECT block_number FROM raw.${repository.metadata.tableName} ORDER BY block_number DESC LIMIT 1`,
+ );
+ const lastKnownBlock = queryResult[0].block_number;
+ return lastKnownBlock - START_BLOCK_OFFSET;
+}
+
+async function saveEventsAsync<T extends ExchangeEvent>(
+ isInitialPull: boolean,
+ repository: Repository<T>,
+ events: T[],
+): Promise<void> {
+ console.log(`Saving ${repository.metadata.name}s...`);
+ if (isInitialPull) {
// Split data into numChunks pieces of maximum size BATCH_SAVE_SIZE
// each.
for (const eventsBatch of R.splitEvery(BATCH_SAVE_SIZE, events)) {
- await eventsRepository.insert(eventsBatch);
+ await repository.insert(eventsBatch);
}
} else {
// If we possibly have some overlap where we need to update some
// existing events, we need to use our workaround/fallback.
- await saveIndividuallyWithFallbackAsync(eventsRepository, events);
+ await saveIndividuallyWithFallbackAsync(repository, events);
}
- const totalEvents = await eventsRepository.count();
- console.log(`Done saving events. There are now ${totalEvents} total events.`);
+ const totalEvents = await repository.count();
+ console.log(`Done saving events. There are now ${totalEvents} total ${repository.metadata.name}s.`);
}
-async function saveIndividuallyWithFallbackAsync(
- eventsRepository: Repository<ExchangeFillEvent>,
- events: ExchangeEventEntity[],
+async function saveIndividuallyWithFallbackAsync<T extends ExchangeEvent>(
+ repository: Repository<T>,
+ events: T[],
): Promise<void> {
// Note(albrow): This is a temporary hack because `save` is not working as
// documented and is causing a foreign key constraint violation. Hopefully
@@ -63,32 +110,24 @@ async function saveIndividuallyWithFallbackAsync(
// on one event at a time and is therefore much slower.
for (const event of events) {
try {
- // First try and insert.
- await eventsRepository.insert(event);
+ // First try an insert.
+ await repository.insert(event);
} catch {
// If it fails, assume it was a foreign key constraint error and try
// doing an update instead.
- await eventsRepository.update(
+ // Note(albrow): Unfortunately the `as any` hack here seems
+ // required. I can't figure out how to convince the type-checker
+ // that the criteria and the entity itself are the correct type for
+ // the given repository. If we can remove the `save` hack then this
+ // will probably no longer be necessary.
+ await repository.update(
{
contractAddress: event.contractAddress,
blockNumber: event.blockNumber,
logIndex: event.logIndex,
- },
- event,
+ } as any,
+ event as any,
);
}
}
}
-
-async function getStartBlockAsync(eventsRepository: Repository<ExchangeFillEvent>): Promise<number> {
- const fillEventCount = await eventsRepository.count();
- if (fillEventCount === 0) {
- console.log('No existing fill events found.');
- return EXCHANGE_START_BLOCK;
- }
- const queryResult = await connection.query(
- 'SELECT block_number FROM raw.exchange_fill_events ORDER BY block_number DESC LIMIT 1',
- );
- const lastKnownBlock = queryResult[0].block_number;
- return lastKnownBlock - START_BLOCK_OFFSET;
-}
diff --git a/packages/pipeline/test/parsers/events/index_test.ts b/packages/pipeline/test/parsers/events/index_test.ts
index 63e080edc..7e439ce39 100644
--- a/packages/pipeline/test/parsers/events/index_test.ts
+++ b/packages/pipeline/test/parsers/events/index_test.ts
@@ -5,7 +5,7 @@ import { LogWithDecodedArgs } from 'ethereum-types';
import 'mocha';
import { ExchangeFillEvent } from '../../../src/entities';
-import { _convertToEntity } from '../../../src/parsers/events';
+import { _convertToExchangeFillEvent } from '../../../src/parsers/events';
import { chaiSetup } from '../../utils/chai_setup';
chaiSetup.configure();
@@ -13,7 +13,7 @@ const expect = chai.expect;
// tslint:disable:custom-no-magic-numbers
describe('exchange_events', () => {
- describe('_convertToEntity', () => {
+ describe('_convertToExchangeFillEvent', () => {
it('converts LogWithDecodedArgs to ExchangeFillEvent entity', () => {
const input: LogWithDecodedArgs<ExchangeFillEventArgs> = {
logIndex: 102,
@@ -71,7 +71,7 @@ describe('exchange_events', () => {
expected.takerAssetProxyId = '0xf47261b0';
expected.takerTokenAddress = '0xe41d2489571d322189246dafa5ebde1f4699f498';
expected.takerTokenId = null;
- const actual = _convertToEntity(input);
+ const actual = _convertToExchangeFillEvent(input);
expect(actual).deep.equal(expected);
});
});