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authorLeonid Logvinov <logvinov.leon@gmail.com>2017-11-16 04:54:56 +0800
committerLeonid Logvinov <logvinov.leon@gmail.com>2017-11-16 04:54:56 +0800
commit88d020f9f2e78a1df76e93aa4d190100414c73cb (patch)
treeeb1bcebb958b11d8119f6d6d53cc8088adb98ff9 /packages/0x.js
parentbc61b920706224f0bd9c82a2e5355dae3fcc0fa9 (diff)
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Add initial implementation of expiration watcher
Diffstat (limited to 'packages/0x.js')
-rw-r--r--packages/0x.js/src/order_watcher/expiration_watcher.ts58
-rw-r--r--packages/0x.js/src/order_watcher/order_state_watcher.ts25
-rw-r--r--packages/0x.js/src/types.ts2
-rw-r--r--packages/0x.js/src/utils/heap.ts90
4 files changed, 173 insertions, 2 deletions
diff --git a/packages/0x.js/src/order_watcher/expiration_watcher.ts b/packages/0x.js/src/order_watcher/expiration_watcher.ts
new file mode 100644
index 000000000..1a9e9a418
--- /dev/null
+++ b/packages/0x.js/src/order_watcher/expiration_watcher.ts
@@ -0,0 +1,58 @@
+import * as _ from 'lodash';
+import {BigNumber} from 'bignumber.js';
+import {utils} from '../utils/utils';
+import {intervalUtils} from '../utils/interval_utils';
+import {SignedOrder} from '../types';
+import {Heap} from '../utils/heap';
+import {ZeroEx} from '../0x';
+
+// Order prunning is very fast
+const DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS = 50;
+
+/**
+ * This class includes all the functionality related to prunning expired orders
+ */
+export class ExpirationWatcher {
+ private orderHashHeapByExpiration: Heap<string>;
+ private expiration: {[orderHash: string]: BigNumber};
+ private callbackIfExists?: (orderHash: string) => void;
+ private orderExpirationCheckingIntervalMs: number;
+ private orderExpirationCheckingIntervalIdIfExists?: NodeJS.Timer;
+ constructor(orderExpirationCheckingIntervalMs?: number) {
+ this.orderExpirationCheckingIntervalMs = orderExpirationCheckingIntervalMs ||
+ DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS;
+ this.expiration = {};
+ const scoreFunction = ((orderHash: string) => {
+ return this.expiration[orderHash].toNumber();
+ }).bind(this);
+ this.orderHashHeapByExpiration = new Heap(scoreFunction);
+ }
+ public subscribe(callback: (orderHash: string) => void): void {
+ this.callbackIfExists = callback;
+ this.orderExpirationCheckingIntervalIdIfExists = intervalUtils.setAsyncExcludingInterval(
+ this.pruneExpiredOrders.bind(this), this.orderExpirationCheckingIntervalMs,
+ );
+ }
+ public unsubscribe(): void {
+ intervalUtils.clearAsyncExcludingInterval(this.orderExpirationCheckingIntervalIdIfExists as NodeJS.Timer);
+ delete this.callbackIfExists;
+ }
+ public addOrder(orderHash: string, expirationUnixTimestampSec: BigNumber): void {
+ this.expiration[orderHash] = expirationUnixTimestampSec;
+ // We don't remove hashes on order remove because it's slow (linear).
+ // We just skip them later if the order was already removed from the order watcher.
+ this.orderHashHeapByExpiration.push(orderHash);
+ }
+ private pruneExpiredOrders(): void {
+ const currentUnixTimestampSec = utils.getCurrentUnixTimestamp();
+ while (
+ this.orderHashHeapByExpiration.size() !== 0 &&
+ this.expiration[this.orderHashHeapByExpiration.head()].lessThan(currentUnixTimestampSec) &&
+ !_.isUndefined(this.callbackIfExists)
+ ) {
+ const orderHash = this.orderHashHeapByExpiration.pop();
+ delete this.expiration[orderHash];
+ this.callbackIfExists(orderHash);
+ }
+ }
+}
diff --git a/packages/0x.js/src/order_watcher/order_state_watcher.ts b/packages/0x.js/src/order_watcher/order_state_watcher.ts
index 2b9d7997e..f21ad0bbe 100644
--- a/packages/0x.js/src/order_watcher/order_state_watcher.ts
+++ b/packages/0x.js/src/order_watcher/order_state_watcher.ts
@@ -6,6 +6,7 @@ import {assert} from '../utils/assert';
import {utils} from '../utils/utils';
import {artifacts} from '../artifacts';
import {AbiDecoder} from '../utils/abi_decoder';
+import {intervalUtils} from '../utils/interval_utils';
import {OrderStateUtils} from '../utils/order_state_utils';
import {
LogEvent,
@@ -24,14 +25,14 @@ import {
ExchangeEvents,
TokenEvents,
ZeroExError,
+ ExchangeContractErrs,
} from '../types';
import {Web3Wrapper} from '../web3_wrapper';
import {TokenWrapper} from '../contract_wrappers/token_wrapper';
import {ExchangeWrapper} from '../contract_wrappers/exchange_wrapper';
import {OrderFilledCancelledLazyStore} from '../stores/order_filled_cancelled_lazy_store';
import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store';
-
-const DEFAULT_NUM_CONFIRMATIONS = 0;
+import {ExpirationWatcher} from './expiration_watcher';
interface DependentOrderHashes {
[makerAddress: string]: {
@@ -56,6 +57,7 @@ export class OrderStateWatcher {
private _eventWatcher: EventWatcher;
private _web3Wrapper: Web3Wrapper;
private _abiDecoder: AbiDecoder;
+ private _expirationWatcher: ExpirationWatcher;
private _orderStateUtils: OrderStateUtils;
private _orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore;
private _balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore;
@@ -72,6 +74,10 @@ export class OrderStateWatcher {
this._orderStateUtils = new OrderStateUtils(
this._balanceAndProxyAllowanceLazyStore, this._orderFilledCancelledLazyStore,
);
+ const orderExpirationCheckingIntervalMs = _.isUndefined(config) ?
+ undefined :
+ config.orderExpirationCheckingIntervalMs;
+ this._expirationWatcher = new ExpirationWatcher(orderExpirationCheckingIntervalMs);
}
/**
* Add an order to the orderStateWatcher. Before the order is added, it's
@@ -84,6 +90,8 @@ export class OrderStateWatcher {
assert.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker);
this._orderByOrderHash[orderHash] = signedOrder;
this.addToDependentOrderHashes(signedOrder, orderHash);
+ // We don't remove orders from expirationWatcher because heap removal is linear. We just skip it later
+ this._expirationWatcher.addOrder(orderHash, signedOrder.expirationUnixTimestampSec);
}
/**
* Removes an order from the orderStateWatcher
@@ -111,6 +119,7 @@ export class OrderStateWatcher {
}
this._callbackIfExistsAsync = callback;
this._eventWatcher.subscribe(this._onEventWatcherCallbackAsync.bind(this));
+ this._expirationWatcher.subscribe(this._onOrderExpired.bind(this));
}
/**
* Ends an orderStateWatcher subscription.
@@ -123,6 +132,18 @@ export class OrderStateWatcher {
this._orderFilledCancelledLazyStore.deleteAll();
delete this._callbackIfExistsAsync;
this._eventWatcher.unsubscribe();
+ this._expirationWatcher.unsubscribe();
+ }
+ private _onOrderExpired(orderHash: string): void {
+ const orderState: OrderState = {
+ isValid: false,
+ orderHash,
+ error: ExchangeContractErrs.OrderFillExpired,
+ };
+ if (!_.isUndefined(this._orderByOrderHash[orderHash])) {
+ // We need this check because we never remove the orders from expiration watcher
+ (this._callbackIfExistsAsync as OnOrderStateChangeCallback)(orderState);
+ }
}
private async _onEventWatcherCallbackAsync(log: LogEvent): Promise<void> {
const maybeDecodedLog = this._abiDecoder.tryToDecodeLogOrNoop(log);
diff --git a/packages/0x.js/src/types.ts b/packages/0x.js/src/types.ts
index 11b5d8569..45b49e148 100644
--- a/packages/0x.js/src/types.ts
+++ b/packages/0x.js/src/types.ts
@@ -397,9 +397,11 @@ export interface JSONRPCPayload {
}
/*
+ * orderExpirationCheckingIntervalMs: How often to check for expired orders
* eventPollingIntervalMs: How often to poll the Ethereum node for new events
*/
export interface OrderStateWatcherConfig {
+ orderExpirationCheckingIntervalMs?: number;
eventPollingIntervalMs?: number;
}
diff --git a/packages/0x.js/src/utils/heap.ts b/packages/0x.js/src/utils/heap.ts
new file mode 100644
index 000000000..aaa17e719
--- /dev/null
+++ b/packages/0x.js/src/utils/heap.ts
@@ -0,0 +1,90 @@
+// Based on Original JavaScript Code from Marijn Haverbeke (http://eloquentjavascript.net/1st_edition/appendix2.html)
+export class Heap<T> {
+ private content: T[];
+ private scoreFunction: (x: T) => number;
+ constructor(scoreFunction: (x: T) => number) {
+ this.content = [];
+ this.scoreFunction = scoreFunction;
+ }
+ public push(element: T) {
+ this.content.push(element);
+ this.bubbleUp(this.content.length - 1);
+ }
+ public size(): number {
+ const size = this.content.length;
+ return size;
+ }
+ public head(): T {
+ const head = this.content[0];
+ return head;
+ }
+ public pop(): T {
+ const head = this.content[0];
+ const end = this.content.pop();
+ if (this.content.length > 0) {
+ this.content[0] = end as T;
+ this.sinkDown(0);
+ }
+ return head;
+ }
+ private bubbleUp(n: number) {
+ // Fetch the element that has to be moved.
+ const element = this.content[n];
+ const score = this.scoreFunction(element);
+ // When at 0, an element can not go up any further.
+ while (n > 0) {
+ // Compute the parent element's index, and fetch it.
+ const parentN = Math.floor((n + 1) / 2) - 1;
+ const parent = this.content[parentN];
+ // If the parent has a lesser score, things are in order and we
+ // are done.
+ if (score >= this.scoreFunction(parent)) {
+ break;
+ }
+
+ // Otherwise, swap the parent with the current element and
+ // continue.
+ this.content[parentN] = element;
+ this.content[n] = parent;
+ n = parentN;
+ }
+ }
+
+ private sinkDown(n: number) {
+ // Look up the target element and its score.
+ const length = this.content.length;
+ const element = this.content[n];
+ const elemScore = this.scoreFunction(element);
+
+ while (true) {
+ // Compute the indices of the child elements.
+ const child2N = (n + 1) * 2;
+ const child1N = child2N - 1;
+ // This is used to store the new position of the element, if any.
+ let swap = n;
+ let child1Score;
+ let child2Score;
+ // If the first child exists (is inside the array)...
+ if (child1N < length) {
+ // Look it up and compute its score.
+ const child1 = this.content[child1N];
+ child1Score = this.scoreFunction(child1);
+ // If the score is less than our element's, we need to swap.
+ if (child1Score < elemScore) {
+ swap = child1N;
+ }
+ // Do the same checks for the other child.
+ if (child2N < length) {
+ const child2 = this.content[child2N];
+ child2Score = this.scoreFunction(child2);
+ if (child2Score < (swap == null ? elemScore : child1Score)) {
+ swap = child2N;
+ }
+ }
+ }
+ this.content[n] = this.content[swap];
+ this.content[swap] = element;
+ n = swap;
+ }
+ }
+}