Add expiry buffer

2 files changed, 15 insertions, 4 deletions

diff --git a/packages/asset-buyer/src/utils/order_provider_response_processor.ts b/packages/asset-buyer/src/utils/order_provider_response_processor.ts
index 9e54300b3..31fdcc182 100644
--- a/packages/asset-buyer/src/utils/order_provider_response_processor.ts
+++ b/packages/asset-buyer/src/utils/order_provider_response_processor.ts
@@ -41,11 +41,18 @@ export const orderProviderResponseProcessor = {
         targetOrderProviderResponse: OrderProviderResponse,
         feeOrderProviderResponse: OrderProviderResponse,
         zrxTokenAssetData: string,
+        expiryBufferSeconds: number,
         orderValidator?: OrderValidatorWrapper,
     ): Promise<AssetBuyerOrdersAndFillableAmounts> {
         // drop orders that are expired or not open
-        const filteredTargetOrders = filterOutExpiredAndNonOpenOrders(targetOrderProviderResponse.orders);
-        const filteredFeeOrders = filterOutExpiredAndNonOpenOrders(feeOrderProviderResponse.orders);
+        const filteredTargetOrders = filterOutExpiredAndNonOpenOrders(
+            targetOrderProviderResponse.orders,
+            expiryBufferSeconds,
+        );
+        const filteredFeeOrders = filterOutExpiredAndNonOpenOrders(
+            feeOrderProviderResponse.orders,
+            expiryBufferSeconds,
+        );
         // set the orders to be sorted equal to the filtered orders
         let unsortedTargetOrders = filteredTargetOrders;
         let unsortedFeeOrders = filteredFeeOrders;
@@ -98,9 +105,10 @@ export const orderProviderResponseProcessor = {
  */
 function filterOutExpiredAndNonOpenOrders(
     orders: SignedOrderWithRemainingFillableMakerAssetAmount[],
+    expiryBufferSeconds: number,
 ): SignedOrderWithRemainingFillableMakerAssetAmount[] {
     const result = _.filter(orders, order => {
-        return orderUtils.isOpenOrder(order) && !orderUtils.isOrderExpired(order);
+        return orderUtils.isOpenOrder(order) && !orderUtils.willOrderExpire(order, expiryBufferSeconds);
     });
     return result;
 }
diff --git a/packages/asset-buyer/src/utils/order_utils.ts b/packages/asset-buyer/src/utils/order_utils.ts
index 27db73257..62166eb76 100644
--- a/packages/asset-buyer/src/utils/order_utils.ts
+++ b/packages/asset-buyer/src/utils/order_utils.ts
@@ -5,9 +5,12 @@ import { constants } from '../constants';
 
 export const orderUtils = {
     isOrderExpired(order: SignedOrder): boolean {
+        return orderUtils.willOrderExpire(order, 0);
+    },
+    willOrderExpire(order: SignedOrder, secondsFromNow: number): boolean {
         const millisecondsInSecond = 1000;
         const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).round();
-        return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec);
+        return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec.minus(secondsFromNow));
     },
     calculateRemainingMakerAssetAmount(order: SignedOrder, remainingTakerAssetAmount: BigNumber): BigNumber {
         if (remainingTakerAssetAmount.eq(0)) {