Merge branch 'development' into feature/orderExpired

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`));
+        }
+    }
+}