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authorAlex Browne <stephenalexbrowne@gmail.com>2018-12-12 07:16:05 +0800
committerGitHub <noreply@github.com>2018-12-12 07:16:05 +0800
commitb4cdb14b9b79589d7b24fd7655406c15b6bb00f6 (patch)
treeea004984d12ff2337387356f4b14ad087740adc2 /packages/pipeline/src
parentd37680610b772d7bb585203047bef0af0439df0a (diff)
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Refactor event scraping and add support for scraping ERC20 approval events (#1401)
* Refactor event scraping and add support for scraping ERC20 approval events * Add tests for data_sources/contract-wrappers/utils
Diffstat (limited to 'packages/pipeline/src')
-rw-r--r--packages/pipeline/src/data_sources/contract-wrappers/erc20_events.ts45
-rw-r--r--packages/pipeline/src/data_sources/contract-wrappers/exchange_events.ts76
-rw-r--r--packages/pipeline/src/data_sources/contract-wrappers/utils.ts67
-rw-r--r--packages/pipeline/src/entities/erc20_approval_event.ts26
-rw-r--r--packages/pipeline/src/entities/index.ts1
-rw-r--r--packages/pipeline/src/ormconfig.ts2
-rw-r--r--packages/pipeline/src/parsers/events/erc20_events.ts34
-rw-r--r--packages/pipeline/src/parsers/events/exchange_events.ts133
-rw-r--r--packages/pipeline/src/parsers/events/index.ts135
-rw-r--r--packages/pipeline/src/scripts/pull_erc20_events.ts66
-rw-r--r--packages/pipeline/src/scripts/pull_exchange_events.ts (renamed from packages/pipeline/src/scripts/pull_missing_events.ts)28
-rw-r--r--packages/pipeline/src/scripts/pull_missing_blocks.ts2
12 files changed, 421 insertions, 194 deletions
diff --git a/packages/pipeline/src/data_sources/contract-wrappers/erc20_events.ts b/packages/pipeline/src/data_sources/contract-wrappers/erc20_events.ts
new file mode 100644
index 000000000..e0098122f
--- /dev/null
+++ b/packages/pipeline/src/data_sources/contract-wrappers/erc20_events.ts
@@ -0,0 +1,45 @@
+import {
+ ContractWrappers,
+ ERC20TokenApprovalEventArgs,
+ ERC20TokenEvents,
+ ERC20TokenWrapper,
+} from '@0x/contract-wrappers';
+import { Web3ProviderEngine } from '@0x/subproviders';
+import { LogWithDecodedArgs } from 'ethereum-types';
+
+import { GetEventsFunc, getEventsWithPaginationAsync } from './utils';
+
+export class ERC20EventsSource {
+ private readonly _erc20Wrapper: ERC20TokenWrapper;
+ private readonly _tokenAddress: string;
+ constructor(provider: Web3ProviderEngine, networkId: number, tokenAddress: string) {
+ const contractWrappers = new ContractWrappers(provider, { networkId });
+ this._erc20Wrapper = contractWrappers.erc20Token;
+ this._tokenAddress = tokenAddress;
+ }
+
+ public async getApprovalEventsAsync(
+ startBlock: number,
+ endBlock: number,
+ ): Promise<Array<LogWithDecodedArgs<ERC20TokenApprovalEventArgs>>> {
+ return getEventsWithPaginationAsync(
+ this._getApprovalEventsForRangeAsync.bind(this) as GetEventsFunc<ERC20TokenApprovalEventArgs>,
+ startBlock,
+ endBlock,
+ );
+ }
+
+ // Gets all approval events of for a specific sub-range. This getter
+ // function will be called during each step of pagination.
+ private async _getApprovalEventsForRangeAsync(
+ fromBlock: number,
+ toBlock: number,
+ ): Promise<Array<LogWithDecodedArgs<ERC20TokenApprovalEventArgs>>> {
+ return this._erc20Wrapper.getLogsAsync<ERC20TokenApprovalEventArgs>(
+ this._tokenAddress,
+ ERC20TokenEvents.Approval,
+ { fromBlock, toBlock },
+ {},
+ );
+ }
+}
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 1717eb8b3..58691e2ab 100644
--- a/packages/pipeline/src/data_sources/contract-wrappers/exchange_events.ts
+++ b/packages/pipeline/src/data_sources/contract-wrappers/exchange_events.ts
@@ -8,78 +8,52 @@ import {
ExchangeWrapper,
} from '@0x/contract-wrappers';
import { Web3ProviderEngine } from '@0x/subproviders';
-import { Web3Wrapper } from '@0x/web3-wrapper';
import { LogWithDecodedArgs } from 'ethereum-types';
-import { EXCHANGE_START_BLOCK } from '../../utils';
-
-const BLOCK_FINALITY_THRESHOLD = 10; // When to consider blocks as final. Used to compute default toBlock.
-const NUM_BLOCKS_PER_QUERY = 20000; // Number of blocks to query for events at a time.
+import { GetEventsFunc, getEventsWithPaginationAsync } from './utils';
export class ExchangeEventsSource {
private readonly _exchangeWrapper: ExchangeWrapper;
- private readonly _web3Wrapper: Web3Wrapper;
constructor(provider: Web3ProviderEngine, networkId: number) {
- this._web3Wrapper = new Web3Wrapper(provider);
const contractWrappers = new ContractWrappers(provider, { networkId });
this._exchangeWrapper = contractWrappers.exchange;
}
public async getFillEventsAsync(
- fromBlock?: number,
- toBlock?: number,
+ startBlock: number,
+ endBlock: number,
): Promise<Array<LogWithDecodedArgs<ExchangeFillEventArgs>>> {
- return this._getEventsAsync<ExchangeFillEventArgs>(ExchangeEvents.Fill, fromBlock, toBlock);
+ const getFillEventsForRangeAsync = this._makeGetterFuncForEventType<ExchangeFillEventArgs>(ExchangeEvents.Fill);
+ return getEventsWithPaginationAsync(getFillEventsForRangeAsync, startBlock, endBlock);
}
public async getCancelEventsAsync(
- fromBlock?: number,
- toBlock?: number,
+ startBlock: number,
+ endBlock: number,
): Promise<Array<LogWithDecodedArgs<ExchangeCancelEventArgs>>> {
- return this._getEventsAsync<ExchangeCancelEventArgs>(ExchangeEvents.Cancel, fromBlock, toBlock);
+ const getCancelEventsForRangeAsync = this._makeGetterFuncForEventType<ExchangeCancelEventArgs>(
+ ExchangeEvents.Cancel,
+ );
+ return getEventsWithPaginationAsync(getCancelEventsForRangeAsync, startBlock, endBlock);
}
public async getCancelUpToEventsAsync(
- fromBlock?: number,
- toBlock?: number,
+ startBlock: number,
+ endBlock: 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<ArgsType>> = [];
- for (let currFromBlock = fromBlock; currFromBlock <= calculatedToBlock; currFromBlock += NUM_BLOCKS_PER_QUERY) {
- events = events.concat(
- await this._getEventsForRangeAsync<ArgsType>(
- eventName,
- currFromBlock,
- Math.min(currFromBlock + NUM_BLOCKS_PER_QUERY - 1, calculatedToBlock),
- ),
- );
- }
- return events;
+ const getCancelUpToEventsForRangeAsync = this._makeGetterFuncForEventType<ExchangeCancelUpToEventArgs>(
+ ExchangeEvents.CancelUpTo,
+ );
+ return getEventsWithPaginationAsync(getCancelUpToEventsForRangeAsync, startBlock, endBlock);
}
- private async _getEventsForRangeAsync<ArgsType extends ExchangeEventArgs>(
- eventName: ExchangeEvents,
- fromBlock: number,
- toBlock: number,
- ): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
- return this._exchangeWrapper.getLogsAsync<ArgsType>(
- eventName,
- {
- fromBlock,
- toBlock,
- },
- {},
- );
+ // Returns a getter function which gets all events of a specific type for a
+ // specific sub-range. This getter function will be called during each step
+ // of pagination.
+ private _makeGetterFuncForEventType<ArgsType extends ExchangeEventArgs>(
+ eventType: ExchangeEvents,
+ ): GetEventsFunc<ArgsType> {
+ return async (fromBlock: number, toBlock: number) =>
+ this._exchangeWrapper.getLogsAsync<ArgsType>(eventType, { fromBlock, toBlock }, {});
}
}
diff --git a/packages/pipeline/src/data_sources/contract-wrappers/utils.ts b/packages/pipeline/src/data_sources/contract-wrappers/utils.ts
new file mode 100644
index 000000000..67660a37e
--- /dev/null
+++ b/packages/pipeline/src/data_sources/contract-wrappers/utils.ts
@@ -0,0 +1,67 @@
+import { DecodedLogArgs, LogWithDecodedArgs } from 'ethereum-types';
+
+const NUM_BLOCKS_PER_QUERY = 10000; // Number of blocks to query for events at a time.
+const NUM_RETRIES = 3; // Number of retries if a request fails or times out.
+
+export type GetEventsFunc<ArgsType extends DecodedLogArgs> = (
+ fromBlock: number,
+ toBlock: number,
+) => Promise<Array<LogWithDecodedArgs<ArgsType>>>;
+
+/**
+ * Gets all events between the given startBlock and endBlock by querying for
+ * NUM_BLOCKS_PER_QUERY at a time. Accepts a getter function in order to
+ * maximize code re-use and allow for getting different types of events for
+ * different contracts. If the getter function throws with a retryable error,
+ * it will automatically be retried up to NUM_RETRIES times.
+ * @param getEventsAsync A getter function which will be called for each step during pagination.
+ * @param startBlock The start of the entire block range to get events for.
+ * @param endBlock The end of the entire block range to get events for.
+ */
+export async function getEventsWithPaginationAsync<ArgsType extends DecodedLogArgs>(
+ getEventsAsync: GetEventsFunc<ArgsType>,
+ startBlock: number,
+ endBlock: number,
+): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
+ let events: Array<LogWithDecodedArgs<ArgsType>> = [];
+ for (let fromBlock = startBlock; fromBlock <= endBlock; fromBlock += NUM_BLOCKS_PER_QUERY) {
+ const toBlock = Math.min(fromBlock + NUM_BLOCKS_PER_QUERY - 1, endBlock);
+ const eventsInRange = await _getEventsWithRetriesAsync(getEventsAsync, NUM_RETRIES, fromBlock, toBlock);
+ events = events.concat(eventsInRange);
+ }
+ return events;
+}
+
+/**
+ * Calls the getEventsAsync function and retries up to numRetries times if it
+ * throws with an error that is considered retryable.
+ * @param getEventsAsync a function that will be called on each iteration.
+ * @param numRetries the maximum number times to retry getEventsAsync if it fails with a retryable error.
+ * @param fromBlock the start of the sub-range of blocks we are getting events for.
+ * @param toBlock the end of the sub-range of blocks we are getting events for.
+ */
+export async function _getEventsWithRetriesAsync<ArgsType extends DecodedLogArgs>(
+ getEventsAsync: GetEventsFunc<ArgsType>,
+ numRetries: number,
+ fromBlock: number,
+ toBlock: number,
+): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
+ let eventsInRange: Array<LogWithDecodedArgs<ArgsType>> = [];
+ for (let i = 0; i <= numRetries; i++) {
+ try {
+ eventsInRange = await getEventsAsync(fromBlock, toBlock);
+ } catch (err) {
+ if (isErrorRetryable(err) && i < numRetries) {
+ continue;
+ } else {
+ throw err;
+ }
+ }
+ break;
+ }
+ return eventsInRange;
+}
+
+function isErrorRetryable(err: Error): boolean {
+ return err.message.includes('network timeout');
+}
diff --git a/packages/pipeline/src/entities/erc20_approval_event.ts b/packages/pipeline/src/entities/erc20_approval_event.ts
new file mode 100644
index 000000000..69cdfcb0b
--- /dev/null
+++ b/packages/pipeline/src/entities/erc20_approval_event.ts
@@ -0,0 +1,26 @@
+import { BigNumber } from '@0x/utils';
+import { Column, Entity, PrimaryColumn } from 'typeorm';
+
+import { bigNumberTransformer, numberToBigIntTransformer } from '../utils';
+
+@Entity({ name: 'erc20_approval_events', schema: 'raw' })
+export class ERC20ApprovalEvent {
+ @PrimaryColumn({ name: 'token_address' })
+ public tokenAddress!: string;
+ @PrimaryColumn({ name: 'log_index' })
+ public logIndex!: number;
+ @PrimaryColumn({ name: 'block_number', transformer: numberToBigIntTransformer })
+ public blockNumber!: number;
+
+ @Column({ name: 'raw_data' })
+ public rawData!: string;
+
+ @Column({ name: 'transaction_hash' })
+ public transactionHash!: string;
+ @Column({ name: 'owner_address' })
+ public ownerAddress!: string;
+ @Column({ name: 'spender_address' })
+ public spenderAddress!: string;
+ @Column({ name: 'amount', type: 'numeric', transformer: bigNumberTransformer })
+ public amount!: BigNumber;
+}
diff --git a/packages/pipeline/src/entities/index.ts b/packages/pipeline/src/entities/index.ts
index db0814e38..cc3de78bb 100644
--- a/packages/pipeline/src/entities/index.ts
+++ b/packages/pipeline/src/entities/index.ts
@@ -14,5 +14,6 @@ export { SraOrdersObservedTimeStamp, createObservedTimestampForOrder } from './s
export { TokenMetadata } from './token_metadata';
export { TokenOrderbookSnapshot } from './token_order';
export { Transaction } from './transaction';
+export { ERC20ApprovalEvent } from './erc20_approval_event';
export type ExchangeEvent = ExchangeFillEvent | ExchangeCancelEvent | ExchangeCancelUpToEvent;
diff --git a/packages/pipeline/src/ormconfig.ts b/packages/pipeline/src/ormconfig.ts
index 9f7815b4e..fe11d81d5 100644
--- a/packages/pipeline/src/ormconfig.ts
+++ b/packages/pipeline/src/ormconfig.ts
@@ -3,6 +3,7 @@ import { ConnectionOptions } from 'typeorm';
import {
Block,
DexTrade,
+ ERC20ApprovalEvent,
ExchangeCancelEvent,
ExchangeCancelUpToEvent,
ExchangeFillEvent,
@@ -21,6 +22,7 @@ const entities = [
ExchangeCancelEvent,
ExchangeCancelUpToEvent,
ExchangeFillEvent,
+ ERC20ApprovalEvent,
OHLCVExternal,
Relayer,
SraOrder,
diff --git a/packages/pipeline/src/parsers/events/erc20_events.ts b/packages/pipeline/src/parsers/events/erc20_events.ts
new file mode 100644
index 000000000..caf9984d0
--- /dev/null
+++ b/packages/pipeline/src/parsers/events/erc20_events.ts
@@ -0,0 +1,34 @@
+import { ERC20TokenApprovalEventArgs } from '@0x/contract-wrappers';
+import { LogWithDecodedArgs } from 'ethereum-types';
+import * as R from 'ramda';
+
+import { ERC20ApprovalEvent } from '../../entities';
+
+/**
+ * Parses raw event logs for an ERC20 approval event and returns an array of
+ * ERC20ApprovalEvent entities.
+ * @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
+ */
+export const parseERC20ApprovalEvents: (
+ eventLogs: Array<LogWithDecodedArgs<ERC20TokenApprovalEventArgs>>,
+) => ERC20ApprovalEvent[] = R.map(_convertToERC20ApprovalEvent);
+
+/**
+ * Converts a raw event log for an ERC20 approval event into an
+ * ERC20ApprovalEvent entity.
+ * @param eventLog Raw event log (e.g. returned from contract-wrappers).
+ */
+export function _convertToERC20ApprovalEvent(
+ eventLog: LogWithDecodedArgs<ERC20TokenApprovalEventArgs>,
+): ERC20ApprovalEvent {
+ const erc20ApprovalEvent = new ERC20ApprovalEvent();
+ erc20ApprovalEvent.tokenAddress = eventLog.address as string;
+ erc20ApprovalEvent.blockNumber = eventLog.blockNumber as number;
+ erc20ApprovalEvent.logIndex = eventLog.logIndex as number;
+ erc20ApprovalEvent.rawData = eventLog.data as string;
+ erc20ApprovalEvent.transactionHash = eventLog.transactionHash;
+ erc20ApprovalEvent.ownerAddress = eventLog.args._owner;
+ erc20ApprovalEvent.spenderAddress = eventLog.args._spender;
+ erc20ApprovalEvent.amount = eventLog.args._value;
+ return erc20ApprovalEvent;
+}
diff --git a/packages/pipeline/src/parsers/events/exchange_events.ts b/packages/pipeline/src/parsers/events/exchange_events.ts
new file mode 100644
index 000000000..e18106c75
--- /dev/null
+++ b/packages/pipeline/src/parsers/events/exchange_events.ts
@@ -0,0 +1,133 @@
+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';
+import * as R from 'ramda';
+
+import { ExchangeCancelEvent, ExchangeCancelUpToEvent, ExchangeFillEvent } from '../../entities';
+import { bigNumbertoStringOrNull } from '../../utils';
+
+/**
+ * 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);
+
+/**
+ * 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);
+
+/**
+ * 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 const parseExchangeCancelUpToEvents: (
+ eventLogs: Array<LogWithDecodedArgs<ExchangeCancelUpToEventArgs>>,
+) => ExchangeCancelUpToEvent[] = R.map(_convertToExchangeCancelUpToEvent);
+
+/**
+ * Converts a raw event log for a fill event into an ExchangeFillEvent entity.
+ * @param eventLog Raw event log (e.g. returned from contract-wrappers).
+ */
+export function _convertToExchangeFillEvent(eventLog: LogWithDecodedArgs<ExchangeFillEventArgs>): ExchangeFillEvent {
+ const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData);
+ const makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
+ const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
+ const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
+ const exchangeFillEvent = new ExchangeFillEvent();
+ exchangeFillEvent.contractAddress = eventLog.address as string;
+ exchangeFillEvent.blockNumber = eventLog.blockNumber as number;
+ exchangeFillEvent.logIndex = eventLog.logIndex as number;
+ exchangeFillEvent.rawData = eventLog.data as string;
+ exchangeFillEvent.transactionHash = eventLog.transactionHash;
+ exchangeFillEvent.makerAddress = eventLog.args.makerAddress;
+ exchangeFillEvent.takerAddress = eventLog.args.takerAddress;
+ exchangeFillEvent.feeRecipientAddress = eventLog.args.feeRecipientAddress;
+ exchangeFillEvent.senderAddress = eventLog.args.senderAddress;
+ exchangeFillEvent.makerAssetFilledAmount = eventLog.args.makerAssetFilledAmount;
+ exchangeFillEvent.takerAssetFilledAmount = eventLog.args.takerAssetFilledAmount;
+ exchangeFillEvent.makerFeePaid = eventLog.args.makerFeePaid;
+ exchangeFillEvent.takerFeePaid = eventLog.args.takerFeePaid;
+ exchangeFillEvent.orderHash = eventLog.args.orderHash;
+ exchangeFillEvent.rawMakerAssetData = eventLog.args.makerAssetData;
+ exchangeFillEvent.makerAssetType = makerAssetType;
+ exchangeFillEvent.makerAssetProxyId = makerAssetData.assetProxyId;
+ exchangeFillEvent.makerTokenAddress = makerAssetData.tokenAddress;
+ // tslint has a false positive here. Type assertion is required.
+ // tslint:disable-next-line:no-unnecessary-type-assertion
+ exchangeFillEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
+ exchangeFillEvent.rawTakerAssetData = eventLog.args.takerAssetData;
+ exchangeFillEvent.takerAssetType = takerAssetType;
+ exchangeFillEvent.takerAssetProxyId = takerAssetData.assetProxyId;
+ exchangeFillEvent.takerTokenAddress = takerAssetData.tokenAddress;
+ // tslint:disable-next-line:no-unnecessary-type-assertion
+ exchangeFillEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId);
+ return exchangeFillEvent;
+}
+
+/**
+ * Converts a raw event log for a cancel event into an ExchangeCancelEvent
+ * entity.
+ * @param eventLog Raw event log (e.g. returned from contract-wrappers).
+ */
+export function _convertToExchangeCancelEvent(
+ eventLog: LogWithDecodedArgs<ExchangeCancelEventArgs>,
+): ExchangeCancelEvent {
+ const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData);
+ const makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
+ const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
+ const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
+ const exchangeCancelEvent = new ExchangeCancelEvent();
+ exchangeCancelEvent.contractAddress = eventLog.address as string;
+ exchangeCancelEvent.blockNumber = eventLog.blockNumber as number;
+ exchangeCancelEvent.logIndex = eventLog.logIndex as number;
+ exchangeCancelEvent.rawData = eventLog.data as string;
+ exchangeCancelEvent.transactionHash = eventLog.transactionHash;
+ exchangeCancelEvent.makerAddress = eventLog.args.makerAddress;
+ exchangeCancelEvent.takerAddress = eventLog.args.takerAddress;
+ exchangeCancelEvent.feeRecipientAddress = eventLog.args.feeRecipientAddress;
+ exchangeCancelEvent.senderAddress = eventLog.args.senderAddress;
+ exchangeCancelEvent.orderHash = eventLog.args.orderHash;
+ exchangeCancelEvent.rawMakerAssetData = eventLog.args.makerAssetData;
+ exchangeCancelEvent.makerAssetType = makerAssetType;
+ exchangeCancelEvent.makerAssetProxyId = makerAssetData.assetProxyId;
+ exchangeCancelEvent.makerTokenAddress = makerAssetData.tokenAddress;
+ // tslint:disable-next-line:no-unnecessary-type-assertion
+ exchangeCancelEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
+ exchangeCancelEvent.rawTakerAssetData = eventLog.args.takerAssetData;
+ exchangeCancelEvent.takerAssetType = takerAssetType;
+ exchangeCancelEvent.takerAssetProxyId = takerAssetData.assetProxyId;
+ exchangeCancelEvent.takerTokenAddress = takerAssetData.tokenAddress;
+ // tslint:disable-next-line:no-unnecessary-type-assertion
+ exchangeCancelEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId);
+ return exchangeCancelEvent;
+}
+
+/**
+ * Converts a raw event log for a cancelUpTo event into an
+ * ExchangeCancelUpToEvent entity.
+ * @param eventLog Raw event log (e.g. returned from contract-wrappers).
+ */
+export function _convertToExchangeCancelUpToEvent(
+ eventLog: LogWithDecodedArgs<ExchangeCancelUpToEventArgs>,
+): ExchangeCancelUpToEvent {
+ const exchangeCancelUpToEvent = new ExchangeCancelUpToEvent();
+ exchangeCancelUpToEvent.contractAddress = eventLog.address as string;
+ exchangeCancelUpToEvent.blockNumber = eventLog.blockNumber as number;
+ exchangeCancelUpToEvent.logIndex = eventLog.logIndex as number;
+ exchangeCancelUpToEvent.rawData = eventLog.data as string;
+ exchangeCancelUpToEvent.transactionHash = eventLog.transactionHash;
+ exchangeCancelUpToEvent.makerAddress = eventLog.args.makerAddress;
+ exchangeCancelUpToEvent.senderAddress = eventLog.args.senderAddress;
+ exchangeCancelUpToEvent.orderEpoch = eventLog.args.orderEpoch;
+ return exchangeCancelUpToEvent;
+}
diff --git a/packages/pipeline/src/parsers/events/index.ts b/packages/pipeline/src/parsers/events/index.ts
index e18106c75..3f9915e8b 100644
--- a/packages/pipeline/src/parsers/events/index.ts
+++ b/packages/pipeline/src/parsers/events/index.ts
@@ -1,133 +1,2 @@
-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';
-import * as R from 'ramda';
-
-import { ExchangeCancelEvent, ExchangeCancelUpToEvent, ExchangeFillEvent } from '../../entities';
-import { bigNumbertoStringOrNull } from '../../utils';
-
-/**
- * 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);
-
-/**
- * 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);
-
-/**
- * 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 const parseExchangeCancelUpToEvents: (
- eventLogs: Array<LogWithDecodedArgs<ExchangeCancelUpToEventArgs>>,
-) => ExchangeCancelUpToEvent[] = R.map(_convertToExchangeCancelUpToEvent);
-
-/**
- * Converts a raw event log for a fill event into an ExchangeFillEvent entity.
- * @param eventLog Raw event log (e.g. returned from contract-wrappers).
- */
-export function _convertToExchangeFillEvent(eventLog: LogWithDecodedArgs<ExchangeFillEventArgs>): ExchangeFillEvent {
- const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData);
- const makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
- const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
- const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
- const exchangeFillEvent = new ExchangeFillEvent();
- exchangeFillEvent.contractAddress = eventLog.address as string;
- exchangeFillEvent.blockNumber = eventLog.blockNumber as number;
- exchangeFillEvent.logIndex = eventLog.logIndex as number;
- exchangeFillEvent.rawData = eventLog.data as string;
- exchangeFillEvent.transactionHash = eventLog.transactionHash;
- exchangeFillEvent.makerAddress = eventLog.args.makerAddress;
- exchangeFillEvent.takerAddress = eventLog.args.takerAddress;
- exchangeFillEvent.feeRecipientAddress = eventLog.args.feeRecipientAddress;
- exchangeFillEvent.senderAddress = eventLog.args.senderAddress;
- exchangeFillEvent.makerAssetFilledAmount = eventLog.args.makerAssetFilledAmount;
- exchangeFillEvent.takerAssetFilledAmount = eventLog.args.takerAssetFilledAmount;
- exchangeFillEvent.makerFeePaid = eventLog.args.makerFeePaid;
- exchangeFillEvent.takerFeePaid = eventLog.args.takerFeePaid;
- exchangeFillEvent.orderHash = eventLog.args.orderHash;
- exchangeFillEvent.rawMakerAssetData = eventLog.args.makerAssetData;
- exchangeFillEvent.makerAssetType = makerAssetType;
- exchangeFillEvent.makerAssetProxyId = makerAssetData.assetProxyId;
- exchangeFillEvent.makerTokenAddress = makerAssetData.tokenAddress;
- // tslint has a false positive here. Type assertion is required.
- // tslint:disable-next-line:no-unnecessary-type-assertion
- exchangeFillEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
- exchangeFillEvent.rawTakerAssetData = eventLog.args.takerAssetData;
- exchangeFillEvent.takerAssetType = takerAssetType;
- exchangeFillEvent.takerAssetProxyId = takerAssetData.assetProxyId;
- exchangeFillEvent.takerTokenAddress = takerAssetData.tokenAddress;
- // tslint:disable-next-line:no-unnecessary-type-assertion
- exchangeFillEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId);
- return exchangeFillEvent;
-}
-
-/**
- * Converts a raw event log for a cancel event into an ExchangeCancelEvent
- * entity.
- * @param eventLog Raw event log (e.g. returned from contract-wrappers).
- */
-export function _convertToExchangeCancelEvent(
- eventLog: LogWithDecodedArgs<ExchangeCancelEventArgs>,
-): ExchangeCancelEvent {
- const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData);
- const makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
- const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
- const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
- const exchangeCancelEvent = new ExchangeCancelEvent();
- exchangeCancelEvent.contractAddress = eventLog.address as string;
- exchangeCancelEvent.blockNumber = eventLog.blockNumber as number;
- exchangeCancelEvent.logIndex = eventLog.logIndex as number;
- exchangeCancelEvent.rawData = eventLog.data as string;
- exchangeCancelEvent.transactionHash = eventLog.transactionHash;
- exchangeCancelEvent.makerAddress = eventLog.args.makerAddress;
- exchangeCancelEvent.takerAddress = eventLog.args.takerAddress;
- exchangeCancelEvent.feeRecipientAddress = eventLog.args.feeRecipientAddress;
- exchangeCancelEvent.senderAddress = eventLog.args.senderAddress;
- exchangeCancelEvent.orderHash = eventLog.args.orderHash;
- exchangeCancelEvent.rawMakerAssetData = eventLog.args.makerAssetData;
- exchangeCancelEvent.makerAssetType = makerAssetType;
- exchangeCancelEvent.makerAssetProxyId = makerAssetData.assetProxyId;
- exchangeCancelEvent.makerTokenAddress = makerAssetData.tokenAddress;
- // tslint:disable-next-line:no-unnecessary-type-assertion
- exchangeCancelEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
- exchangeCancelEvent.rawTakerAssetData = eventLog.args.takerAssetData;
- exchangeCancelEvent.takerAssetType = takerAssetType;
- exchangeCancelEvent.takerAssetProxyId = takerAssetData.assetProxyId;
- exchangeCancelEvent.takerTokenAddress = takerAssetData.tokenAddress;
- // tslint:disable-next-line:no-unnecessary-type-assertion
- exchangeCancelEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId);
- return exchangeCancelEvent;
-}
-
-/**
- * Converts a raw event log for a cancelUpTo event into an
- * ExchangeCancelUpToEvent entity.
- * @param eventLog Raw event log (e.g. returned from contract-wrappers).
- */
-export function _convertToExchangeCancelUpToEvent(
- eventLog: LogWithDecodedArgs<ExchangeCancelUpToEventArgs>,
-): ExchangeCancelUpToEvent {
- const exchangeCancelUpToEvent = new ExchangeCancelUpToEvent();
- exchangeCancelUpToEvent.contractAddress = eventLog.address as string;
- exchangeCancelUpToEvent.blockNumber = eventLog.blockNumber as number;
- exchangeCancelUpToEvent.logIndex = eventLog.logIndex as number;
- exchangeCancelUpToEvent.rawData = eventLog.data as string;
- exchangeCancelUpToEvent.transactionHash = eventLog.transactionHash;
- exchangeCancelUpToEvent.makerAddress = eventLog.args.makerAddress;
- exchangeCancelUpToEvent.senderAddress = eventLog.args.senderAddress;
- exchangeCancelUpToEvent.orderEpoch = eventLog.args.orderEpoch;
- return exchangeCancelUpToEvent;
-}
+export { parseExchangeCancelEvents, parseExchangeCancelUpToEvents, parseExchangeFillEvents } from './exchange_events';
+export { parseERC20ApprovalEvents } from './erc20_events';
diff --git a/packages/pipeline/src/scripts/pull_erc20_events.ts b/packages/pipeline/src/scripts/pull_erc20_events.ts
new file mode 100644
index 000000000..0ad12c97a
--- /dev/null
+++ b/packages/pipeline/src/scripts/pull_erc20_events.ts
@@ -0,0 +1,66 @@
+// tslint:disable:no-console
+import { getContractAddressesForNetworkOrThrow } from '@0x/contract-addresses';
+import { web3Factory } from '@0x/dev-utils';
+import { Web3ProviderEngine } from '@0x/subproviders';
+import { Web3Wrapper } from '@0x/web3-wrapper';
+import 'reflect-metadata';
+import { Connection, ConnectionOptions, createConnection, Repository } from 'typeorm';
+
+import { ERC20EventsSource } from '../data_sources/contract-wrappers/erc20_events';
+import { ERC20ApprovalEvent } from '../entities';
+import * as ormConfig from '../ormconfig';
+import { parseERC20ApprovalEvents } from '../parsers/events';
+import { handleError, INFURA_ROOT_URL } from '../utils';
+
+const NETWORK_ID = 1;
+const START_BLOCK_OFFSET = 100; // Number of blocks before the last known block to consider when updating fill events.
+const BATCH_SAVE_SIZE = 1000; // Number of events to save at once.
+const BLOCK_FINALITY_THRESHOLD = 10; // When to consider blocks as final. Used to compute default endBlock.
+const WETH_START_BLOCK = 4719568; // Block number when the WETH contract was deployed.
+
+let connection: Connection;
+
+(async () => {
+ connection = await createConnection(ormConfig as ConnectionOptions);
+ const provider = web3Factory.getRpcProvider({
+ rpcUrl: INFURA_ROOT_URL,
+ });
+ const endBlock = await calculateEndBlockAsync(provider);
+ await getAndSaveWETHApprovalEventsAsync(provider, endBlock);
+ process.exit(0);
+})().catch(handleError);
+
+async function getAndSaveWETHApprovalEventsAsync(provider: Web3ProviderEngine, endBlock: number): Promise<void> {
+ console.log('Checking existing approval events...');
+ const repository = connection.getRepository(ERC20ApprovalEvent);
+ const startBlock = (await getStartBlockAsync(repository)) || WETH_START_BLOCK;
+
+ console.log(`Getting WETH approval events starting at ${startBlock}...`);
+ const wethTokenAddress = getContractAddressesForNetworkOrThrow(NETWORK_ID).etherToken;
+ const eventsSource = new ERC20EventsSource(provider, NETWORK_ID, wethTokenAddress);
+ const eventLogs = await eventsSource.getApprovalEventsAsync(startBlock, endBlock);
+
+ console.log(`Parsing ${eventLogs.length} WETH approval events...`);
+ const events = parseERC20ApprovalEvents(eventLogs);
+ console.log(`Retrieved and parsed ${events.length} total WETH approval events.`);
+ await repository.save(events, { chunk: Math.ceil(events.length / BATCH_SAVE_SIZE) });
+}
+
+async function calculateEndBlockAsync(provider: Web3ProviderEngine): Promise<number> {
+ const web3Wrapper = new Web3Wrapper(provider);
+ const currentBlock = await web3Wrapper.getBlockNumberAsync();
+ return currentBlock - BLOCK_FINALITY_THRESHOLD;
+}
+
+async function getStartBlockAsync(repository: Repository<ERC20ApprovalEvent>): Promise<number | null> {
+ const fillEventCount = await repository.count();
+ if (fillEventCount === 0) {
+ console.log(`No existing approval events found.`);
+ return null;
+ }
+ const queryResult = await connection.query(
+ `SELECT block_number FROM raw.erc20_approval_events ORDER BY block_number DESC LIMIT 1`,
+ );
+ const lastKnownBlock = queryResult[0].block_number;
+ return lastKnownBlock - START_BLOCK_OFFSET;
+}
diff --git a/packages/pipeline/src/scripts/pull_missing_events.ts b/packages/pipeline/src/scripts/pull_exchange_events.ts
index 80abbb8b0..e98fc6629 100644
--- a/packages/pipeline/src/scripts/pull_missing_events.ts
+++ b/packages/pipeline/src/scripts/pull_exchange_events.ts
@@ -1,5 +1,7 @@
// tslint:disable:no-console
import { web3Factory } from '@0x/dev-utils';
+import { Web3ProviderEngine } from '@0x/subproviders';
+import { Web3Wrapper } from '@0x/web3-wrapper';
import R = require('ramda');
import 'reflect-metadata';
import { Connection, ConnectionOptions, createConnection, Repository } from 'typeorm';
@@ -12,6 +14,7 @@ import { EXCHANGE_START_BLOCK, handleError, INFURA_ROOT_URL } from '../utils';
const START_BLOCK_OFFSET = 100; // Number of blocks before the last known block to consider when updating fill events.
const BATCH_SAVE_SIZE = 1000; // Number of events to save at once.
+const BLOCK_FINALITY_THRESHOLD = 10; // When to consider blocks as final. Used to compute default endBlock.
let connection: Connection;
@@ -20,43 +23,44 @@ let connection: Connection;
const provider = web3Factory.getRpcProvider({
rpcUrl: INFURA_ROOT_URL,
});
+ const endBlock = await calculateEndBlockAsync(provider);
const eventsSource = new ExchangeEventsSource(provider, 1);
- await getFillEventsAsync(eventsSource);
- await getCancelEventsAsync(eventsSource);
- await getCancelUpToEventsAsync(eventsSource);
+ await getFillEventsAsync(eventsSource, endBlock);
+ await getCancelEventsAsync(eventsSource, endBlock);
+ await getCancelUpToEventsAsync(eventsSource, endBlock);
process.exit(0);
})().catch(handleError);
-async function getFillEventsAsync(eventsSource: ExchangeEventsSource): Promise<void> {
+async function getFillEventsAsync(eventsSource: ExchangeEventsSource, endBlock: number): 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);
+ const eventLogs = await eventsSource.getFillEventsAsync(startBlock, endBlock);
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> {
+async function getCancelEventsAsync(eventsSource: ExchangeEventsSource, endBlock: number): 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);
+ const eventLogs = await eventsSource.getCancelEventsAsync(startBlock, endBlock);
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> {
+async function getCancelUpToEventsAsync(eventsSource: ExchangeEventsSource, endBlock: number): 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);
+ const eventLogs = await eventsSource.getCancelUpToEventsAsync(startBlock, endBlock);
console.log('Parsing CancelUpTo events...');
const events = parseExchangeCancelUpToEvents(eventLogs);
console.log(`Retrieved and parsed ${events.length} total CancelUpTo events.`);
@@ -134,3 +138,9 @@ async function saveIndividuallyWithFallbackAsync<T extends ExchangeEvent>(
}
}
}
+
+async function calculateEndBlockAsync(provider: Web3ProviderEngine): Promise<number> {
+ const web3Wrapper = new Web3Wrapper(provider);
+ const currentBlock = await web3Wrapper.getBlockNumberAsync();
+ return currentBlock - BLOCK_FINALITY_THRESHOLD;
+}
diff --git a/packages/pipeline/src/scripts/pull_missing_blocks.ts b/packages/pipeline/src/scripts/pull_missing_blocks.ts
index b7bd51f08..18fe1b700 100644
--- a/packages/pipeline/src/scripts/pull_missing_blocks.ts
+++ b/packages/pipeline/src/scripts/pull_missing_blocks.ts
@@ -24,7 +24,7 @@ let connection: Connection;
(async () => {
connection = await createConnection(ormConfig as ConnectionOptions);
const provider = web3Factory.getRpcProvider({
- rpcUrl: `${INFURA_ROOT_URL}/${process.env.INFURA_API_KEY}`,
+ rpcUrl: INFURA_ROOT_URL,
});
const web3Source = new Web3Source(provider);
await getAllMissingBlocks(web3Source);