Add expirationMarginMs

4 files changed, 30 insertions, 10 deletions

diff --git a/packages/0x.js/src/order_watcher/expiration_watcher.ts b/packages/0x.js/src/order_watcher/expiration_watcher.ts
index cf0222e3c..71199e75f 100644
--- a/packages/0x.js/src/order_watcher/expiration_watcher.ts
+++ b/packages/0x.js/src/order_watcher/expiration_watcher.ts
@@ -6,6 +6,7 @@ import {SignedOrder, ZeroExError} from '../types';
 import {Heap} from '../utils/heap';
 import {ZeroEx} from '../0x';
 
+const DEFAULT_EXPIRATION_MARGIN_MS = 0;
 const DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS = 50;
 
 /**
@@ -17,9 +18,13 @@ export class ExpirationWatcher {
     private expiration: {[orderHash: string]: BigNumber} = {};
     private callbackIfExists?: (orderHash: string) => void;
     private orderExpirationCheckingIntervalMs: number;
+    private expirationMarginMs: number;
     private orderExpirationCheckingIntervalIdIfExists?: NodeJS.Timer;
-    constructor(orderExpirationCheckingIntervalMsIfExists?: number) {
-        this.orderExpirationCheckingIntervalMs = orderExpirationCheckingIntervalMsIfExists ||
+    constructor(expirationMarginIfExistsMs?: number,
+                orderExpirationCheckingIntervalIfExistsMs?: number) {
+        this.expirationMarginMs = expirationMarginIfExistsMs ||
+                                  DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS;
+        this.orderExpirationCheckingIntervalMs = expirationMarginIfExistsMs ||
                                                  DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS;
         const scoreFunction = (orderHash: string) => this.expiration[orderHash].toNumber();
         this.orderHashHeapByExpiration = new Heap(scoreFunction);
@@ -41,17 +46,19 @@ export class ExpirationWatcher {
         delete this.callbackIfExists;
         delete this.orderExpirationCheckingIntervalIdIfExists;
     }
-    public addOrder(orderHash: string, expirationUnixTimestampSec: BigNumber): void {
-        this.expiration[orderHash] = expirationUnixTimestampSec;
+    public addOrder(orderHash: string, expirationUnixTimestampMs: BigNumber): void {
+        this.expiration[orderHash] = expirationUnixTimestampMs;
         // We don't remove hashes from the heap 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();
+        const currentUnixTimestampMs = utils.getCurrentUnixTimestampMs();
         while (
             this.orderHashHeapByExpiration.size() !== 0 &&
-            this.expiration[this.orderHashHeapByExpiration.head()].lessThan(currentUnixTimestampSec) &&
+            this.expiration[this.orderHashHeapByExpiration.head()].lessThan(
+                currentUnixTimestampMs.plus(this.expirationMarginMs),
+            ) &&
             !_.isUndefined(this.callbackIfExists)
         ) {
             const orderHash = this.orderHashHeapByExpiration.pop();
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 27f4c7d29..3659fc6e2 100644
--- a/packages/0x.js/src/order_watcher/order_state_watcher.ts
+++ b/packages/0x.js/src/order_watcher/order_state_watcher.ts
@@ -77,7 +77,12 @@ export class OrderStateWatcher {
         const orderExpirationCheckingIntervalMsIfExists = _.isUndefined(config) ?
                                                           undefined :
                                                           config.orderExpirationCheckingIntervalMs;
-        this._expirationWatcher = new ExpirationWatcher(orderExpirationCheckingIntervalMsIfExists);
+        const expirationMarginIfExistsMs = _.isUndefined(config) ?
+                                           undefined :
+                                           config.expirationMarginMs;
+        this._expirationWatcher = new ExpirationWatcher(
+            expirationMarginIfExistsMs, orderExpirationCheckingIntervalMsIfExists,
+        );
     }
     /**
      * Add an order to the orderStateWatcher. Before the order is added, it's
@@ -91,7 +96,8 @@ export class OrderStateWatcher {
         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);
+        const expirationUnixTimestampMs = signedOrder.expirationUnixTimestampSec.times(1000);
+        this._expirationWatcher.addOrder(orderHash, expirationUnixTimestampMs);
     }
     /**
      * Removes an order from the orderStateWatcher
diff --git a/packages/0x.js/src/types.ts b/packages/0x.js/src/types.ts
index 37e80e6bc..13a46659d 100644
--- a/packages/0x.js/src/types.ts
+++ b/packages/0x.js/src/types.ts
@@ -396,14 +396,18 @@ export interface JSONRPCPayload {
     method: string;
 }
 
+// tslint:disable:max-line-length
 /*
  * orderExpirationCheckingIntervalMs: How often to check for expired orders. Default: 50
  * eventPollingIntervalMs: How often to poll the Ethereum node for new events. Defaults: 200
+ * expirationMarginMs: Amount of time before order expiry that you'd like to be notified of an orders expiration. Defaults: 0
  */
 export interface OrderStateWatcherConfig {
     orderExpirationCheckingIntervalMs?: number;
     eventPollingIntervalMs?: number;
+    expirationMarginMs?: number;
 }
+// tslint:enable:max-line-length
 
 /*
  * gasPrice: Gas price to use with every transaction
diff --git a/packages/0x.js/src/utils/utils.ts b/packages/0x.js/src/utils/utils.ts
index 280f3e979..5370c3b4b 100644
--- a/packages/0x.js/src/utils/utils.ts
+++ b/packages/0x.js/src/utils/utils.ts
@@ -49,7 +49,10 @@ export const utils = {
         const hashHex = ethUtil.bufferToHex(hashBuff);
         return hashHex;
     },
-    getCurrentUnixTimestamp(): BigNumber {
-        return new BigNumber(Date.now() / 1000);
+    getCurrentUnixTimestampSec(): BigNumber {
+        return new BigNumber(Date.now() / 1000).round();
+    },
+    getCurrentUnixTimestampMs(): BigNumber {
+        return new BigNumber(Date.now());
     },
 };