Merge pull request #182 from 0xProject/feature/ethereumjs-blockstream

Rewrite subscriptions

13 files changed, 255 insertions, 203 deletions

diff --git a/src/0x.ts b/src/0x.ts
index 3180c52f6..9f955c807 100644
--- a/src/0x.ts
+++ b/src/0x.ts
@@ -1,12 +1,8 @@
 import * as _ from 'lodash';
 import * as BigNumber from 'bignumber.js';
-import * as Web3 from 'web3';
-import * as abiDecoder from 'abi-decoder';
 import {SchemaValidator, schemas} from '0x-json-schemas';
 import {bigNumberConfigs} from './bignumber_config';
 import * as ethUtil from 'ethereumjs-util';
-import findVersions = require('find-versions');
-import compareVersions = require('compare-versions');
 import {Web3Wrapper} from './web3_wrapper';
 import {constants} from './utils/constants';
 import {utils} from './utils/utils';
@@ -27,12 +23,7 @@ import {
     SignedOrder,
     Web3Provider,
     ZeroExConfig,
-    TransactionReceipt,
-    DecodedLogArgs,
     TransactionReceiptWithDecodedLogs,
-    LogWithDecodedArgs,
-    FilterObject,
-    RawLog,
 } from './types';
 import {zeroExConfigSchema} from './schemas/zero_ex_config_schema';
 
diff --git a/src/contract_wrappers/contract_wrapper.ts b/src/contract_wrappers/contract_wrapper.ts
index 743dfc9b2..f6ccfdee4 100644
--- a/src/contract_wrappers/contract_wrapper.ts
+++ b/src/contract_wrappers/contract_wrapper.ts
@@ -1,9 +1,10 @@
 import * as _ from 'lodash';
 import * as Web3 from 'web3';
-import * as ethUtil from 'ethereumjs-util';
+import {BlockAndLogStreamer, Block} from 'ethereumjs-blockstream';
 import {Web3Wrapper} from '../web3_wrapper';
 import {AbiDecoder} from '../utils/abi_decoder';
 import {
+    ZeroExError,
     InternalZeroExError,
     Artifact,
     LogWithDecodedArgs,
@@ -11,32 +12,57 @@ import {
     ContractEvents,
     SubscriptionOpts,
     IndexedFilterValues,
+    EventCallback,
+    BlockParamLiteral,
 } from '../types';
-import {utils} from '../utils/utils';
-
-const TOPIC_LENGTH = 32;
+import {constants} from '../utils/constants';
+import {intervalUtils} from '../utils/interval_utils';
+import {filterUtils} from '../utils/filter_utils';
 
 export class ContractWrapper {
     protected _web3Wrapper: Web3Wrapper;
     private _abiDecoder?: AbiDecoder;
+    private _blockAndLogStreamer: BlockAndLogStreamer|undefined;
+    private _blockAndLogStreamInterval: NodeJS.Timer;
+    private _filters: {[filterToken: string]: Web3.FilterObject};
+    private _filterCallbacks: {[filterToken: string]: EventCallback};
+    private _onLogAddedSubscriptionToken: string|undefined;
+    private _onLogRemovedSubscriptionToken: string|undefined;
     constructor(web3Wrapper: Web3Wrapper, abiDecoder?: AbiDecoder) {
         this._web3Wrapper = web3Wrapper;
         this._abiDecoder = abiDecoder;
+        this._filters = {};
+        this._filterCallbacks = {};
+        this._blockAndLogStreamer = undefined;
+        this._onLogAddedSubscriptionToken = undefined;
+        this._onLogRemovedSubscriptionToken = undefined;
+    }
+    protected _subscribe(address: string, eventName: ContractEvents,
+                         indexFilterValues: IndexedFilterValues, abi: Web3.ContractAbi,
+                         callback: EventCallback): string {
+        const filter = filterUtils.getFilter(address, eventName, indexFilterValues, abi);
+        if (_.isUndefined(this._blockAndLogStreamer)) {
+            this._startBlockAndLogStream();
+        }
+        const filterToken = filterUtils.generateUUID();
+        this._filters[filterToken] = filter;
+        this._filterCallbacks[filterToken] = callback;
+        return filterToken;
+    }
+    protected _unsubscribe(filterToken: string): void {
+        if (_.isUndefined(this._filters[filterToken])) {
+            throw new Error(ZeroExError.SubscriptionNotFound);
+        }
+        delete this._filters[filterToken];
+        delete this._filterCallbacks[filterToken];
+        if (_.isEmpty(this._filters)) {
+            this._stopBlockAndLogStream();
+        }
     }
     protected async _getLogsAsync(address: string, eventName: ContractEvents, subscriptionOpts: SubscriptionOpts,
                                   indexFilterValues: IndexedFilterValues,
                                   abi: Web3.ContractAbi): Promise<LogWithDecodedArgs[]> {
-        const eventAbi = _.find(abi, {name: eventName}) as Web3.EventAbi;
-        const eventSignature = this._getEventSignatureFromAbiByName(eventAbi, eventName);
-        const topicForEventSignature = this._web3Wrapper.keccak256(eventSignature);
-        const topicsForIndexedArgs = this._getTopicsForIndexedArgs(eventAbi, indexFilterValues);
-        const topics = [topicForEventSignature, ...topicsForIndexedArgs];
-        const filter = {
-            fromBlock: subscriptionOpts.fromBlock,
-            toBlock: subscriptionOpts.toBlock,
-            address,
-            topics,
-        };
+        const filter = filterUtils.getFilter(address, eventName, indexFilterValues, abi, subscriptionOpts);
         const logs = await this._web3Wrapper.getLogsAsync(filter);
         const logsWithDecodedArguments = _.map(logs, this._tryToDecodeLogOrNoop.bind(this));
         return logsWithDecodedArguments;
@@ -55,27 +81,51 @@ export class ContractWrapper {
             await this._web3Wrapper.getContractInstanceFromArtifactAsync<A>(artifact, addressIfExists);
         return contractInstance;
     }
-    protected _getEventSignatureFromAbiByName(eventAbi: Web3.EventAbi, eventName: ContractEvents): string {
-        const types = _.map(eventAbi.inputs, 'type');
-        const signature = `${eventAbi.name}(${types.join(',')})`;
-        return signature;
-    }
-    private _getTopicsForIndexedArgs(abi: Web3.EventAbi, indexFilterValues: IndexedFilterValues): Array<string|null> {
-        const topics: Array<string|null> = [];
-        for (const eventInput of abi.inputs) {
-            if (!eventInput.indexed) {
-                continue;
-            }
-            if (_.isUndefined(indexFilterValues[eventInput.name])) {
-                topics.push(null);
-            } else {
-                const value = indexFilterValues[eventInput.name] as string;
-                const buffer = ethUtil.toBuffer(value);
-                const paddedBuffer = ethUtil.setLengthLeft(buffer, TOPIC_LENGTH);
-                const topic = ethUtil.bufferToHex(paddedBuffer);
-                topics.push(topic);
+    private _onLogStateChanged(removed: boolean, log: Web3.LogEntry): void {
+        _.forEach(this._filters, (filter: Web3.FilterObject, filterToken: string) => {
+            if (filterUtils.matchesFilter(log, filter)) {
+                const decodedLog = this._tryToDecodeLogOrNoop(log) as LogWithDecodedArgs;
+                const logEvent = {
+                    ...decodedLog,
+                    removed,
+                };
+                this._filterCallbacks[filterToken](logEvent);
             }
+        });
+    }
+    private _startBlockAndLogStream(): void {
+        this._blockAndLogStreamer = new BlockAndLogStreamer(
+            this._web3Wrapper.getBlockAsync.bind(this._web3Wrapper),
+            this._web3Wrapper.getLogsAsync.bind(this._web3Wrapper),
+        );
+        const catchAllLogFilter = {};
+        this._blockAndLogStreamer.addLogFilter(catchAllLogFilter);
+        this._blockAndLogStreamInterval = intervalUtils.setAsyncExcludingInterval(
+            this._reconcileBlockAsync.bind(this), constants.DEFAULT_BLOCK_POLLING_INTERVAL,
+        );
+        let removed = false;
+        this._onLogAddedSubscriptionToken = this._blockAndLogStreamer.subscribeToOnLogAdded(
+            this._onLogStateChanged.bind(this, removed),
+        );
+        removed = true;
+        this._onLogRemovedSubscriptionToken = this._blockAndLogStreamer.subscribeToOnLogRemoved(
+            this._onLogStateChanged.bind(this, removed),
+        );
+    }
+    private _stopBlockAndLogStream(): void {
+        (this._blockAndLogStreamer as BlockAndLogStreamer).unsubscribeFromOnLogAdded(
+            this._onLogAddedSubscriptionToken as string);
+        (this._blockAndLogStreamer as BlockAndLogStreamer).unsubscribeFromOnLogRemoved(
+            this._onLogRemovedSubscriptionToken as string);
+        intervalUtils.clearAsyncExcludingInterval(this._blockAndLogStreamInterval);
+        delete this._blockAndLogStreamer;
+    }
+    private async _reconcileBlockAsync(): Promise<void> {
+        const latestBlock = await this._web3Wrapper.getBlockAsync(BlockParamLiteral.Latest);
+        // We need to coerce to Block type cause Web3.Block includes types for mempool blocks
+        if (!_.isUndefined(this._blockAndLogStreamer)) {
+            // If we clear the interval while fetching the block - this._blockAndLogStreamer will be undefined
+            this._blockAndLogStreamer.reconcileNewBlock(latestBlock as any as Block);
         }
-        return topics;
     }
 }
diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index 32eaa590c..5f02903ce 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -1,7 +1,6 @@
 import * as _ from 'lodash';
 import * as BigNumber from 'bignumber.js';
-import {SchemaValidator, schemas} from '0x-json-schemas';
-import promisify = require('es6-promisify');
+import {schemas} from '0x-json-schemas';
 import {Web3Wrapper} from '../web3_wrapper';
 import {
     ECSignature,
@@ -16,11 +15,8 @@ import {
     SignedOrder,
     ContractEvent,
     ExchangeEvents,
-    ContractEventEmitter,
     SubscriptionOpts,
     IndexedFilterValues,
-    CreateContractEvent,
-    ContractEventObj,
     OrderCancellationRequest,
     OrderFillRequest,
     LogErrorContractEventArgs,
@@ -31,13 +27,12 @@ import {
     ValidateOrderFillableOpts,
     OrderTransactionOpts,
     RawLog,
+    EventCallback,
 } from '../types';
 import {assert} from '../utils/assert';
 import {utils} from '../utils/utils';
-import {eventUtils} from '../utils/event_utils';
 import {OrderValidationUtils} from '../utils/order_validation_utils';
 import {ContractWrapper} from './contract_wrapper';
-import {constants} from '../utils/constants';
 import {TokenWrapper} from './token_wrapper';
 import {decorators} from '../utils/decorators';
 import {AbiDecoder} from '../utils/abi_decoder';
@@ -51,7 +46,7 @@ const SHOULD_VALIDATE_BY_DEFAULT = true;
  */
 export class ExchangeWrapper extends ContractWrapper {
     private _exchangeContractIfExists?: ExchangeContract;
-    private _exchangeLogEventEmitters: ContractEventEmitter[];
+    private _activeSubscriptions: string[];
     private _orderValidationUtils: OrderValidationUtils;
     private _tokenWrapper: TokenWrapper;
     private _exchangeContractErrCodesToMsg = {
@@ -86,7 +81,7 @@ export class ExchangeWrapper extends ContractWrapper {
         super(web3Wrapper, abiDecoder);
         this._tokenWrapper = tokenWrapper;
         this._orderValidationUtils = new OrderValidationUtils(tokenWrapper, this);
-        this._exchangeLogEventEmitters = [];
+        this._activeSubscriptions = [];
         this._contractAddressIfExists = contractAddressIfExists;
     }
     /**
@@ -622,41 +617,32 @@ export class ExchangeWrapper extends ContractWrapper {
         return txHash;
     }
     /**
-     * Subscribe to an event type emitted by the Exchange smart contract
-     * @param   eventName               The exchange contract event you would like to subscribe to.
-     * @param   subscriptionOpts        Subscriptions options that let you configure the subscription.
-     * @param   indexFilterValues       An object where the keys are indexed args returned by the event and
-     *                                  the value is the value you are interested in. E.g `{maker: aUserAddressHex}`
-     * @param   exchangeContractAddress The hex encoded address of the Exchange contract to call.
-     * @return                      ContractEventEmitter object
+     * Subscribe to an event type emitted by the Exchange contract.
+     * @param   eventName           The exchange contract event you would like to subscribe to.
+     * @param   indexFilterValues   An object where the keys are indexed args returned by the event and
+     *                              the value is the value you are interested in. E.g `{maker: aUserAddressHex}`
+     * @param   callback            Callback that gets called when a log is added/removed
+     * @return Subscription token used later to unsubscribe
      */
-    public async subscribeAsync(eventName: ExchangeEvents, subscriptionOpts: SubscriptionOpts,
-                                indexFilterValues: IndexedFilterValues, exchangeContractAddress: string):
-                                Promise<ContractEventEmitter> {
-        assert.isETHAddressHex('exchangeContractAddress', exchangeContractAddress);
+    public async subscribeAsync(eventName: ExchangeEvents, indexFilterValues: IndexedFilterValues,
+                                callback: EventCallback): Promise<string> {
         assert.doesBelongToStringEnum('eventName', eventName, ExchangeEvents);
-        assert.doesConformToSchema('subscriptionOpts', subscriptionOpts, schemas.subscriptionOptsSchema);
         assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema);
-        const exchangeContract = await this._getExchangeContractAsync();
-        let createLogEvent: CreateContractEvent;
-        switch (eventName) {
-            case ExchangeEvents.LogFill:
-                createLogEvent = exchangeContract.LogFill;
-                break;
-            case ExchangeEvents.LogError:
-                createLogEvent = exchangeContract.LogError;
-                break;
-            case ExchangeEvents.LogCancel:
-                createLogEvent = exchangeContract.LogCancel;
-                break;
-            default:
-                throw utils.spawnSwitchErr('ExchangeEvents', eventName);
-        }
-
-        const logEventObj: ContractEventObj = createLogEvent(indexFilterValues, subscriptionOpts);
-        const eventEmitter = eventUtils.wrapEventEmitter(logEventObj);
-        this._exchangeLogEventEmitters.push(eventEmitter);
-        return eventEmitter;
+        assert.isFunction('callback', callback);
+        const exchangeContractAddress = await this.getContractAddressAsync();
+        const subscriptionToken = this._subscribe(
+            exchangeContractAddress, eventName, indexFilterValues, artifacts.ExchangeArtifact.abi, callback,
+        );
+        this._activeSubscriptions.push(subscriptionToken);
+        return subscriptionToken;
+    }
+    /**
+     * Cancel a subscription
+     * @param   subscriptionToken Subscription token returned by `subscribe()`
+     */
+    public unsubscribe(subscriptionToken: string): void {
+        _.pull(this._activeSubscriptions, subscriptionToken);
+        this._unsubscribe(subscriptionToken);
     }
     /**
      * Gets historical logs without creating a subscription
@@ -678,15 +664,6 @@ export class ExchangeWrapper extends ContractWrapper {
         return logs;
     }
     /**
-     * Stops watching for all exchange events
-     */
-    public async stopWatchingAllEventsAsync(): Promise<void> {
-        const stopWatchingPromises = _.map(this._exchangeLogEventEmitters,
-                                           logEventObj => logEventObj.stopWatchingAsync());
-        await Promise.all(stopWatchingPromises);
-        this._exchangeLogEventEmitters = [];
-    }
-    /**
      * Retrieves the Ethereum address of the Exchange contract deployed on the network
      * that the user-passed web3 provider is connected to.
      * @returns The Ethereum address of the Exchange contract being used.
@@ -809,8 +786,15 @@ export class ExchangeWrapper extends ContractWrapper {
         const ZRXtokenAddress = await exchangeInstance.ZRX_TOKEN_CONTRACT.callAsync();
         return ZRXtokenAddress;
     }
+    /**
+     * Cancels all existing subscriptions
+     */
+    public unsubscribeAll(): void {
+        _.forEach(this._activeSubscriptions, this._unsubscribe.bind(this));
+        this._activeSubscriptions = [];
+    }
     private async _invalidateContractInstancesAsync(): Promise<void> {
-        await this.stopWatchingAllEventsAsync();
+        this.unsubscribeAll();
         delete this._exchangeContractIfExists;
     }
     private async _isValidSignatureUsingContractCallAsync(dataHex: string, ecSignature: ECSignature,
diff --git a/src/contract_wrappers/token_wrapper.ts b/src/contract_wrappers/token_wrapper.ts
index f988e6ece..abd090f7e 100644
--- a/src/contract_wrappers/token_wrapper.ts
+++ b/src/contract_wrappers/token_wrapper.ts
@@ -1,10 +1,8 @@
 import * as _ from 'lodash';
 import * as BigNumber from 'bignumber.js';
-import {SchemaValidator, schemas} from '0x-json-schemas';
+import {schemas} from '0x-json-schemas';
 import {Web3Wrapper} from '../web3_wrapper';
 import {assert} from '../utils/assert';
-import {utils} from '../utils/utils';
-import {eventUtils} from '../utils/event_utils';
 import {constants} from '../utils/constants';
 import {ContractWrapper} from './contract_wrapper';
 import {AbiDecoder} from '../utils/abi_decoder';
@@ -15,12 +13,9 @@ import {
     TokenEvents,
     IndexedFilterValues,
     SubscriptionOpts,
-    CreateContractEvent,
-    ContractEventEmitter,
-    ContractEventObj,
     MethodOpts,
     LogWithDecodedArgs,
-    RawLog,
+    EventCallback,
 } from '../types';
 
 const ALLOWANCE_TO_ZERO_GAS_AMOUNT = 47155;
@@ -33,13 +28,13 @@ const ALLOWANCE_TO_ZERO_GAS_AMOUNT = 47155;
 export class TokenWrapper extends ContractWrapper {
     public UNLIMITED_ALLOWANCE_IN_BASE_UNITS = constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS;
     private _tokenContractsByAddress: {[address: string]: TokenContract};
-    private _tokenLogEventEmitters: ContractEventEmitter[];
+    private _activeSubscriptions: string[];
     private _tokenTransferProxyContractAddressFetcher: () => Promise<string>;
     constructor(web3Wrapper: Web3Wrapper, abiDecoder: AbiDecoder,
                 tokenTransferProxyContractAddressFetcher: () => Promise<string>) {
         super(web3Wrapper, abiDecoder);
         this._tokenContractsByAddress = {};
-        this._tokenLogEventEmitters = [];
+        this._activeSubscriptions = [];
         this._tokenTransferProxyContractAddressFetcher = tokenTransferProxyContractAddressFetcher;
     }
     /**
@@ -251,34 +246,30 @@ export class TokenWrapper extends ContractWrapper {
      * Subscribe to an event type emitted by the Token contract.
      * @param   tokenAddress        The hex encoded address where the ERC20 token is deployed.
      * @param   eventName           The token contract event you would like to subscribe to.
-     * @param   subscriptionOpts    Subscriptions options that let you configure the subscription.
      * @param   indexFilterValues   An object where the keys are indexed args returned by the event and
      *                              the value is the value you are interested in. E.g `{maker: aUserAddressHex}`
-     * @return ContractEventEmitter object
+     * @param   callback            Callback that gets called when a log is added/removed
+     * @return Subscription token used later to unsubscribe
      */
-    public async subscribeAsync(tokenAddress: string, eventName: TokenEvents, subscriptionOpts: SubscriptionOpts,
-                                indexFilterValues: IndexedFilterValues): Promise<ContractEventEmitter> {
+    public subscribe(tokenAddress: string, eventName: TokenEvents, indexFilterValues: IndexedFilterValues,
+                     callback: EventCallback): string {
         assert.isETHAddressHex('tokenAddress', tokenAddress);
         assert.doesBelongToStringEnum('eventName', eventName, TokenEvents);
-        assert.doesConformToSchema('subscriptionOpts', subscriptionOpts, schemas.subscriptionOptsSchema);
         assert.doesConformToSchema('indexFilterValues', indexFilterValues, schemas.indexFilterValuesSchema);
-        const tokenContract = await this._getTokenContractAsync(tokenAddress);
-        let createLogEvent: CreateContractEvent;
-        switch (eventName) {
-            case TokenEvents.Approval:
-                createLogEvent = tokenContract.Approval;
-                break;
-            case TokenEvents.Transfer:
-                createLogEvent = tokenContract.Transfer;
-                break;
-            default:
-                throw utils.spawnSwitchErr('TokenEvents', eventName);
-        }
-
-        const logEventObj: ContractEventObj = createLogEvent(indexFilterValues, subscriptionOpts);
-        const eventEmitter = eventUtils.wrapEventEmitter(logEventObj);
-        this._tokenLogEventEmitters.push(eventEmitter);
-        return eventEmitter;
+        assert.isFunction('callback', callback);
+        const subscriptionToken = this._subscribe(
+            tokenAddress, eventName, indexFilterValues, artifacts.TokenArtifact.abi, callback,
+        );
+        this._activeSubscriptions.push(subscriptionToken);
+        return subscriptionToken;
+    }
+    /**
+     * Cancel a subscription
+     * @param   subscriptionToken Subscription token returned by `subscribe()`
+     */
+    public unsubscribe(subscriptionToken: string): void {
+        _.pull(this._activeSubscriptions, subscriptionToken);
+        this._unsubscribe(subscriptionToken);
     }
     /**
      * Gets historical logs without creating a subscription
@@ -301,16 +292,14 @@ export class TokenWrapper extends ContractWrapper {
         return logs;
     }
     /**
-     * Stops watching for all token events
+     * Cancels all existing subscriptions
      */
-    public async stopWatchingAllEventsAsync(): Promise<void> {
-        const stopWatchingPromises = _.map(this._tokenLogEventEmitters,
-                                           logEventObj => logEventObj.stopWatchingAsync());
-        await Promise.all(stopWatchingPromises);
-        this._tokenLogEventEmitters = [];
+    public unsubscribeAll(): void {
+        _.forEach(this._activeSubscriptions, this._unsubscribe.bind(this));
+        this._activeSubscriptions = [];
     }
-    private async _invalidateContractInstancesAsync(): Promise<void> {
-        await this.stopWatchingAllEventsAsync();
+    private _invalidateContractInstancesAsync(): void {
+        this.unsubscribeAll();
         this._tokenContractsByAddress = {};
     }
     private async _getTokenContractAsync(tokenAddress: string): Promise<TokenContract> {
diff --git a/src/index.ts b/src/index.ts
index 3359743e9..97ab084b7 100644
--- a/src/index.ts
+++ b/src/index.ts
@@ -19,7 +19,6 @@ export {
     OrderFillOrKillRequest,
     OrderCancellationRequest,
     OrderFillRequest,
-    ContractEventEmitter,
     LogErrorContractEventArgs,
     LogCancelContractEventArgs,
     LogFillContractEventArgs,
@@ -36,4 +35,5 @@ export {
     MethodOpts,
     OrderTransactionOpts,
     FilterObject,
+    LogEvent,
 } from './types';
diff --git a/src/subproviders/empty_wallet_subprovider.ts b/src/subproviders/empty_wallet_subprovider.ts
index 0d037042d..2f260217c 100644
--- a/src/subproviders/empty_wallet_subprovider.ts
+++ b/src/subproviders/empty_wallet_subprovider.ts
@@ -1,4 +1,3 @@
-import * as Web3 from 'web3';
 import {JSONRPCPayload} from '../types';
 
 /*
diff --git a/src/types.ts b/src/types.ts
index 35bb6af78..44094f442 100644
--- a/src/types.ts
+++ b/src/types.ts
@@ -14,6 +14,7 @@ export enum ZeroExError {
     InvalidJump = 'INVALID_JUMP',
     OutOfGas = 'OUT_OF_GAS',
     NoNetworkId = 'NO_NETWORK_ID',
+    SubscriptionNotFound = 'SUBSCRIPTION_NOT_FOUND',
 }
 
 export enum InternalZeroExError {
@@ -35,23 +36,17 @@ export type OrderAddresses = [string, string, string, string, string];
 export type OrderValues = [BigNumber.BigNumber, BigNumber.BigNumber, BigNumber.BigNumber,
                            BigNumber.BigNumber, BigNumber.BigNumber, BigNumber.BigNumber];
 
-export type EventCallbackAsync = (err: Error, event: ContractEvent) => Promise<void>;
-export type EventCallbackSync = (err: Error, event: ContractEvent) => void;
-export type EventCallback = EventCallbackSync|EventCallbackAsync;
-export interface ContractEventObj {
-    watch: (eventWatch: EventCallback) => void;
-    stopWatching: () => void;
+export interface LogEvent extends LogWithDecodedArgs {
+    removed: boolean;
 }
-export type CreateContractEvent = (indexFilterValues: IndexedFilterValues,
-                                   subscriptionOpts: SubscriptionOpts) => ContractEventObj;
+export type EventCallbackAsync = (log: LogEvent) => Promise<void>;
+export type EventCallbackSync = (log: LogEvent) => void;
+export type EventCallback = EventCallbackSync|EventCallbackAsync;
 export interface ExchangeContract extends Web3.ContractInstance {
     isValidSignature: {
         callAsync: (signerAddressHex: string, dataHex: string, v: number, r: string, s: string,
                     txOpts?: TxOpts) => Promise<boolean>;
     };
-    LogFill: CreateContractEvent;
-    LogCancel: CreateContractEvent;
-    LogError: CreateContractEvent;
     ZRX_TOKEN_CONTRACT: {
         callAsync: () => Promise<string>;
     };
@@ -137,8 +132,6 @@ export interface ExchangeContract extends Web3.ContractInstance {
 }
 
 export interface TokenContract extends Web3.ContractInstance {
-    Transfer: CreateContractEvent;
-    Approval: CreateContractEvent;
     balanceOf: {
         callAsync: (address: string, defaultBlock?: Web3.BlockParam) => Promise<BigNumber.BigNumber>;
     };
@@ -352,7 +345,13 @@ export interface IndexedFilterValues {
     [index: string]: ContractEventArg;
 }
 
-export type BlockParam = 'latest'|'earliest'|'pending'|number;
+export enum BlockParamLiteral {
+    Latest = 'latest',
+    Earliest = 'earliest',
+    Pending = 'pending',
+}
+
+export type BlockParam = BlockParamLiteral|number;
 
 export interface SubscriptionOpts {
     fromBlock: BlockParam;
@@ -378,11 +377,6 @@ export interface OrderFillRequest {
 
 export type AsyncMethod = (...args: any[]) => Promise<any>;
 
-export interface ContractEventEmitter {
-    watch: (eventCallback: EventCallback) => void;
-    stopWatchingAsync: () => Promise<void>;
-}
-
 /**
  * We re-export the `Web3.Provider` type specified in the Web3 Typescript typings
  * since it is the type of the `provider` argument to the `ZeroEx` constructor.
diff --git a/src/utils/abi_decoder.ts b/src/utils/abi_decoder.ts
index 542591251..52b114c12 100644
--- a/src/utils/abi_decoder.ts
+++ b/src/utils/abi_decoder.ts
@@ -1,7 +1,7 @@
 import * as Web3 from 'web3';
 import * as _ from 'lodash';
 import * as BigNumber from 'bignumber.js';
-import {AbiType, DecodedLogArgs, DecodedArgs, LogWithDecodedArgs, RawLog, SolidityTypes} from '../types';
+import {AbiType, DecodedLogArgs, LogWithDecodedArgs, RawLog, SolidityTypes} from '../types';
 import * as SolidityCoder from 'web3/lib/solidity/coder';
 
 export class AbiDecoder {
diff --git a/src/utils/assert.ts b/src/utils/assert.ts
index eb084129c..0b7a11939 100644
--- a/src/utils/assert.ts
+++ b/src/utils/assert.ts
@@ -17,6 +17,9 @@ export const assert = {
     isString(variableName: string, value: string): void {
         this.assert(_.isString(value), this.typeAssertionMessage(variableName, 'string', value));
     },
+    isFunction(variableName: string, value: any): void {
+        this.assert(_.isFunction(value), this.typeAssertionMessage(variableName, 'function', value));
+    },
     isHexString(variableName: string, value: string): void {
         this.assert(_.isString(value) && HEX_REGEX.test(value),
             this.typeAssertionMessage(variableName, 'HexString', value));
diff --git a/src/utils/constants.ts b/src/utils/constants.ts
index 1b11d7055..a066fe869 100644
--- a/src/utils/constants.ts
+++ b/src/utils/constants.ts
@@ -7,4 +7,5 @@ export const constants = {
     INVALID_JUMP_PATTERN: 'invalid JUMP at',
     OUT_OF_GAS_PATTERN: 'out of gas',
     UNLIMITED_ALLOWANCE_IN_BASE_UNITS: new BigNumber(2).pow(256).minus(1),
+    DEFAULT_BLOCK_POLLING_INTERVAL: 1000,
 };
diff --git a/src/utils/event_utils.ts b/src/utils/event_utils.ts
deleted file mode 100644
index e8f30e1a8..000000000
--- a/src/utils/event_utils.ts
+++ /dev/null
@@ -1,41 +0,0 @@
-import * as _ from 'lodash';
-import {EventCallback, ContractEventArg, ContractEvent, ContractEventObj, ContractEventEmitter} from '../types';
-import * as BigNumber from 'bignumber.js';
-import promisify = require('es6-promisify');
-
-export const eventUtils = {
-    wrapEventEmitter(event: ContractEventObj): ContractEventEmitter {
-        const watch = (eventCallback: EventCallback) => {
-            const bignumberWrappingEventCallback = eventUtils._getBigNumberWrappingEventCallback(eventCallback);
-            event.watch(bignumberWrappingEventCallback);
-        };
-        const zeroExEvent = {
-            watch,
-            stopWatchingAsync: async () => {
-                await promisify(event.stopWatching, event)();
-            },
-        };
-        return zeroExEvent;
-    },
-    /**
-     * Wraps eventCallback function so that all the BigNumber arguments are wrapped in a newer version of BigNumber.
-     * @param eventCallback     Event callback function to be wrapped
-     * @return Wrapped event callback function
-     */
-    _getBigNumberWrappingEventCallback(eventCallback: EventCallback): EventCallback {
-        const bignumberWrappingEventCallback = (err: Error, event: ContractEvent) => {
-            if (_.isNull(err)) {
-                const wrapIfBigNumber = (value: ContractEventArg): ContractEventArg => {
-                    // HACK: The old version of BigNumber used by Web3@0.19.0 does not support the `isBigNumber`
-                    // and checking for a BigNumber instance using `instanceof` does not work either. We therefore
-                    // check if the value constructor is a bignumber constructor.
-                    const isWeb3BigNumber = _.startsWith(value.constructor.toString(), 'function BigNumber(');
-                    return isWeb3BigNumber ?  new BigNumber(value) : value;
-                };
-                event.args = _.mapValues(event.args, wrapIfBigNumber);
-            }
-            eventCallback(err, event);
-        };
-        return bignumberWrappingEventCallback;
-    },
-};
diff --git a/src/utils/filter_utils.ts b/src/utils/filter_utils.ts
new file mode 100644
index 000000000..e09a95a6e
--- /dev/null
+++ b/src/utils/filter_utils.ts
@@ -0,0 +1,82 @@
+import * as _ from 'lodash';
+import * as Web3 from 'web3';
+import * as uuid from 'uuid/v4';
+import * as ethUtil from 'ethereumjs-util';
+import * as jsSHA3 from 'js-sha3';
+import {ContractEvents, IndexedFilterValues, SubscriptionOpts} from '../types';
+
+const TOPIC_LENGTH = 32;
+
+export const filterUtils = {
+    generateUUID(): string {
+        return uuid();
+    },
+    getFilter(address: string, eventName: ContractEvents,
+              indexFilterValues: IndexedFilterValues, abi: Web3.ContractAbi,
+              subscriptionOpts?: SubscriptionOpts): Web3.FilterObject {
+        const eventAbi = _.find(abi, {name: eventName}) as Web3.EventAbi;
+        const eventSignature = filterUtils.getEventSignatureFromAbiByName(eventAbi, eventName);
+        const topicForEventSignature = ethUtil.addHexPrefix(jsSHA3.keccak256(eventSignature));
+        const topicsForIndexedArgs = filterUtils.getTopicsForIndexedArgs(eventAbi, indexFilterValues);
+        const topics = [topicForEventSignature, ...topicsForIndexedArgs];
+        let filter: Web3.FilterObject = {
+            address,
+            topics,
+        };
+        if (!_.isUndefined(subscriptionOpts)) {
+            filter = {
+                ...subscriptionOpts,
+                ...filter,
+            };
+        }
+        return filter;
+    },
+    getEventSignatureFromAbiByName(eventAbi: Web3.EventAbi, eventName: ContractEvents): string {
+        const types = _.map(eventAbi.inputs, 'type');
+        const signature = `${eventAbi.name}(${types.join(',')})`;
+        return signature;
+    },
+    getTopicsForIndexedArgs(abi: Web3.EventAbi, indexFilterValues: IndexedFilterValues): Array<string|null> {
+        const topics: Array<string|null> = [];
+        for (const eventInput of abi.inputs) {
+            if (!eventInput.indexed) {
+                continue;
+            }
+            if (_.isUndefined(indexFilterValues[eventInput.name])) {
+                // Null is a wildcard topic in a JSON-RPC call
+                topics.push(null);
+            } else {
+                const value = indexFilterValues[eventInput.name] as string;
+                const buffer = ethUtil.toBuffer(value);
+                const paddedBuffer = ethUtil.setLengthLeft(buffer, TOPIC_LENGTH);
+                const topic = ethUtil.bufferToHex(paddedBuffer);
+                topics.push(topic);
+            }
+        }
+        return topics;
+    },
+    matchesFilter(log: Web3.LogEntry, filter: Web3.FilterObject): boolean {
+        if (!_.isUndefined(filter.address) && log.address !== filter.address) {
+            return false;
+        }
+        if (!_.isUndefined(filter.topics)) {
+            return filterUtils.matchesTopics(log.topics, filter.topics);
+        }
+        return true;
+    },
+    matchesTopics(logTopics: string[], filterTopics: Array<string[]|string|null>): boolean {
+        const matchesTopic = _.zipWith(logTopics, filterTopics, filterUtils.matchesTopic.bind(filterUtils));
+        const matchesTopics = _.every(matchesTopic);
+        return matchesTopics;
+    },
+    matchesTopic(logTopic: string, filterTopic: string[]|string|null): boolean {
+        if (_.isArray(filterTopic)) {
+            return _.includes(filterTopic, logTopic);
+        }
+        if (_.isString(filterTopic)) {
+            return filterTopic === logTopic;
+        }
+        // null topic is a wildcard
+        return true;
+    },
+};
diff --git a/src/web3_wrapper.ts b/src/web3_wrapper.ts
index 7576f3d40..9de75c809 100644
--- a/src/web3_wrapper.ts
+++ b/src/web3_wrapper.ts
@@ -94,8 +94,12 @@ export class Web3Wrapper {
         const signData = await promisify(this.web3.eth.sign)(address, message);
         return signData;
     }
-    public async getBlockTimestampAsync(blockHash: string): Promise<number> {
-        const {timestamp} = await promisify(this.web3.eth.getBlock)(blockHash);
+    public async getBlockAsync(blockParam: string|Web3.BlockParam): Promise<Web3.BlockWithoutTransactionData> {
+        const block = await promisify(this.web3.eth.getBlock)(blockParam);
+        return block;
+    }
+    public async getBlockTimestampAsync(blockParam: string|Web3.BlockParam): Promise<number> {
+        const {timestamp} = await this.getBlockAsync(blockParam);
         return timestamp;
     }
     public async getAvailableAddressesAsync(): Promise<string[]> {
@@ -112,10 +116,6 @@ export class Web3Wrapper {
         const logs = await this.sendRawPayloadAsync(payload);
         return logs;
     }
-    public keccak256(data: string): string {
-        const hash = this.web3.sha3(data);
-        return hash;
-    }
     private getContractInstance<A extends Web3.ContractInstance>(abi: Web3.ContractAbi, address: string): A {
         const web3ContractInstance = this.web3.eth.contract(abi).at(address);
         const contractInstance = new Contract(web3ContractInstance, this.defaults) as any as A;