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-rw-r--r--packages/0x.js/package.json2
-rw-r--r--packages/0x.js/src/order_watcher/event_watcher.ts10
-rw-r--r--packages/0x.js/src/order_watcher/expiration_watcher.ts73
-rw-r--r--packages/0x.js/src/order_watcher/order_state_watcher.ts36
-rw-r--r--packages/0x.js/src/types.ts8
-rw-r--r--packages/0x.js/src/utils/utils.ts7
-rw-r--r--packages/0x.js/test/expiration_watcher_test.ts135
-rw-r--r--yarn.lock8
8 files changed, 267 insertions, 12 deletions
diff --git a/packages/0x.js/package.json b/packages/0x.js/package.json
index 7aa360954..4fe11a8dc 100644
--- a/packages/0x.js/package.json
+++ b/packages/0x.js/package.json
@@ -45,6 +45,7 @@
},
"devDependencies": {
"@0xproject/tslint-config": "^0.1.0",
+ "@types/bintrees": "^1.0.2",
"@types/jsonschema": "^1.1.1",
"@types/lodash": "^4.14.64",
"@types/mocha": "^2.2.41",
@@ -85,6 +86,7 @@
"@0xproject/assert": "^0.0.4",
"@0xproject/json-schemas": "^0.6.7",
"bignumber.js": "~4.1.0",
+ "bintrees": "^1.0.2",
"bn.js": "4.11.8",
"compare-versions": "^3.0.1",
"es6-promisify": "^5.0.0",
diff --git a/packages/0x.js/src/order_watcher/event_watcher.ts b/packages/0x.js/src/order_watcher/event_watcher.ts
index c39431f6d..ecbab0cd5 100644
--- a/packages/0x.js/src/order_watcher/event_watcher.ts
+++ b/packages/0x.js/src/order_watcher/event_watcher.ts
@@ -12,7 +12,7 @@ import {intervalUtils} from '../utils/interval_utils';
import {assert} from '../utils/assert';
import {utils} from '../utils/utils';
-const DEFAULT_EVENT_POLLING_INTERVAL = 200;
+const DEFAULT_EVENT_POLLING_INTERVAL_MS = 200;
enum LogEventState {
Removed,
@@ -28,11 +28,11 @@ export class EventWatcher {
private _pollingIntervalMs: number;
private _intervalIdIfExists?: NodeJS.Timer;
private _lastEvents: Web3.LogEntry[] = [];
- constructor(web3Wrapper: Web3Wrapper, pollingIntervalMs: undefined|number) {
+ constructor(web3Wrapper: Web3Wrapper, pollingIntervalIfExistsMs: undefined|number) {
this._web3Wrapper = web3Wrapper;
- this._pollingIntervalMs = _.isUndefined(pollingIntervalMs) ?
- DEFAULT_EVENT_POLLING_INTERVAL :
- pollingIntervalMs;
+ this._pollingIntervalMs = _.isUndefined(pollingIntervalIfExistsMs) ?
+ DEFAULT_EVENT_POLLING_INTERVAL_MS :
+ pollingIntervalIfExistsMs;
}
public subscribe(callback: EventWatcherCallback): void {
assert.isFunction('callback', callback);
diff --git a/packages/0x.js/src/order_watcher/expiration_watcher.ts b/packages/0x.js/src/order_watcher/expiration_watcher.ts
new file mode 100644
index 000000000..7d6f8df65
--- /dev/null
+++ b/packages/0x.js/src/order_watcher/expiration_watcher.ts
@@ -0,0 +1,73 @@
+import * as _ from 'lodash';
+import {BigNumber} from 'bignumber.js';
+import {RBTree} from 'bintrees';
+import {utils} from '../utils/utils';
+import {intervalUtils} from '../utils/interval_utils';
+import {SignedOrder, ZeroExError} from '../types';
+import {ZeroEx} from '../0x';
+
+const DEFAULT_EXPIRATION_MARGIN_MS = 0;
+const DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS = 50;
+
+/**
+ * This class includes the functionality to detect expired orders.
+ * It stores them in a min heap by expiration time and checks for expired ones every `orderExpirationCheckingIntervalMs`
+ */
+export class ExpirationWatcher {
+ private orderHashRBTreeByExpiration: RBTree<string>;
+ private expiration: {[orderHash: string]: BigNumber} = {};
+ private callbackIfExists?: (orderHash: string) => void;
+ private orderExpirationCheckingIntervalMs: number;
+ private expirationMarginMs: number;
+ private orderExpirationCheckingIntervalIdIfExists?: NodeJS.Timer;
+ 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();
+ const comparator = (lhs: string, rhs: string) => scoreFunction(lhs) - scoreFunction(rhs);
+ this.orderHashRBTreeByExpiration = new RBTree(comparator);
+ }
+ public subscribe(callback: (orderHash: string) => void): void {
+ if (!_.isUndefined(this.callbackIfExists)) {
+ throw new Error(ZeroExError.SubscriptionAlreadyPresent);
+ }
+ this.callbackIfExists = callback;
+ this.orderExpirationCheckingIntervalIdIfExists = intervalUtils.setAsyncExcludingInterval(
+ this.pruneExpiredOrders.bind(this), this.orderExpirationCheckingIntervalMs,
+ );
+ }
+ public unsubscribe(): void {
+ if (_.isUndefined(this.orderExpirationCheckingIntervalIdIfExists)) {
+ throw new Error(ZeroExError.SubscriptionNotFound);
+ }
+ intervalUtils.clearAsyncExcludingInterval(this.orderExpirationCheckingIntervalIdIfExists);
+ delete this.callbackIfExists;
+ delete this.orderExpirationCheckingIntervalIdIfExists;
+ }
+ public addOrder(orderHash: string, expirationUnixTimestampMs: BigNumber): void {
+ this.expiration[orderHash] = expirationUnixTimestampMs;
+ this.orderHashRBTreeByExpiration.insert(orderHash);
+ }
+ public removeOrder(orderHash: string): void {
+ this.orderHashRBTreeByExpiration.remove(orderHash);
+ delete this.expiration[orderHash];
+ }
+ private pruneExpiredOrders(): void {
+ const currentUnixTimestampMs = utils.getCurrentUnixTimestampMs();
+ while (
+ this.orderHashRBTreeByExpiration.size !== 0 &&
+ this.expiration[this.orderHashRBTreeByExpiration.min()].lessThan(
+ currentUnixTimestampMs.plus(this.expirationMarginMs),
+ ) &&
+ !_.isUndefined(this.callbackIfExists)
+ ) {
+ const orderHash = this.orderHashRBTreeByExpiration.min();
+ this.orderHashRBTreeByExpiration.remove(orderHash);
+ delete this.expiration[orderHash];
+ this.callbackIfExists(orderHash);
+ }
+ }
+}
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 33fa69b1c..579fa388a 100644
--- a/packages/0x.js/src/order_watcher/order_state_watcher.ts
+++ b/packages/0x.js/src/order_watcher/order_state_watcher.ts
@@ -6,6 +6,7 @@ import {assert} from '../utils/assert';
import {utils} from '../utils/utils';
import {artifacts} from '../artifacts';
import {AbiDecoder} from '../utils/abi_decoder';
+import {intervalUtils} from '../utils/interval_utils';
import {OrderStateUtils} from '../utils/order_state_utils';
import {
LogEvent,
@@ -24,14 +25,14 @@ import {
ExchangeEvents,
TokenEvents,
ZeroExError,
+ ExchangeContractErrs,
} from '../types';
import {Web3Wrapper} from '../web3_wrapper';
import {TokenWrapper} from '../contract_wrappers/token_wrapper';
import {ExchangeWrapper} from '../contract_wrappers/exchange_wrapper';
import {OrderFilledCancelledLazyStore} from '../stores/order_filled_cancelled_lazy_store';
import {BalanceAndProxyAllowanceLazyStore} from '../stores/balance_proxy_allowance_lazy_store';
-
-const DEFAULT_NUM_CONFIRMATIONS = 0;
+import {ExpirationWatcher} from './expiration_watcher';
interface DependentOrderHashes {
[makerAddress: string]: {
@@ -56,6 +57,7 @@ export class OrderStateWatcher {
private _eventWatcher: EventWatcher;
private _web3Wrapper: Web3Wrapper;
private _abiDecoder: AbiDecoder;
+ private _expirationWatcher: ExpirationWatcher;
private _orderStateUtils: OrderStateUtils;
private _orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore;
private _balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore;
@@ -65,13 +67,22 @@ export class OrderStateWatcher {
) {
this._abiDecoder = abiDecoder;
this._web3Wrapper = web3Wrapper;
- const eventPollingIntervalMs = _.isUndefined(config) ? undefined : config.eventPollingIntervalMs;
- this._eventWatcher = new EventWatcher(web3Wrapper, eventPollingIntervalMs);
+ const pollingIntervalIfExistsMs = _.isUndefined(config) ? undefined : config.eventPollingIntervalMs;
+ this._eventWatcher = new EventWatcher(web3Wrapper, pollingIntervalIfExistsMs);
this._balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore(token);
this._orderFilledCancelledLazyStore = new OrderFilledCancelledLazyStore(exchange);
this._orderStateUtils = new OrderStateUtils(
this._balanceAndProxyAllowanceLazyStore, this._orderFilledCancelledLazyStore,
);
+ const orderExpirationCheckingIntervalMsIfExists = _.isUndefined(config) ?
+ undefined :
+ config.orderExpirationCheckingIntervalMs;
+ 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
@@ -84,6 +95,8 @@ export class OrderStateWatcher {
assert.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker);
this._orderByOrderHash[orderHash] = signedOrder;
await this.addToDependentOrderHashesAsync(signedOrder, orderHash);
+ const expirationUnixTimestampMs = signedOrder.expirationUnixTimestampSec.times(1000);
+ this._expirationWatcher.addOrder(orderHash, expirationUnixTimestampMs);
}
/**
* Removes an order from the orderStateWatcher
@@ -100,6 +113,7 @@ export class OrderStateWatcher {
const zrxTokenAddress = await exchange.getZRXTokenAddressAsync();
this.removeFromDependentOrderHashes(signedOrder.maker, zrxTokenAddress, orderHash);
this.removeFromDependentOrderHashes(signedOrder.maker, signedOrder.makerTokenAddress, orderHash);
+ this._expirationWatcher.removeOrder(orderHash);
}
/**
* Starts an orderStateWatcher subscription. The callback will be called every time a watched order's
@@ -114,6 +128,7 @@ export class OrderStateWatcher {
}
this._callbackIfExists = callback;
this._eventWatcher.subscribe(this._onEventWatcherCallbackAsync.bind(this));
+ this._expirationWatcher.subscribe(this._onOrderExpired.bind(this));
}
/**
* Ends an orderStateWatcher subscription.
@@ -126,6 +141,19 @@ export class OrderStateWatcher {
this._orderFilledCancelledLazyStore.deleteAll();
delete this._callbackIfExists;
this._eventWatcher.unsubscribe();
+ this._expirationWatcher.unsubscribe();
+ }
+ private _onOrderExpired(orderHash: string): void {
+ const orderState: OrderState = {
+ isValid: false,
+ orderHash,
+ error: ExchangeContractErrs.OrderFillExpired,
+ };
+ if (!_.isUndefined(this._orderByOrderHash[orderHash])) {
+ // We need this check because we never remove the orders from expiration watcher
+ this.removeOrder(orderHash);
+ (this._callbackIfExistsAsync as OnOrderStateChangeCallback)(orderState);
+ }
}
private async _onEventWatcherCallbackAsync(log: LogEvent): Promise<void> {
const maybeDecodedLog = this._abiDecoder.tryToDecodeLogOrNoop(log);
diff --git a/packages/0x.js/src/types.ts b/packages/0x.js/src/types.ts
index 39e5fa9f2..39c60695e 100644
--- a/packages/0x.js/src/types.ts
+++ b/packages/0x.js/src/types.ts
@@ -391,12 +391,18 @@ export interface JSONRPCPayload {
method: string;
}
+// tslint:disable:max-line-length
/*
- * eventPollingIntervalMs: How often to poll the Ethereum node for new events
+ * 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());
},
};
diff --git a/packages/0x.js/test/expiration_watcher_test.ts b/packages/0x.js/test/expiration_watcher_test.ts
new file mode 100644
index 000000000..31e01dba6
--- /dev/null
+++ b/packages/0x.js/test/expiration_watcher_test.ts
@@ -0,0 +1,135 @@
+import 'mocha';
+import * as chai from 'chai';
+import * as _ from 'lodash';
+import * as Sinon from 'sinon';
+import * as Web3 from 'web3';
+import BigNumber from 'bignumber.js';
+import {chaiSetup} from './utils/chai_setup';
+import {web3Factory} from './utils/web3_factory';
+import {utils} from '../src/utils/utils';
+import {Web3Wrapper} from '../src/web3_wrapper';
+import {TokenUtils} from './utils/token_utils';
+import {ExpirationWatcher} from '../src/order_watcher/expiration_watcher';
+import {Token} from '../src/types';
+import {ZeroEx} from '../src';
+import {FillScenarios} from './utils/fill_scenarios';
+import {DoneCallback} from '../src/types';
+import {reportCallbackErrors} from './utils/report_callback_errors';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('ExpirationWatcher', () => {
+ let web3: Web3;
+ let zeroEx: ZeroEx;
+ let tokenUtils: TokenUtils;
+ let tokens: Token[];
+ let userAddresses: string[];
+ let zrxTokenAddress: string;
+ let fillScenarios: FillScenarios;
+ let exchangeContractAddress: string;
+ let makerTokenAddress: string;
+ let takerTokenAddress: string;
+ let coinbase: string;
+ let makerAddress: string;
+ let takerAddress: string;
+ let feeRecipient: string;
+ const fillableAmount = new BigNumber(5);
+ let currentUnixTimestampSec: BigNumber;
+ let timer: Sinon.SinonFakeTimers;
+ let expirationWatcher: ExpirationWatcher;
+ before(async () => {
+ web3 = web3Factory.create();
+ zeroEx = new ZeroEx(web3.currentProvider);
+ exchangeContractAddress = await zeroEx.exchange.getContractAddressAsync();
+ userAddresses = await zeroEx.getAvailableAddressesAsync();
+ tokens = await zeroEx.tokenRegistry.getTokensAsync();
+ tokenUtils = new TokenUtils(tokens);
+ zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
+ fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
+ [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
+ tokens = await zeroEx.tokenRegistry.getTokensAsync();
+ const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens();
+ makerTokenAddress = makerToken.address;
+ takerTokenAddress = takerToken.address;
+ });
+ beforeEach(() => {
+ const sinonTimerConfig = {shouldAdvanceTime: true} as any;
+ // This constructor has incorrect types
+ timer = Sinon.useFakeTimers(sinonTimerConfig);
+ currentUnixTimestampSec = utils.getCurrentUnixTimestamp();
+ expirationWatcher = new ExpirationWatcher();
+ });
+ afterEach(() => {
+ timer.restore();
+ expirationWatcher.unsubscribe();
+ });
+ it('correctly emits events when order expires', (done: DoneCallback) => {
+ (async () => {
+ const orderLifetimeS = 60;
+ const expirationUnixTimestampSec = currentUnixTimestampSec.plus(orderLifetimeS);
+ const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+ makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+ expirationUnixTimestampSec,
+ );
+ const orderHash = ZeroEx.getOrderHashHex(signedOrder);
+ expirationWatcher.addOrder(orderHash, signedOrder.expirationUnixTimestampSec);
+ const callback = reportCallbackErrors(done)((hash: string) => {
+ expect(hash).to.be.equal(orderHash);
+ expect(utils.getCurrentUnixTimestamp()).to.be.bignumber.above(expirationUnixTimestampSec);
+ done();
+ });
+ expirationWatcher.subscribe(callback);
+ timer.tick(orderLifetimeS * 1000);
+ })().catch(done);
+ });
+ it('doesn\'t emit events before order expires', (done: DoneCallback) => {
+ (async () => {
+ const orderLifetimeS = 60;
+ const expirationUnixTimestampSec = currentUnixTimestampSec.plus(orderLifetimeS);
+ const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+ makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+ expirationUnixTimestampSec,
+ );
+ const orderHash = ZeroEx.getOrderHashHex(signedOrder);
+ expirationWatcher.addOrder(orderHash, signedOrder.expirationUnixTimestampSec);
+ const callback = reportCallbackErrors(done)((hash: string) => {
+ done(new Error('Emitted expiration went before the order actually expired'));
+ });
+ expirationWatcher.subscribe(callback);
+ const notEnoughTime = orderLifetimeS - 1;
+ timer.tick(notEnoughTime * 1000);
+ done();
+ })().catch(done);
+ });
+ it('emits events in correct order', (done: DoneCallback) => {
+ (async () => {
+ const order1Lifetime = 60;
+ const order2Lifetime = 120;
+ const order1ExpirationUnixTimestampSec = currentUnixTimestampSec.plus(order1Lifetime);
+ const order2ExpirationUnixTimestampSec = currentUnixTimestampSec.plus(order2Lifetime);
+ const signedOrder1 = await fillScenarios.createFillableSignedOrderAsync(
+ makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+ order1ExpirationUnixTimestampSec,
+ );
+ const signedOrder2 = await fillScenarios.createFillableSignedOrderAsync(
+ makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+ order2ExpirationUnixTimestampSec,
+ );
+ const orderHash1 = ZeroEx.getOrderHashHex(signedOrder1);
+ const orderHash2 = ZeroEx.getOrderHashHex(signedOrder2);
+ expirationWatcher.addOrder(orderHash2, signedOrder2.expirationUnixTimestampSec);
+ expirationWatcher.addOrder(orderHash1, signedOrder1.expirationUnixTimestampSec);
+ const expirationOrder = [orderHash1, orderHash2];
+ const callback = reportCallbackErrors(done)((hash: string) => {
+ const orderHash = expirationOrder.shift();
+ expect(hash).to.be.equal(orderHash);
+ if (_.isEmpty(expirationOrder)) {
+ done();
+ }
+ });
+ expirationWatcher.subscribe(callback);
+ timer.tick(order2Lifetime * 1000);
+ })().catch(done);
+ });
+});
diff --git a/yarn.lock b/yarn.lock
index 6bc4ccf1b..db4609ac1 100644
--- a/yarn.lock
+++ b/yarn.lock
@@ -6,6 +6,10 @@
version "5.12.2"
resolved "https://registry.yarnpkg.com/@types/fetch-mock/-/fetch-mock-5.12.2.tgz#8c96517ff74303031c65c5da2d99858e34c844d2"
+"@types/bintrees@^1.0.2":
+ version "1.0.2"
+ resolved "https://registry.yarnpkg.com/@types/bintrees/-/bintrees-1.0.2.tgz#0dfdce4eeebdf90427bd35b0e79dc248b3d157a6"
+
"@types/fs-extra@^4.0.0":
version "4.0.5"
resolved "https://registry.yarnpkg.com/@types/fs-extra/-/fs-extra-4.0.5.tgz#8aa6033c0e87c653b09a6711686916864b48ec9e"
@@ -859,6 +863,10 @@ bindings@^1.2.1:
version "1.3.0"
resolved "https://registry.yarnpkg.com/bindings/-/bindings-1.3.0.tgz#b346f6ecf6a95f5a815c5839fc7cdb22502f1ed7"
+bintrees@^1.0.2:
+ version "1.0.2"
+ resolved "https://registry.yarnpkg.com/bintrees/-/bintrees-1.0.2.tgz#49f896d6e858a4a499df85c38fb399b9aff840f8"
+
bip39@^2.2.0:
version "2.4.0"
resolved "https://registry.yarnpkg.com/bip39/-/bip39-2.4.0.tgz#a0b8adbf163f53495f00f05d9ede7c25369ccf13"
generated by cgit v1.2.3 (git 2.25.1) at 2024-11-10 10:28:13 +0800