diff options
| -rw-r--r-- | src/0x.ts | 11 | ||||
| -rw-r--r-- | src/index.ts | 4 | ||||
| -rw-r--r-- | src/mempool/event_watcher.ts | 20 | ||||
| -rw-r--r-- | src/mempool/order_state_watcher.ts | 55 | ||||
| -rw-r--r-- | src/schemas/order_watcher_config_schema.ts | 10 | ||||
| -rw-r--r-- | src/schemas/zero_ex_config_schema.ts | 4 | ||||
| -rw-r--r-- | src/types.ts | 15 | ||||
| -rw-r--r-- | src/utils/order_state_utils.ts | 99 | ||||
| -rw-r--r-- | test/order_watcher_test.ts | 78 |
9 files changed, 232 insertions, 64 deletions
@@ -16,6 +16,8 @@ import {TokenRegistryWrapper} from './contract_wrappers/token_registry_wrapper'; import {EtherTokenWrapper} from './contract_wrappers/ether_token_wrapper'; import {TokenWrapper} from './contract_wrappers/token_wrapper'; import {TokenTransferProxyWrapper} from './contract_wrappers/token_transfer_proxy_wrapper'; +import {OrderStateWatcher} from './mempool/order_state_watcher'; +import {OrderStateUtils} from './utils/order_state_utils'; import { ECSignature, ZeroExError, @@ -65,6 +67,10 @@ export class ZeroEx { * tokenTransferProxy smart contract. */ public proxy: TokenTransferProxyWrapper; + /** + * An instance of the OrderStateWatcher class containing methods for watching the order state changes. + */ + public orderStateWatcher: OrderStateWatcher; private _web3Wrapper: Web3Wrapper; private _abiDecoder: AbiDecoder; /** @@ -207,6 +213,11 @@ export class ZeroEx { this.tokenRegistry = new TokenRegistryWrapper(this._web3Wrapper, tokenRegistryContractAddressIfExists); const etherTokenContractAddressIfExists = _.isUndefined(config) ? undefined : config.etherTokenContractAddress; this.etherToken = new EtherTokenWrapper(this._web3Wrapper, this.token, etherTokenContractAddressIfExists); + const mempoolPollingIntervalMs = _.isUndefined(config) ? undefined : config.mempoolPollingIntervalMs; + const orderStateUtils = new OrderStateUtils(this.token, this.exchange); + this.orderStateWatcher = new OrderStateWatcher( + this._web3Wrapper, this._abiDecoder, orderStateUtils, mempoolPollingIntervalMs, + ); } /** * Sets a new web3 provider for 0x.js. Updating the provider will stop all diff --git a/src/index.ts b/src/index.ts index 954d9deb8..ffd59fe37 100644 --- a/src/index.ts +++ b/src/index.ts @@ -37,8 +37,8 @@ export { LogEvent, DecodedLogEvent, MempoolEventCallback, - OnOrderFillabilityStateChangeCallback, + OnOrderStateChangeCallback, OrderStateValid, OrderStateInvalid, - OrderWatcherConfig, + OrderState, } from './types'; diff --git a/src/mempool/event_watcher.ts b/src/mempool/event_watcher.ts index 1ad30b790..27f0c8207 100644 --- a/src/mempool/event_watcher.ts +++ b/src/mempool/event_watcher.ts @@ -12,7 +12,7 @@ export class EventWatcher { private _pollingIntervalMs: number; private _intervalId: NodeJS.Timer; private _lastMempoolEvents: Web3.LogEntry[] = []; - private _callback?: MempoolEventCallback; + private _callbackAsync?: MempoolEventCallback; constructor(web3Wrapper: Web3Wrapper, pollingIntervalMs: undefined|number) { this._web3Wrapper = web3Wrapper; this._pollingIntervalMs = _.isUndefined(pollingIntervalMs) ? @@ -20,12 +20,12 @@ export class EventWatcher { pollingIntervalMs; } public subscribe(callback: MempoolEventCallback): void { - this._callback = callback; + this._callbackAsync = callback; this._intervalId = intervalUtils.setAsyncExcludingInterval( this._pollForMempoolEventsAsync.bind(this), this._pollingIntervalMs); } public unsubscribe(): void { - delete this._callback; + delete this._callbackAsync; this._lastMempoolEvents = []; intervalUtils.clearAsyncExcludingInterval(this._intervalId); } @@ -40,9 +40,9 @@ export class EventWatcher { const removedEvents = _.differenceBy(this._lastMempoolEvents, pendingEvents, JSON.stringify); const newEvents = _.differenceBy(pendingEvents, this._lastMempoolEvents, JSON.stringify); let isRemoved = true; - this._emitDifferences(removedEvents, isRemoved); + await this._emitDifferencesAsync(removedEvents, isRemoved); isRemoved = false; - this._emitDifferences(newEvents, isRemoved); + await this._emitDifferencesAsync(newEvents, isRemoved); this._lastMempoolEvents = pendingEvents; } private async _getMempoolEventsAsync(): Promise<Web3.LogEntry[]> { @@ -53,15 +53,15 @@ export class EventWatcher { const pendingEvents = await this._web3Wrapper.getLogsAsync(mempoolFilter); return pendingEvents; } - private _emitDifferences(logs: Web3.LogEntry[], isRemoved: boolean): void { - _.forEach(logs, log => { + private async _emitDifferencesAsync(logs: Web3.LogEntry[], isRemoved: boolean): Promise<void> { + for (const log of logs) { const logEvent = { removed: isRemoved, ...log, }; - if (!_.isUndefined(this._callback)) { - this._callback(logEvent); + if (!_.isUndefined(this._callbackAsync)) { + await this._callbackAsync(logEvent); } - }); + } } } diff --git a/src/mempool/order_state_watcher.ts b/src/mempool/order_state_watcher.ts index 89f84647d..3da48005d 100644 --- a/src/mempool/order_state_watcher.ts +++ b/src/mempool/order_state_watcher.ts @@ -5,13 +5,14 @@ import {EventWatcher} from './event_watcher'; import {assert} from '../utils/assert'; import {artifacts} from '../artifacts'; import {AbiDecoder} from '../utils/abi_decoder'; -import {orderWatcherConfigSchema} from '../schemas/order_watcher_config_schema'; +import {OrderStateUtils} from '../utils/order_state_utils'; import { LogEvent, + OrderState, SignedOrder, Web3Provider, + BlockParamLiteral, LogWithDecodedArgs, - OrderWatcherConfig, OnOrderStateChangeCallback, } from '../types'; import {Web3Wrapper} from '../web3_wrapper'; @@ -19,20 +20,19 @@ import {Web3Wrapper} from '../web3_wrapper'; export class OrderStateWatcher { private _orders = new Map<string, SignedOrder>(); private _web3Wrapper: Web3Wrapper; - private _config: OrderWatcherConfig; - private _callback?: OnOrderStateChangeCallback; - private _eventWatcher?: EventWatcher; + private _callbackAsync?: OnOrderStateChangeCallback; + private _eventWatcher: EventWatcher; private _abiDecoder: AbiDecoder; - constructor(provider: Web3Provider, config?: OrderWatcherConfig) { - assert.isWeb3Provider('provider', provider); - if (!_.isUndefined(config)) { - assert.doesConformToSchema('config', config, orderWatcherConfigSchema); - } - this._web3Wrapper = new Web3Wrapper(provider); - this._config = config || {}; - const artifactJSONs = _.values(artifacts); - const abiArrays = _.map(artifactJSONs, artifact => artifact.abi); - this._abiDecoder = new AbiDecoder(abiArrays); + private _orderStateUtils: OrderStateUtils; + constructor( + web3Wrapper: Web3Wrapper, abiDecoder: AbiDecoder, orderStateUtils: OrderStateUtils, + mempoolPollingIntervalMs?: number) { + this._web3Wrapper = web3Wrapper; + this._eventWatcher = new EventWatcher( + this._web3Wrapper, mempoolPollingIntervalMs, + ); + this._abiDecoder = abiDecoder; + this._orderStateUtils = orderStateUtils; } public addOrder(signedOrder: SignedOrder): void { assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema); @@ -46,17 +46,12 @@ export class OrderStateWatcher { } public subscribe(callback: OnOrderStateChangeCallback): void { assert.isFunction('callback', callback); - this._callback = callback; - this._eventWatcher = new EventWatcher( - this._web3Wrapper, this._config.mempoolPollingIntervalMs, - ); + this._callbackAsync = callback; this._eventWatcher.subscribe(this._onMempoolEventCallbackAsync.bind(this)); } public unsubscribe(): void { - delete this._callback; - if (!_.isUndefined(this._eventWatcher)) { - this._eventWatcher.unsubscribe(); - } + delete this._callbackAsync; + this._eventWatcher.unsubscribe(); } private async _onMempoolEventCallbackAsync(log: LogEvent): Promise<void> { const maybeDecodedLog = this._abiDecoder.tryToDecodeLogOrNoop(log); @@ -65,6 +60,18 @@ export class OrderStateWatcher { } } private async _revalidateOrdersAsync(): Promise<void> { - _.noop(); + const methodOpts = { + defaultBlock: BlockParamLiteral.Pending, + }; + const orderHashes = Array.from(this._orders.keys()); + for (const orderHash of orderHashes) { + const signedOrder = this._orders.get(orderHash) as SignedOrder; + const orderState = await this._orderStateUtils.getOrderStateAsync(signedOrder, methodOpts); + if (!_.isUndefined(this._callbackAsync)) { + await this._callbackAsync(orderState); + } else { + break; // Unsubscribe was called + } + } } } diff --git a/src/schemas/order_watcher_config_schema.ts b/src/schemas/order_watcher_config_schema.ts deleted file mode 100644 index 9c2dc38a4..000000000 --- a/src/schemas/order_watcher_config_schema.ts +++ /dev/null @@ -1,10 +0,0 @@ -export const orderWatcherConfigSchema = { - id: '/OrderWatcherConfig', - properties: { - mempoolPollingIntervalMs: { - type: 'number', - min: 0, - }, - }, - type: 'object', -}; diff --git a/src/schemas/zero_ex_config_schema.ts b/src/schemas/zero_ex_config_schema.ts index 179e29c31..5be651a9a 100644 --- a/src/schemas/zero_ex_config_schema.ts +++ b/src/schemas/zero_ex_config_schema.ts @@ -5,6 +5,10 @@ export const zeroExConfigSchema = { exchangeContractAddress: {$ref: '/Address'}, tokenRegistryContractAddress: {$ref: '/Address'}, etherTokenContractAddress: {$ref: '/Address'}, + mempoolPollingIntervalMs: { + type: 'number', + min: 0, + }, }, type: 'object', }; diff --git a/src/types.ts b/src/types.ts index 7de875dbc..969f2e96d 100644 --- a/src/types.ts +++ b/src/types.ts @@ -399,18 +399,13 @@ export interface JSONRPCPayload { * exchangeContractAddress: The address of an exchange contract to use * tokenRegistryContractAddress: The address of a token registry contract to use * etherTokenContractAddress: The address of an ether token contract to use + * mempoolPollingIntervalMs: How often to check for new mempool events */ export interface ZeroExConfig { gasPrice?: BigNumber; // Gas price to use with every transaction exchangeContractAddress?: string; tokenRegistryContractAddress?: string; etherTokenContractAddress?: string; -} - -/* - * mempoolPollingIntervalMs: How often to check for new mempool events - */ -export interface OrderWatcherConfig { mempoolPollingIntervalMs?: number; } @@ -480,7 +475,7 @@ export enum TransferType { Fee = 'fee', } -export interface OrderState { +export interface OrderRelevantState { makerBalance: BigNumber; makerProxyAllowance: BigNumber; makerFeeBalance: BigNumber; @@ -492,7 +487,7 @@ export interface OrderState { export interface OrderStateValid { isValid: true; orderHash: string; - orderState: OrderState; + orderRelevantState: OrderRelevantState; } export interface OrderStateInvalid { @@ -501,6 +496,8 @@ export interface OrderStateInvalid { error: ExchangeContractErrs; } +export type OrderState = OrderStateValid|OrderStateInvalid; + export type OnOrderStateChangeCallback = ( - orderState: OrderStateValid|OrderStateInvalid, + orderState: OrderState, ) => void; diff --git a/src/utils/order_state_utils.ts b/src/utils/order_state_utils.ts new file mode 100644 index 000000000..2a5becf9a --- /dev/null +++ b/src/utils/order_state_utils.ts @@ -0,0 +1,99 @@ +import * as _ from 'lodash'; +import BigNumber from 'bignumber.js'; +import { + ExchangeContractErrs, + SignedOrder, + OrderRelevantState, + MethodOpts, + OrderState, + OrderStateValid, + OrderStateInvalid, +} from '../types'; +import {ZeroEx} from '../0x'; +import {TokenWrapper} from '../contract_wrappers/token_wrapper'; +import {ExchangeWrapper} from '../contract_wrappers/exchange_wrapper'; +import {utils} from '../utils/utils'; +import {constants} from '../utils/constants'; + +export class OrderStateUtils { + private tokenWrapper: TokenWrapper; + private exchangeWrapper: ExchangeWrapper; + constructor(tokenWrapper: TokenWrapper, exchangeWrapper: ExchangeWrapper) { + this.tokenWrapper = tokenWrapper; + this.exchangeWrapper = exchangeWrapper; + } + public async getOrderStateAsync(signedOrder: SignedOrder, methodOpts?: MethodOpts): Promise<OrderState> { + const orderRelevantState = await this.getOrderRelevantStateAsync(signedOrder, methodOpts); + const orderHash = ZeroEx.getOrderHashHex(signedOrder); + try { + this.validateIfOrderIsValid(signedOrder, orderRelevantState); + const orderState: OrderStateValid = { + isValid: true, + orderHash, + orderRelevantState, + }; + return orderState; + } catch (err) { + const orderState: OrderStateInvalid = { + isValid: false, + orderHash, + error: err.message, + }; + return orderState; + } + } + public async getOrderRelevantStateAsync( + signedOrder: SignedOrder, methodOpts?: MethodOpts): Promise<OrderRelevantState> { + const zrxTokenAddress = await this.exchangeWrapper.getZRXTokenAddressAsync(); + const orderHash = ZeroEx.getOrderHashHex(signedOrder); + const makerBalance = await this.tokenWrapper.getBalanceAsync( + signedOrder.makerTokenAddress, signedOrder.maker, methodOpts, + ); + const makerProxyAllowance = await this.tokenWrapper.getProxyAllowanceAsync( + signedOrder.makerTokenAddress, signedOrder.maker, methodOpts, + ); + const makerFeeBalance = await this.tokenWrapper.getBalanceAsync( + zrxTokenAddress, signedOrder.maker, methodOpts, + ); + const makerFeeProxyAllowance = await this.tokenWrapper.getProxyAllowanceAsync( + zrxTokenAddress, signedOrder.maker, methodOpts, + ); + const filledTakerTokenAmount = await this.exchangeWrapper.getFilledTakerAmountAsync(orderHash, methodOpts); + const canceledTakerTokenAmount = await this.exchangeWrapper.getCanceledTakerAmountAsync(orderHash, methodOpts); + const orderRelevantState = { + makerBalance, + makerProxyAllowance, + makerFeeBalance, + makerFeeProxyAllowance, + filledTakerTokenAmount, + canceledTakerTokenAmount, + }; + return orderRelevantState; + } + private validateIfOrderIsValid(signedOrder: SignedOrder, orderRelevantState: OrderRelevantState): void { + const unavailableTakerTokenAmount = orderRelevantState.canceledTakerTokenAmount.add( + orderRelevantState.filledTakerTokenAmount, + ); + const availableTakerTokenAmount = signedOrder.takerTokenAmount.minus(unavailableTakerTokenAmount); + if (availableTakerTokenAmount.eq(0)) { + throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero); + } + + if (orderRelevantState.makerBalance.eq(0)) { + throw new Error(ExchangeContractErrs.InsufficientMakerBalance); + } + if (orderRelevantState.makerProxyAllowance.eq(0)) { + throw new Error(ExchangeContractErrs.InsufficientMakerAllowance); + } + if (!signedOrder.makerFee.eq(0)) { + if (orderRelevantState.makerFeeBalance.eq(0)) { + throw new Error(ExchangeContractErrs.InsufficientMakerFeeBalance); + } + if (orderRelevantState.makerFeeProxyAllowance.eq(0)) { + throw new Error(ExchangeContractErrs.InsufficientMakerFeeAllowance); + } + } + // TODO Add linear function solver when maker token is ZRX #badass + // Return the max amount that's fillable + } +} diff --git a/test/order_watcher_test.ts b/test/order_watcher_test.ts index e62b1aab2..3ce60d863 100644 --- a/test/order_watcher_test.ts +++ b/test/order_watcher_test.ts @@ -9,10 +9,15 @@ import {web3Factory} from './utils/web3_factory'; import {Web3Wrapper} from '../src/web3_wrapper'; import {OrderStateWatcher} from '../src/mempool/order_state_watcher'; import { + Token, ZeroEx, LogEvent, DecodedLogEvent, + OrderState, + OrderStateValid, } from '../src'; +import {TokenUtils} from './utils/token_utils'; +import {FillScenarios} from './utils/fill_scenarios'; import {DoneCallback} from '../src/types'; chaiSetup.configure(); @@ -21,22 +26,77 @@ const expect = chai.expect; describe('EventWatcher', () => { let web3: Web3; let stubs: Sinon.SinonStub[] = []; - let orderStateWatcher: OrderStateWatcher; + let zeroEx: ZeroEx; + let tokens: Token[]; + let tokenUtils: TokenUtils; + let fillScenarios: FillScenarios; + let userAddresses: string[]; + let zrxTokenAddress: string; + let exchangeContractAddress: string; + let makerToken: Token; + let takerToken: Token; + let maker: string; + let taker: string; + let web3Wrapper: Web3Wrapper; + const fillableAmount = new BigNumber(5); + const fakeLog = { + address: '0xcdb594a32b1cc3479d8746279712c39d18a07fc0', + blockHash: '0x2d5cec6e3239d40993b74008f684af82b69f238697832e4c4d58e0ba5a2fa99e', + blockNumber: '0x34', + data: '0x0000000000000000000000000000000000000000000000000000000000000028', + logIndex: '0x00', + topics: [ + '0x8c5be1e5ebec7d5bd14f71427d1e84f3dd0314c0f7b2291e5b200ac8c7c3b925', + '0x0000000000000000000000006ecbe1db9ef729cbe972c83fb886247691fb6beb', + '0x000000000000000000000000871dd7c2b4b25e1aa18728e9d5f2af4c4e431f5c', + ], + transactionHash: '0xa550fbe937985c383ed7ed077cf6011960a3c2d38ea39dea209426546f0e95cb', + transactionIndex: '0x00', + type: 'mined', + }; before(async () => { web3 = web3Factory.create(); - const mempoolPollingIntervalMs = 10; - const orderStateWatcherConfig = { - mempoolPollingIntervalMs, - }; - orderStateWatcher = new OrderStateWatcher(web3.currentProvider, orderStateWatcherConfig); + zeroEx = new ZeroEx(web3.currentProvider); + exchangeContractAddress = await zeroEx.exchange.getContractAddressAsync(); + userAddresses = await zeroEx.getAvailableAddressesAsync(); + [, maker, taker] = userAddresses; + tokens = await zeroEx.tokenRegistry.getTokensAsync(); + tokenUtils = new TokenUtils(tokens); + zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address; + fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress); + [makerToken, takerToken] = tokenUtils.getNonProtocolTokens(); + web3Wrapper = (zeroEx as any)._web3Wrapper; + }); + beforeEach(() => { + const getLogsStub = Sinon.stub(web3Wrapper, 'getLogsAsync'); + getLogsStub.onCall(0).returns([fakeLog]); }); afterEach(() => { // clean up any stubs after the test has completed _.each(stubs, s => s.restore()); stubs = []; - orderStateWatcher.unsubscribe(); + zeroEx.orderStateWatcher.unsubscribe(); }); - it.skip('TODO', () => { - // TODO + it('should receive OrderState when order state is changed', (done: DoneCallback) => { + (async () => { + const signedOrder = await fillScenarios.createFillableSignedOrderAsync( + makerToken.address, takerToken.address, maker, taker, fillableAmount, + ); + const orderHash = ZeroEx.getOrderHashHex(signedOrder); + zeroEx.orderStateWatcher.addOrder(signedOrder); + const callback = (orderState: OrderState) => { + expect(orderState.isValid).to.be.true(); + expect(orderState.orderHash).to.be.equal(orderHash); + const orderRelevantState = (orderState as OrderStateValid).orderRelevantState; + expect(orderRelevantState.makerBalance).to.be.bignumber.equal(fillableAmount); + expect(orderRelevantState.makerProxyAllowance).to.be.bignumber.equal(fillableAmount); + expect(orderRelevantState.makerFeeBalance).to.be.bignumber.equal(0); + expect(orderRelevantState.makerFeeProxyAllowance).to.be.bignumber.equal(0); + expect(orderRelevantState.filledTakerTokenAmount).to.be.bignumber.equal(0); + expect(orderRelevantState.canceledTakerTokenAmount).to.be.bignumber.equal(0); + done(); + }; + zeroEx.orderStateWatcher.subscribe(callback); + })().catch(done); }); }); |