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-rw-r--r--packages/0x.js/src/order_watcher/expiration_watcher.ts76
1 files changed, 76 insertions, 0 deletions
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..717edaad7
--- /dev/null
+++ b/packages/0x.js/src/order_watcher/expiration_watcher.ts
@@ -0,0 +1,76 @@
+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 orderHashByExpirationRBTree: RBTree<string>;
+ private expiration: {[orderHash: string]: BigNumber} = {};
+ private orderExpirationCheckingIntervalMs: number;
+ private expirationMarginMs: number;
+ private orderExpirationCheckingIntervalIdIfExists?: NodeJS.Timer;
+ constructor(expirationMarginIfExistsMs?: number,
+ orderExpirationCheckingIntervalIfExistsMs?: number) {
+ this.expirationMarginMs = expirationMarginIfExistsMs ||
+ DEFAULT_EXPIRATION_MARGIN_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.orderHashByExpirationRBTree = new RBTree(comparator);
+ }
+ public subscribe(callbackAsync: (orderHash: string) => Promise<void>): void {
+ if (!_.isUndefined(this.orderExpirationCheckingIntervalIdIfExists)) {
+ throw new Error(ZeroExError.SubscriptionAlreadyPresent);
+ }
+ this.orderExpirationCheckingIntervalIdIfExists = intervalUtils.setAsyncExcludingInterval(
+ this.pruneExpiredOrdersAsync.bind(this, callbackAsync), this.orderExpirationCheckingIntervalMs,
+ );
+ }
+ public unsubscribe(): void {
+ if (_.isUndefined(this.orderExpirationCheckingIntervalIdIfExists)) {
+ throw new Error(ZeroExError.SubscriptionNotFound);
+ }
+ intervalUtils.clearAsyncExcludingInterval(this.orderExpirationCheckingIntervalIdIfExists);
+ delete this.orderExpirationCheckingIntervalIdIfExists;
+ }
+ public addOrder(orderHash: string, expirationUnixTimestampMs: BigNumber): void {
+ this.expiration[orderHash] = expirationUnixTimestampMs;
+ this.orderHashByExpirationRBTree.insert(orderHash);
+ }
+ public removeOrder(orderHash: string): void {
+ this.orderHashByExpirationRBTree.remove(orderHash);
+ delete this.expiration[orderHash];
+ }
+ private async pruneExpiredOrdersAsync(callbackAsync: (orderHash: string) => Promise<void>): Promise<void> {
+ const currentUnixTimestampMs = utils.getCurrentUnixTimestampMs();
+ while (true) {
+ const hasTrakedOrders = this.orderHashByExpirationRBTree.size === 0;
+ if (hasTrakedOrders) {
+ break;
+ }
+ const nextOrderHashToExpire = this.orderHashByExpirationRBTree.min();
+ const hasNoExpiredOrders = this.expiration[nextOrderHashToExpire].greaterThan(
+ currentUnixTimestampMs.plus(this.expirationMarginMs),
+ );
+ const isSubscriptionActive = _.isUndefined(this.orderExpirationCheckingIntervalIdIfExists);
+ if (hasNoExpiredOrders || isSubscriptionActive) {
+ break;
+ }
+ const orderHash = this.orderHashByExpirationRBTree.min();
+ this.orderHashByExpirationRBTree.remove(orderHash);
+ delete this.expiration[orderHash];
+ await callbackAsync(orderHash);
+ }
+ }
+}