aboutsummaryrefslogtreecommitdiffstats
path: root/packages/0x.js/src/order_watcher/order_state_watcher.ts
diff options
context:
space:
mode:
Diffstat (limited to 'packages/0x.js/src/order_watcher/order_state_watcher.ts')
-rw-r--r--packages/0x.js/src/order_watcher/order_state_watcher.ts381
1 files changed, 0 insertions, 381 deletions
diff --git a/packages/0x.js/src/order_watcher/order_state_watcher.ts b/packages/0x.js/src/order_watcher/order_state_watcher.ts
deleted file mode 100644
index a9df8ac9d..000000000
--- a/packages/0x.js/src/order_watcher/order_state_watcher.ts
+++ /dev/null
@@ -1,381 +0,0 @@
-import { schemas } from '@0xproject/json-schemas';
-import { BlockParamLiteral, LogWithDecodedArgs, SignedOrder } from '@0xproject/types';
-import { AbiDecoder, intervalUtils } from '@0xproject/utils';
-import { Web3Wrapper } from '@0xproject/web3-wrapper';
-import * as _ from 'lodash';
-
-import { ZeroEx } from '../0x';
-import { ExchangeWrapper } from '../contract_wrappers/exchange_wrapper';
-import {
- DepositContractEventArgs,
- EtherTokenEvents,
- WithdrawalContractEventArgs,
-} from '../contract_wrappers/generated/ether_token';
-import {
- ExchangeEvents,
- LogCancelContractEventArgs,
- LogFillContractEventArgs,
-} from '../contract_wrappers/generated/exchange';
-import {
- ApprovalContractEventArgs,
- TokenEvents,
- TransferContractEventArgs,
-} from '../contract_wrappers/generated/token';
-import { TokenWrapper } from '../contract_wrappers/token_wrapper';
-import { BalanceAndProxyAllowanceLazyStore } from '../stores/balance_proxy_allowance_lazy_store';
-import { OrderFilledCancelledLazyStore } from '../stores/order_filled_cancelled_lazy_store';
-import {
- ContractEventArgs,
- ExchangeContractErrs,
- LogEvent,
- OnOrderStateChangeCallback,
- OrderState,
- OrderStateWatcherConfig,
- ZeroExError,
-} from '../types';
-import { assert } from '../utils/assert';
-import { OrderStateUtils } from '../utils/order_state_utils';
-import { utils } from '../utils/utils';
-
-import { EventWatcher } from './event_watcher';
-import { ExpirationWatcher } from './expiration_watcher';
-
-interface DependentOrderHashes {
- [makerAddress: string]: {
- [makerToken: string]: Set<string>;
- };
-}
-
-interface OrderByOrderHash {
- [orderHash: string]: SignedOrder;
-}
-
-interface OrderStateByOrderHash {
- [orderHash: string]: OrderState;
-}
-
-const DEFAULT_CLEANUP_JOB_INTERVAL_MS = 1000 * 60 * 60; // 1h
-
-/**
- * This class includes all the functionality related to watching a set of orders
- * for potential changes in order validity/fillability. The orderWatcher notifies
- * the subscriber of these changes so that a final decision can be made on whether
- * the order should be deemed invalid.
- */
-export class OrderStateWatcher {
- private _orderStateByOrderHashCache: OrderStateByOrderHash = {};
- private _orderByOrderHash: OrderByOrderHash = {};
- private _dependentOrderHashes: DependentOrderHashes = {};
- private _callbackIfExists?: OnOrderStateChangeCallback;
- private _eventWatcher: EventWatcher;
- private _web3Wrapper: Web3Wrapper;
- private _expirationWatcher: ExpirationWatcher;
- private _orderStateUtils: OrderStateUtils;
- private _orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore;
- private _balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore;
- private _cleanupJobInterval: number;
- private _cleanupJobIntervalIdIfExists?: NodeJS.Timer;
- constructor(
- web3Wrapper: Web3Wrapper,
- token: TokenWrapper,
- exchange: ExchangeWrapper,
- config?: OrderStateWatcherConfig,
- ) {
- this._web3Wrapper = web3Wrapper;
- const pollingIntervalIfExistsMs = _.isUndefined(config) ? undefined : config.eventPollingIntervalMs;
- const stateLayer =
- _.isUndefined(config) || _.isUndefined(config.stateLayer) ? BlockParamLiteral.Latest : config.stateLayer;
- this._eventWatcher = new EventWatcher(web3Wrapper, pollingIntervalIfExistsMs, stateLayer);
- this._balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore(token, stateLayer);
- this._orderFilledCancelledLazyStore = new OrderFilledCancelledLazyStore(exchange, stateLayer);
- 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,
- );
- this._cleanupJobInterval =
- _.isUndefined(config) || _.isUndefined(config.cleanupJobIntervalMs)
- ? DEFAULT_CLEANUP_JOB_INTERVAL_MS
- : config.cleanupJobIntervalMs;
- }
- /**
- * Add an order to the orderStateWatcher. Before the order is added, it's
- * signature is verified.
- * @param signedOrder The order you wish to start watching.
- */
- public addOrder(signedOrder: SignedOrder): void {
- assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
- const orderHash = ZeroEx.getOrderHashHex(signedOrder);
- assert.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker);
- this._orderByOrderHash[orderHash] = signedOrder;
- this._addToDependentOrderHashes(signedOrder, orderHash);
- const expirationUnixTimestampMs = signedOrder.expirationUnixTimestampSec.times(1000);
- this._expirationWatcher.addOrder(orderHash, expirationUnixTimestampMs);
- }
- /**
- * Removes an order from the orderStateWatcher
- * @param orderHash The orderHash of the order you wish to stop watching.
- */
- public removeOrder(orderHash: string): void {
- assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema);
- const signedOrder = this._orderByOrderHash[orderHash];
- if (_.isUndefined(signedOrder)) {
- return; // noop
- }
- delete this._orderByOrderHash[orderHash];
- delete this._orderStateByOrderHashCache[orderHash];
- const exchange = (this._orderFilledCancelledLazyStore as any)._exchangeWrapper as ExchangeWrapper;
- const zrxTokenAddress = exchange.getZRXTokenAddress();
-
- this._removeFromDependentOrderHashes(signedOrder.maker, zrxTokenAddress, orderHash);
- if (zrxTokenAddress !== signedOrder.makerTokenAddress) {
- 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
- * backing blockchain state has changed. This is a call-to-action for the caller to re-validate the order.
- * @param callback Receives the orderHash of the order that should be re-validated, together
- * with all the order-relevant blockchain state needed to re-validate the order.
- */
- public subscribe(callback: OnOrderStateChangeCallback): void {
- assert.isFunction('callback', callback);
- if (!_.isUndefined(this._callbackIfExists)) {
- throw new Error(ZeroExError.SubscriptionAlreadyPresent);
- }
- this._callbackIfExists = callback;
- this._eventWatcher.subscribe(this._onEventWatcherCallbackAsync.bind(this));
- this._expirationWatcher.subscribe(this._onOrderExpired.bind(this));
- this._cleanupJobIntervalIdIfExists = intervalUtils.setAsyncExcludingInterval(
- this._cleanupAsync.bind(this),
- this._cleanupJobInterval,
- (err: Error) => {
- this.unsubscribe();
- callback(err);
- },
- );
- }
- /**
- * Ends an orderStateWatcher subscription.
- */
- public unsubscribe(): void {
- if (_.isUndefined(this._callbackIfExists) || _.isUndefined(this._cleanupJobIntervalIdIfExists)) {
- throw new Error(ZeroExError.SubscriptionNotFound);
- }
- this._balanceAndProxyAllowanceLazyStore.deleteAll();
- this._orderFilledCancelledLazyStore.deleteAll();
- delete this._callbackIfExists;
- this._eventWatcher.unsubscribe();
- this._expirationWatcher.unsubscribe();
- intervalUtils.clearAsyncExcludingInterval(this._cleanupJobIntervalIdIfExists);
- }
- private async _cleanupAsync(): Promise<void> {
- for (const orderHash of _.keys(this._orderByOrderHash)) {
- this._cleanupOrderRelatedState(orderHash);
- await this._emitRevalidateOrdersAsync([orderHash]);
- }
- }
- private _cleanupOrderRelatedState(orderHash: string): void {
- const signedOrder = this._orderByOrderHash[orderHash];
-
- this._orderFilledCancelledLazyStore.deleteFilledTakerAmount(orderHash);
- this._orderFilledCancelledLazyStore.deleteCancelledTakerAmount(orderHash);
-
- this._balanceAndProxyAllowanceLazyStore.deleteBalance(signedOrder.makerTokenAddress, signedOrder.maker);
- this._balanceAndProxyAllowanceLazyStore.deleteProxyAllowance(signedOrder.makerTokenAddress, signedOrder.maker);
- this._balanceAndProxyAllowanceLazyStore.deleteBalance(signedOrder.takerTokenAddress, signedOrder.taker);
- this._balanceAndProxyAllowanceLazyStore.deleteProxyAllowance(signedOrder.takerTokenAddress, signedOrder.taker);
-
- const zrxTokenAddress = this._getZRXTokenAddress();
- if (!signedOrder.makerFee.isZero()) {
- this._balanceAndProxyAllowanceLazyStore.deleteBalance(zrxTokenAddress, signedOrder.maker);
- this._balanceAndProxyAllowanceLazyStore.deleteProxyAllowance(zrxTokenAddress, signedOrder.maker);
- }
- if (!signedOrder.takerFee.isZero()) {
- this._balanceAndProxyAllowanceLazyStore.deleteBalance(zrxTokenAddress, signedOrder.taker);
- this._balanceAndProxyAllowanceLazyStore.deleteProxyAllowance(zrxTokenAddress, signedOrder.taker);
- }
- }
- private _onOrderExpired(orderHash: string): void {
- const orderState: OrderState = {
- isValid: false,
- orderHash,
- error: ExchangeContractErrs.OrderFillExpired,
- };
- if (!_.isUndefined(this._orderByOrderHash[orderHash])) {
- this.removeOrder(orderHash);
- if (!_.isUndefined(this._callbackIfExists)) {
- this._callbackIfExists(null, orderState);
- }
- }
- }
- private async _onEventWatcherCallbackAsync(err: Error | null, logIfExists?: LogEvent): Promise<void> {
- if (!_.isNull(err)) {
- if (!_.isUndefined(this._callbackIfExists)) {
- this._callbackIfExists(err);
- this.unsubscribe();
- }
- return;
- }
- const log = logIfExists as LogEvent; // At this moment we are sure that no error occured and log is defined.
- const maybeDecodedLog = this._web3Wrapper.abiDecoder.tryToDecodeLogOrNoop<ContractEventArgs>(log);
- const isLogDecoded = !_.isUndefined(((maybeDecodedLog as any) as LogWithDecodedArgs<ContractEventArgs>).event);
- if (!isLogDecoded) {
- return; // noop
- }
- const decodedLog = (maybeDecodedLog as any) as LogWithDecodedArgs<ContractEventArgs>;
- let makerToken: string;
- let makerAddress: string;
- switch (decodedLog.event) {
- case TokenEvents.Approval: {
- // Invalidate cache
- const args = decodedLog.args as ApprovalContractEventArgs;
- this._balanceAndProxyAllowanceLazyStore.deleteProxyAllowance(decodedLog.address, args._owner);
- // Revalidate orders
- makerToken = decodedLog.address;
- makerAddress = args._owner;
- if (
- !_.isUndefined(this._dependentOrderHashes[makerAddress]) &&
- !_.isUndefined(this._dependentOrderHashes[makerAddress][makerToken])
- ) {
- const orderHashes = Array.from(this._dependentOrderHashes[makerAddress][makerToken]);
- await this._emitRevalidateOrdersAsync(orderHashes);
- }
- break;
- }
- case TokenEvents.Transfer: {
- // Invalidate cache
- const args = decodedLog.args as TransferContractEventArgs;
- this._balanceAndProxyAllowanceLazyStore.deleteBalance(decodedLog.address, args._from);
- this._balanceAndProxyAllowanceLazyStore.deleteBalance(decodedLog.address, args._to);
- // Revalidate orders
- makerToken = decodedLog.address;
- makerAddress = args._from;
- if (
- !_.isUndefined(this._dependentOrderHashes[makerAddress]) &&
- !_.isUndefined(this._dependentOrderHashes[makerAddress][makerToken])
- ) {
- const orderHashes = Array.from(this._dependentOrderHashes[makerAddress][makerToken]);
- await this._emitRevalidateOrdersAsync(orderHashes);
- }
- break;
- }
- case EtherTokenEvents.Deposit: {
- // Invalidate cache
- const args = decodedLog.args as DepositContractEventArgs;
- this._balanceAndProxyAllowanceLazyStore.deleteBalance(decodedLog.address, args._owner);
- // Revalidate orders
- makerToken = decodedLog.address;
- makerAddress = args._owner;
- if (
- !_.isUndefined(this._dependentOrderHashes[makerAddress]) &&
- !_.isUndefined(this._dependentOrderHashes[makerAddress][makerToken])
- ) {
- const orderHashes = Array.from(this._dependentOrderHashes[makerAddress][makerToken]);
- await this._emitRevalidateOrdersAsync(orderHashes);
- }
- break;
- }
- case EtherTokenEvents.Withdrawal: {
- // Invalidate cache
- const args = decodedLog.args as WithdrawalContractEventArgs;
- this._balanceAndProxyAllowanceLazyStore.deleteBalance(decodedLog.address, args._owner);
- // Revalidate orders
- makerToken = decodedLog.address;
- makerAddress = args._owner;
- if (
- !_.isUndefined(this._dependentOrderHashes[makerAddress]) &&
- !_.isUndefined(this._dependentOrderHashes[makerAddress][makerToken])
- ) {
- const orderHashes = Array.from(this._dependentOrderHashes[makerAddress][makerToken]);
- await this._emitRevalidateOrdersAsync(orderHashes);
- }
- break;
- }
- case ExchangeEvents.LogFill: {
- // Invalidate cache
- const args = decodedLog.args as LogFillContractEventArgs;
- this._orderFilledCancelledLazyStore.deleteFilledTakerAmount(args.orderHash);
- // Revalidate orders
- const orderHash = args.orderHash;
- const isOrderWatched = !_.isUndefined(this._orderByOrderHash[orderHash]);
- if (isOrderWatched) {
- await this._emitRevalidateOrdersAsync([orderHash]);
- }
- break;
- }
- case ExchangeEvents.LogCancel: {
- // Invalidate cache
- const args = decodedLog.args as LogCancelContractEventArgs;
- this._orderFilledCancelledLazyStore.deleteCancelledTakerAmount(args.orderHash);
- // Revalidate orders
- const orderHash = args.orderHash;
- const isOrderWatched = !_.isUndefined(this._orderByOrderHash[orderHash]);
- if (isOrderWatched) {
- await this._emitRevalidateOrdersAsync([orderHash]);
- }
- break;
- }
- case ExchangeEvents.LogError:
- return; // noop
-
- default:
- throw utils.spawnSwitchErr('decodedLog.event', decodedLog.event);
- }
- }
- private async _emitRevalidateOrdersAsync(orderHashes: string[]): Promise<void> {
- for (const orderHash of orderHashes) {
- const signedOrder = this._orderByOrderHash[orderHash];
- // Most of these calls will never reach the network because the data is fetched from stores
- // and only updated when cache is invalidated
- const orderState = await this._orderStateUtils.getOrderStateAsync(signedOrder);
- if (_.isUndefined(this._callbackIfExists)) {
- break; // Unsubscribe was called
- }
- if (_.isEqual(orderState, this._orderStateByOrderHashCache[orderHash])) {
- // Actual order state didn't change
- continue;
- } else {
- this._orderStateByOrderHashCache[orderHash] = orderState;
- }
- this._callbackIfExists(null, orderState);
- }
- }
- private _addToDependentOrderHashes(signedOrder: SignedOrder, orderHash: string): void {
- if (_.isUndefined(this._dependentOrderHashes[signedOrder.maker])) {
- this._dependentOrderHashes[signedOrder.maker] = {};
- }
- if (_.isUndefined(this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress])) {
- this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress] = new Set();
- }
- this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress].add(orderHash);
- const zrxTokenAddress = this._getZRXTokenAddress();
- if (_.isUndefined(this._dependentOrderHashes[signedOrder.maker][zrxTokenAddress])) {
- this._dependentOrderHashes[signedOrder.maker][zrxTokenAddress] = new Set();
- }
- this._dependentOrderHashes[signedOrder.maker][zrxTokenAddress].add(orderHash);
- }
- private _removeFromDependentOrderHashes(makerAddress: string, tokenAddress: string, orderHash: string) {
- this._dependentOrderHashes[makerAddress][tokenAddress].delete(orderHash);
- if (this._dependentOrderHashes[makerAddress][tokenAddress].size === 0) {
- delete this._dependentOrderHashes[makerAddress][tokenAddress];
- }
- if (_.isEmpty(this._dependentOrderHashes[makerAddress])) {
- delete this._dependentOrderHashes[makerAddress];
- }
- }
- private _getZRXTokenAddress(): string {
- const exchange = (this._orderFilledCancelledLazyStore as any)._exchangeWrapper as ExchangeWrapper;
- const zrxTokenAddress = exchange.getZRXTokenAddress();
- return zrxTokenAddress;
- }
-}