diff options
Diffstat (limited to 'packages/0x.js/src/order_watcher')
3 files changed, 71 insertions, 71 deletions
diff --git a/packages/0x.js/src/order_watcher/expiration_watcher.ts b/packages/0x.js/src/order_watcher/expiration_watcher.ts index 91e8151fd..e71f11129 100644 --- a/packages/0x.js/src/order_watcher/expiration_watcher.ts +++ b/packages/0x.js/src/order_watcher/expiration_watcher.ts @@ -14,62 +14,62 @@ const DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS = 50; * 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; + 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 || + this._expirationMarginMs = expirationMarginIfExistsMs || DEFAULT_EXPIRATION_MARGIN_MS; - this.orderExpirationCheckingIntervalMs = expirationMarginIfExistsMs || + this._orderExpirationCheckingIntervalMs = expirationMarginIfExistsMs || DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS; - const scoreFunction = (orderHash: string) => this.expiration[orderHash].toNumber(); + const scoreFunction = (orderHash: string) => this._expiration[orderHash].toNumber(); const comparator = (lhs: string, rhs: string) => scoreFunction(lhs) - scoreFunction(rhs); - this.orderHashByExpirationRBTree = new RBTree(comparator); + this._orderHashByExpirationRBTree = new RBTree(comparator); } public subscribe(callback: (orderHash: string) => void): void { - if (!_.isUndefined(this.orderExpirationCheckingIntervalIdIfExists)) { + if (!_.isUndefined(this._orderExpirationCheckingIntervalIdIfExists)) { throw new Error(ZeroExError.SubscriptionAlreadyPresent); } - this.orderExpirationCheckingIntervalIdIfExists = intervalUtils.setAsyncExcludingInterval( - this.pruneExpiredOrders.bind(this, callback), this.orderExpirationCheckingIntervalMs, + this._orderExpirationCheckingIntervalIdIfExists = intervalUtils.setAsyncExcludingInterval( + this._pruneExpiredOrders.bind(this, callback), this._orderExpirationCheckingIntervalMs, ); } public unsubscribe(): void { - if (_.isUndefined(this.orderExpirationCheckingIntervalIdIfExists)) { + if (_.isUndefined(this._orderExpirationCheckingIntervalIdIfExists)) { throw new Error(ZeroExError.SubscriptionNotFound); } - intervalUtils.clearAsyncExcludingInterval(this.orderExpirationCheckingIntervalIdIfExists); - delete this.orderExpirationCheckingIntervalIdIfExists; + intervalUtils.clearAsyncExcludingInterval(this._orderExpirationCheckingIntervalIdIfExists); + delete this._orderExpirationCheckingIntervalIdIfExists; } public addOrder(orderHash: string, expirationUnixTimestampMs: BigNumber): void { - this.expiration[orderHash] = expirationUnixTimestampMs; - this.orderHashByExpirationRBTree.insert(orderHash); + this._expiration[orderHash] = expirationUnixTimestampMs; + this._orderHashByExpirationRBTree.insert(orderHash); } public removeOrder(orderHash: string): void { - this.orderHashByExpirationRBTree.remove(orderHash); - delete this.expiration[orderHash]; + this._orderHashByExpirationRBTree.remove(orderHash); + delete this._expiration[orderHash]; } - private pruneExpiredOrders(callback: (orderHash: string) => void): void { + private _pruneExpiredOrders(callback: (orderHash: string) => void): void { const currentUnixTimestampMs = utils.getCurrentUnixTimestampMs(); while (true) { - const hasTrakedOrders = this.orderHashByExpirationRBTree.size === 0; + 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 nextOrderHashToExpire = this._orderHashByExpirationRBTree.min(); + const hasNoExpiredOrders = this._expiration[nextOrderHashToExpire].greaterThan( + currentUnixTimestampMs.plus(this._expirationMarginMs), ); - const isSubscriptionActive = _.isUndefined(this.orderExpirationCheckingIntervalIdIfExists); + const isSubscriptionActive = _.isUndefined(this._orderExpirationCheckingIntervalIdIfExists); if (hasNoExpiredOrders || isSubscriptionActive) { break; } - const orderHash = this.orderHashByExpirationRBTree.min(); - this.orderHashByExpirationRBTree.remove(orderHash); - delete this.expiration[orderHash]; + const orderHash = this._orderHashByExpirationRBTree.min(); + this._orderHashByExpirationRBTree.remove(orderHash); + delete this._expiration[orderHash]; callback(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 c4a9eb1ad..bba01eb43 100644 --- a/packages/0x.js/src/order_watcher/order_state_watcher.ts +++ b/packages/0x.js/src/order_watcher/order_state_watcher.ts @@ -108,7 +108,7 @@ export class OrderStateWatcher { const orderHash = ZeroEx.getOrderHashHex(signedOrder); assert.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker); this._orderByOrderHash[orderHash] = signedOrder; - this.addToDependentOrderHashes(signedOrder, orderHash); + this._addToDependentOrderHashes(signedOrder, orderHash); const expirationUnixTimestampMs = signedOrder.expirationUnixTimestampSec.times(1000); this._expirationWatcher.addOrder(orderHash, expirationUnixTimestampMs); } @@ -126,8 +126,8 @@ export class OrderStateWatcher { delete this._orderStateByOrderHashCache[orderHash]; const exchange = (this._orderFilledCancelledLazyStore as any).exchange as ExchangeWrapper; const zrxTokenAddress = exchange.getZRXTokenAddress(); - this.removeFromDependentOrderHashes(signedOrder.maker, zrxTokenAddress, orderHash); - this.removeFromDependentOrderHashes(signedOrder.maker, signedOrder.makerTokenAddress, orderHash); + this._removeFromDependentOrderHashes(signedOrder.maker, zrxTokenAddress, orderHash); + this._removeFromDependentOrderHashes(signedOrder.maker, signedOrder.makerTokenAddress, orderHash); this._expirationWatcher.removeOrder(orderHash); } /** @@ -294,7 +294,7 @@ export class OrderStateWatcher { this._callbackIfExists(orderState); } } - private addToDependentOrderHashes(signedOrder: SignedOrder, orderHash: string): void { + private _addToDependentOrderHashes(signedOrder: SignedOrder, orderHash: string): void { if (_.isUndefined(this._dependentOrderHashes[signedOrder.maker])) { this._dependentOrderHashes[signedOrder.maker] = {}; } @@ -308,7 +308,7 @@ export class OrderStateWatcher { } this._dependentOrderHashes[signedOrder.maker][zrxTokenAddress].add(orderHash); } - private removeFromDependentOrderHashes(makerAddress: string, tokenAddress: string, orderHash: string) { + 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]; diff --git a/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts index e8601e678..ddf3b763b 100644 --- a/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts +++ b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts @@ -3,69 +3,69 @@ import {BigNumber} from 'bignumber.js'; import {SignedOrder} from '../types'; export class RemainingFillableCalculator { - private signedOrder: SignedOrder; - private isMakerTokenZRX: boolean; + private _signedOrder: SignedOrder; + private _isMakerTokenZRX: boolean; // Transferrable Amount is the minimum of Approval and Balance - private transferrableMakerTokenAmount: BigNumber; - private transferrableMakerFeeTokenAmount: BigNumber; - private remainingMakerTokenAmount: BigNumber; - private remainingMakerFeeAmount: BigNumber; + private _transferrableMakerTokenAmount: BigNumber; + private _transferrableMakerFeeTokenAmount: BigNumber; + private _remainingMakerTokenAmount: BigNumber; + private _remainingMakerFeeAmount: BigNumber; constructor(signedOrder: SignedOrder, isMakerTokenZRX: boolean, transferrableMakerTokenAmount: BigNumber, transferrableMakerFeeTokenAmount: BigNumber, remainingMakerTokenAmount: BigNumber) { - this.signedOrder = signedOrder; - this.isMakerTokenZRX = isMakerTokenZRX; - this.transferrableMakerTokenAmount = transferrableMakerTokenAmount; - this.transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount; - this.remainingMakerTokenAmount = remainingMakerTokenAmount; - this.remainingMakerFeeAmount = remainingMakerTokenAmount.times(signedOrder.makerFee) + this._signedOrder = signedOrder; + this._isMakerTokenZRX = isMakerTokenZRX; + this._transferrableMakerTokenAmount = transferrableMakerTokenAmount; + this._transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount; + this._remainingMakerTokenAmount = remainingMakerTokenAmount; + this._remainingMakerFeeAmount = remainingMakerTokenAmount.times(signedOrder.makerFee) .dividedToIntegerBy(signedOrder.makerTokenAmount); } public computeRemainingMakerFillable(): BigNumber { - if (this.hasSufficientFundsForFeeAndTransferAmount()) { - return this.remainingMakerTokenAmount; + if (this._hasSufficientFundsForFeeAndTransferAmount()) { + return this._remainingMakerTokenAmount; } - if (this.signedOrder.makerFee.isZero()) { - return BigNumber.min(this.remainingMakerTokenAmount, this.transferrableMakerTokenAmount); + if (this._signedOrder.makerFee.isZero()) { + return BigNumber.min(this._remainingMakerTokenAmount, this._transferrableMakerTokenAmount); } - return this.calculatePartiallyFillableMakerTokenAmount(); + return this._calculatePartiallyFillableMakerTokenAmount(); } public computeRemainingTakerFillable(): BigNumber { - return this.computeRemainingMakerFillable().times(this.signedOrder.takerTokenAmount) - .dividedToIntegerBy(this.signedOrder.makerTokenAmount); + return this.computeRemainingMakerFillable().times(this._signedOrder.takerTokenAmount) + .dividedToIntegerBy(this._signedOrder.makerTokenAmount); } - private hasSufficientFundsForFeeAndTransferAmount(): boolean { - if (this.isMakerTokenZRX) { - const totalZRXTransferAmountRequired = this.remainingMakerTokenAmount.plus(this.remainingMakerFeeAmount); - const hasSufficientFunds = this.transferrableMakerTokenAmount.greaterThanOrEqualTo( + private _hasSufficientFundsForFeeAndTransferAmount(): boolean { + if (this._isMakerTokenZRX) { + const totalZRXTransferAmountRequired = this._remainingMakerTokenAmount.plus(this._remainingMakerFeeAmount); + const hasSufficientFunds = this._transferrableMakerTokenAmount.greaterThanOrEqualTo( totalZRXTransferAmountRequired); return hasSufficientFunds; } else { - const hasSufficientFundsForTransferAmount = this.transferrableMakerTokenAmount.greaterThanOrEqualTo( - this.remainingMakerTokenAmount); - const hasSufficientFundsForFeeAmount = this.transferrableMakerFeeTokenAmount.greaterThanOrEqualTo( - this.remainingMakerFeeAmount); + const hasSufficientFundsForTransferAmount = this._transferrableMakerTokenAmount.greaterThanOrEqualTo( + this._remainingMakerTokenAmount); + const hasSufficientFundsForFeeAmount = this._transferrableMakerFeeTokenAmount.greaterThanOrEqualTo( + this._remainingMakerFeeAmount); const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount; return hasSufficientFunds; } } - private calculatePartiallyFillableMakerTokenAmount(): BigNumber { + private _calculatePartiallyFillableMakerTokenAmount(): BigNumber { // Given an order for 200 wei for 2 ZRXwei fee, find 100 wei for 1 ZRXwei. Order ratio is then 100:1 - const orderToFeeRatio = this.signedOrder.makerTokenAmount.dividedBy(this.signedOrder.makerFee); + const orderToFeeRatio = this._signedOrder.makerTokenAmount.dividedBy(this._signedOrder.makerFee); // The number of times the maker can fill the order, if each fill only required the transfer of a single // baseUnit of fee tokens. // Given 2 ZRXwei, the maximum amount of times Maker can fill this order, in terms of fees, is 2 - const fillableTimesInFeeTokenBaseUnits = BigNumber.min(this.transferrableMakerFeeTokenAmount, - this.remainingMakerFeeAmount); + const fillableTimesInFeeTokenBaseUnits = BigNumber.min(this._transferrableMakerFeeTokenAmount, + this._remainingMakerFeeAmount); // The number of times the Maker can fill the order, given the Maker Token Balance // Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, maker can fill this order 1 time. - let fillableTimesInMakerTokenUnits = this.transferrableMakerTokenAmount.dividedBy(orderToFeeRatio); - if (this.isMakerTokenZRX) { + let fillableTimesInMakerTokenUnits = this._transferrableMakerTokenAmount.dividedBy(orderToFeeRatio); + if (this._isMakerTokenZRX) { // If ZRX is the maker token, the Fee and the Maker amount need to be removed from the same pool; // 200 ZRXwei for 2ZRXwei fee can only be filled once (need 202 ZRXwei) - const totalZRXTokenPooled = this.transferrableMakerTokenAmount; + const totalZRXTokenPooled = this._transferrableMakerTokenAmount; // The purchasing power here is less as the tokens are taken from the same Pool // For every one number of fills, we have to take an extra ZRX out of the pool fillableTimesInMakerTokenUnits = totalZRXTokenPooled.dividedBy( @@ -75,11 +75,11 @@ export class RemainingFillableCalculator { // When Ratio is not fully divisible there can be remainders which cannot be represented, so they are floored. // This can result in a RoundingError being thrown by the Exchange Contract. const partiallyFillableMakerTokenAmount = fillableTimesInMakerTokenUnits - .times(this.signedOrder.makerTokenAmount) - .dividedToIntegerBy(this.signedOrder.makerFee); + .times(this._signedOrder.makerTokenAmount) + .dividedToIntegerBy(this._signedOrder.makerFee); const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenBaseUnits - .times(this.signedOrder.makerTokenAmount) - .dividedToIntegerBy(this.signedOrder.makerFee); + .times(this._signedOrder.makerTokenAmount) + .dividedToIntegerBy(this._signedOrder.makerFee); const partiallyFillableAmount = BigNumber.min(partiallyFillableMakerTokenAmount, partiallyFillableFeeTokenAmount); return partiallyFillableAmount; |