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-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
5 files changed, 122 insertions, 12 deletions
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());
},
};
generated by cgit v1.2.3 (git 2.25.1) at 2024-11-16 11:37:52 +0800