diff options
Diffstat (limited to 'packages/0x.js')
-rw-r--r-- | packages/0x.js/package.json | 4 | ||||
-rw-r--r-- | packages/0x.js/src/order_watcher/expiration_watcher.ts | 22 | ||||
-rw-r--r-- | packages/0x.js/src/order_watcher/order_state_watcher.ts | 2 | ||||
-rw-r--r-- | packages/0x.js/src/utils/heap.ts | 92 |
4 files changed, 17 insertions, 103 deletions
diff --git a/packages/0x.js/package.json b/packages/0x.js/package.json index 6839e6513..539a78f37 100644 --- a/packages/0x.js/package.json +++ b/packages/0x.js/package.json @@ -49,6 +49,7 @@ "node": ">=6.0.0" }, "devDependencies": { + "@types/bintrees": "^1.0.2", "@types/jsonschema": "^1.1.1", "@types/lodash": "^4.14.64", "@types/mocha": "^2.2.41", @@ -87,9 +88,10 @@ "webpack": "^3.1.0" }, "dependencies": { - "@0xproject/assert": "0.0.3", "0x-json-schemas": "^0.6.1", + "@0xproject/assert": "0.0.3", "bignumber.js": "~4.1.0", + "bintrees": "^1.0.2", "compare-versions": "^3.0.1", "es6-promisify": "^5.0.0", "ethereumjs-abi": "^0.6.4", diff --git a/packages/0x.js/src/order_watcher/expiration_watcher.ts b/packages/0x.js/src/order_watcher/expiration_watcher.ts index 71199e75f..7d6f8df65 100644 --- a/packages/0x.js/src/order_watcher/expiration_watcher.ts +++ b/packages/0x.js/src/order_watcher/expiration_watcher.ts @@ -1,9 +1,9 @@ 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 {Heap} from '../utils/heap'; import {ZeroEx} from '../0x'; const DEFAULT_EXPIRATION_MARGIN_MS = 0; @@ -14,7 +14,7 @@ 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 orderHashHeapByExpiration: Heap<string>; + private orderHashRBTreeByExpiration: RBTree<string>; private expiration: {[orderHash: string]: BigNumber} = {}; private callbackIfExists?: (orderHash: string) => void; private orderExpirationCheckingIntervalMs: number; @@ -27,7 +27,8 @@ export class ExpirationWatcher { this.orderExpirationCheckingIntervalMs = expirationMarginIfExistsMs || DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS; const scoreFunction = (orderHash: string) => this.expiration[orderHash].toNumber(); - this.orderHashHeapByExpiration = new Heap(scoreFunction); + 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)) { @@ -48,20 +49,23 @@ export class ExpirationWatcher { } public addOrder(orderHash: string, expirationUnixTimestampMs: BigNumber): void { this.expiration[orderHash] = expirationUnixTimestampMs; - // We don't remove hashes from the heap on order remove because it's slow (linear). - // We just skip them later if the order was already removed from the order watcher. - this.orderHashHeapByExpiration.push(orderHash); + 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.orderHashHeapByExpiration.size() !== 0 && - this.expiration[this.orderHashHeapByExpiration.head()].lessThan( + this.orderHashRBTreeByExpiration.size !== 0 && + this.expiration[this.orderHashRBTreeByExpiration.min()].lessThan( currentUnixTimestampMs.plus(this.expirationMarginMs), ) && !_.isUndefined(this.callbackIfExists) ) { - const orderHash = this.orderHashHeapByExpiration.pop(); + 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 3659fc6e2..975679f57 100644 --- a/packages/0x.js/src/order_watcher/order_state_watcher.ts +++ b/packages/0x.js/src/order_watcher/order_state_watcher.ts @@ -95,7 +95,6 @@ export class OrderStateWatcher { assert.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker); this._orderByOrderHash[orderHash] = signedOrder; this.addToDependentOrderHashes(signedOrder, orderHash); - // We don't remove orders from expirationWatcher because heap removal is linear. We just skip it later const expirationUnixTimestampMs = signedOrder.expirationUnixTimestampSec.times(1000); this._expirationWatcher.addOrder(orderHash, expirationUnixTimestampMs); } @@ -111,6 +110,7 @@ export class OrderStateWatcher { } delete this._orderByOrderHash[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 diff --git a/packages/0x.js/src/utils/heap.ts b/packages/0x.js/src/utils/heap.ts deleted file mode 100644 index e262266d4..000000000 --- a/packages/0x.js/src/utils/heap.ts +++ /dev/null @@ -1,92 +0,0 @@ -// Based on Original JavaScript Code from Marijn Haverbeke (http://eloquentjavascript.net/1st_edition/appendix2.html) -export class Heap<T> { - private content: T[]; - private scoreFunction: (x: T) => number; - constructor(scoreFunction: (x: T) => number) { - this.content = []; - this.scoreFunction = scoreFunction; - } - public push(element: T) { - this.content.push(element); - this.bubbleUp(this.content.length - 1); - } - public size(): number { - const size = this.content.length; - return size; - } - public head(): T { - const head = this.content[0]; - return head; - } - public pop(): T { - const head = this.content[0]; - const end = this.content.pop(); - if (this.content.length > 0) { - this.content[0] = end as T; - this.sinkDown(0); - } - return head; - } - private bubbleUp(n: number) { - // Fetch the element that has to be moved. - const element = this.content[n]; - const score = this.scoreFunction(element); - // When at 0, an element can not go up any further. - while (n > 0) { - // Compute the parent element's index, and fetch it. - const parentN = Math.floor((n + 1) / 2) - 1; - const parent = this.content[parentN]; - // If the parent has a lesser score, things are in order and we - // are done. - if (score >= this.scoreFunction(parent)) { - break; - } - - // Otherwise, swap the parent with the current element and - // continue. - this.content[parentN] = element; - this.content[n] = parent; - n = parentN; - } - } - private sinkDown(n: number) { - // Look up the target element and its score. - const length = this.content.length; - const element = this.content[n]; - const elemScore = this.scoreFunction(element); - - while (true) { - // Compute the indices of the child elements. - const child2N = (n + 1) * 2; - const child1N = child2N - 1; - // This is used to store the new position of the element, if any. - let swap = n; - let child1Score; - let child2Score; - // If the first child exists (is inside the array)... - if (child1N < length) { - // Look it up and compute its score. - const child1 = this.content[child1N]; - child1Score = this.scoreFunction(child1); - // If the score is less than our element's, we need to swap. - if (child1Score < elemScore) { - swap = child1N; - } - // Do the same checks for the other child. - if (child2N < length) { - const child2 = this.content[child2N]; - child2Score = this.scoreFunction(child2); - if (child2Score < (swap == null ? elemScore : child1Score)) { - swap = child2N; - } - } - } - if (swap === n) { - break; - } - this.content[n] = this.content[swap]; - this.content[swap] = element; - n = swap; - } - } -} |