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-rw-r--r--packages/asset-buyer/src/utils/order_provider_response_processor.ts14
-rw-r--r--packages/asset-buyer/src/utils/order_utils.ts5
2 files changed, 15 insertions, 4 deletions
diff --git a/packages/asset-buyer/src/utils/order_provider_response_processor.ts b/packages/asset-buyer/src/utils/order_provider_response_processor.ts
index 9e54300b3..31fdcc182 100644
--- a/packages/asset-buyer/src/utils/order_provider_response_processor.ts
+++ b/packages/asset-buyer/src/utils/order_provider_response_processor.ts
@@ -41,11 +41,18 @@ export const orderProviderResponseProcessor = {
targetOrderProviderResponse: OrderProviderResponse,
feeOrderProviderResponse: OrderProviderResponse,
zrxTokenAssetData: string,
+ expiryBufferSeconds: number,
orderValidator?: OrderValidatorWrapper,
): Promise<AssetBuyerOrdersAndFillableAmounts> {
// drop orders that are expired or not open
- const filteredTargetOrders = filterOutExpiredAndNonOpenOrders(targetOrderProviderResponse.orders);
- const filteredFeeOrders = filterOutExpiredAndNonOpenOrders(feeOrderProviderResponse.orders);
+ const filteredTargetOrders = filterOutExpiredAndNonOpenOrders(
+ targetOrderProviderResponse.orders,
+ expiryBufferSeconds,
+ );
+ const filteredFeeOrders = filterOutExpiredAndNonOpenOrders(
+ feeOrderProviderResponse.orders,
+ expiryBufferSeconds,
+ );
// set the orders to be sorted equal to the filtered orders
let unsortedTargetOrders = filteredTargetOrders;
let unsortedFeeOrders = filteredFeeOrders;
@@ -98,9 +105,10 @@ export const orderProviderResponseProcessor = {
*/
function filterOutExpiredAndNonOpenOrders(
orders: SignedOrderWithRemainingFillableMakerAssetAmount[],
+ expiryBufferSeconds: number,
): SignedOrderWithRemainingFillableMakerAssetAmount[] {
const result = _.filter(orders, order => {
- return orderUtils.isOpenOrder(order) && !orderUtils.isOrderExpired(order);
+ return orderUtils.isOpenOrder(order) && !orderUtils.willOrderExpire(order, expiryBufferSeconds);
});
return result;
}
diff --git a/packages/asset-buyer/src/utils/order_utils.ts b/packages/asset-buyer/src/utils/order_utils.ts
index 27db73257..62166eb76 100644
--- a/packages/asset-buyer/src/utils/order_utils.ts
+++ b/packages/asset-buyer/src/utils/order_utils.ts
@@ -5,9 +5,12 @@ import { constants } from '../constants';
export const orderUtils = {
isOrderExpired(order: SignedOrder): boolean {
+ return orderUtils.willOrderExpire(order, 0);
+ },
+ willOrderExpire(order: SignedOrder, secondsFromNow: number): boolean {
const millisecondsInSecond = 1000;
const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).round();
- return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec);
+ return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec.minus(secondsFromNow));
},
calculateRemainingMakerAssetAmount(order: SignedOrder, remainingTakerAssetAmount: BigNumber): BigNumber {
if (remainingTakerAssetAmount.eq(0)) {