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-rw-r--r--packages/order-watcher/src/artifacts.ts18
-rw-r--r--packages/order-watcher/src/compact_artifacts/DummyToken.json22
-rw-r--r--packages/order-watcher/src/compact_artifacts/EtherToken.json287
-rw-r--r--packages/order-watcher/src/compact_artifacts/Exchange.json610
-rw-r--r--packages/order-watcher/src/compact_artifacts/Token.json172
-rw-r--r--packages/order-watcher/src/compact_artifacts/TokenRegistry.json547
-rw-r--r--packages/order-watcher/src/compact_artifacts/TokenTransferProxy.json187
-rw-r--r--packages/order-watcher/src/compact_artifacts/ZRX.json20
-rw-r--r--packages/order-watcher/src/globals.d.ts6
-rw-r--r--packages/order-watcher/src/index.ts7
-rw-r--r--packages/order-watcher/src/monorepo_scripts/postpublish.ts8
-rw-r--r--packages/order-watcher/src/order_watcher/event_watcher.ts99
-rw-r--r--packages/order-watcher/src/order_watcher/expiration_watcher.ts87
-rw-r--r--packages/order-watcher/src/order_watcher/order_watcher.ts393
-rw-r--r--packages/order-watcher/src/types.ts48
-rw-r--r--packages/order-watcher/src/utils/assert.ts19
-rw-r--r--packages/order-watcher/src/utils/utils.ts13
17 files changed, 2543 insertions, 0 deletions
diff --git a/packages/order-watcher/src/artifacts.ts b/packages/order-watcher/src/artifacts.ts
new file mode 100644
index 000000000..13587984c
--- /dev/null
+++ b/packages/order-watcher/src/artifacts.ts
@@ -0,0 +1,18 @@
+import { Artifact } from '@0xproject/types';
+
+import * as DummyToken from './compact_artifacts/DummyToken.json';
+import * as EtherToken from './compact_artifacts/EtherToken.json';
+import * as Exchange from './compact_artifacts/Exchange.json';
+import * as Token from './compact_artifacts/Token.json';
+import * as TokenRegistry from './compact_artifacts/TokenRegistry.json';
+import * as TokenTransferProxy from './compact_artifacts/TokenTransferProxy.json';
+import * as ZRX from './compact_artifacts/ZRX.json';
+export const artifacts = {
+ ZRX: (ZRX as any) as Artifact,
+ DummyToken: (DummyToken as any) as Artifact,
+ Token: (Token as any) as Artifact,
+ Exchange: (Exchange as any) as Artifact,
+ EtherToken: (EtherToken as any) as Artifact,
+ TokenRegistry: (TokenRegistry as any) as Artifact,
+ TokenTransferProxy: (TokenTransferProxy as any) as Artifact,
+};
diff --git a/packages/order-watcher/src/compact_artifacts/DummyToken.json b/packages/order-watcher/src/compact_artifacts/DummyToken.json
new file mode 100644
index 000000000..f64a8cd3d
--- /dev/null
+++ b/packages/order-watcher/src/compact_artifacts/DummyToken.json
@@ -0,0 +1,22 @@
+{
+ "contract_name": "DummyToken",
+ "abi": [
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_target",
+ "type": "address"
+ },
+ {
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "setBalance",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ }
+ ]
+}
diff --git a/packages/order-watcher/src/compact_artifacts/EtherToken.json b/packages/order-watcher/src/compact_artifacts/EtherToken.json
new file mode 100644
index 000000000..26cca57cd
--- /dev/null
+++ b/packages/order-watcher/src/compact_artifacts/EtherToken.json
@@ -0,0 +1,287 @@
+{
+ "contract_name": "EtherToken",
+ "abi": [
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "name",
+ "outputs": [
+ {
+ "name": "",
+ "type": "string"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_spender",
+ "type": "address"
+ },
+ {
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "approve",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "totalSupply",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_from",
+ "type": "address"
+ },
+ {
+ "name": "_to",
+ "type": "address"
+ },
+ {
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "transferFrom",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "amount",
+ "type": "uint256"
+ }
+ ],
+ "name": "withdraw",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "decimals",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint8"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_owner",
+ "type": "address"
+ }
+ ],
+ "name": "balanceOf",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "symbol",
+ "outputs": [
+ {
+ "name": "",
+ "type": "string"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_to",
+ "type": "address"
+ },
+ {
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "transfer",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [],
+ "name": "deposit",
+ "outputs": [],
+ "payable": true,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_owner",
+ "type": "address"
+ },
+ {
+ "name": "_spender",
+ "type": "address"
+ }
+ ],
+ "name": "allowance",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "payable": true,
+ "type": "fallback"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "_from",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "_to",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "Transfer",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "_owner",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "_spender",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "Approval",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "_owner",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "Deposit",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "_owner",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "Withdrawal",
+ "type": "event"
+ }
+ ],
+ "networks": {
+ "1": {
+ "address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2"
+ },
+ "3": {
+ "address": "0xc00fd9820cd2898cc4c054b7bf142de637ad129a"
+ },
+ "4": {
+ "address": "0xc778417e063141139fce010982780140aa0cd5ab"
+ },
+ "42": {
+ "address": "0x653e49e301e508a13237c0ddc98ae7d4cd2667a1"
+ },
+ "50": {
+ "address": "0x871dd7c2b4b25e1aa18728e9d5f2af4c4e431f5c"
+ }
+ }
+}
diff --git a/packages/order-watcher/src/compact_artifacts/Exchange.json b/packages/order-watcher/src/compact_artifacts/Exchange.json
new file mode 100644
index 000000000..af8db7360
--- /dev/null
+++ b/packages/order-watcher/src/compact_artifacts/Exchange.json
@@ -0,0 +1,610 @@
+{
+ "contract_name": "Exchange",
+ "abi": [
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "numerator",
+ "type": "uint256"
+ },
+ {
+ "name": "denominator",
+ "type": "uint256"
+ },
+ {
+ "name": "target",
+ "type": "uint256"
+ }
+ ],
+ "name": "isRoundingError",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "",
+ "type": "bytes32"
+ }
+ ],
+ "name": "filled",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "",
+ "type": "bytes32"
+ }
+ ],
+ "name": "cancelled",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5][]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6][]"
+ },
+ {
+ "name": "fillTakerTokenAmount",
+ "type": "uint256"
+ },
+ {
+ "name": "shouldThrowOnInsufficientBalanceOrAllowance",
+ "type": "bool"
+ },
+ {
+ "name": "v",
+ "type": "uint8[]"
+ },
+ {
+ "name": "r",
+ "type": "bytes32[]"
+ },
+ {
+ "name": "s",
+ "type": "bytes32[]"
+ }
+ ],
+ "name": "fillOrdersUpTo",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6]"
+ },
+ {
+ "name": "cancelTakerTokenAmount",
+ "type": "uint256"
+ }
+ ],
+ "name": "cancelOrder",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "ZRX_TOKEN_CONTRACT",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5][]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6][]"
+ },
+ {
+ "name": "fillTakerTokenAmounts",
+ "type": "uint256[]"
+ },
+ {
+ "name": "v",
+ "type": "uint8[]"
+ },
+ {
+ "name": "r",
+ "type": "bytes32[]"
+ },
+ {
+ "name": "s",
+ "type": "bytes32[]"
+ }
+ ],
+ "name": "batchFillOrKillOrders",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6]"
+ },
+ {
+ "name": "fillTakerTokenAmount",
+ "type": "uint256"
+ },
+ {
+ "name": "v",
+ "type": "uint8"
+ },
+ {
+ "name": "r",
+ "type": "bytes32"
+ },
+ {
+ "name": "s",
+ "type": "bytes32"
+ }
+ ],
+ "name": "fillOrKillOrder",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "orderHash",
+ "type": "bytes32"
+ }
+ ],
+ "name": "getUnavailableTakerTokenAmount",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "signer",
+ "type": "address"
+ },
+ {
+ "name": "hash",
+ "type": "bytes32"
+ },
+ {
+ "name": "v",
+ "type": "uint8"
+ },
+ {
+ "name": "r",
+ "type": "bytes32"
+ },
+ {
+ "name": "s",
+ "type": "bytes32"
+ }
+ ],
+ "name": "isValidSignature",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "numerator",
+ "type": "uint256"
+ },
+ {
+ "name": "denominator",
+ "type": "uint256"
+ },
+ {
+ "name": "target",
+ "type": "uint256"
+ }
+ ],
+ "name": "getPartialAmount",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "TOKEN_TRANSFER_PROXY_CONTRACT",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5][]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6][]"
+ },
+ {
+ "name": "fillTakerTokenAmounts",
+ "type": "uint256[]"
+ },
+ {
+ "name": "shouldThrowOnInsufficientBalanceOrAllowance",
+ "type": "bool"
+ },
+ {
+ "name": "v",
+ "type": "uint8[]"
+ },
+ {
+ "name": "r",
+ "type": "bytes32[]"
+ },
+ {
+ "name": "s",
+ "type": "bytes32[]"
+ }
+ ],
+ "name": "batchFillOrders",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5][]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6][]"
+ },
+ {
+ "name": "cancelTakerTokenAmounts",
+ "type": "uint256[]"
+ }
+ ],
+ "name": "batchCancelOrders",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6]"
+ },
+ {
+ "name": "fillTakerTokenAmount",
+ "type": "uint256"
+ },
+ {
+ "name": "shouldThrowOnInsufficientBalanceOrAllowance",
+ "type": "bool"
+ },
+ {
+ "name": "v",
+ "type": "uint8"
+ },
+ {
+ "name": "r",
+ "type": "bytes32"
+ },
+ {
+ "name": "s",
+ "type": "bytes32"
+ }
+ ],
+ "name": "fillOrder",
+ "outputs": [
+ {
+ "name": "filledTakerTokenAmount",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "orderAddresses",
+ "type": "address[5]"
+ },
+ {
+ "name": "orderValues",
+ "type": "uint256[6]"
+ }
+ ],
+ "name": "getOrderHash",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bytes32"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "EXTERNAL_QUERY_GAS_LIMIT",
+ "outputs": [
+ {
+ "name": "",
+ "type": "uint16"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "VERSION",
+ "outputs": [
+ {
+ "name": "",
+ "type": "string"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "inputs": [
+ {
+ "name": "_zrxToken",
+ "type": "address"
+ },
+ {
+ "name": "_tokenTransferProxy",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "constructor"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "maker",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "taker",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "feeRecipient",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "makerToken",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "takerToken",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "filledMakerTokenAmount",
+ "type": "uint256"
+ },
+ {
+ "indexed": false,
+ "name": "filledTakerTokenAmount",
+ "type": "uint256"
+ },
+ {
+ "indexed": false,
+ "name": "paidMakerFee",
+ "type": "uint256"
+ },
+ {
+ "indexed": false,
+ "name": "paidTakerFee",
+ "type": "uint256"
+ },
+ {
+ "indexed": true,
+ "name": "tokens",
+ "type": "bytes32"
+ },
+ {
+ "indexed": false,
+ "name": "orderHash",
+ "type": "bytes32"
+ }
+ ],
+ "name": "LogFill",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "maker",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "feeRecipient",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "makerToken",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "takerToken",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "cancelledMakerTokenAmount",
+ "type": "uint256"
+ },
+ {
+ "indexed": false,
+ "name": "cancelledTakerTokenAmount",
+ "type": "uint256"
+ },
+ {
+ "indexed": true,
+ "name": "tokens",
+ "type": "bytes32"
+ },
+ {
+ "indexed": false,
+ "name": "orderHash",
+ "type": "bytes32"
+ }
+ ],
+ "name": "LogCancel",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "errorId",
+ "type": "uint8"
+ },
+ {
+ "indexed": true,
+ "name": "orderHash",
+ "type": "bytes32"
+ }
+ ],
+ "name": "LogError",
+ "type": "event"
+ }
+ ],
+ "networks": {
+ "1": {
+ "address": "0x12459c951127e0c374ff9105dda097662a027093"
+ },
+ "3": {
+ "address": "0x479cc461fecd078f766ecc58533d6f69580cf3ac"
+ },
+ "4": {
+ "address": "0x1d16ef40fac01cec8adac2ac49427b9384192c05"
+ },
+ "42": {
+ "address": "0x90fe2af704b34e0224bf2299c838e04d4dcf1364"
+ },
+ "50": {
+ "address": "0x48bacb9266a570d521063ef5dd96e61686dbe788"
+ }
+ }
+}
diff --git a/packages/order-watcher/src/compact_artifacts/Token.json b/packages/order-watcher/src/compact_artifacts/Token.json
new file mode 100644
index 000000000..3b5a86ae0
--- /dev/null
+++ b/packages/order-watcher/src/compact_artifacts/Token.json
@@ -0,0 +1,172 @@
+{
+ "contract_name": "Token",
+ "abi": [
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_spender",
+ "type": "address"
+ },
+ {
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "approve",
+ "outputs": [
+ {
+ "name": "success",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "totalSupply",
+ "outputs": [
+ {
+ "name": "supply",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_from",
+ "type": "address"
+ },
+ {
+ "name": "_to",
+ "type": "address"
+ },
+ {
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "transferFrom",
+ "outputs": [
+ {
+ "name": "success",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_owner",
+ "type": "address"
+ }
+ ],
+ "name": "balanceOf",
+ "outputs": [
+ {
+ "name": "balance",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_to",
+ "type": "address"
+ },
+ {
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "transfer",
+ "outputs": [
+ {
+ "name": "success",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_owner",
+ "type": "address"
+ },
+ {
+ "name": "_spender",
+ "type": "address"
+ }
+ ],
+ "name": "allowance",
+ "outputs": [
+ {
+ "name": "remaining",
+ "type": "uint256"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "_from",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "_to",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "Transfer",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "_owner",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "_spender",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "_value",
+ "type": "uint256"
+ }
+ ],
+ "name": "Approval",
+ "type": "event"
+ }
+ ]
+}
diff --git a/packages/order-watcher/src/compact_artifacts/TokenRegistry.json b/packages/order-watcher/src/compact_artifacts/TokenRegistry.json
new file mode 100644
index 000000000..0f583628c
--- /dev/null
+++ b/packages/order-watcher/src/compact_artifacts/TokenRegistry.json
@@ -0,0 +1,547 @@
+{
+ "contract_name": "TokenRegistry",
+ "abi": [
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_token",
+ "type": "address"
+ },
+ {
+ "name": "_index",
+ "type": "uint256"
+ }
+ ],
+ "name": "removeToken",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_name",
+ "type": "string"
+ }
+ ],
+ "name": "getTokenAddressByName",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_symbol",
+ "type": "string"
+ }
+ ],
+ "name": "getTokenAddressBySymbol",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_token",
+ "type": "address"
+ },
+ {
+ "name": "_swarmHash",
+ "type": "bytes"
+ }
+ ],
+ "name": "setTokenSwarmHash",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_token",
+ "type": "address"
+ }
+ ],
+ "name": "getTokenMetaData",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ },
+ {
+ "name": "",
+ "type": "string"
+ },
+ {
+ "name": "",
+ "type": "string"
+ },
+ {
+ "name": "",
+ "type": "uint8"
+ },
+ {
+ "name": "",
+ "type": "bytes"
+ },
+ {
+ "name": "",
+ "type": "bytes"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "owner",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_token",
+ "type": "address"
+ },
+ {
+ "name": "_name",
+ "type": "string"
+ },
+ {
+ "name": "_symbol",
+ "type": "string"
+ },
+ {
+ "name": "_decimals",
+ "type": "uint8"
+ },
+ {
+ "name": "_ipfsHash",
+ "type": "bytes"
+ },
+ {
+ "name": "_swarmHash",
+ "type": "bytes"
+ }
+ ],
+ "name": "addToken",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_token",
+ "type": "address"
+ },
+ {
+ "name": "_name",
+ "type": "string"
+ }
+ ],
+ "name": "setTokenName",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "name": "tokens",
+ "outputs": [
+ {
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "name": "name",
+ "type": "string"
+ },
+ {
+ "name": "symbol",
+ "type": "string"
+ },
+ {
+ "name": "decimals",
+ "type": "uint8"
+ },
+ {
+ "name": "ipfsHash",
+ "type": "bytes"
+ },
+ {
+ "name": "swarmHash",
+ "type": "bytes"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "name": "tokenAddresses",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_name",
+ "type": "string"
+ }
+ ],
+ "name": "getTokenByName",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ },
+ {
+ "name": "",
+ "type": "string"
+ },
+ {
+ "name": "",
+ "type": "string"
+ },
+ {
+ "name": "",
+ "type": "uint8"
+ },
+ {
+ "name": "",
+ "type": "bytes"
+ },
+ {
+ "name": "",
+ "type": "bytes"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "getTokenAddresses",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address[]"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_token",
+ "type": "address"
+ },
+ {
+ "name": "_ipfsHash",
+ "type": "bytes"
+ }
+ ],
+ "name": "setTokenIpfsHash",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "_symbol",
+ "type": "string"
+ }
+ ],
+ "name": "getTokenBySymbol",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ },
+ {
+ "name": "",
+ "type": "string"
+ },
+ {
+ "name": "",
+ "type": "string"
+ },
+ {
+ "name": "",
+ "type": "uint8"
+ },
+ {
+ "name": "",
+ "type": "bytes"
+ },
+ {
+ "name": "",
+ "type": "bytes"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "_token",
+ "type": "address"
+ },
+ {
+ "name": "_symbol",
+ "type": "string"
+ }
+ ],
+ "name": "setTokenSymbol",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "newOwner",
+ "type": "address"
+ }
+ ],
+ "name": "transferOwnership",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "name",
+ "type": "string"
+ },
+ {
+ "indexed": false,
+ "name": "symbol",
+ "type": "string"
+ },
+ {
+ "indexed": false,
+ "name": "decimals",
+ "type": "uint8"
+ },
+ {
+ "indexed": false,
+ "name": "ipfsHash",
+ "type": "bytes"
+ },
+ {
+ "indexed": false,
+ "name": "swarmHash",
+ "type": "bytes"
+ }
+ ],
+ "name": "LogAddToken",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "name",
+ "type": "string"
+ },
+ {
+ "indexed": false,
+ "name": "symbol",
+ "type": "string"
+ },
+ {
+ "indexed": false,
+ "name": "decimals",
+ "type": "uint8"
+ },
+ {
+ "indexed": false,
+ "name": "ipfsHash",
+ "type": "bytes"
+ },
+ {
+ "indexed": false,
+ "name": "swarmHash",
+ "type": "bytes"
+ }
+ ],
+ "name": "LogRemoveToken",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "oldName",
+ "type": "string"
+ },
+ {
+ "indexed": false,
+ "name": "newName",
+ "type": "string"
+ }
+ ],
+ "name": "LogTokenNameChange",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "oldSymbol",
+ "type": "string"
+ },
+ {
+ "indexed": false,
+ "name": "newSymbol",
+ "type": "string"
+ }
+ ],
+ "name": "LogTokenSymbolChange",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "oldIpfsHash",
+ "type": "bytes"
+ },
+ {
+ "indexed": false,
+ "name": "newIpfsHash",
+ "type": "bytes"
+ }
+ ],
+ "name": "LogTokenIpfsHashChange",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "indexed": false,
+ "name": "oldSwarmHash",
+ "type": "bytes"
+ },
+ {
+ "indexed": false,
+ "name": "newSwarmHash",
+ "type": "bytes"
+ }
+ ],
+ "name": "LogTokenSwarmHashChange",
+ "type": "event"
+ }
+ ],
+ "networks": {
+ "1": {
+ "address": "0x926a74c5c36adf004c87399e65f75628b0f98d2c"
+ },
+ "3": {
+ "address": "0x6b1a50f0bb5a7995444bd3877b22dc89c62843ed"
+ },
+ "4": {
+ "address": "0x4e9aad8184de8833365fea970cd9149372fdf1e6"
+ },
+ "42": {
+ "address": "0xf18e504561f4347bea557f3d4558f559dddbae7f"
+ },
+ "50": {
+ "address": "0x0b1ba0af832d7c05fd64161e0db78e85978e8082"
+ }
+ }
+}
diff --git a/packages/order-watcher/src/compact_artifacts/TokenTransferProxy.json b/packages/order-watcher/src/compact_artifacts/TokenTransferProxy.json
new file mode 100644
index 000000000..8cf551ddb
--- /dev/null
+++ b/packages/order-watcher/src/compact_artifacts/TokenTransferProxy.json
@@ -0,0 +1,187 @@
+{
+ "contract_name": "TokenTransferProxy",
+ "abi": [
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "token",
+ "type": "address"
+ },
+ {
+ "name": "from",
+ "type": "address"
+ },
+ {
+ "name": "to",
+ "type": "address"
+ },
+ {
+ "name": "value",
+ "type": "uint256"
+ }
+ ],
+ "name": "transferFrom",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "target",
+ "type": "address"
+ }
+ ],
+ "name": "addAuthorizedAddress",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "",
+ "type": "uint256"
+ }
+ ],
+ "name": "authorities",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "target",
+ "type": "address"
+ }
+ ],
+ "name": "removeAuthorizedAddress",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "owner",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [
+ {
+ "name": "",
+ "type": "address"
+ }
+ ],
+ "name": "authorized",
+ "outputs": [
+ {
+ "name": "",
+ "type": "bool"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": true,
+ "inputs": [],
+ "name": "getAuthorizedAddresses",
+ "outputs": [
+ {
+ "name": "",
+ "type": "address[]"
+ }
+ ],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "constant": false,
+ "inputs": [
+ {
+ "name": "newOwner",
+ "type": "address"
+ }
+ ],
+ "name": "transferOwnership",
+ "outputs": [],
+ "payable": false,
+ "type": "function"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "target",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "caller",
+ "type": "address"
+ }
+ ],
+ "name": "LogAuthorizedAddressAdded",
+ "type": "event"
+ },
+ {
+ "anonymous": false,
+ "inputs": [
+ {
+ "indexed": true,
+ "name": "target",
+ "type": "address"
+ },
+ {
+ "indexed": true,
+ "name": "caller",
+ "type": "address"
+ }
+ ],
+ "name": "LogAuthorizedAddressRemoved",
+ "type": "event"
+ }
+ ],
+ "networks": {
+ "1": {
+ "address": "0x8da0d80f5007ef1e431dd2127178d224e32c2ef4"
+ },
+ "3": {
+ "address": "0x4e9aad8184de8833365fea970cd9149372fdf1e6"
+ },
+ "4": {
+ "address": "0xa8e9fa8f91e5ae138c74648c9c304f1c75003a8d"
+ },
+ "42": {
+ "address": "0x087eed4bc1ee3de49befbd66c662b434b15d49d4"
+ },
+ "50": {
+ "address": "0x1dc4c1cefef38a777b15aa20260a54e584b16c48"
+ }
+ }
+}
diff --git a/packages/order-watcher/src/compact_artifacts/ZRX.json b/packages/order-watcher/src/compact_artifacts/ZRX.json
new file mode 100644
index 000000000..e40b8f268
--- /dev/null
+++ b/packages/order-watcher/src/compact_artifacts/ZRX.json
@@ -0,0 +1,20 @@
+{
+ "contract_name": "ZRX",
+ "networks": {
+ "1": {
+ "address": "0xe41d2489571d322189246dafa5ebde1f4699f498"
+ },
+ "3": {
+ "address": "0xa8e9fa8f91e5ae138c74648c9c304f1c75003a8d"
+ },
+ "4": {
+ "address": "0x00f58d6d585f84b2d7267940cede30ce2fe6eae8"
+ },
+ "42": {
+ "address": "0x6ff6c0ff1d68b964901f986d4c9fa3ac68346570"
+ },
+ "50": {
+ "address": "0x1d7022f5b17d2f8b695918fb48fa1089c9f85401"
+ }
+ }
+}
diff --git a/packages/order-watcher/src/globals.d.ts b/packages/order-watcher/src/globals.d.ts
new file mode 100644
index 000000000..94e63a32d
--- /dev/null
+++ b/packages/order-watcher/src/globals.d.ts
@@ -0,0 +1,6 @@
+declare module '*.json' {
+ const json: any;
+ /* tslint:disable */
+ export default json;
+ /* tslint:enable */
+}
diff --git a/packages/order-watcher/src/index.ts b/packages/order-watcher/src/index.ts
new file mode 100644
index 000000000..390003b1d
--- /dev/null
+++ b/packages/order-watcher/src/index.ts
@@ -0,0 +1,7 @@
+export { OrderWatcher } from './order_watcher/order_watcher';
+
+export { OrderStateValid, OrderStateInvalid, OrderState } from '@0xproject/types';
+
+export { OnOrderStateChangeCallback, OrderWatcherConfig } from './types';
+
+export { BlockParamLiteral, BlockParam, Order, Provider, SignedOrder } from '@0xproject/types';
diff --git a/packages/order-watcher/src/monorepo_scripts/postpublish.ts b/packages/order-watcher/src/monorepo_scripts/postpublish.ts
new file mode 100644
index 000000000..dcb99d0f7
--- /dev/null
+++ b/packages/order-watcher/src/monorepo_scripts/postpublish.ts
@@ -0,0 +1,8 @@
+import { postpublishUtils } from '@0xproject/monorepo-scripts';
+
+import * as packageJSON from '../package.json';
+import * as tsConfigJSON from '../tsconfig.json';
+
+const cwd = `${__dirname}/..`;
+// tslint:disable-next-line:no-floating-promises
+postpublishUtils.runAsync(packageJSON, tsConfigJSON, cwd);
diff --git a/packages/order-watcher/src/order_watcher/event_watcher.ts b/packages/order-watcher/src/order_watcher/event_watcher.ts
new file mode 100644
index 000000000..f39d3bf0e
--- /dev/null
+++ b/packages/order-watcher/src/order_watcher/event_watcher.ts
@@ -0,0 +1,99 @@
+import { BlockParamLiteral, LogEntry } from '@0xproject/types';
+import { intervalUtils } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import * as _ from 'lodash';
+
+import { EventWatcherCallback, OrderWatcherError } from '../types';
+import { assert } from '../utils/assert';
+
+const DEFAULT_EVENT_POLLING_INTERVAL_MS = 200;
+
+enum LogEventState {
+ Removed,
+ Added,
+}
+
+/**
+ * The EventWatcher watches for blockchain events at the specified block confirmation
+ * depth.
+ */
+export class EventWatcher {
+ private _web3Wrapper: Web3Wrapper;
+ private _pollingIntervalMs: number;
+ private _intervalIdIfExists?: NodeJS.Timer;
+ private _lastEvents: LogEntry[] = [];
+ private _stateLayer: BlockParamLiteral;
+ constructor(
+ web3Wrapper: Web3Wrapper,
+ pollingIntervalIfExistsMs: undefined | number,
+ stateLayer: BlockParamLiteral = BlockParamLiteral.Latest,
+ ) {
+ this._web3Wrapper = web3Wrapper;
+ this._stateLayer = stateLayer;
+ this._pollingIntervalMs = _.isUndefined(pollingIntervalIfExistsMs)
+ ? DEFAULT_EVENT_POLLING_INTERVAL_MS
+ : pollingIntervalIfExistsMs;
+ }
+ public subscribe(callback: EventWatcherCallback): void {
+ assert.isFunction('callback', callback);
+ if (!_.isUndefined(this._intervalIdIfExists)) {
+ throw new Error(OrderWatcherError.SubscriptionAlreadyPresent);
+ }
+ this._intervalIdIfExists = intervalUtils.setAsyncExcludingInterval(
+ this._pollForBlockchainEventsAsync.bind(this, callback),
+ this._pollingIntervalMs,
+ (err: Error) => {
+ this.unsubscribe();
+ callback(err);
+ },
+ );
+ }
+ public unsubscribe(): void {
+ this._lastEvents = [];
+ if (!_.isUndefined(this._intervalIdIfExists)) {
+ intervalUtils.clearAsyncExcludingInterval(this._intervalIdIfExists);
+ delete this._intervalIdIfExists;
+ }
+ }
+ private async _pollForBlockchainEventsAsync(callback: EventWatcherCallback): Promise<void> {
+ const pendingEvents = await this._getEventsAsync();
+ if (_.isUndefined(pendingEvents)) {
+ // HACK: This should never happen, but happens frequently on CI due to a ganache bug
+ return;
+ }
+ if (pendingEvents.length === 0) {
+ // HACK: Sometimes when node rebuilds the pending block we get back the empty result.
+ // We don't want to emit a lot of removal events and bring them back after a couple of miliseconds,
+ // that's why we just ignore those cases.
+ return;
+ }
+ const removedEvents = _.differenceBy(this._lastEvents, pendingEvents, JSON.stringify);
+ const newEvents = _.differenceBy(pendingEvents, this._lastEvents, JSON.stringify);
+ await this._emitDifferencesAsync(removedEvents, LogEventState.Removed, callback);
+ await this._emitDifferencesAsync(newEvents, LogEventState.Added, callback);
+ this._lastEvents = pendingEvents;
+ }
+ private async _getEventsAsync(): Promise<LogEntry[]> {
+ const eventFilter = {
+ fromBlock: this._stateLayer,
+ toBlock: this._stateLayer,
+ };
+ const events = await this._web3Wrapper.getLogsAsync(eventFilter);
+ return events;
+ }
+ private async _emitDifferencesAsync(
+ logs: LogEntry[],
+ logEventState: LogEventState,
+ callback: EventWatcherCallback,
+ ): Promise<void> {
+ for (const log of logs) {
+ const logEvent = {
+ removed: logEventState === LogEventState.Removed,
+ ...log,
+ };
+ if (!_.isUndefined(this._intervalIdIfExists)) {
+ callback(null, logEvent);
+ }
+ }
+ }
+}
diff --git a/packages/order-watcher/src/order_watcher/expiration_watcher.ts b/packages/order-watcher/src/order_watcher/expiration_watcher.ts
new file mode 100644
index 000000000..ec2c1ec35
--- /dev/null
+++ b/packages/order-watcher/src/order_watcher/expiration_watcher.ts
@@ -0,0 +1,87 @@
+import { BigNumber, intervalUtils } from '@0xproject/utils';
+import { RBTree } from 'bintrees';
+import * as _ from 'lodash';
+
+import { OrderWatcherError } from '../types';
+import { utils } from '../utils/utils';
+
+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 _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 || DEFAULT_EXPIRATION_MARGIN_MS;
+ this._orderExpirationCheckingIntervalMs =
+ expirationMarginIfExistsMs || DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS;
+ const comparator = (lhsOrderHash: string, rhsOrderHash: string) => {
+ const lhsExpiration = this._expiration[lhsOrderHash].toNumber();
+ const rhsExpiration = this._expiration[rhsOrderHash].toNumber();
+ if (lhsExpiration !== rhsExpiration) {
+ return lhsExpiration - rhsExpiration;
+ } else {
+ // HACK: If two orders have identical expirations, the order in which they are emitted by the
+ // ExpirationWatcher does not matter, so we emit them in alphabetical order by orderHash.
+ return lhsOrderHash.localeCompare(rhsOrderHash);
+ }
+ };
+ this._orderHashByExpirationRBTree = new RBTree(comparator);
+ }
+ public subscribe(callback: (orderHash: string) => void): void {
+ if (!_.isUndefined(this._orderExpirationCheckingIntervalIdIfExists)) {
+ throw new Error(OrderWatcherError.SubscriptionAlreadyPresent);
+ }
+ this._orderExpirationCheckingIntervalIdIfExists = intervalUtils.setInterval(
+ this._pruneExpiredOrders.bind(this, callback),
+ this._orderExpirationCheckingIntervalMs,
+ _.noop, // _pruneExpiredOrders never throws
+ );
+ }
+ public unsubscribe(): void {
+ if (_.isUndefined(this._orderExpirationCheckingIntervalIdIfExists)) {
+ throw new Error(OrderWatcherError.SubscriptionNotFound);
+ }
+ intervalUtils.clearInterval(this._orderExpirationCheckingIntervalIdIfExists);
+ delete this._orderExpirationCheckingIntervalIdIfExists;
+ }
+ public addOrder(orderHash: string, expirationUnixTimestampMs: BigNumber): void {
+ this._expiration[orderHash] = expirationUnixTimestampMs;
+ this._orderHashByExpirationRBTree.insert(orderHash);
+ }
+ public removeOrder(orderHash: string): void {
+ if (_.isUndefined(this._expiration[orderHash])) {
+ return; // noop since order already removed
+ }
+ this._orderHashByExpirationRBTree.remove(orderHash);
+ delete this._expiration[orderHash];
+ }
+ private _pruneExpiredOrders(callback: (orderHash: string) => void): void {
+ const currentUnixTimestampMs = utils.getCurrentUnixTimestampMs();
+ while (true) {
+ 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 isSubscriptionActive = _.isUndefined(this._orderExpirationCheckingIntervalIdIfExists);
+ if (hasNoExpiredOrders || isSubscriptionActive) {
+ break;
+ }
+ const orderHash = this._orderHashByExpirationRBTree.min();
+ this._orderHashByExpirationRBTree.remove(orderHash);
+ delete this._expiration[orderHash];
+ callback(orderHash);
+ }
+ }
+}
diff --git a/packages/order-watcher/src/order_watcher/order_watcher.ts b/packages/order-watcher/src/order_watcher/order_watcher.ts
new file mode 100644
index 000000000..63f87b565
--- /dev/null
+++ b/packages/order-watcher/src/order_watcher/order_watcher.ts
@@ -0,0 +1,393 @@
+import {
+ BalanceAndProxyAllowanceLazyStore,
+ ContractWrappers,
+ OrderFilledCancelledLazyStore,
+} from '@0xproject/contract-wrappers';
+import { schemas } from '@0xproject/json-schemas';
+import { getOrderHashHex, OrderStateUtils } from '@0xproject/order-utils';
+import {
+ BlockParamLiteral,
+ ExchangeContractErrs,
+ LogEntryEvent,
+ LogWithDecodedArgs,
+ OrderState,
+ Provider,
+ SignedOrder,
+} from '@0xproject/types';
+import { AbiDecoder, intervalUtils } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import * as _ from 'lodash';
+
+import { artifacts } from '../artifacts';
+import {
+ DepositContractEventArgs,
+ EtherTokenContractEventArgs,
+ EtherTokenEvents,
+ WithdrawalContractEventArgs,
+} from '../generated_contract_wrappers/ether_token';
+import {
+ ExchangeContractEventArgs,
+ ExchangeEvents,
+ LogCancelContractEventArgs,
+ LogFillContractEventArgs,
+} from '../generated_contract_wrappers/exchange';
+import {
+ ApprovalContractEventArgs,
+ TokenContractEventArgs,
+ TokenEvents,
+ TransferContractEventArgs,
+} from '../generated_contract_wrappers/token';
+import { OnOrderStateChangeCallback, OrderWatcherConfig, OrderWatcherError } from '../types';
+import { assert } from '../utils/assert';
+import { utils } from '../utils/utils';
+
+import { EventWatcher } from './event_watcher';
+import { ExpirationWatcher } from './expiration_watcher';
+
+type ContractEventArgs = EtherTokenContractEventArgs | ExchangeContractEventArgs | TokenContractEventArgs;
+
+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 OrderWatcher {
+ private _contractWrappers: ContractWrappers;
+ 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(provider: Provider, networkId: number, config?: OrderWatcherConfig) {
+ this._web3Wrapper = new Web3Wrapper(provider);
+ const artifactJSONs = _.values(artifacts);
+ const abiArrays = _.map(artifactJSONs, artifact => artifact.abi);
+ _.forEach(abiArrays, abi => {
+ this._web3Wrapper.abiDecoder.addABI(abi);
+ });
+ this._contractWrappers = new ContractWrappers(provider, { networkId });
+ const pollingIntervalIfExistsMs = _.isUndefined(config) ? undefined : config.eventPollingIntervalMs;
+ const stateLayer =
+ _.isUndefined(config) || _.isUndefined(config.stateLayer) ? BlockParamLiteral.Latest : config.stateLayer;
+ this._eventWatcher = new EventWatcher(this._web3Wrapper, pollingIntervalIfExistsMs, stateLayer);
+ this._balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore(
+ this._contractWrappers.token,
+ stateLayer,
+ );
+ this._orderFilledCancelledLazyStore = new OrderFilledCancelledLazyStore(
+ this._contractWrappers.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 orderWatcher. 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 = 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 orderWatcher
+ * @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 zrxTokenAddress = this._orderFilledCancelledLazyStore.getZRXTokenAddress();
+
+ this._removeFromDependentOrderHashes(signedOrder.maker, zrxTokenAddress, orderHash);
+ if (zrxTokenAddress !== signedOrder.makerTokenAddress) {
+ this._removeFromDependentOrderHashes(signedOrder.maker, signedOrder.makerTokenAddress, orderHash);
+ }
+
+ this._expirationWatcher.removeOrder(orderHash);
+ }
+ /**
+ * Starts an orderWatcher 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(OrderWatcherError.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 orderWatcher subscription.
+ */
+ public unsubscribe(): void {
+ if (_.isUndefined(this._callbackIfExists) || _.isUndefined(this._cleanupJobIntervalIdIfExists)) {
+ throw new Error(OrderWatcherError.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?: LogEntryEvent): Promise<void> {
+ if (!_.isNull(err)) {
+ if (!_.isUndefined(this._callbackIfExists)) {
+ this._callbackIfExists(err);
+ this.unsubscribe();
+ }
+ return;
+ }
+ const log = logIfExists as LogEntryEvent; // 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 zrxTokenAddress = this._orderFilledCancelledLazyStore.getZRXTokenAddress();
+ return zrxTokenAddress;
+ }
+}
diff --git a/packages/order-watcher/src/types.ts b/packages/order-watcher/src/types.ts
new file mode 100644
index 000000000..57fa20e47
--- /dev/null
+++ b/packages/order-watcher/src/types.ts
@@ -0,0 +1,48 @@
+import { BigNumber } from '@0xproject/utils';
+
+import {
+ BlockParam,
+ BlockParamLiteral,
+ ContractAbi,
+ ContractEventArg,
+ ExchangeContractErrs,
+ FilterObject,
+ LogEntryEvent,
+ LogWithDecodedArgs,
+ Order,
+ OrderState,
+ SignedOrder,
+} from '@0xproject/types';
+
+export enum OrderWatcherError {
+ SubscriptionAlreadyPresent = 'SUBSCRIPTION_ALREADY_PRESENT',
+ SubscriptionNotFound = 'SUBSCRIPTION_NOT_FOUND',
+}
+
+export type EventWatcherCallback = (err: null | Error, log?: LogEntryEvent) => void;
+
+/**
+ * orderExpirationCheckingIntervalMs: How often to check for expired orders. Default=50.
+ * eventPollingIntervalMs: How often to poll the Ethereum node for new events. Default=200.
+ * expirationMarginMs: Amount of time before order expiry that you'd like to be notified
+ * of an orders expiration. Default=0.
+ * cleanupJobIntervalMs: How often to run a cleanup job which revalidates all the orders. Default=1hr.
+ * stateLayer: Optional blockchain state layer OrderWatcher will monitor for new events. Default=latest.
+ */
+export interface OrderWatcherConfig {
+ orderExpirationCheckingIntervalMs?: number;
+ eventPollingIntervalMs?: number;
+ expirationMarginMs?: number;
+ cleanupJobIntervalMs?: number;
+ stateLayer: BlockParamLiteral;
+}
+
+export type OnOrderStateChangeCallback = (err: Error | null, orderState?: OrderState) => void;
+
+export enum InternalOrderWatcherError {
+ NoAbiDecoder = 'NO_ABI_DECODER',
+ ZrxNotInTokenRegistry = 'ZRX_NOT_IN_TOKEN_REGISTRY',
+ WethNotInTokenRegistry = 'WETH_NOT_IN_TOKEN_REGISTRY',
+}
+
+// tslint:disable:max-file-line-count
diff --git a/packages/order-watcher/src/utils/assert.ts b/packages/order-watcher/src/utils/assert.ts
new file mode 100644
index 000000000..f96bcebc1
--- /dev/null
+++ b/packages/order-watcher/src/utils/assert.ts
@@ -0,0 +1,19 @@
+import { assert as sharedAssert } from '@0xproject/assert';
+// We need those two unused imports because they're actually used by sharedAssert which gets injected here
+// tslint:disable-next-line:no-unused-variable
+import { Schema } from '@0xproject/json-schemas';
+// tslint:disable-next-line:no-unused-variable
+import { ECSignature } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import * as _ from 'lodash';
+
+import { isValidSignature } from '@0xproject/order-utils';
+
+export const assert = {
+ ...sharedAssert,
+ isValidSignature(orderHash: string, ecSignature: ECSignature, signerAddress: string) {
+ const isValid = isValidSignature(orderHash, ecSignature, signerAddress);
+ this.assert(isValid, `Expected order with hash '${orderHash}' to have a valid signature`);
+ },
+};
diff --git a/packages/order-watcher/src/utils/utils.ts b/packages/order-watcher/src/utils/utils.ts
new file mode 100644
index 000000000..af1125632
--- /dev/null
+++ b/packages/order-watcher/src/utils/utils.ts
@@ -0,0 +1,13 @@
+import { BigNumber } from '@0xproject/utils';
+
+export const utils = {
+ spawnSwitchErr(name: string, value: any): Error {
+ return new Error(`Unexpected switch value: ${value} encountered for ${name}`);
+ },
+ getCurrentUnixTimestampSec(): BigNumber {
+ return new BigNumber(Date.now() / 1000).round();
+ },
+ getCurrentUnixTimestampMs(): BigNumber {
+ return new BigNumber(Date.now());
+ },
+};