From 71475d3ceafd8f1a4a76d1e5b49ff0d186bacd9b Mon Sep 17 00:00:00 2001 From: Leonid Logvinov Date: Mon, 20 Nov 2017 13:47:09 -0600 Subject: Add expirationMarginMs --- .../0x.js/src/order_watcher/expiration_watcher.ts | 19 +++++++++++++------ .../0x.js/src/order_watcher/order_state_watcher.ts | 10 ++++++++-- packages/0x.js/src/types.ts | 4 ++++ packages/0x.js/src/utils/utils.ts | 7 +++++-- 4 files changed, 30 insertions(+), 10 deletions(-) (limited to 'packages') diff --git a/packages/0x.js/src/order_watcher/expiration_watcher.ts b/packages/0x.js/src/order_watcher/expiration_watcher.ts index cf0222e3c..71199e75f 100644 --- a/packages/0x.js/src/order_watcher/expiration_watcher.ts +++ b/packages/0x.js/src/order_watcher/expiration_watcher.ts @@ -6,6 +6,7 @@ import {SignedOrder, ZeroExError} from '../types'; import {Heap} from '../utils/heap'; import {ZeroEx} from '../0x'; +const DEFAULT_EXPIRATION_MARGIN_MS = 0; const DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS = 50; /** @@ -17,9 +18,13 @@ export class ExpirationWatcher { private expiration: {[orderHash: string]: BigNumber} = {}; private callbackIfExists?: (orderHash: string) => void; private orderExpirationCheckingIntervalMs: number; + private expirationMarginMs: number; private orderExpirationCheckingIntervalIdIfExists?: NodeJS.Timer; - constructor(orderExpirationCheckingIntervalMsIfExists?: number) { - this.orderExpirationCheckingIntervalMs = orderExpirationCheckingIntervalMsIfExists || + 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(); this.orderHashHeapByExpiration = new Heap(scoreFunction); @@ -41,17 +46,19 @@ export class ExpirationWatcher { delete this.callbackIfExists; delete this.orderExpirationCheckingIntervalIdIfExists; } - public addOrder(orderHash: string, expirationUnixTimestampSec: BigNumber): void { - this.expiration[orderHash] = expirationUnixTimestampSec; + 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); } private pruneExpiredOrders(): void { - const currentUnixTimestampSec = utils.getCurrentUnixTimestamp(); + const currentUnixTimestampMs = utils.getCurrentUnixTimestampMs(); while ( this.orderHashHeapByExpiration.size() !== 0 && - this.expiration[this.orderHashHeapByExpiration.head()].lessThan(currentUnixTimestampSec) && + this.expiration[this.orderHashHeapByExpiration.head()].lessThan( + currentUnixTimestampMs.plus(this.expirationMarginMs), + ) && !_.isUndefined(this.callbackIfExists) ) { const orderHash = this.orderHashHeapByExpiration.pop(); 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 27f4c7d29..3659fc6e2 100644 --- a/packages/0x.js/src/order_watcher/order_state_watcher.ts +++ b/packages/0x.js/src/order_watcher/order_state_watcher.ts @@ -77,7 +77,12 @@ export class OrderStateWatcher { const orderExpirationCheckingIntervalMsIfExists = _.isUndefined(config) ? undefined : config.orderExpirationCheckingIntervalMs; - this._expirationWatcher = new ExpirationWatcher(orderExpirationCheckingIntervalMsIfExists); + 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 @@ -91,7 +96,8 @@ export class OrderStateWatcher { 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 - this._expirationWatcher.addOrder(orderHash, signedOrder.expirationUnixTimestampSec); + const expirationUnixTimestampMs = signedOrder.expirationUnixTimestampSec.times(1000); + this._expirationWatcher.addOrder(orderHash, expirationUnixTimestampMs); } /** * Removes an order from the orderStateWatcher diff --git a/packages/0x.js/src/types.ts b/packages/0x.js/src/types.ts index 37e80e6bc..13a46659d 100644 --- a/packages/0x.js/src/types.ts +++ b/packages/0x.js/src/types.ts @@ -396,14 +396,18 @@ export interface JSONRPCPayload { method: string; } +// tslint:disable:max-line-length /* * 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()); }, }; -- cgit v1.2.3