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Merge branch 'development' into feature/calculate-remaining-proportions

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This commit is contained in:
Jacob Evans
2017-11-23 14:37:34 +11:00
committed by GitHub
parent 9c9ce97525 215740fab2
commit 437ac301db
32 changed files with 626 additions and 113 deletions
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15
packages/0x.js/CHANGELOG.md
View File

@@ -1,14 +1,21 @@
# CHANGELOG
v0.26.0
------------------------
* Add post-formatter for logs converting `blockNumber`, `logIndex`, `transactionIndex` from hexes to numbers (#231)
* Remove support for Async callback types when used in Subscribe functions (#222)
* In OrderWatcher subscribe to ZRX Token Transfer and Approval events when maker token is different (#225)
v0.25.1 - _November 13, 2017_
------------------------
* Standardise on Cancelled over Canceled
* Add missing `DecodedLogEvent` type to exported types
* Standardise on Cancelled over Canceled (#217)
* Add missing `DecodedLogEvent` type to exported types (#205)
* Normalized the transactionReceipt status to be `null|0|1`, 1 meaning transaction execution successful, 0 unsuccessful and `null` if it is a pre-byzantinium transaction. (#200)
v0.23.0 - _November 12, 2017_
------------------------
* Fixed unhandled promise rejection error in subscribe methods (#209)
* Subscribe callbacks now receive an error object as their first argument
* Fixed unhandled promise rejection error in subscribe methods (#209)
* Subscribe callbacks now receive an error object as their first argument
v0.22.6 - _November 10, 2017_
------------------------

22
packages/0x.js/package.json
View File

@@ -1,6 +1,6 @@
{
"name": "0x.js",
"version": "0.25.1",
"version": "0.26.1",
"description": "A javascript library for interacting with the 0x protocol",
"keywords": [
"0x.js",
@@ -14,20 +14,15 @@
"scripts": {
"prebuild": "npm run clean",
"build": "run-p build:umd:prod build:commonjs; exit 0;",
"prepublishOnly": "run-p build",
"postpublish": "run-s release docs:json upload_docs_json",
"release": "publish-release --assets _bundles/index.js,_bundles/index.min.js --tag $(git describe --tags) --owner 0xProject --repo 0x.js",
"upload_docs_json": "aws s3 cp docs/index.json s3://0xjs-docs-jsons/$(git describe --tags).json --profile 0xproject --grants read=uri=http://acs.amazonaws.com/groups/global/AllUsers --content-type aplication/json",
"docs:json": "typedoc --excludePrivate --excludeExternals --target ES5 --json $JSON_FILE_PATH $PROJECT_DIR",
"upload_docs_json": "aws s3 cp docs/index.json $S3_URL --profile 0xproject --grants read=uri=http://acs.amazonaws.com/groups/global/AllUsers --content-type aplication/json",
"lint": "tslint src/**/*.ts test/**/*.ts",
"test:circleci": "run-s test:coverage report_test_coverage; if [ $CIRCLE_BRANCH = \"development\" ]; then yarn test:umd; fi",
"test:circleci": "run-s test:coverage report_test_coverage && if [ $CIRCLE_BRANCH = \"development\" ]; then yarn test:umd; fi",
"test": "run-s clean test:commonjs",
"test:umd": "./scripts/test_umd.sh",
"test:coverage": "nyc npm run test --all",
"report_test_coverage": "nyc report --reporter=text-lcov | coveralls",
"update_contracts": "for i in ${npm_package_config_artifacts}; do copyfiles -u 4 ../contracts/build/contracts/$i.json ../0x.js/src/artifacts; done;",
"docs:json": "typedoc --excludePrivate --excludeExternals --target ES5 --json docs/index.json .",
"docs:generate": "typedoc --out docs .",
"docs:open": "opn docs/index.html",
"clean": "shx rm -rf _bundles lib test_temp",
"build:umd:dev": "webpack",
"build:umd:prod": "NODE_ENV=production webpack",
@@ -49,7 +44,8 @@
"node": ">=6.0.0"
},
"devDependencies": {
"@0xproject/tslint-config": "^0.1.0",
"@0xproject/tslint-config": "^0.1.1",
"@types/bintrees": "^1.0.2",
"@types/jsonschema": "^1.1.1",
"@types/lodash": "^4.14.64",
"@types/mocha": "^2.2.41",
@@ -87,9 +83,10 @@
"webpack": "^3.1.0"
},
"dependencies": {
"@0xproject/assert": "^0.0.4",
"@0xproject/json-schemas": "^0.6.7",
"@0xproject/assert": "^0.0.5",
"@0xproject/json-schemas": "^0.6.8",
"bignumber.js": "~4.1.0",
"bintrees": "^1.0.2",
"bn.js": "4.11.8",
"compare-versions": "^3.0.1",
"es6-promisify": "^5.0.0",
@@ -99,7 +96,6 @@
"find-versions": "^2.0.0",
"js-sha3": "^0.6.1",
"lodash": "^4.17.4",
"publish-release": "^1.3.3",
"uuid": "^3.1.0",
"web3": "^0.20.0"
}

43
packages/0x.js/scripts/postpublish.js Normal file
View File

@@ -0,0 +1,43 @@
const execAsync = require('async-child-process').execAsync;
const postpublish_utils = require('../../../scripts/postpublish_utils');
const packageJSON = require('../package.json');
const cwd = __dirname + '/..';
const subPackageName = packageJSON.name;
const S3BucketPath = 's3://0xjs-docs-jsons/';
let tag;
let version;
postpublish_utils.getLatestTagAndVersionAsync(subPackageName)
.then(function(result) {
tag = result.tag;
version = result.version;
const releaseName = postpublish_utils.getReleaseName(subPackageName, version);
const assets = [
__dirname + '/../_bundles/index.js',
__dirname + '/../_bundles/index.min.js',
];
return postpublish_utils.publishReleaseNotes(tag, releaseName, assets);
})
.then(function(release) {
console.log('POSTPUBLISH: Release successful, generating docs...');
return execAsync(
'JSON_FILE_PATH=' + __dirname + '/../docs/index.json PROJECT_DIR=' + __dirname + '/.. yarn docs:json',
{
cwd,
}
);
})
.then(function(result) {
if (result.stderr !== '') {
throw new Error(result.stderr);
}
const fileName = 'v' + version + '.json';
console.log('POSTPUBLISH: Doc generation successful, uploading docs... as ', fileName);
const s3Url = S3BucketPath + fileName;
return execAsync('S3_URL=' + s3Url + ' yarn upload_docs_json', {
cwd,
});
}).catch (function(err) {
throw err;
});

1
packages/0x.js/scripts/test_umd.sh
View File

@@ -3,5 +3,4 @@
# UMD tests should only be run after building the commonjs because they reuse some of the commonjs build artifacts
run-s substitute_umd_bundle run_mocha
return_code=$?
npm run clean
exit $return_code

2
packages/0x.js/src/index.ts
View File

@@ -6,8 +6,6 @@ export {
ECSignature,
ZeroExError,
EventCallback,
EventCallbackAsync,
EventCallbackSync,
ExchangeContractErrs,
ContractEvent,
Token,

12
packages/0x.js/src/order_watcher/event_watcher.ts
View File

@@ -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);
@@ -81,7 +81,7 @@ export class EventWatcher {
...log,
};
if (!_.isUndefined(this._intervalIdIfExists)) {
await callback(logEvent);
callback(logEvent);
}
}
}

76
packages/0x.js/src/order_watcher/expiration_watcher.ts Normal file
View File

@@ -0,0 +1,76 @@
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 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 scoreFunction = (orderHash: string) => this.expiration[orderHash].toNumber();
const comparator = (lhs: string, rhs: string) => scoreFunction(lhs) - scoreFunction(rhs);
this.orderHashByExpirationRBTree = new RBTree(comparator);
}
public subscribe(callbackAsync: (orderHash: string) => Promise<void>): void {
if (!_.isUndefined(this.orderExpirationCheckingIntervalIdIfExists)) {
throw new Error(ZeroExError.SubscriptionAlreadyPresent);
}
this.orderExpirationCheckingIntervalIdIfExists = intervalUtils.setAsyncExcludingInterval(
this.pruneExpiredOrdersAsync.bind(this, callbackAsync), this.orderExpirationCheckingIntervalMs,
);
}
public unsubscribe(): void {
if (_.isUndefined(this.orderExpirationCheckingIntervalIdIfExists)) {
throw new Error(ZeroExError.SubscriptionNotFound);
}
intervalUtils.clearAsyncExcludingInterval(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 {
this.orderHashByExpirationRBTree.remove(orderHash);
delete this.expiration[orderHash];
}
private async pruneExpiredOrdersAsync(callbackAsync: (orderHash: string) => Promise<void>): Promise<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];
await callbackAsync(orderHash);
}
}
}

76
packages/0x.js/src/order_watcher/order_state_watcher.ts
View File

@@ -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]: {
@@ -52,10 +53,11 @@ interface OrderByOrderHash {
export class OrderStateWatcher {
private _orderByOrderHash: OrderByOrderHash = {};
private _dependentOrderHashes: DependentOrderHashes = {};
private _callbackIfExistsAsync?: OnOrderStateChangeCallback;
private _callbackIfExists?: OnOrderStateChangeCallback;
private _eventWatcher: EventWatcher;
private _web3Wrapper: Web3Wrapper;
private _abiDecoder: AbiDecoder;
private _expirationWatcher: ExpirationWatcher;
private _orderStateUtils: OrderStateUtils;
private _orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore;
private _balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore;
@@ -65,38 +67,53 @@ 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
* signature is verified.
* @param signedOrder The order you wish to start watching.
*/
public addOrder(signedOrder: SignedOrder): void {
public async addOrderAsync(signedOrder: SignedOrder): Promise<void> {
assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
assert.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker);
this._orderByOrderHash[orderHash] = signedOrder;
this.addToDependentOrderHashes(signedOrder, orderHash);
await this.addToDependentOrderHashesAsync(signedOrder, orderHash);
const expirationUnixTimestampMs = signedOrder.expirationUnixTimestampSec.times(1000);
this._expirationWatcher.addOrder(orderHash, expirationUnixTimestampMs);
}
/**
* Removes an order from the orderStateWatcher
* @param orderHash The orderHash of the order you wish to stop watching.
*/
public removeOrder(orderHash: string): void {
public async removeOrderAsync(orderHash: string): Promise<void> {
assert.doesConformToSchema('orderHash', orderHash, schemas.orderHashSchema);
const signedOrder = this._orderByOrderHash[orderHash];
if (_.isUndefined(signedOrder)) {
return; // noop
}
delete this._orderByOrderHash[orderHash];
const exchange = (this._orderFilledCancelledLazyStore as any).exchange as ExchangeWrapper;
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
@@ -106,23 +123,38 @@ export class OrderStateWatcher {
*/
public subscribe(callback: OnOrderStateChangeCallback): void {
assert.isFunction('callback', callback);
if (!_.isUndefined(this._callbackIfExistsAsync)) {
if (!_.isUndefined(this._callbackIfExists)) {
throw new Error(ZeroExError.SubscriptionAlreadyPresent);
}
this._callbackIfExistsAsync = callback;
this._callbackIfExists = callback;
this._eventWatcher.subscribe(this._onEventWatcherCallbackAsync.bind(this));
this._expirationWatcher.subscribe(this._onOrderExpiredAsync.bind(this));
}
/**
* Ends an orderStateWatcher subscription.
*/
public unsubscribe(): void {
if (_.isUndefined(this._callbackIfExistsAsync)) {
if (_.isUndefined(this._callbackIfExists)) {
throw new Error(ZeroExError.SubscriptionNotFound);
}
this._balanceAndProxyAllowanceLazyStore.deleteAll();
this._orderFilledCancelledLazyStore.deleteAll();
delete this._callbackIfExistsAsync;
delete this._callbackIfExists;
this._eventWatcher.unsubscribe();
this._expirationWatcher.unsubscribe();
}
private async _onOrderExpiredAsync(orderHash: string): Promise<void> {
const orderState: OrderState = {
isValid: false,
orderHash,
error: ExchangeContractErrs.OrderFillExpired,
};
if (!_.isUndefined(this._orderByOrderHash[orderHash])) {
await this.removeOrderAsync(orderHash);
if (!_.isUndefined(this._callbackIfExists)) {
this._callbackIfExists(orderState);
}
}
}
private async _onEventWatcherCallbackAsync(log: LogEvent): Promise<void> {
const maybeDecodedLog = this._abiDecoder.tryToDecodeLogOrNoop(log);
@@ -204,13 +236,13 @@ export class OrderStateWatcher {
// 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._callbackIfExistsAsync)) {
if (_.isUndefined(this._callbackIfExists)) {
break; // Unsubscribe was called
}
await this._callbackIfExistsAsync(orderState);
this._callbackIfExists(orderState);
}
}
private addToDependentOrderHashes(signedOrder: SignedOrder, orderHash: string) {
private async addToDependentOrderHashesAsync(signedOrder: SignedOrder, orderHash: string): Promise<void> {
if (_.isUndefined(this._dependentOrderHashes[signedOrder.maker])) {
this._dependentOrderHashes[signedOrder.maker] = {};
}
@@ -218,11 +250,17 @@ export class OrderStateWatcher {
this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress] = new Set();
}
this._dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress].add(orderHash);
const exchange = (this._orderFilledCancelledLazyStore as any).exchange as ExchangeWrapper;
const zrxTokenAddress = await exchange.getZRXTokenAddressAsync();
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, makerTokenAddress: string, orderHash: string) {
this._dependentOrderHashes[makerAddress][makerTokenAddress].delete(orderHash);
if (this._dependentOrderHashes[makerAddress][makerTokenAddress].size === 0) {
delete this._dependentOrderHashes[makerAddress][makerTokenAddress];
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];

20
packages/0x.js/src/types.ts
View File

@@ -42,13 +42,8 @@ export type OrderValues = [BigNumber, BigNumber, BigNumber,
export type LogEvent = Web3.LogEntryEvent;
export type DecodedLogEvent<ArgsType> = Web3.DecodedLogEntryEvent<ArgsType>;
export type EventCallbackAsync<ArgsType> = (err: null|Error, log?: DecodedLogEvent<ArgsType>) => Promise<void>;
export type EventCallbackSync<ArgsType> = (err: null|Error, log?: DecodedLogEvent<ArgsType>) => void;
export type EventCallback<ArgsType> = EventCallbackSync<ArgsType>|EventCallbackAsync<ArgsType>;
export type EventWatcherCallbackSync = (log: LogEvent) => void;
export type EventWatcherCallbackAsync = (log: LogEvent) => Promise<void>;
export type EventWatcherCallback = EventWatcherCallbackSync|EventWatcherCallbackAsync;
export type EventCallback<ArgsType> = (err: null|Error, log?: DecodedLogEvent<ArgsType>) => void;
export type EventWatcherCallback = (log: LogEvent) => void;
export interface ExchangeContract extends Web3.ContractInstance {
isValidSignature: {
@@ -397,10 +392,15 @@ export interface JSONRPCPayload {
}
/*
* 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;
}
/*
@@ -507,9 +507,7 @@ export interface OrderStateInvalid {
export type OrderState = OrderStateValid|OrderStateInvalid;
export type OnOrderStateChangeCallbackSync = (orderState: OrderState) => void;
export type OnOrderStateChangeCallbackAsync = (orderState: OrderState) => Promise<void>;
export type OnOrderStateChangeCallback = OnOrderStateChangeCallbackAsync|OnOrderStateChangeCallbackSync;
export type OnOrderStateChangeCallback = (orderState: OrderState) => void;
export interface TransactionReceipt {
blockHash: string;

4
packages/0x.js/src/utils/order_validation_utils.ts
View File

@@ -102,7 +102,7 @@ export class OrderValidationUtils {
if (order.takerTokenAmount.eq(unavailableTakerTokenAmount)) {
throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
}
const currentUnixTimestampSec = utils.getCurrentUnixTimestamp();
const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
if (order.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
throw new Error(ExchangeContractErrs.OrderCancelExpired);
}
@@ -150,7 +150,7 @@ export class OrderValidationUtils {
}
}
private validateOrderNotExpiredOrThrow(expirationUnixTimestampSec: BigNumber) {
const currentUnixTimestampSec = utils.getCurrentUnixTimestamp();
const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
if (expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
throw new Error(ExchangeContractErrs.OrderFillExpired);
}

7
packages/0x.js/src/utils/utils.ts
View File

@@ -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());
},
};

38
packages/0x.js/src/web3_wrapper.ts
View File

@@ -5,6 +5,17 @@ import promisify = require('es6-promisify');
import {ZeroExError, Artifact, TransactionReceipt} from './types';
import {Contract} from './contract';
interface RawLogEntry {
logIndex: string|null;
transactionIndex: string|null;
transactionHash: string;
blockHash: string|null;
blockNumber: string|null;
address: string;
data: string;
topics: string[];
}
export class Web3Wrapper {
private web3: Web3;
private defaults: Partial<Web3.TxData>;
@@ -39,7 +50,9 @@ export class Web3Wrapper {
}
public async getTransactionReceiptAsync(txHash: string): Promise<TransactionReceipt> {
const transactionReceipt = await promisify(this.web3.eth.getTransactionReceipt)(txHash);
transactionReceipt.status = this.normalizeTxReceiptStatus(transactionReceipt.status);
if (!_.isNull(transactionReceipt)) {
transactionReceipt.status = this.normalizeTxReceiptStatus(transactionReceipt.status);
}
return transactionReceipt;
}
public getCurrentProvider(): Web3.Provider {
@@ -137,8 +150,9 @@ export class Web3Wrapper {
method: 'eth_getLogs',
params: [serializedFilter],
};
const logs = await this.sendRawPayloadAsync(payload);
return logs;
const rawLogs = await this.sendRawPayloadAsync<RawLogEntry[]>(payload);
const formattedLogs = _.map(rawLogs, this.formatLog.bind(this));
return formattedLogs;
}
private getContractInstance<A extends Web3.ContractInstance>(abi: Web3.ContractAbi, address: string): A {
const web3ContractInstance = this.web3.eth.contract(abi).at(address);
@@ -149,7 +163,7 @@ export class Web3Wrapper {
const networkId = await promisify(this.web3.version.getNetwork)();
return networkId;
}
private async sendRawPayloadAsync(payload: Web3.JSONRPCRequestPayload): Promise<any> {
private async sendRawPayloadAsync<A>(payload: Web3.JSONRPCRequestPayload): Promise<A> {
const sendAsync = this.web3.currentProvider.sendAsync.bind(this.web3.currentProvider);
const response = await promisify(sendAsync)(payload);
const result = response.result;
@@ -169,4 +183,20 @@ export class Web3Wrapper {
return status;
}
}
private formatLog(rawLog: RawLogEntry): Web3.LogEntry {
const formattedLog = {
...rawLog,
logIndex: this.hexToDecimal(rawLog.logIndex),
blockNumber: this.hexToDecimal(rawLog.blockNumber),
transactionIndex: this.hexToDecimal(rawLog.transactionIndex),
};
return formattedLog;
}
private hexToDecimal(hex: string|null): number|null {
if (_.isNull(hex)) {
return null;
}
const decimal = this.web3.toDecimal(hex);
return decimal;
}
}

138
packages/0x.js/test/expiration_watcher_test.ts Normal file
View File

@@ -0,0 +1,138 @@
import 'mocha';
import * as chai from 'chai';
import * as _ from 'lodash';
import * as Sinon from 'sinon';
import * as Web3 from 'web3';
import BigNumber from 'bignumber.js';
import {chaiSetup} from './utils/chai_setup';
import {web3Factory} from './utils/web3_factory';
import {utils} from '../src/utils/utils';
import {Web3Wrapper} from '../src/web3_wrapper';
import {TokenUtils} from './utils/token_utils';
import {ExpirationWatcher} from '../src/order_watcher/expiration_watcher';
import {Token, DoneCallback} from '../src/types';
import {ZeroEx} from '../src/0x';
import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
import {FillScenarios} from './utils/fill_scenarios';
import {reportCallbackErrors} from './utils/report_callback_errors';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle();
describe('ExpirationWatcher', () => {
let web3: Web3;
let zeroEx: ZeroEx;
let tokenUtils: TokenUtils;
let tokens: Token[];
let userAddresses: string[];
let zrxTokenAddress: string;
let fillScenarios: FillScenarios;
let exchangeContractAddress: string;
let makerTokenAddress: string;
let takerTokenAddress: string;
let coinbase: string;
let makerAddress: string;
let takerAddress: string;
let feeRecipient: string;
const fillableAmount = new BigNumber(5);
let currentUnixTimestampSec: BigNumber;
let timer: Sinon.SinonFakeTimers;
let expirationWatcher: ExpirationWatcher;
before(async () => {
web3 = web3Factory.create();
zeroEx = new ZeroEx(web3.currentProvider);
exchangeContractAddress = await zeroEx.exchange.getContractAddressAsync();
userAddresses = await zeroEx.getAvailableAddressesAsync();
tokens = await zeroEx.tokenRegistry.getTokensAsync();
tokenUtils = new TokenUtils(tokens);
zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
[coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
tokens = await zeroEx.tokenRegistry.getTokensAsync();
const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens();
makerTokenAddress = makerToken.address;
takerTokenAddress = takerToken.address;
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
const sinonTimerConfig = {shouldAdvanceTime: true} as any;
// This constructor has incorrect types
timer = Sinon.useFakeTimers(sinonTimerConfig);
currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
expirationWatcher = new ExpirationWatcher();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
timer.restore();
expirationWatcher.unsubscribe();
});
it('correctly emits events when order expires', (done: DoneCallback) => {
(async () => {
const orderLifetimeSec = 60;
const expirationUnixTimestampSec = currentUnixTimestampSec.plus(orderLifetimeSec);
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
expirationUnixTimestampSec,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
expirationWatcher.addOrder(orderHash, signedOrder.expirationUnixTimestampSec.times(1000));
const callbackAsync = reportCallbackErrors(done)(async (hash: string) => {
expect(hash).to.be.equal(orderHash);
expect(utils.getCurrentUnixTimestampSec()).to.be.bignumber.gte(expirationUnixTimestampSec);
done();
});
expirationWatcher.subscribe(callbackAsync);
timer.tick(orderLifetimeSec * 1000);
})().catch(done);
});
it('doesn\'t emit events before order expires', (done: DoneCallback) => {
(async () => {
const orderLifetimeSec = 60;
const expirationUnixTimestampSec = currentUnixTimestampSec.plus(orderLifetimeSec);
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
expirationUnixTimestampSec,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
expirationWatcher.addOrder(orderHash, signedOrder.expirationUnixTimestampSec.times(1000));
const callbackAsync = reportCallbackErrors(done)(async (hash: string) => {
done(new Error('Emitted expiration went before the order actually expired'));
});
expirationWatcher.subscribe(callbackAsync);
const notEnoughTime = orderLifetimeSec - 1;
timer.tick(notEnoughTime * 1000);
done();
})().catch(done);
});
it('emits events in correct order', (done: DoneCallback) => {
(async () => {
const order1Lifetime = 60;
const order2Lifetime = 120;
const order1ExpirationUnixTimestampSec = currentUnixTimestampSec.plus(order1Lifetime);
const order2ExpirationUnixTimestampSec = currentUnixTimestampSec.plus(order2Lifetime);
const signedOrder1 = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
order1ExpirationUnixTimestampSec,
);
const signedOrder2 = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
order2ExpirationUnixTimestampSec,
);
const orderHash1 = ZeroEx.getOrderHashHex(signedOrder1);
const orderHash2 = ZeroEx.getOrderHashHex(signedOrder2);
expirationWatcher.addOrder(orderHash2, signedOrder2.expirationUnixTimestampSec.times(1000));
expirationWatcher.addOrder(orderHash1, signedOrder1.expirationUnixTimestampSec.times(1000));
const expirationOrder = [orderHash1, orderHash2];
const callbackAsync = reportCallbackErrors(done)(async (hash: string) => {
const orderHash = expirationOrder.shift();
expect(hash).to.be.equal(orderHash);
if (_.isEmpty(expirationOrder)) {
done();
}
});
expirationWatcher.subscribe(callbackAsync);
timer.tick(order2Lifetime * 1000);
})().catch(done);
});
});

46
packages/0x.js/test/order_state_watcher_test.ts
View File

@@ -75,13 +75,13 @@ describe('OrderStateWatcher', () => {
makerToken.address, takerToken.address, maker, taker, fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
expect((zeroEx.orderStateWatcher as any)._orderByOrderHash).to.include({
[orderHash]: signedOrder,
});
let dependentOrderHashes = (zeroEx.orderStateWatcher as any)._dependentOrderHashes;
expect(dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress]).to.have.keys(orderHash);
zeroEx.orderStateWatcher.removeOrder(orderHash);
await zeroEx.orderStateWatcher.removeOrderAsync(orderHash);
expect((zeroEx.orderStateWatcher as any)._orderByOrderHash).to.not.include({
[orderHash]: signedOrder,
});
@@ -94,7 +94,7 @@ describe('OrderStateWatcher', () => {
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
const nonExistentOrderHash = `0x${orderHash.substr(2).split('').reverse().join('')}`;
zeroEx.orderStateWatcher.removeOrder(nonExistentOrderHash);
await zeroEx.orderStateWatcher.removeOrderAsync(nonExistentOrderHash);
});
});
describe('#subscribe', async () => {
@@ -111,7 +111,7 @@ describe('OrderStateWatcher', () => {
afterEach(async () => {
zeroEx.orderStateWatcher.unsubscribe();
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.removeOrder(orderHash);
await zeroEx.orderStateWatcher.removeOrderAsync(orderHash);
});
it('should emit orderStateInvalid when maker allowance set to 0 for watched order', (done: DoneCallback) => {
(async () => {
@@ -119,7 +119,7 @@ describe('OrderStateWatcher', () => {
makerToken.address, takerToken.address, maker, taker, fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
@@ -137,7 +137,7 @@ describe('OrderStateWatcher', () => {
makerToken.address, takerToken.address, maker, taker, fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
throw new Error('OrderState callback fired for irrelevant order');
});
@@ -158,7 +158,7 @@ describe('OrderStateWatcher', () => {
makerToken.address, takerToken.address, maker, taker, fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
const invalidOrderState = orderState as OrderStateInvalid;
@@ -178,7 +178,7 @@ describe('OrderStateWatcher', () => {
makerToken.address, takerToken.address, maker, taker, fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
let eventCount = 0;
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
@@ -210,7 +210,7 @@ describe('OrderStateWatcher', () => {
const fillAmountInBaseUnits = new BigNumber(2);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
let eventCount = 0;
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
@@ -237,6 +237,22 @@ describe('OrderStateWatcher', () => {
);
})().catch(done);
});
it('should trigger the callback when orders backing ZRX allowance changes', (done: DoneCallback) => {
(async () => {
const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18);
const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), 18);
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerToken.address, takerToken.address, makerFee, takerFee, maker, taker, fillableAmount,
taker);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
done();
});
zeroEx.orderStateWatcher.subscribe(callback);
await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, new BigNumber(0));
})().catch(done);
});
describe('remainingFillable(M|T)akerTokenAmount', () => {
it('should calculate correct remaining fillable', (done: DoneCallback) => {
(async () => {
@@ -250,7 +266,7 @@ describe('OrderStateWatcher', () => {
const takerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, taker);
const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
let eventCount = 0;
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
eventCount++;
@@ -282,7 +298,7 @@ describe('OrderStateWatcher', () => {
const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals);
zeroEx.orderStateWatcher.addOrder(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
const validOrderState = orderState as OrderStateValid;
@@ -307,7 +323,7 @@ describe('OrderStateWatcher', () => {
const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals);
const transferAmount = makerBalance.sub(remainingAmount);
zeroEx.orderStateWatcher.addOrder(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
const validOrderState = orderState as OrderStateValid;
@@ -412,7 +428,7 @@ describe('OrderStateWatcher', () => {
makerToken.address, takerToken.address, maker, taker, fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
@@ -434,7 +450,7 @@ describe('OrderStateWatcher', () => {
makerToken.address, takerToken.address, maker, taker, fillableAmount,
);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.false();
@@ -460,7 +476,7 @@ describe('OrderStateWatcher', () => {
const cancelAmountInBaseUnits = new BigNumber(2);
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
zeroEx.orderStateWatcher.addOrder(signedOrder);
await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
expect(orderState.isValid).to.be.true();

3
packages/0x.js/test/token_wrapper_test.ts
View File

@@ -361,6 +361,9 @@ describe('TokenWrapper', () => {
(async () => {
const callback = (err: Error, logEvent: DecodedLogEvent<TransferContractEventArgs>) => {
expect(logEvent).to.not.be.undefined();
expect(logEvent.logIndex).to.be.equal(0);
expect(logEvent.transactionIndex).to.be.equal(0);
expect(logEvent.blockNumber).to.be.a('number');
const args = logEvent.args;
expect(args._from).to.be.equal(coinbase);
expect(args._to).to.be.equal(addressWithoutFunds);

6
packages/0x.js/test/utils/report_callback_errors.ts
View File

@@ -1,10 +1,10 @@
import { DoneCallback } from '../../src/types';
export const reportCallbackErrors = (done: DoneCallback) => {
return (f: (...args: any[]) => void) => {
const wrapped = (...args: any[]) => {
return (fAsync: (...args: any[]) => void|Promise<void>) => {
const wrapped = async (...args: any[]) => {
try {
f(...args);
await fAsync(...args);
} catch (err) {
done(err);
}