Refactor event scraping and add support for scraping ERC20 approval events (#1401)

* Refactor event scraping and add support for scraping ERC20 approval events

* Add tests for data_sources/contract-wrappers/utils
This commit is contained in:
Alex Browne
2018-12-11 15:16:05 -08:00
committed by GitHub
parent d37680610b
commit b4cdb14b9b
19 changed files with 642 additions and 197 deletions

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@@ -0,0 +1,26 @@
import { MigrationInterface, QueryRunner, Table } from 'typeorm';
const erc20ApprovalEvents = new Table({
name: 'raw.erc20_approval_events',
columns: [
{ name: 'token_address', type: 'varchar(42)', isPrimary: true },
{ name: 'log_index', type: 'integer', isPrimary: true },
{ name: 'block_number', type: 'bigint', isPrimary: true },
{ name: 'raw_data', type: 'varchar' },
{ name: 'transaction_hash', type: 'varchar' },
{ name: 'owner_address', type: 'varchar(42)' },
{ name: 'spender_address', type: 'varchar(42)' },
{ name: 'amount', type: 'numeric' },
],
});
export class CreateERC20TokenApprovalEvents1544131464368 implements MigrationInterface {
public async up(queryRunner: QueryRunner): Promise<any> {
await queryRunner.createTable(erc20ApprovalEvents);
}
public async down(queryRunner: QueryRunner): Promise<any> {
await queryRunner.dropTable(erc20ApprovalEvents);
}
}

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@@ -40,6 +40,7 @@
},
"dependencies": {
"@0x/connect": "^3.0.2",
"@0x/contract-addresses": "^2.0.0",
"@0x/contract-artifacts": "^1.0.1",
"@0x/contract-wrappers": "^3.0.0",
"@0x/dev-utils": "^1.0.13",

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@@ -0,0 +1,45 @@
import {
ContractWrappers,
ERC20TokenApprovalEventArgs,
ERC20TokenEvents,
ERC20TokenWrapper,
} from '@0x/contract-wrappers';
import { Web3ProviderEngine } from '@0x/subproviders';
import { LogWithDecodedArgs } from 'ethereum-types';
import { GetEventsFunc, getEventsWithPaginationAsync } from './utils';
export class ERC20EventsSource {
private readonly _erc20Wrapper: ERC20TokenWrapper;
private readonly _tokenAddress: string;
constructor(provider: Web3ProviderEngine, networkId: number, tokenAddress: string) {
const contractWrappers = new ContractWrappers(provider, { networkId });
this._erc20Wrapper = contractWrappers.erc20Token;
this._tokenAddress = tokenAddress;
}
public async getApprovalEventsAsync(
startBlock: number,
endBlock: number,
): Promise<Array<LogWithDecodedArgs<ERC20TokenApprovalEventArgs>>> {
return getEventsWithPaginationAsync(
this._getApprovalEventsForRangeAsync.bind(this) as GetEventsFunc<ERC20TokenApprovalEventArgs>,
startBlock,
endBlock,
);
}
// Gets all approval events of for a specific sub-range. This getter
// function will be called during each step of pagination.
private async _getApprovalEventsForRangeAsync(
fromBlock: number,
toBlock: number,
): Promise<Array<LogWithDecodedArgs<ERC20TokenApprovalEventArgs>>> {
return this._erc20Wrapper.getLogsAsync<ERC20TokenApprovalEventArgs>(
this._tokenAddress,
ERC20TokenEvents.Approval,
{ fromBlock, toBlock },
{},
);
}
}

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@@ -8,78 +8,52 @@ import {
ExchangeWrapper,
} from '@0x/contract-wrappers';
import { Web3ProviderEngine } from '@0x/subproviders';
import { Web3Wrapper } from '@0x/web3-wrapper';
import { LogWithDecodedArgs } from 'ethereum-types';
import { EXCHANGE_START_BLOCK } from '../../utils';
const BLOCK_FINALITY_THRESHOLD = 10; // When to consider blocks as final. Used to compute default toBlock.
const NUM_BLOCKS_PER_QUERY = 20000; // Number of blocks to query for events at a time.
import { GetEventsFunc, getEventsWithPaginationAsync } from './utils';
export class ExchangeEventsSource {
private readonly _exchangeWrapper: ExchangeWrapper;
private readonly _web3Wrapper: Web3Wrapper;
constructor(provider: Web3ProviderEngine, networkId: number) {
this._web3Wrapper = new Web3Wrapper(provider);
const contractWrappers = new ContractWrappers(provider, { networkId });
this._exchangeWrapper = contractWrappers.exchange;
}
public async getFillEventsAsync(
fromBlock?: number,
toBlock?: number,
startBlock: number,
endBlock: number,
): Promise<Array<LogWithDecodedArgs<ExchangeFillEventArgs>>> {
return this._getEventsAsync<ExchangeFillEventArgs>(ExchangeEvents.Fill, fromBlock, toBlock);
const getFillEventsForRangeAsync = this._makeGetterFuncForEventType<ExchangeFillEventArgs>(ExchangeEvents.Fill);
return getEventsWithPaginationAsync(getFillEventsForRangeAsync, startBlock, endBlock);
}
public async getCancelEventsAsync(
fromBlock?: number,
toBlock?: number,
startBlock: number,
endBlock: number,
): Promise<Array<LogWithDecodedArgs<ExchangeCancelEventArgs>>> {
return this._getEventsAsync<ExchangeCancelEventArgs>(ExchangeEvents.Cancel, fromBlock, toBlock);
const getCancelEventsForRangeAsync = this._makeGetterFuncForEventType<ExchangeCancelEventArgs>(
ExchangeEvents.Cancel,
);
return getEventsWithPaginationAsync(getCancelEventsForRangeAsync, startBlock, endBlock);
}
public async getCancelUpToEventsAsync(
fromBlock?: number,
toBlock?: number,
startBlock: number,
endBlock: number,
): Promise<Array<LogWithDecodedArgs<ExchangeCancelUpToEventArgs>>> {
return this._getEventsAsync<ExchangeCancelUpToEventArgs>(ExchangeEvents.CancelUpTo, fromBlock, toBlock);
}
private async _getEventsAsync<ArgsType extends ExchangeEventArgs>(
eventName: ExchangeEvents,
fromBlock: number = EXCHANGE_START_BLOCK,
toBlock?: number,
): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
const calculatedToBlock =
toBlock === undefined
? (await this._web3Wrapper.getBlockNumberAsync()) - BLOCK_FINALITY_THRESHOLD
: toBlock;
let events: Array<LogWithDecodedArgs<ArgsType>> = [];
for (let currFromBlock = fromBlock; currFromBlock <= calculatedToBlock; currFromBlock += NUM_BLOCKS_PER_QUERY) {
events = events.concat(
await this._getEventsForRangeAsync<ArgsType>(
eventName,
currFromBlock,
Math.min(currFromBlock + NUM_BLOCKS_PER_QUERY - 1, calculatedToBlock),
),
);
}
return events;
}
private async _getEventsForRangeAsync<ArgsType extends ExchangeEventArgs>(
eventName: ExchangeEvents,
fromBlock: number,
toBlock: number,
): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
return this._exchangeWrapper.getLogsAsync<ArgsType>(
eventName,
{
fromBlock,
toBlock,
},
{},
const getCancelUpToEventsForRangeAsync = this._makeGetterFuncForEventType<ExchangeCancelUpToEventArgs>(
ExchangeEvents.CancelUpTo,
);
return getEventsWithPaginationAsync(getCancelUpToEventsForRangeAsync, startBlock, endBlock);
}
// Returns a getter function which gets all events of a specific type for a
// specific sub-range. This getter function will be called during each step
// of pagination.
private _makeGetterFuncForEventType<ArgsType extends ExchangeEventArgs>(
eventType: ExchangeEvents,
): GetEventsFunc<ArgsType> {
return async (fromBlock: number, toBlock: number) =>
this._exchangeWrapper.getLogsAsync<ArgsType>(eventType, { fromBlock, toBlock }, {});
}
}

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@@ -0,0 +1,67 @@
import { DecodedLogArgs, LogWithDecodedArgs } from 'ethereum-types';
const NUM_BLOCKS_PER_QUERY = 10000; // Number of blocks to query for events at a time.
const NUM_RETRIES = 3; // Number of retries if a request fails or times out.
export type GetEventsFunc<ArgsType extends DecodedLogArgs> = (
fromBlock: number,
toBlock: number,
) => Promise<Array<LogWithDecodedArgs<ArgsType>>>;
/**
* Gets all events between the given startBlock and endBlock by querying for
* NUM_BLOCKS_PER_QUERY at a time. Accepts a getter function in order to
* maximize code re-use and allow for getting different types of events for
* different contracts. If the getter function throws with a retryable error,
* it will automatically be retried up to NUM_RETRIES times.
* @param getEventsAsync A getter function which will be called for each step during pagination.
* @param startBlock The start of the entire block range to get events for.
* @param endBlock The end of the entire block range to get events for.
*/
export async function getEventsWithPaginationAsync<ArgsType extends DecodedLogArgs>(
getEventsAsync: GetEventsFunc<ArgsType>,
startBlock: number,
endBlock: number,
): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
let events: Array<LogWithDecodedArgs<ArgsType>> = [];
for (let fromBlock = startBlock; fromBlock <= endBlock; fromBlock += NUM_BLOCKS_PER_QUERY) {
const toBlock = Math.min(fromBlock + NUM_BLOCKS_PER_QUERY - 1, endBlock);
const eventsInRange = await _getEventsWithRetriesAsync(getEventsAsync, NUM_RETRIES, fromBlock, toBlock);
events = events.concat(eventsInRange);
}
return events;
}
/**
* Calls the getEventsAsync function and retries up to numRetries times if it
* throws with an error that is considered retryable.
* @param getEventsAsync a function that will be called on each iteration.
* @param numRetries the maximum number times to retry getEventsAsync if it fails with a retryable error.
* @param fromBlock the start of the sub-range of blocks we are getting events for.
* @param toBlock the end of the sub-range of blocks we are getting events for.
*/
export async function _getEventsWithRetriesAsync<ArgsType extends DecodedLogArgs>(
getEventsAsync: GetEventsFunc<ArgsType>,
numRetries: number,
fromBlock: number,
toBlock: number,
): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
let eventsInRange: Array<LogWithDecodedArgs<ArgsType>> = [];
for (let i = 0; i <= numRetries; i++) {
try {
eventsInRange = await getEventsAsync(fromBlock, toBlock);
} catch (err) {
if (isErrorRetryable(err) && i < numRetries) {
continue;
} else {
throw err;
}
}
break;
}
return eventsInRange;
}
function isErrorRetryable(err: Error): boolean {
return err.message.includes('network timeout');
}

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@@ -0,0 +1,26 @@
import { BigNumber } from '@0x/utils';
import { Column, Entity, PrimaryColumn } from 'typeorm';
import { bigNumberTransformer, numberToBigIntTransformer } from '../utils';
@Entity({ name: 'erc20_approval_events', schema: 'raw' })
export class ERC20ApprovalEvent {
@PrimaryColumn({ name: 'token_address' })
public tokenAddress!: string;
@PrimaryColumn({ name: 'log_index' })
public logIndex!: number;
@PrimaryColumn({ name: 'block_number', transformer: numberToBigIntTransformer })
public blockNumber!: number;
@Column({ name: 'raw_data' })
public rawData!: string;
@Column({ name: 'transaction_hash' })
public transactionHash!: string;
@Column({ name: 'owner_address' })
public ownerAddress!: string;
@Column({ name: 'spender_address' })
public spenderAddress!: string;
@Column({ name: 'amount', type: 'numeric', transformer: bigNumberTransformer })
public amount!: BigNumber;
}

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@@ -14,5 +14,6 @@ export { SraOrdersObservedTimeStamp, createObservedTimestampForOrder } from './s
export { TokenMetadata } from './token_metadata';
export { TokenOrderbookSnapshot } from './token_order';
export { Transaction } from './transaction';
export { ERC20ApprovalEvent } from './erc20_approval_event';
export type ExchangeEvent = ExchangeFillEvent | ExchangeCancelEvent | ExchangeCancelUpToEvent;

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@@ -3,6 +3,7 @@ import { ConnectionOptions } from 'typeorm';
import {
Block,
DexTrade,
ERC20ApprovalEvent,
ExchangeCancelEvent,
ExchangeCancelUpToEvent,
ExchangeFillEvent,
@@ -21,6 +22,7 @@ const entities = [
ExchangeCancelEvent,
ExchangeCancelUpToEvent,
ExchangeFillEvent,
ERC20ApprovalEvent,
OHLCVExternal,
Relayer,
SraOrder,

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@@ -0,0 +1,34 @@
import { ERC20TokenApprovalEventArgs } from '@0x/contract-wrappers';
import { LogWithDecodedArgs } from 'ethereum-types';
import * as R from 'ramda';
import { ERC20ApprovalEvent } from '../../entities';
/**
* Parses raw event logs for an ERC20 approval event and returns an array of
* ERC20ApprovalEvent entities.
* @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
*/
export const parseERC20ApprovalEvents: (
eventLogs: Array<LogWithDecodedArgs<ERC20TokenApprovalEventArgs>>,
) => ERC20ApprovalEvent[] = R.map(_convertToERC20ApprovalEvent);
/**
* Converts a raw event log for an ERC20 approval event into an
* ERC20ApprovalEvent entity.
* @param eventLog Raw event log (e.g. returned from contract-wrappers).
*/
export function _convertToERC20ApprovalEvent(
eventLog: LogWithDecodedArgs<ERC20TokenApprovalEventArgs>,
): ERC20ApprovalEvent {
const erc20ApprovalEvent = new ERC20ApprovalEvent();
erc20ApprovalEvent.tokenAddress = eventLog.address as string;
erc20ApprovalEvent.blockNumber = eventLog.blockNumber as number;
erc20ApprovalEvent.logIndex = eventLog.logIndex as number;
erc20ApprovalEvent.rawData = eventLog.data as string;
erc20ApprovalEvent.transactionHash = eventLog.transactionHash;
erc20ApprovalEvent.ownerAddress = eventLog.args._owner;
erc20ApprovalEvent.spenderAddress = eventLog.args._spender;
erc20ApprovalEvent.amount = eventLog.args._value;
return erc20ApprovalEvent;
}

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@@ -0,0 +1,133 @@
import { ExchangeCancelEventArgs, ExchangeCancelUpToEventArgs, ExchangeFillEventArgs } from '@0x/contract-wrappers';
import { assetDataUtils } from '@0x/order-utils';
import { AssetProxyId, ERC721AssetData } from '@0x/types';
import { LogWithDecodedArgs } from 'ethereum-types';
import * as R from 'ramda';
import { ExchangeCancelEvent, ExchangeCancelUpToEvent, ExchangeFillEvent } from '../../entities';
import { bigNumbertoStringOrNull } from '../../utils';
/**
* Parses raw event logs for a fill event and returns an array of
* ExchangeFillEvent entities.
* @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
*/
export const parseExchangeFillEvents: (
eventLogs: Array<LogWithDecodedArgs<ExchangeFillEventArgs>>,
) => ExchangeFillEvent[] = R.map(_convertToExchangeFillEvent);
/**
* Parses raw event logs for a cancel event and returns an array of
* ExchangeCancelEvent entities.
* @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
*/
export const parseExchangeCancelEvents: (
eventLogs: Array<LogWithDecodedArgs<ExchangeCancelEventArgs>>,
) => ExchangeCancelEvent[] = R.map(_convertToExchangeCancelEvent);
/**
* Parses raw event logs for a CancelUpTo event and returns an array of
* ExchangeCancelUpToEvent entities.
* @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
*/
export const parseExchangeCancelUpToEvents: (
eventLogs: Array<LogWithDecodedArgs<ExchangeCancelUpToEventArgs>>,
) => ExchangeCancelUpToEvent[] = R.map(_convertToExchangeCancelUpToEvent);
/**
* Converts a raw event log for a fill event into an ExchangeFillEvent entity.
* @param eventLog Raw event log (e.g. returned from contract-wrappers).
*/
export function _convertToExchangeFillEvent(eventLog: LogWithDecodedArgs<ExchangeFillEventArgs>): ExchangeFillEvent {
const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData);
const makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
const exchangeFillEvent = new ExchangeFillEvent();
exchangeFillEvent.contractAddress = eventLog.address as string;
exchangeFillEvent.blockNumber = eventLog.blockNumber as number;
exchangeFillEvent.logIndex = eventLog.logIndex as number;
exchangeFillEvent.rawData = eventLog.data as string;
exchangeFillEvent.transactionHash = eventLog.transactionHash;
exchangeFillEvent.makerAddress = eventLog.args.makerAddress;
exchangeFillEvent.takerAddress = eventLog.args.takerAddress;
exchangeFillEvent.feeRecipientAddress = eventLog.args.feeRecipientAddress;
exchangeFillEvent.senderAddress = eventLog.args.senderAddress;
exchangeFillEvent.makerAssetFilledAmount = eventLog.args.makerAssetFilledAmount;
exchangeFillEvent.takerAssetFilledAmount = eventLog.args.takerAssetFilledAmount;
exchangeFillEvent.makerFeePaid = eventLog.args.makerFeePaid;
exchangeFillEvent.takerFeePaid = eventLog.args.takerFeePaid;
exchangeFillEvent.orderHash = eventLog.args.orderHash;
exchangeFillEvent.rawMakerAssetData = eventLog.args.makerAssetData;
exchangeFillEvent.makerAssetType = makerAssetType;
exchangeFillEvent.makerAssetProxyId = makerAssetData.assetProxyId;
exchangeFillEvent.makerTokenAddress = makerAssetData.tokenAddress;
// tslint has a false positive here. Type assertion is required.
// tslint:disable-next-line:no-unnecessary-type-assertion
exchangeFillEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
exchangeFillEvent.rawTakerAssetData = eventLog.args.takerAssetData;
exchangeFillEvent.takerAssetType = takerAssetType;
exchangeFillEvent.takerAssetProxyId = takerAssetData.assetProxyId;
exchangeFillEvent.takerTokenAddress = takerAssetData.tokenAddress;
// tslint:disable-next-line:no-unnecessary-type-assertion
exchangeFillEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId);
return exchangeFillEvent;
}
/**
* Converts a raw event log for a cancel event into an ExchangeCancelEvent
* entity.
* @param eventLog Raw event log (e.g. returned from contract-wrappers).
*/
export function _convertToExchangeCancelEvent(
eventLog: LogWithDecodedArgs<ExchangeCancelEventArgs>,
): ExchangeCancelEvent {
const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData);
const makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
const exchangeCancelEvent = new ExchangeCancelEvent();
exchangeCancelEvent.contractAddress = eventLog.address as string;
exchangeCancelEvent.blockNumber = eventLog.blockNumber as number;
exchangeCancelEvent.logIndex = eventLog.logIndex as number;
exchangeCancelEvent.rawData = eventLog.data as string;
exchangeCancelEvent.transactionHash = eventLog.transactionHash;
exchangeCancelEvent.makerAddress = eventLog.args.makerAddress;
exchangeCancelEvent.takerAddress = eventLog.args.takerAddress;
exchangeCancelEvent.feeRecipientAddress = eventLog.args.feeRecipientAddress;
exchangeCancelEvent.senderAddress = eventLog.args.senderAddress;
exchangeCancelEvent.orderHash = eventLog.args.orderHash;
exchangeCancelEvent.rawMakerAssetData = eventLog.args.makerAssetData;
exchangeCancelEvent.makerAssetType = makerAssetType;
exchangeCancelEvent.makerAssetProxyId = makerAssetData.assetProxyId;
exchangeCancelEvent.makerTokenAddress = makerAssetData.tokenAddress;
// tslint:disable-next-line:no-unnecessary-type-assertion
exchangeCancelEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
exchangeCancelEvent.rawTakerAssetData = eventLog.args.takerAssetData;
exchangeCancelEvent.takerAssetType = takerAssetType;
exchangeCancelEvent.takerAssetProxyId = takerAssetData.assetProxyId;
exchangeCancelEvent.takerTokenAddress = takerAssetData.tokenAddress;
// tslint:disable-next-line:no-unnecessary-type-assertion
exchangeCancelEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId);
return exchangeCancelEvent;
}
/**
* Converts a raw event log for a cancelUpTo event into an
* ExchangeCancelUpToEvent entity.
* @param eventLog Raw event log (e.g. returned from contract-wrappers).
*/
export function _convertToExchangeCancelUpToEvent(
eventLog: LogWithDecodedArgs<ExchangeCancelUpToEventArgs>,
): ExchangeCancelUpToEvent {
const exchangeCancelUpToEvent = new ExchangeCancelUpToEvent();
exchangeCancelUpToEvent.contractAddress = eventLog.address as string;
exchangeCancelUpToEvent.blockNumber = eventLog.blockNumber as number;
exchangeCancelUpToEvent.logIndex = eventLog.logIndex as number;
exchangeCancelUpToEvent.rawData = eventLog.data as string;
exchangeCancelUpToEvent.transactionHash = eventLog.transactionHash;
exchangeCancelUpToEvent.makerAddress = eventLog.args.makerAddress;
exchangeCancelUpToEvent.senderAddress = eventLog.args.senderAddress;
exchangeCancelUpToEvent.orderEpoch = eventLog.args.orderEpoch;
return exchangeCancelUpToEvent;
}

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@@ -1,133 +1,2 @@
import { ExchangeCancelEventArgs, ExchangeCancelUpToEventArgs, ExchangeFillEventArgs } from '@0x/contract-wrappers';
import { assetDataUtils } from '@0x/order-utils';
import { AssetProxyId, ERC721AssetData } from '@0x/types';
import { LogWithDecodedArgs } from 'ethereum-types';
import * as R from 'ramda';
import { ExchangeCancelEvent, ExchangeCancelUpToEvent, ExchangeFillEvent } from '../../entities';
import { bigNumbertoStringOrNull } from '../../utils';
/**
* Parses raw event logs for a fill event and returns an array of
* ExchangeFillEvent entities.
* @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
*/
export const parseExchangeFillEvents: (
eventLogs: Array<LogWithDecodedArgs<ExchangeFillEventArgs>>,
) => ExchangeFillEvent[] = R.map(_convertToExchangeFillEvent);
/**
* Parses raw event logs for a cancel event and returns an array of
* ExchangeCancelEvent entities.
* @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
*/
export const parseExchangeCancelEvents: (
eventLogs: Array<LogWithDecodedArgs<ExchangeCancelEventArgs>>,
) => ExchangeCancelEvent[] = R.map(_convertToExchangeCancelEvent);
/**
* Parses raw event logs for a CancelUpTo event and returns an array of
* ExchangeCancelUpToEvent entities.
* @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
*/
export const parseExchangeCancelUpToEvents: (
eventLogs: Array<LogWithDecodedArgs<ExchangeCancelUpToEventArgs>>,
) => ExchangeCancelUpToEvent[] = R.map(_convertToExchangeCancelUpToEvent);
/**
* Converts a raw event log for a fill event into an ExchangeFillEvent entity.
* @param eventLog Raw event log (e.g. returned from contract-wrappers).
*/
export function _convertToExchangeFillEvent(eventLog: LogWithDecodedArgs<ExchangeFillEventArgs>): ExchangeFillEvent {
const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData);
const makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
const exchangeFillEvent = new ExchangeFillEvent();
exchangeFillEvent.contractAddress = eventLog.address as string;
exchangeFillEvent.blockNumber = eventLog.blockNumber as number;
exchangeFillEvent.logIndex = eventLog.logIndex as number;
exchangeFillEvent.rawData = eventLog.data as string;
exchangeFillEvent.transactionHash = eventLog.transactionHash;
exchangeFillEvent.makerAddress = eventLog.args.makerAddress;
exchangeFillEvent.takerAddress = eventLog.args.takerAddress;
exchangeFillEvent.feeRecipientAddress = eventLog.args.feeRecipientAddress;
exchangeFillEvent.senderAddress = eventLog.args.senderAddress;
exchangeFillEvent.makerAssetFilledAmount = eventLog.args.makerAssetFilledAmount;
exchangeFillEvent.takerAssetFilledAmount = eventLog.args.takerAssetFilledAmount;
exchangeFillEvent.makerFeePaid = eventLog.args.makerFeePaid;
exchangeFillEvent.takerFeePaid = eventLog.args.takerFeePaid;
exchangeFillEvent.orderHash = eventLog.args.orderHash;
exchangeFillEvent.rawMakerAssetData = eventLog.args.makerAssetData;
exchangeFillEvent.makerAssetType = makerAssetType;
exchangeFillEvent.makerAssetProxyId = makerAssetData.assetProxyId;
exchangeFillEvent.makerTokenAddress = makerAssetData.tokenAddress;
// tslint has a false positive here. Type assertion is required.
// tslint:disable-next-line:no-unnecessary-type-assertion
exchangeFillEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
exchangeFillEvent.rawTakerAssetData = eventLog.args.takerAssetData;
exchangeFillEvent.takerAssetType = takerAssetType;
exchangeFillEvent.takerAssetProxyId = takerAssetData.assetProxyId;
exchangeFillEvent.takerTokenAddress = takerAssetData.tokenAddress;
// tslint:disable-next-line:no-unnecessary-type-assertion
exchangeFillEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId);
return exchangeFillEvent;
}
/**
* Converts a raw event log for a cancel event into an ExchangeCancelEvent
* entity.
* @param eventLog Raw event log (e.g. returned from contract-wrappers).
*/
export function _convertToExchangeCancelEvent(
eventLog: LogWithDecodedArgs<ExchangeCancelEventArgs>,
): ExchangeCancelEvent {
const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData);
const makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
const exchangeCancelEvent = new ExchangeCancelEvent();
exchangeCancelEvent.contractAddress = eventLog.address as string;
exchangeCancelEvent.blockNumber = eventLog.blockNumber as number;
exchangeCancelEvent.logIndex = eventLog.logIndex as number;
exchangeCancelEvent.rawData = eventLog.data as string;
exchangeCancelEvent.transactionHash = eventLog.transactionHash;
exchangeCancelEvent.makerAddress = eventLog.args.makerAddress;
exchangeCancelEvent.takerAddress = eventLog.args.takerAddress;
exchangeCancelEvent.feeRecipientAddress = eventLog.args.feeRecipientAddress;
exchangeCancelEvent.senderAddress = eventLog.args.senderAddress;
exchangeCancelEvent.orderHash = eventLog.args.orderHash;
exchangeCancelEvent.rawMakerAssetData = eventLog.args.makerAssetData;
exchangeCancelEvent.makerAssetType = makerAssetType;
exchangeCancelEvent.makerAssetProxyId = makerAssetData.assetProxyId;
exchangeCancelEvent.makerTokenAddress = makerAssetData.tokenAddress;
// tslint:disable-next-line:no-unnecessary-type-assertion
exchangeCancelEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
exchangeCancelEvent.rawTakerAssetData = eventLog.args.takerAssetData;
exchangeCancelEvent.takerAssetType = takerAssetType;
exchangeCancelEvent.takerAssetProxyId = takerAssetData.assetProxyId;
exchangeCancelEvent.takerTokenAddress = takerAssetData.tokenAddress;
// tslint:disable-next-line:no-unnecessary-type-assertion
exchangeCancelEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId);
return exchangeCancelEvent;
}
/**
* Converts a raw event log for a cancelUpTo event into an
* ExchangeCancelUpToEvent entity.
* @param eventLog Raw event log (e.g. returned from contract-wrappers).
*/
export function _convertToExchangeCancelUpToEvent(
eventLog: LogWithDecodedArgs<ExchangeCancelUpToEventArgs>,
): ExchangeCancelUpToEvent {
const exchangeCancelUpToEvent = new ExchangeCancelUpToEvent();
exchangeCancelUpToEvent.contractAddress = eventLog.address as string;
exchangeCancelUpToEvent.blockNumber = eventLog.blockNumber as number;
exchangeCancelUpToEvent.logIndex = eventLog.logIndex as number;
exchangeCancelUpToEvent.rawData = eventLog.data as string;
exchangeCancelUpToEvent.transactionHash = eventLog.transactionHash;
exchangeCancelUpToEvent.makerAddress = eventLog.args.makerAddress;
exchangeCancelUpToEvent.senderAddress = eventLog.args.senderAddress;
exchangeCancelUpToEvent.orderEpoch = eventLog.args.orderEpoch;
return exchangeCancelUpToEvent;
}
export { parseExchangeCancelEvents, parseExchangeCancelUpToEvents, parseExchangeFillEvents } from './exchange_events';
export { parseERC20ApprovalEvents } from './erc20_events';

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@@ -0,0 +1,66 @@
// tslint:disable:no-console
import { getContractAddressesForNetworkOrThrow } from '@0x/contract-addresses';
import { web3Factory } from '@0x/dev-utils';
import { Web3ProviderEngine } from '@0x/subproviders';
import { Web3Wrapper } from '@0x/web3-wrapper';
import 'reflect-metadata';
import { Connection, ConnectionOptions, createConnection, Repository } from 'typeorm';
import { ERC20EventsSource } from '../data_sources/contract-wrappers/erc20_events';
import { ERC20ApprovalEvent } from '../entities';
import * as ormConfig from '../ormconfig';
import { parseERC20ApprovalEvents } from '../parsers/events';
import { handleError, INFURA_ROOT_URL } from '../utils';
const NETWORK_ID = 1;
const START_BLOCK_OFFSET = 100; // Number of blocks before the last known block to consider when updating fill events.
const BATCH_SAVE_SIZE = 1000; // Number of events to save at once.
const BLOCK_FINALITY_THRESHOLD = 10; // When to consider blocks as final. Used to compute default endBlock.
const WETH_START_BLOCK = 4719568; // Block number when the WETH contract was deployed.
let connection: Connection;
(async () => {
connection = await createConnection(ormConfig as ConnectionOptions);
const provider = web3Factory.getRpcProvider({
rpcUrl: INFURA_ROOT_URL,
});
const endBlock = await calculateEndBlockAsync(provider);
await getAndSaveWETHApprovalEventsAsync(provider, endBlock);
process.exit(0);
})().catch(handleError);
async function getAndSaveWETHApprovalEventsAsync(provider: Web3ProviderEngine, endBlock: number): Promise<void> {
console.log('Checking existing approval events...');
const repository = connection.getRepository(ERC20ApprovalEvent);
const startBlock = (await getStartBlockAsync(repository)) || WETH_START_BLOCK;
console.log(`Getting WETH approval events starting at ${startBlock}...`);
const wethTokenAddress = getContractAddressesForNetworkOrThrow(NETWORK_ID).etherToken;
const eventsSource = new ERC20EventsSource(provider, NETWORK_ID, wethTokenAddress);
const eventLogs = await eventsSource.getApprovalEventsAsync(startBlock, endBlock);
console.log(`Parsing ${eventLogs.length} WETH approval events...`);
const events = parseERC20ApprovalEvents(eventLogs);
console.log(`Retrieved and parsed ${events.length} total WETH approval events.`);
await repository.save(events, { chunk: Math.ceil(events.length / BATCH_SAVE_SIZE) });
}
async function calculateEndBlockAsync(provider: Web3ProviderEngine): Promise<number> {
const web3Wrapper = new Web3Wrapper(provider);
const currentBlock = await web3Wrapper.getBlockNumberAsync();
return currentBlock - BLOCK_FINALITY_THRESHOLD;
}
async function getStartBlockAsync(repository: Repository<ERC20ApprovalEvent>): Promise<number | null> {
const fillEventCount = await repository.count();
if (fillEventCount === 0) {
console.log(`No existing approval events found.`);
return null;
}
const queryResult = await connection.query(
`SELECT block_number FROM raw.erc20_approval_events ORDER BY block_number DESC LIMIT 1`,
);
const lastKnownBlock = queryResult[0].block_number;
return lastKnownBlock - START_BLOCK_OFFSET;
}

View File

@@ -1,5 +1,7 @@
// tslint:disable:no-console
import { web3Factory } from '@0x/dev-utils';
import { Web3ProviderEngine } from '@0x/subproviders';
import { Web3Wrapper } from '@0x/web3-wrapper';
import R = require('ramda');
import 'reflect-metadata';
import { Connection, ConnectionOptions, createConnection, Repository } from 'typeorm';
@@ -12,6 +14,7 @@ import { EXCHANGE_START_BLOCK, handleError, INFURA_ROOT_URL } from '../utils';
const START_BLOCK_OFFSET = 100; // Number of blocks before the last known block to consider when updating fill events.
const BATCH_SAVE_SIZE = 1000; // Number of events to save at once.
const BLOCK_FINALITY_THRESHOLD = 10; // When to consider blocks as final. Used to compute default endBlock.
let connection: Connection;
@@ -20,43 +23,44 @@ let connection: Connection;
const provider = web3Factory.getRpcProvider({
rpcUrl: INFURA_ROOT_URL,
});
const endBlock = await calculateEndBlockAsync(provider);
const eventsSource = new ExchangeEventsSource(provider, 1);
await getFillEventsAsync(eventsSource);
await getCancelEventsAsync(eventsSource);
await getCancelUpToEventsAsync(eventsSource);
await getFillEventsAsync(eventsSource, endBlock);
await getCancelEventsAsync(eventsSource, endBlock);
await getCancelUpToEventsAsync(eventsSource, endBlock);
process.exit(0);
})().catch(handleError);
async function getFillEventsAsync(eventsSource: ExchangeEventsSource): Promise<void> {
async function getFillEventsAsync(eventsSource: ExchangeEventsSource, endBlock: number): Promise<void> {
console.log('Checking existing fill events...');
const repository = connection.getRepository(ExchangeFillEvent);
const startBlock = await getStartBlockAsync(repository);
console.log(`Getting fill events starting at ${startBlock}...`);
const eventLogs = await eventsSource.getFillEventsAsync(startBlock);
const eventLogs = await eventsSource.getFillEventsAsync(startBlock, endBlock);
console.log('Parsing fill events...');
const events = parseExchangeFillEvents(eventLogs);
console.log(`Retrieved and parsed ${events.length} total fill events.`);
await saveEventsAsync(startBlock === EXCHANGE_START_BLOCK, repository, events);
}
async function getCancelEventsAsync(eventsSource: ExchangeEventsSource): Promise<void> {
async function getCancelEventsAsync(eventsSource: ExchangeEventsSource, endBlock: number): Promise<void> {
console.log('Checking existing cancel events...');
const repository = connection.getRepository(ExchangeCancelEvent);
const startBlock = await getStartBlockAsync(repository);
console.log(`Getting cancel events starting at ${startBlock}...`);
const eventLogs = await eventsSource.getCancelEventsAsync(startBlock);
const eventLogs = await eventsSource.getCancelEventsAsync(startBlock, endBlock);
console.log('Parsing cancel events...');
const events = parseExchangeCancelEvents(eventLogs);
console.log(`Retrieved and parsed ${events.length} total cancel events.`);
await saveEventsAsync(startBlock === EXCHANGE_START_BLOCK, repository, events);
}
async function getCancelUpToEventsAsync(eventsSource: ExchangeEventsSource): Promise<void> {
async function getCancelUpToEventsAsync(eventsSource: ExchangeEventsSource, endBlock: number): Promise<void> {
console.log('Checking existing CancelUpTo events...');
const repository = connection.getRepository(ExchangeCancelUpToEvent);
const startBlock = await getStartBlockAsync(repository);
console.log(`Getting CancelUpTo events starting at ${startBlock}...`);
const eventLogs = await eventsSource.getCancelUpToEventsAsync(startBlock);
const eventLogs = await eventsSource.getCancelUpToEventsAsync(startBlock, endBlock);
console.log('Parsing CancelUpTo events...');
const events = parseExchangeCancelUpToEvents(eventLogs);
console.log(`Retrieved and parsed ${events.length} total CancelUpTo events.`);
@@ -134,3 +138,9 @@ async function saveIndividuallyWithFallbackAsync<T extends ExchangeEvent>(
}
}
}
async function calculateEndBlockAsync(provider: Web3ProviderEngine): Promise<number> {
const web3Wrapper = new Web3Wrapper(provider);
const currentBlock = await web3Wrapper.getBlockNumberAsync();
return currentBlock - BLOCK_FINALITY_THRESHOLD;
}

View File

@@ -24,7 +24,7 @@ let connection: Connection;
(async () => {
connection = await createConnection(ormConfig as ConnectionOptions);
const provider = web3Factory.getRpcProvider({
rpcUrl: `${INFURA_ROOT_URL}/${process.env.INFURA_API_KEY}`,
rpcUrl: INFURA_ROOT_URL,
});
const web3Source = new Web3Source(provider);
await getAllMissingBlocks(web3Source);

View File

@@ -0,0 +1,109 @@
// tslint:disable:custom-no-magic-numbers
import * as chai from 'chai';
import { LogWithDecodedArgs } from 'ethereum-types';
import 'mocha';
import { _getEventsWithRetriesAsync } from '../../../src/data_sources/contract-wrappers/utils';
import { chaiSetup } from '../../utils/chai_setup';
chaiSetup.configure();
const expect = chai.expect;
const retryableMessage = 'network timeout: (simulated network timeout error)';
const retryableError = new Error(retryableMessage);
describe('data_sources/contract-wrappers/utils', () => {
describe('_getEventsWithRetriesAsync', () => {
it('sends a single request if it was successful', async () => {
// Pre-declare values for the fromBlock and toBlock arguments.
const expectedFromBlock = 100;
const expectedToBlock = 200;
const expectedLogs: Array<LogWithDecodedArgs<any>> = [
{
logIndex: 123,
transactionIndex: 456,
transactionHash: '0x6dd106d002873746072fc5e496dd0fb2541b68c77bcf9184ae19a42fd33657fe',
blockHash: '0x6dd106d002873746072fc5e496dd0fb2541b68c77bcf9184ae19a42fd33657ff',
blockNumber: 789,
address: '0x6dd106d002873746072fc5e496dd0fb2541b68c77bcf9184ae19a42fd3365800',
data: 'fake raw data',
topics: [],
event: 'TEST_EVENT',
args: [1, 2, 3],
},
];
// mockGetEventsAsync checks its arguments, increments `callCount`
// and returns `expectedLogs`.
let callCount = 0;
const mockGetEventsAsync = async (
fromBlock: number,
toBlock: number,
): Promise<Array<LogWithDecodedArgs<any>>> => {
expect(fromBlock).equals(expectedFromBlock);
expect(toBlock).equals(expectedToBlock);
callCount += 1;
return expectedLogs;
};
// Make sure that we get what we expected and that the mock function
// was called exactly once.
const gotLogs = await _getEventsWithRetriesAsync(mockGetEventsAsync, 3, expectedFromBlock, expectedToBlock);
expect(gotLogs).deep.equals(expectedLogs);
expect(callCount).equals(
1,
'getEventsAsync function was called more than once even though it was successful',
);
});
it('retries and eventually succeeds', async () => {
const numRetries = 5;
let callCount = 0;
// mockGetEventsAsync throws unless callCount == numRetries + 1.
const mockGetEventsAsync = async (
_fromBlock: number,
_toBlock: number,
): Promise<Array<LogWithDecodedArgs<any>>> => {
callCount += 1;
if (callCount === numRetries + 1) {
return [];
}
throw retryableError;
};
await _getEventsWithRetriesAsync(mockGetEventsAsync, numRetries, 100, 300);
expect(callCount).equals(numRetries + 1, 'getEventsAsync function was called the wrong number of times');
});
it('throws for non-retryable errors', async () => {
const numRetries = 5;
const expectedMessage = 'Non-retryable error';
// mockGetEventsAsync always throws a non-retryable error.
const mockGetEventsAsync = async (
_fromBlock: number,
_toBlock: number,
): Promise<Array<LogWithDecodedArgs<any>>> => {
throw new Error(expectedMessage);
};
// Note(albrow): This does actually return a promise (or at least a
// "promise-like object" and is a false positive in TSLint.
// tslint:disable-next-line:await-promise
await expect(_getEventsWithRetriesAsync(mockGetEventsAsync, numRetries, 100, 300)).to.be.rejectedWith(
expectedMessage,
);
});
it('throws after too many retries', async () => {
const numRetries = 5;
// mockGetEventsAsync always throws a retryable error.
const mockGetEventsAsync = async (
_fromBlock: number,
_toBlock: number,
): Promise<Array<LogWithDecodedArgs<any>>> => {
throw retryableError;
};
// Note(albrow): This does actually return a promise (or at least a
// "promise-like object" and is a false positive in TSLint.
// tslint:disable-next-line:await-promise
await expect(_getEventsWithRetriesAsync(mockGetEventsAsync, numRetries, 100, 300)).to.be.rejectedWith(
retryableMessage,
);
});
});
});

View File

@@ -0,0 +1,29 @@
import { BigNumber } from '@0x/utils';
import 'mocha';
import 'reflect-metadata';
import { ERC20ApprovalEvent } from '../../src/entities';
import { createDbConnectionOnceAsync } from '../db_setup';
import { chaiSetup } from '../utils/chai_setup';
import { testSaveAndFindEntityAsync } from './util';
chaiSetup.configure();
// tslint:disable:custom-no-magic-numbers
describe('ERC20ApprovalEvent entity', () => {
it('save/find', async () => {
const connection = await createDbConnectionOnceAsync();
const event = new ERC20ApprovalEvent();
event.tokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
event.blockNumber = 6281577;
event.rawData = '0x000000000000000000000000000000000000000000000002b9cba5ee21ad3df9';
event.logIndex = 43;
event.transactionHash = '0xcb46b19c786376a0a0140d51e3e606a4c4f926d8ca5434e96d2f69d04d8d9c7f';
event.ownerAddress = '0x0b65c5f6f3a05d6be5588a72b603360773b3fe04';
event.spenderAddress = '0x448a5065aebb8e423f0896e6c5d525c040f59af3';
event.amount = new BigNumber('50281464906893835769');
const blocksRepository = connection.getRepository(ERC20ApprovalEvent);
await testSaveAndFindEntityAsync(blocksRepository, event);
});
});

View File

@@ -7,7 +7,6 @@ import * as R from 'ramda';
import { BLOXY_DEX_TRADES_URL, BloxyTrade } from '../../../src/data_sources/bloxy';
import { DexTrade } from '../../../src/entities';
import { _parseBloxyTrade } from '../../../src/parsers/bloxy';
import { _convertToExchangeFillEvent } from '../../../src/parsers/events';
import { chaiSetup } from '../../utils/chai_setup';
chaiSetup.configure();

View File

@@ -0,0 +1,54 @@
import { ERC20TokenApprovalEventArgs } from '@0x/contract-wrappers';
import { BigNumber } from '@0x/utils';
import * as chai from 'chai';
import { LogWithDecodedArgs } from 'ethereum-types';
import 'mocha';
import { ERC20ApprovalEvent } from '../../../src/entities';
import { _convertToERC20ApprovalEvent } from '../../../src/parsers/events/erc20_events';
import { _convertToExchangeFillEvent } from '../../../src/parsers/events/exchange_events';
import { chaiSetup } from '../../utils/chai_setup';
chaiSetup.configure();
const expect = chai.expect;
// tslint:disable:custom-no-magic-numbers
describe('erc20_events', () => {
describe('_convertToERC20ApprovalEvent', () => {
it('converts LogWithDecodedArgs to ERC20ApprovalEvent entity', () => {
const input: LogWithDecodedArgs<ERC20TokenApprovalEventArgs> = {
address: '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2',
blockHash: '0xd2d7aafaa7102aec0bca8ef026d5a85133e87892334c46ee1e92e42912991c9b',
blockNumber: 6281577,
data: '0x000000000000000000000000000000000000000000000002b9cba5ee21ad3df9',
logIndex: 43,
topics: [
'0x8c5be1e5ebec7d5bd14f71427d1e84f3dd0314c0f7b2291e5b200ac8c7c3b925',
'0x0000000000000000000000000b65c5f6f3a05d6be5588a72b603360773b3fe04',
'0x000000000000000000000000448a5065aebb8e423f0896e6c5d525c040f59af3',
],
transactionHash: '0xcb46b19c786376a0a0140d51e3e606a4c4f926d8ca5434e96d2f69d04d8d9c7f',
transactionIndex: 103,
event: 'Approval',
args: {
_owner: '0x0b65c5f6f3a05d6be5588a72b603360773b3fe04',
_spender: '0x448a5065aebb8e423f0896e6c5d525c040f59af3',
_value: new BigNumber('50281464906893835769'),
},
};
const expected = new ERC20ApprovalEvent();
expected.tokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
expected.blockNumber = 6281577;
expected.rawData = '0x000000000000000000000000000000000000000000000002b9cba5ee21ad3df9';
expected.logIndex = 43;
expected.transactionHash = '0xcb46b19c786376a0a0140d51e3e606a4c4f926d8ca5434e96d2f69d04d8d9c7f';
expected.ownerAddress = '0x0b65c5f6f3a05d6be5588a72b603360773b3fe04';
expected.spenderAddress = '0x448a5065aebb8e423f0896e6c5d525c040f59af3';
expected.amount = new BigNumber('50281464906893835769');
const actual = _convertToERC20ApprovalEvent(input);
expect(actual).deep.equal(expected);
});
});
});

View File

@@ -5,7 +5,7 @@ import { LogWithDecodedArgs } from 'ethereum-types';
import 'mocha';
import { ExchangeFillEvent } from '../../../src/entities';
import { _convertToExchangeFillEvent } from '../../../src/parsers/events';
import { _convertToExchangeFillEvent } from '../../../src/parsers/events/exchange_events';
import { chaiSetup } from '../../utils/chai_setup';
chaiSetup.configure();