Add initial mempool watching implememtation

8 files changed, 115 insertions, 32 deletions

diff --git a/package.json b/package.json
index aa22ba657..dcba9f452 100644
--- a/package.json
+++ b/package.json
@@ -78,14 +78,14 @@
     "sinon": "^4.0.0",
     "source-map-support": "^0.5.0",
     "truffle-hdwallet-provider": "^0.0.3",
-    "tslint": "^5.3.2",
+    "tslint": "~5.5.0",
     "tslint-config-0xproject": "^0.0.2",
     "typedoc": "~0.8.0",
     "types-bn": "^0.0.1",
     "types-ethereumjs-util": "0xProject/types-ethereumjs-util",
     "typescript": "^2.4.1",
     "web3-provider-engine": "^13.0.1",
-    "web3-typescript-typings": "^0.6.2",
+    "web3-typescript-typings": "^0.7.0",
     "webpack": "^3.1.0"
   },
   "dependencies": {
diff --git a/src/0x.ts b/src/0x.ts
index bc753434c..10db7e158 100644
--- a/src/0x.ts
+++ b/src/0x.ts
@@ -11,6 +11,7 @@ import {assert} from './utils/assert';
 import {AbiDecoder} from './utils/abi_decoder';
 import {intervalUtils} from './utils/interval_utils';
 import {artifacts} from './artifacts';
+import {MempoolWatcher} from './mempool/mempool_watcher';
 import {ExchangeWrapper} from './contract_wrappers/exchange_wrapper';
 import {TokenRegistryWrapper} from './contract_wrappers/token_registry_wrapper';
 import {EtherTokenWrapper} from './contract_wrappers/ether_token_wrapper';
@@ -65,6 +66,10 @@ export class ZeroEx {
      * tokenTransferProxy smart contract.
      */
     public proxy: TokenTransferProxyWrapper;
+    /**
+     * An instance of the MempoolWatcher class containing methods for watching pending events.
+     */
+    public mempool: MempoolWatcher;
     private _web3Wrapper: Web3Wrapper;
     private _abiDecoder: AbiDecoder;
     /**
@@ -191,6 +196,11 @@ export class ZeroEx {
             gasPrice,
         };
         this._web3Wrapper = new Web3Wrapper(provider, defaults);
+        const mempoolPollingIntervalMs = _.isUndefined(config) ? undefined : config.mempoolPollingIntervalMs;
+        this.mempool = new MempoolWatcher(
+            this._web3Wrapper,
+            mempoolPollingIntervalMs,
+        );
         this.token = new TokenWrapper(
             this._web3Wrapper,
             this._abiDecoder,
diff --git a/src/index.ts b/src/index.ts
index 249c20519..7a9b8aa63 100644
--- a/src/index.ts
+++ b/src/index.ts
@@ -35,4 +35,6 @@ export {
     OrderTransactionOpts,
     FilterObject,
     LogEvent,
+    DecodedLogEvent,
+    MempoolEventCallback,
 } from './types';
diff --git a/src/mempool/mempool_watcher.ts b/src/mempool/mempool_watcher.ts
new file mode 100644
index 000000000..be598c28f
--- /dev/null
+++ b/src/mempool/mempool_watcher.ts
@@ -0,0 +1,64 @@
+import * as Web3 from 'web3';
+import * as _ from 'lodash';
+import {Web3Wrapper} from '../web3_wrapper';
+import {BlockParamLiteral, EventCallback, MempoolEventCallback} from '../types';
+import {AbiDecoder} from '../utils/abi_decoder';
+import {intervalUtils} from '../utils/interval_utils';
+
+const DEFAULT_MEMPOOL_POLLING_INTERVAL = 200;
+
+export class MempoolWatcher {
+    private _web3Wrapper: Web3Wrapper;
+    private _pollingIntervalMs: number;
+    private _intervalId: NodeJS.Timer;
+    private _lastMempoolEvents: Web3.LogEntry[] = [];
+    private _callback?: MempoolEventCallback;
+    constructor(web3Wrapper: Web3Wrapper, pollingIntervalMs: undefined|number) {
+        this._web3Wrapper = web3Wrapper;
+        this._pollingIntervalMs = _.isUndefined(pollingIntervalMs) ?
+                                  DEFAULT_MEMPOOL_POLLING_INTERVAL :
+                                  pollingIntervalMs;
+    }
+    public subscribe(callback: MempoolEventCallback): void {
+        this._callback = callback;
+        this._intervalId = intervalUtils.setAsyncExcludingInterval(
+            this._pollForMempoolEventsAsync.bind(this), this._pollingIntervalMs);
+    }
+    public unsubscribe(): void {
+        delete this._callback;
+        intervalUtils.clearAsyncExcludingInterval(this._intervalId);
+    }
+    private async _pollForMempoolEventsAsync(): Promise<void> {
+        const pendingEvents = await this._getMempoolEventsAsync();
+        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._lastMempoolEvents, pendingEvents, _.isEqual);
+        const newEvents = _.differenceBy(pendingEvents, this._lastMempoolEvents, _.isEqual);
+        let isRemoved = true;
+        this._emitDifferences(removedEvents, isRemoved);
+        isRemoved = false;
+        this._emitDifferences(newEvents, isRemoved);
+        this._lastMempoolEvents = pendingEvents;
+    }
+    private async _getMempoolEventsAsync(): Promise<Web3.LogEntry[]> {
+        const mempoolFilter = {
+            fromBlock: BlockParamLiteral.Pending,
+            toBlock: BlockParamLiteral.Pending,
+        };
+        const pendingEvents = await this._web3Wrapper.getLogsAsync(mempoolFilter);
+        return pendingEvents;
+    }
+    private _emitDifferences(logs: Web3.LogEntry[], isRemoved: boolean): void {
+        _.forEach(logs, log => {
+            const logWithDecodedArgsEvent = {
+                removed: isRemoved,
+                ...log,
+            };
+            (this._callback as MempoolEventCallback)(logWithDecodedArgsEvent);
+        });
+    }
+}
diff --git a/src/types.ts b/src/types.ts
index 9ac726ef8..1b32ccdf9 100644
--- a/src/types.ts
+++ b/src/types.ts
@@ -37,12 +37,17 @@ export type OrderAddresses = [string, string, string, string, string];
 export type OrderValues = [BigNumber, BigNumber, BigNumber,
                            BigNumber, BigNumber, BigNumber];
 
-export interface LogEvent<ArgsType> extends LogWithDecodedArgs<ArgsType> {
-    removed: boolean;
-}
-export type EventCallbackAsync<ArgsType> = (log: LogEvent<ArgsType>) => Promise<void>;
-export type EventCallbackSync<ArgsType> = (log: LogEvent<ArgsType>) => void;
+export type LogEvent = Web3.LogEntryEvent;
+export type DecodedLogEvent<ArgsType> = Web3.DecodedLogEntryEvent<ArgsType>;
+
+export type EventCallbackAsync<ArgsType> = (log: DecodedLogEvent<ArgsType>) => Promise<void>;
+export type EventCallbackSync<ArgsType> = (log: DecodedLogEvent<ArgsType>) => void;
 export type EventCallback<ArgsType> = EventCallbackSync<ArgsType>|EventCallbackAsync<ArgsType>;
+
+export type MempoolEventCallbackSync = (log: LogEvent) => void;
+export type MempoolEventCallbackAsync = (log: LogEvent) => Promise<void>;
+export type MempoolEventCallback = MempoolEventCallbackSync|MempoolEventCallbackAsync;
+
 export interface ExchangeContract extends Web3.ContractInstance {
     isValidSignature: {
         callAsync: (signerAddressHex: string, dataHex: string, v: number, r: string, s: string,
@@ -394,12 +399,14 @@ export interface JSONRPCPayload {
  * exchangeContractAddress: The address of an exchange contract to use
  * tokenRegistryContractAddress: The address of a token registry contract to use
  * etherTokenContractAddress: The address of an ether token contract to use
+ * mempoolPollingIntervalMs: How often to check for new mempool events
  */
 export interface ZeroExConfig {
     gasPrice?: BigNumber; // Gas price to use with every transaction
     exchangeContractAddress?: string;
     tokenRegistryContractAddress?: string;
     etherTokenContractAddress?: string;
+    mempoolPollingIntervalMs?: number;
 }
 
 export type TransactionReceipt = Web3.TransactionReceipt;
@@ -415,12 +422,7 @@ export interface DecodedLogArgs {
     [argName: string]: ContractEventArg;
 }
 
-export interface DecodedArgs<ArgsType> {
-    args: ArgsType;
-    event: string;
-}
-
-export interface LogWithDecodedArgs<ArgsType> extends Web3.LogEntry, DecodedArgs<ArgsType> {}
+export interface LogWithDecodedArgs<ArgsType> extends Web3.DecodedLogEntry<ArgsType> {}
 
 export interface TransactionReceiptWithDecodedLogs extends Web3.TransactionReceipt {
     logs: Array<LogWithDecodedArgs<DecodedLogArgs>|Web3.LogEntry>;
diff --git a/test/exchange_wrapper_test.ts b/test/exchange_wrapper_test.ts
index 7c76499d5..15d1cb3e4 100644
--- a/test/exchange_wrapper_test.ts
+++ b/test/exchange_wrapper_test.ts
@@ -18,6 +18,7 @@ import {
     LogFillContractEventArgs,
     LogCancelContractEventArgs,
     LogEvent,
+    DecodedLogEvent,
 } from '../src';
 import {DoneCallback, BlockParamLiteral} from '../src/types';
 import {FillScenarios} from './utils/fill_scenarios';
@@ -304,11 +305,11 @@ describe('ExchangeWrapper', () => {
                     orderFillBatch = [
                         {
                             signedOrder,
-                            takerTokenFillAmount: takerTokenFillAmount,
+                            takerTokenFillAmount,
                         },
                         {
                             signedOrder: anotherSignedOrder,
-                            takerTokenFillAmount: takerTokenFillAmount,
+                            takerTokenFillAmount,
                         },
                     ];
                 });
@@ -647,7 +648,7 @@ describe('ExchangeWrapper', () => {
         // Source: https://github.com/mochajs/mocha/issues/2407
         it('Should receive the LogFill event when an order is filled', (done: DoneCallback) => {
             (async () => {
-                const callback = (logEvent: LogEvent<LogFillContractEventArgs>) => {
+                const callback = (logEvent: DecodedLogEvent<LogFillContractEventArgs>) => {
                     expect(logEvent.event).to.be.equal(ExchangeEvents.LogFill);
                     done();
                 };
@@ -655,13 +656,14 @@ describe('ExchangeWrapper', () => {
                     ExchangeEvents.LogFill, indexFilterValues, callback,
                 );
                 await zeroEx.exchange.fillOrderAsync(
-                    signedOrder, takerTokenFillAmountInBaseUnits, shouldThrowOnInsufficientBalanceOrAllowance, takerAddress,
+                    signedOrder, takerTokenFillAmountInBaseUnits, shouldThrowOnInsufficientBalanceOrAllowance,
+                    takerAddress,
                 );
             })().catch(done);
         });
         it('Should receive the LogCancel event when an order is cancelled', (done: DoneCallback) => {
             (async () => {
-                const callback = (logEvent: LogEvent<LogCancelContractEventArgs>) => {
+                const callback = (logEvent: DecodedLogEvent<LogCancelContractEventArgs>) => {
                     expect(logEvent.event).to.be.equal(ExchangeEvents.LogCancel);
                     done();
                 };
@@ -673,7 +675,7 @@ describe('ExchangeWrapper', () => {
         });
         it('Outstanding subscriptions are cancelled when zeroEx.setProviderAsync called', (done: DoneCallback) => {
             (async () => {
-                const callbackNeverToBeCalled = (logEvent: LogEvent<LogFillContractEventArgs>) => {
+                const callbackNeverToBeCalled = (logEvent: DecodedLogEvent<LogFillContractEventArgs>) => {
                     done(new Error('Expected this subscription to have been cancelled'));
                 };
                 await zeroEx.exchange.subscribeAsync(
@@ -683,7 +685,7 @@ describe('ExchangeWrapper', () => {
                 const newProvider = web3Factory.getRpcProvider();
                 await zeroEx.setProviderAsync(newProvider);
 
-                const callback = (logEvent: LogEvent<LogFillContractEventArgs>) => {
+                const callback = (logEvent: DecodedLogEvent<LogFillContractEventArgs>) => {
                     expect(logEvent.event).to.be.equal(ExchangeEvents.LogFill);
                     done();
                 };
@@ -691,13 +693,14 @@ describe('ExchangeWrapper', () => {
                     ExchangeEvents.LogFill, indexFilterValues, callback,
                 );
                 await zeroEx.exchange.fillOrderAsync(
-                    signedOrder, takerTokenFillAmountInBaseUnits, shouldThrowOnInsufficientBalanceOrAllowance, takerAddress,
+                    signedOrder, takerTokenFillAmountInBaseUnits, shouldThrowOnInsufficientBalanceOrAllowance,
+                    takerAddress,
                 );
             })().catch(done);
         });
         it('Should cancel subscription when unsubscribe called', (done: DoneCallback) => {
             (async () => {
-                const callbackNeverToBeCalled = (logEvent: LogEvent<LogFillContractEventArgs>) => {
+                const callbackNeverToBeCalled = (logEvent: DecodedLogEvent<LogFillContractEventArgs>) => {
                     done(new Error('Expected this subscription to have been cancelled'));
                 };
                 const subscriptionToken = await zeroEx.exchange.subscribeAsync(
@@ -705,7 +708,8 @@ describe('ExchangeWrapper', () => {
                 );
                 zeroEx.exchange.unsubscribe(subscriptionToken);
                 await zeroEx.exchange.fillOrderAsync(
-                    signedOrder, takerTokenFillAmountInBaseUnits, shouldThrowOnInsufficientBalanceOrAllowance, takerAddress,
+                    signedOrder, takerTokenFillAmountInBaseUnits, shouldThrowOnInsufficientBalanceOrAllowance,
+                    takerAddress,
                 );
                 done();
             })().catch(done);
diff --git a/test/token_wrapper_test.ts b/test/token_wrapper_test.ts
index b35fa43f9..2f6f126c1 100644
--- a/test/token_wrapper_test.ts
+++ b/test/token_wrapper_test.ts
@@ -17,6 +17,7 @@ import {
     TokenContractEventArgs,
     LogWithDecodedArgs,
     LogEvent,
+    DecodedLogEvent,
 } from '../src';
 import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
 import {TokenUtils} from './utils/token_utils';
@@ -358,7 +359,7 @@ describe('TokenWrapper', () => {
         // Source: https://github.com/mochajs/mocha/issues/2407
         it('Should receive the Transfer event when tokens are transfered', (done: DoneCallback) => {
             (async () => {
-                const callback = (logEvent: LogEvent<TransferContractEventArgs>) => {
+                const callback = (logEvent: DecodedLogEvent<TransferContractEventArgs>) => {
                     expect(logEvent).to.not.be.undefined();
                     const args = logEvent.args;
                     expect(args._from).to.be.equal(coinbase);
@@ -373,7 +374,7 @@ describe('TokenWrapper', () => {
         });
         it('Should receive the Approval event when allowance is being set', (done: DoneCallback) => {
             (async () => {
-                const callback = (logEvent: LogEvent<ApprovalContractEventArgs>) => {
+                const callback = (logEvent: DecodedLogEvent<ApprovalContractEventArgs>) => {
                     expect(logEvent).to.not.be.undefined();
                     const args = logEvent.args;
                     expect(args._owner).to.be.equal(coinbase);
@@ -388,13 +389,13 @@ describe('TokenWrapper', () => {
         });
         it('Outstanding subscriptions are cancelled when zeroEx.setProviderAsync called', (done: DoneCallback) => {
             (async () => {
-                const callbackNeverToBeCalled = (logEvent: LogEvent<TransferContractEventArgs>) => {
+                const callbackNeverToBeCalled = (logEvent: DecodedLogEvent<TransferContractEventArgs>) => {
                     done(new Error('Expected this subscription to have been cancelled'));
                 };
                 zeroEx.token.subscribe(
                     tokenAddress, TokenEvents.Transfer, indexFilterValues, callbackNeverToBeCalled,
                 );
-                const callbackToBeCalled = (logEvent: LogEvent<TransferContractEventArgs>) => {
+                const callbackToBeCalled = (logEvent: DecodedLogEvent<TransferContractEventArgs>) => {
                     done();
                 };
                 const newProvider = web3Factory.getRpcProvider();
@@ -407,7 +408,7 @@ describe('TokenWrapper', () => {
         });
         it('Should cancel subscription when unsubscribe called', (done: DoneCallback) => {
             (async () => {
-                const callbackNeverToBeCalled = (logEvent: LogEvent<TokenContractEventArgs>) => {
+                const callbackNeverToBeCalled = (logEvent: DecodedLogEvent<TokenContractEventArgs>) => {
                     done(new Error('Expected this subscription to have been cancelled'));
                 };
                 const subscriptionToken = zeroEx.token.subscribe(
diff --git a/yarn.lock b/yarn.lock
index eefd9a429..65bfa7476 100644
--- a/yarn.lock
+++ b/yarn.lock
@@ -4685,7 +4685,7 @@ tslint-react@^3.0.0:
   version "3.0.0"
   resolved "https://registry.yarnpkg.com/tslint-react/-/tslint-react-3.0.0.tgz#00c48ab7f22e91533b62bdef2c162b49447af00a"
 
-tslint@^5.3.2:
+tslint@~5.5.0:
   version "5.5.0"
   resolved "https://registry.yarnpkg.com/tslint/-/tslint-5.5.0.tgz#10e8dab3e3061fa61e9442e8cee3982acf20a6aa"
   dependencies:
@@ -4940,9 +4940,9 @@ web3-provider-engine@^8.4.0:
     xhr "^2.2.0"
     xtend "^4.0.1"
 
-web3-typescript-typings@^0.6.2:
-  version "0.6.2"
-  resolved "https://registry.yarnpkg.com/web3-typescript-typings/-/web3-typescript-typings-0.6.2.tgz#5dd9bf4dcd1d6dd6897c87d055d1f5cc8f98dfbd"
+web3-typescript-typings@^0.7.0:
+  version "0.7.0"
+  resolved "https://registry.yarnpkg.com/web3-typescript-typings/-/web3-typescript-typings-0.7.0.tgz#a8adcfaa5f4933eddd53d9e592bace3edfffa050"
   dependencies:
     bignumber.js "^4.0.2"