Add initial implementation of expiration watcher

2 files changed, 81 insertions, 2 deletions

diff --git a/packages/0x.js/src/order_watcher/expiration_watcher.ts b/packages/0x.js/src/order_watcher/expiration_watcher.ts
new file mode 100644
index 000000000..1a9e9a418
--- /dev/null
+++ b/packages/0x.js/src/order_watcher/expiration_watcher.ts
@@ -0,0 +1,58 @@
+import * as _ from 'lodash';
+import {BigNumber} from 'bignumber.js';
+import {utils} from '../utils/utils';
+import {intervalUtils} from '../utils/interval_utils';
+import {SignedOrder} from '../types';
+import {Heap} from '../utils/heap';
+import {ZeroEx} from '../0x';
+
+// Order prunning is very fast
+const DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS = 50;
+
+/**
+ * This class includes all the functionality related to prunning expired orders
+ */
+export class ExpirationWatcher {
+    private orderHashHeapByExpiration: Heap<string>;
+    private expiration: {[orderHash: string]: BigNumber};
+    private callbackIfExists?: (orderHash: string) => void;
+    private orderExpirationCheckingIntervalMs: number;
+    private orderExpirationCheckingIntervalIdIfExists?: NodeJS.Timer;
+    constructor(orderExpirationCheckingIntervalMs?: number) {
+        this.orderExpirationCheckingIntervalMs = orderExpirationCheckingIntervalMs ||
+                                                 DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS;
+        this.expiration = {};
+        const scoreFunction = ((orderHash: string) => {
+            return this.expiration[orderHash].toNumber();
+        }).bind(this);
+        this.orderHashHeapByExpiration = new Heap(scoreFunction);
+    }
+    public subscribe(callback: (orderHash: string) => void): void {
+        this.callbackIfExists = callback;
+        this.orderExpirationCheckingIntervalIdIfExists = intervalUtils.setAsyncExcludingInterval(
+            this.pruneExpiredOrders.bind(this), this.orderExpirationCheckingIntervalMs,
+        );
+    }
+    public unsubscribe(): void {
+        intervalUtils.clearAsyncExcludingInterval(this.orderExpirationCheckingIntervalIdIfExists as NodeJS.Timer);
+        delete this.callbackIfExists;
+    }
+    public addOrder(orderHash: string, expirationUnixTimestampSec: BigNumber): void {
+        this.expiration[orderHash] = expirationUnixTimestampSec;
+        // We don't remove hashes on order remove because it's slow (linear).
+        // We just skip them later if the order was already removed from the order watcher.
+        this.orderHashHeapByExpiration.push(orderHash);
+    }
+    private pruneExpiredOrders(): void {
+        const currentUnixTimestampSec = utils.getCurrentUnixTimestamp();
+        while (
+            this.orderHashHeapByExpiration.size() !== 0 &&
+            this.expiration[this.orderHashHeapByExpiration.head()].lessThan(currentUnixTimestampSec) &&
+            !_.isUndefined(this.callbackIfExists)
+        ) {
+            const orderHash = this.orderHashHeapByExpiration.pop();
+            delete this.expiration[orderHash];
+            this.callbackIfExists(orderHash);
+        }
+    }
+}
diff --git a/packages/0x.js/src/order_watcher/order_state_watcher.ts b/packages/0x.js/src/order_watcher/order_state_watcher.ts
index 2b9d7997e..f21ad0bbe 100644
--- a/packages/0x.js/src/order_watcher/order_state_watcher.ts
+++ b/packages/0x.js/src/order_watcher/order_state_watcher.ts
@@ -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]: {
@@ -56,6 +57,7 @@ export class OrderStateWatcher {
     private _eventWatcher: EventWatcher;
     private _web3Wrapper: Web3Wrapper;
     private _abiDecoder: AbiDecoder;
+    private _expirationWatcher: ExpirationWatcher;
     private _orderStateUtils: OrderStateUtils;
     private _orderFilledCancelledLazyStore: OrderFilledCancelledLazyStore;
     private _balanceAndProxyAllowanceLazyStore: BalanceAndProxyAllowanceLazyStore;
@@ -72,6 +74,10 @@ export class OrderStateWatcher {
         this._orderStateUtils = new OrderStateUtils(
             this._balanceAndProxyAllowanceLazyStore, this._orderFilledCancelledLazyStore,
         );
+        const orderExpirationCheckingIntervalMs = _.isUndefined(config) ?
+                                                  undefined :
+                                                  config.orderExpirationCheckingIntervalMs;
+        this._expirationWatcher = new ExpirationWatcher(orderExpirationCheckingIntervalMs);
     }
     /**
      * Add an order to the orderStateWatcher. Before the order is added, it's
@@ -84,6 +90,8 @@ export class OrderStateWatcher {
         assert.isValidSignature(orderHash, signedOrder.ecSignature, signedOrder.maker);
         this._orderByOrderHash[orderHash] = signedOrder;
         this.addToDependentOrderHashes(signedOrder, orderHash);
+        // We don't remove orders from expirationWatcher because heap removal is linear. We just skip it later
+        this._expirationWatcher.addOrder(orderHash, signedOrder.expirationUnixTimestampSec);
     }
     /**
      * Removes an order from the orderStateWatcher
@@ -111,6 +119,7 @@ export class OrderStateWatcher {
         }
         this._callbackIfExistsAsync = callback;
         this._eventWatcher.subscribe(this._onEventWatcherCallbackAsync.bind(this));
+        this._expirationWatcher.subscribe(this._onOrderExpired.bind(this));
     }
     /**
      * Ends an orderStateWatcher subscription.
@@ -123,6 +132,18 @@ export class OrderStateWatcher {
         this._orderFilledCancelledLazyStore.deleteAll();
         delete this._callbackIfExistsAsync;
         this._eventWatcher.unsubscribe();
+        this._expirationWatcher.unsubscribe();
+    }
+    private _onOrderExpired(orderHash: string): void {
+        const orderState: OrderState = {
+            isValid: false,
+            orderHash,
+            error: ExchangeContractErrs.OrderFillExpired,
+        };
+        if (!_.isUndefined(this._orderByOrderHash[orderHash])) {
+            // We need this check because we never remove the orders from expiration watcher
+            (this._callbackIfExistsAsync as OnOrderStateChangeCallback)(orderState);
+        }
     }
     private async _onEventWatcherCallbackAsync(log: LogEvent): Promise<void> {
         const maybeDecodedLog = this._abiDecoder.tryToDecodeLogOrNoop(log);