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Remove custom heap and use bintrees

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This commit is contained in:
Leonid Logvinov
2017-11-20 14:40:53 -06:00
parent 71475d3cea
commit 5788b90c52
5 changed files with 25 additions and 103 deletions
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4
packages/0x.js/package.json
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@@ -49,6 +49,7 @@
"node": ">=6.0.0"
},
"devDependencies": {
"@types/bintrees": "^1.0.2",
"@types/jsonschema": "^1.1.1",
"@types/lodash": "^4.14.64",
"@types/mocha": "^2.2.41",
@@ -87,9 +88,10 @@
"webpack": "^3.1.0"
},
"dependencies": {
"@0xproject/assert": "0.0.3",
"0x-json-schemas": "^0.6.1",
"@0xproject/assert": "0.0.3",
"bignumber.js": "~4.1.0",
"bintrees": "^1.0.2",
"compare-versions": "^3.0.1",
"es6-promisify": "^5.0.0",
"ethereumjs-abi": "^0.6.4",

22
packages/0x.js/src/order_watcher/expiration_watcher.ts
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@@ -1,9 +1,9 @@
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 {Heap} from '../utils/heap';
import {ZeroEx} from '../0x';
const DEFAULT_EXPIRATION_MARGIN_MS = 0;
@@ -14,7 +14,7 @@ const DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS = 50;
* It stores them in a min heap by expiration time and checks for expired ones every `orderExpirationCheckingIntervalMs`
*/
export class ExpirationWatcher {
private orderHashHeapByExpiration: Heap<string>;
private orderHashRBTreeByExpiration: RBTree<string>;
private expiration: {[orderHash: string]: BigNumber} = {};
private callbackIfExists?: (orderHash: string) => void;
private orderExpirationCheckingIntervalMs: number;
@@ -27,7 +27,8 @@ export class ExpirationWatcher {
this.orderExpirationCheckingIntervalMs = expirationMarginIfExistsMs ||
DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS;
const scoreFunction = (orderHash: string) => this.expiration[orderHash].toNumber();
this.orderHashHeapByExpiration = new Heap(scoreFunction);
const comparator = (lhs: string, rhs: string) => scoreFunction(lhs) - scoreFunction(rhs);
this.orderHashRBTreeByExpiration = new RBTree(comparator);
}
public subscribe(callback: (orderHash: string) => void): void {
if (!_.isUndefined(this.callbackIfExists)) {
@@ -48,20 +49,23 @@ export class ExpirationWatcher {
}
public addOrder(orderHash: string, expirationUnixTimestampMs: BigNumber): void {
this.expiration[orderHash] = expirationUnixTimestampMs;
// We don't remove hashes from the heap on order remove because it's slow (linear).
// We just skip them later if the order was already removed from the order watcher.
this.orderHashHeapByExpiration.push(orderHash);
this.orderHashRBTreeByExpiration.insert(orderHash);
}
public removeOrder(orderHash: string): void {
this.orderHashRBTreeByExpiration.remove(orderHash);
delete this.expiration[orderHash];
}
private pruneExpiredOrders(): void {
const currentUnixTimestampMs = utils.getCurrentUnixTimestampMs();
while (
this.orderHashHeapByExpiration.size() !== 0 &&
this.expiration[this.orderHashHeapByExpiration.head()].lessThan(
this.orderHashRBTreeByExpiration.size !== 0 &&
this.expiration[this.orderHashRBTreeByExpiration.min()].lessThan(
currentUnixTimestampMs.plus(this.expirationMarginMs),
) &&
!_.isUndefined(this.callbackIfExists)
) {
const orderHash = this.orderHashHeapByExpiration.pop();
const orderHash = this.orderHashRBTreeByExpiration.min();
this.orderHashRBTreeByExpiration.remove(orderHash);
delete this.expiration[orderHash];
this.callbackIfExists(orderHash);
}

2
packages/0x.js/src/order_watcher/order_state_watcher.ts
View File

@@ -95,7 +95,6 @@ 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
const expirationUnixTimestampMs = signedOrder.expirationUnixTimestampSec.times(1000);
this._expirationWatcher.addOrder(orderHash, expirationUnixTimestampMs);
}
@@ -111,6 +110,7 @@ export class OrderStateWatcher {
}
delete this._orderByOrderHash[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

92
packages/0x.js/src/utils/heap.ts
View File

@@ -1,92 +0,0 @@
// Based on Original JavaScript Code from Marijn Haverbeke (http://eloquentjavascript.net/1st_edition/appendix2.html)
export class Heap<T> {
private content: T[];
private scoreFunction: (x: T) => number;
constructor(scoreFunction: (x: T) => number) {
this.content = [];
this.scoreFunction = scoreFunction;
}
public push(element: T) {
this.content.push(element);
this.bubbleUp(this.content.length - 1);
}
public size(): number {
const size = this.content.length;
return size;
}
public head(): T {
const head = this.content[0];
return head;
}
public pop(): T {
const head = this.content[0];
const end = this.content.pop();
if (this.content.length > 0) {
this.content[0] = end as T;
this.sinkDown(0);
}
return head;
}
private bubbleUp(n: number) {
// Fetch the element that has to be moved.
const element = this.content[n];
const score = this.scoreFunction(element);
// When at 0, an element can not go up any further.
while (n > 0) {
// Compute the parent element's index, and fetch it.
const parentN = Math.floor((n + 1) / 2) - 1;
const parent = this.content[parentN];
// If the parent has a lesser score, things are in order and we
// are done.
if (score >= this.scoreFunction(parent)) {
break;
}
// Otherwise, swap the parent with the current element and
// continue.
this.content[parentN] = element;
this.content[n] = parent;
n = parentN;
}
}
private sinkDown(n: number) {
// Look up the target element and its score.
const length = this.content.length;
const element = this.content[n];
const elemScore = this.scoreFunction(element);
while (true) {
// Compute the indices of the child elements.
const child2N = (n + 1) * 2;
const child1N = child2N - 1;
// This is used to store the new position of the element, if any.
let swap = n;
let child1Score;
let child2Score;
// If the first child exists (is inside the array)...
if (child1N < length) {
// Look it up and compute its score.
const child1 = this.content[child1N];
child1Score = this.scoreFunction(child1);
// If the score is less than our element's, we need to swap.
if (child1Score < elemScore) {
swap = child1N;
}
// Do the same checks for the other child.
if (child2N < length) {
const child2 = this.content[child2N];
child2Score = this.scoreFunction(child2);
if (child2Score < (swap == null ? elemScore : child1Score)) {
swap = child2N;
}
}
}
if (swap === n) {
break;
}
this.content[n] = this.content[swap];
this.content[swap] = element;
n = swap;
}
}
}