@0x/orderbook

[dekz]

Description

@0x/orderbook

Package to help fetch orders from a remote source (Standard Relayer API, Mesh) and keep the local orderbook synced and up to date.

This means shouldForceRefresh (in AssetSwapper) is not required as orderbook is kept up to date with the settings provided by the developer. It allows the developer to switch from Polling to Websockets to Mesh with minimal changes.

It allows us to modify the architecture of AssetSwapper to transparently refresh quotes with the latest orders prior to execution to reduce transaction failure.

It can be used on Launch Kit to keep a local orderbook in the front end to reduce excess polling and improve performance.

Supported Order Providers:

• SRA HTTP Polling
• SRA Websocket
• Mesh

To be considered at a later date

• Coordinator: specialised Coordinator Orderbook if the Coordinator does not propagate soft cancels via SRA.

// Create an orderbook for makerAssetData, takerAssetData using the SRA Polling Order Provider
// This Provider polls the SRA endpoint automatically every 5 seconds on the supplied asset pairs
const orderbook = Orderbook.getOrderbookForPollingProvider({
    httpEndpoint: 'https://sra.0x.org/v2',
    pollingIntervalMs: 5000,
});
const orders = await orderbook.getOrdersAsync(makerAssetData, takerAssetData);
// Create an orderbook for makerAssetData, takerAssetData using the SRA Websocket Order Provider
// This provider subscribes via websocket to receive order updates on the supplied asset pairs
const orderbook = Orderbook.getOrderbookForWebsocketProvider({
    httpEndpoint: 'https://sra.0x.org/v2',
    websocketEndpoint: 'wss://ws.sra.0x.org',
});
const orders = await orderbook.getOrdersAsync(makerAssetData, takerAssetData);
// Create an orderbook for makerAssetData, takerAssetData using the Mesh Order Provider
// This provider subscribes via websocket to receive order updates on all orders stored in Mesh
const orderbook = Orderbook.getOrderbookForMeshProvider({
    websocketEndpoint: 'wss://MESH_ENDPOINT',
});
const orders = await orderbook.getOrdersAsync(makerAssetData, takerAssetData);

Checklist:

• Update AssetSwapper to use @0x/orderbook

Fixes #2062 as this will not throw, only returning empty orders.

[coveralls]

Coverage remained the same at 77.532% when pulling 09ec6d6 on feature/orderbook into 50f86dd on development.

[fabioberger]

If networkId is optional, we should also add a default. Otherwise it could be undefined.

[dekz]

networkId is allowed to be undefined in @0x/connect. Defaulting (to say 1 for Mainnet) could cause confusing behaviour if for example the SRA endpoint is Kovan only (kovan.sra.0x.org) and networkId 1 is provided as a default.

[fabioberger]

When would we not have the metadata?

[dekz]

We do not define what is inside of the metaData as per the SRA spec. Radar and Launch kit return remainingFillableTakerAssetAmount but it is not enforced by the spec.

[fabioberger]

Can you add a comment about what this is doing?

[fabioberger]

Why do we need this any cast?

[dekz]

We do not define what is inside of the metaData as per the SRA spec. Launch kit returns orderHash but it is not enforced by the spec and Radar does not return this.

[dave4506]

Addressed most of the changes request by @fabioberger; package looks good to me.