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Implement an order watcher deamon

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技术栈
typescript
领域
backend

调研方向

首先阅读 issue 的 OrderWatcher API 和链接的 0x OrderWatcher 参考。定义 invalidWatcher、expirationWatcher、订单移除、状态变更事件、列表管理以及 expiration min-heap 应如何工作;完成意味着订单的可成交性发生变化时各发出一次事件,随后从订单簿中移除。

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描述

Matcher :m: orderwatcher :eyes:

CODEX order watcher is similar to 0x order watcher

  • The OrderWatcher is a daemon. You can start and stop it from subscribing to order state changes, add orders you would like to track and remove orders that are no longer relevant. Just can add order and get an event if the status of the order is changed.
  • Once the OrderWatcher is started and an order has been added to it, it will emit events once, if there is a change in the state backing an order's fillability. If orderWatcher gets an event than it removes an order from the order book.
  • There are two kinds of watchers in the order watcher. One is invalidWatcher which check the validity of orders except for expiration time. Another one is expirationWatcher which check an expiration time of order. The difference between them is the length of the checking time interval. The expirationWatcher's time interval will be much shorter than the orderWatcher.
  • The orderWatcher will be managed by just list and the expirationWatcher will be managed by a min-heap. Therefore the expirationWatcher only need to monitor one order, which has a minimum expiration time.

API

// orderWatcher
addOrder(order):  void
// expirationWatcher
addOrder(order, expiration): void
主要语言
TypeScript
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