Merge branch 'development'

* development: (939 commits)
  Add asset-buyer to published packages section in README
  Publish
  Updated CHANGELOGS
  Update BuyQuote interface
  force re-build
  Add website build to instructions
  Revert format and re-add changes
  Build website in parallel with other tests since no other test relies on it being built to run
  Add back sourceMap support for both dev/prod
  Upgrade webpack
  Add missing default options
  Remove unused constants
  Add fee order with a takerFee
  Add additional order factory methods and refactor test to use them
  Add comments about buy quote calculation
  Update CHANGELOG
  Fix linter
  Add additional test for slippage
  Add buy_quote_calculator_test
  Add 0x Instant to bundle analysis
  ...

7 files changed, 309 insertions, 9 deletions

diff --git a/packages/contract-wrappers/src/utils/assert.ts b/packages/contract-wrappers/src/utils/assert.ts
index 183642170..30726c546 100644
--- a/packages/contract-wrappers/src/utils/assert.ts
+++ b/packages/contract-wrappers/src/utils/assert.ts
@@ -1,8 +1,8 @@
 import { assert as sharedAssert } from '@0xproject/assert';
 // HACK: We need those two unused imports because they're actually used by sharedAssert which gets injected here
 import { Schema } from '@0xproject/json-schemas'; // tslint:disable-line:no-unused-variable
-import { assetDataUtils, isValidSignatureAsync } from '@0xproject/order-utils';
-import { ECSignature, Order } from '@0xproject/types'; // tslint:disable-line:no-unused-variable
+import { assetDataUtils, signatureUtils } from '@0xproject/order-utils';
+import { Order } from '@0xproject/types'; // tslint:disable-line:no-unused-variable
 import { BigNumber } from '@0xproject/utils'; // tslint:disable-line:no-unused-variable
 import { Web3Wrapper } from '@0xproject/web3-wrapper';
 import { Provider } from 'ethereum-types';
@@ -18,7 +18,7 @@ export const assert = {
         signature: string,
         signerAddress: string,
     ): Promise<void> {
-        const isValid = await isValidSignatureAsync(provider, orderHash, signature, signerAddress);
+        const isValid = await signatureUtils.isValidSignatureAsync(provider, orderHash, signature, signerAddress);
         sharedAssert.assert(isValid, `Expected order with hash '${orderHash}' to have a valid signature`);
     },
     isValidSubscriptionToken(variableName: string, subscriptionToken: string): void {
diff --git a/packages/contract-wrappers/src/utils/constants.ts b/packages/contract-wrappers/src/utils/constants.ts
index 2df11538c..78441decf 100644
--- a/packages/contract-wrappers/src/utils/constants.ts
+++ b/packages/contract-wrappers/src/utils/constants.ts
@@ -12,4 +12,6 @@ export const constants = {
     UNLIMITED_ALLOWANCE_IN_BASE_UNITS: new BigNumber(2).pow(256).minus(1),
     DEFAULT_BLOCK_POLLING_INTERVAL: 1000,
     ZERO_AMOUNT: new BigNumber(0),
+    ONE_AMOUNT: new BigNumber(1),
+    ETHER_TOKEN_DECIMALS: 18,
 };
diff --git a/packages/contract-wrappers/src/utils/decorators.ts b/packages/contract-wrappers/src/utils/decorators.ts
index 6e77450e8..e17246015 100644
--- a/packages/contract-wrappers/src/utils/decorators.ts
+++ b/packages/contract-wrappers/src/utils/decorators.ts
@@ -1,4 +1,3 @@
-import { RevertReason } from '@0xproject/types';
 import * as _ from 'lodash';
 
 import { AsyncMethod, ContractWrappersError, SyncMethod } from '../types';
@@ -24,7 +23,7 @@ const contractCallErrorTransformer = (error: Error) => {
 const schemaErrorTransformer = (error: Error) => {
     if (_.includes(error.message, constants.INVALID_TAKER_FORMAT)) {
         const errMsg =
-            'Order taker must be of type string. If you want anyone to be able to fill an order - pass ZeroEx.NULL_ADDRESS';
+            'Order taker must be of type string. If you want anyone to be able to fill an order - pass NULL_ADDRESS';
         return new Error(errMsg);
     }
     return error;
@@ -46,7 +45,7 @@ const asyncErrorHandlerFactory = (errorTransformer: ErrorTransformer) => {
         // tslint:disable-next-line:only-arrow-functions
         descriptor.value = async function(...args: any[]): Promise<any> {
             try {
-                const result = await originalMethod.apply(this, args);
+                const result = await originalMethod.apply(this, args); // tslint:disable-line:no-invalid-this
                 return result;
             } catch (error) {
                 const transformedError = errorTransformer(error);
@@ -73,7 +72,7 @@ const syncErrorHandlerFactory = (errorTransformer: ErrorTransformer) => {
         // tslint:disable-next-line:only-arrow-functions
         descriptor.value = function(...args: any[]): any {
             try {
-                const result = originalMethod.apply(this, args);
+                const result = originalMethod.apply(this, args); // tslint:disable-line:no-invalid-this
                 return result;
             } catch (error) {
                 const transformedError = errorTransformer(error);
diff --git a/packages/contract-wrappers/src/utils/exchange_transfer_simulator.ts b/packages/contract-wrappers/src/utils/exchange_transfer_simulator.ts
index 279f2a796..a7c4a238f 100644
--- a/packages/contract-wrappers/src/utils/exchange_transfer_simulator.ts
+++ b/packages/contract-wrappers/src/utils/exchange_transfer_simulator.ts
@@ -34,7 +34,7 @@ const ERR_MSG_MAPPING = {
 };
 
 export class ExchangeTransferSimulator {
-    private _store: AbstractBalanceAndProxyAllowanceLazyStore;
+    private readonly _store: AbstractBalanceAndProxyAllowanceLazyStore;
     private static _throwValidationError(
         failureReason: FailureReason,
         tradeSide: TradeSide,
diff --git a/packages/contract-wrappers/src/utils/filter_utils.ts b/packages/contract-wrappers/src/utils/filter_utils.ts
index 0e73987f7..c05be062c 100644
--- a/packages/contract-wrappers/src/utils/filter_utils.ts
+++ b/packages/contract-wrappers/src/utils/filter_utils.ts
@@ -1,4 +1,4 @@
-import { ConstructorAbi, ContractAbi, EventAbi, FallbackAbi, FilterObject, LogEntry, MethodAbi } from 'ethereum-types';
+import { ContractAbi, EventAbi, FilterObject, LogEntry } from 'ethereum-types';
 import * as ethUtil from 'ethereumjs-util';
 import * as jsSHA3 from 'js-sha3';
 import * as _ from 'lodash';
diff --git a/packages/contract-wrappers/src/utils/transaction_encoder.ts b/packages/contract-wrappers/src/utils/transaction_encoder.ts
new file mode 100644
index 000000000..87cbb43fd
--- /dev/null
+++ b/packages/contract-wrappers/src/utils/transaction_encoder.ts
@@ -0,0 +1,293 @@
+import { schemas } from '@0xproject/json-schemas';
+import { EIP712Schema, EIP712Types, eip712Utils } from '@0xproject/order-utils';
+import { Order, SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import _ = require('lodash');
+
+import { ExchangeContract } from '../contract_wrappers/generated/exchange';
+
+import { assert } from './assert';
+
+const EIP712_ZEROEX_TRANSACTION_SCHEMA: EIP712Schema = {
+    name: 'ZeroExTransaction',
+    parameters: [
+        { name: 'salt', type: EIP712Types.Uint256 },
+        { name: 'signerAddress', type: EIP712Types.Address },
+        { name: 'data', type: EIP712Types.Bytes },
+    ],
+};
+
+/**
+ * Transaction Encoder. Transaction messages exist for the purpose of calling methods on the Exchange contract
+ * in the context of another address. For example, UserA can encode and sign a fillOrder transaction and UserB
+ * can submit this to the blockchain. The Exchange context executes as if UserA had directly submitted this transaction.
+ */
+export class TransactionEncoder {
+    private readonly _exchangeInstance: ExchangeContract;
+    constructor(exchangeInstance: ExchangeContract) {
+        this._exchangeInstance = exchangeInstance;
+    }
+    /**
+     * Encodes the transaction data for use with the Exchange contract.
+     * @param data The ABI Encoded 0x Exchange method. I.e fillOrder
+     * @param salt A random value to provide uniqueness and prevent replay attacks.
+     * @param signerAddress The address which will sign this transaction.
+     * @return An unsigned hex encoded transaction for use in 0x Exchange executeTransaction.
+     */
+    public getTransactionHex(data: string, salt: BigNumber, signerAddress: string): string {
+        const exchangeAddress = this._getExchangeContract().address;
+        const executeTransactionData = {
+            salt,
+            signerAddress,
+            data,
+        };
+        const executeTransactionHashBuff = eip712Utils.structHash(
+            EIP712_ZEROEX_TRANSACTION_SCHEMA,
+            executeTransactionData,
+        );
+        const eip721MessageBuffer = eip712Utils.createEIP712Message(executeTransactionHashBuff, exchangeAddress);
+        const messageHex = `0x${eip721MessageBuffer.toString('hex')}`;
+        return messageHex;
+    }
+    /**
+     * Encodes a fillOrder transaction.
+     * @param  signedOrder           An object that conforms to the SignedOrder interface.
+     * @param  takerAssetFillAmount  The amount of the order (in taker asset baseUnits) that you wish to fill.
+     * @return Hex encoded abi of the function call.
+     */
+    public fillOrderTx(signedOrder: SignedOrder, takerAssetFillAmount: BigNumber): string {
+        assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
+        assert.isValidBaseUnitAmount('takerAssetFillAmount', takerAssetFillAmount);
+        const abiEncodedData = this._getExchangeContract().fillOrder.getABIEncodedTransactionData(
+            signedOrder,
+            takerAssetFillAmount,
+            signedOrder.signature,
+        );
+        return abiEncodedData;
+    }
+    /**
+     * Encodes a fillOrderNoThrow transaction.
+     * @param  signedOrder           An object that conforms to the SignedOrder interface.
+     * @param  takerAssetFillAmount  The amount of the order (in taker asset baseUnits) that you wish to fill.
+     * @return Hex encoded abi of the function call.
+     */
+    public fillOrderNoThrowTx(signedOrder: SignedOrder, takerAssetFillAmount: BigNumber): string {
+        assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
+        assert.isValidBaseUnitAmount('takerAssetFillAmount', takerAssetFillAmount);
+        const abiEncodedData = this._getExchangeContract().fillOrderNoThrow.getABIEncodedTransactionData(
+            signedOrder,
+            takerAssetFillAmount,
+            signedOrder.signature,
+        );
+        return abiEncodedData;
+    }
+    /**
+     * Encodes a fillOrKillOrder transaction.
+     * @param  signedOrder           An object that conforms to the SignedOrder interface.
+     * @param  takerAssetFillAmount  The amount of the order (in taker asset baseUnits) that you wish to fill.
+     * @return Hex encoded abi of the function call.
+     */
+    public fillOrKillOrderTx(signedOrder: SignedOrder, takerAssetFillAmount: BigNumber): string {
+        assert.doesConformToSchema('signedOrder', signedOrder, schemas.signedOrderSchema);
+        assert.isValidBaseUnitAmount('takerAssetFillAmount', takerAssetFillAmount);
+        const abiEncodedData = this._getExchangeContract().fillOrKillOrder.getABIEncodedTransactionData(
+            signedOrder,
+            takerAssetFillAmount,
+            signedOrder.signature,
+        );
+        return abiEncodedData;
+    }
+    /**
+     * Encodes a batchFillOrders transaction.
+     * @param   signedOrders          An array of signed orders to fill.
+     * @param   takerAssetFillAmounts The amounts of the orders (in taker asset baseUnits) that you wish to fill.
+     * @return Hex encoded abi of the function call.
+     */
+    public batchFillOrdersTx(signedOrders: SignedOrder[], takerAssetFillAmounts: BigNumber[]): string {
+        assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+        _.forEach(takerAssetFillAmounts, takerAssetFillAmount =>
+            assert.isBigNumber('takerAssetFillAmount', takerAssetFillAmount),
+        );
+        const signatures = _.map(signedOrders, signedOrder => signedOrder.signature);
+        const abiEncodedData = this._getExchangeContract().batchFillOrders.getABIEncodedTransactionData(
+            signedOrders,
+            takerAssetFillAmounts,
+            signatures,
+        );
+        return abiEncodedData;
+    }
+    /**
+     * Encodes a batchFillOrKillOrders transaction.
+     * @param   signedOrders          An array of signed orders to fill.
+     * @param   takerAssetFillAmounts The amounts of the orders (in taker asset baseUnits) that you wish to fill.
+     * @return Hex encoded abi of the function call.
+     */
+    public batchFillOrKillOrdersTx(signedOrders: SignedOrder[], takerAssetFillAmounts: BigNumber[]): string {
+        assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+        _.forEach(takerAssetFillAmounts, takerAssetFillAmount =>
+            assert.isBigNumber('takerAssetFillAmount', takerAssetFillAmount),
+        );
+        const signatures = _.map(signedOrders, signedOrder => signedOrder.signature);
+        const abiEncodedData = this._getExchangeContract().batchFillOrKillOrders.getABIEncodedTransactionData(
+            signedOrders,
+            takerAssetFillAmounts,
+            signatures,
+        );
+        return abiEncodedData;
+    }
+    /**
+     * Encodes a batchFillOrdersNoThrow transaction.
+     * @param   signedOrders          An array of signed orders to fill.
+     * @param   takerAssetFillAmounts The amounts of the orders (in taker asset baseUnits) that you wish to fill.
+     * @return Hex encoded abi of the function call.
+     */
+    public batchFillOrdersNoThrowTx(signedOrders: SignedOrder[], takerAssetFillAmounts: BigNumber[]): string {
+        assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+        _.forEach(takerAssetFillAmounts, takerAssetFillAmount =>
+            assert.isBigNumber('takerAssetFillAmount', takerAssetFillAmount),
+        );
+        const signatures = _.map(signedOrders, signedOrder => signedOrder.signature);
+        const abiEncodedData = this._getExchangeContract().batchFillOrdersNoThrow.getABIEncodedTransactionData(
+            signedOrders,
+            takerAssetFillAmounts,
+            signatures,
+        );
+        return abiEncodedData;
+    }
+    /**
+     * Encodes a batchCancelOrders transaction.
+     * @param   signedOrders An array of orders to cancel.
+     * @return Hex encoded abi of the function call.
+     */
+    public batchCancelOrdersTx(signedOrders: SignedOrder[]): string {
+        assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+        const abiEncodedData = this._getExchangeContract().batchCancelOrders.getABIEncodedTransactionData(signedOrders);
+        return abiEncodedData;
+    }
+    /**
+     * Encodes a cancelOrdersUpTo transaction.
+     * @param  targetOrderEpoch Target order epoch.
+     * @return Hex encoded abi of the function call.
+     */
+    public cancelOrdersUpToTx(targetOrderEpoch: BigNumber): string {
+        assert.isBigNumber('targetOrderEpoch', targetOrderEpoch);
+        const abiEncodedData = this._getExchangeContract().cancelOrdersUpTo.getABIEncodedTransactionData(
+            targetOrderEpoch,
+        );
+        return abiEncodedData;
+    }
+    /**
+     * Encodes a cancelOrder transaction.
+     * @param  order An object that conforms to the Order or SignedOrder interface. The order you would like to cancel.
+     * @return Hex encoded abi of the function call.
+     */
+    public cancelOrderTx(order: Order | SignedOrder): string {
+        assert.doesConformToSchema('order', order, schemas.orderSchema);
+        const abiEncodedData = this._getExchangeContract().cancelOrder.getABIEncodedTransactionData(order);
+        return abiEncodedData;
+    }
+    /**
+     * Encodes a marketSellOrders transaction.
+     * @param   signedOrders         An array of signed orders to fill.
+     * @param   takerAssetFillAmount Taker asset fill amount.
+     * @return Hex encoded abi of the function call.
+     */
+    public marketSellOrdersTx(signedOrders: SignedOrder[], takerAssetFillAmount: BigNumber): string {
+        assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+        assert.isBigNumber('takerAssetFillAmount', takerAssetFillAmount);
+        const signatures = _.map(signedOrders, signedOrder => signedOrder.signature);
+        const abiEncodedData = this._getExchangeContract().marketSellOrders.getABIEncodedTransactionData(
+            signedOrders,
+            takerAssetFillAmount,
+            signatures,
+        );
+        return abiEncodedData;
+    }
+    /**
+     * Encodes a marketSellOrdersNoThrow transaction.
+     * @param   signedOrders         An array of signed orders to fill.
+     * @param   takerAssetFillAmount Taker asset fill amount.
+     * @return Hex encoded abi of the function call.
+     */
+    public marketSellOrdersNoThrowTx(signedOrders: SignedOrder[], takerAssetFillAmount: BigNumber): string {
+        assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+        assert.isBigNumber('takerAssetFillAmount', takerAssetFillAmount);
+        const signatures = _.map(signedOrders, signedOrder => signedOrder.signature);
+        const abiEncodedData = this._getExchangeContract().marketSellOrdersNoThrow.getABIEncodedTransactionData(
+            signedOrders,
+            takerAssetFillAmount,
+            signatures,
+        );
+        return abiEncodedData;
+    }
+    /**
+     * Encodes a maketBuyOrders transaction.
+     * @param   signedOrders         An array of signed orders to fill.
+     * @param   makerAssetFillAmount Maker asset fill amount.
+     * @return Hex encoded abi of the function call.
+     */
+    public marketBuyOrdersTx(signedOrders: SignedOrder[], makerAssetFillAmount: BigNumber): string {
+        assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+        assert.isBigNumber('makerAssetFillAmount', makerAssetFillAmount);
+        const signatures = _.map(signedOrders, signedOrder => signedOrder.signature);
+        const abiEncodedData = this._getExchangeContract().marketBuyOrders.getABIEncodedTransactionData(
+            signedOrders,
+            makerAssetFillAmount,
+            signatures,
+        );
+        return abiEncodedData;
+    }
+    /**
+     * Encodes a maketBuyOrdersNoThrow transaction.
+     * @param   signedOrders         An array of signed orders to fill.
+     * @param   makerAssetFillAmount Maker asset fill amount.
+     * @return Hex encoded abi of the function call.
+     */
+    public marketBuyOrdersNoThrowTx(signedOrders: SignedOrder[], makerAssetFillAmount: BigNumber): string {
+        assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+        assert.isBigNumber('makerAssetFillAmount', makerAssetFillAmount);
+        const signatures = _.map(signedOrders, signedOrder => signedOrder.signature);
+        const abiEncodedData = this._getExchangeContract().marketBuyOrdersNoThrow.getABIEncodedTransactionData(
+            signedOrders,
+            makerAssetFillAmount,
+            signatures,
+        );
+        return abiEncodedData;
+    }
+    /**
+     * Encodes a preSign transaction.
+     * @param hash          Hash to pre-sign
+     * @param signerAddress Address that should have signed the given hash.
+     * @param signature     Proof that the hash has been signed by signer.
+     * @return Hex encoded abi of the function call.
+     */
+    public preSignTx(hash: string, signerAddress: string, signature: string): string {
+        assert.isHexString('hash', hash);
+        assert.isETHAddressHex('signerAddress', signerAddress);
+        assert.isHexString('signature', signature);
+        const abiEncodedData = this._getExchangeContract().preSign.getABIEncodedTransactionData(
+            hash,
+            signerAddress,
+            signature,
+        );
+        return abiEncodedData;
+    }
+    /**
+     * Encodes a setSignatureValidatorApproval transaction.
+     * @param   validatorAddress        Validator contract address.
+     * @param   isApproved              Boolean value to set approval to.
+     * @return Hex encoded abi of the function call.
+     */
+    public setSignatureValidatorApprovalTx(validatorAddress: string, isApproved: boolean): string {
+        assert.isETHAddressHex('validatorAddress', validatorAddress);
+        assert.isBoolean('isApproved', isApproved);
+        const abiEncodedData = this._getExchangeContract().setSignatureValidatorApproval.getABIEncodedTransactionData(
+            validatorAddress,
+            isApproved,
+        );
+        return abiEncodedData;
+    }
+    private _getExchangeContract(): ExchangeContract {
+        return this._exchangeInstance;
+    }
+}
diff --git a/packages/contract-wrappers/src/utils/utils.ts b/packages/contract-wrappers/src/utils/utils.ts
index 689a7ee0a..f7949ec34 100644
--- a/packages/contract-wrappers/src/utils/utils.ts
+++ b/packages/contract-wrappers/src/utils/utils.ts
@@ -1,4 +1,7 @@
 import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+
+import { constants } from './constants';
 
 export const utils = {
     getCurrentUnixTimestampSec(): BigNumber {
@@ -8,4 +11,7 @@ export const utils = {
     getCurrentUnixTimestampMs(): BigNumber {
         return new BigNumber(Date.now());
     },
+    numberPercentageToEtherTokenAmountPercentage(percentage: number): BigNumber {
+        return Web3Wrapper.toBaseUnitAmount(constants.ONE_AMOUNT, constants.ETHER_TOKEN_DECIMALS).mul(percentage);
+    },
 };