Merge development

12 files changed, 755 insertions, 162 deletions

diff --git a/packages/order-utils/CHANGELOG.json b/packages/order-utils/CHANGELOG.json
index a399f5ea1..a81eb077d 100644
--- a/packages/order-utils/CHANGELOG.json
+++ b/packages/order-utils/CHANGELOG.json
@@ -1,5 +1,28 @@
 [
     {
+        "version": "1.0.1-rc.3",
+        "changes": [
+            {
+                "pr": 914,
+                "note":
+                    "Update ecSignOrderHashAsync to return signature string with signature type byte. Removes messagePrefixOpts."
+            },
+            {
+                "note":
+                    "Added a synchronous `createOrder` method in `orderFactory`, updated public interfaces to support some optional parameters",
+                "pr": 936
+            },
+            {
+                "note": "Added marketUtils",
+                "pr": 937
+            },
+            {
+                "note": "Dependencies updated"
+            }
+        ],
+        "timestamp": 1534210131
+    },
+    {
         "version": "1.0.1-rc.2",
         "changes": [
             {
diff --git a/packages/order-utils/CHANGELOG.md b/packages/order-utils/CHANGELOG.md
index 15b7e5ca6..0df2a6a75 100644
--- a/packages/order-utils/CHANGELOG.md
+++ b/packages/order-utils/CHANGELOG.md
@@ -5,6 +5,13 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v1.0.1-rc.3 - _August 13, 2018_
+
+    * Update ecSignOrderHashAsync to return signature string with signature type byte. Removes messagePrefixOpts. (#914)
+    * Added a synchronous `createOrder` method in `orderFactory`, updated public interfaces to support some optional parameters (#936)
+    * Added marketUtils (#937)
+    * Dependencies updated
+
 ## v1.0.1-rc.2 - _July 26, 2018_
 
     * Dependencies updated
@@ -21,7 +28,7 @@ CHANGELOG
 
     * Upgrade ethereumjs-abi dep including a fix so that addresses starting with 0 are properly decoded by `decodeERC20AssetData`
 
-## v1.0.0-rc.1 - _July 20, 2018_
+## v1.0.0-rc.1 - _July 19, 2018_
 
     * Refactor to work with V2 of 0x protocol (#636)
     * Export parseECSignature method (#684)
@@ -47,7 +54,7 @@ CHANGELOG
 
     * Add orderStateUtils, a module for computing order state needed to decide if an order is still valid
 
-## v0.0.4 - _May 5, 2018_
+## v0.0.4 - _May 4, 2018_
 
     * Dependencies updated
 
diff --git a/packages/order-utils/package.json b/packages/order-utils/package.json
index c49abfdae..bcfb0611f 100644
--- a/packages/order-utils/package.json
+++ b/packages/order-utils/package.json
@@ -1,6 +1,6 @@
 {
     "name": "@0xproject/order-utils",
-    "version": "1.0.1-rc.2",
+    "version": "1.0.1-rc.3",
     "engines": {
         "node": ">=6.12"
     },
@@ -44,8 +44,8 @@
     },
     "homepage": "https://github.com/0xProject/0x-monorepo/packages/order-utils/README.md",
     "devDependencies": {
-        "@0xproject/dev-utils": "^1.0.3",
-        "@0xproject/tslint-config": "^1.0.4",
+        "@0xproject/dev-utils": "^1.0.4",
+        "@0xproject/tslint-config": "^1.0.5",
         "@types/bn.js": "^4.11.0",
         "@types/lodash": "4.14.104",
         "chai": "^4.0.1",
@@ -54,30 +54,30 @@
         "copyfiles": "^1.2.0",
         "dirty-chai": "^2.0.1",
         "make-promises-safe": "^1.1.0",
-        "mocha": "^4.0.1",
+        "mocha": "^4.1.0",
         "npm-run-all": "^4.1.2",
         "shx": "^0.2.2",
         "sinon": "^4.0.0",
         "tslint": "5.11.0",
         "typedoc": "0xProject/typedoc",
-        "typescript": "2.7.1"
+        "typescript": "2.9.2"
     },
     "dependencies": {
-        "@0xproject/assert": "^1.0.4",
-        "@0xproject/base-contract": "^1.0.4",
-        "@0xproject/json-schemas": "^1.0.1-rc.3",
-        "@0xproject/sol-compiler": "^1.0.4",
-        "@0xproject/types": "^1.0.1-rc.3",
-        "@0xproject/typescript-typings": "^1.0.3",
-        "@0xproject/utils": "^1.0.4",
-        "@0xproject/web3-wrapper": "^1.1.2",
+        "@0xproject/assert": "^1.0.5",
+        "@0xproject/base-contract": "^2.0.0-rc.1",
+        "@0xproject/json-schemas": "^1.0.1-rc.4",
+        "@0xproject/sol-compiler": "^1.0.5",
+        "@0xproject/types": "^1.0.1-rc.4",
+        "@0xproject/typescript-typings": "^1.0.4",
+        "@0xproject/utils": "^1.0.5",
+        "@0xproject/web3-wrapper": "^1.2.0",
         "@types/node": "^8.0.53",
         "bn.js": "^4.11.8",
-        "ethereum-types": "^1.0.3",
+        "ethereum-types": "^1.0.4",
         "ethereumjs-abi": "0.6.5",
         "ethereumjs-util": "^5.1.1",
         "ethers": "3.0.22",
-        "lodash": "^4.17.4"
+        "lodash": "^4.17.5"
     },
     "publishConfig": {
         "access": "public"
diff --git a/packages/order-utils/src/constants.ts b/packages/order-utils/src/constants.ts
index bb7482184..c23578c20 100644
--- a/packages/order-utils/src/constants.ts
+++ b/packages/order-utils/src/constants.ts
@@ -2,6 +2,7 @@ import { BigNumber } from '@0xproject/utils';
 
 export const constants = {
     NULL_ADDRESS: '0x0000000000000000000000000000000000000000',
+    NULL_BYTES: '0x',
     // tslint:disable-next-line:custom-no-magic-numbers
     UNLIMITED_ALLOWANCE_IN_BASE_UNITS: new BigNumber(2).pow(256).minus(1),
     TESTRPC_NETWORK_ID: 50,
@@ -10,4 +11,6 @@ export const constants = {
     ERC721_ASSET_DATA_MINIMUM_BYTE_LENGTH: 53,
     SELECTOR_LENGTH: 4,
     BASE_16: 16,
+    INFINITE_TIMESTAMP_SEC: new BigNumber(2524604400), // Close to infinite
+    ZERO_AMOUNT: new BigNumber(0),
 };
diff --git a/packages/order-utils/src/index.ts b/packages/order-utils/src/index.ts
index f3b00a583..638126af6 100644
--- a/packages/order-utils/src/index.ts
+++ b/packages/order-utils/src/index.ts
@@ -3,6 +3,7 @@ export { signatureUtils } from './signature_utils';
 export { generatePseudoRandomSalt } from './salt';
 export { assetDataUtils } from './asset_data_utils';
 export { eip712Utils } from './eip712_utils';
+export { marketUtils } from './market_utils';
 
 export { OrderStateUtils } from './order_state_utils';
 export { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher';
@@ -25,9 +26,8 @@ export {
     AssetProxyId,
 } from '@0xproject/types';
 export {
+    CreateOrderOpts,
     OrderError,
-    MessagePrefixType,
-    MessagePrefixOpts,
     EIP712Parameter,
     EIP712Schema,
     EIP712Types,
diff --git a/packages/order-utils/src/market_utils.ts b/packages/order-utils/src/market_utils.ts
new file mode 100644
index 000000000..681059ddf
--- /dev/null
+++ b/packages/order-utils/src/market_utils.ts
@@ -0,0 +1,133 @@
+import { schemas } from '@0xproject/json-schemas';
+import { SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
+
+import { assert } from './assert';
+import { constants } from './constants';
+
+export const marketUtils = {
+    /**
+     * Takes an array of orders and returns a subset of those orders that has enough makerAssetAmount (taking into account on-chain balances,
+     * allowances, and partial fills) in order to fill the input makerAssetFillAmount plus slippageBufferAmount. Iterates from first order to last.
+     * Sort the input by ascending rate in order to get the subset of orders that will cost the least ETH.
+     * @param   signedOrders                        An array of objects that conform to the SignedOrder interface. All orders should specify the same makerAsset.
+     *                                              All orders should specify WETH as the takerAsset.
+     * @param   remainingFillableMakerAssetAmounts  An array of BigNumbers corresponding to the signedOrders parameter.
+     *                                              You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups
+     *                                              for these values.
+     * @param   makerAssetFillAmount                The amount of makerAsset desired to be filled.
+     * @param   slippageBufferAmount                An additional amount of makerAsset to be covered by the result in case of trade collisions or partial fills.
+     * @return  Resulting orders and remaining fill amount that could not be covered by the input.
+     */
+    findOrdersThatCoverMakerAssetFillAmount(
+        signedOrders: SignedOrder[],
+        remainingFillableMakerAssetAmounts: BigNumber[],
+        makerAssetFillAmount: BigNumber,
+        slippageBufferAmount: BigNumber = constants.ZERO_AMOUNT,
+    ): { resultOrders: SignedOrder[]; remainingFillAmount: BigNumber } {
+        assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+        _.forEach(remainingFillableMakerAssetAmounts, (amount, index) =>
+            assert.isValidBaseUnitAmount(`remainingFillableMakerAssetAmount[${index}]`, amount),
+        );
+        assert.isValidBaseUnitAmount('makerAssetFillAmount', makerAssetFillAmount);
+        assert.isValidBaseUnitAmount('slippageBufferAmount', slippageBufferAmount);
+        assert.assert(
+            signedOrders.length === remainingFillableMakerAssetAmounts.length,
+            'Expected signedOrders.length to equal remainingFillableMakerAssetAmounts.length',
+        );
+        // calculate total amount of makerAsset needed to be filled
+        const totalFillAmount = makerAssetFillAmount.plus(slippageBufferAmount);
+        // iterate through the signedOrders input from left to right until we have enough makerAsset to fill totalFillAmount
+        const result = _.reduce(
+            signedOrders,
+            ({ resultOrders, remainingFillAmount }, order, index) => {
+                if (remainingFillAmount.lessThanOrEqualTo(constants.ZERO_AMOUNT)) {
+                    return { resultOrders, remainingFillAmount: constants.ZERO_AMOUNT };
+                } else {
+                    const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index];
+                    // if there is no makerAssetAmountAvailable do not append order to resultOrders
+                    // if we have exceeded the total amount we want to fill set remainingFillAmount to 0
+                    return {
+                        resultOrders: makerAssetAmountAvailable.gt(constants.ZERO_AMOUNT)
+                            ? _.concat(resultOrders, order)
+                            : resultOrders,
+                        remainingFillAmount: BigNumber.max(
+                            constants.ZERO_AMOUNT,
+                            remainingFillAmount.minus(makerAssetAmountAvailable),
+                        ),
+                    };
+                }
+            },
+            { resultOrders: [] as SignedOrder[], remainingFillAmount: totalFillAmount },
+        );
+        return result;
+    },
+    /**
+     * Takes an array of orders and an array of feeOrders. Returns a subset of the feeOrders that has enough ZRX (taking into account
+     * on-chain balances, allowances, and partial fills) in order to fill the takerFees required by signedOrders plus a
+     * slippageBufferAmount. Iterates from first feeOrder to last. Sort the feeOrders by ascending rate in order to get the subset of
+     * feeOrders that will cost the least ETH.
+     * @param   signedOrders                        An array of objects that conform to the SignedOrder interface. All orders should specify ZRX as
+     *                                              the makerAsset and WETH as the takerAsset.
+     * @param   remainingFillableMakerAssetAmounts  An array of BigNumbers corresponding to the signedOrders parameter.
+     *                                              You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups
+     *                                              for these values.
+     * @param   signedFeeOrders                     An array of objects that conform to the SignedOrder interface. All orders should specify ZRX as
+     *                                              the makerAsset and WETH as the takerAsset.
+     * @param   remainingFillableFeeAmounts         An array of BigNumbers corresponding to the signedFeeOrders parameter.
+     *                                              You can use OrderStateUtils @0xproject/order-utils to perform blockchain lookups
+     *                                              for these values.
+     * @param   slippageBufferAmount                An additional amount of fee to be covered by the result in case of trade collisions or partial fills.
+     * @return  Resulting orders and remaining fee amount that could not be covered by the input.
+     */
+    findFeeOrdersThatCoverFeesForTargetOrders(
+        signedOrders: SignedOrder[],
+        remainingFillableMakerAssetAmounts: BigNumber[],
+        signedFeeOrders: SignedOrder[],
+        remainingFillableFeeAmounts: BigNumber[],
+        slippageBufferAmount: BigNumber = constants.ZERO_AMOUNT,
+    ): { resultOrders: SignedOrder[]; remainingFeeAmount: BigNumber } {
+        assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
+        _.forEach(remainingFillableMakerAssetAmounts, (amount, index) =>
+            assert.isValidBaseUnitAmount(`remainingFillableMakerAssetAmount[${index}]`, amount),
+        );
+        assert.doesConformToSchema('signedFeeOrders', signedFeeOrders, schemas.signedOrdersSchema);
+        _.forEach(remainingFillableFeeAmounts, (amount, index) =>
+            assert.isValidBaseUnitAmount(`remainingFillableFeeAmounts[${index}]`, amount),
+        );
+        assert.isValidBaseUnitAmount('slippageBufferAmount', slippageBufferAmount);
+        assert.assert(
+            signedOrders.length === remainingFillableMakerAssetAmounts.length,
+            'Expected signedOrders.length to equal remainingFillableMakerAssetAmounts.length',
+        );
+        assert.assert(
+            signedOrders.length === remainingFillableMakerAssetAmounts.length,
+            'Expected signedFeeOrders.length to equal remainingFillableFeeAmounts.length',
+        );
+        // calculate total amount of ZRX needed to fill signedOrders
+        const totalFeeAmount = _.reduce(
+            signedOrders,
+            (accFees, order, index) => {
+                const makerAssetAmountAvailable = remainingFillableMakerAssetAmounts[index];
+                const feeToFillMakerAssetAmountAvailable = makerAssetAmountAvailable
+                    .mul(order.takerFee)
+                    .div(order.makerAssetAmount);
+                return accFees.plus(feeToFillMakerAssetAmountAvailable);
+            },
+            constants.ZERO_AMOUNT,
+        );
+        const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+            signedFeeOrders,
+            remainingFillableFeeAmounts,
+            totalFeeAmount,
+            slippageBufferAmount,
+        );
+        return {
+            resultOrders,
+            remainingFeeAmount: remainingFillAmount,
+        };
+        // TODO: add more orders here to cover rounding
+        // https://github.com/0xProject/0x-protocol-specification/blob/master/v2/forwarding-contract-specification.md#over-buying-zrx
+    },
+};
diff --git a/packages/order-utils/src/order_factory.ts b/packages/order-utils/src/order_factory.ts
index 14122f353..46a69ae4d 100644
--- a/packages/order-utils/src/order_factory.ts
+++ b/packages/order-utils/src/order_factory.ts
@@ -1,75 +1,90 @@
-import { ECSignature, SignedOrder } from '@0xproject/types';
+import { Order, SignedOrder, SignerType } from '@0xproject/types';
 import { BigNumber } from '@0xproject/utils';
 import { Provider } from 'ethereum-types';
-import * as ethUtil from 'ethereumjs-util';
 import * as _ from 'lodash';
 
+import { constants } from './constants';
 import { orderHashUtils } from './order_hash';
 import { generatePseudoRandomSalt } from './salt';
 import { signatureUtils } from './signature_utils';
-import { MessagePrefixType } from './types';
+import { CreateOrderOpts } from './types';
 
 export const orderFactory = {
-    async createSignedOrderAsync(
-        provider: Provider,
+    createOrder(
         makerAddress: string,
-        takerAddress: string,
-        senderAddress: string,
-        makerFee: BigNumber,
-        takerFee: BigNumber,
         makerAssetAmount: BigNumber,
         makerAssetData: string,
         takerAssetAmount: BigNumber,
         takerAssetData: string,
         exchangeAddress: string,
-        feeRecipientAddress: string,
-        expirationTimeSecondsIfExists?: BigNumber,
-    ): Promise<SignedOrder> {
-        const defaultExpirationUnixTimestampSec = new BigNumber(2524604400); // Close to infinite
-        const expirationTimeSeconds = _.isUndefined(expirationTimeSecondsIfExists)
-            ? defaultExpirationUnixTimestampSec
-            : expirationTimeSecondsIfExists;
+        createOrderOpts: CreateOrderOpts = generateDefaultCreateOrderOpts(),
+    ): Order {
+        const defaultCreateOrderOpts = generateDefaultCreateOrderOpts();
         const order = {
             makerAddress,
-            takerAddress,
-            senderAddress,
-            makerFee,
-            takerFee,
             makerAssetAmount,
             takerAssetAmount,
             makerAssetData,
             takerAssetData,
-            salt: generatePseudoRandomSalt(),
             exchangeAddress,
-            feeRecipientAddress,
-            expirationTimeSeconds,
+            takerAddress: createOrderOpts.takerAddress || defaultCreateOrderOpts.takerAddress,
+            senderAddress: createOrderOpts.senderAddress || defaultCreateOrderOpts.senderAddress,
+            makerFee: createOrderOpts.makerFee || defaultCreateOrderOpts.makerFee,
+            takerFee: createOrderOpts.takerFee || defaultCreateOrderOpts.takerFee,
+            feeRecipientAddress: createOrderOpts.feeRecipientAddress || defaultCreateOrderOpts.feeRecipientAddress,
+            salt: createOrderOpts.salt || defaultCreateOrderOpts.salt,
+            expirationTimeSeconds:
+                createOrderOpts.expirationTimeSeconds || defaultCreateOrderOpts.expirationTimeSeconds,
         };
+        return order;
+    },
+    async createSignedOrderAsync(
+        provider: Provider,
+        makerAddress: string,
+        makerAssetAmount: BigNumber,
+        makerAssetData: string,
+        takerAssetAmount: BigNumber,
+        takerAssetData: string,
+        exchangeAddress: string,
+        createOrderOpts?: CreateOrderOpts,
+    ): Promise<SignedOrder> {
+        const order = orderFactory.createOrder(
+            makerAddress,
+            makerAssetAmount,
+            makerAssetData,
+            takerAssetAmount,
+            takerAssetData,
+            exchangeAddress,
+            createOrderOpts,
+        );
         const orderHash = orderHashUtils.getOrderHashHex(order);
-        const messagePrefixOpts = {
-            prefixType: MessagePrefixType.EthSign,
-            shouldAddPrefixBeforeCallingEthSign: false,
-        };
-        const ecSignature = await signatureUtils.ecSignOrderHashAsync(
+        const signature = await signatureUtils.ecSignOrderHashAsync(
             provider,
             orderHash,
             makerAddress,
-            messagePrefixOpts,
+            SignerType.Default,
         );
-        const signature = getVRSHexString(ecSignature);
         const signedOrder: SignedOrder = _.assign(order, { signature });
         return signedOrder;
     },
 };
 
-function getVRSHexString(ecSignature: ECSignature): string {
-    const ETH_SIGN_SIGNATURE_TYPE = '03';
-    const vrs = `${intToHex(ecSignature.v)}${ethUtil.stripHexPrefix(ecSignature.r)}${ethUtil.stripHexPrefix(
-        ecSignature.s,
-    )}${ETH_SIGN_SIGNATURE_TYPE}`;
-    return vrs;
-}
-
-function intToHex(i: number): string {
-    const hex = ethUtil.bufferToHex(ethUtil.toBuffer(i));
-    return hex;
+function generateDefaultCreateOrderOpts(): {
+    takerAddress: string;
+    senderAddress: string;
+    makerFee: BigNumber;
+    takerFee: BigNumber;
+    feeRecipientAddress: string;
+    salt: BigNumber;
+    expirationTimeSeconds: BigNumber;
+} {
+    return {
+        takerAddress: constants.NULL_ADDRESS,
+        senderAddress: constants.NULL_ADDRESS,
+        makerFee: constants.ZERO_AMOUNT,
+        takerFee: constants.ZERO_AMOUNT,
+        feeRecipientAddress: constants.NULL_ADDRESS,
+        salt: generatePseudoRandomSalt(),
+        expirationTimeSeconds: constants.INFINITE_TIMESTAMP_SEC,
+    };
 }
diff --git a/packages/order-utils/src/signature_utils.ts b/packages/order-utils/src/signature_utils.ts
index 2dc465256..d466bb00d 100644
--- a/packages/order-utils/src/signature_utils.ts
+++ b/packages/order-utils/src/signature_utils.ts
@@ -1,5 +1,5 @@
 import { schemas } from '@0xproject/json-schemas';
-import { ECSignature, SignatureType, ValidatorSignature } from '@0xproject/types';
+import { ECSignature, SignatureType, SignerType, ValidatorSignature } from '@0xproject/types';
 import { Web3Wrapper } from '@0xproject/web3-wrapper';
 import { Provider } from 'ethereum-types';
 import * as ethUtil from 'ethereumjs-util';
@@ -10,13 +10,12 @@ import { assert } from './assert';
 import { ExchangeContract } from './generated_contract_wrappers/exchange';
 import { IValidatorContract } from './generated_contract_wrappers/i_validator';
 import { IWalletContract } from './generated_contract_wrappers/i_wallet';
-import { MessagePrefixOpts, MessagePrefixType, OrderError } from './types';
+import { OrderError } from './types';
 import { utils } from './utils';
 
 export const signatureUtils = {
     /**
      * Verifies that the provided signature is valid according to the 0x Protocol smart contracts
-     * @param   provider      Web3 provider to use for all JSON RPC requests
      * @param   data          The hex encoded data signed by the supplied signature.
      * @param   signature     A hex encoded 0x Protocol signature made up of: [TypeSpecificData][SignatureType].
      *          E.g [vrs][SignatureType.EIP712]
@@ -50,7 +49,7 @@ export const signatureUtils = {
 
             case SignatureType.EthSign: {
                 const ecSignature = signatureUtils.parseECSignature(signature);
-                const prefixedMessageHex = signatureUtils.addSignedMessagePrefix(data, MessagePrefixType.EthSign);
+                const prefixedMessageHex = signatureUtils.addSignedMessagePrefix(data, SignerType.EthSign);
                 return signatureUtils.isValidECSignature(prefixedMessageHex, ecSignature, signerAddress);
             }
 
@@ -84,7 +83,7 @@ export const signatureUtils = {
             }
 
             case SignatureType.Trezor: {
-                const prefixedMessageHex = signatureUtils.addSignedMessagePrefix(data, MessagePrefixType.Trezor);
+                const prefixedMessageHex = signatureUtils.addSignedMessagePrefix(data, SignerType.Trezor);
                 const ecSignature = signatureUtils.parseECSignature(signature);
                 return signatureUtils.isValidECSignature(prefixedMessageHex, ecSignature, signerAddress);
             }
@@ -202,23 +201,21 @@ export const signatureUtils = {
         }
     },
     /**
-     * Signs an orderHash and returns it's elliptic curve signature.
+     * Signs an orderHash and returns it's elliptic curve signature and signature type.
      * This method currently supports TestRPC, Geth and Parity above and below V1.6.6
-     * @param   provider The provider to use for JSON RPC calls
-     * @param   orderHash Hex encoded orderHash to sign.
-     * @param   signerAddress The hex encoded Ethereum address you wish to sign it with. This address
+     * @param   orderHash       Hex encoded orderHash to sign.
+     * @param   signerAddress   The hex encoded Ethereum address you wish to sign it with. This address
      *          must be available via the Provider supplied to 0x.js.
-     * @param   messagePrefixOpts Different signers add/require different prefixes be appended to the message being signed.
-     *          Since we cannot know ahead of time which signer you are using, you must supply both a prefixType and
-     *          whether it must be added before calling `eth_sign` (some signers add it themselves)
-     * @return  An object containing the Elliptic curve signature parameters generated by signing the orderHash.
+     * @param   signerType Different signers add/require different prefixes to be prepended to the message being signed.
+     *          Since we cannot know ahead of time which signer you are using, you must supply a SignerType.
+     * @return  A hex encoded string containing the Elliptic curve signature generated by signing the orderHash and the Signature Type.
      */
     async ecSignOrderHashAsync(
         provider: Provider,
         orderHash: string,
         signerAddress: string,
-        messagePrefixOpts: MessagePrefixOpts,
-    ): Promise<ECSignature> {
+        signerType: SignerType,
+    ): Promise<string> {
         assert.isWeb3Provider('provider', provider);
         assert.isHexString('orderHash', orderHash);
         assert.isETHAddressHex('signerAddress', signerAddress);
@@ -227,8 +224,10 @@ export const signatureUtils = {
         const normalizedSignerAddress = signerAddress.toLowerCase();
 
         let msgHashHex = orderHash;
-        const prefixedMsgHashHex = signatureUtils.addSignedMessagePrefix(orderHash, messagePrefixOpts.prefixType);
-        if (messagePrefixOpts.shouldAddPrefixBeforeCallingEthSign) {
+        const prefixedMsgHashHex = signatureUtils.addSignedMessagePrefix(orderHash, signerType);
+        // Metamask incorrectly implements eth_sign and does not prefix the message as per the spec
+        // Source: https://github.com/MetaMask/metamask-extension/commit/a9d36860bec424dcee8db043d3e7da6a5ff5672e
+        if (signerType === SignerType.Metamask) {
             msgHashHex = prefixedMsgHashHex;
         }
         const signature = await web3Wrapper.signMessageAsync(normalizedSignerAddress, msgHashHex);
@@ -237,8 +236,24 @@ export const signatureUtils = {
         // v + r + s OR r + s + v, and different clients (even different versions of the same client)
         // return the signature params in different orders. In order to support all client implementations,
         // we parse the signature in both ways, and evaluate if either one is a valid signature.
+        // r + s + v is the most prevalent format from eth_sign, so we attempt this first.
         // tslint:disable-next-line:custom-no-magic-numbers
         const validVParamValues = [27, 28];
+        const ecSignatureRSV = parseSignatureHexAsRSV(signature);
+        if (_.includes(validVParamValues, ecSignatureRSV.v)) {
+            const isValidRSVSignature = signatureUtils.isValidECSignature(
+                prefixedMsgHashHex,
+                ecSignatureRSV,
+                normalizedSignerAddress,
+            );
+            if (isValidRSVSignature) {
+                const convertedSignatureHex = signatureUtils.convertECSignatureToSignatureHex(
+                    ecSignatureRSV,
+                    signerType,
+                );
+                return convertedSignatureHex;
+            }
+        }
         const ecSignatureVRS = parseSignatureHexAsVRS(signature);
         if (_.includes(validVParamValues, ecSignatureVRS.v)) {
             const isValidVRSSignature = signatureUtils.isValidECSignature(
@@ -247,54 +262,85 @@ export const signatureUtils = {
                 normalizedSignerAddress,
             );
             if (isValidVRSSignature) {
-                return ecSignatureVRS;
+                const convertedSignatureHex = signatureUtils.convertECSignatureToSignatureHex(
+                    ecSignatureVRS,
+                    signerType,
+                );
+                return convertedSignatureHex;
             }
         }
 
-        const ecSignatureRSV = parseSignatureHexAsRSV(signature);
-        if (_.includes(validVParamValues, ecSignatureRSV.v)) {
-            const isValidRSVSignature = signatureUtils.isValidECSignature(
-                prefixedMsgHashHex,
-                ecSignatureRSV,
-                normalizedSignerAddress,
-            );
-            if (isValidRSVSignature) {
-                return ecSignatureRSV;
+        throw new Error(OrderError.InvalidSignature);
+    },
+    /**
+     * Combines ECSignature with V,R,S and the relevant signature type for use in 0x protocol
+     * @param ecSignature The ECSignature of the signed data
+     * @param signerType The SignerType of the signed data
+     * @return Hex encoded string of signature (v,r,s) with Signature Type
+     */
+    convertECSignatureToSignatureHex(ecSignature: ECSignature, signerType: SignerType): string {
+        const signatureBuffer = Buffer.concat([
+            ethUtil.toBuffer(ecSignature.v),
+            ethUtil.toBuffer(ecSignature.r),
+            ethUtil.toBuffer(ecSignature.s),
+        ]);
+        const signatureHex = `0x${signatureBuffer.toString('hex')}`;
+        let signatureType;
+        switch (signerType) {
+            case SignerType.Metamask:
+            case SignerType.Ledger:
+            case SignerType.Default: {
+                signatureType = SignatureType.EthSign;
+                break;
             }
+            case SignerType.Trezor: {
+                signatureType = SignatureType.Trezor;
+                break;
+            }
+            default:
+                throw new Error(`Unrecognized SignerType: ${signerType}`);
         }
-
-        throw new Error(OrderError.InvalidSignature);
+        const signatureWithType = signatureUtils.convertToSignatureWithType(signatureHex, signatureType);
+        return signatureWithType;
+    },
+    /**
+     * Combines the signature proof and the Signature Type.
+     * @param signature The hex encoded signature proof
+     * @param signatureType The signature type, i.e EthSign, Trezor, Wallet etc.
+     * @return Hex encoded string of signature proof with Signature Type
+     */
+    convertToSignatureWithType(signature: string, signatureType: SignatureType): string {
+        const signatureBuffer = Buffer.concat([ethUtil.toBuffer(signature), ethUtil.toBuffer(signatureType)]);
+        const signatureHex = `0x${signatureBuffer.toString('hex')}`;
+        return signatureHex;
     },
     /**
      * Adds the relevant prefix to the message being signed.
      * @param message Message to sign
-     * @param messagePrefixType The type of message prefix to add. Different signers expect
+     * @param signerType The type of message prefix to add for a given SignerType. Different signers expect
      *                          specific message prefixes.
      * @return Prefixed message
      */
-    addSignedMessagePrefix(message: string, messagePrefixType: MessagePrefixType): string {
+    addSignedMessagePrefix(message: string, signerType: SignerType = SignerType.Default): string {
         assert.isString('message', message);
-        assert.doesBelongToStringEnum('messagePrefixType', messagePrefixType, MessagePrefixType);
-        switch (messagePrefixType) {
-            case MessagePrefixType.None:
-                return message;
-
-            case MessagePrefixType.EthSign: {
+        assert.doesBelongToStringEnum('signerType', signerType, SignerType);
+        switch (signerType) {
+            case SignerType.Metamask:
+            case SignerType.Ledger:
+            case SignerType.Default: {
                 const msgBuff = ethUtil.toBuffer(message);
                 const prefixedMsgBuff = ethUtil.hashPersonalMessage(msgBuff);
                 const prefixedMsgHex = ethUtil.bufferToHex(prefixedMsgBuff);
                 return prefixedMsgHex;
             }
-
-            case MessagePrefixType.Trezor: {
+            case SignerType.Trezor: {
                 const msgBuff = ethUtil.toBuffer(message);
                 const prefixedMsgBuff = hashTrezorPersonalMessage(msgBuff);
                 const prefixedMsgHex = ethUtil.bufferToHex(prefixedMsgBuff);
                 return prefixedMsgHex;
             }
-
             default:
-                throw new Error(`Unrecognized MessagePrefixType: ${messagePrefixType}`);
+                throw new Error(`Unrecognized SignerType: ${signerType}`);
         }
     },
     /**
diff --git a/packages/order-utils/src/types.ts b/packages/order-utils/src/types.ts
index b08e74e71..1fbd8cf7b 100644
--- a/packages/order-utils/src/types.ts
+++ b/packages/order-utils/src/types.ts
@@ -1,29 +1,9 @@
+import { BigNumber } from '@0xproject/utils';
+
 export enum OrderError {
     InvalidSignature = 'INVALID_SIGNATURE',
 }
 
-/**
- * The requisite message prefix (is any) to add to an `eth_sign` request.
- */
-export enum MessagePrefixType {
-    None = 'NONE',
-    EthSign = 'ETH_SIGN',
-    Trezor = 'TREZOR',
-}
-
-/**
- * Options related to message prefixing of messages sent to `eth_sign`
- * Some signers prepend a message prefix (e.g Parity Signer, Ledger, TestRPC), while
- * others require it already be prepended (e.g Metamask). In addition, different signers
- * expect slightly different prefixes (See: https://github.com/ethereum/go-ethereum/issues/14794).
- * Depending on the signer that will receive your signing request, you must specify the
- * desired prefix and whether it should be added before making the `eth_sign` request.
- */
-export interface MessagePrefixOpts {
-    prefixType: MessagePrefixType;
-    shouldAddPrefixBeforeCallingEthSign: boolean;
-}
-
 export enum TradeSide {
     Maker = 'maker',
     Taker = 'taker',
@@ -51,3 +31,13 @@ export enum EIP712Types {
     String = 'string',
     Uint256 = 'uint256',
 }
+
+export interface CreateOrderOpts {
+    takerAddress?: string;
+    senderAddress?: string;
+    makerFee?: BigNumber;
+    takerFee?: BigNumber;
+    feeRecipientAddress?: string;
+    salt?: BigNumber;
+    expirationTimeSeconds?: BigNumber;
+}
diff --git a/packages/order-utils/test/market_utils_test.ts b/packages/order-utils/test/market_utils_test.ts
new file mode 100644
index 000000000..21c0a4802
--- /dev/null
+++ b/packages/order-utils/test/market_utils_test.ts
@@ -0,0 +1,280 @@
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { constants, marketUtils } from '../src';
+
+import { chaiSetup } from './utils/chai_setup';
+import { testOrderFactory } from './utils/test_order_factory';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+// tslint:disable: no-unused-expression
+describe('marketUtils', () => {
+    describe('#findOrdersThatCoverMakerAssetFillAmount', () => {
+        describe('no orders', () => {
+            it('returns empty and unchanged remainingFillAmount', async () => {
+                const fillAmount = new BigNumber(10);
+                const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+                    [],
+                    [],
+                    fillAmount,
+                );
+                expect(resultOrders).to.be.empty;
+                expect(remainingFillAmount).to.be.bignumber.equal(fillAmount);
+            });
+        });
+        describe('orders are completely fillable', () => {
+            // generate three signed orders each with 10 units of makerAsset, 30 total
+            const makerAssetAmount = new BigNumber(10);
+            const inputOrders = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                },
+                3,
+            );
+            // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
+            const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
+            it('returns input orders and zero remainingFillAmount when input exactly matches requested fill amount', async () => {
+                // try to fill 20 units of makerAsset
+                // include 10 units of slippageBufferAmount
+                const fillAmount = new BigNumber(20);
+                const slippageBufferAmount = new BigNumber(10);
+                const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    fillAmount,
+                    slippageBufferAmount,
+                );
+                expect(resultOrders).to.be.deep.equal(inputOrders);
+                expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+            it('returns input orders and zero remainingFillAmount when input has more than requested fill amount', async () => {
+                // try to fill 15 units of makerAsset
+                // include 10 units of slippageBufferAmount
+                const fillAmount = new BigNumber(15);
+                const slippageBufferAmount = new BigNumber(10);
+                const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    fillAmount,
+                    slippageBufferAmount,
+                );
+                expect(resultOrders).to.be.deep.equal(inputOrders);
+                expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+            it('returns input orders and non-zero remainingFillAmount when input has less than requested fill amount', async () => {
+                // try to fill 30 units of makerAsset
+                // include 5 units of slippageBufferAmount
+                const fillAmount = new BigNumber(30);
+                const slippageBufferAmount = new BigNumber(5);
+                const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    fillAmount,
+                    slippageBufferAmount,
+                );
+                expect(resultOrders).to.be.deep.equal(inputOrders);
+                expect(remainingFillAmount).to.be.bignumber.equal(new BigNumber(5));
+            });
+            it('returns first order and zero remainingFillAmount when requested fill amount is exactly covered by the first order', async () => {
+                // try to fill 10 units of makerAsset
+                const fillAmount = new BigNumber(10);
+                const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    fillAmount,
+                );
+                expect(resultOrders).to.be.deep.equal([inputOrders[0]]);
+                expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+            it('returns first two orders and zero remainingFillAmount when requested fill amount is over covered by the first two order', async () => {
+                // try to fill 15 units of makerAsset
+                const fillAmount = new BigNumber(15);
+                const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    fillAmount,
+                );
+                expect(resultOrders).to.be.deep.equal([inputOrders[0], inputOrders[1]]);
+                expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+        });
+        describe('orders are partially fillable', () => {
+            // generate three signed orders each with 10 units of makerAsset, 30 total
+            const makerAssetAmount = new BigNumber(10);
+            const inputOrders = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                },
+                3,
+            );
+            // generate remainingFillableMakerAssetAmounts that cover different partial fill scenarios
+            // 1. order is completely filled already
+            // 2. order is partially fillable
+            // 3. order is completely fillable
+            const remainingFillableMakerAssetAmounts = [constants.ZERO_AMOUNT, new BigNumber(5), makerAssetAmount];
+            it('returns last two orders and non-zero remainingFillAmount when trying to fill original makerAssetAmounts', async () => {
+                // try to fill 30 units of makerAsset
+                const fillAmount = new BigNumber(30);
+                const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    fillAmount,
+                );
+                expect(resultOrders).to.be.deep.equal([inputOrders[1], inputOrders[2]]);
+                expect(remainingFillAmount).to.be.bignumber.equal(new BigNumber(15));
+            });
+        });
+    });
+    describe('#findFeeOrdersThatCoverFeesForTargetOrders', () => {
+        // generate three signed fee orders each with 10 units of ZRX, 30 total
+        const zrxAmount = new BigNumber(10);
+        const inputFeeOrders = testOrderFactory.generateTestSignedOrders(
+            {
+                makerAssetAmount: zrxAmount,
+            },
+            3,
+        );
+        // generate remainingFillableFeeAmounts that equal the zrxAmount
+        const remainingFillableFeeAmounts = [zrxAmount, zrxAmount, zrxAmount];
+        describe('no target orders', () => {
+            it('returns empty and zero remainingFeeAmount', async () => {
+                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                    [],
+                    [],
+                    inputFeeOrders,
+                    remainingFillableFeeAmounts,
+                );
+                expect(resultOrders).to.be.empty;
+                expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+        });
+        describe('no fee orders', () => {
+            // generate three signed orders each with 10 units of makerAsset, 30 total
+            // each signed order requires 10 units of takerFee
+            const makerAssetAmount = new BigNumber(10);
+            const takerFee = new BigNumber(10);
+            const inputOrders = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerFee,
+                },
+                3,
+            );
+            // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
+            const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
+            it('returns empty and non-zero remainingFeeAmount', async () => {
+                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    [],
+                    [],
+                );
+                expect(resultOrders).to.be.empty;
+                expect(remainingFeeAmount).to.be.bignumber.equal(new BigNumber(30));
+            });
+        });
+        describe('target orders have no fees', () => {
+            // generate three signed orders each with 10 units of makerAsset, 30 total
+            const makerAssetAmount = new BigNumber(10);
+            const inputOrders = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                },
+                3,
+            );
+            // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
+            const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
+            it('returns empty and zero remainingFeeAmount', async () => {
+                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    inputFeeOrders,
+                    remainingFillableFeeAmounts,
+                );
+                expect(resultOrders).to.be.empty;
+                expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+        });
+        describe('target orders require fees and are completely fillable', () => {
+            // generate three signed orders each with 10 units of makerAsset, 30 total
+            // each signed order requires 10 units of takerFee
+            const makerAssetAmount = new BigNumber(10);
+            const takerFee = new BigNumber(10);
+            const inputOrders = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerFee,
+                },
+                3,
+            );
+            // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
+            const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
+            it('returns input fee orders and zero remainingFeeAmount', async () => {
+                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    inputFeeOrders,
+                    remainingFillableFeeAmounts,
+                );
+                expect(resultOrders).to.be.deep.equal(inputFeeOrders);
+                expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+        });
+        describe('target orders require fees and are partially fillable', () => {
+            // generate three signed orders each with 10 units of makerAsset, 30 total
+            // each signed order requires 10 units of takerFee
+            const makerAssetAmount = new BigNumber(10);
+            const takerFee = new BigNumber(10);
+            const inputOrders = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerFee,
+                },
+                3,
+            );
+            // generate remainingFillableMakerAssetAmounts that cover different partial fill scenarios
+            // 1. order is completely filled already
+            // 2. order is partially fillable
+            // 3. order is completely fillable
+            const remainingFillableMakerAssetAmounts = [constants.ZERO_AMOUNT, new BigNumber(5), makerAssetAmount];
+            it('returns first two input fee orders and zero remainingFeeAmount', async () => {
+                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    inputFeeOrders,
+                    remainingFillableFeeAmounts,
+                );
+                expect(resultOrders).to.be.deep.equal([inputFeeOrders[0], inputFeeOrders[1]]);
+                expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+        });
+        describe('target orders require more fees than available', () => {
+            // generate three signed orders each with 10 units of makerAsset, 30 total
+            // each signed order requires 20 units of takerFee
+            const makerAssetAmount = new BigNumber(10);
+            const takerFee = new BigNumber(20);
+            const inputOrders = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerFee,
+                },
+                3,
+            );
+            // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
+            const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
+            it('returns input fee orders and non-zero remainingFeeAmount', async () => {
+                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    inputFeeOrders,
+                    remainingFillableFeeAmounts,
+                );
+                expect(resultOrders).to.be.deep.equal(inputFeeOrders);
+                expect(remainingFeeAmount).to.be.bignumber.equal(new BigNumber(30));
+            });
+        });
+    });
+});
diff --git a/packages/order-utils/test/signature_utils_test.ts b/packages/order-utils/test/signature_utils_test.ts
index 2f36386ad..06ff86515 100644
--- a/packages/order-utils/test/signature_utils_test.ts
+++ b/packages/order-utils/test/signature_utils_test.ts
@@ -1,3 +1,4 @@
+import { SignerType } from '@0xproject/types';
 import { BigNumber } from '@0xproject/utils';
 import * as chai from 'chai';
 import { JSONRPCErrorCallback, JSONRPCRequestPayload } from 'ethereum-types';
@@ -5,8 +6,8 @@ import * as _ from 'lodash';
 import 'mocha';
 import * as Sinon from 'sinon';
 
-import { generatePseudoRandomSalt, MessagePrefixType } from '../src';
-import { signatureUtils } from '../src/signature_utils';
+import { signatureUtils, generatePseudoRandomSalt } from '../src';
+import { convertECSignatureToSignatureHex, isValidSignatureAsync } from '../src/signature_utils';
 
 import { chaiSetup } from './utils/chai_setup';
 import { provider, web3Wrapper } from './utils/web3_wrapper';
@@ -22,8 +23,9 @@ describe('Signature utils', () => {
         let address = '0x5409ed021d9299bf6814279a6a1411a7e866a631';
 
         it("should return false if the data doesn't pertain to the signature & address", async () => {
+            const bytes32Zeros = '0x0000000000000000000000000000000000000000000000000000000000000000';
             expect(
-                await signatureUtils.isValidSignatureAsync(provider, '0x0', ethSignSignature, address),
+                await signatureUtils.isValidSignatureAsync(provider, bytes32Zeros, ethSignSignature, address),
             ).to.be.false();
         });
         it("should return false if the address doesn't pertain to the signature & data", async () => {
@@ -139,37 +141,28 @@ describe('Signature utils', () => {
             _.each(stubs, s => s.restore());
             stubs = [];
         });
-        it('Should return the correct ECSignature', async () => {
+        it('Should return the correct Signature', async () => {
             const orderHash = '0x6927e990021d23b1eb7b8789f6a6feaf98fe104bb0cf8259421b79f9a34222b0';
-            const expectedECSignature = {
-                v: 27,
-                r: '0x61a3ed31b43c8780e905a260a35faefcc527be7516aa11c0256729b5b351bc33',
-                s: '0x40349190569279751135161d22529dc25add4f6069af05be04cacbda2ace2254',
-            };
-            const messagePrefixOpts = {
-                prefixType: MessagePrefixType.EthSign,
-                shouldAddPrefixBeforeCallingEthSign: false,
-            };
+            const expectedSignature =
+                '0x1b61a3ed31b43c8780e905a260a35faefcc527be7516aa11c0256729b5b351bc3340349190569279751135161d22529dc25add4f6069af05be04cacbda2ace225403';
             const ecSignature = await signatureUtils.ecSignOrderHashAsync(
                 provider,
                 orderHash,
                 makerAddress,
-                messagePrefixOpts,
+                SignerType.Default,
             );
-            expect(ecSignature).to.deep.equal(expectedECSignature);
+            expect(ecSignature).to.equal(expectedSignature);
         });
-        it('should return the correct ECSignature for signatureHex concatenated as R + S + V', async () => {
+        it('should return the correct Signature for signatureHex concatenated as R + S + V', async () => {
             const orderHash = '0x34decbedc118904df65f379a175bb39ca18209d6ce41d5ed549d54e6e0a95004';
-            const expectedECSignature = {
-                v: 27,
-                r: '0x117902c86dfb95fe0d1badd983ee166ad259b27acb220174cbb4460d87287113',
-                s: '0x7feabdfe76e05924b484789f79af4ee7fa29ec006cedce1bbf369320d034e10b',
-            };
+            const expectedSignature =
+                '0x1b117902c86dfb95fe0d1badd983ee166ad259b27acb220174cbb4460d872871137feabdfe76e05924b484789f79af4ee7fa29ec006cedce1bbf369320d034e10b03';
 
             const fakeProvider = {
                 async sendAsync(payload: JSONRPCRequestPayload, callback: JSONRPCErrorCallback): Promise<void> {
                     if (payload.method === 'eth_sign') {
                         const [address, message] = payload.params;
+                        expect(message).to.equal(orderHash);
                         const signature = await web3Wrapper.signMessageAsync(address, message);
                         // tslint:disable-next-line:custom-no-magic-numbers
                         const rsvHex = `0x${signature.substr(130)}${signature.substr(2, 128)}`;
@@ -183,26 +176,18 @@ describe('Signature utils', () => {
                     }
                 },
             };
-
-            const messagePrefixOpts = {
-                prefixType: MessagePrefixType.EthSign,
-                shouldAddPrefixBeforeCallingEthSign: false,
-            };
             const ecSignature = await signatureUtils.ecSignOrderHashAsync(
                 fakeProvider,
                 orderHash,
                 makerAddress,
-                messagePrefixOpts,
+                SignerType.Default,
             );
-            expect(ecSignature).to.deep.equal(expectedECSignature);
+            expect(ecSignature).to.equal(expectedSignature);
         });
-        it('should return the correct ECSignature for signatureHex concatenated as V + R + S', async () => {
+        it('should return the correct Signature for signatureHex concatenated as V + R + S', async () => {
             const orderHash = '0x34decbedc118904df65f379a175bb39ca18209d6ce41d5ed549d54e6e0a95004';
-            const expectedECSignature = {
-                v: 27,
-                r: '0x117902c86dfb95fe0d1badd983ee166ad259b27acb220174cbb4460d87287113',
-                s: '0x7feabdfe76e05924b484789f79af4ee7fa29ec006cedce1bbf369320d034e10b',
-            };
+            const expectedSignature =
+                '0x1b117902c86dfb95fe0d1badd983ee166ad259b27acb220174cbb4460d872871137feabdfe76e05924b484789f79af4ee7fa29ec006cedce1bbf369320d034e10b03';
             const fakeProvider = {
                 async sendAsync(payload: JSONRPCRequestPayload, callback: JSONRPCErrorCallback): Promise<void> {
                     if (payload.method === 'eth_sign') {
@@ -219,17 +204,96 @@ describe('Signature utils', () => {
                 },
             };
 
-            const messagePrefixOpts = {
-                prefixType: MessagePrefixType.EthSign,
-                shouldAddPrefixBeforeCallingEthSign: false,
+            const ecSignature = await signatureUtils.ecSignOrderHashAsync(
+                fakeProvider,
+                orderHash,
+                makerAddress,
+                SignerType.Default,
+            );
+            expect(ecSignature).to.equal(expectedSignature);
+        });
+        // Note this is due to a bug in Metamask where it does not prefix before signing, this is a known issue and is to be fixed in the future
+        // Source: https://github.com/MetaMask/metamask-extension/commit/a9d36860bec424dcee8db043d3e7da6a5ff5672e
+        it('should receive a payload modified with a prefix when Metamask is SignerType', async () => {
+            const orderHash = '0x34decbedc118904df65f379a175bb39ca18209d6ce41d5ed549d54e6e0a95004';
+            const orderHashPrefixed = '0xae70f31d26096291aa681b26cb7574563956221d0b4213631e1ef9df675d4cba';
+            const expectedSignature =
+                '0x1b117902c86dfb95fe0d1badd983ee166ad259b27acb220174cbb4460d872871137feabdfe76e05924b484789f79af4ee7fa29ec006cedce1bbf369320d034e10b03';
+            // Generated from a MM eth_sign request from 0x5409ed021d9299bf6814279a6a1411a7e866a631 signing 0xae70f31d26096291aa681b26cb7574563956221d0b4213631e1ef9df675d4cba
+            const metamaskSignature =
+                '0x117902c86dfb95fe0d1badd983ee166ad259b27acb220174cbb4460d872871137feabdfe76e05924b484789f79af4ee7fa29ec006cedce1bbf369320d034e10b1b';
+            const fakeProvider = {
+                async sendAsync(payload: JSONRPCRequestPayload, callback: JSONRPCErrorCallback): Promise<void> {
+                    if (payload.method === 'eth_sign') {
+                        const [, message] = payload.params;
+                        expect(message).to.equal(orderHashPrefixed);
+                        callback(null, {
+                            id: 42,
+                            jsonrpc: '2.0',
+                            result: metamaskSignature,
+                        });
+                    } else {
+                        callback(null, { id: 42, jsonrpc: '2.0', result: [makerAddress] });
+                    }
+                },
             };
+
             const ecSignature = await signatureUtils.ecSignOrderHashAsync(
                 fakeProvider,
                 orderHash,
                 makerAddress,
-                messagePrefixOpts,
+                SignerType.Metamask,
+            );
+            expect(ecSignature).to.equal(expectedSignature);
+        });
+        it('should return a valid signature', async () => {
+            const orderHash = '0x34decbedc118904df65f379a175bb39ca18209d6ce41d5ed549d54e6e0a95004';
+            const ecSignature = await signatureUtils.ecSignOrderHashAsync(
+                provider,
+                orderHash,
+                makerAddress,
+                SignerType.Default,
+            );
+
+            const isValidSignature = await isValidSignatureAsync(provider, orderHash, ecSignature, makerAddress);
+            expect(isValidSignature).to.be.true();
+        });
+    });
+    describe('#convertECSignatureToSignatureHex', () => {
+        const ecSignature: ECSignature = {
+            v: 27,
+            r: '0xaca7da997ad177f040240cdccf6905b71ab16b74434388c3a72f34fd25d64393',
+            s: '0x46b2bac274ff29b48b3ea6e2d04c1336eaceafda3c53ab483fc3ff12fac3ebf2',
+        };
+        it('should concatenate v,r,s and append the Trezor signature type', async () => {
+            const expectedSignatureWithSignatureType =
+                '0x1baca7da997ad177f040240cdccf6905b71ab16b74434388c3a72f34fd25d6439346b2bac274ff29b48b3ea6e2d04c1336eaceafda3c53ab483fc3ff12fac3ebf208';
+            const signatureWithSignatureType = convertECSignatureToSignatureHex(ecSignature, SignerType.Trezor);
+            expect(signatureWithSignatureType).to.equal(expectedSignatureWithSignatureType);
+        });
+        it('should concatenate v,r,s and append the EthSign signature type when SignerType is Default', async () => {
+            const expectedSignatureWithSignatureType =
+                '0x1baca7da997ad177f040240cdccf6905b71ab16b74434388c3a72f34fd25d6439346b2bac274ff29b48b3ea6e2d04c1336eaceafda3c53ab483fc3ff12fac3ebf203';
+            const signatureWithSignatureType = convertECSignatureToSignatureHex(ecSignature, SignerType.Default);
+            expect(signatureWithSignatureType).to.equal(expectedSignatureWithSignatureType);
+        });
+        it('should concatenate v,r,s and append the EthSign signature type when SignerType is Ledger', async () => {
+            const expectedSignatureWithSignatureType =
+                '0x1baca7da997ad177f040240cdccf6905b71ab16b74434388c3a72f34fd25d6439346b2bac274ff29b48b3ea6e2d04c1336eaceafda3c53ab483fc3ff12fac3ebf203';
+            const signatureWithSignatureType = convertECSignatureToSignatureHex(ecSignature, SignerType.Ledger);
+            expect(signatureWithSignatureType).to.equal(expectedSignatureWithSignatureType);
+        });
+        it('should concatenate v,r,s and append the EthSign signature type when SignerType is Metamask', async () => {
+            const expectedSignatureWithSignatureType =
+                '0x1baca7da997ad177f040240cdccf6905b71ab16b74434388c3a72f34fd25d6439346b2bac274ff29b48b3ea6e2d04c1336eaceafda3c53ab483fc3ff12fac3ebf203';
+            const signatureWithSignatureType = convertECSignatureToSignatureHex(ecSignature, SignerType.Metamask);
+            expect(signatureWithSignatureType).to.equal(expectedSignatureWithSignatureType);
+        });
+        it('should throw if the SignerType is invalid', async () => {
+            const expectedMessage = 'Unrecognized SignerType: INVALID_SIGNER';
+            expect(() => convertECSignatureToSignatureHex(ecSignature, 'INVALID_SIGNER' as SignerType)).to.throw(
+                expectedMessage,
             );
-            expect(ecSignature).to.deep.equal(expectedECSignature);
         });
     });
 });
diff --git a/packages/order-utils/test/utils/test_order_factory.ts b/packages/order-utils/test/utils/test_order_factory.ts
new file mode 100644
index 000000000..75dc6f1f2
--- /dev/null
+++ b/packages/order-utils/test/utils/test_order_factory.ts
@@ -0,0 +1,32 @@
+import { Order, SignedOrder } from '@0xproject/types';
+import * as _ from 'lodash';
+
+import { constants, orderFactory } from '../../src';
+
+const BASE_TEST_ORDER: Order = orderFactory.createOrder(
+    constants.NULL_ADDRESS,
+    constants.ZERO_AMOUNT,
+    constants.NULL_ADDRESS,
+    constants.ZERO_AMOUNT,
+    constants.NULL_ADDRESS,
+    constants.NULL_ADDRESS,
+);
+const BASE_TEST_SIGNED_ORDER: SignedOrder = {
+    ...BASE_TEST_ORDER,
+    signature: constants.NULL_BYTES,
+};
+
+export const testOrderFactory = {
+    generateTestSignedOrder(partialOrder: Partial<SignedOrder>): SignedOrder {
+        return transformObject(BASE_TEST_SIGNED_ORDER, partialOrder);
+    },
+    generateTestSignedOrders(partialOrder: Partial<SignedOrder>, numOrders: number): SignedOrder[] {
+        const baseTestOrders = _.map(_.range(numOrders), () => BASE_TEST_SIGNED_ORDER);
+        return _.map(baseTestOrders, order => transformObject(order, partialOrder));
+    },
+};
+
+function transformObject<T>(input: T, transformation: Partial<T>): T {
+    const copy = _.cloneDeep(input);
+    return _.assign(copy, transformation);
+}