12 files changed, 1039 insertions, 0 deletions
diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts
new file mode 100644
index 000000000..7ec39e012
--- /dev/null
+++ b/packages/asset-buyer/src/asset_buyer.ts
@@ -0,0 +1,291 @@
+import { ContractWrappers } from '@0xproject/contract-wrappers';
+import { schemas } from '@0xproject/json-schemas';
+import { SignedOrder } from '@0xproject/order-utils';
+import { ObjectMap } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import { Provider } from 'ethereum-types';
+import * as _ from 'lodash';
+
+import { constants } from './constants';
+import { BasicOrderProvider } from './order_providers/basic_order_provider';
+import { StandardRelayerAPIOrderProvider } from './order_providers/standard_relayer_api_order_provider';
+import {
+    AssetBuyerError,
+    AssetBuyerOpts,
+    BuyQuote,
+    BuyQuoteExecutionOpts,
+    BuyQuoteRequestOpts,
+    OrderProvider,
+    OrderProviderResponse,
+    OrdersAndFillableAmounts,
+} from './types';
+
+import { assert } from './utils/assert';
+import { assetDataUtils } from './utils/asset_data_utils';
+import { buyQuoteCalculator } from './utils/buy_quote_calculator';
+import { orderProviderResponseProcessor } from './utils/order_provider_response_processor';
+
+interface OrdersEntry {
+    ordersAndFillableAmounts: OrdersAndFillableAmounts;
+    lastRefreshTime: number;
+}
+
+export class AssetBuyer {
+    public readonly provider: Provider;
+    public readonly orderProvider: OrderProvider;
+    public readonly networkId: number;
+    public readonly orderRefreshIntervalMs: number;
+    public readonly expiryBufferSeconds: number;
+    private readonly _contractWrappers: ContractWrappers;
+    // cache of orders along with the time last updated keyed by assetData
+    private readonly _ordersEntryMap: ObjectMap<OrdersEntry> = {};
+    /**
+     * Instantiates a new AssetBuyer instance given existing liquidity in the form of orders and feeOrders.
+     * @param   provider                The Provider instance you would like to use for interacting with the Ethereum network.
+     * @param   orders                  A non-empty array of objects that conform to SignedOrder. All orders must have the same makerAssetData and takerAssetData (WETH).
+     * @param   feeOrders               A array of objects that conform to SignedOrder. All orders must have the same makerAssetData (ZRX) and takerAssetData (WETH). Defaults to an empty array.
+     * @param   options                 Initialization options for the AssetBuyer. See type definition for details.
+     *
+     * @return  An instance of AssetBuyer
+     */
+    public static getAssetBuyerForProvidedOrders(
+        provider: Provider,
+        orders: SignedOrder[],
+        feeOrders: SignedOrder[] = [],
+        options: Partial<AssetBuyerOpts> = {},
+    ): AssetBuyer {
+        assert.isWeb3Provider('provider', provider);
+        assert.doesConformToSchema('orders', orders, schemas.signedOrdersSchema);
+        assert.doesConformToSchema('feeOrders', feeOrders, schemas.signedOrdersSchema);
+        assert.areValidProvidedOrders('orders', orders);
+        assert.areValidProvidedOrders('feeOrders', feeOrders);
+        assert.assert(orders.length !== 0, `Expected orders to contain at least one order`);
+        const orderProvider = new BasicOrderProvider(_.concat(orders, feeOrders));
+        const assetBuyer = new AssetBuyer(provider, orderProvider, options);
+        return assetBuyer;
+    }
+    /**
+     * Instantiates a new AssetBuyer instance given a [Standard Relayer API](https://github.com/0xProject/standard-relayer-api) endpoint
+     * @param   provider                The Provider instance you would like to use for interacting with the Ethereum network.
+     * @param   sraApiUrl               The standard relayer API base HTTP url you would like to source orders from.
+     * @param   options                 Initialization options for the AssetBuyer. See type definition for details.
+     *
+     * @return  An instance of AssetBuyer
+     */
+    public static getAssetBuyerForStandardRelayerAPIUrl(
+        provider: Provider,
+        sraApiUrl: string,
+        options: Partial<AssetBuyerOpts> = {},
+    ): AssetBuyer {
+        assert.isWeb3Provider('provider', provider);
+        assert.isWebUri('sraApiUrl', sraApiUrl);
+        const orderProvider = new StandardRelayerAPIOrderProvider(sraApiUrl);
+        const assetBuyer = new AssetBuyer(provider, orderProvider, options);
+        return assetBuyer;
+    }
+    /**
+     * Instantiates a new AssetBuyer instance
+     * @param   provider            The Provider instance you would like to use for interacting with the Ethereum network.
+     * @param   orderProvider       An object that conforms to OrderProvider, see type for definition.
+     * @param   options             Initialization options for the AssetBuyer. See type definition for details.
+     *
+     * @return  An instance of AssetBuyer
+     */
+    constructor(provider: Provider, orderProvider: OrderProvider, options: Partial<AssetBuyerOpts> = {}) {
+        const { networkId, orderRefreshIntervalMs, expiryBufferSeconds } = {
+            ...constants.DEFAULT_ASSET_BUYER_OPTS,
+            ...options,
+        };
+        assert.isWeb3Provider('provider', provider);
+        assert.isValidOrderProvider('orderProvider', orderProvider);
+        assert.isNumber('networkId', networkId);
+        assert.isNumber('orderRefreshIntervalMs', orderRefreshIntervalMs);
+        assert.isNumber('expiryBufferSeconds', expiryBufferSeconds);
+        this.provider = provider;
+        this.orderProvider = orderProvider;
+        this.networkId = networkId;
+        this.orderRefreshIntervalMs = orderRefreshIntervalMs;
+        this.expiryBufferSeconds = expiryBufferSeconds;
+        this._contractWrappers = new ContractWrappers(this.provider, {
+            networkId,
+        });
+    }
+    /**
+     * Get a `BuyQuote` containing all information relevant to fulfilling a buy given a desired assetData.
+     * You can then pass the `BuyQuote` to `executeBuyQuoteAsync` to execute the buy.
+     * @param   assetData           The assetData of the desired asset to buy (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
+     * @param   assetBuyAmount      The amount of asset to buy.
+     * @param   options             Options for the request. See type definition for more information.
+     *
+     * @return  An object that conforms to BuyQuote that satisfies the request. See type definition for more information.
+     */
+    public async getBuyQuoteAsync(
+        assetData: string,
+        assetBuyAmount: BigNumber,
+        options: Partial<BuyQuoteRequestOpts> = {},
+    ): Promise<BuyQuote> {
+        const { feePercentage, shouldForceOrderRefresh, slippagePercentage } = {
+            ...constants.DEFAULT_BUY_QUOTE_REQUEST_OPTS,
+            ...options,
+        };
+        assert.isString('assetData', assetData);
+        assert.isBigNumber('assetBuyAmount', assetBuyAmount);
+        assert.isValidPercentage('feePercentage', feePercentage);
+        assert.isBoolean('shouldForceOrderRefresh', shouldForceOrderRefresh);
+        assert.isNumber('slippagePercentage', slippagePercentage);
+        const zrxTokenAssetData = this._getZrxTokenAssetDataOrThrow();
+        const [ordersAndFillableAmounts, feeOrdersAndFillableAmounts] = await Promise.all([
+            this._getOrdersAndFillableAmountsAsync(assetData, shouldForceOrderRefresh),
+            this._getOrdersAndFillableAmountsAsync(zrxTokenAssetData, shouldForceOrderRefresh),
+            shouldForceOrderRefresh,
+        ]);
+        if (ordersAndFillableAmounts.orders.length === 0) {
+            throw new Error(`${AssetBuyerError.AssetUnavailable}: For assetData ${assetData}`);
+        }
+        const buyQuote = buyQuoteCalculator.calculate(
+            ordersAndFillableAmounts,
+            feeOrdersAndFillableAmounts,
+            assetBuyAmount,
+            feePercentage,
+            slippagePercentage,
+        );
+        return buyQuote;
+    }
+    /**
+     * Get a `BuyQuote` containing all information relevant to fulfilling a buy given a desired ERC20 token address.
+     * You can then pass the `BuyQuote` to `executeBuyQuoteAsync` to execute the buy.
+     * @param   tokenAddress        The ERC20 token address.
+     * @param   assetBuyAmount      The amount of asset to buy.
+     * @param   options             Options for the request. See type definition for more information.
+     *
+     * @return  An object that conforms to BuyQuote that satisfies the request. See type definition for more information.
+     */
+    public async getBuyQuoteForERC20TokenAddressAsync(
+        tokenAddress: string,
+        assetBuyAmount: BigNumber,
+        options: Partial<BuyQuoteRequestOpts> = {},
+    ): Promise<BuyQuote> {
+        assert.isETHAddressHex('tokenAddress', tokenAddress);
+        assert.isBigNumber('assetBuyAmount', assetBuyAmount);
+        const assetData = assetDataUtils.encodeERC20AssetData(tokenAddress);
+        const buyQuote = this.getBuyQuoteAsync(assetData, assetBuyAmount, options);
+        return buyQuote;
+    }
+    /**
+     * Given a BuyQuote and desired rate, attempt to execute the buy.
+     * @param   buyQuote        An object that conforms to BuyQuote. See type definition for more information.
+     * @param   options         Options for the execution of the BuyQuote. See type definition for more information.
+     *
+     * @return  A promise of the txHash.
+     */
+    public async executeBuyQuoteAsync(
+        buyQuote: BuyQuote,
+        options: Partial<BuyQuoteExecutionOpts> = {},
+    ): Promise<string> {
+        const { ethAmount, takerAddress, feeRecipient } = {
+            ...constants.DEFAULT_BUY_QUOTE_EXECUTION_OPTS,
+            ...options,
+        };
+        assert.isValidBuyQuote('buyQuote', buyQuote);
+        if (!_.isUndefined(ethAmount)) {
+            assert.isBigNumber('ethAmount', ethAmount);
+        }
+        if (!_.isUndefined(takerAddress)) {
+            assert.isETHAddressHex('takerAddress', takerAddress);
+        }
+        assert.isETHAddressHex('feeRecipient', feeRecipient);
+        const { orders, feeOrders, feePercentage, assetBuyAmount, worstCaseQuoteInfo } = buyQuote;
+        // if no takerAddress is provided, try to get one from the provider
+        let finalTakerAddress;
+        if (!_.isUndefined(takerAddress)) {
+            finalTakerAddress = takerAddress;
+        } else {
+            const web3Wrapper = new Web3Wrapper(this.provider);
+            const availableAddresses = await web3Wrapper.getAvailableAddressesAsync();
+            const firstAvailableAddress = _.head(availableAddresses);
+            if (!_.isUndefined(firstAvailableAddress)) {
+                finalTakerAddress = firstAvailableAddress;
+            } else {
+                throw new Error(AssetBuyerError.NoAddressAvailable);
+            }
+        }
+        // if no ethAmount is provided, default to the worst ethAmount from buyQuote
+        const txHash = await this._contractWrappers.forwarder.marketBuyOrdersWithEthAsync(
+            orders,
+            assetBuyAmount,
+            finalTakerAddress,
+            ethAmount || worstCaseQuoteInfo.totalEthAmount,
+            feeOrders,
+            feePercentage,
+            feeRecipient,
+        );
+        return txHash;
+    }
+    /**
+     * Grab orders from the map, if there is a miss or it is time to refresh, fetch and process the orders
+     */
+    private async _getOrdersAndFillableAmountsAsync(
+        assetData: string,
+        shouldForceOrderRefresh: boolean,
+    ): Promise<OrdersAndFillableAmounts> {
+        // try to get ordersEntry from the map
+        const ordersEntryIfExists = this._ordersEntryMap[assetData];
+        // we should refresh if:
+        // we do not have any orders OR
+        // we are forced to OR
+        // we have some last refresh time AND that time was sufficiently long ago
+        const shouldRefresh =
+            _.isUndefined(ordersEntryIfExists) ||
+            shouldForceOrderRefresh ||
+            // tslint:disable:restrict-plus-operands
+            ordersEntryIfExists.lastRefreshTime + this.orderRefreshIntervalMs < Date.now();
+        if (!shouldRefresh) {
+            const result = ordersEntryIfExists.ordersAndFillableAmounts;
+            return result;
+        }
+        const etherTokenAssetData = this._getEtherTokenAssetDataOrThrow();
+        const zrxTokenAssetData = this._getZrxTokenAssetDataOrThrow();
+        // construct orderProvider request
+        const orderProviderRequest = {
+            makerAssetData: assetData,
+            takerAssetData: etherTokenAssetData,
+            networkId: this.networkId,
+        };
+        const request = orderProviderRequest;
+        // get provider response
+        const response = await this.orderProvider.getOrdersAsync(request);
+        // since the order provider is an injected dependency, validate that it respects the API
+        // ie. it should only return maker/taker assetDatas that are specified
+        orderProviderResponseProcessor.throwIfInvalidResponse(response, request);
+        // process the responses into one object
+        const isMakerAssetZrxToken = assetData === zrxTokenAssetData;
+        const ordersAndFillableAmounts = await orderProviderResponseProcessor.processAsync(
+            response,
+            isMakerAssetZrxToken,
+            this.expiryBufferSeconds,
+            this._contractWrappers.orderValidator,
+        );
+        const lastRefreshTime = Date.now();
+        const updatedOrdersEntry = {
+            ordersAndFillableAmounts,
+            lastRefreshTime,
+        };
+        this._ordersEntryMap[assetData] = updatedOrdersEntry;
+        return ordersAndFillableAmounts;
+    }
+    /**
+     * Get the assetData that represents the WETH token.
+     * Will throw if WETH does not exist for the current network.
+     */
+    private _getEtherTokenAssetDataOrThrow(): string {
+        return assetDataUtils.getEtherTokenAssetDataOrThrow(this._contractWrappers);
+    }
+    /**
+     * Get the assetData that represents the ZRX token.
+     * Will throw if ZRX does not exist for the current network.
+     */
+    private _getZrxTokenAssetDataOrThrow(): string {
+        return assetDataUtils.getZrxTokenAssetDataOrThrow(this._contractWrappers);
+    }
+}
diff --git a/packages/asset-buyer/src/constants.ts b/packages/asset-buyer/src/constants.ts
new file mode 100644
index 000000000..e1056e39b
--- /dev/null
+++ b/packages/asset-buyer/src/constants.ts
@@ -0,0 +1,34 @@
+import { BigNumber } from '@0xproject/utils';
+
+import { AssetBuyerOpts, BuyQuoteExecutionOpts, BuyQuoteRequestOpts } from './types';
+
+const NULL_ADDRESS = '0x0000000000000000000000000000000000000000';
+const MAINNET_NETWORK_ID = 1;
+
+const DEFAULT_ASSET_BUYER_OPTS: AssetBuyerOpts = {
+    networkId: MAINNET_NETWORK_ID,
+    orderRefreshIntervalMs: 10000, // 10 seconds
+    expiryBufferSeconds: 15,
+};
+
+const DEFAULT_BUY_QUOTE_REQUEST_OPTS: BuyQuoteRequestOpts = {
+    feePercentage: 0,
+    shouldForceOrderRefresh: false,
+    slippagePercentage: 0.2, // 20% slippage protection
+};
+
+// Other default values are dynamically determined
+const DEFAULT_BUY_QUOTE_EXECUTION_OPTS: BuyQuoteExecutionOpts = {
+    feeRecipient: NULL_ADDRESS,
+};
+
+export const constants = {
+    ZERO_AMOUNT: new BigNumber(0),
+    NULL_ADDRESS,
+    MAINNET_NETWORK_ID,
+    ETHER_TOKEN_DECIMALS: 18,
+    DEFAULT_ASSET_BUYER_OPTS,
+    DEFAULT_BUY_QUOTE_EXECUTION_OPTS,
+    DEFAULT_BUY_QUOTE_REQUEST_OPTS,
+    MAX_PER_PAGE: 10000,
+};
diff --git a/packages/asset-buyer/src/globals.d.ts b/packages/asset-buyer/src/globals.d.ts
new file mode 100644
index 000000000..94e63a32d
--- /dev/null
+++ b/packages/asset-buyer/src/globals.d.ts
@@ -0,0 +1,6 @@
+declare module '*.json' {
+    const json: any;
+    /* tslint:disable */
+    export default json;
+    /* tslint:enable */
+}
diff --git a/packages/asset-buyer/src/index.ts b/packages/asset-buyer/src/index.ts
new file mode 100644
index 000000000..2da2724d7
--- /dev/null
+++ b/packages/asset-buyer/src/index.ts
@@ -0,0 +1,18 @@
+export { Provider } from 'ethereum-types';
+export { SignedOrder } from '@0xproject/types';
+export { BigNumber } from '@0xproject/utils';
+
+export { AssetBuyer } from './asset_buyer';
+export { BasicOrderProvider } from './order_providers/basic_order_provider';
+export { StandardRelayerAPIOrderProvider } from './order_providers/standard_relayer_api_order_provider';
+export {
+    AssetBuyerError,
+    AssetBuyerOpts,
+    BuyQuote,
+    BuyQuoteExecutionOpts,
+    BuyQuoteRequestOpts,
+    OrderProvider,
+    OrderProviderRequest,
+    OrderProviderResponse,
+    SignedOrderWithRemainingFillableMakerAssetAmount,
+} from './types';
diff --git a/packages/asset-buyer/src/order_providers/basic_order_provider.ts b/packages/asset-buyer/src/order_providers/basic_order_provider.ts
new file mode 100644
index 000000000..9bb2d90ac
--- /dev/null
+++ b/packages/asset-buyer/src/order_providers/basic_order_provider.ts
@@ -0,0 +1,32 @@
+import { schemas } from '@0xproject/json-schemas';
+import { SignedOrder } from '@0xproject/types';
+import * as _ from 'lodash';
+
+import { OrderProvider, OrderProviderRequest, OrderProviderResponse } from '../types';
+import { assert } from '../utils/assert';
+
+export class BasicOrderProvider implements OrderProvider {
+    public readonly orders: SignedOrder[];
+    /**
+     * Instantiates a new BasicOrderProvider instance
+     * @param   orders  An array of objects that conform to SignedOrder to fetch from.
+     * @return  An instance of BasicOrderProvider
+     */
+    constructor(orders: SignedOrder[]) {
+        assert.doesConformToSchema('orders', orders, schemas.signedOrdersSchema);
+        this.orders = orders;
+    }
+    /**
+     * Given an object that conforms to OrderFetcherRequest, return the corresponding OrderProviderResponse that satisfies the request.
+     * @param   orderProviderRequest   An instance of OrderFetcherRequest. See type for more information.
+     * @return  An instance of OrderProviderResponse. See type for more information.
+     */
+    public async getOrdersAsync(orderProviderRequest: OrderProviderRequest): Promise<OrderProviderResponse> {
+        assert.isValidOrderProviderRequest('orderProviderRequest', orderProviderRequest);
+        const { makerAssetData, takerAssetData } = orderProviderRequest;
+        const orders = _.filter(this.orders, order => {
+            return order.makerAssetData === makerAssetData && order.takerAssetData === takerAssetData;
+        });
+        return { orders };
+    }
+}
diff --git a/packages/asset-buyer/src/order_providers/standard_relayer_api_order_provider.ts b/packages/asset-buyer/src/order_providers/standard_relayer_api_order_provider.ts
new file mode 100644
index 000000000..31942c25b
--- /dev/null
+++ b/packages/asset-buyer/src/order_providers/standard_relayer_api_order_provider.ts
@@ -0,0 +1,79 @@
+import { HttpClient } from '@0xproject/connect';
+import { APIOrder, OrderbookResponse } from '@0xproject/types';
+import * as _ from 'lodash';
+
+import {
+    AssetBuyerError,
+    OrderProvider,
+    OrderProviderRequest,
+    OrderProviderResponse,
+    SignedOrderWithRemainingFillableMakerAssetAmount,
+} from '../types';
+import { assert } from '../utils/assert';
+import { orderUtils } from '../utils/order_utils';
+
+export class StandardRelayerAPIOrderProvider implements OrderProvider {
+    public readonly apiUrl: string;
+    private readonly _sraClient: HttpClient;
+    /**
+     * Given an array of APIOrder objects from a standard relayer api, return an array
+     * of SignedOrderWithRemainingFillableMakerAssetAmounts
+     */
+    private static _getSignedOrderWithRemainingFillableMakerAssetAmountFromApi(
+        apiOrders: APIOrder[],
+    ): SignedOrderWithRemainingFillableMakerAssetAmount[] {
+        const result = _.map(apiOrders, apiOrder => {
+            const { order, metaData } = apiOrder;
+            // calculate remainingFillableMakerAssetAmount from api metadata, else assume order is completely fillable
+            const remainingFillableTakerAssetAmount = _.get(
+                metaData,
+                'remainingTakerAssetAmount',
+                order.takerAssetAmount,
+            );
+            const remainingFillableMakerAssetAmount = orderUtils.calculateRemainingMakerAssetAmount(
+                order,
+                remainingFillableTakerAssetAmount,
+            );
+            const newOrder = {
+                ...order,
+                remainingFillableMakerAssetAmount,
+            };
+            return newOrder;
+        });
+        return result;
+    }
+    /**
+     * Instantiates a new StandardRelayerAPIOrderProvider instance
+     * @param   apiUrl  The standard relayer API base HTTP url you would like to source orders from.
+     * @return  An instance of StandardRelayerAPIOrderProvider
+     */
+    constructor(apiUrl: string) {
+        assert.isWebUri('apiUrl', apiUrl);
+        this.apiUrl = apiUrl;
+        this._sraClient = new HttpClient(apiUrl);
+    }
+    /**
+     * Given an object that conforms to OrderProviderRequest, return the corresponding OrderProviderResponse that satisfies the request.
+     * @param   orderProviderRequest   An instance of OrderProviderRequest. See type for more information.
+     * @return  An instance of OrderProviderResponse. See type for more information.
+     */
+    public async getOrdersAsync(orderProviderRequest: OrderProviderRequest): Promise<OrderProviderResponse> {
+        assert.isValidOrderProviderRequest('orderProviderRequest', orderProviderRequest);
+        const { makerAssetData, takerAssetData, networkId } = orderProviderRequest;
+        const orderbookRequest = { baseAssetData: makerAssetData, quoteAssetData: takerAssetData };
+        const requestOpts = { networkId };
+        let orderbook: OrderbookResponse;
+        try {
+            orderbook = await this._sraClient.getOrderbookAsync(orderbookRequest, requestOpts);
+        } catch (err) {
+            throw new Error(AssetBuyerError.StandardRelayerApiError);
+        }
+        const apiOrders = orderbook.asks.records;
+        const orders = StandardRelayerAPIOrderProvider._getSignedOrderWithRemainingFillableMakerAssetAmountFromApi(
+            apiOrders,
+        );
+        return {
+            orders,
+        };
+    }
+}
diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts
new file mode 100644
index 000000000..b96795bb6
--- /dev/null
+++ b/packages/asset-buyer/src/types.ts
@@ -0,0 +1,116 @@
+import { SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+
+/**
+ * makerAssetData: The assetData representing the desired makerAsset.
+ * takerAssetData: The assetData representing the desired takerAsset.
+ * networkId: The networkId that the desired orders should be for.
+ */
+export interface OrderProviderRequest {
+    makerAssetData: string;
+    takerAssetData: string;
+    networkId: number;
+}
+
+/**
+ * orders: An array of orders with optional remaining fillable makerAsset amounts. See type for more info.
+ */
+export interface OrderProviderResponse {
+    orders: SignedOrderWithRemainingFillableMakerAssetAmount[];
+}
+
+/**
+ * A normal SignedOrder with one extra optional property `remainingFillableMakerAssetAmount`
+ * remainingFillableMakerAssetAmount: The amount of the makerAsset that is available to be filled
+ */
+export interface SignedOrderWithRemainingFillableMakerAssetAmount extends SignedOrder {
+    remainingFillableMakerAssetAmount?: BigNumber;
+}
+/**
+ * Given an OrderProviderRequest, get an OrderProviderResponse.
+ */
+export interface OrderProvider {
+    getOrdersAsync: (orderProviderRequest: OrderProviderRequest) => Promise<OrderProviderResponse>;
+}
+
+/**
+ * assetData: String that represents a specific asset (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
+ * assetBuyAmount: The amount of asset to buy.
+ * orders: An array of objects conforming to SignedOrder. These orders can be used to cover the requested assetBuyAmount plus slippage.
+ * feeOrders: An array of objects conforming to SignedOrder. These orders can be used to cover the fees for the orders param above.
+ * feePercentage: Optional affiliate fee percentage used to calculate the eth amounts above.
+ * bestCaseQuoteInfo: Info about the best case price for the asset.
+ * worstCaseQuoteInfo: Info about the worst case price for the asset.
+ */
+export interface BuyQuote {
+    assetData: string;
+    assetBuyAmount: BigNumber;
+    orders: SignedOrder[];
+    feeOrders: SignedOrder[];
+    feePercentage?: number;
+    bestCaseQuoteInfo: BuyQuoteInfo;
+    worstCaseQuoteInfo: BuyQuoteInfo;
+}
+
+/**
+ * ethPerAssetPrice: The price of one unit of the desired asset in ETH
+ * feeEthAmount: The amount of eth required to pay the affiliate fee.
+ * totalEthAmount: the total amount of eth required to complete the buy. (Filling orders, feeOrders, and paying affiliate fee)
+ */
+export interface BuyQuoteInfo {
+    ethPerAssetPrice: BigNumber;
+    feeEthAmount: BigNumber;
+    totalEthAmount: BigNumber;
+}
+
+/**
+ * feePercentage: The affiliate fee percentage. Defaults to 0.
+ * shouldForceOrderRefresh: If set to true, new orders and state will be fetched instead of waiting for the next orderRefreshIntervalMs. Defaults to false.
+ * slippagePercentage: The percentage buffer to add to account for slippage. Affects max ETH price estimates. Defaults to 0.2 (20%).
+ */
+export interface BuyQuoteRequestOpts {
+    feePercentage: number;
+    shouldForceOrderRefresh: boolean;
+    slippagePercentage: number;
+}
+
+/**
+ * ethAmount: The desired amount of eth to spend. Defaults to buyQuote.worstCaseQuoteInfo.totalEthAmount.
+ * takerAddress: The address to perform the buy. Defaults to the first available address from the provider.
+ * feeRecipient: The address where affiliate fees are sent. Defaults to null address (0x000...000).
+ */
+export interface BuyQuoteExecutionOpts {
+    ethAmount?: BigNumber;
+    takerAddress?: string;
+    feeRecipient: string;
+}
+
+/**
+ * networkId: The ethereum network id. Defaults to 1 (mainnet).
+ * orderRefreshIntervalMs: The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. Defaults to 10000ms (10s).
+ * expiryBufferSeconds: The number of seconds to add when calculating whether an order is expired or not. Defaults to 15s.
+ */
+export interface AssetBuyerOpts {
+    networkId: number;
+    orderRefreshIntervalMs: number;
+    expiryBufferSeconds: number;
+}
+
+/**
+ * Possible errors thrown by an AssetBuyer instance or associated static methods.
+ */
+export enum AssetBuyerError {
+    NoEtherTokenContractFound = 'NO_ETHER_TOKEN_CONTRACT_FOUND',
+    NoZrxTokenContractFound = 'NO_ZRX_TOKEN_CONTRACT_FOUND',
+    StandardRelayerApiError = 'STANDARD_RELAYER_API_ERROR',
+    InsufficientAssetLiquidity = 'INSUFFICIENT_ASSET_LIQUIDITY',
+    InsufficientZrxLiquidity = 'INSUFFICIENT_ZRX_LIQUIDITY',
+    NoAddressAvailable = 'NO_ADDRESS_AVAILABLE',
+    InvalidOrderProviderResponse = 'INVALID_ORDER_PROVIDER_RESPONSE',
+    AssetUnavailable = 'ASSET_UNAVAILABLE',
+}
+
+export interface OrdersAndFillableAmounts {
+    orders: SignedOrder[];
+    remainingFillableMakerAssetAmounts: BigNumber[];
+}
diff --git a/packages/asset-buyer/src/utils/assert.ts b/packages/asset-buyer/src/utils/assert.ts
new file mode 100644
index 000000000..d43b71fee
--- /dev/null
+++ b/packages/asset-buyer/src/utils/assert.ts
@@ -0,0 +1,56 @@
+import { assert as sharedAssert } from '@0xproject/assert';
+import { schemas } from '@0xproject/json-schemas';
+import { SignedOrder } from '@0xproject/types';
+import * as _ from 'lodash';
+
+import { BuyQuote, BuyQuoteInfo, OrderProvider, OrderProviderRequest } from '../types';
+
+export const assert = {
+    ...sharedAssert,
+    isValidBuyQuote(variableName: string, buyQuote: BuyQuote): void {
+        sharedAssert.isHexString(`${variableName}.assetData`, buyQuote.assetData);
+        sharedAssert.doesConformToSchema(`${variableName}.orders`, buyQuote.orders, schemas.signedOrdersSchema);
+        sharedAssert.doesConformToSchema(`${variableName}.feeOrders`, buyQuote.feeOrders, schemas.signedOrdersSchema);
+        assert.isValidBuyQuoteInfo(`${variableName}.bestCaseQuoteInfo`, buyQuote.bestCaseQuoteInfo);
+        assert.isValidBuyQuoteInfo(`${variableName}.worstCaseQuoteInfo`, buyQuote.worstCaseQuoteInfo);
+        sharedAssert.isBigNumber(`${variableName}.assetBuyAmount`, buyQuote.assetBuyAmount);
+        if (!_.isUndefined(buyQuote.feePercentage)) {
+            sharedAssert.isNumber(`${variableName}.feePercentage`, buyQuote.feePercentage);
+        }
+    },
+    isValidBuyQuoteInfo(variableName: string, buyQuoteInfo: BuyQuoteInfo): void {
+        sharedAssert.isBigNumber(`${variableName}.ethPerAssetPrice`, buyQuoteInfo.ethPerAssetPrice);
+        sharedAssert.isBigNumber(`${variableName}.feeEthAmount`, buyQuoteInfo.feeEthAmount);
+        sharedAssert.isBigNumber(`${variableName}.totalEthAmount`, buyQuoteInfo.totalEthAmount);
+    },
+    isValidOrderProvider(variableName: string, orderFetcher: OrderProvider): void {
+        sharedAssert.isFunction(`${variableName}.getOrdersAsync`, orderFetcher.getOrdersAsync);
+    },
+    isValidOrderProviderRequest(variableName: string, orderFetcherRequest: OrderProviderRequest): void {
+        sharedAssert.isHexString(`${variableName}.makerAssetData`, orderFetcherRequest.makerAssetData);
+        sharedAssert.isHexString(`${variableName}.takerAssetData`, orderFetcherRequest.takerAssetData);
+        sharedAssert.isNumber(`${variableName}.networkId`, orderFetcherRequest.networkId);
+    },
+    areValidProvidedOrders(variableName: string, orders: SignedOrder[]): void {
+        if (orders.length === 0) {
+            return;
+        }
+        const makerAssetData = orders[0].makerAssetData;
+        const takerAssetData = orders[0].takerAssetData;
+        const filteredOrders = _.filter(
+            orders,
+            order => order.makerAssetData === makerAssetData && order.takerAssetData === takerAssetData,
+        );
+        sharedAssert.assert(
+            orders.length === filteredOrders.length,
+            `Expected all orders in ${variableName} to have the same makerAssetData and takerAssetData.`,
+        );
+    },
+    isValidPercentage(variableName: string, percentage: number): void {
+        assert.isNumber(variableName, percentage);
+        assert.assert(
+            percentage >= 0 && percentage <= 1,
+            `Expected ${variableName} to be between 0 and 1, but is ${percentage}`,
+        );
+    },
+};
diff --git a/packages/asset-buyer/src/utils/asset_data_utils.ts b/packages/asset-buyer/src/utils/asset_data_utils.ts
new file mode 100644
index 000000000..d05ff2504
--- /dev/null
+++ b/packages/asset-buyer/src/utils/asset_data_utils.ts
@@ -0,0 +1,26 @@
+import { ContractWrappers } from '@0xproject/contract-wrappers';
+import { assetDataUtils as sharedAssetDataUtils } from '@0xproject/order-utils';
+import * as _ from 'lodash';
+
+import { AssetBuyerError } from '../types';
+
+export const assetDataUtils = {
+    ...sharedAssetDataUtils,
+    getEtherTokenAssetDataOrThrow(contractWrappers: ContractWrappers): string {
+        const etherTokenAddressIfExists = contractWrappers.etherToken.getContractAddressIfExists();
+        if (_.isUndefined(etherTokenAddressIfExists)) {
+            throw new Error(AssetBuyerError.NoEtherTokenContractFound);
+        }
+        const etherTokenAssetData = sharedAssetDataUtils.encodeERC20AssetData(etherTokenAddressIfExists);
+        return etherTokenAssetData;
+    },
+    getZrxTokenAssetDataOrThrow(contractWrappers: ContractWrappers): string {
+        let zrxTokenAssetData: string;
+        try {
+            zrxTokenAssetData = contractWrappers.exchange.getZRXAssetData();
+        } catch (err) {
+            throw new Error(AssetBuyerError.NoZrxTokenContractFound);
+        }
+        return zrxTokenAssetData;
+    },
+};
diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
new file mode 100644
index 000000000..cb0fd128c
--- /dev/null
+++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
@@ -0,0 +1,179 @@
+import { marketUtils, rateUtils } from '@0xproject/order-utils';
+import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
+
+import { constants } from '../constants';
+import { AssetBuyerError, BuyQuote, BuyQuoteInfo, OrdersAndFillableAmounts } from '../types';
+
+// Calculates a buy quote for orders that have WETH as the takerAsset
+export const buyQuoteCalculator = {
+    calculate(
+        ordersAndFillableAmounts: OrdersAndFillableAmounts,
+        feeOrdersAndFillableAmounts: OrdersAndFillableAmounts,
+        assetBuyAmount: BigNumber,
+        feePercentage: number,
+        slippagePercentage: number,
+    ): BuyQuote {
+        const orders = ordersAndFillableAmounts.orders;
+        const remainingFillableMakerAssetAmounts = ordersAndFillableAmounts.remainingFillableMakerAssetAmounts;
+        const feeOrders = feeOrdersAndFillableAmounts.orders;
+        const remainingFillableFeeAmounts = feeOrdersAndFillableAmounts.remainingFillableMakerAssetAmounts;
+        const slippageBufferAmount = assetBuyAmount.mul(slippagePercentage).round();
+        // find the orders that cover the desired assetBuyAmount (with slippage)
+        const {
+            resultOrders,
+            remainingFillAmount,
+            ordersRemainingFillableMakerAssetAmounts,
+        } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(orders, assetBuyAmount, {
+            remainingFillableMakerAssetAmounts,
+            slippageBufferAmount,
+        });
+        // if we do not have enough orders to cover the desired assetBuyAmount, throw
+        if (remainingFillAmount.gt(constants.ZERO_AMOUNT)) {
+            throw new Error(AssetBuyerError.InsufficientAssetLiquidity);
+        }
+        // given the orders calculated above, find the fee-orders that cover the desired assetBuyAmount (with slippage)
+        // TODO(bmillman): optimization
+        // update this logic to find the minimum amount of feeOrders to cover the worst case as opposed to
+        // finding order that cover all fees, this will help with estimating ETH and minimizing gas usage
+        const {
+            resultFeeOrders,
+            remainingFeeAmount,
+            feeOrdersRemainingFillableMakerAssetAmounts,
+        } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(resultOrders, feeOrders, {
+            remainingFillableMakerAssetAmounts: ordersRemainingFillableMakerAssetAmounts,
+            remainingFillableFeeAmounts,
+        });
+        // if we do not have enough feeOrders to cover the fees, throw
+        if (remainingFeeAmount.gt(constants.ZERO_AMOUNT)) {
+            throw new Error(AssetBuyerError.InsufficientZrxLiquidity);
+        }
+        // assetData information for the result
+        const assetData = orders[0].makerAssetData;
+        // compile the resulting trimmed set of orders for makerAsset and feeOrders that are needed for assetBuyAmount
+        const trimmedOrdersAndFillableAmounts: OrdersAndFillableAmounts = {
+            orders: resultOrders,
+            remainingFillableMakerAssetAmounts: ordersRemainingFillableMakerAssetAmounts,
+        };
+        const trimmedFeeOrdersAndFillableAmounts: OrdersAndFillableAmounts = {
+            orders: resultFeeOrders,
+            remainingFillableMakerAssetAmounts: feeOrdersRemainingFillableMakerAssetAmounts,
+        };
+        const bestCaseQuoteInfo = calculateQuoteInfo(
+            trimmedOrdersAndFillableAmounts,
+            trimmedFeeOrdersAndFillableAmounts,
+            assetBuyAmount,
+            feePercentage,
+        );
+        // in order to calculate the maxRate, reverse the ordersAndFillableAmounts such that they are sorted from worst rate to best rate
+        const worstCaseQuoteInfo = calculateQuoteInfo(
+            reverseOrdersAndFillableAmounts(trimmedOrdersAndFillableAmounts),
+            reverseOrdersAndFillableAmounts(trimmedFeeOrdersAndFillableAmounts),
+            assetBuyAmount,
+            feePercentage,
+        );
+
+        return {
+            assetData,
+            orders: resultOrders,
+            feeOrders: resultFeeOrders,
+            bestCaseQuoteInfo,
+            worstCaseQuoteInfo,
+            assetBuyAmount,
+            feePercentage,
+        };
+    },
+};
+
+function calculateQuoteInfo(
+    ordersAndFillableAmounts: OrdersAndFillableAmounts,
+    feeOrdersAndFillableAmounts: OrdersAndFillableAmounts,
+    assetBuyAmount: BigNumber,
+    feePercentage: number,
+): BuyQuoteInfo {
+    // find the total eth and zrx needed to buy assetAmount from the resultOrders from left to right
+    const [ethAmountToBuyAsset, zrxAmountToBuyAsset] = findEthAndZrxAmountNeededToBuyAsset(
+        ordersAndFillableAmounts,
+        assetBuyAmount,
+    );
+    // find the total eth needed to buy fees
+    const ethAmountToBuyFees = findEthAmountNeededToBuyFees(feeOrdersAndFillableAmounts, zrxAmountToBuyAsset);
+    const ethAmountBeforeAffiliateFee = ethAmountToBuyAsset.plus(ethAmountToBuyFees);
+    const totalEthAmount = ethAmountBeforeAffiliateFee.mul(feePercentage + 1);
+    // divide into the assetBuyAmount in order to find rate of makerAsset / WETH
+    const ethPerAssetPrice = ethAmountBeforeAffiliateFee.div(assetBuyAmount);
+    return {
+        totalEthAmount,
+        feeEthAmount: totalEthAmount.minus(ethAmountBeforeAffiliateFee),
+        ethPerAssetPrice,
+    };
+}
+
+// given an OrdersAndFillableAmounts, reverse the orders and remainingFillableMakerAssetAmounts properties
+function reverseOrdersAndFillableAmounts(ordersAndFillableAmounts: OrdersAndFillableAmounts): OrdersAndFillableAmounts {
+    const ordersCopy = _.clone(ordersAndFillableAmounts.orders);
+    const remainingFillableMakerAssetAmountsCopy = _.clone(ordersAndFillableAmounts.remainingFillableMakerAssetAmounts);
+    return {
+        orders: ordersCopy.reverse(),
+        remainingFillableMakerAssetAmounts: remainingFillableMakerAssetAmountsCopy.reverse(),
+    };
+}
+
+function findEthAmountNeededToBuyFees(
+    feeOrdersAndFillableAmounts: OrdersAndFillableAmounts,
+    feeAmount: BigNumber,
+): BigNumber {
+    const { orders, remainingFillableMakerAssetAmounts } = feeOrdersAndFillableAmounts;
+    const result = _.reduce(
+        orders,
+        (acc, order, index) => {
+            const remainingFillableMakerAssetAmount = remainingFillableMakerAssetAmounts[index];
+            const amountToFill = BigNumber.min(acc.remainingFeeAmount, remainingFillableMakerAssetAmount);
+            const feeAdjustedRate = rateUtils.getFeeAdjustedRateOfFeeOrder(order);
+            const ethAmountForThisOrder = feeAdjustedRate.mul(amountToFill);
+            return {
+                ethAmount: acc.ethAmount.plus(ethAmountForThisOrder),
+                remainingFeeAmount: BigNumber.max(constants.ZERO_AMOUNT, acc.remainingFeeAmount.minus(amountToFill)),
+            };
+        },
+        {
+            ethAmount: constants.ZERO_AMOUNT,
+            remainingFeeAmount: feeAmount,
+        },
+    );
+    return result.ethAmount;
+}
+
+function findEthAndZrxAmountNeededToBuyAsset(
+    ordersAndFillableAmounts: OrdersAndFillableAmounts,
+    assetBuyAmount: BigNumber,
+): [BigNumber, BigNumber] {
+    const { orders, remainingFillableMakerAssetAmounts } = ordersAndFillableAmounts;
+    const result = _.reduce(
+        orders,
+        (acc, order, index) => {
+            const remainingFillableMakerAssetAmount = remainingFillableMakerAssetAmounts[index];
+            const amountToFill = BigNumber.min(acc.remainingAssetBuyAmount, remainingFillableMakerAssetAmount);
+            // find the amount of eth required to fill amountToFill (amountToFill / makerAssetAmount) * takerAssetAmount
+            const ethAmountForThisOrder = amountToFill
+                .mul(order.takerAssetAmount)
+                .dividedToIntegerBy(order.makerAssetAmount);
+            // find the amount of zrx required to fill fees for amountToFill (amountToFill / makerAssetAmount) * takerFee
+            const zrxAmountForThisOrder = amountToFill.mul(order.takerFee).dividedToIntegerBy(order.makerAssetAmount);
+            return {
+                ethAmount: acc.ethAmount.plus(ethAmountForThisOrder),
+                zrxAmount: acc.zrxAmount.plus(zrxAmountForThisOrder),
+                remainingAssetBuyAmount: BigNumber.max(
+                    constants.ZERO_AMOUNT,
+                    acc.remainingAssetBuyAmount.minus(amountToFill),
+                ),
+            };
+        },
+        {
+            ethAmount: constants.ZERO_AMOUNT,
+            zrxAmount: constants.ZERO_AMOUNT,
+            remainingAssetBuyAmount: assetBuyAmount,
+        },
+    );
+    return [result.ethAmount, result.zrxAmount];
+}
diff --git a/packages/asset-buyer/src/utils/order_provider_response_processor.ts b/packages/asset-buyer/src/utils/order_provider_response_processor.ts
new file mode 100644
index 000000000..74eec162d
--- /dev/null
+++ b/packages/asset-buyer/src/utils/order_provider_response_processor.ts
@@ -0,0 +1,172 @@
+import { OrderAndTraderInfo, OrderStatus, OrderValidatorWrapper } from '@0xproject/contract-wrappers';
+import { sortingUtils } from '@0xproject/order-utils';
+import { RemainingFillableCalculator } from '@0xproject/order-utils/lib/src/remaining_fillable_calculator';
+import { SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import * as _ from 'lodash';
+
+import { constants } from '../constants';
+import {
+    AssetBuyerError,
+    OrderProviderRequest,
+    OrderProviderResponse,
+    OrdersAndFillableAmounts,
+    SignedOrderWithRemainingFillableMakerAssetAmount,
+} from '../types';
+
+import { orderUtils } from './order_utils';
+
+export const orderProviderResponseProcessor = {
+    throwIfInvalidResponse(response: OrderProviderResponse, request: OrderProviderRequest): void {
+        const { makerAssetData, takerAssetData } = request;
+        _.forEach(response.orders, order => {
+            if (order.makerAssetData !== makerAssetData || order.takerAssetData !== takerAssetData) {
+                throw new Error(AssetBuyerError.InvalidOrderProviderResponse);
+            }
+        });
+    },
+    /**
+     * Take the responses for the target orders to buy and fee orders and process them.
+     * Processing includes:
+     * - Drop orders that are expired or not open orders (null taker address)
+     * - If shouldValidateOnChain, attempt to grab fillable amounts from on-chain otherwise assume completely fillable
+     * - Sort by rate
+     */
+    async processAsync(
+        orderProviderResponse: OrderProviderResponse,
+        isMakerAssetZrxToken: boolean,
+        expiryBufferSeconds: number,
+        orderValidator?: OrderValidatorWrapper,
+    ): Promise<OrdersAndFillableAmounts> {
+        // drop orders that are expired or not open
+        const filteredOrders = filterOutExpiredAndNonOpenOrders(orderProviderResponse.orders, expiryBufferSeconds);
+        // set the orders to be sorted equal to the filtered orders
+        let unsortedOrders = filteredOrders;
+        // if an orderValidator is provided, use on chain information to calculate remaining fillable makerAsset amounts
+        if (!_.isUndefined(orderValidator)) {
+            // TODO(bmillman): improvement
+            // try/catch this request and throw a more domain specific error
+            const takerAddresses = _.map(filteredOrders, () => constants.NULL_ADDRESS);
+            const ordersAndTradersInfo = await orderValidator.getOrdersAndTradersInfoAsync(
+                filteredOrders,
+                takerAddresses,
+            );
+            // take orders + on chain information and find the valid orders and remaining fillable maker asset amounts
+            unsortedOrders = getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain(
+                filteredOrders,
+                ordersAndTradersInfo,
+                isMakerAssetZrxToken,
+            );
+        }
+        // sort orders by rate
+        // TODO(bmillman): optimization
+        // provide a feeRate to the sorting function to more accurately sort based on the current market for ZRX tokens
+        const sortedOrders = isMakerAssetZrxToken
+            ? sortingUtils.sortFeeOrdersByFeeAdjustedRate(unsortedOrders)
+            : sortingUtils.sortOrdersByFeeAdjustedRate(unsortedOrders);
+        // unbundle orders and fillable amounts and compile final result
+        const result = unbundleOrdersWithAmounts(sortedOrders);
+        return result;
+    },
+};
+
+/**
+ * Given an array of orders, return a new array with expired and non open orders filtered out.
+ */
+function filterOutExpiredAndNonOpenOrders(
+    orders: SignedOrderWithRemainingFillableMakerAssetAmount[],
+    expiryBufferSeconds: number,
+): SignedOrderWithRemainingFillableMakerAssetAmount[] {
+    const result = _.filter(orders, order => {
+        return orderUtils.isOpenOrder(order) && !orderUtils.willOrderExpire(order, expiryBufferSeconds);
+    });
+    return result;
+}
+
+/**
+ * Given an array of orders and corresponding on-chain infos, return a subset of the orders
+ * that are still fillable orders with their corresponding remainingFillableMakerAssetAmounts.
+ */
+function getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain(
+    inputOrders: SignedOrder[],
+    ordersAndTradersInfo: OrderAndTraderInfo[],
+    isMakerAssetZrxToken: boolean,
+): SignedOrderWithRemainingFillableMakerAssetAmount[] {
+    // iterate through the input orders and find the ones that are still fillable
+    // for the orders that are still fillable, calculate the remaining fillable maker asset amount
+    const result = _.reduce(
+        inputOrders,
+        (accOrders, order, index) => {
+            // get corresponding on-chain state for the order
+            const { orderInfo, traderInfo } = ordersAndTradersInfo[index];
+            // if the order IS NOT fillable, do not add anything to the accumulations and continue iterating
+            if (orderInfo.orderStatus !== OrderStatus.FILLABLE) {
+                return accOrders;
+            }
+            // if the order IS fillable, add the order and calculate the remaining fillable amount
+            const transferrableAssetAmount = BigNumber.min([traderInfo.makerAllowance, traderInfo.makerBalance]);
+            const transferrableFeeAssetAmount = BigNumber.min([
+                traderInfo.makerZrxAllowance,
+                traderInfo.makerZrxBalance,
+            ]);
+            const remainingTakerAssetAmount = order.takerAssetAmount.minus(orderInfo.orderTakerAssetFilledAmount);
+            const remainingMakerAssetAmount = orderUtils.calculateRemainingMakerAssetAmount(
+                order,
+                remainingTakerAssetAmount,
+            );
+            const remainingFillableCalculator = new RemainingFillableCalculator(
+                order.makerFee,
+                order.makerAssetAmount,
+                isMakerAssetZrxToken,
+                transferrableAssetAmount,
+                transferrableFeeAssetAmount,
+                remainingMakerAssetAmount,
+            );
+            const remainingFillableAmount = remainingFillableCalculator.computeRemainingFillable();
+            // if the order does not have any remaining fillable makerAsset, do not add anything to the accumulations and continue iterating
+            if (remainingFillableAmount.lte(constants.ZERO_AMOUNT)) {
+                return accOrders;
+            }
+            const orderWithRemainingFillableMakerAssetAmount = {
+                ...order,
+                remainingFillableMakerAssetAmount: remainingFillableAmount,
+            };
+            const newAccOrders = _.concat(accOrders, orderWithRemainingFillableMakerAssetAmount);
+            return newAccOrders;
+        },
+        [] as SignedOrderWithRemainingFillableMakerAssetAmount[],
+    );
+    return result;
+}
+
+/**
+ * Given an array of orders with remaining fillable maker asset amounts. Unbundle into an instance of OrdersAndRemainingFillableMakerAssetAmounts.
+ * If an order is missing a corresponding remainingFillableMakerAssetAmount, assume it is completely fillable.
+ */
+function unbundleOrdersWithAmounts(
+    ordersWithAmounts: SignedOrderWithRemainingFillableMakerAssetAmount[],
+): OrdersAndFillableAmounts {
+    const result = _.reduce(
+        ordersWithAmounts,
+        (acc, orderWithAmount) => {
+            const { orders, remainingFillableMakerAssetAmounts } = acc;
+            const { remainingFillableMakerAssetAmount, ...order } = orderWithAmount;
+            // if we are still missing a remainingFillableMakerAssetAmount, assume the order is completely fillable
+            const newRemainingAmount = remainingFillableMakerAssetAmount || order.makerAssetAmount;
+            // if remaining amount is less than or equal to zero, do not add it
+            if (newRemainingAmount.lte(constants.ZERO_AMOUNT)) {
+                return acc;
+            }
+            const newAcc = {
+                orders: _.concat(orders, order),
+                remainingFillableMakerAssetAmounts: _.concat(remainingFillableMakerAssetAmounts, newRemainingAmount),
+            };
+            return newAcc;
+        },
+        {
+            orders: [] as SignedOrder[],
+            remainingFillableMakerAssetAmounts: [] as BigNumber[],
+        },
+    );
+    return result;
+}
diff --git a/packages/asset-buyer/src/utils/order_utils.ts b/packages/asset-buyer/src/utils/order_utils.ts
new file mode 100644
index 000000000..62166eb76
--- /dev/null
+++ b/packages/asset-buyer/src/utils/order_utils.ts
@@ -0,0 +1,30 @@
+import { SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+
+import { constants } from '../constants';
+
+export const orderUtils = {
+    isOrderExpired(order: SignedOrder): boolean {
+        return orderUtils.willOrderExpire(order, 0);
+    },
+    willOrderExpire(order: SignedOrder, secondsFromNow: number): boolean {
+        const millisecondsInSecond = 1000;
+        const currentUnixTimestampSec = new BigNumber(Date.now() / millisecondsInSecond).round();
+        return order.expirationTimeSeconds.lessThan(currentUnixTimestampSec.minus(secondsFromNow));
+    },
+    calculateRemainingMakerAssetAmount(order: SignedOrder, remainingTakerAssetAmount: BigNumber): BigNumber {
+        if (remainingTakerAssetAmount.eq(0)) {
+            return constants.ZERO_AMOUNT;
+        }
+        return remainingTakerAssetAmount.times(order.makerAssetAmount).dividedToIntegerBy(order.takerAssetAmount);
+    },
+    calculateRemainingTakerAssetAmount(order: SignedOrder, remainingMakerAssetAmount: BigNumber): BigNumber {
+        if (remainingMakerAssetAmount.eq(0)) {
+            return constants.ZERO_AMOUNT;
+        }
+        return remainingMakerAssetAmount.times(order.takerAssetAmount).dividedToIntegerBy(order.makerAssetAmount);
+    },
+    isOpenOrder(order: SignedOrder): boolean {
+        return order.takerAddress === constants.NULL_ADDRESS;
+    },
+};