Merge pull request #45 from 0xProject/batchFillAsync

Batch fill async

4 files changed, 304 insertions, 193 deletions

diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index 9cb2332fe..2e1f887d8 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -20,6 +20,7 @@ import {
     EventCallback,
     ContractResponse,
     OrderCancellationRequest,
+    OrderFillRequest,
 } from '../types';
 import {assert} from '../utils/assert';
 import {utils} from '../utils/utils';
@@ -126,31 +127,31 @@ export class ExchangeWrapper extends ContractWrapper {
         return cancelledAmountInBaseUnits;
     }
     /**
-     * Fills a signed order with a fillAmount denominated in baseUnits of the taker token.
+     * Fills a signed order with an amount denominated in baseUnits of the taker token.
      * Since the order in which transactions are included in the next block is indeterminate, race-conditions
      * could arise where a users balance or allowance changes before the fillOrder executes. Because of this,
      * we allow you to specify `shouldCheckTransfer`. If true, the smart contract will not throw if while
      * executing, the parties do not have sufficient balances/allowances, preserving gas costs. Setting it to
      * false forgoes this check and causes the smart contract to throw instead.
      */
-    public async fillOrderAsync(signedOrder: SignedOrder, fillTakerAmount: BigNumber.BigNumber,
+    public async fillOrderAsync(signedOrder: SignedOrder, takerTokenFillAmount: BigNumber.BigNumber,
                                 shouldCheckTransfer: boolean, takerAddress: string): Promise<void> {
         assert.doesConformToSchema('signedOrder',
                                    SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object),
                                    signedOrderSchema);
-        assert.isBigNumber('fillTakerAmount', fillTakerAmount);
+        assert.isBigNumber('takerTokenFillAmount', takerTokenFillAmount);
         assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);
         await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper);
 
         const exchangeInstance = await this.getExchangeContractAsync();
-        await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, takerAddress);
+        await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, takerTokenFillAmount, takerAddress);
 
         const [orderAddresses, orderValues] = ExchangeWrapper.getOrderAddressesAndValues(signedOrder);
 
         const gas = await exchangeInstance.fill.estimateGas(
             orderAddresses,
             orderValues,
-            fillTakerAmount,
+            takerTokenFillAmount,
             shouldCheckTransfer,
             signedOrder.ecSignature.v,
             signedOrder.ecSignature.r,
@@ -162,7 +163,7 @@ export class ExchangeWrapper extends ContractWrapper {
         const response: ContractResponse = await exchangeInstance.fill(
             orderAddresses,
             orderValues,
-            fillTakerAmount,
+            takerTokenFillAmount,
             shouldCheckTransfer,
             signedOrder.ecSignature.v,
             signedOrder.ecSignature.r,
@@ -175,6 +176,71 @@ export class ExchangeWrapper extends ContractWrapper {
         this.throwErrorLogsAsErrors(response.logs);
     }
     /**
+     * Batch version of fillOrderAsync.
+     * Executes multiple fills atomically in a single transaction.
+     * If shouldCheckTransfer is set to true, it will continue filling subsequent orders even when earlier ones fail.
+     * When shouldCheckTransfer is set to false, if any fill fails, the entire batch fails.
+     */
+    public async batchFillOrderAsync(orderFillRequests: OrderFillRequest[],
+                                     shouldCheckTransfer: boolean, takerAddress: string): Promise<void> {
+        assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);
+        await assert.isSenderAddressAsync('takerAddress', takerAddress, this.web3Wrapper);
+        _.forEach(orderFillRequests,
+            async (orderFillRequest: OrderFillRequest, i: number) => {
+            assert.doesConformToSchema(`orderFillRequests[${i}].signedOrder`,
+                SchemaValidator.convertToJSONSchemaCompatibleObject(orderFillRequest.signedOrder as object),
+                signedOrderSchema);
+            assert.isBigNumber(`orderFillRequests[${i}].takerTokenFillAmount`, orderFillRequest.takerTokenFillAmount);
+            await this.validateFillOrderAndThrowIfInvalidAsync(
+                orderFillRequest.signedOrder, orderFillRequest.takerTokenFillAmount, takerAddress);
+        });
+        if (_.isEmpty(orderFillRequests)) {
+            return; // no-op
+        }
+
+        const orderAddressesValuesAmountsAndSignatureArray = _.map(orderFillRequests, orderFillRequest => {
+            return [
+                ...ExchangeWrapper.getOrderAddressesAndValues(orderFillRequest.signedOrder),
+                orderFillRequest.takerTokenFillAmount,
+                orderFillRequest.signedOrder.ecSignature.v,
+                orderFillRequest.signedOrder.ecSignature.r,
+                orderFillRequest.signedOrder.ecSignature.s,
+            ];
+        });
+        // We use _.unzip<any> because _.unzip doesn't type check if values have different types :'(
+        const [orderAddressesArray, orderValuesArray, takerTokenFillAmountArray, vArray, rArray, sArray] = _.unzip<any>(
+            orderAddressesValuesAmountsAndSignatureArray,
+        );
+
+        const exchangeInstance = await this.getExchangeContractAsync();
+        const gas = await exchangeInstance.batchFill.estimateGas(
+            orderAddressesArray,
+            orderValuesArray,
+            takerTokenFillAmountArray,
+            shouldCheckTransfer,
+            vArray,
+            rArray,
+            sArray,
+            {
+                from: takerAddress,
+            },
+        );
+        const response: ContractResponse = await exchangeInstance.batchFill(
+            orderAddressesArray,
+            orderValuesArray,
+            takerTokenFillAmountArray,
+            shouldCheckTransfer,
+            vArray,
+            rArray,
+            sArray,
+            {
+                from: takerAddress,
+                gas,
+            },
+        );
+        this.throwErrorLogsAsErrors(response.logs);
+    }
+    /**
      * Attempts to fill a specific amount of an order. If the entire amount specified cannot be filled,
      * the fill order is abandoned.
      */
@@ -233,7 +299,7 @@ export class ExchangeWrapper extends ContractWrapper {
             SchemaValidator.convertToJSONSchemaCompatibleObject(order as object),
             orderSchema);
         assert.isBigNumber('takerTokenCancelAmount', takerTokenCancelAmount);
-        await assert.isSenderAddressAvailableAsync(this.web3Wrapper, 'order.maker', order.maker);
+        await assert.isSenderAddressAsync('order.maker', order.maker, this.web3Wrapper);
 
         const exchangeInstance = await this.getExchangeContractAsync();
         await this.validateCancelOrderAndThrowIfInvalidAsync(order, takerTokenCancelAmount);
@@ -269,7 +335,7 @@ export class ExchangeWrapper extends ContractWrapper {
         const makers = _.map(orderCancellationRequests, cancellationRequest => cancellationRequest.order.maker);
         assert.assert(_.uniq(makers).length === 1, ExchangeContractErrs.MULTIPLE_MAKERS_IN_SINGLE_CANCEL_BATCH);
         const maker = makers[0];
-        await assert.isSenderAddressAvailableAsync(this.web3Wrapper, 'maker', maker);
+        await assert.isSenderAddressAsync('maker', maker, this.web3Wrapper);
         _.forEach(orderCancellationRequests,
             async (cancellationRequest: OrderCancellationRequest, i: number) => {
             assert.doesConformToSchema(`orderCancellationRequests[${i}].order`,
diff --git a/src/types.ts b/src/types.ts
index 00ef17189..edd7f2d33 100644
--- a/src/types.ts
+++ b/src/types.ts
@@ -68,6 +68,12 @@ export interface ExchangeContract extends ContractInstance {
         estimateGas: (orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber,
                       shouldCheckTransfer: boolean, v: number, r: string, s: string, txOpts?: TxOpts) => number;
     };
+    batchFill: {
+        (orderAddresses: OrderAddresses[], orderValues: OrderValues[], fillAmounts: BigNumber.BigNumber[],
+         shouldCheckTransfer: boolean, v: number[], r: string[], s: string[], txOpts?: TxOpts): ContractResponse;
+        estimateGas: (orderAddresses: OrderAddresses[], orderValues: OrderValues[], fillAmounts: BigNumber.BigNumber[],
+                      shouldCheckTransfer: boolean, v: number[], r: string[], s: string[], txOpts?: TxOpts) => number;
+    };
     cancel: {
         (orderAddresses: OrderAddresses, orderValues: OrderValues, cancelAmount: BigNumber.BigNumber,
          txOpts?: TxOpts): ContractResponse;
@@ -234,3 +240,8 @@ export interface OrderCancellationRequest {
     order: Order|SignedOrder;
     takerTokenCancelAmount: BigNumber.BigNumber;
 }
+
+export interface OrderFillRequest {
+    signedOrder: SignedOrder;
+    takerTokenFillAmount: BigNumber.BigNumber;
+}
diff --git a/test/exchange_wrapper_test.ts b/test/exchange_wrapper_test.ts
index 6fef91946..097fafa46 100644
--- a/test/exchange_wrapper_test.ts
+++ b/test/exchange_wrapper_test.ts
@@ -18,6 +18,7 @@ import {
     DoneCallback,
     ExchangeContractErrs,
     OrderCancellationRequest,
+    OrderFillRequest,
 } from '../src/types';
 import {FillScenarios} from './utils/fill_scenarios';
 import {TokenUtils} from './utils/token_utils';
@@ -196,13 +197,14 @@ describe('ExchangeWrapper', () => {
             });
         });
     });
-    describe('#fillOrderAsync', () => {
+    describe('fill order(s)', () => {
         let makerTokenAddress: string;
         let takerTokenAddress: string;
         let coinbase: string;
         let makerAddress: string;
         let takerAddress: string;
         let feeRecipient: string;
+        const fillableAmount = new BigNumber(5);
         const fillTakerAmount = new BigNumber(5);
         const shouldCheckTransfer = false;
         before(async () => {
@@ -212,213 +214,227 @@ describe('ExchangeWrapper', () => {
             makerTokenAddress = makerToken.address;
             takerTokenAddress = takerToken.address;
         });
-        describe('failed fills', () => {
-            it('should throw when the fill amount is zero', async () => {
-                const fillableAmount = new BigNumber(5);
-                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
-                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
-                );
-                const zeroFillAmount = new BigNumber(0);
-                return expect(zeroEx.exchange.fillOrderAsync(
-                    signedOrder, zeroFillAmount, shouldCheckTransfer, takerAddress,
-                )).to.be.rejectedWith(ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO);
-            });
-            it('should throw when sender is not a taker', async () => {
-                const fillableAmount = new BigNumber(5);
-                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
-                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
-                );
-                const nonExistentSenderAddress = userAddresses[6];
-                return expect(zeroEx.exchange.fillOrderAsync(
-                    signedOrder, fillTakerAmount, shouldCheckTransfer, nonExistentSenderAddress,
-                )).to.be.rejectedWith(ExchangeContractErrs.TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER);
-            });
-            it('should throw when order is expired', async () => {
-                const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
-                const fillableAmount = new BigNumber(5);
-                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
-                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast,
-                );
-                return expect(zeroEx.exchange.fillOrderAsync(
-                    signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
-                )).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_EXPIRED);
-            });
-            describe('should throw when not enough balance or allowance to fulfill the order', () => {
-                const fillableAmount = new BigNumber(5);
-                const balanceToSubtractFromMaker = new BigNumber(3);
-                const lackingAllowance = new BigNumber(3);
-                let signedOrder: SignedOrder;
-                beforeEach('create fillable signed order', async () => {
-                    signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+        describe('#fillOrderAsync', () => {
+            describe('failed fills', () => {
+                it('should throw when the fill amount is zero', async () => {
+                    const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
                         makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                     );
+                    const zeroFillAmount = new BigNumber(0);
+                    return expect(zeroEx.exchange.fillOrderAsync(
+                        signedOrder, zeroFillAmount, shouldCheckTransfer, takerAddress,
+                    )).to.be.rejectedWith(ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO);
                 });
-                it('should throw when taker balance is less than fill amount', async () => {
-                    await zeroEx.token.transferAsync(
-                        takerTokenAddress, takerAddress, coinbase, balanceToSubtractFromMaker,
+                it('should throw when sender is not a taker', async () => {
+                    const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                        makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                     );
+                    const nonTakerAddress = userAddresses[6];
                     return expect(zeroEx.exchange.fillOrderAsync(
-                        signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
-                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_BALANCE);
+                        signedOrder, fillTakerAmount, shouldCheckTransfer, nonTakerAddress,
+                    )).to.be.rejectedWith(ExchangeContractErrs.TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER);
                 });
-                it('should throw when taker allowance is less than fill amount', async () => {
-                    const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance);
-                    await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress,
-                        newAllowanceWhichIsLessThanFillAmount);
+                it('should throw when order is expired', async () => {
+                    const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
+                    const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                        makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
+                        fillableAmount, expirationInPast,
+                    );
                     return expect(zeroEx.exchange.fillOrderAsync(
                         signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
-                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_ALLOWANCE);
+                    )).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_EXPIRED);
+                });
+                describe('should throw when not enough balance or allowance to fulfill the order', () => {
+                    const balanceToSubtractFromMaker = new BigNumber(3);
+                    const lackingAllowance = new BigNumber(3);
+                    let signedOrder: SignedOrder;
+                    beforeEach('create fillable signed order', async () => {
+                        signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                            makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
+                        );
+                    });
+                    it('should throw when taker balance is less than fill amount', async () => {
+                        await zeroEx.token.transferAsync(
+                            takerTokenAddress, takerAddress, coinbase, balanceToSubtractFromMaker,
+                        );
+                        return expect(zeroEx.exchange.fillOrderAsync(
+                            signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
+                        )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_BALANCE);
+                    });
+                    it('should throw when taker allowance is less than fill amount', async () => {
+                        const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance);
+                        await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress,
+                            newAllowanceWhichIsLessThanFillAmount);
+                        return expect(zeroEx.exchange.fillOrderAsync(
+                            signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
+                        )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_ALLOWANCE);
+                    });
+                    it('should throw when maker balance is less than maker fill amount', async () => {
+                        await zeroEx.token.transferAsync(
+                            makerTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker,
+                        );
+                        return expect(zeroEx.exchange.fillOrderAsync(
+                            signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
+                        )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_BALANCE);
+                    });
+                    it('should throw when maker allowance is less than maker fill amount', async () => {
+                        const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance);
+                        await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress,
+                            newAllowanceWhichIsLessThanFillAmount);
+                        return expect(zeroEx.exchange.fillOrderAsync(
+                            signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
+                        )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE);
+                    });
                 });
-                it('should throw when maker balance is less than maker fill amount', async () => {
-                    await zeroEx.token.transferAsync(
-                        makerTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker,
+                it('should throw when there a rounding error would have occurred', async () => {
+                    const makerAmount = new BigNumber(3);
+                    const takerAmount = new BigNumber(5);
+                    const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
+                        makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
+                        makerAmount, takerAmount,
                     );
+                    const fillTakerAmountThatCausesRoundingError = new BigNumber(3);
                     return expect(zeroEx.exchange.fillOrderAsync(
-                        signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
-                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_BALANCE);
+                        signedOrder, fillTakerAmountThatCausesRoundingError, shouldCheckTransfer, takerAddress,
+                    )).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR);
                 });
-                it('should throw when maker allowance is less than maker fill amount', async () => {
-                    const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance);
-                    await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress,
-                        newAllowanceWhichIsLessThanFillAmount);
-                    return expect(zeroEx.exchange.fillOrderAsync(
-                        signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
-                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE);
+                describe('should throw when not enough balance or allowance to pay fees', () => {
+                    const makerFee = new BigNumber(2);
+                    const takerFee = new BigNumber(2);
+                    let signedOrder: SignedOrder;
+                    beforeEach('setup', async () => {
+                        signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+                            makerTokenAddress, takerTokenAddress, makerFee, takerFee,
+                            makerAddress, takerAddress, fillableAmount, feeRecipient,
+                        );
+                    });
+                    it('should throw when maker doesn\'t have enough balance to pay fees', async () => {
+                        const balanceToSubtractFromMaker = new BigNumber(1);
+                        await zeroEx.token.transferAsync(
+                            zrxTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker,
+                        );
+                        return expect(zeroEx.exchange.fillOrderAsync(
+                            signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
+                        )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_BALANCE);
+                    });
+                    it('should throw when maker doesn\'t have enough allowance to pay fees', async () => {
+                        const newAllowanceWhichIsLessThanFees = makerFee.minus(1);
+                        await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, makerAddress,
+                            newAllowanceWhichIsLessThanFees);
+                        return expect(zeroEx.exchange.fillOrderAsync(
+                            signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
+                        )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_ALLOWANCE);
+                    });
+                    it('should throw when taker doesn\'t have enough balance to pay fees', async () => {
+                        const balanceToSubtractFromTaker = new BigNumber(1);
+                        await zeroEx.token.transferAsync(
+                            zrxTokenAddress, takerAddress, coinbase, balanceToSubtractFromTaker,
+                        );
+                        return expect(zeroEx.exchange.fillOrderAsync(
+                            signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
+                        )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_BALANCE);
+                    });
+                    it('should throw when taker doesn\'t have enough allowance to pay fees', async () => {
+                        const newAllowanceWhichIsLessThanFees = makerFee.minus(1);
+                        await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, takerAddress,
+                            newAllowanceWhichIsLessThanFees);
+                        return expect(zeroEx.exchange.fillOrderAsync(
+                            signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
+                        )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_ALLOWANCE);
+                    });
                 });
             });
-            it('should throw when a rounding error would have occurred', async () => {
-                const makerAmount = new BigNumber(3);
-                const takerAmount = new BigNumber(5);
-                const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
-                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
-                    makerAmount, takerAmount,
-                );
-                const fillTakerAmountThatCausesRoundingError = new BigNumber(3);
-                return expect(zeroEx.exchange.fillOrderAsync(
-                    signedOrder, fillTakerAmountThatCausesRoundingError, shouldCheckTransfer, takerAddress,
-                )).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR);
-            });
-            describe('should throw when not enough balance or allowance to pay fees', () => {
-                const fillableAmount = new BigNumber(5);
-                const makerFee = new BigNumber(2);
-                const takerFee = new BigNumber(2);
-                let signedOrder: SignedOrder;
-                beforeEach('setup', async () => {
-                    signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
-                        makerTokenAddress, takerTokenAddress, makerFee, takerFee,
-                        makerAddress, takerAddress, fillableAmount, feeRecipient,
+            describe('successful fills', () => {
+                it('should fill a valid order', async () => {
+                    const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                        makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                     );
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(fillableAmount);
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(0);
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(0);
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(fillableAmount);
+                    await zeroEx.exchange.fillOrderAsync(
+                        signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress);
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(fillTakerAmount);
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(fillTakerAmount);
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
                 });
-                it('should throw when maker doesn\'t have enough balance to pay fees', async () => {
-                    const balanceToSubtractFromMaker = new BigNumber(1);
-                    await zeroEx.token.transferAsync(
-                        zrxTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker,
+                it('should partially fill the valid order', async () => {
+                    const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                        makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                     );
-                    return expect(zeroEx.exchange.fillOrderAsync(
-                        signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
-                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_BALANCE);
+                    const partialFillAmount = new BigNumber(3);
+                    await zeroEx.exchange.fillOrderAsync(
+                        signedOrder, partialFillAmount, shouldCheckTransfer, takerAddress);
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
+                        .to.be.bignumber.equal(partialFillAmount);
+                    expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(partialFillAmount);
+                    expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
+                        .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
                 });
-                it('should throw when maker doesn\'t have enough allowance to pay fees', async () => {
-                    const newAllowanceWhichIsLessThanFees = makerFee.minus(1);
-                    await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, makerAddress,
-                        newAllowanceWhichIsLessThanFees);
-                    return expect(zeroEx.exchange.fillOrderAsync(
-                        signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
-                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_ALLOWANCE);
-                });
-                it('should throw when taker doesn\'t have enough balance to pay fees', async () => {
-                    const balanceToSubtractFromTaker = new BigNumber(1);
-                    await zeroEx.token.transferAsync(
-                        zrxTokenAddress, takerAddress, coinbase, balanceToSubtractFromTaker,
+                it('should fill the valid orders with fees', async () => {
+                    const makerFee = new BigNumber(1);
+                    const takerFee = new BigNumber(2);
+                    const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+                        makerTokenAddress, takerTokenAddress, makerFee, takerFee,
+                        makerAddress, takerAddress, fillableAmount, feeRecipient,
                     );
-                    return expect(zeroEx.exchange.fillOrderAsync(
-                        signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
-                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_BALANCE);
-                });
-                it('should throw when taker doesn\'t have enough allowance to pay fees', async () => {
-                    const newAllowanceWhichIsLessThanFees = makerFee.minus(1);
-                    await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, takerAddress,
-                        newAllowanceWhichIsLessThanFees);
-                    return expect(zeroEx.exchange.fillOrderAsync(
-                        signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress,
-                    )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_ALLOWANCE);
+                    await zeroEx.exchange.fillOrderAsync(
+                        signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress);
+                    expect(await zeroEx.token.getBalanceAsync(zrxTokenAddress, feeRecipient))
+                        .to.be.bignumber.equal(makerFee.plus(takerFee));
                 });
             });
         });
-        describe('successful fills', () => {
-            it('should fill a valid order', async () => {
-                const fillableAmount = new BigNumber(5);
-                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
-                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
-                );
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(fillableAmount);
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(0);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(0);
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(fillableAmount);
-                await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(fillTakerAmount);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(fillTakerAmount);
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
-            });
-            it('should partially fill the valid order', async () => {
-                const fillableAmount = new BigNumber(5);
-                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+        describe('#batchFillOrderAsync', () => {
+            let signedOrder: SignedOrder;
+            let signedOrderHashHex: string;
+            let anotherSignedOrder: SignedOrder;
+            let anotherOrderHashHex: string;
+            let orderFillBatch: OrderFillRequest[];
+            beforeEach(async () => {
+                signedOrder = await fillScenarios.createFillableSignedOrderAsync(
                     makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                 );
-                const partialFillAmount = new BigNumber(3);
-                await zeroEx.exchange.fillOrderAsync(signedOrder, partialFillAmount, shouldCheckTransfer, takerAddress);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(partialFillAmount);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(partialFillAmount);
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
-            });
-            it('should fill up to remaining amount if desired fillAmount greater than available amount', async () => {
-                const fillableAmount = new BigNumber(5);
-                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                signedOrderHashHex = await zeroEx.getOrderHashHexAsync(signedOrder);
+                anotherSignedOrder = await fillScenarios.createFillableSignedOrderAsync(
                     makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                 );
-                const tooLargeFillAmount = new BigNumber(7);
-                const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount);
-                await zeroEx.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference);
-                await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount);
-                await zeroEx.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference);
-                await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount);
-
-                await zeroEx.exchange.fillOrderAsync(signedOrder, tooLargeFillAmount, shouldCheckTransfer,
-                                                     takerAddress);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(fillAmountDifference);
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
-                    .to.be.bignumber.equal(fillableAmount);
-                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(fillableAmount);
-                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
-                    .to.be.bignumber.equal(fillAmountDifference);
+                anotherOrderHashHex = await zeroEx.getOrderHashHexAsync(anotherSignedOrder);
+                orderFillBatch = [
+                    {
+                        signedOrder,
+                        takerTokenFillAmount: fillTakerAmount,
+                    },
+                    {
+                        signedOrder: anotherSignedOrder,
+                        takerTokenFillAmount: fillTakerAmount,
+                    },
+                ];
             });
-            it('should fill the valid orders with fees', async () => {
-                const fillableAmount = new BigNumber(5);
-                const makerFee = new BigNumber(1);
-                const takerFee = new BigNumber(2);
-                const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
-                    makerTokenAddress, takerTokenAddress, makerFee, takerFee,
-                    makerAddress, takerAddress, fillableAmount, feeRecipient,
-                );
-                await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer, takerAddress);
-                expect(await zeroEx.token.getBalanceAsync(zrxTokenAddress, feeRecipient))
-                    .to.be.bignumber.equal(makerFee.plus(takerFee));
+            describe('successful batch fills', () => {
+                it('should no-op for an empty batch', async () => {
+                    await zeroEx.exchange.batchFillOrderAsync([], shouldCheckTransfer, takerAddress);
+                });
+                it('should successfully fill multiple orders', async () => {
+                    await zeroEx.exchange.batchFillOrderAsync(orderFillBatch, shouldCheckTransfer, takerAddress);
+                    const filledAmount = await zeroEx.exchange.getFilledTakerAmountAsync(signedOrderHashHex);
+                    const anotherFilledAmount = await zeroEx.exchange.getFilledTakerAmountAsync(anotherOrderHashHex);
+                    expect(filledAmount).to.be.bignumber.equal(fillTakerAmount);
+                    expect(anotherFilledAmount).to.be.bignumber.equal(fillTakerAmount);
+                });
             });
         });
     });
diff --git a/test/utils/fill_scenarios.ts b/test/utils/fill_scenarios.ts
index d8d6cd0b9..2860f1472 100644
--- a/test/utils/fill_scenarios.ts
+++ b/test/utils/fill_scenarios.ts
@@ -70,17 +70,35 @@ export class FillScenarios {
         makerFillableAmount: BigNumber.BigNumber, takerFillableAmount: BigNumber.BigNumber,
         feeRecepient: string, expirationUnixTimestampSec?: BigNumber.BigNumber): Promise<SignedOrder> {
         await this.zeroEx.token.transferAsync(makerTokenAddress, this.coinbase, makerAddress, makerFillableAmount);
-        await this.zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, makerFillableAmount);
+        const oldMakerAllowance = await this.zeroEx.token.getProxyAllowanceAsync(makerTokenAddress, makerAddress);
+        const newMakerAllowance = oldMakerAllowance.plus(makerFillableAmount);
+        await this.zeroEx.token.setProxyAllowanceAsync(
+            makerTokenAddress, makerAddress, newMakerAllowance,
+        );
         await this.zeroEx.token.transferAsync(takerTokenAddress, this.coinbase, takerAddress, takerFillableAmount);
-        await this.zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, takerFillableAmount);
+        const oldTakerAllowance = await this.zeroEx.token.getProxyAllowanceAsync(takerTokenAddress, takerAddress);
+        const newTakerAllowance = oldTakerAllowance.plus(takerFillableAmount);
+        await this.zeroEx.token.setProxyAllowanceAsync(
+            takerTokenAddress, takerAddress, newTakerAllowance,
+        );
 
         if (!makerFee.isZero()) {
             await this.zeroEx.token.transferAsync(this.zrxTokenAddress, this.coinbase, makerAddress, makerFee);
-            await this.zeroEx.token.setProxyAllowanceAsync(this.zrxTokenAddress, makerAddress, makerFee);
+            const oldMakerFeeAllowance =
+                await this.zeroEx.token.getProxyAllowanceAsync(this.zrxTokenAddress, makerAddress);
+            const newMakerFeeAllowance = oldMakerFeeAllowance.plus(makerFee);
+            await this.zeroEx.token.setProxyAllowanceAsync(
+                this.zrxTokenAddress, makerAddress, newMakerFeeAllowance,
+            );
         }
         if (!takerFee.isZero()) {
             await this.zeroEx.token.transferAsync(this.zrxTokenAddress, this.coinbase, takerAddress, takerFee);
-            await this.zeroEx.token.setProxyAllowanceAsync(this.zrxTokenAddress, takerAddress, takerFee);
+            const oldTakerFeeAllowance =
+                await this.zeroEx.token.getProxyAllowanceAsync(this.zrxTokenAddress, takerAddress);
+            const newTakerFeeAllowance = oldTakerFeeAllowance.plus(takerFee);
+            await this.zeroEx.token.setProxyAllowanceAsync(
+                this.zrxTokenAddress, takerAddress, newTakerFeeAllowance,
+            );
         }
 
         const signedOrder = await orderFactory.createSignedOrderAsync(this.zeroEx,