merge base branch

7 files changed, 194 insertions, 357 deletions

diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts
index 409e34e74..0bb757f52 100644
--- a/packages/asset-buyer/src/asset_buyer.ts
+++ b/packages/asset-buyer/src/asset_buyer.ts
@@ -1,6 +1,7 @@
 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';
@@ -11,11 +12,13 @@ import { BasicOrderProvider } from './order_providers/basic_order_provider';
 import { StandardRelayerAPIOrderProvider } from './order_providers/standard_relayer_api_order_provider';
 import {
     AssetBuyerError,
-    AssetBuyerOrdersAndFillableAmounts,
+    AssetBuyerOpts,
     BuyQuote,
+    BuyQuoteExecutionOpts,
     BuyQuoteRequestOpts,
     OrderProvider,
     OrderProviderResponse,
+    OrdersAndFillableAmounts,
 } from './types';
 
 import { assert } from './utils/assert';
@@ -23,24 +26,26 @@ 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 assetData: string;
     public readonly orderProvider: OrderProvider;
     public readonly networkId: number;
     public readonly orderRefreshIntervalMs: number;
     public readonly expiryBufferSeconds: number;
     private readonly _contractWrappers: ContractWrappers;
-    private _lastRefreshTimeIfExists?: number;
-    private _currentOrdersAndFillableAmountsIfExists?: AssetBuyerOrdersAndFillableAmounts;
+    // 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   networkId               The ethereum network id. Defaults to 1 (mainnet).
-     * @param   orderRefreshIntervalMs  The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. Defaults to 10000ms (10s).
-     * @param   expiryBufferSeconds     The number of seconds to add when calculating whether an order is expired or not. Defaults to 15s.
+     * @param   options                 Initialization options for the AssetBuyer. See type definition for details.
      *
      * @return  An instance of AssetBuyer
      */
@@ -48,171 +53,99 @@ export class AssetBuyer {
         provider: Provider,
         orders: SignedOrder[],
         feeOrders: SignedOrder[] = [],
-        networkId: number = constants.MAINNET_NETWORK_ID,
-        orderRefreshIntervalMs: number = constants.DEFAULT_ORDER_REFRESH_INTERVAL_MS,
-        expiryBufferSeconds: number = constants.DEFAULT_EXPIRY_BUFFER_SECONDS,
+        options: Partial<AssetBuyerOpts> = {},
     ): AssetBuyer {
         assert.isWeb3Provider('provider', provider);
         assert.doesConformToSchema('orders', orders, schemas.signedOrdersSchema);
         assert.doesConformToSchema('feeOrders', feeOrders, schemas.signedOrdersSchema);
-        assert.isNumber('networkId', networkId);
-        assert.isNumber('orderRefreshIntervalMs', orderRefreshIntervalMs);
         assert.areValidProvidedOrders('orders', orders);
         assert.areValidProvidedOrders('feeOrders', feeOrders);
         assert.assert(orders.length !== 0, `Expected orders to contain at least one order`);
-        const assetData = orders[0].makerAssetData;
         const orderProvider = new BasicOrderProvider(_.concat(orders, feeOrders));
-        const assetBuyer = new AssetBuyer(
-            provider,
-            assetData,
-            orderProvider,
-            networkId,
-            orderRefreshIntervalMs,
-            expiryBufferSeconds,
-        );
+        const assetBuyer = new AssetBuyer(provider, orderProvider, options);
         return assetBuyer;
     }
     /**
-     * Instantiates a new AssetBuyer instance given the desired assetData and a [Standard Relayer API](https://github.com/0xProject/standard-relayer-api) endpoint
+     * 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   assetData               The assetData that identifies the desired asset to buy.
      * @param   sraApiUrl               The standard relayer API base HTTP url you would like to source orders from.
-     * @param   networkId               The ethereum network id. Defaults to 1 (mainnet).
-     * @param   orderRefreshIntervalMs  The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. Defaults to 10000ms (10s).
-     * @param   expiryBufferSeconds     The number of seconds to add when calculating whether an order is expired or not. Defaults to 15s.
+     * @param   options                 Initialization options for the AssetBuyer. See type definition for details.
      *
      * @return  An instance of AssetBuyer
      */
-    public static getAssetBuyerForAssetData(
+    public static getAssetBuyerForStandardRelayerAPIUrl(
         provider: Provider,
-        assetData: string,
         sraApiUrl: string,
-        networkId: number = constants.MAINNET_NETWORK_ID,
-        orderRefreshIntervalMs: number = constants.DEFAULT_ORDER_REFRESH_INTERVAL_MS,
-        expiryBufferSeconds: number = constants.DEFAULT_EXPIRY_BUFFER_SECONDS,
+        options: Partial<AssetBuyerOpts> = {},
     ): AssetBuyer {
         assert.isWeb3Provider('provider', provider);
-        assert.isHexString('assetData', assetData);
         assert.isWebUri('sraApiUrl', sraApiUrl);
-        assert.isNumber('networkId', networkId);
-        assert.isNumber('orderRefreshIntervalMs', orderRefreshIntervalMs);
         const orderProvider = new StandardRelayerAPIOrderProvider(sraApiUrl);
-        const assetBuyer = new AssetBuyer(
-            provider,
-            assetData,
-            orderProvider,
-            networkId,
-            orderRefreshIntervalMs,
-            expiryBufferSeconds,
-        );
-        return assetBuyer;
-    }
-    /**
-     * Instantiates a new AssetBuyer instance given the desired ERC20 token address and 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   tokenAddress            The ERC20 token address that identifies the desired asset to buy.
-     * @param   sraApiUrl               The standard relayer API base HTTP url you would like to source orders from.
-     * @param   networkId               The ethereum network id. Defaults to 1 (mainnet).
-     * @param   orderRefreshIntervalMs  The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. Defaults to 10000ms (10s).
-     * @param   expiryBufferSeconds     The number of seconds to add when calculating whether an order is expired or not. Defaults to 15s.
-     * @return  An instance of AssetBuyer
-     */
-    public static getAssetBuyerForERC20TokenAddress(
-        provider: Provider,
-        tokenAddress: string,
-        sraApiUrl: string,
-        networkId: number = constants.MAINNET_NETWORK_ID,
-        orderRefreshIntervalMs: number = constants.DEFAULT_ORDER_REFRESH_INTERVAL_MS,
-        expiryBufferSeconds: number = constants.DEFAULT_EXPIRY_BUFFER_SECONDS,
-    ): AssetBuyer {
-        assert.isWeb3Provider('provider', provider);
-        assert.isETHAddressHex('tokenAddress', tokenAddress);
-        assert.isWebUri('sraApiUrl', sraApiUrl);
-        assert.isNumber('networkId', networkId);
-        assert.isNumber('orderRefreshIntervalMs', orderRefreshIntervalMs);
-        const assetData = assetDataUtils.encodeERC20AssetData(tokenAddress);
-        const assetBuyer = AssetBuyer.getAssetBuyerForAssetData(
-            provider,
-            assetData,
-            sraApiUrl,
-            networkId,
-            orderRefreshIntervalMs,
-            expiryBufferSeconds,
-        );
+        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   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   orderProvider            An object that conforms to OrderProvider, see type for definition.
-     * @param   networkId               The ethereum network id. Defaults to 1 (mainnet).
-     * @param   orderRefreshIntervalMs  The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states. Defaults to 10000ms (10s).
-     * @param   expiryBufferSeconds     The number of seconds to add when calculating whether an order is expired or not. Defaults to 15s.
+     * @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,
-        assetData: string,
-        orderProvider: OrderProvider,
-        networkId: number = constants.MAINNET_NETWORK_ID,
-        orderRefreshIntervalMs: number = constants.DEFAULT_ORDER_REFRESH_INTERVAL_MS,
-        expiryBufferSeconds: number = constants.DEFAULT_EXPIRY_BUFFER_SECONDS,
-    ) {
+    constructor(provider: Provider, orderProvider: OrderProvider, options: Partial<AssetBuyerOpts> = {}) {
+        const { networkId, orderRefreshIntervalMs, expiryBufferSeconds } = {
+            ...constants.DEFAULT_ASSET_BUYER_OPTS,
+            ...options,
+        };
         assert.isWeb3Provider('provider', provider);
-        assert.isString('assetData', assetData);
         assert.isValidOrderProvider('orderProvider', orderProvider);
         assert.isNumber('networkId', networkId);
         assert.isNumber('orderRefreshIntervalMs', orderRefreshIntervalMs);
+        assert.isNumber('expiryBufferSeconds', expiryBufferSeconds);
         this.provider = provider;
-        this.assetData = assetData;
         this.orderProvider = orderProvider;
         this.networkId = networkId;
-        this.expiryBufferSeconds = expiryBufferSeconds;
         this.orderRefreshIntervalMs = orderRefreshIntervalMs;
+        this.expiryBufferSeconds = expiryBufferSeconds;
         this._contractWrappers = new ContractWrappers(this.provider, {
             networkId,
         });
     }
     /**
-     * Get a `BuyQuote` containing all information relevant to fulfilling a buy.
+     * 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   feePercentage       The affiliate fee percentage. Defaults to 0.
-     * @param   forceOrderRefresh   If set to true, new orders and state will be fetched instead of waiting for
-     *                              the next orderRefreshIntervalMs. Defaults to false.
+     * @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(assetBuyAmount: BigNumber, options: Partial<BuyQuoteRequestOpts>): Promise<BuyQuote> {
+    public async getBuyQuoteAsync(
+        assetData: string,
+        assetBuyAmount: BigNumber,
+        options: Partial<BuyQuoteRequestOpts>,
+    ): Promise<BuyQuote> {
         const { feePercentage, shouldForceOrderRefresh, slippagePercentage } = {
-            ...options,
             ...constants.DEFAULT_BUY_QUOTE_REQUEST_OPTS,
+            ...options,
         };
+        assert.isString('assetData', assetData);
         assert.isBigNumber('assetBuyAmount', assetBuyAmount);
         assert.isValidPercentage('feePercentage', feePercentage);
         assert.isBoolean('shouldForceOrderRefresh', shouldForceOrderRefresh);
-        // 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(this._currentOrdersAndFillableAmountsIfExists) ||
-            shouldForceOrderRefresh ||
-            (!_.isUndefined(this._lastRefreshTimeIfExists) &&
-                this._lastRefreshTimeIfExists + this.orderRefreshIntervalMs < Date.now());
-        let ordersAndFillableAmounts: AssetBuyerOrdersAndFillableAmounts;
-        if (shouldRefresh) {
-            ordersAndFillableAmounts = await this._getLatestOrdersAndFillableAmountsAsync();
-            this._lastRefreshTimeIfExists = Date.now();
-            this._currentOrdersAndFillableAmountsIfExists = ordersAndFillableAmounts;
-        } else {
-            // it is safe to cast to AssetBuyerOrdersAndFillableAmounts because shouldRefresh catches the undefined case above
-            ordersAndFillableAmounts = this
-                ._currentOrdersAndFillableAmountsIfExists as AssetBuyerOrdersAndFillableAmounts;
+        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,
@@ -220,19 +153,37 @@ export class AssetBuyer {
         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   rate            The desired rate to execute the buy at. Affects the amount of ETH sent with the transaction, defaults to buyQuote.maxRate.
-     * @param   takerAddress    The address to perform the buy. Defaults to the first available address from the provider.
-     * @param   feeRecipient    The address where affiliate fees are sent. Defaults to null address (0x000...000).
+     * @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,
-        rate?: BigNumber,
-        takerAddress?: string,
-        feeRecipient: string = constants.NULL_ADDRESS,
-    ): Promise<string> {
+    public async executeBuyQuoteAsync(buyQuote: BuyQuote, options: Partial<BuyQuoteExecutionOpts>): Promise<string> {
+        const { rate, takerAddress, feeRecipient } = {
+            ...constants.DEFAULT_BUY_QUOTE_EXECUTION_OPTS,
+            ...options,
+        };
         assert.isValidBuyQuote('buyQuote', buyQuote);
         if (!_.isUndefined(rate)) {
             assert.isBigNumber('rate', rate);
@@ -272,39 +223,55 @@ export class AssetBuyer {
         return txHash;
     }
     /**
-     * Ask the order Provider for orders and process them.
+     * Grab orders from the map, if there is a miss or it is time to refresh, fetch and process the orders
      */
-    private async _getLatestOrdersAndFillableAmountsAsync(): Promise<AssetBuyerOrdersAndFillableAmounts> {
+    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 order Provider requests
-        const targetOrderProviderRequest = {
-            makerAssetData: this.assetData,
-            takerAssetData: etherTokenAssetData,
-            networkId: this.networkId,
-        };
-        const feeOrderProviderRequest = {
-            makerAssetData: zrxTokenAssetData,
+        // construct orderProvider request
+        const orderProviderRequest = {
+            makerAssetData: assetData,
             takerAssetData: etherTokenAssetData,
             networkId: this.networkId,
         };
-        const requests = [targetOrderProviderRequest, feeOrderProviderRequest];
-        // fetch orders and possible fillable amounts
-        const [targetOrderProviderResponse, feeOrderProviderResponse] = await Promise.all(
-            _.map(requests, async request => this.orderProvider.getOrdersAsync(request)),
-        );
+        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(targetOrderProviderResponse, targetOrderProviderRequest);
-        orderProviderResponseProcessor.throwIfInvalidResponse(feeOrderProviderResponse, feeOrderProviderRequest);
+        orderProviderResponseProcessor.throwIfInvalidResponse(response, request);
         // process the responses into one object
+        const isMakerAssetZrxToken = assetData === zrxTokenAssetData;
         const ordersAndFillableAmounts = await orderProviderResponseProcessor.processAsync(
-            targetOrderProviderResponse,
-            feeOrderProviderResponse,
-            zrxTokenAssetData,
+            response,
+            isMakerAssetZrxToken,
             this.expiryBufferSeconds,
             this._contractWrappers.orderValidator,
         );
+        const lastRefreshTime = Date.now();
+        const updatedOrdersEntry = {
+            ordersAndFillableAmounts,
+            lastRefreshTime,
+        };
+        this._ordersEntryMap[assetData] = updatedOrdersEntry;
         return ordersAndFillableAmounts;
     }
     /**
diff --git a/packages/asset-buyer/src/constants.ts b/packages/asset-buyer/src/constants.ts
index 79b5d9052..e1056e39b 100644
--- a/packages/asset-buyer/src/constants.ts
+++ b/packages/asset-buyer/src/constants.ts
@@ -1,6 +1,15 @@
 import { BigNumber } from '@0xproject/utils';
 
-import { BuyQuoteRequestOpts } from './types';
+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,
@@ -8,13 +17,18 @@ const DEFAULT_BUY_QUOTE_REQUEST_OPTS: BuyQuoteRequestOpts = {
     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: '0x0000000000000000000000000000000000000000',
-    MAINNET_NETWORK_ID: 1,
-    DEFAULT_ORDER_REFRESH_INTERVAL_MS: 10000, // 10 seconds
+    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,
-    DEFAULT_EXPIRY_BUFFER_SECONDS: 15,
 };
diff --git a/packages/asset-buyer/src/index.ts b/packages/asset-buyer/src/index.ts
index 8ef529ac0..2da2724d7 100644
--- a/packages/asset-buyer/src/index.ts
+++ b/packages/asset-buyer/src/index.ts
@@ -5,13 +5,14 @@ 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 { StandardRelayerAPIAssetBuyerManager } from './standard_relayer_api_asset_buyer_manager';
 export {
     AssetBuyerError,
+    AssetBuyerOpts,
     BuyQuote,
+    BuyQuoteExecutionOpts,
+    BuyQuoteRequestOpts,
     OrderProvider,
     OrderProviderRequest,
     OrderProviderResponse,
     SignedOrderWithRemainingFillableMakerAssetAmount,
-    StandardRelayerApiAssetBuyerManagerError,
 } from './types';
diff --git a/packages/asset-buyer/src/standard_relayer_api_asset_buyer_manager.ts b/packages/asset-buyer/src/standard_relayer_api_asset_buyer_manager.ts
deleted file mode 100644
index 947c738a1..000000000
--- a/packages/asset-buyer/src/standard_relayer_api_asset_buyer_manager.ts
+++ /dev/null
@@ -1,133 +0,0 @@
-import { HttpClient } from '@0xproject/connect';
-import { ContractWrappers } from '@0xproject/contract-wrappers';
-import { ObjectMap } from '@0xproject/types';
-import { Provider } from 'ethereum-types';
-import * as _ from 'lodash';
-
-import { AssetBuyer } from './asset_buyer';
-import { constants } from './constants';
-import { assert } from './utils/assert';
-import { assetDataUtils } from './utils/asset_data_utils';
-
-import { OrderProvider, StandardRelayerApiAssetBuyerManagerError } from './types';
-
-export class StandardRelayerAPIAssetBuyerManager {
-    // Map of assetData to AssetBuyer for that assetData
-    private readonly _assetBuyerMap: ObjectMap<AssetBuyer>;
-    /**
-     * Returns an array of all assetDatas available at the provided sraApiUrl
-     * @param   sraApiUrl               The standard relayer API base HTTP url you would like to source orders from.
-     * @param   pairedWithAssetData     Optional filter argument to return assetDatas that only pair with this assetData value.
-     *
-     * @return  An array of all assetDatas available at the provider sraApiUrl
-     */
-    public static async getAllAvailableAssetDatasAsync(
-        sraApiUrl: string,
-        pairedWithAssetData?: string,
-    ): Promise<string[]> {
-        const client = new HttpClient(sraApiUrl);
-        const params = {
-            assetDataA: pairedWithAssetData,
-            perPage: constants.MAX_PER_PAGE,
-        };
-        const assetPairsResponse = await client.getAssetPairsAsync(params);
-        return _.uniq(_.map(assetPairsResponse.records, pairsItem => pairsItem.assetDataB.assetData));
-    }
-    /**
-     * Instantiates a new StandardRelayerAPIAssetBuyerManager instance with all available assetDatas at the provided sraApiUrl
-     * @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   orderProvider            An object that conforms to OrderProvider, see type for definition.
-     * @param   networkId               The ethereum network id. Defaults to 1 (mainnet).
-     * @param   orderRefreshIntervalMs  The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states.
-     *                                  Defaults to 10000ms (10s).
-     * @return  An promise of an instance of StandardRelayerAPIAssetBuyerManager
-     */
-    public static async getAssetBuyerManagerWithAllAvailableAssetDatasAsync(
-        provider: Provider,
-        sraApiUrl: string,
-        orderProvider: OrderProvider,
-        networkId: number = constants.MAINNET_NETWORK_ID,
-        orderRefreshIntervalMs?: number,
-    ): Promise<StandardRelayerAPIAssetBuyerManager> {
-        const contractWrappers = new ContractWrappers(provider, { networkId });
-        const etherTokenAssetData = assetDataUtils.getEtherTokenAssetDataOrThrow(contractWrappers);
-        const assetDatas = await StandardRelayerAPIAssetBuyerManager.getAllAvailableAssetDatasAsync(
-            sraApiUrl,
-            etherTokenAssetData,
-        );
-        return new StandardRelayerAPIAssetBuyerManager(
-            provider,
-            assetDatas,
-            orderProvider,
-            networkId,
-            orderRefreshIntervalMs,
-        );
-    }
-    /**
-     * Instantiates a new StandardRelayerAPIAssetBuyerManager instance
-     * @param   provider                The Provider instance you would like to use for interacting with the Ethereum network.
-     * @param   assetDatas              The assetDatas of the desired assets to buy (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
-     * @param   orderProvider            An object that conforms to OrderProvider, see type for definition.
-     * @param   networkId               The ethereum network id. Defaults to 1 (mainnet).
-     * @param   orderRefreshIntervalMs  The interval in ms that getBuyQuoteAsync should trigger an refresh of orders and order states.
-     *                                  Defaults to 10000ms (10s).
-     * @return  An instance of StandardRelayerAPIAssetBuyerManager
-     */
-    constructor(
-        provider: Provider,
-        assetDatas: string[],
-        orderProvider: OrderProvider,
-        networkId?: number,
-        orderRefreshIntervalMs?: number,
-    ) {
-        assert.assert(assetDatas.length > 0, `Expected 'assetDatas' to be a non-empty array.`);
-        this._assetBuyerMap = _.reduce(
-            assetDatas,
-            (accAssetBuyerMap: ObjectMap<AssetBuyer>, assetData: string) => {
-                accAssetBuyerMap[assetData] = new AssetBuyer(
-                    provider,
-                    assetData,
-                    orderProvider,
-                    networkId,
-                    orderRefreshIntervalMs,
-                );
-                return accAssetBuyerMap;
-            },
-            {},
-        );
-    }
-    /**
-     * Get an AssetBuyer for the provided assetData
-     * @param   assetData   The desired assetData.
-     *
-     * @return  An instance of AssetBuyer
-     */
-    public getAssetBuyerFromAssetData(assetData: string): AssetBuyer {
-        const assetBuyer = this._assetBuyerMap[assetData];
-        if (_.isUndefined(assetBuyer)) {
-            throw new Error(
-                `${StandardRelayerApiAssetBuyerManagerError.AssetBuyerNotFound}: For assetData ${assetData}`,
-            );
-        }
-        return assetBuyer;
-    }
-    /**
-     * Get an AssetBuyer for the provided ERC20 tokenAddress
-     * @param   tokenAddress    The desired tokenAddress.
-     *
-     * @return  An instance of AssetBuyer
-     */
-    public getAssetBuyerFromERC20TokenAddress(tokenAddress: string): AssetBuyer {
-        const assetData = assetDataUtils.encodeERC20AssetData(tokenAddress);
-        return this.getAssetBuyerFromAssetData(assetData);
-    }
-    /**
-     * Get a list of all the assetDatas that the instance supports
-     *
-     * @return  An array of assetData strings
-     */
-    public getAssetDatas(): string[] {
-        return _.keys(this._assetBuyerMap);
-    }
-}
diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts
index ee6858525..8d3dcbfe6 100644
--- a/packages/asset-buyer/src/types.ts
+++ b/packages/asset-buyer/src/types.ts
@@ -52,6 +52,11 @@ export interface BuyQuote {
     feePercentage?: number;
 }
 
+/**
+ * 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;
@@ -59,6 +64,28 @@ export interface BuyQuoteRequestOpts {
 }
 
 /**
+ * rate: The desired rate to execute the buy at. Affects the amount of ETH sent with the transaction, defaults to buyQuote.maxRate.
+ * 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 {
+    rate?: 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 {
@@ -69,18 +96,10 @@ export enum AssetBuyerError {
     InsufficientZrxLiquidity = 'INSUFFICIENT_ZRX_LIQUIDITY',
     NoAddressAvailable = 'NO_ADDRESS_AVAILABLE',
     InvalidOrderProviderResponse = 'INVALID_ORDER_PROVIDER_RESPONSE',
+    AssetUnavailable = 'ASSET_UNAVAILABLE',
 }
 
-/**
- * Possible errors thrown by an StandardRelayerApiAssetBuyerManager instance or associated static methods.
- */
-export enum StandardRelayerApiAssetBuyerManagerError {
-    AssetBuyerNotFound = 'ASSET_BUYER_NOT_FOUND',
-}
-
-export interface AssetBuyerOrdersAndFillableAmounts {
+export interface OrdersAndFillableAmounts {
     orders: SignedOrder[];
-    feeOrders: SignedOrder[];
     remainingFillableMakerAssetAmounts: BigNumber[];
-    remainingFillableFeeAmounts: BigNumber[];
 }
diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
index 9946924ef..b706ea143 100644
--- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts
+++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts
@@ -3,24 +3,23 @@ import { BigNumber } from '@0xproject/utils';
 import * as _ from 'lodash';
 
 import { constants } from '../constants';
-import { AssetBuyerError, AssetBuyerOrdersAndFillableAmounts, BuyQuote } from '../types';
+import { AssetBuyerError, BuyQuote, OrdersAndFillableAmounts } from '../types';
 
 import { orderUtils } from './order_utils';
 
 // Calculates a buy quote for orders that have WETH as the takerAsset
 export const buyQuoteCalculator = {
     calculate(
-        ordersAndFillableAmounts: AssetBuyerOrdersAndFillableAmounts,
+        ordersAndFillableAmounts: OrdersAndFillableAmounts,
+        feeOrdersAndFillableAmounts: OrdersAndFillableAmounts,
         assetBuyAmount: BigNumber,
         feePercentage: number,
         slippagePercentage: number,
     ): BuyQuote {
-        const {
-            orders,
-            feeOrders,
-            remainingFillableMakerAssetAmounts,
-            remainingFillableFeeAmounts,
-        } = ordersAndFillableAmounts;
+        const orders = ordersAndFillableAmounts.orders;
+        const remainingFillableMakerAssetAmounts = ordersAndFillableAmounts.remainingFillableMakerAssetAmounts;
+        const feeOrders = feeOrdersAndFillableAmounts.orders;
+        const remainingFillableFeeAmounts = feeOrdersAndFillableAmounts.remainingFillableMakerAssetAmounts;
         const slippageBufferAmount = assetBuyAmount.mul(slippagePercentage).round();
         const {
             resultOrders,
diff --git a/packages/asset-buyer/src/utils/order_provider_response_processor.ts b/packages/asset-buyer/src/utils/order_provider_response_processor.ts
index 31fdcc182..74eec162d 100644
--- a/packages/asset-buyer/src/utils/order_provider_response_processor.ts
+++ b/packages/asset-buyer/src/utils/order_provider_response_processor.ts
@@ -8,19 +8,14 @@ import * as _ from 'lodash';
 import { constants } from '../constants';
 import {
     AssetBuyerError,
-    AssetBuyerOrdersAndFillableAmounts,
     OrderProviderRequest,
     OrderProviderResponse,
+    OrdersAndFillableAmounts,
     SignedOrderWithRemainingFillableMakerAssetAmount,
 } from '../types';
 
 import { orderUtils } from './order_utils';
 
-interface OrdersAndRemainingFillableMakerAssetAmounts {
-    orders: SignedOrder[];
-    remainingFillableMakerAssetAmounts: BigNumber[];
-}
-
 export const orderProviderResponseProcessor = {
     throwIfInvalidResponse(response: OrderProviderResponse, request: OrderProviderRequest): void {
         const { makerAssetData, takerAssetData } = request;
@@ -38,65 +33,40 @@ export const orderProviderResponseProcessor = {
      * - Sort by rate
      */
     async processAsync(
-        targetOrderProviderResponse: OrderProviderResponse,
-        feeOrderProviderResponse: OrderProviderResponse,
-        zrxTokenAssetData: string,
+        orderProviderResponse: OrderProviderResponse,
+        isMakerAssetZrxToken: boolean,
         expiryBufferSeconds: number,
         orderValidator?: OrderValidatorWrapper,
-    ): Promise<AssetBuyerOrdersAndFillableAmounts> {
+    ): Promise<OrdersAndFillableAmounts> {
         // drop orders that are expired or not open
-        const filteredTargetOrders = filterOutExpiredAndNonOpenOrders(
-            targetOrderProviderResponse.orders,
-            expiryBufferSeconds,
-        );
-        const filteredFeeOrders = filterOutExpiredAndNonOpenOrders(
-            feeOrderProviderResponse.orders,
-            expiryBufferSeconds,
-        );
+        const filteredOrders = filterOutExpiredAndNonOpenOrders(orderProviderResponse.orders, expiryBufferSeconds);
         // set the orders to be sorted equal to the filtered orders
-        let unsortedTargetOrders = filteredTargetOrders;
-        let unsortedFeeOrders = filteredFeeOrders;
+        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 these requests and throw a more domain specific error
-            // TODO(bmillman): optimization
-            // reduce this to once RPC call buy combining orders into one array and then splitting up the response
-            const [targetOrdersAndTradersInfo, feeOrdersAndTradersInfo] = await Promise.all(
-                _.map([filteredTargetOrders, filteredFeeOrders], ordersToBeValidated => {
-                    const takerAddresses = _.map(ordersToBeValidated, () => constants.NULL_ADDRESS);
-                    return orderValidator.getOrdersAndTradersInfoAsync(ordersToBeValidated, takerAddresses);
-                }),
-            );
-            // take orders + on chain information and find the valid orders and remaining fillable maker asset amounts
-            unsortedTargetOrders = getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain(
-                filteredTargetOrders,
-                targetOrdersAndTradersInfo,
-                zrxTokenAssetData,
+            // 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
-            unsortedFeeOrders = getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain(
-                filteredFeeOrders,
-                feeOrdersAndTradersInfo,
-                zrxTokenAssetData,
+            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 sortedTargetOrders = sortingUtils.sortOrdersByFeeAdjustedRate(unsortedTargetOrders);
-        const sortedFeeOrders = sortingUtils.sortFeeOrdersByFeeAdjustedRate(unsortedFeeOrders);
+        const sortedOrders = isMakerAssetZrxToken
+            ? sortingUtils.sortFeeOrdersByFeeAdjustedRate(unsortedOrders)
+            : sortingUtils.sortOrdersByFeeAdjustedRate(unsortedOrders);
         // unbundle orders and fillable amounts and compile final result
-        const targetOrdersAndRemainingFillableMakerAssetAmounts = unbundleOrdersWithAmounts(sortedTargetOrders);
-        const feeOrdersAndRemainingFillableMakerAssetAmounts = unbundleOrdersWithAmounts(sortedFeeOrders);
-        return {
-            orders: targetOrdersAndRemainingFillableMakerAssetAmounts.orders,
-            feeOrders: feeOrdersAndRemainingFillableMakerAssetAmounts.orders,
-            remainingFillableMakerAssetAmounts:
-                targetOrdersAndRemainingFillableMakerAssetAmounts.remainingFillableMakerAssetAmounts,
-            remainingFillableFeeAmounts:
-                feeOrdersAndRemainingFillableMakerAssetAmounts.remainingFillableMakerAssetAmounts,
-        };
+        const result = unbundleOrdersWithAmounts(sortedOrders);
+        return result;
     },
 };
 
@@ -120,7 +90,7 @@ function filterOutExpiredAndNonOpenOrders(
 function getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain(
     inputOrders: SignedOrder[],
     ordersAndTradersInfo: OrderAndTraderInfo[],
-    zrxAssetData: string,
+    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
@@ -147,7 +117,7 @@ function getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain(
             const remainingFillableCalculator = new RemainingFillableCalculator(
                 order.makerFee,
                 order.makerAssetAmount,
-                order.makerAssetData === zrxAssetData,
+                isMakerAssetZrxToken,
                 transferrableAssetAmount,
                 transferrableFeeAssetAmount,
                 remainingMakerAssetAmount,
@@ -175,7 +145,7 @@ function getValidOrdersWithRemainingFillableMakerAssetAmountsFromOnChain(
  */
 function unbundleOrdersWithAmounts(
     ordersWithAmounts: SignedOrderWithRemainingFillableMakerAssetAmount[],
-): OrdersAndRemainingFillableMakerAssetAmounts {
+): OrdersAndFillableAmounts {
     const result = _.reduce(
         ordersWithAmounts,
         (acc, orderWithAmount) => {