Implement initial set of orderFill combinatorial tests

10 files changed, 553 insertions, 187 deletions

diff --git a/packages/contracts/src/utils/core_combinatorial_utils.ts b/packages/contracts/src/utils/core_combinatorial_utils.ts
new file mode 100644
index 000000000..6fbd8304e
--- /dev/null
+++ b/packages/contracts/src/utils/core_combinatorial_utils.ts
@@ -0,0 +1,445 @@
+import {
+    assetProxyUtils,
+    BalanceAndProxyAllowanceLazyStore,
+    ExchangeTransferSimulator,
+    orderHashUtils,
+    OrderStateUtils,
+    OrderValidationUtils,
+} from '@0xproject/order-utils';
+import { AssetProxyId, Order, SignatureType, SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import * as chai from 'chai';
+import { BlockParamLiteral, LogWithDecodedArgs, Provider, TxData } from 'ethereum-types';
+// import ethUtil = require('ethereumjs-util');
+import * as _ from 'lodash';
+import 'make-promises-safe';
+
+import { ExchangeContract, FillContractEventArgs } from '../generated_contract_wrappers/exchange';
+import { artifacts } from '../utils/artifacts';
+import { expectRevertOrAlwaysFailingTransactionAsync } from '../utils/assertions';
+import { AssetWrapper } from '../utils/asset_wrapper';
+import { chaiSetup } from '../utils/chai_setup';
+import { constants } from '../utils/constants';
+import { ERC20Wrapper } from '../utils/erc20_wrapper';
+import { ERC721Wrapper } from '../utils/erc721_wrapper';
+import { ExchangeWrapper } from '../utils/exchange_wrapper';
+import { NewOrderFactory } from '../utils/new_order_factory';
+import { orderUtils } from '../utils/order_utils';
+import { signingUtils } from '../utils/signing_utils';
+import { SimpleAssetBalanceAndProxyAllowanceFetcher } from '../utils/simple_asset_balance_and_proxy_allowance_fetcher';
+import { SimpleOrderFilledCancelledFetcher } from '../utils/simple_order_filled_cancelled_fetcher';
+import {
+    AssetDataScenario,
+    ExpirationTimeSecondsScenario,
+    FeeRecipientAddressScenario,
+    OrderAmountScenario,
+    OrderScenario,
+} from '../utils/types';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+const ERC721_PROXY_ID = 2;
+
+/**
+ * Instantiates a new instance of CoreCombinatorialUtils. Since this method has some
+ * required async setup, a factory method is required.
+ * @param web3Wrapper Web3Wrapper instance
+ * @param txDefaults Default Ethereum tx options
+ * @return CoreCombinatorialUtils instance
+ */
+export async function coreCombinatorialUtilsFactoryAsync(
+    web3Wrapper: Web3Wrapper,
+    txDefaults: Partial<TxData>,
+): Promise<CoreCombinatorialUtils> {
+    const userAddresses = await web3Wrapper.getAvailableAddressesAsync();
+    const [ownerAddress, makerAddress, takerAddress] = userAddresses;
+    const makerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[userAddresses.indexOf(makerAddress)];
+
+    const provider = web3Wrapper.getProvider();
+    const erc20Wrapper = new ERC20Wrapper(provider, userAddresses, ownerAddress);
+    const erc721Wrapper = new ERC721Wrapper(provider, userAddresses, ownerAddress);
+
+    const erc20EighteenDecimalTokenCount = 3;
+    const eighteenDecimals = new BigNumber(18);
+    const [
+        erc20EighteenDecimalTokenA,
+        erc20EighteenDecimalTokenB,
+        zrxToken,
+    ] = await erc20Wrapper.deployDummyTokensAsync(erc20EighteenDecimalTokenCount, eighteenDecimals);
+    const zrxAssetData = assetProxyUtils.encodeERC20AssetData(zrxToken.address);
+
+    const erc20FiveDecimalTokenCount = 2;
+    const fiveDecimals = new BigNumber(18);
+    const [erc20FiveDecimalTokenA, erc20FiveDecimalTokenB] = await erc20Wrapper.deployDummyTokensAsync(
+        erc20FiveDecimalTokenCount,
+        fiveDecimals,
+    );
+    const erc20Proxy = await erc20Wrapper.deployProxyAsync();
+    await erc20Wrapper.setBalancesAndAllowancesAsync();
+
+    const [erc721Token] = await erc721Wrapper.deployDummyTokensAsync();
+    const erc721Proxy = await erc721Wrapper.deployProxyAsync();
+    await erc721Wrapper.setBalancesAndAllowancesAsync();
+    const erc721Balances = await erc721Wrapper.getBalancesAsync();
+
+    const assetWrapper = new AssetWrapper([erc20Wrapper, erc721Wrapper]);
+
+    const exchangeContract = await ExchangeContract.deployFrom0xArtifactAsync(
+        artifacts.Exchange,
+        provider,
+        txDefaults,
+        zrxAssetData,
+    );
+    const exchangeWrapper = new ExchangeWrapper(exchangeContract, provider);
+    await exchangeWrapper.registerAssetProxyAsync(AssetProxyId.ERC20, erc20Proxy.address, ownerAddress);
+    await exchangeWrapper.registerAssetProxyAsync(AssetProxyId.ERC721, erc721Proxy.address, ownerAddress);
+
+    await web3Wrapper.awaitTransactionSuccessAsync(
+        await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeContract.address, {
+            from: ownerAddress,
+        }),
+        constants.AWAIT_TRANSACTION_MINED_MS,
+    );
+    await web3Wrapper.awaitTransactionSuccessAsync(
+        await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeContract.address, {
+            from: ownerAddress,
+        }),
+        constants.AWAIT_TRANSACTION_MINED_MS,
+    );
+
+    const orderFactory = new NewOrderFactory(
+        userAddresses,
+        zrxToken.address,
+        [erc20EighteenDecimalTokenA.address, erc20EighteenDecimalTokenB.address],
+        [erc20FiveDecimalTokenA.address, erc20FiveDecimalTokenB.address],
+        erc721Token,
+        erc721Balances,
+        exchangeContract.address,
+    );
+
+    const coreCombinatorialUtils = new CoreCombinatorialUtils(
+        orderFactory,
+        ownerAddress,
+        makerAddress,
+        makerPrivateKey,
+        takerAddress,
+        zrxAssetData,
+        exchangeWrapper,
+        assetWrapper,
+    );
+    return coreCombinatorialUtils;
+}
+
+export class CoreCombinatorialUtils {
+    public orderFactory: NewOrderFactory;
+    public ownerAddress: string;
+    public makerAddress: string;
+    public makerPrivateKey: Buffer;
+    public takerAddress: string;
+    public zrxAssetData: string;
+    public exchangeWrapper: ExchangeWrapper;
+    public assetWrapper: AssetWrapper;
+    public static generateOrderCombinations(): OrderScenario[] {
+        const feeRecipientScenarios = [FeeRecipientAddressScenario.EthUserAddress];
+        const makerAssetAmountScenario = [OrderAmountScenario.NonZero];
+        const takerAssetAmountScenario = [OrderAmountScenario.NonZero];
+        const makerFeeScenario = [OrderAmountScenario.NonZero];
+        const takerFeeScenario = [OrderAmountScenario.NonZero];
+        const expirationTimeSecondsScenario = [ExpirationTimeSecondsScenario.InFuture];
+        const makerAssetDataScenario = [
+            AssetDataScenario.ERC20FiveDecimals,
+            AssetDataScenario.ERC20NonZRXEighteenDecimals,
+            AssetDataScenario.ERC721,
+            AssetDataScenario.ZRXFeeToken,
+        ];
+        const takerAssetDataScenario = [
+            AssetDataScenario.ERC20FiveDecimals,
+            AssetDataScenario.ERC20NonZRXEighteenDecimals,
+            AssetDataScenario.ERC721,
+            AssetDataScenario.ZRXFeeToken,
+        ];
+        const orderScenarioArrays = CoreCombinatorialUtils._allPossibleCases([
+            feeRecipientScenarios,
+            makerAssetAmountScenario,
+            takerAssetAmountScenario,
+            makerFeeScenario,
+            takerFeeScenario,
+            expirationTimeSecondsScenario,
+            makerAssetDataScenario,
+            takerAssetDataScenario,
+        ]);
+
+        const orderScenarios = _.map(orderScenarioArrays, orderScenarioArray => {
+            const orderScenario: OrderScenario = {
+                feeRecipientScenario: orderScenarioArray[0] as FeeRecipientAddressScenario,
+                makerAssetAmountScenario: orderScenarioArray[1] as OrderAmountScenario,
+                takerAssetAmountScenario: orderScenarioArray[2] as OrderAmountScenario,
+                makerFeeScenario: orderScenarioArray[3] as OrderAmountScenario,
+                takerFeeScenario: orderScenarioArray[4] as OrderAmountScenario,
+                expirationTimeSecondsScenario: orderScenarioArray[5] as ExpirationTimeSecondsScenario,
+                makerAssetDataScenario: orderScenarioArray[6] as AssetDataScenario,
+                takerAssetDataScenario: orderScenarioArray[7] as AssetDataScenario,
+            };
+            return orderScenario;
+        });
+
+        return orderScenarios;
+    }
+    private static _allPossibleCases(arrays: string[][]): string[][] {
+        if (arrays.length === 1) {
+            const remainingVals = _.map(arrays[0], val => {
+                return [val];
+            });
+            return remainingVals;
+        } else {
+            const result = [];
+            const allCasesOfRest = CoreCombinatorialUtils._allPossibleCases(arrays.slice(1)); // recur with the rest of array
+            // tslint:disable:prefer-for-of
+            for (let i = 0; i < allCasesOfRest.length; i++) {
+                for (let j = 0; j < arrays[0].length; j++) {
+                    result.push([arrays[0][j], ...allCasesOfRest[i]]);
+                }
+            }
+            // tslint:enable:prefer-for-of
+            return result;
+        }
+    }
+    constructor(
+        orderFactory: NewOrderFactory,
+        ownerAddress: string,
+        makerAddress: string,
+        makerPrivateKey: Buffer,
+        takerAddress: string,
+        zrxAssetData: string,
+        exchangeWrapper: ExchangeWrapper,
+        assetWrapper: AssetWrapper,
+    ) {
+        this.orderFactory = orderFactory;
+        this.ownerAddress = ownerAddress;
+        this.makerAddress = makerAddress;
+        this.makerPrivateKey = makerPrivateKey;
+        this.takerAddress = takerAddress;
+        this.zrxAssetData = zrxAssetData;
+        this.exchangeWrapper = exchangeWrapper;
+        this.assetWrapper = assetWrapper;
+    }
+    public async testFillOrderScenarioAsync(order: Order, provider: Provider): Promise<void> {
+        // 2. Sign order
+        const orderHashBuff = orderHashUtils.getOrderHashBuff(order);
+        const signature = signingUtils.signMessage(orderHashBuff, this.makerPrivateKey, SignatureType.EthSign);
+        const signedOrder = {
+            ...order,
+            signature: `0x${signature.toString('hex')}`,
+        };
+
+        // 3. Permutate the maker and taker balance/allowance scenarios
+
+        // 4. Figure out fill amount OR error
+        const balanceAndProxyAllowanceFetcher = new SimpleAssetBalanceAndProxyAllowanceFetcher(this.assetWrapper);
+        const orderFilledCancelledFetcher = new SimpleOrderFilledCancelledFetcher(
+            this.exchangeWrapper,
+            this.zrxAssetData,
+        );
+        const orderStateUtils = new OrderStateUtils(balanceAndProxyAllowanceFetcher, orderFilledCancelledFetcher);
+
+        const fillableTakerAssetAmount = await orderStateUtils.getMaxFillableTakerAssetAmountAsync(
+            signedOrder,
+            this.takerAddress,
+        );
+
+        // If order is fillable, decide how much to fill
+        // TODO: Make this configurable
+        const takerAssetProxyId = assetProxyUtils.decodeAssetDataId(signedOrder.takerAssetData);
+        const makerAssetProxyId = assetProxyUtils.decodeAssetDataId(signedOrder.makerAssetData);
+        const isEitherAssetERC721 = takerAssetProxyId === ERC721_PROXY_ID || makerAssetProxyId === ERC721_PROXY_ID;
+        const takerAssetFillAmount = isEitherAssetERC721
+            ? fillableTakerAssetAmount
+            : fillableTakerAssetAmount.div(2).floor();
+
+        // 5. If I fill it by X, what are the resulting balances/allowances/filled amounts exp?
+        const orderValidationUtils = new OrderValidationUtils(orderFilledCancelledFetcher);
+        const lazyStore = new BalanceAndProxyAllowanceLazyStore(balanceAndProxyAllowanceFetcher);
+        const exchangeTransferSimulator = new ExchangeTransferSimulator(lazyStore);
+
+        let isFillFailureExpected = false;
+        try {
+            await orderValidationUtils.validateFillOrderThrowIfInvalidAsync(
+                exchangeTransferSimulator,
+                provider,
+                signedOrder,
+                takerAssetFillAmount,
+                this.takerAddress,
+                this.zrxAssetData,
+            );
+        } catch (err) {
+            isFillFailureExpected = true;
+        }
+
+        await this._fillOrderAndAssertOutcomeAsync(
+            signedOrder,
+            takerAssetFillAmount,
+            lazyStore,
+            isFillFailureExpected,
+            provider,
+        );
+    }
+    private async _fillOrderAndAssertOutcomeAsync(
+        signedOrder: SignedOrder,
+        takerAssetFillAmount: BigNumber,
+        lazyStore: BalanceAndProxyAllowanceLazyStore,
+        isFillFailureExpected: boolean,
+        provider: Provider,
+    ): Promise<void> {
+        if (isFillFailureExpected) {
+            return expectRevertOrAlwaysFailingTransactionAsync(
+                this.exchangeWrapper.fillOrderAsync(signedOrder, this.takerAddress, { takerAssetFillAmount }),
+            );
+        }
+
+        const makerAddress = signedOrder.makerAddress;
+        const makerAssetData = signedOrder.makerAssetData;
+        const takerAssetData = signedOrder.takerAssetData;
+        const feeRecipient = signedOrder.feeRecipientAddress;
+
+        const expMakerAssetBalanceOfMaker = await lazyStore.getBalanceAsync(makerAssetData, makerAddress);
+        const expMakerAssetAllowanceOfMaker = await lazyStore.getProxyAllowanceAsync(makerAssetData, makerAddress);
+        const expTakerAssetBalanceOfMaker = await lazyStore.getBalanceAsync(takerAssetData, makerAddress);
+        const expZRXAssetBalanceOfMaker = await lazyStore.getBalanceAsync(this.zrxAssetData, makerAddress);
+        const expZRXAssetAllowanceOfMaker = await lazyStore.getProxyAllowanceAsync(this.zrxAssetData, makerAddress);
+        const expTakerAssetBalanceOfTaker = await lazyStore.getBalanceAsync(takerAssetData, this.takerAddress);
+        const expTakerAssetAllowanceOfTaker = await lazyStore.getProxyAllowanceAsync(takerAssetData, this.takerAddress);
+        const expMakerAssetBalanceOfTaker = await lazyStore.getBalanceAsync(makerAssetData, this.takerAddress);
+        const expZRXAssetBalanceOfTaker = await lazyStore.getBalanceAsync(this.zrxAssetData, this.takerAddress);
+        const expZRXAssetAllowanceOfTaker = await lazyStore.getProxyAllowanceAsync(
+            this.zrxAssetData,
+            this.takerAddress,
+        );
+        const expZRXAssetBalanceOfFeeRecipient = await lazyStore.getBalanceAsync(this.zrxAssetData, feeRecipient);
+
+        const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
+        const initialFilledTakerAmount = await this.exchangeWrapper.getTakerAssetFilledAmountAsync(orderHash);
+        const expFilledTakerAmount = initialFilledTakerAmount.add(takerAssetFillAmount);
+
+        const expFilledMakerAmount = orderUtils.getPartialAmount(
+            takerAssetFillAmount,
+            signedOrder.takerAssetAmount,
+            signedOrder.makerAssetAmount,
+        );
+
+        // - Let's fill the order!
+        const txReceipt = await this.exchangeWrapper.fillOrderAsync(signedOrder, this.takerAddress, {
+            takerAssetFillAmount,
+        });
+
+        const actFilledTakerAmount = await this.exchangeWrapper.getTakerAssetFilledAmountAsync(orderHash);
+        expect(actFilledTakerAmount).to.be.bignumber.equal(expFilledTakerAmount, 'filledTakerAmount');
+
+        expect(txReceipt.logs.length).to.be.equal(1, 'logs length');
+        // tslint:disable-next-line:no-unnecessary-type-assertion
+        const log = txReceipt.logs[0] as LogWithDecodedArgs<FillContractEventArgs>;
+        expect(log.args.makerAddress).to.be.equal(makerAddress, 'log.args.makerAddress');
+        expect(log.args.takerAddress).to.be.equal(this.takerAddress, 'log.args.this.takerAddress');
+        expect(log.args.feeRecipientAddress).to.be.equal(feeRecipient, 'log.args.feeRecipientAddress');
+        expect(log.args.makerAssetFilledAmount).to.be.bignumber.equal(
+            expFilledMakerAmount,
+            'log.args.makerAssetFilledAmount',
+        );
+        expect(log.args.takerAssetFilledAmount).to.be.bignumber.equal(
+            takerAssetFillAmount,
+            'log.args.takerAssetFilledAmount',
+        );
+        const expMakerFeePaid = orderUtils.getPartialAmount(
+            expFilledTakerAmount,
+            signedOrder.takerAssetAmount,
+            signedOrder.makerFee,
+        );
+        expect(log.args.makerFeePaid).to.be.bignumber.equal(expMakerFeePaid, 'log.args.makerFeePaid');
+        const expTakerFeePaid = orderUtils.getPartialAmount(
+            expFilledTakerAmount,
+            signedOrder.takerAssetAmount,
+            signedOrder.takerFee,
+        );
+        expect(log.args.takerFeePaid).to.be.bignumber.equal(expTakerFeePaid, 'logs.args.takerFeePaid');
+        expect(log.args.orderHash).to.be.equal(orderHash, 'log.args.orderHash');
+        expect(log.args.makerAssetData).to.be.equal(makerAssetData, 'log.args.makerAssetData');
+        expect(log.args.takerAssetData).to.be.equal(takerAssetData, 'log.args.takerAssetData');
+
+        const actMakerAssetBalanceOfMaker = await this.assetWrapper.getBalanceAsync(makerAddress, makerAssetData);
+        expect(actMakerAssetBalanceOfMaker).to.be.bignumber.equal(
+            expMakerAssetBalanceOfMaker,
+            'makerAssetBalanceOfMaker',
+        );
+
+        const actMakerAssetAllowanceOfMaker = await this.assetWrapper.getProxyAllowanceAsync(
+            makerAddress,
+            makerAssetData,
+        );
+        expect(actMakerAssetAllowanceOfMaker).to.be.bignumber.equal(
+            expMakerAssetAllowanceOfMaker,
+            'makerAssetAllowanceOfMaker',
+        );
+
+        const actTakerAssetBalanceOfMaker = await this.assetWrapper.getBalanceAsync(makerAddress, takerAssetData);
+        expect(actTakerAssetBalanceOfMaker).to.be.bignumber.equal(
+            expTakerAssetBalanceOfMaker,
+            'takerAssetBalanceOfMaker',
+        );
+
+        const actZRXAssetBalanceOfMaker = await this.assetWrapper.getBalanceAsync(makerAddress, this.zrxAssetData);
+        expect(actZRXAssetBalanceOfMaker).to.be.bignumber.equal(expZRXAssetBalanceOfMaker, 'ZRXAssetBalanceOfMaker');
+
+        const actZRXAssetAllowanceOfMaker = await this.assetWrapper.getProxyAllowanceAsync(
+            makerAddress,
+            this.zrxAssetData,
+        );
+        expect(actZRXAssetAllowanceOfMaker).to.be.bignumber.equal(
+            expZRXAssetAllowanceOfMaker,
+            'ZRXAssetAllowanceOfMaker',
+        );
+
+        const actTakerAssetBalanceOfTaker = await this.assetWrapper.getBalanceAsync(this.takerAddress, takerAssetData);
+        expect(actTakerAssetBalanceOfTaker).to.be.bignumber.equal(
+            expTakerAssetBalanceOfTaker,
+            'TakerAssetBalanceOfTaker',
+        );
+
+        const actTakerAssetAllowanceOfTaker = await this.assetWrapper.getProxyAllowanceAsync(
+            this.takerAddress,
+            takerAssetData,
+        );
+
+        expect(actTakerAssetAllowanceOfTaker).to.be.bignumber.equal(
+            expTakerAssetAllowanceOfTaker,
+            'TakerAssetAllowanceOfTaker',
+        );
+
+        const actMakerAssetBalanceOfTaker = await this.assetWrapper.getBalanceAsync(this.takerAddress, makerAssetData);
+        expect(actMakerAssetBalanceOfTaker).to.be.bignumber.equal(
+            expMakerAssetBalanceOfTaker,
+            'MakerAssetBalanceOfTaker',
+        );
+
+        const actZRXAssetBalanceOfTaker = await this.assetWrapper.getBalanceAsync(this.takerAddress, this.zrxAssetData);
+        expect(actZRXAssetBalanceOfTaker).to.be.bignumber.equal(expZRXAssetBalanceOfTaker, 'ZRXAssetBalanceOfTaker');
+
+        const actZRXAssetAllowanceOfTaker = await this.assetWrapper.getProxyAllowanceAsync(
+            this.takerAddress,
+            this.zrxAssetData,
+        );
+        expect(actZRXAssetAllowanceOfTaker).to.be.bignumber.equal(
+            expZRXAssetAllowanceOfTaker,
+            'ZRXAssetAllowanceOfTaker',
+        );
+
+        const actZRXAssetBalanceOfFeeRecipient = await this.assetWrapper.getBalanceAsync(
+            feeRecipient,
+            this.zrxAssetData,
+        );
+        expect(actZRXAssetBalanceOfFeeRecipient).to.be.bignumber.equal(
+            expZRXAssetBalanceOfFeeRecipient,
+            'ZRXAssetBalanceOfFeeRecipient',
+        );
+    }
+}
diff --git a/packages/contracts/src/utils/exchange_wrapper.ts b/packages/contracts/src/utils/exchange_wrapper.ts
index 1ecabcf64..e74b91fe2 100644
--- a/packages/contracts/src/utils/exchange_wrapper.ts
+++ b/packages/contracts/src/utils/exchange_wrapper.ts
@@ -227,6 +227,10 @@ export class ExchangeWrapper {
         const filledAmount = new BigNumber(await this._exchange.filled.callAsync(orderHashHex));
         return filledAmount;
     }
+    public async isCancelledAsync(orderHashHex: string): Promise<boolean> {
+        const isCancelled = await this._exchange.cancelled.callAsync(orderHashHex);
+        return isCancelled;
+    }
     public async getOrderInfoAsync(signedOrder: SignedOrder): Promise<OrderInfo> {
         const orderInfo = (await this._exchange.getOrderInfo.callAsync(signedOrder)) as OrderInfo;
         return orderInfo;
diff --git a/packages/contracts/src/utils/new_order_factory.ts b/packages/contracts/src/utils/new_order_factory.ts
index a4ded4230..715e38d6d 100644
--- a/packages/contracts/src/utils/new_order_factory.ts
+++ b/packages/contracts/src/utils/new_order_factory.ts
@@ -2,7 +2,7 @@ import { assetProxyUtils, generatePseudoRandomSalt } from '@0xproject/order-util
 import { Order } from '@0xproject/types';
 import { BigNumber, errorUtils } from '@0xproject/utils';
 
-import { DummyERC721TokenContract } from '../contract_wrappers/generated/dummy_e_r_c721_token';
+import { DummyERC721TokenContract } from '../generated_contract_wrappers/dummy_e_r_c721_token';
 
 import { constants } from './constants';
 import {
@@ -11,20 +11,13 @@ import {
     ExpirationTimeSecondsScenario,
     FeeRecipientAddressScenario,
     OrderAmountScenario,
+    OrderScenario,
 } from './types';
 
 const TEN_UNITS_EIGHTEEN_DECIMALS = new BigNumber(10000000000000000000);
 const POINT_ONE_UNITS_EIGHTEEN_DECIMALS = new BigNumber(100000000000000000);
 const TEN_UNITS_FIVE_DECIMALS = new BigNumber(1000000);
 const ONE_NFT_UNIT = new BigNumber(1);
-const TEN_MINUTES_MS = 1000 * 60 * 10;
-
-/*
- * TODO:
- * - Write function that given an order, fillAmount, retrieves orderRelevantState and maps it to expected test outcome.
- * - Write function that generates order permutations.
- * - Write functions for other steps that must be permutated
- */
 
 export class NewOrderFactory {
     private _userAddresses: string[];
@@ -51,16 +44,7 @@ export class NewOrderFactory {
         this._erc721Balances = erc721Balances;
         this._exchangeAddress = exchangeAddress;
     }
-    public generateOrder(
-        feeRecipientScenario: FeeRecipientAddressScenario,
-        makerAssetAmountScenario: OrderAmountScenario,
-        takerAssetAmountScenario: OrderAmountScenario,
-        makerFeeScenario: OrderAmountScenario,
-        takerFeeScenario: OrderAmountScenario,
-        expirationTimeSecondsScenario: ExpirationTimeSecondsScenario,
-        makerAssetDataScenario: AssetDataScenario,
-        takerAssetDataScenario: AssetDataScenario,
-    ): Order {
+    public generateOrder(orderScenario: OrderScenario): Order {
         const makerAddress = this._userAddresses[1];
         const takerAddress = this._userAddresses[2];
         const erc721MakerAssetIds = this._erc721Balances[makerAddress][this._erc721Token.address];
@@ -74,7 +58,7 @@ export class NewOrderFactory {
         let makerAssetData;
         let takerAssetData;
 
-        switch (feeRecipientScenario) {
+        switch (orderScenario.feeRecipientScenario) {
             case FeeRecipientAddressScenario.BurnAddress:
                 feeRecipientAddress = constants.NULL_ADDRESS;
                 break;
@@ -82,135 +66,102 @@ export class NewOrderFactory {
                 feeRecipientAddress = this._userAddresses[4];
                 break;
             default:
-                throw errorUtils.spawnSwitchErr('FeeRecipientAddressScenario', feeRecipientScenario);
+                throw errorUtils.spawnSwitchErr('FeeRecipientAddressScenario', orderScenario.feeRecipientScenario);
         }
 
-        const invalidAssetProxyIdHex = '0A';
-        switch (makerAssetDataScenario) {
+        switch (orderScenario.makerAssetDataScenario) {
             case AssetDataScenario.ZRXFeeToken:
-                makerAssetData = assetProxyUtils.encodeERC20ProxyData(this._zrxAddress);
+                makerAssetData = assetProxyUtils.encodeERC20AssetData(this._zrxAddress);
                 break;
             case AssetDataScenario.ERC20NonZRXEighteenDecimals:
-                makerAssetData = assetProxyUtils.encodeERC20ProxyData(
+                makerAssetData = assetProxyUtils.encodeERC20AssetData(
                     this._nonZrxERC20EighteenDecimalTokenAddresses[0],
                 );
                 break;
             case AssetDataScenario.ERC20FiveDecimals:
-                makerAssetData = assetProxyUtils.encodeERC20ProxyData(this._erc20FiveDecimalTokenAddresses[0]);
-                break;
-            case AssetDataScenario.ERC20InvalidAssetProxyId: {
-                const validAssetData = assetProxyUtils.encodeERC20ProxyData(
-                    this._nonZrxERC20EighteenDecimalTokenAddresses[0],
-                );
-                makerAssetData = `${validAssetData.slice(0, -2)}${invalidAssetProxyIdHex}`;
-                break;
-            }
-            case AssetDataScenario.ERC721ValidAssetProxyId:
-                makerAssetData = assetProxyUtils.encodeERC721ProxyData(
-                    this._erc721Token.address,
-                    erc721MakerAssetIds[0],
-                );
+                makerAssetData = assetProxyUtils.encodeERC20AssetData(this._erc20FiveDecimalTokenAddresses[0]);
                 break;
-            case AssetDataScenario.ERC721InvalidAssetProxyId: {
-                const validAssetData = assetProxyUtils.encodeERC721ProxyData(
+            case AssetDataScenario.ERC721:
+                makerAssetData = assetProxyUtils.encodeERC721AssetData(
                     this._erc721Token.address,
                     erc721MakerAssetIds[0],
                 );
-                makerAssetData = `${validAssetData.slice(0, -2)}${invalidAssetProxyIdHex}`;
                 break;
-            }
             default:
-                throw errorUtils.spawnSwitchErr('AssetDataScenario', makerAssetDataScenario);
+                throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.makerAssetDataScenario);
         }
 
-        switch (takerAssetDataScenario) {
+        switch (orderScenario.takerAssetDataScenario) {
             case AssetDataScenario.ZRXFeeToken:
-                takerAssetData = assetProxyUtils.encodeERC20ProxyData(this._zrxAddress);
+                takerAssetData = assetProxyUtils.encodeERC20AssetData(this._zrxAddress);
                 break;
             case AssetDataScenario.ERC20NonZRXEighteenDecimals:
-                takerAssetData = assetProxyUtils.encodeERC20ProxyData(
+                takerAssetData = assetProxyUtils.encodeERC20AssetData(
                     this._nonZrxERC20EighteenDecimalTokenAddresses[1],
                 );
                 break;
             case AssetDataScenario.ERC20FiveDecimals:
-                takerAssetData = assetProxyUtils.encodeERC20ProxyData(this._erc20FiveDecimalTokenAddresses[1]);
+                takerAssetData = assetProxyUtils.encodeERC20AssetData(this._erc20FiveDecimalTokenAddresses[1]);
                 break;
-            case AssetDataScenario.ERC20InvalidAssetProxyId: {
-                const validAssetData = assetProxyUtils.encodeERC20ProxyData(
-                    this._nonZrxERC20EighteenDecimalTokenAddresses[1],
-                );
-                takerAssetData = `${validAssetData.slice(0, -2)}${invalidAssetProxyIdHex}`;
-                break;
-            }
-            case AssetDataScenario.ERC721ValidAssetProxyId:
-                takerAssetData = assetProxyUtils.encodeERC721ProxyData(
-                    this._erc721Token.address,
-                    erc721TakerAssetIds[0],
-                );
-                break;
-            case AssetDataScenario.ERC721InvalidAssetProxyId: {
-                const validAssetData = assetProxyUtils.encodeERC721ProxyData(
+            case AssetDataScenario.ERC721:
+                takerAssetData = assetProxyUtils.encodeERC721AssetData(
                     this._erc721Token.address,
                     erc721TakerAssetIds[0],
                 );
-                takerAssetData = `${validAssetData.slice(0, -2)}${invalidAssetProxyIdHex}`;
                 break;
-            }
             default:
-                throw errorUtils.spawnSwitchErr('AssetDataScenario', takerAssetDataScenario);
+                throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.takerAssetDataScenario);
         }
 
-        switch (makerAssetAmountScenario) {
+        switch (orderScenario.makerAssetAmountScenario) {
             case OrderAmountScenario.NonZero:
-                switch (makerAssetDataScenario) {
+                switch (orderScenario.makerAssetDataScenario) {
+                    case AssetDataScenario.ZRXFeeToken:
                     case AssetDataScenario.ERC20NonZRXEighteenDecimals:
-                    case AssetDataScenario.ERC20InvalidAssetProxyId:
                         makerAssetAmount = TEN_UNITS_EIGHTEEN_DECIMALS;
                         break;
                     case AssetDataScenario.ERC20FiveDecimals:
                         makerAssetAmount = TEN_UNITS_FIVE_DECIMALS;
                         break;
-                    case AssetDataScenario.ERC721ValidAssetProxyId:
-                    case AssetDataScenario.ERC721InvalidAssetProxyId:
+                    case AssetDataScenario.ERC721:
                         makerAssetAmount = ONE_NFT_UNIT;
                         break;
                     default:
-                        throw errorUtils.spawnSwitchErr('AssetDataScenario', makerAssetDataScenario);
+                        throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.makerAssetDataScenario);
                 }
                 break;
             case OrderAmountScenario.Zero:
                 makerAssetAmount = new BigNumber(0);
                 break;
             default:
-                throw errorUtils.spawnSwitchErr('OrderAmountScenario', makerAssetAmountScenario);
+                throw errorUtils.spawnSwitchErr('OrderAmountScenario', orderScenario.makerAssetAmountScenario);
         }
 
-        switch (takerAssetAmountScenario) {
+        switch (orderScenario.takerAssetAmountScenario) {
             case OrderAmountScenario.NonZero:
-                switch (takerAssetDataScenario) {
+                switch (orderScenario.takerAssetDataScenario) {
                     case AssetDataScenario.ERC20NonZRXEighteenDecimals:
-                    case AssetDataScenario.ERC20InvalidAssetProxyId:
+                    case AssetDataScenario.ZRXFeeToken:
                         takerAssetAmount = TEN_UNITS_EIGHTEEN_DECIMALS;
                         break;
                     case AssetDataScenario.ERC20FiveDecimals:
                         takerAssetAmount = TEN_UNITS_FIVE_DECIMALS;
                         break;
-                    case AssetDataScenario.ERC721ValidAssetProxyId:
-                    case AssetDataScenario.ERC721InvalidAssetProxyId:
+                    case AssetDataScenario.ERC721:
                         takerAssetAmount = ONE_NFT_UNIT;
                         break;
                     default:
-                        throw errorUtils.spawnSwitchErr('AssetDataScenario', takerAssetDataScenario);
+                        throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.takerAssetDataScenario);
                 }
                 break;
             case OrderAmountScenario.Zero:
                 takerAssetAmount = new BigNumber(0);
                 break;
             default:
-                throw errorUtils.spawnSwitchErr('OrderAmountScenario', takerAssetAmountScenario);
+                throw errorUtils.spawnSwitchErr('OrderAmountScenario', orderScenario.takerAssetAmountScenario);
         }
 
-        switch (makerFeeScenario) {
+        switch (orderScenario.makerFeeScenario) {
             case OrderAmountScenario.NonZero:
                 makerFee = POINT_ONE_UNITS_EIGHTEEN_DECIMALS;
                 break;
@@ -218,10 +169,10 @@ export class NewOrderFactory {
                 makerFee = new BigNumber(0);
                 break;
             default:
-                throw errorUtils.spawnSwitchErr('OrderAmountScenario', makerFeeScenario);
+                throw errorUtils.spawnSwitchErr('OrderAmountScenario', orderScenario.makerFeeScenario);
         }
 
-        switch (takerFeeScenario) {
+        switch (orderScenario.takerFeeScenario) {
             case OrderAmountScenario.NonZero:
                 takerFee = POINT_ONE_UNITS_EIGHTEEN_DECIMALS;
                 break;
@@ -229,18 +180,21 @@ export class NewOrderFactory {
                 takerFee = new BigNumber(0);
                 break;
             default:
-                throw errorUtils.spawnSwitchErr('OrderAmountScenario', takerFeeScenario);
+                throw errorUtils.spawnSwitchErr('OrderAmountScenario', orderScenario.takerFeeScenario);
         }
 
-        switch (expirationTimeSecondsScenario) {
+        switch (orderScenario.expirationTimeSecondsScenario) {
             case ExpirationTimeSecondsScenario.InFuture:
-                expirationTimeSeconds = new BigNumber(Date.now() + TEN_MINUTES_MS);
+                expirationTimeSeconds = new BigNumber(2524604400); // Close to infinite
                 break;
             case ExpirationTimeSecondsScenario.InPast:
-                expirationTimeSeconds = new BigNumber(Date.now() - TEN_MINUTES_MS);
+                expirationTimeSeconds = new BigNumber(0); // Jan 1, 1970
                 break;
             default:
-                throw errorUtils.spawnSwitchErr('ExpirationTimeSecondsScenario', expirationTimeSecondsScenario);
+                throw errorUtils.spawnSwitchErr(
+                    'ExpirationTimeSecondsScenario',
+                    orderScenario.expirationTimeSecondsScenario,
+                );
         }
 
         const order: Order = {
diff --git a/packages/contracts/src/utils/order_info_utils.ts b/packages/contracts/src/utils/order_info_utils.ts
deleted file mode 100644
index 9df627da3..000000000
--- a/packages/contracts/src/utils/order_info_utils.ts
+++ /dev/null
@@ -1,44 +0,0 @@
-import { assetProxyUtils, OrderStateUtils } from '@0xproject/order-utils';
-import { SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
-
-import { ExchangeContract } from '../contract_wrappers/generated/exchange';
-
-import { constants } from './constants';
-import { ERC20Wrapper } from './erc20_wrapper';
-import { SimpleERC20BalanceAndProxyAllowanceFetcher } from './simple_erc20_balance_and_allowance_fetcher';
-import { SimpleOrderFilledCancelledFetcher } from './simple_filled_cancelled_fetcher';
-
-export class OrderInfoUtils {
-    private _orderStateUtils: OrderStateUtils;
-    private _erc20Wrapper: ERC20Wrapper;
-    constructor(exchangeContract: ExchangeContract, erc20Wrapper: ERC20Wrapper, zrxAddress: string) {
-        this._erc20Wrapper = erc20Wrapper;
-        const simpleOrderFilledCancelledFetcher = new SimpleOrderFilledCancelledFetcher(exchangeContract, zrxAddress);
-        const simpleERC20BalanceAndProxyAllowanceFetcher = new SimpleERC20BalanceAndProxyAllowanceFetcher(erc20Wrapper);
-        this._orderStateUtils = new OrderStateUtils(
-            simpleERC20BalanceAndProxyAllowanceFetcher,
-            simpleOrderFilledCancelledFetcher,
-        );
-    }
-    public async getFillableTakerAssetAmountAsync(signedOrder: SignedOrder, takerAddress: string): Promise<BigNumber> {
-        const orderRelevantState = await this._orderStateUtils.getOrderRelevantStateAsync(signedOrder);
-        console.log('orderRelevantState', orderRelevantState);
-        if (takerAddress === constants.NULL_ADDRESS) {
-            return orderRelevantState.remainingFillableTakerAssetAmount;
-        }
-        const takerAssetData = assetProxyUtils.decodeERC20ProxyData(signedOrder.takerAssetData);
-        const takerBalance = await this._erc20Wrapper.getBalanceAsync(takerAddress, takerAssetData.tokenAddress);
-        const takerAllowance = await this._erc20Wrapper.getProxyAllowanceAsync(
-            takerAddress,
-            takerAssetData.tokenAddress,
-        );
-        // TODO: We also need to make sure taker has sufficient ZRX for fees...
-        const fillableTakerAssetAmount = BigNumber.min([
-            takerBalance,
-            takerAllowance,
-            orderRelevantState.remainingFillableTakerAssetAmount,
-        ]);
-        return fillableTakerAssetAmount;
-    }
-}
diff --git a/packages/contracts/src/utils/order_utils.ts b/packages/contracts/src/utils/order_utils.ts
index 2a8791e4c..40643fa75 100644
--- a/packages/contracts/src/utils/order_utils.ts
+++ b/packages/contracts/src/utils/order_utils.ts
@@ -4,6 +4,13 @@ import { BigNumber } from '@0xproject/utils';
 import { CancelOrder, MatchOrder } from './types';
 
 export const orderUtils = {
+    getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
+        const partialAmount = numerator
+            .mul(target)
+            .div(denominator)
+            .floor();
+        return partialAmount;
+    },
     createFill: (signedOrder: SignedOrder, takerAssetFillAmount?: BigNumber) => {
         const fill = {
             order: orderUtils.getOrderWithoutExchangeAddress(signedOrder),
diff --git a/packages/contracts/src/utils/simple_asset_balance_and_proxy_allowance_fetcher.ts b/packages/contracts/src/utils/simple_asset_balance_and_proxy_allowance_fetcher.ts
new file mode 100644
index 000000000..a295a40c4
--- /dev/null
+++ b/packages/contracts/src/utils/simple_asset_balance_and_proxy_allowance_fetcher.ts
@@ -0,0 +1,19 @@
+import { AbstractBalanceAndProxyAllowanceFetcher } from '@0xproject/order-utils';
+import { BigNumber } from '@0xproject/utils';
+
+import { AssetWrapper } from './asset_wrapper';
+
+export class SimpleAssetBalanceAndProxyAllowanceFetcher implements AbstractBalanceAndProxyAllowanceFetcher {
+    private _assetWrapper: AssetWrapper;
+    constructor(assetWrapper: AssetWrapper) {
+        this._assetWrapper = assetWrapper;
+    }
+    public async getBalanceAsync(assetData: string, userAddress: string): Promise<BigNumber> {
+        const balance = await this._assetWrapper.getBalanceAsync(userAddress, assetData);
+        return balance;
+    }
+    public async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise<BigNumber> {
+        const proxyAllowance = await this._assetWrapper.getProxyAllowanceAsync(userAddress, assetData);
+        return proxyAllowance;
+    }
+}
diff --git a/packages/contracts/src/utils/simple_erc20_balance_and_allowance_fetcher.ts b/packages/contracts/src/utils/simple_erc20_balance_and_allowance_fetcher.ts
deleted file mode 100644
index 6eed9227a..000000000
--- a/packages/contracts/src/utils/simple_erc20_balance_and_allowance_fetcher.ts
+++ /dev/null
@@ -1,20 +0,0 @@
-import { AbstractBalanceAndProxyAllowanceFetcher } from '@0xproject/order-utils';
-import { BigNumber } from '@0xproject/utils';
-
-import { ERC20Wrapper } from './erc20_wrapper';
-
-// TODO(fabio): Refactor this to also work for ERC721!
-export class SimpleERC20BalanceAndProxyAllowanceFetcher implements AbstractBalanceAndProxyAllowanceFetcher {
-    private _erc20TokenWrapper: ERC20Wrapper;
-    constructor(erc20TokenWrapper: ERC20Wrapper) {
-        this._erc20TokenWrapper = erc20TokenWrapper;
-    }
-    public async getBalanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber> {
-        const balance = await this._erc20TokenWrapper.getBalanceAsync(userAddress, tokenAddress);
-        return balance;
-    }
-    public async getProxyAllowanceAsync(tokenAddress: string, userAddress: string): Promise<BigNumber> {
-        const proxyAllowance = await this._erc20TokenWrapper.getProxyAllowanceAsync(userAddress, tokenAddress);
-        return proxyAllowance;
-    }
-}
diff --git a/packages/contracts/src/utils/simple_filled_cancelled_fetcher.ts b/packages/contracts/src/utils/simple_filled_cancelled_fetcher.ts
deleted file mode 100644
index 0a80637cc..000000000
--- a/packages/contracts/src/utils/simple_filled_cancelled_fetcher.ts
+++ /dev/null
@@ -1,32 +0,0 @@
-import { AbstractOrderFilledCancelledFetcher } from '@0xproject/order-utils';
-import { BigNumber } from '@0xproject/utils';
-import { BlockParamLiteral } from 'ethereum-types';
-
-import {
-    CancelContractEventArgs,
-    ExchangeContract,
-    FillContractEventArgs,
-} from '../contract_wrappers/generated/exchange';
-
-export class SimpleOrderFilledCancelledFetcher implements AbstractOrderFilledCancelledFetcher {
-    private _exchangeContract: ExchangeContract;
-    private _zrxAddress: string;
-    constructor(exchange: ExchangeContract, zrxAddress: string) {
-        this._exchangeContract = exchange;
-        this._zrxAddress = zrxAddress;
-    }
-    public async getFilledTakerAmountAsync(orderHash: string): Promise<BigNumber> {
-        const filledTakerAmount = new BigNumber(await this._exchangeContract.filled.callAsync(orderHash));
-        return filledTakerAmount;
-    }
-    public async isOrderCancelledAsync(orderHash: string): Promise<boolean> {
-        const methodOpts = {
-            defaultBlock: BlockParamLiteral.Latest,
-        };
-        const isCancelled = await this._exchangeContract.cancelled.callAsync(orderHash);
-        return isCancelled;
-    }
-    public getZRXTokenAddress(): string {
-        return this._zrxAddress;
-    }
-}
diff --git a/packages/contracts/src/utils/simple_order_filled_cancelled_fetcher.ts b/packages/contracts/src/utils/simple_order_filled_cancelled_fetcher.ts
new file mode 100644
index 000000000..24afe36b7
--- /dev/null
+++ b/packages/contracts/src/utils/simple_order_filled_cancelled_fetcher.ts
@@ -0,0 +1,24 @@
+import { AbstractOrderFilledCancelledFetcher } from '@0xproject/order-utils';
+import { BigNumber } from '@0xproject/utils';
+
+import { ExchangeWrapper } from './exchange_wrapper';
+
+export class SimpleOrderFilledCancelledFetcher implements AbstractOrderFilledCancelledFetcher {
+    private _exchangeWrapper: ExchangeWrapper;
+    private _zrxAssetData: string;
+    constructor(exchange: ExchangeWrapper, zrxAssetData: string) {
+        this._exchangeWrapper = exchange;
+        this._zrxAssetData = zrxAssetData;
+    }
+    public async getFilledTakerAmountAsync(orderHash: string): Promise<BigNumber> {
+        const filledTakerAmount = new BigNumber(await this._exchangeWrapper.getTakerAssetFilledAmountAsync(orderHash));
+        return filledTakerAmount;
+    }
+    public async isOrderCancelledAsync(orderHash: string): Promise<boolean> {
+        const isCancelled = await this._exchangeWrapper.isCancelledAsync(orderHash);
+        return isCancelled;
+    }
+    public getZRXAssetData(): string {
+        return this._zrxAssetData;
+    }
+}
diff --git a/packages/contracts/src/utils/types.ts b/packages/contracts/src/utils/types.ts
index a6e1cd6d0..77e8d867e 100644
--- a/packages/contracts/src/utils/types.ts
+++ b/packages/contracts/src/utils/types.ts
@@ -169,10 +169,19 @@ export enum ExpirationTimeSecondsScenario {
 }
 
 export enum AssetDataScenario {
-    ERC721ValidAssetProxyId = 'ERC721_VALID_ASSET_PROXY_ID',
-    ERC721InvalidAssetProxyId = 'ERC721_INVALID_ASSET_PROXY_ID',
+    ERC721 = 'ERC721',
     ZRXFeeToken = 'ZRX_FEE_TOKEN',
-    ERC20InvalidAssetProxyId = 'ERC20_INVALID_ASSET_PROXY_ID',
     ERC20FiveDecimals = 'ERC20_FIVE_DECIMALS',
     ERC20NonZRXEighteenDecimals = 'ERC20_NON_ZRX_EIGHTEEN_DECIMALS',
 }
+
+export interface OrderScenario {
+    feeRecipientScenario: FeeRecipientAddressScenario;
+    makerAssetAmountScenario: OrderAmountScenario;
+    takerAssetAmountScenario: OrderAmountScenario;
+    makerFeeScenario: OrderAmountScenario;
+    takerFeeScenario: OrderAmountScenario;
+    expirationTimeSecondsScenario: ExpirationTimeSecondsScenario;
+    makerAssetDataScenario: AssetDataScenario;
+    takerAssetDataScenario: AssetDataScenario;
+}