Add marketBuyOrders, rename variables, and fx old tests

1 files changed, 194 insertions, 206 deletions

diff --git a/packages/contracts/test/exchange/wrapper.ts b/packages/contracts/test/exchange/wrapper.ts
index b87f45387..00e703b2f 100644
--- a/packages/contracts/test/exchange/wrapper.ts
+++ b/packages/contracts/test/exchange/wrapper.ts
@@ -85,10 +85,10 @@ describe('Exchange', () => {
             feeRecipientAddress,
             makerTokenAddress: rep.address,
             takerTokenAddress: dgd.address,
-            makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
-            takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
-            makerFeeAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
-            takerFeeAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
+            makerSellAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+            makerBuyAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+            makerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
+            takerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
         };
 
         const privateKey = constants.TESTRPC_PRIVATE_KEYS[0];
@@ -119,45 +119,45 @@ describe('Exchange', () => {
     describe('fillOrKillOrder', () => {
         it('should transfer the correct amounts', async () => {
             const signedOrder = orderFactory.newSignedOrder({
-                makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
-                takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+                makerSellAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+                makerBuyAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
             });
-            const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
+            const takerSellAmount = signedOrder.makerBuyAmount.div(2);
             await exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress, {
-                takerTokenFillAmount,
+                takerSellAmount,
             });
 
             const newBalances = await dmyBalances.getAsync();
 
-            const makerTokenFillAmount = takerTokenFillAmount
-                .times(signedOrder.makerTokenAmount)
-                .dividedToIntegerBy(signedOrder.takerTokenAmount);
-            const makerFeeAmount = signedOrder.makerFeeAmount
-                .times(makerTokenFillAmount)
-                .dividedToIntegerBy(signedOrder.makerTokenAmount);
-            const takerFeeAmount = signedOrder.takerFeeAmount
-                .times(makerTokenFillAmount)
-                .dividedToIntegerBy(signedOrder.makerTokenAmount);
+            const makerAmountSold = takerSellAmount
+                .times(signedOrder.makerSellAmount)
+                .dividedToIntegerBy(signedOrder.makerBuyAmount);
+            const makerFee = signedOrder.makerFee
+                .times(makerAmountSold)
+                .dividedToIntegerBy(signedOrder.makerSellAmount);
+            const takerFee = signedOrder.takerFee
+                .times(makerAmountSold)
+                .dividedToIntegerBy(signedOrder.makerSellAmount);
             expect(newBalances[makerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
-                balances[makerAddress][signedOrder.makerTokenAddress].minus(makerTokenFillAmount),
+                balances[makerAddress][signedOrder.makerTokenAddress].minus(makerAmountSold),
             );
             expect(newBalances[makerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
-                balances[makerAddress][signedOrder.takerTokenAddress].add(takerTokenFillAmount),
+                balances[makerAddress][signedOrder.takerTokenAddress].add(takerSellAmount),
             );
             expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
-                balances[makerAddress][zrx.address].minus(makerFeeAmount),
+                balances[makerAddress][zrx.address].minus(makerFee),
             );
             expect(newBalances[takerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
-                balances[takerAddress][signedOrder.takerTokenAddress].minus(takerTokenFillAmount),
+                balances[takerAddress][signedOrder.takerTokenAddress].minus(takerSellAmount),
             );
             expect(newBalances[takerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
-                balances[takerAddress][signedOrder.makerTokenAddress].add(makerTokenFillAmount),
+                balances[takerAddress][signedOrder.makerTokenAddress].add(makerAmountSold),
             );
             expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
-                balances[takerAddress][zrx.address].minus(takerFeeAmount),
+                balances[takerAddress][zrx.address].minus(takerFee),
             );
             expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
-                balances[feeRecipientAddress][zrx.address].add(makerFeeAmount.add(takerFeeAmount)),
+                balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
             );
         });
 
@@ -171,11 +171,11 @@ describe('Exchange', () => {
             );
         });
 
-        it('should throw if entire takerTokenFillAmount not filled', async () => {
+        it('should throw if entire takerSellAmount not filled', async () => {
             const signedOrder = orderFactory.newSignedOrder();
 
             await exWrapper.fillOrderAsync(signedOrder, takerAddress, {
-                takerTokenFillAmount: signedOrder.takerTokenAmount.div(2),
+                takerSellAmount: signedOrder.makerBuyAmount.div(2),
             });
 
             return expect(exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(
@@ -187,51 +187,51 @@ describe('Exchange', () => {
     describe('fillOrderNoThrow', () => {
         it('should transfer the correct amounts', async () => {
             const signedOrder = orderFactory.newSignedOrder({
-                makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
-                takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+                makerSellAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+                makerBuyAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
             });
-            const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
+            const takerSellAmount = signedOrder.makerBuyAmount.div(2);
             await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, {
-                takerTokenFillAmount,
+                takerSellAmount,
             });
 
             const newBalances = await dmyBalances.getAsync();
 
-            const makerTokenFillAmount = takerTokenFillAmount
-                .times(signedOrder.makerTokenAmount)
-                .dividedToIntegerBy(signedOrder.takerTokenAmount);
-            const makerFeeAmount = signedOrder.makerFeeAmount
-                .times(makerTokenFillAmount)
-                .dividedToIntegerBy(signedOrder.makerTokenAmount);
-            const takerFeeAmount = signedOrder.takerFeeAmount
-                .times(makerTokenFillAmount)
-                .dividedToIntegerBy(signedOrder.makerTokenAmount);
+            const makerAmountSold = takerSellAmount
+                .times(signedOrder.makerSellAmount)
+                .dividedToIntegerBy(signedOrder.makerBuyAmount);
+            const makerFee = signedOrder.makerFee
+                .times(makerAmountSold)
+                .dividedToIntegerBy(signedOrder.makerSellAmount);
+            const takerFee = signedOrder.takerFee
+                .times(makerAmountSold)
+                .dividedToIntegerBy(signedOrder.makerSellAmount);
             expect(newBalances[makerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
-                balances[makerAddress][signedOrder.makerTokenAddress].minus(makerTokenFillAmount),
+                balances[makerAddress][signedOrder.makerTokenAddress].minus(makerAmountSold),
             );
             expect(newBalances[makerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
-                balances[makerAddress][signedOrder.takerTokenAddress].add(takerTokenFillAmount),
+                balances[makerAddress][signedOrder.takerTokenAddress].add(takerSellAmount),
             );
             expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
-                balances[makerAddress][zrx.address].minus(makerFeeAmount),
+                balances[makerAddress][zrx.address].minus(makerFee),
             );
             expect(newBalances[takerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
-                balances[takerAddress][signedOrder.takerTokenAddress].minus(takerTokenFillAmount),
+                balances[takerAddress][signedOrder.takerTokenAddress].minus(takerSellAmount),
             );
             expect(newBalances[takerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
-                balances[takerAddress][signedOrder.makerTokenAddress].add(makerTokenFillAmount),
+                balances[takerAddress][signedOrder.makerTokenAddress].add(makerAmountSold),
             );
             expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
-                balances[takerAddress][zrx.address].minus(takerFeeAmount),
+                balances[takerAddress][zrx.address].minus(takerFee),
             );
             expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
-                balances[feeRecipientAddress][zrx.address].add(makerFeeAmount.add(takerFeeAmount)),
+                balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
             );
         });
 
         it('should not change balances if maker balances are too low to fill order', async () => {
             const signedOrder = orderFactory.newSignedOrder({
-                makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
+                makerSellAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
             });
 
             await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
@@ -241,7 +241,7 @@ describe('Exchange', () => {
 
         it('should not change balances if taker balances are too low to fill order', async () => {
             const signedOrder = orderFactory.newSignedOrder({
-                takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
+                makerBuyAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
             });
 
             await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
@@ -277,48 +277,48 @@ describe('Exchange', () => {
             expect(newBalances).to.be.deep.equal(balances);
         });
 
-        it('should not change balances if makerTokenAddress is ZRX, makerTokenAmount + makerFee > maker balance', async () => {
+        it('should not change balances if makerTokenAddress is ZRX, makerSellAmount + makerFee > maker balance', async () => {
             const makerZRXBalance = new BigNumber(balances[makerAddress][zrx.address]);
             const signedOrder = orderFactory.newSignedOrder({
                 makerTokenAddress: zrx.address,
-                makerTokenAmount: makerZRXBalance,
-                makerFeeAmount: new BigNumber(1),
+                makerSellAmount: makerZRXBalance,
+                makerFee: new BigNumber(1),
             });
             await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
             const newBalances = await dmyBalances.getAsync();
             expect(newBalances).to.be.deep.equal(balances);
         });
 
-        it('should not change balances if makerTokenAddress is ZRX, makerTokenAmount + makerFee > maker allowance', async () => {
+        it('should not change balances if makerTokenAddress is ZRX, makerSellAmount + makerFee > maker allowance', async () => {
             const makerZRXAllowance = await zrx.allowance.callAsync(makerAddress, tokenTransferProxy.address);
             const signedOrder = orderFactory.newSignedOrder({
                 makerTokenAddress: zrx.address,
-                makerTokenAmount: new BigNumber(makerZRXAllowance),
-                makerFeeAmount: new BigNumber(1),
+                makerSellAmount: new BigNumber(makerZRXAllowance),
+                makerFee: new BigNumber(1),
             });
             await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
             const newBalances = await dmyBalances.getAsync();
             expect(newBalances).to.be.deep.equal(balances);
         });
 
-        it('should not change balances if takerTokenAddress is ZRX, takerTokenAmount + takerFee > taker balance', async () => {
+        it('should not change balances if takerTokenAddress is ZRX, makerBuyAmount + takerFee > taker balance', async () => {
             const takerZRXBalance = new BigNumber(balances[takerAddress][zrx.address]);
             const signedOrder = orderFactory.newSignedOrder({
                 takerTokenAddress: zrx.address,
-                takerTokenAmount: takerZRXBalance,
-                takerFeeAmount: new BigNumber(1),
+                makerBuyAmount: takerZRXBalance,
+                takerFee: new BigNumber(1),
             });
             await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
             const newBalances = await dmyBalances.getAsync();
             expect(newBalances).to.be.deep.equal(balances);
         });
 
-        it('should not change balances if takerTokenAddress is ZRX, takerTokenAmount + takerFee > taker allowance', async () => {
+        it('should not change balances if takerTokenAddress is ZRX, makerBuyAmount + takerFee > taker allowance', async () => {
             const takerZRXAllowance = await zrx.allowance.callAsync(takerAddress, tokenTransferProxy.address);
             const signedOrder = orderFactory.newSignedOrder({
                 takerTokenAddress: zrx.address,
-                takerTokenAmount: new BigNumber(takerZRXAllowance),
-                takerFeeAmount: new BigNumber(1),
+                makerBuyAmount: new BigNumber(takerZRXAllowance),
+                takerFee: new BigNumber(1),
             });
             await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
             const newBalances = await dmyBalances.getAsync();
@@ -338,42 +338,42 @@ describe('Exchange', () => {
 
         describe('batchFillOrders', () => {
             it('should transfer the correct amounts', async () => {
-                const takerTokenFillAmounts: BigNumber[] = [];
+                const takerSellAmounts: BigNumber[] = [];
                 const makerTokenAddress = rep.address;
                 const takerTokenAddress = dgd.address;
                 _.forEach(signedOrders, signedOrder => {
-                    const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
-                    const makerTokenFillAmount = takerTokenFillAmount
-                        .times(signedOrder.makerTokenAmount)
-                        .dividedToIntegerBy(signedOrder.takerTokenAmount);
-                    const makerFeeAmount = signedOrder.makerFeeAmount
-                        .times(makerTokenFillAmount)
-                        .dividedToIntegerBy(signedOrder.makerTokenAmount);
-                    const takerFeeAmount = signedOrder.takerFeeAmount
-                        .times(makerTokenFillAmount)
-                        .dividedToIntegerBy(signedOrder.makerTokenAmount);
-                    takerTokenFillAmounts.push(takerTokenFillAmount);
+                    const takerSellAmount = signedOrder.makerBuyAmount.div(2);
+                    const makerAmountSold = takerSellAmount
+                        .times(signedOrder.makerSellAmount)
+                        .dividedToIntegerBy(signedOrder.makerBuyAmount);
+                    const makerFee = signedOrder.makerFee
+                        .times(makerAmountSold)
+                        .dividedToIntegerBy(signedOrder.makerSellAmount);
+                    const takerFee = signedOrder.takerFee
+                        .times(makerAmountSold)
+                        .dividedToIntegerBy(signedOrder.makerSellAmount);
+                    takerSellAmounts.push(takerSellAmount);
                     balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
-                        makerTokenFillAmount,
+                        makerAmountSold,
                     );
                     balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
-                        takerTokenFillAmount,
+                        takerSellAmount,
                     );
-                    balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFeeAmount);
+                    balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee);
                     balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
-                        makerTokenFillAmount,
+                        makerAmountSold,
                     );
                     balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
-                        takerTokenFillAmount,
+                        takerSellAmount,
                     );
-                    balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFeeAmount);
+                    balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee);
                     balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
-                        makerFeeAmount.add(takerFeeAmount),
+                        makerFee.add(takerFee),
                     );
                 });
 
                 await exWrapper.batchFillOrdersAsync(signedOrders, takerAddress, {
-                    takerTokenFillAmounts,
+                    takerSellAmounts,
                 });
 
                 const newBalances = await dmyBalances.getAsync();
@@ -383,33 +383,33 @@ describe('Exchange', () => {
 
         describe('batchFillOrKillOrders', () => {
             it('should transfer the correct amounts', async () => {
-                const takerTokenFillAmounts: BigNumber[] = [];
+                const takerSellAmounts: BigNumber[] = [];
                 const makerTokenAddress = rep.address;
                 const takerTokenAddress = dgd.address;
                 _.forEach(signedOrders, signedOrder => {
-                    const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
-                    const makerTokenFillAmount = takerTokenFillAmount
-                        .times(signedOrder.makerTokenAmount)
-                        .dividedToIntegerBy(signedOrder.takerTokenAmount);
-                    const makerFee = signedOrder.makerFeeAmount
-                        .times(makerTokenFillAmount)
-                        .dividedToIntegerBy(signedOrder.makerTokenAmount);
-                    const takerFee = signedOrder.takerFeeAmount
-                        .times(makerTokenFillAmount)
-                        .dividedToIntegerBy(signedOrder.makerTokenAmount);
-                    takerTokenFillAmounts.push(takerTokenFillAmount);
+                    const takerSellAmount = signedOrder.makerBuyAmount.div(2);
+                    const makerAmountSold = takerSellAmount
+                        .times(signedOrder.makerSellAmount)
+                        .dividedToIntegerBy(signedOrder.makerBuyAmount);
+                    const makerFee = signedOrder.makerFee
+                        .times(makerAmountSold)
+                        .dividedToIntegerBy(signedOrder.makerSellAmount);
+                    const takerFee = signedOrder.takerFee
+                        .times(makerAmountSold)
+                        .dividedToIntegerBy(signedOrder.makerSellAmount);
+                    takerSellAmounts.push(takerSellAmount);
                     balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
-                        makerTokenFillAmount,
+                        makerAmountSold,
                     );
                     balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
-                        takerTokenFillAmount,
+                        takerSellAmount,
                     );
                     balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee);
                     balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
-                        makerTokenFillAmount,
+                        makerAmountSold,
                     );
                     balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
-                        takerTokenFillAmount,
+                        takerSellAmount,
                     );
                     balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee);
                     balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
@@ -418,7 +418,7 @@ describe('Exchange', () => {
                 });
 
                 await exWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, {
-                    takerTokenFillAmounts,
+                    takerSellAmounts,
                 });
 
                 const newBalances = await dmyBalances.getAsync();
@@ -426,17 +426,17 @@ describe('Exchange', () => {
             });
 
             it('should throw if a single signedOrder does not fill the expected amount', async () => {
-                const takerTokenFillAmounts: BigNumber[] = [];
+                const takerSellAmounts: BigNumber[] = [];
                 _.forEach(signedOrders, signedOrder => {
-                    const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
-                    takerTokenFillAmounts.push(takerTokenFillAmount);
+                    const takerSellAmount = signedOrder.makerBuyAmount.div(2);
+                    takerSellAmounts.push(takerSellAmount);
                 });
 
                 await exWrapper.fillOrKillOrderAsync(signedOrders[0], takerAddress);
 
                 return expect(
                     exWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, {
-                        takerTokenFillAmounts,
+                        takerSellAmounts,
                     }),
                 ).to.be.rejectedWith(constants.REVERT);
             });
@@ -444,42 +444,42 @@ describe('Exchange', () => {
 
         describe('batchFillOrdersNoThrow', async () => {
             it('should transfer the correct amounts', async () => {
-                const takerTokenFillAmounts: BigNumber[] = [];
+                const takerSellAmounts: BigNumber[] = [];
                 const makerTokenAddress = rep.address;
                 const takerTokenAddress = dgd.address;
                 _.forEach(signedOrders, signedOrder => {
-                    const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
-                    const makerTokenFillAmount = takerTokenFillAmount
-                        .times(signedOrder.makerTokenAmount)
-                        .dividedToIntegerBy(signedOrder.takerTokenAmount);
-                    const makerFeeAmount = signedOrder.makerFeeAmount
-                        .times(makerTokenFillAmount)
-                        .dividedToIntegerBy(signedOrder.makerTokenAmount);
-                    const takerFeeAmount = signedOrder.takerFeeAmount
-                        .times(makerTokenFillAmount)
-                        .dividedToIntegerBy(signedOrder.makerTokenAmount);
-                    takerTokenFillAmounts.push(takerTokenFillAmount);
+                    const takerSellAmount = signedOrder.makerBuyAmount.div(2);
+                    const makerAmountSold = takerSellAmount
+                        .times(signedOrder.makerSellAmount)
+                        .dividedToIntegerBy(signedOrder.makerBuyAmount);
+                    const makerFee = signedOrder.makerFee
+                        .times(makerAmountSold)
+                        .dividedToIntegerBy(signedOrder.makerSellAmount);
+                    const takerFee = signedOrder.takerFee
+                        .times(makerAmountSold)
+                        .dividedToIntegerBy(signedOrder.makerSellAmount);
+                    takerSellAmounts.push(takerSellAmount);
                     balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
-                        makerTokenFillAmount,
+                        makerAmountSold,
                     );
                     balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
-                        takerTokenFillAmount,
+                        takerSellAmount,
                     );
-                    balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFeeAmount);
+                    balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee);
                     balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
-                        makerTokenFillAmount,
+                        makerAmountSold,
                     );
                     balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
-                        takerTokenFillAmount,
+                        takerSellAmount,
                     );
-                    balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFeeAmount);
+                    balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee);
                     balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
-                        makerFeeAmount.add(takerFeeAmount),
+                        makerFee.add(takerFee),
                     );
                 });
 
                 await exWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, {
-                    takerTokenFillAmounts,
+                    takerSellAmounts,
                 });
 
                 const newBalances = await dmyBalances.getAsync();
@@ -487,7 +487,7 @@ describe('Exchange', () => {
             });
 
             it('should not throw if an order is invalid and fill the remaining orders', async () => {
-                const takerTokenFillAmounts: BigNumber[] = [];
+                const takerSellAmounts: BigNumber[] = [];
                 const makerTokenAddress = rep.address;
                 const takerTokenAddress = dgd.address;
 
@@ -497,41 +497,41 @@ describe('Exchange', () => {
                 };
                 const validOrders = signedOrders.slice(1);
 
-                takerTokenFillAmounts.push(invalidOrder.takerTokenAmount.div(2));
+                takerSellAmounts.push(invalidOrder.makerBuyAmount.div(2));
                 _.forEach(validOrders, signedOrder => {
-                    const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
-                    const makerTokenFillAmount = takerTokenFillAmount
-                        .times(signedOrder.makerTokenAmount)
-                        .dividedToIntegerBy(signedOrder.takerTokenAmount);
-                    const makerFeeAmount = signedOrder.makerFeeAmount
-                        .times(makerTokenFillAmount)
-                        .dividedToIntegerBy(signedOrder.makerTokenAmount);
-                    const takerFeeAmount = signedOrder.takerFeeAmount
-                        .times(makerTokenFillAmount)
-                        .dividedToIntegerBy(signedOrder.makerTokenAmount);
-                    takerTokenFillAmounts.push(takerTokenFillAmount);
+                    const takerSellAmount = signedOrder.makerBuyAmount.div(2);
+                    const makerAmountSold = takerSellAmount
+                        .times(signedOrder.makerSellAmount)
+                        .dividedToIntegerBy(signedOrder.makerBuyAmount);
+                    const makerFee = signedOrder.makerFee
+                        .times(makerAmountSold)
+                        .dividedToIntegerBy(signedOrder.makerSellAmount);
+                    const takerFee = signedOrder.takerFee
+                        .times(makerAmountSold)
+                        .dividedToIntegerBy(signedOrder.makerSellAmount);
+                    takerSellAmounts.push(takerSellAmount);
                     balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
-                        makerTokenFillAmount,
+                        makerAmountSold,
                     );
                     balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
-                        takerTokenFillAmount,
+                        takerSellAmount,
                     );
-                    balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFeeAmount);
+                    balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee);
                     balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
-                        makerTokenFillAmount,
+                        makerAmountSold,
                     );
                     balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
-                        takerTokenFillAmount,
+                        takerSellAmount,
                     );
-                    balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFeeAmount);
+                    balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee);
                     balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
-                        makerFeeAmount.add(takerFeeAmount),
+                        makerFee.add(takerFee),
                     );
                 });
 
                 const newOrders = [invalidOrder, ...validOrders];
                 await exWrapper.batchFillOrdersNoThrowAsync(newOrders, takerAddress, {
-                    takerTokenFillAmounts,
+                    takerSellAmounts,
                 });
 
                 const newBalances = await dmyBalances.getAsync();
@@ -540,39 +540,33 @@ describe('Exchange', () => {
         });
 
         describe('marketFillOrders', () => {
-            it('should stop when the entire takerTokenFillAmount is filled', async () => {
-                const takerTokenFillAmount = signedOrders[0].takerTokenAmount.plus(
-                    signedOrders[1].takerTokenAmount.div(2),
-                );
-                await exWrapper.marketFillOrdersAsync(signedOrders, takerAddress, {
-                    takerTokenFillAmount,
+            it('should stop when the entire takerSellAmount is filled', async () => {
+                const takerSellAmount = signedOrders[0].makerBuyAmount.plus(signedOrders[1].makerBuyAmount.div(2));
+                await exWrapper.marketSellOrdersAsync(signedOrders, takerAddress, {
+                    takerSellAmount,
                 });
 
                 const newBalances = await dmyBalances.getAsync();
 
-                const makerTokenFillAmount = signedOrders[0].makerTokenAmount.add(
-                    signedOrders[1].makerTokenAmount.dividedToIntegerBy(2),
-                );
-                const makerFee = signedOrders[0].makerFeeAmount.add(
-                    signedOrders[1].makerFeeAmount.dividedToIntegerBy(2),
-                );
-                const takerFee = signedOrders[0].takerFeeAmount.add(
-                    signedOrders[1].takerFeeAmount.dividedToIntegerBy(2),
+                const makerAmountSold = signedOrders[0].makerSellAmount.add(
+                    signedOrders[1].makerSellAmount.dividedToIntegerBy(2),
                 );
+                const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2));
+                const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2));
                 expect(newBalances[makerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
-                    balances[makerAddress][signedOrders[0].makerTokenAddress].minus(makerTokenFillAmount),
+                    balances[makerAddress][signedOrders[0].makerTokenAddress].minus(makerAmountSold),
                 );
                 expect(newBalances[makerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
-                    balances[makerAddress][signedOrders[0].takerTokenAddress].add(takerTokenFillAmount),
+                    balances[makerAddress][signedOrders[0].takerTokenAddress].add(takerSellAmount),
                 );
                 expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
                     balances[makerAddress][zrx.address].minus(makerFee),
                 );
                 expect(newBalances[takerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
-                    balances[takerAddress][signedOrders[0].takerTokenAddress].minus(takerTokenFillAmount),
+                    balances[takerAddress][signedOrders[0].takerTokenAddress].minus(takerSellAmount),
                 );
                 expect(newBalances[takerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
-                    balances[takerAddress][signedOrders[0].makerTokenAddress].add(makerTokenFillAmount),
+                    balances[takerAddress][signedOrders[0].makerTokenAddress].add(makerAmountSold),
                 );
                 expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
                     balances[takerAddress][zrx.address].minus(takerFee),
@@ -582,33 +576,33 @@ describe('Exchange', () => {
                 );
             });
 
-            it('should fill all signedOrders if cannot fill entire takerTokenFillAmount', async () => {
-                const takerTokenFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
+            it('should fill all signedOrders if cannot fill entire takerSellAmount', async () => {
+                const takerSellAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
                 _.forEach(signedOrders, signedOrder => {
                     balances[makerAddress][signedOrder.makerTokenAddress] = balances[makerAddress][
                         signedOrder.makerTokenAddress
-                    ].minus(signedOrder.makerTokenAmount);
+                    ].minus(signedOrder.makerSellAmount);
                     balances[makerAddress][signedOrder.takerTokenAddress] = balances[makerAddress][
                         signedOrder.takerTokenAddress
-                    ].add(signedOrder.takerTokenAmount);
+                    ].add(signedOrder.makerBuyAmount);
                     balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(
-                        signedOrder.makerFeeAmount,
+                        signedOrder.makerFee,
                     );
                     balances[takerAddress][signedOrder.makerTokenAddress] = balances[takerAddress][
                         signedOrder.makerTokenAddress
-                    ].add(signedOrder.makerTokenAmount);
+                    ].add(signedOrder.makerSellAmount);
                     balances[takerAddress][signedOrder.takerTokenAddress] = balances[takerAddress][
                         signedOrder.takerTokenAddress
-                    ].minus(signedOrder.takerTokenAmount);
+                    ].minus(signedOrder.makerBuyAmount);
                     balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(
-                        signedOrder.takerFeeAmount,
+                        signedOrder.takerFee,
                     );
                     balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
-                        signedOrder.makerFeeAmount.add(signedOrder.takerFeeAmount),
+                        signedOrder.makerFee.add(signedOrder.takerFee),
                     );
                 });
-                await exWrapper.marketFillOrdersAsync(signedOrders, takerAddress, {
-                    takerTokenFillAmount,
+                await exWrapper.marketSellOrdersAsync(signedOrders, takerAddress, {
+                    takerSellAmount,
                 });
 
                 const newBalances = await dmyBalances.getAsync();
@@ -623,47 +617,41 @@ describe('Exchange', () => {
                 ];
 
                 return expect(
-                    exWrapper.marketFillOrdersAsync(signedOrders, takerAddress, {
-                        takerTokenFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
+                    exWrapper.marketSellOrdersAsync(signedOrders, takerAddress, {
+                        takerSellAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
                     }),
                 ).to.be.rejectedWith(constants.REVERT);
             });
         });
 
         describe('marketFillOrdersNoThrow', () => {
-            it('should stop when the entire takerTokenFillAmount is filled', async () => {
-                const takerTokenFillAmount = signedOrders[0].takerTokenAmount.plus(
-                    signedOrders[1].takerTokenAmount.div(2),
-                );
-                await exWrapper.marketFillOrdersNoThrowAsync(signedOrders, takerAddress, {
-                    takerTokenFillAmount,
+            it('should stop when the entire takerSellAmount is filled', async () => {
+                const takerSellAmount = signedOrders[0].makerBuyAmount.plus(signedOrders[1].makerBuyAmount.div(2));
+                await exWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
+                    takerSellAmount,
                 });
 
                 const newBalances = await dmyBalances.getAsync();
 
-                const makerTokenFillAmount = signedOrders[0].makerTokenAmount.add(
-                    signedOrders[1].makerTokenAmount.dividedToIntegerBy(2),
-                );
-                const makerFee = signedOrders[0].makerFeeAmount.add(
-                    signedOrders[1].makerFeeAmount.dividedToIntegerBy(2),
-                );
-                const takerFee = signedOrders[0].takerFeeAmount.add(
-                    signedOrders[1].takerFeeAmount.dividedToIntegerBy(2),
+                const makerAmountSold = signedOrders[0].makerSellAmount.add(
+                    signedOrders[1].makerSellAmount.dividedToIntegerBy(2),
                 );
+                const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2));
+                const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2));
                 expect(newBalances[makerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
-                    balances[makerAddress][signedOrders[0].makerTokenAddress].minus(makerTokenFillAmount),
+                    balances[makerAddress][signedOrders[0].makerTokenAddress].minus(makerAmountSold),
                 );
                 expect(newBalances[makerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
-                    balances[makerAddress][signedOrders[0].takerTokenAddress].add(takerTokenFillAmount),
+                    balances[makerAddress][signedOrders[0].takerTokenAddress].add(takerSellAmount),
                 );
                 expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
                     balances[makerAddress][zrx.address].minus(makerFee),
                 );
                 expect(newBalances[takerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
-                    balances[takerAddress][signedOrders[0].takerTokenAddress].minus(takerTokenFillAmount),
+                    balances[takerAddress][signedOrders[0].takerTokenAddress].minus(takerSellAmount),
                 );
                 expect(newBalances[takerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
-                    balances[takerAddress][signedOrders[0].makerTokenAddress].add(makerTokenFillAmount),
+                    balances[takerAddress][signedOrders[0].makerTokenAddress].add(makerAmountSold),
                 );
                 expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
                     balances[takerAddress][zrx.address].minus(takerFee),
@@ -673,33 +661,33 @@ describe('Exchange', () => {
                 );
             });
 
-            it('should fill all signedOrders if cannot fill entire takerTokenFillAmount', async () => {
-                const takerTokenFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
+            it('should fill all signedOrders if cannot fill entire takerSellAmount', async () => {
+                const takerSellAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
                 _.forEach(signedOrders, signedOrder => {
                     balances[makerAddress][signedOrder.makerTokenAddress] = balances[makerAddress][
                         signedOrder.makerTokenAddress
-                    ].minus(signedOrder.makerTokenAmount);
+                    ].minus(signedOrder.makerSellAmount);
                     balances[makerAddress][signedOrder.takerTokenAddress] = balances[makerAddress][
                         signedOrder.takerTokenAddress
-                    ].add(signedOrder.takerTokenAmount);
+                    ].add(signedOrder.makerBuyAmount);
                     balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(
-                        signedOrder.makerFeeAmount,
+                        signedOrder.makerFee,
                     );
                     balances[takerAddress][signedOrder.makerTokenAddress] = balances[takerAddress][
                         signedOrder.makerTokenAddress
-                    ].add(signedOrder.makerTokenAmount);
+                    ].add(signedOrder.makerSellAmount);
                     balances[takerAddress][signedOrder.takerTokenAddress] = balances[takerAddress][
                         signedOrder.takerTokenAddress
-                    ].minus(signedOrder.takerTokenAmount);
+                    ].minus(signedOrder.makerBuyAmount);
                     balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(
-                        signedOrder.takerFeeAmount,
+                        signedOrder.takerFee,
                     );
                     balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
-                        signedOrder.makerFeeAmount.add(signedOrder.takerFeeAmount),
+                        signedOrder.makerFee.add(signedOrder.takerFee),
                     );
                 });
-                await exWrapper.marketFillOrdersNoThrowAsync(signedOrders, takerAddress, {
-                    takerTokenFillAmount,
+                await exWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
+                    takerSellAmount,
                 });
 
                 const newBalances = await dmyBalances.getAsync();
@@ -714,8 +702,8 @@ describe('Exchange', () => {
                 ];
 
                 return expect(
-                    exWrapper.marketFillOrdersNoThrowAsync(signedOrders, takerAddress, {
-                        takerTokenFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
+                    exWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
+                        takerSellAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
                     }),
                 ).to.be.rejectedWith(constants.REVERT);
             });
@@ -723,11 +711,11 @@ describe('Exchange', () => {
 
         describe('batchCancelOrders', () => {
             it('should be able to cancel multiple signedOrders', async () => {
-                const takerTokenCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.takerTokenAmount);
+                const takerTokenCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.makerBuyAmount);
                 await exWrapper.batchCancelOrdersAsync(signedOrders, makerAddress);
 
                 await exWrapper.batchFillOrdersAsync(signedOrders, takerAddress, {
-                    takerTokenFillAmounts: takerTokenCancelAmounts,
+                    takerSellAmounts: takerTokenCancelAmounts,
                 });
                 const newBalances = await dmyBalances.getAsync();
                 expect(balances).to.be.deep.equal(newBalances);