Merge development

3 files changed, 415 insertions, 39 deletions

diff --git a/packages/order-utils/test/market_utils_test.ts b/packages/order-utils/test/market_utils_test.ts
new file mode 100644
index 000000000..21c0a4802
--- /dev/null
+++ b/packages/order-utils/test/market_utils_test.ts
@@ -0,0 +1,280 @@
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { constants, marketUtils } from '../src';
+
+import { chaiSetup } from './utils/chai_setup';
+import { testOrderFactory } from './utils/test_order_factory';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+// tslint:disable: no-unused-expression
+describe('marketUtils', () => {
+    describe('#findOrdersThatCoverMakerAssetFillAmount', () => {
+        describe('no orders', () => {
+            it('returns empty and unchanged remainingFillAmount', async () => {
+                const fillAmount = new BigNumber(10);
+                const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+                    [],
+                    [],
+                    fillAmount,
+                );
+                expect(resultOrders).to.be.empty;
+                expect(remainingFillAmount).to.be.bignumber.equal(fillAmount);
+            });
+        });
+        describe('orders are completely fillable', () => {
+            // generate three signed orders each with 10 units of makerAsset, 30 total
+            const makerAssetAmount = new BigNumber(10);
+            const inputOrders = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                },
+                3,
+            );
+            // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
+            const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
+            it('returns input orders and zero remainingFillAmount when input exactly matches requested fill amount', async () => {
+                // try to fill 20 units of makerAsset
+                // include 10 units of slippageBufferAmount
+                const fillAmount = new BigNumber(20);
+                const slippageBufferAmount = new BigNumber(10);
+                const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    fillAmount,
+                    slippageBufferAmount,
+                );
+                expect(resultOrders).to.be.deep.equal(inputOrders);
+                expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+            it('returns input orders and zero remainingFillAmount when input has more than requested fill amount', async () => {
+                // try to fill 15 units of makerAsset
+                // include 10 units of slippageBufferAmount
+                const fillAmount = new BigNumber(15);
+                const slippageBufferAmount = new BigNumber(10);
+                const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    fillAmount,
+                    slippageBufferAmount,
+                );
+                expect(resultOrders).to.be.deep.equal(inputOrders);
+                expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+            it('returns input orders and non-zero remainingFillAmount when input has less than requested fill amount', async () => {
+                // try to fill 30 units of makerAsset
+                // include 5 units of slippageBufferAmount
+                const fillAmount = new BigNumber(30);
+                const slippageBufferAmount = new BigNumber(5);
+                const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    fillAmount,
+                    slippageBufferAmount,
+                );
+                expect(resultOrders).to.be.deep.equal(inputOrders);
+                expect(remainingFillAmount).to.be.bignumber.equal(new BigNumber(5));
+            });
+            it('returns first order and zero remainingFillAmount when requested fill amount is exactly covered by the first order', async () => {
+                // try to fill 10 units of makerAsset
+                const fillAmount = new BigNumber(10);
+                const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    fillAmount,
+                );
+                expect(resultOrders).to.be.deep.equal([inputOrders[0]]);
+                expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+            it('returns first two orders and zero remainingFillAmount when requested fill amount is over covered by the first two order', async () => {
+                // try to fill 15 units of makerAsset
+                const fillAmount = new BigNumber(15);
+                const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    fillAmount,
+                );
+                expect(resultOrders).to.be.deep.equal([inputOrders[0], inputOrders[1]]);
+                expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+        });
+        describe('orders are partially fillable', () => {
+            // generate three signed orders each with 10 units of makerAsset, 30 total
+            const makerAssetAmount = new BigNumber(10);
+            const inputOrders = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                },
+                3,
+            );
+            // generate remainingFillableMakerAssetAmounts that cover different partial fill scenarios
+            // 1. order is completely filled already
+            // 2. order is partially fillable
+            // 3. order is completely fillable
+            const remainingFillableMakerAssetAmounts = [constants.ZERO_AMOUNT, new BigNumber(5), makerAssetAmount];
+            it('returns last two orders and non-zero remainingFillAmount when trying to fill original makerAssetAmounts', async () => {
+                // try to fill 30 units of makerAsset
+                const fillAmount = new BigNumber(30);
+                const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    fillAmount,
+                );
+                expect(resultOrders).to.be.deep.equal([inputOrders[1], inputOrders[2]]);
+                expect(remainingFillAmount).to.be.bignumber.equal(new BigNumber(15));
+            });
+        });
+    });
+    describe('#findFeeOrdersThatCoverFeesForTargetOrders', () => {
+        // generate three signed fee orders each with 10 units of ZRX, 30 total
+        const zrxAmount = new BigNumber(10);
+        const inputFeeOrders = testOrderFactory.generateTestSignedOrders(
+            {
+                makerAssetAmount: zrxAmount,
+            },
+            3,
+        );
+        // generate remainingFillableFeeAmounts that equal the zrxAmount
+        const remainingFillableFeeAmounts = [zrxAmount, zrxAmount, zrxAmount];
+        describe('no target orders', () => {
+            it('returns empty and zero remainingFeeAmount', async () => {
+                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                    [],
+                    [],
+                    inputFeeOrders,
+                    remainingFillableFeeAmounts,
+                );
+                expect(resultOrders).to.be.empty;
+                expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+        });
+        describe('no fee orders', () => {
+            // generate three signed orders each with 10 units of makerAsset, 30 total
+            // each signed order requires 10 units of takerFee
+            const makerAssetAmount = new BigNumber(10);
+            const takerFee = new BigNumber(10);
+            const inputOrders = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerFee,
+                },
+                3,
+            );
+            // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
+            const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
+            it('returns empty and non-zero remainingFeeAmount', async () => {
+                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    [],
+                    [],
+                );
+                expect(resultOrders).to.be.empty;
+                expect(remainingFeeAmount).to.be.bignumber.equal(new BigNumber(30));
+            });
+        });
+        describe('target orders have no fees', () => {
+            // generate three signed orders each with 10 units of makerAsset, 30 total
+            const makerAssetAmount = new BigNumber(10);
+            const inputOrders = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                },
+                3,
+            );
+            // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
+            const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
+            it('returns empty and zero remainingFeeAmount', async () => {
+                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    inputFeeOrders,
+                    remainingFillableFeeAmounts,
+                );
+                expect(resultOrders).to.be.empty;
+                expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+        });
+        describe('target orders require fees and are completely fillable', () => {
+            // generate three signed orders each with 10 units of makerAsset, 30 total
+            // each signed order requires 10 units of takerFee
+            const makerAssetAmount = new BigNumber(10);
+            const takerFee = new BigNumber(10);
+            const inputOrders = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerFee,
+                },
+                3,
+            );
+            // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
+            const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
+            it('returns input fee orders and zero remainingFeeAmount', async () => {
+                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    inputFeeOrders,
+                    remainingFillableFeeAmounts,
+                );
+                expect(resultOrders).to.be.deep.equal(inputFeeOrders);
+                expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+        });
+        describe('target orders require fees and are partially fillable', () => {
+            // generate three signed orders each with 10 units of makerAsset, 30 total
+            // each signed order requires 10 units of takerFee
+            const makerAssetAmount = new BigNumber(10);
+            const takerFee = new BigNumber(10);
+            const inputOrders = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerFee,
+                },
+                3,
+            );
+            // generate remainingFillableMakerAssetAmounts that cover different partial fill scenarios
+            // 1. order is completely filled already
+            // 2. order is partially fillable
+            // 3. order is completely fillable
+            const remainingFillableMakerAssetAmounts = [constants.ZERO_AMOUNT, new BigNumber(5), makerAssetAmount];
+            it('returns first two input fee orders and zero remainingFeeAmount', async () => {
+                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    inputFeeOrders,
+                    remainingFillableFeeAmounts,
+                );
+                expect(resultOrders).to.be.deep.equal([inputFeeOrders[0], inputFeeOrders[1]]);
+                expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
+            });
+        });
+        describe('target orders require more fees than available', () => {
+            // generate three signed orders each with 10 units of makerAsset, 30 total
+            // each signed order requires 20 units of takerFee
+            const makerAssetAmount = new BigNumber(10);
+            const takerFee = new BigNumber(20);
+            const inputOrders = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerFee,
+                },
+                3,
+            );
+            // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
+            const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
+            it('returns input fee orders and non-zero remainingFeeAmount', async () => {
+                const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders(
+                    inputOrders,
+                    remainingFillableMakerAssetAmounts,
+                    inputFeeOrders,
+                    remainingFillableFeeAmounts,
+                );
+                expect(resultOrders).to.be.deep.equal(inputFeeOrders);
+                expect(remainingFeeAmount).to.be.bignumber.equal(new BigNumber(30));
+            });
+        });
+    });
+});
diff --git a/packages/order-utils/test/signature_utils_test.ts b/packages/order-utils/test/signature_utils_test.ts
index 2f36386ad..06ff86515 100644
--- a/packages/order-utils/test/signature_utils_test.ts
+++ b/packages/order-utils/test/signature_utils_test.ts
@@ -1,3 +1,4 @@
+import { SignerType } from '@0xproject/types';
 import { BigNumber } from '@0xproject/utils';
 import * as chai from 'chai';
 import { JSONRPCErrorCallback, JSONRPCRequestPayload } from 'ethereum-types';
@@ -5,8 +6,8 @@ import * as _ from 'lodash';
 import 'mocha';
 import * as Sinon from 'sinon';
 
-import { generatePseudoRandomSalt, MessagePrefixType } from '../src';
-import { signatureUtils } from '../src/signature_utils';
+import { signatureUtils, generatePseudoRandomSalt } from '../src';
+import { convertECSignatureToSignatureHex, isValidSignatureAsync } from '../src/signature_utils';
 
 import { chaiSetup } from './utils/chai_setup';
 import { provider, web3Wrapper } from './utils/web3_wrapper';
@@ -22,8 +23,9 @@ describe('Signature utils', () => {
         let address = '0x5409ed021d9299bf6814279a6a1411a7e866a631';
 
         it("should return false if the data doesn't pertain to the signature & address", async () => {
+            const bytes32Zeros = '0x0000000000000000000000000000000000000000000000000000000000000000';
             expect(
-                await signatureUtils.isValidSignatureAsync(provider, '0x0', ethSignSignature, address),
+                await signatureUtils.isValidSignatureAsync(provider, bytes32Zeros, ethSignSignature, address),
             ).to.be.false();
         });
         it("should return false if the address doesn't pertain to the signature & data", async () => {
@@ -139,37 +141,28 @@ describe('Signature utils', () => {
             _.each(stubs, s => s.restore());
             stubs = [];
         });
-        it('Should return the correct ECSignature', async () => {
+        it('Should return the correct Signature', async () => {
             const orderHash = '0x6927e990021d23b1eb7b8789f6a6feaf98fe104bb0cf8259421b79f9a34222b0';
-            const expectedECSignature = {
-                v: 27,
-                r: '0x61a3ed31b43c8780e905a260a35faefcc527be7516aa11c0256729b5b351bc33',
-                s: '0x40349190569279751135161d22529dc25add4f6069af05be04cacbda2ace2254',
-            };
-            const messagePrefixOpts = {
-                prefixType: MessagePrefixType.EthSign,
-                shouldAddPrefixBeforeCallingEthSign: false,
-            };
+            const expectedSignature =
+                '0x1b61a3ed31b43c8780e905a260a35faefcc527be7516aa11c0256729b5b351bc3340349190569279751135161d22529dc25add4f6069af05be04cacbda2ace225403';
             const ecSignature = await signatureUtils.ecSignOrderHashAsync(
                 provider,
                 orderHash,
                 makerAddress,
-                messagePrefixOpts,
+                SignerType.Default,
             );
-            expect(ecSignature).to.deep.equal(expectedECSignature);
+            expect(ecSignature).to.equal(expectedSignature);
         });
-        it('should return the correct ECSignature for signatureHex concatenated as R + S + V', async () => {
+        it('should return the correct Signature for signatureHex concatenated as R + S + V', async () => {
             const orderHash = '0x34decbedc118904df65f379a175bb39ca18209d6ce41d5ed549d54e6e0a95004';
-            const expectedECSignature = {
-                v: 27,
-                r: '0x117902c86dfb95fe0d1badd983ee166ad259b27acb220174cbb4460d87287113',
-                s: '0x7feabdfe76e05924b484789f79af4ee7fa29ec006cedce1bbf369320d034e10b',
-            };
+            const expectedSignature =
+                '0x1b117902c86dfb95fe0d1badd983ee166ad259b27acb220174cbb4460d872871137feabdfe76e05924b484789f79af4ee7fa29ec006cedce1bbf369320d034e10b03';
 
             const fakeProvider = {
                 async sendAsync(payload: JSONRPCRequestPayload, callback: JSONRPCErrorCallback): Promise<void> {
                     if (payload.method === 'eth_sign') {
                         const [address, message] = payload.params;
+                        expect(message).to.equal(orderHash);
                         const signature = await web3Wrapper.signMessageAsync(address, message);
                         // tslint:disable-next-line:custom-no-magic-numbers
                         const rsvHex = `0x${signature.substr(130)}${signature.substr(2, 128)}`;
@@ -183,26 +176,18 @@ describe('Signature utils', () => {
                     }
                 },
             };
-
-            const messagePrefixOpts = {
-                prefixType: MessagePrefixType.EthSign,
-                shouldAddPrefixBeforeCallingEthSign: false,
-            };
             const ecSignature = await signatureUtils.ecSignOrderHashAsync(
                 fakeProvider,
                 orderHash,
                 makerAddress,
-                messagePrefixOpts,
+                SignerType.Default,
             );
-            expect(ecSignature).to.deep.equal(expectedECSignature);
+            expect(ecSignature).to.equal(expectedSignature);
         });
-        it('should return the correct ECSignature for signatureHex concatenated as V + R + S', async () => {
+        it('should return the correct Signature for signatureHex concatenated as V + R + S', async () => {
             const orderHash = '0x34decbedc118904df65f379a175bb39ca18209d6ce41d5ed549d54e6e0a95004';
-            const expectedECSignature = {
-                v: 27,
-                r: '0x117902c86dfb95fe0d1badd983ee166ad259b27acb220174cbb4460d87287113',
-                s: '0x7feabdfe76e05924b484789f79af4ee7fa29ec006cedce1bbf369320d034e10b',
-            };
+            const expectedSignature =
+                '0x1b117902c86dfb95fe0d1badd983ee166ad259b27acb220174cbb4460d872871137feabdfe76e05924b484789f79af4ee7fa29ec006cedce1bbf369320d034e10b03';
             const fakeProvider = {
                 async sendAsync(payload: JSONRPCRequestPayload, callback: JSONRPCErrorCallback): Promise<void> {
                     if (payload.method === 'eth_sign') {
@@ -219,17 +204,96 @@ describe('Signature utils', () => {
                 },
             };
 
-            const messagePrefixOpts = {
-                prefixType: MessagePrefixType.EthSign,
-                shouldAddPrefixBeforeCallingEthSign: false,
+            const ecSignature = await signatureUtils.ecSignOrderHashAsync(
+                fakeProvider,
+                orderHash,
+                makerAddress,
+                SignerType.Default,
+            );
+            expect(ecSignature).to.equal(expectedSignature);
+        });
+        // Note this is due to a bug in Metamask where it does not prefix before signing, this is a known issue and is to be fixed in the future
+        // Source: https://github.com/MetaMask/metamask-extension/commit/a9d36860bec424dcee8db043d3e7da6a5ff5672e
+        it('should receive a payload modified with a prefix when Metamask is SignerType', async () => {
+            const orderHash = '0x34decbedc118904df65f379a175bb39ca18209d6ce41d5ed549d54e6e0a95004';
+            const orderHashPrefixed = '0xae70f31d26096291aa681b26cb7574563956221d0b4213631e1ef9df675d4cba';
+            const expectedSignature =
+                '0x1b117902c86dfb95fe0d1badd983ee166ad259b27acb220174cbb4460d872871137feabdfe76e05924b484789f79af4ee7fa29ec006cedce1bbf369320d034e10b03';
+            // Generated from a MM eth_sign request from 0x5409ed021d9299bf6814279a6a1411a7e866a631 signing 0xae70f31d26096291aa681b26cb7574563956221d0b4213631e1ef9df675d4cba
+            const metamaskSignature =
+                '0x117902c86dfb95fe0d1badd983ee166ad259b27acb220174cbb4460d872871137feabdfe76e05924b484789f79af4ee7fa29ec006cedce1bbf369320d034e10b1b';
+            const fakeProvider = {
+                async sendAsync(payload: JSONRPCRequestPayload, callback: JSONRPCErrorCallback): Promise<void> {
+                    if (payload.method === 'eth_sign') {
+                        const [, message] = payload.params;
+                        expect(message).to.equal(orderHashPrefixed);
+                        callback(null, {
+                            id: 42,
+                            jsonrpc: '2.0',
+                            result: metamaskSignature,
+                        });
+                    } else {
+                        callback(null, { id: 42, jsonrpc: '2.0', result: [makerAddress] });
+                    }
+                },
             };
+
             const ecSignature = await signatureUtils.ecSignOrderHashAsync(
                 fakeProvider,
                 orderHash,
                 makerAddress,
-                messagePrefixOpts,
+                SignerType.Metamask,
+            );
+            expect(ecSignature).to.equal(expectedSignature);
+        });
+        it('should return a valid signature', async () => {
+            const orderHash = '0x34decbedc118904df65f379a175bb39ca18209d6ce41d5ed549d54e6e0a95004';
+            const ecSignature = await signatureUtils.ecSignOrderHashAsync(
+                provider,
+                orderHash,
+                makerAddress,
+                SignerType.Default,
+            );
+
+            const isValidSignature = await isValidSignatureAsync(provider, orderHash, ecSignature, makerAddress);
+            expect(isValidSignature).to.be.true();
+        });
+    });
+    describe('#convertECSignatureToSignatureHex', () => {
+        const ecSignature: ECSignature = {
+            v: 27,
+            r: '0xaca7da997ad177f040240cdccf6905b71ab16b74434388c3a72f34fd25d64393',
+            s: '0x46b2bac274ff29b48b3ea6e2d04c1336eaceafda3c53ab483fc3ff12fac3ebf2',
+        };
+        it('should concatenate v,r,s and append the Trezor signature type', async () => {
+            const expectedSignatureWithSignatureType =
+                '0x1baca7da997ad177f040240cdccf6905b71ab16b74434388c3a72f34fd25d6439346b2bac274ff29b48b3ea6e2d04c1336eaceafda3c53ab483fc3ff12fac3ebf208';
+            const signatureWithSignatureType = convertECSignatureToSignatureHex(ecSignature, SignerType.Trezor);
+            expect(signatureWithSignatureType).to.equal(expectedSignatureWithSignatureType);
+        });
+        it('should concatenate v,r,s and append the EthSign signature type when SignerType is Default', async () => {
+            const expectedSignatureWithSignatureType =
+                '0x1baca7da997ad177f040240cdccf6905b71ab16b74434388c3a72f34fd25d6439346b2bac274ff29b48b3ea6e2d04c1336eaceafda3c53ab483fc3ff12fac3ebf203';
+            const signatureWithSignatureType = convertECSignatureToSignatureHex(ecSignature, SignerType.Default);
+            expect(signatureWithSignatureType).to.equal(expectedSignatureWithSignatureType);
+        });
+        it('should concatenate v,r,s and append the EthSign signature type when SignerType is Ledger', async () => {
+            const expectedSignatureWithSignatureType =
+                '0x1baca7da997ad177f040240cdccf6905b71ab16b74434388c3a72f34fd25d6439346b2bac274ff29b48b3ea6e2d04c1336eaceafda3c53ab483fc3ff12fac3ebf203';
+            const signatureWithSignatureType = convertECSignatureToSignatureHex(ecSignature, SignerType.Ledger);
+            expect(signatureWithSignatureType).to.equal(expectedSignatureWithSignatureType);
+        });
+        it('should concatenate v,r,s and append the EthSign signature type when SignerType is Metamask', async () => {
+            const expectedSignatureWithSignatureType =
+                '0x1baca7da997ad177f040240cdccf6905b71ab16b74434388c3a72f34fd25d6439346b2bac274ff29b48b3ea6e2d04c1336eaceafda3c53ab483fc3ff12fac3ebf203';
+            const signatureWithSignatureType = convertECSignatureToSignatureHex(ecSignature, SignerType.Metamask);
+            expect(signatureWithSignatureType).to.equal(expectedSignatureWithSignatureType);
+        });
+        it('should throw if the SignerType is invalid', async () => {
+            const expectedMessage = 'Unrecognized SignerType: INVALID_SIGNER';
+            expect(() => convertECSignatureToSignatureHex(ecSignature, 'INVALID_SIGNER' as SignerType)).to.throw(
+                expectedMessage,
             );
-            expect(ecSignature).to.deep.equal(expectedECSignature);
         });
     });
 });
diff --git a/packages/order-utils/test/utils/test_order_factory.ts b/packages/order-utils/test/utils/test_order_factory.ts
new file mode 100644
index 000000000..75dc6f1f2
--- /dev/null
+++ b/packages/order-utils/test/utils/test_order_factory.ts
@@ -0,0 +1,32 @@
+import { Order, SignedOrder } from '@0xproject/types';
+import * as _ from 'lodash';
+
+import { constants, orderFactory } from '../../src';
+
+const BASE_TEST_ORDER: Order = orderFactory.createOrder(
+    constants.NULL_ADDRESS,
+    constants.ZERO_AMOUNT,
+    constants.NULL_ADDRESS,
+    constants.ZERO_AMOUNT,
+    constants.NULL_ADDRESS,
+    constants.NULL_ADDRESS,
+);
+const BASE_TEST_SIGNED_ORDER: SignedOrder = {
+    ...BASE_TEST_ORDER,
+    signature: constants.NULL_BYTES,
+};
+
+export const testOrderFactory = {
+    generateTestSignedOrder(partialOrder: Partial<SignedOrder>): SignedOrder {
+        return transformObject(BASE_TEST_SIGNED_ORDER, partialOrder);
+    },
+    generateTestSignedOrders(partialOrder: Partial<SignedOrder>, numOrders: number): SignedOrder[] {
+        const baseTestOrders = _.map(_.range(numOrders), () => BASE_TEST_SIGNED_ORDER);
+        return _.map(baseTestOrders, order => transformObject(order, partialOrder));
+    },
+};
+
+function transformObject<T>(input: T, transformation: Partial<T>): T {
+    const copy = _.cloneDeep(input);
+    return _.assign(copy, transformation);
+}