Merge v2-prototype

9 files changed, 322 insertions, 186 deletions

diff --git a/packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts b/packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts
index ec398a11e..865ea4e43 100644
--- a/packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts
+++ b/packages/order-utils/src/abstract/abstract_order_filled_cancelled_fetcher.ts
@@ -3,5 +3,5 @@ import { BigNumber } from '@0xproject/utils';
 export abstract class AbstractOrderFilledCancelledFetcher {
     public abstract async getFilledTakerAmountAsync(orderHash: string): Promise<BigNumber>;
     public abstract async isOrderCancelledAsync(orderHash: string): Promise<boolean>;
-    public abstract getZRXTokenAddress(): string;
+    public abstract getZRXAssetData(): string;
 }
diff --git a/packages/order-utils/src/exchange_transfer_simulator.ts b/packages/order-utils/src/exchange_transfer_simulator.ts
index 32d53d6a2..72ed85406 100644
--- a/packages/order-utils/src/exchange_transfer_simulator.ts
+++ b/packages/order-utils/src/exchange_transfer_simulator.ts
@@ -90,6 +90,9 @@ export class ExchangeTransferSimulator {
         amountInBaseUnits: BigNumber,
     ): Promise<void> {
         const proxyAllowance = await this._store.getProxyAllowanceAsync(assetData, userAddress);
+        // HACK: This code assumes that all tokens with an UNLIMITED_ALLOWANCE_IN_BASE_UNITS set,
+        // are UnlimitedAllowanceTokens. This is however not true, it just so happens that all
+        // DummyERC20Tokens we use in tests are.
         if (!proxyAllowance.eq(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) {
             this._store.setProxyAllowance(assetData, userAddress, proxyAllowance.minus(amountInBaseUnits));
         }
diff --git a/packages/order-utils/src/index.ts b/packages/order-utils/src/index.ts
index 514488e02..b4a7a6b67 100644
--- a/packages/order-utils/src/index.ts
+++ b/packages/order-utils/src/index.ts
@@ -16,6 +16,7 @@ export { generatePseudoRandomSalt } from './salt';
 export { OrderError, MessagePrefixType, MessagePrefixOpts, EIP712Parameter, EIP712Schema, EIP712Types } from './types';
 export { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher';
 export { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher';
+export { BalanceAndProxyAllowanceLazyStore } from './store/balance_and_proxy_allowance_lazy_store';
 export { RemainingFillableCalculator } from './remaining_fillable_calculator';
 export { OrderStateUtils } from './order_state_utils';
 export { assetProxyUtils } from './asset_proxy_utils';
diff --git a/packages/order-utils/src/order_state_utils.ts b/packages/order-utils/src/order_state_utils.ts
index 40f235da7..dd45a1298 100644
--- a/packages/order-utils/src/order_state_utils.ts
+++ b/packages/order-utils/src/order_state_utils.ts
@@ -10,40 +10,81 @@ import { BigNumber } from '@0xproject/utils';
 
 import { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher';
 import { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher';
-import { assetProxyUtils } from './asset_proxy_utils';
 import { orderHashUtils } from './order_hash';
 import { RemainingFillableCalculator } from './remaining_fillable_calculator';
+import { utils } from './utils';
+
+interface SidedOrderRelevantState {
+    isMakerSide: boolean;
+    traderBalance: BigNumber;
+    traderProxyAllowance: BigNumber;
+    traderFeeBalance: BigNumber;
+    traderFeeProxyAllowance: BigNumber;
+    filledTakerAssetAmount: BigNumber;
+    remainingFillableAssetAmount: BigNumber;
+}
 
 const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001;
 
 export class OrderStateUtils {
     private _balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher;
     private _orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher;
-    private static _validateIfOrderIsValid(signedOrder: SignedOrder, orderRelevantState: OrderRelevantState): void {
-        const availableTakerAssetAmount = signedOrder.takerAssetAmount.minus(orderRelevantState.filledTakerAssetAmount);
+    private static _validateIfOrderIsValid(
+        signedOrder: SignedOrder,
+        sidedOrderRelevantState: SidedOrderRelevantState,
+    ): void {
+        const isMakerSide = sidedOrderRelevantState.isMakerSide;
+        const availableTakerAssetAmount = signedOrder.takerAssetAmount.minus(
+            sidedOrderRelevantState.filledTakerAssetAmount,
+        );
         if (availableTakerAssetAmount.eq(0)) {
             throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
         }
 
-        if (orderRelevantState.makerBalance.eq(0)) {
-            throw new Error(ExchangeContractErrs.InsufficientMakerBalance);
+        if (sidedOrderRelevantState.traderBalance.eq(0)) {
+            throw new Error(
+                isMakerSide
+                    ? ExchangeContractErrs.InsufficientMakerBalance
+                    : ExchangeContractErrs.InsufficientTakerBalance,
+            );
         }
-        if (orderRelevantState.makerProxyAllowance.eq(0)) {
-            throw new Error(ExchangeContractErrs.InsufficientMakerAllowance);
+        if (sidedOrderRelevantState.traderProxyAllowance.eq(0)) {
+            throw new Error(
+                isMakerSide
+                    ? ExchangeContractErrs.InsufficientMakerAllowance
+                    : ExchangeContractErrs.InsufficientTakerAllowance,
+            );
         }
         if (!signedOrder.makerFee.eq(0)) {
-            if (orderRelevantState.makerFeeBalance.eq(0)) {
-                throw new Error(ExchangeContractErrs.InsufficientMakerFeeBalance);
+            if (sidedOrderRelevantState.traderFeeBalance.eq(0)) {
+                throw new Error(
+                    isMakerSide
+                        ? ExchangeContractErrs.InsufficientMakerFeeBalance
+                        : ExchangeContractErrs.InsufficientTakerFeeBalance,
+                );
             }
-            if (orderRelevantState.makerFeeProxyAllowance.eq(0)) {
-                throw new Error(ExchangeContractErrs.InsufficientMakerFeeAllowance);
+            if (sidedOrderRelevantState.traderFeeProxyAllowance.eq(0)) {
+                throw new Error(
+                    isMakerSide
+                        ? ExchangeContractErrs.InsufficientMakerFeeAllowance
+                        : ExchangeContractErrs.InsufficientTakerFeeAllowance,
+                );
             }
         }
-        const minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.takerAssetAmount
-            .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
-            .dividedBy(signedOrder.makerAssetAmount);
+
+        let minFillableTakerAssetAmountWithinNoRoundingErrorRange;
+        if (isMakerSide) {
+            minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.takerAssetAmount
+                .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
+                .dividedBy(signedOrder.makerAssetAmount);
+        } else {
+            minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.makerAssetAmount
+                .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR)
+                .dividedBy(signedOrder.takerAssetAmount);
+        }
+
         if (
-            orderRelevantState.remainingFillableTakerAssetAmount.lessThan(
+            sidedOrderRelevantState.remainingFillableAssetAmount.lessThan(
                 minFillableTakerAssetAmountWithinNoRoundingErrorRange,
             )
         ) {
@@ -57,11 +98,20 @@ export class OrderStateUtils {
         this._balanceAndProxyAllowanceFetcher = balanceAndProxyAllowanceFetcher;
         this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
     }
-    public async getOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> {
-        const orderRelevantState = await this.getOrderRelevantStateAsync(signedOrder);
+    public async getOpenOrderStateAsync(signedOrder: SignedOrder): Promise<OrderState> {
+        const orderRelevantState = await this.getOpenOrderRelevantStateAsync(signedOrder);
         const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
+        const sidedOrderRelevantState = {
+            isMakerSide: true,
+            traderBalance: orderRelevantState.makerBalance,
+            traderProxyAllowance: orderRelevantState.makerProxyAllowance,
+            traderFeeBalance: orderRelevantState.makerFeeBalance,
+            traderFeeProxyAllowance: orderRelevantState.makerFeeProxyAllowance,
+            filledTakerAssetAmount: orderRelevantState.filledTakerAssetAmount,
+            remainingFillableAssetAmount: orderRelevantState.remainingFillableMakerAssetAmount,
+        };
         try {
-            OrderStateUtils._validateIfOrderIsValid(signedOrder, orderRelevantState);
+            OrderStateUtils._validateIfOrderIsValid(signedOrder, sidedOrderRelevantState);
             const orderState: OrderStateValid = {
                 isValid: true,
                 orderHash,
@@ -77,63 +127,158 @@ export class OrderStateUtils {
             return orderState;
         }
     }
-    public async getOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> {
-        const zrxTokenAddress = this._orderFilledCancelledFetcher.getZRXTokenAddress();
-        const makerProxyData = assetProxyUtils.decodeERC20AssetData(signedOrder.makerAssetData);
-        const makerAssetAddress = makerProxyData.tokenAddress;
-        const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
-        const makerBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
-            makerAssetAddress,
-            signedOrder.makerAddress,
+    public async getOpenOrderRelevantStateAsync(signedOrder: SignedOrder): Promise<OrderRelevantState> {
+        const isMaker = true;
+        const sidedOrderRelevantState = await this._getSidedOrderRelevantStateAsync(
+            isMaker,
+            signedOrder,
+            signedOrder.takerAddress,
         );
-        const makerProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
-            makerAssetAddress,
-            signedOrder.makerAddress,
+        const remainingFillableTakerAssetAmount = sidedOrderRelevantState.remainingFillableAssetAmount
+            .times(signedOrder.takerAssetAmount)
+            .dividedToIntegerBy(signedOrder.makerAssetAmount);
+
+        const orderRelevantState = {
+            makerBalance: sidedOrderRelevantState.traderBalance,
+            makerProxyAllowance: sidedOrderRelevantState.traderProxyAllowance,
+            makerFeeBalance: sidedOrderRelevantState.traderFeeBalance,
+            makerFeeProxyAllowance: sidedOrderRelevantState.traderFeeProxyAllowance,
+            filledTakerAssetAmount: sidedOrderRelevantState.filledTakerAssetAmount,
+            remainingFillableMakerAssetAmount: sidedOrderRelevantState.remainingFillableAssetAmount,
+            remainingFillableTakerAssetAmount,
+        };
+        return orderRelevantState;
+    }
+    public async getMaxFillableTakerAssetAmountAsync(
+        signedOrder: SignedOrder,
+        takerAddress: string,
+    ): Promise<BigNumber> {
+        // Get max fillable amount for an order, considering the makers ability to fill
+        let isMaker = true;
+        const orderRelevantMakerState = await this._getSidedOrderRelevantStateAsync(
+            isMaker,
+            signedOrder,
+            signedOrder.takerAddress,
         );
-        const makerFeeBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
-            zrxTokenAddress,
-            signedOrder.makerAddress,
+        const remainingFillableTakerAssetAmountGivenMakersStatus = signedOrder.makerAssetAmount.eq(0)
+            ? new BigNumber(0)
+            : utils.getPartialAmount(
+                  orderRelevantMakerState.remainingFillableAssetAmount,
+                  signedOrder.makerAssetAmount,
+                  signedOrder.takerAssetAmount,
+              );
+
+        // Get max fillable amount for an order, considering the takers ability to fill
+        isMaker = false;
+        const orderRelevantTakerState = await this._getSidedOrderRelevantStateAsync(isMaker, signedOrder, takerAddress);
+        const remainingFillableTakerAssetAmountGivenTakersStatus = orderRelevantTakerState.remainingFillableAssetAmount;
+
+        // The min of these two in the actualy max fillable by either party
+        const fillableTakerAssetAmount = BigNumber.min([
+            remainingFillableTakerAssetAmountGivenMakersStatus,
+            remainingFillableTakerAssetAmountGivenTakersStatus,
+        ]);
+
+        return fillableTakerAssetAmount;
+    }
+    public async getMaxFillableTakerAssetAmountForFailingOrderAsync(
+        signedOrder: SignedOrder,
+        takerAddress: string,
+    ): Promise<BigNumber> {
+        // Get min of taker balance & allowance
+        const takerAssetBalanceOfTaker = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
+            signedOrder.takerAssetData,
+            takerAddress,
         );
-        const makerFeeProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
-            zrxTokenAddress,
-            signedOrder.makerAddress,
+        const takerAssetAllowanceOfTaker = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
+            signedOrder.takerAssetData,
+            takerAddress,
         );
+        const minTakerAssetAmount = BigNumber.min([takerAssetBalanceOfTaker, takerAssetAllowanceOfTaker]);
+
+        // get remainingFillAmount
+        const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
+        const filledTakerAssetAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
+        const remainingFillTakerAssetAmount = signedOrder.takerAssetAmount.minus(filledTakerAssetAmount);
+
+        if (minTakerAssetAmount.gte(remainingFillTakerAssetAmount)) {
+            return remainingFillTakerAssetAmount;
+        } else {
+            return minTakerAssetAmount;
+        }
+    }
+    private async _getSidedOrderRelevantStateAsync(
+        isMakerSide: boolean,
+        signedOrder: SignedOrder,
+        takerAddress: string,
+    ): Promise<SidedOrderRelevantState> {
+        let traderAddress;
+        let assetData;
+        let assetAmount;
+        let feeAmount;
+        if (isMakerSide) {
+            traderAddress = signedOrder.makerAddress;
+            assetData = signedOrder.makerAssetData;
+            assetAmount = signedOrder.makerAssetAmount;
+            feeAmount = signedOrder.makerFee;
+        } else {
+            traderAddress = takerAddress;
+            assetData = signedOrder.takerAssetData;
+            assetAmount = signedOrder.takerAssetAmount;
+            feeAmount = signedOrder.takerFee;
+        }
+        const zrxAssetData = this._orderFilledCancelledFetcher.getZRXAssetData();
+        const isAssetZRX = assetData === zrxAssetData;
+
+        const traderBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(assetData, traderAddress);
+        const traderProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
+            assetData,
+            traderAddress,
+        );
+        const traderFeeBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(
+            zrxAssetData,
+            traderAddress,
+        );
+        const traderFeeProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync(
+            zrxAssetData,
+            traderAddress,
+        );
+
+        const transferrableTraderAssetAmount = BigNumber.min([traderProxyAllowance, traderBalance]);
+        const transferrableFeeAssetAmount = BigNumber.min([traderFeeProxyAllowance, traderFeeBalance]);
+
+        const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
         const filledTakerAssetAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
-        const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash);
         const totalMakerAssetAmount = signedOrder.makerAssetAmount;
         const totalTakerAssetAmount = signedOrder.takerAssetAmount;
+        const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash);
         const remainingTakerAssetAmount = isOrderCancelled
             ? new BigNumber(0)
             : totalTakerAssetAmount.minus(filledTakerAssetAmount);
-        const remainingMakerAssetAmount = remainingTakerAssetAmount
-            .times(totalMakerAssetAmount)
-            .dividedToIntegerBy(totalTakerAssetAmount);
-        const transferrableMakerAssetAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
-        const transferrableFeeAssetAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
-
-        const zrxAssetData = assetProxyUtils.encodeERC20AssetData(zrxTokenAddress);
-        const isMakerAssetZRX = signedOrder.makerAssetData === zrxAssetData;
+        const remainingMakerAssetAmount = remainingTakerAssetAmount.eq(0)
+            ? new BigNumber(0)
+            : remainingTakerAssetAmount.times(totalMakerAssetAmount).dividedToIntegerBy(totalTakerAssetAmount);
+        const remainingAssetAmount = isMakerSide ? remainingMakerAssetAmount : remainingTakerAssetAmount;
+
         const remainingFillableCalculator = new RemainingFillableCalculator(
-            signedOrder.makerFee,
-            signedOrder.makerAssetAmount,
-            isMakerAssetZRX,
-            transferrableMakerAssetAmount,
+            feeAmount,
+            assetAmount,
+            isAssetZRX,
+            transferrableTraderAssetAmount,
             transferrableFeeAssetAmount,
-            remainingMakerAssetAmount,
+            remainingAssetAmount,
         );
-        const remainingFillableMakerAssetAmount = remainingFillableCalculator.computeRemainingFillable();
-        const remainingFillableTakerAssetAmount = remainingFillableMakerAssetAmount
-            .times(signedOrder.takerAssetAmount)
-            .dividedToIntegerBy(signedOrder.makerAssetAmount);
-        const orderRelevantState = {
-            makerBalance,
-            makerProxyAllowance,
-            makerFeeBalance,
-            makerFeeProxyAllowance,
+        const remainingFillableAssetAmount = remainingFillableCalculator.computeRemainingFillable();
+
+        const sidedOrderRelevantState = {
+            isMakerSide,
+            traderBalance,
+            traderProxyAllowance,
+            traderFeeBalance,
+            traderFeeProxyAllowance,
             filledTakerAssetAmount,
-            remainingFillableMakerAssetAmount,
-            remainingFillableTakerAssetAmount,
+            remainingFillableAssetAmount,
         };
-        return orderRelevantState;
+        return sidedOrderRelevantState;
     }
 }
diff --git a/packages/order-utils/src/order_validation_utils.ts b/packages/order-utils/src/order_validation_utils.ts
index 3a6704f26..54428f77d 100644
--- a/packages/order-utils/src/order_validation_utils.ts
+++ b/packages/order-utils/src/order_validation_utils.ts
@@ -1,24 +1,19 @@
-import { ExchangeContractErrs, Order, SignedOrder } from '@0xproject/types';
+import { RevertReason, SignedOrder } from '@0xproject/types';
 import { BigNumber } from '@0xproject/utils';
 import { Provider } from 'ethereum-types';
 import * as _ from 'lodash';
 
 import { OrderError, TradeSide, TransferType } from './types';
 
+import { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher';
 import { constants } from './constants';
 import { ExchangeTransferSimulator } from './exchange_transfer_simulator';
-import { ExchangeContract } from './generated_contract_wrappers/exchange';
 import { orderHashUtils } from './order_hash';
 import { isValidSignatureAsync } from './signature_utils';
 import { utils } from './utils';
 
 export class OrderValidationUtils {
-    private _exchangeContract: ExchangeContract;
-    // TODO: Write some tests for the function
-    // const numerator = new BigNumber(20);
-    // const denominator = new BigNumber(999);
-    // const target = new BigNumber(50);
-    // rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1%
+    private _orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher;
     public static isRoundingError(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean {
         // Solidity's mulmod() in JS
         // Source: https://solidity.readthedocs.io/en/latest/units-and-global-variables.html#mathematical-and-cryptographic-functions
@@ -36,136 +31,120 @@ export class OrderValidationUtils {
         const isError = errPercentageTimes1000000.gt(1000);
         return isError;
     }
-    public static validateCancelOrderThrowIfInvalid(
-        order: Order,
-        cancelTakerTokenAmount: BigNumber,
-        filledTakerTokenAmount: BigNumber,
-    ): void {
-        if (cancelTakerTokenAmount.eq(0)) {
-            throw new Error(ExchangeContractErrs.OrderCancelAmountZero);
-        }
-        if (order.takerAssetAmount.eq(filledTakerTokenAmount)) {
-            throw new Error(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
-        }
-        const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
-        if (order.expirationTimeSeconds.lessThan(currentUnixTimestampSec)) {
-            throw new Error(ExchangeContractErrs.OrderCancelExpired);
-        }
-    }
     public static async validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
         exchangeTradeEmulator: ExchangeTransferSimulator,
         signedOrder: SignedOrder,
-        fillTakerTokenAmount: BigNumber,
+        fillTakerAssetAmount: BigNumber,
         senderAddress: string,
-        zrxTokenAddress: string,
+        zrxAssetData: string,
     ): Promise<void> {
-        const fillMakerTokenAmount = OrderValidationUtils._getPartialAmount(
-            fillTakerTokenAmount,
-            signedOrder.takerAssetAmount,
-            signedOrder.makerAssetAmount,
-        );
-        await exchangeTradeEmulator.transferFromAsync(
-            signedOrder.makerAssetData,
-            signedOrder.makerAddress,
-            senderAddress,
-            fillMakerTokenAmount,
-            TradeSide.Maker,
-            TransferType.Trade,
-        );
-        await exchangeTradeEmulator.transferFromAsync(
-            signedOrder.takerAssetData,
-            senderAddress,
-            signedOrder.makerAddress,
-            fillTakerTokenAmount,
-            TradeSide.Taker,
-            TransferType.Trade,
-        );
-        const makerFeeAmount = OrderValidationUtils._getPartialAmount(
-            fillTakerTokenAmount,
-            signedOrder.takerAssetAmount,
-            signedOrder.makerFee,
-        );
-        await exchangeTradeEmulator.transferFromAsync(
-            zrxTokenAddress,
-            signedOrder.makerAddress,
-            signedOrder.feeRecipientAddress,
-            makerFeeAmount,
-            TradeSide.Maker,
-            TransferType.Fee,
-        );
-        const takerFeeAmount = OrderValidationUtils._getPartialAmount(
-            fillTakerTokenAmount,
-            signedOrder.takerAssetAmount,
-            signedOrder.takerFee,
-        );
-        await exchangeTradeEmulator.transferFromAsync(
-            zrxTokenAddress,
-            senderAddress,
-            signedOrder.feeRecipientAddress,
-            takerFeeAmount,
-            TradeSide.Taker,
-            TransferType.Fee,
-        );
+        try {
+            const fillMakerTokenAmount = utils.getPartialAmount(
+                fillTakerAssetAmount,
+                signedOrder.takerAssetAmount,
+                signedOrder.makerAssetAmount,
+            );
+            await exchangeTradeEmulator.transferFromAsync(
+                signedOrder.makerAssetData,
+                signedOrder.makerAddress,
+                senderAddress,
+                fillMakerTokenAmount,
+                TradeSide.Maker,
+                TransferType.Trade,
+            );
+            await exchangeTradeEmulator.transferFromAsync(
+                signedOrder.takerAssetData,
+                senderAddress,
+                signedOrder.makerAddress,
+                fillTakerAssetAmount,
+                TradeSide.Taker,
+                TransferType.Trade,
+            );
+            const makerFeeAmount = utils.getPartialAmount(
+                fillTakerAssetAmount,
+                signedOrder.takerAssetAmount,
+                signedOrder.makerFee,
+            );
+            await exchangeTradeEmulator.transferFromAsync(
+                zrxAssetData,
+                signedOrder.makerAddress,
+                signedOrder.feeRecipientAddress,
+                makerFeeAmount,
+                TradeSide.Maker,
+                TransferType.Fee,
+            );
+            const takerFeeAmount = utils.getPartialAmount(
+                fillTakerAssetAmount,
+                signedOrder.takerAssetAmount,
+                signedOrder.takerFee,
+            );
+            await exchangeTradeEmulator.transferFromAsync(
+                zrxAssetData,
+                senderAddress,
+                signedOrder.feeRecipientAddress,
+                takerFeeAmount,
+                TradeSide.Taker,
+                TransferType.Fee,
+            );
+        } catch (err) {
+            throw new Error(RevertReason.TransferFailed);
+        }
     }
     private static _validateRemainingFillAmountNotZeroOrThrow(
         takerAssetAmount: BigNumber,
         filledTakerTokenAmount: BigNumber,
     ): void {
         if (takerAssetAmount.eq(filledTakerTokenAmount)) {
-            throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero);
+            throw new Error(RevertReason.OrderUnfillable);
         }
     }
     private static _validateOrderNotExpiredOrThrow(expirationTimeSeconds: BigNumber): void {
         const currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
         if (expirationTimeSeconds.lessThan(currentUnixTimestampSec)) {
-            throw new Error(ExchangeContractErrs.OrderFillExpired);
+            throw new Error(RevertReason.OrderUnfillable);
         }
     }
-    private static _getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
-        const fillMakerTokenAmount = numerator
-            .mul(target)
-            .div(denominator)
-            .round(0);
-        return fillMakerTokenAmount;
-    }
-    constructor(exchangeContract: ExchangeContract) {
-        this._exchangeContract = exchangeContract;
+    constructor(orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher) {
+        this._orderFilledCancelledFetcher = orderFilledCancelledFetcher;
     }
     public async validateOrderFillableOrThrowAsync(
         exchangeTradeEmulator: ExchangeTransferSimulator,
         signedOrder: SignedOrder,
-        zrxTokenAddress: string,
+        zrxAssetData: string,
         expectedFillTakerTokenAmount?: BigNumber,
     ): Promise<void> {
         const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
-        const filledTakerTokenAmount = await this._exchangeContract.filled.callAsync(orderHash);
+        const filledTakerTokenAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
         OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
             signedOrder.takerAssetAmount,
             filledTakerTokenAmount,
         );
         OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds);
-        let fillTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount);
+        let fillTakerAssetAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount);
         if (!_.isUndefined(expectedFillTakerTokenAmount)) {
-            fillTakerTokenAmount = expectedFillTakerTokenAmount;
+            fillTakerAssetAmount = expectedFillTakerTokenAmount;
         }
         await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
             exchangeTradeEmulator,
             signedOrder,
-            fillTakerTokenAmount,
+            fillTakerAssetAmount,
             signedOrder.takerAddress,
-            zrxTokenAddress,
+            zrxAssetData,
         );
     }
     public async validateFillOrderThrowIfInvalidAsync(
         exchangeTradeEmulator: ExchangeTransferSimulator,
         provider: Provider,
         signedOrder: SignedOrder,
-        fillTakerTokenAmount: BigNumber,
+        fillTakerAssetAmount: BigNumber,
         takerAddress: string,
-        zrxTokenAddress: string,
+        zrxAssetData: string,
     ): Promise<BigNumber> {
-        if (fillTakerTokenAmount.eq(0)) {
-            throw new Error(ExchangeContractErrs.OrderFillAmountZero);
+        if (fillTakerAssetAmount.eq(0)) {
+            throw new Error(RevertReason.InvalidTakerAmount);
+        }
+        if (signedOrder.makerAssetAmount.eq(0) || signedOrder.takerAssetAmount.eq(0)) {
+            throw new Error(RevertReason.OrderUnfillable);
         }
         const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
         const isValid = await isValidSignatureAsync(
@@ -177,34 +156,34 @@ export class OrderValidationUtils {
         if (!isValid) {
             throw new Error(OrderError.InvalidSignature);
         }
-        const filledTakerTokenAmount = await this._exchangeContract.filled.callAsync(orderHash);
+        const filledTakerTokenAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash);
         OrderValidationUtils._validateRemainingFillAmountNotZeroOrThrow(
             signedOrder.takerAssetAmount,
             filledTakerTokenAmount,
         );
         if (signedOrder.takerAddress !== constants.NULL_ADDRESS && signedOrder.takerAddress !== takerAddress) {
-            throw new Error(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
+            throw new Error(RevertReason.InvalidTaker);
         }
         OrderValidationUtils._validateOrderNotExpiredOrThrow(signedOrder.expirationTimeSeconds);
         const remainingTakerTokenAmount = signedOrder.takerAssetAmount.minus(filledTakerTokenAmount);
-        const desiredFillTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerTokenAmount)
+        const desiredFillTakerTokenAmount = remainingTakerTokenAmount.lessThan(fillTakerAssetAmount)
             ? remainingTakerTokenAmount
-            : fillTakerTokenAmount;
+            : fillTakerAssetAmount;
         await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
             exchangeTradeEmulator,
             signedOrder,
             desiredFillTakerTokenAmount,
             takerAddress,
-            zrxTokenAddress,
+            zrxAssetData,
         );
 
         const wouldRoundingErrorOccur = OrderValidationUtils.isRoundingError(
-            filledTakerTokenAmount,
+            desiredFillTakerTokenAmount,
             signedOrder.takerAssetAmount,
             signedOrder.makerAssetAmount,
         );
         if (wouldRoundingErrorOccur) {
-            throw new Error(ExchangeContractErrs.OrderFillRoundingError);
+            throw new Error(RevertReason.RoundingError);
         }
         return filledTakerTokenAmount;
     }
@@ -212,20 +191,20 @@ export class OrderValidationUtils {
         exchangeTradeEmulator: ExchangeTransferSimulator,
         provider: Provider,
         signedOrder: SignedOrder,
-        fillTakerTokenAmount: BigNumber,
+        fillTakerAssetAmount: BigNumber,
         takerAddress: string,
-        zrxTokenAddress: string,
+        zrxAssetData: string,
     ): Promise<void> {
         const filledTakerTokenAmount = await this.validateFillOrderThrowIfInvalidAsync(
             exchangeTradeEmulator,
             provider,
             signedOrder,
-            fillTakerTokenAmount,
+            fillTakerAssetAmount,
             takerAddress,
-            zrxTokenAddress,
+            zrxAssetData,
         );
-        if (filledTakerTokenAmount !== fillTakerTokenAmount) {
-            throw new Error(ExchangeContractErrs.InsufficientRemainingFillAmount);
+        if (filledTakerTokenAmount !== fillTakerAssetAmount) {
+            throw new Error(RevertReason.OrderUnfillable);
         }
     }
 }
diff --git a/packages/order-utils/src/remaining_fillable_calculator.ts b/packages/order-utils/src/remaining_fillable_calculator.ts
index bc146e931..29e19e5ab 100644
--- a/packages/order-utils/src/remaining_fillable_calculator.ts
+++ b/packages/order-utils/src/remaining_fillable_calculator.ts
@@ -23,9 +23,9 @@ export class RemainingFillableCalculator {
         this._transferrableAssetAmount = transferrableAssetAmount;
         this._transferrableFeeAmount = transferrableFeeAmount;
         this._remainingOrderAssetAmount = remainingOrderAssetAmount;
-        this._remainingOrderFeeAmount = remainingOrderAssetAmount
-            .times(this._orderFee)
-            .dividedToIntegerBy(this._orderAssetAmount);
+        this._remainingOrderFeeAmount = orderAssetAmount.eq(0)
+            ? new BigNumber(0)
+            : remainingOrderAssetAmount.times(orderFee).dividedToIntegerBy(orderAssetAmount);
     }
     public computeRemainingFillable(): BigNumber {
         if (this._hasSufficientFundsForFeeAndTransferAmount()) {
diff --git a/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts b/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts
index 08d50b924..e7352119d 100644
--- a/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts
+++ b/packages/order-utils/src/store/balance_and_proxy_allowance_lazy_store.ts
@@ -19,8 +19,8 @@ export class BalanceAndProxyAllowanceLazyStore implements AbstractBalanceAndProx
             [userAddress: string]: BigNumber;
         };
     };
-    constructor(token: AbstractBalanceAndProxyAllowanceFetcher) {
-        this._balanceAndProxyAllowanceFetcher = token;
+    constructor(balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher) {
+        this._balanceAndProxyAllowanceFetcher = balanceAndProxyAllowanceFetcher;
         this._balance = {};
         this._proxyAllowance = {};
     }
diff --git a/packages/order-utils/src/utils.ts b/packages/order-utils/src/utils.ts
index 6149316f6..7aaaf0609 100644
--- a/packages/order-utils/src/utils.ts
+++ b/packages/order-utils/src/utils.ts
@@ -12,4 +12,11 @@ export const utils = {
         const milisecondsInSecond = 1000;
         return new BigNumber(Date.now() / milisecondsInSecond).round();
     },
+    getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber {
+        const fillMakerTokenAmount = numerator
+            .mul(target)
+            .div(denominator)
+            .round(0);
+        return fillMakerTokenAmount;
+    },
 };
diff --git a/packages/order-utils/test/exchange_transfer_simulator_test.ts b/packages/order-utils/test/exchange_transfer_simulator_test.ts
index 52385f611..bed04d879 100644
--- a/packages/order-utils/test/exchange_transfer_simulator_test.ts
+++ b/packages/order-utils/test/exchange_transfer_simulator_test.ts
@@ -4,6 +4,7 @@ import { BigNumber } from '@0xproject/utils';
 import * as chai from 'chai';
 
 import { artifacts } from '../src/artifacts';
+import { assetProxyUtils } from '../src/asset_proxy_utils';
 import { constants } from '../src/constants';
 import { ExchangeTransferSimulator } from '../src/exchange_transfer_simulator';
 import { DummyERC20TokenContract } from '../src/generated_contract_wrappers/dummy_e_r_c20_token';
@@ -27,7 +28,7 @@ describe('ExchangeTransferSimulator', async () => {
     let coinbase: string;
     let sender: string;
     let recipient: string;
-    let exampleTokenAddress: string;
+    let exampleAssetData: string;
     let exchangeTransferSimulator: ExchangeTransferSimulator;
     let txHash: string;
     let erc20ProxyAddress: string;
@@ -65,7 +66,7 @@ describe('ExchangeTransferSimulator', async () => {
             totalSupply,
         );
 
-        exampleTokenAddress = dummyERC20Token.address;
+        exampleAssetData = assetProxyUtils.encodeERC20AssetData(dummyERC20Token.address);
     });
     beforeEach(async () => {
         await blockchainLifecycle.startAsync();
@@ -91,7 +92,7 @@ describe('ExchangeTransferSimulator', async () => {
         it("throws if the user doesn't have enough allowance", async () => {
             return expect(
                 exchangeTransferSimulator.transferFromAsync(
-                    exampleTokenAddress,
+                    exampleAssetData,
                     sender,
                     recipient,
                     transferAmount,
@@ -107,7 +108,7 @@ describe('ExchangeTransferSimulator', async () => {
             await web3Wrapper.awaitTransactionSuccessAsync(txHash);
             return expect(
                 exchangeTransferSimulator.transferFromAsync(
-                    exampleTokenAddress,
+                    exampleAssetData,
                     sender,
                     recipient,
                     transferAmount,
@@ -128,7 +129,7 @@ describe('ExchangeTransferSimulator', async () => {
             await web3Wrapper.awaitTransactionSuccessAsync(txHash);
 
             await exchangeTransferSimulator.transferFromAsync(
-                exampleTokenAddress,
+                exampleAssetData,
                 sender,
                 recipient,
                 transferAmount,
@@ -136,9 +137,9 @@ describe('ExchangeTransferSimulator', async () => {
                 TransferType.Trade,
             );
             const store = (exchangeTransferSimulator as any)._store;
-            const senderBalance = await store.getBalanceAsync(exampleTokenAddress, sender);
-            const recipientBalance = await store.getBalanceAsync(exampleTokenAddress, recipient);
-            const senderProxyAllowance = await store.getProxyAllowanceAsync(exampleTokenAddress, sender);
+            const senderBalance = await store.getBalanceAsync(exampleAssetData, sender);
+            const recipientBalance = await store.getBalanceAsync(exampleAssetData, recipient);
+            const senderProxyAllowance = await store.getProxyAllowanceAsync(exampleAssetData, sender);
             expect(senderBalance).to.be.bignumber.equal(0);
             expect(recipientBalance).to.be.bignumber.equal(transferAmount);
             expect(senderProxyAllowance).to.be.bignumber.equal(0);
@@ -157,7 +158,7 @@ describe('ExchangeTransferSimulator', async () => {
             );
             await web3Wrapper.awaitTransactionSuccessAsync(txHash);
             await exchangeTransferSimulator.transferFromAsync(
-                exampleTokenAddress,
+                exampleAssetData,
                 sender,
                 recipient,
                 transferAmount,
@@ -165,9 +166,9 @@ describe('ExchangeTransferSimulator', async () => {
                 TransferType.Trade,
             );
             const store = (exchangeTransferSimulator as any)._store;
-            const senderBalance = await store.getBalanceAsync(exampleTokenAddress, sender);
-            const recipientBalance = await store.getBalanceAsync(exampleTokenAddress, recipient);
-            const senderProxyAllowance = await store.getProxyAllowanceAsync(exampleTokenAddress, sender);
+            const senderBalance = await store.getBalanceAsync(exampleAssetData, sender);
+            const recipientBalance = await store.getBalanceAsync(exampleAssetData, recipient);
+            const senderProxyAllowance = await store.getProxyAllowanceAsync(exampleAssetData, sender);
             expect(senderBalance).to.be.bignumber.equal(0);
             expect(recipientBalance).to.be.bignumber.equal(transferAmount);
             expect(senderProxyAllowance).to.be.bignumber.equal(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS);