Add contracts to packages, fix most linting errors

packages/contracts/test/ts/exchange/core.ts

@@ -0,0 +1,744 @@
+import {ZeroEx} from '0x.js';
+import {BigNumber} from 'bignumber.js';
+import * as chai from 'chai';
+import ethUtil = require('ethereumjs-util');
+import * as Web3 from 'web3';
+
+import {Artifacts} from '../../../util/artifacts';
+import {Balances} from '../../../util/balances';
+import {constants} from '../../../util/constants';
+import {crypto} from '../../../util/crypto';
+import {ExchangeWrapper} from '../../../util/exchange_wrapper';
+import {Order} from '../../../util/order';
+import {OrderFactory} from '../../../util/order_factory';
+import {BalancesByOwner, ContractInstance, ExchangeContractErrs} from '../../../util/types';
+import {chaiSetup} from '../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+const {
+  Exchange,
+  TokenTransferProxy,
+  DummyToken,
+  TokenRegistry,
+  MaliciousToken,
+} = new Artifacts(artifacts);
+
+// In order to benefit from type-safety, we re-assign the global web3 instance injected by Truffle
+// with type `any` to a variable of type `Web3`.
+const web3: Web3 = (global as any).web3;
+
+contract('Exchange', (accounts: string[]) => {
+  const maker = accounts[0];
+  const tokenOwner = accounts[0];
+  const taker = accounts[1] || accounts[accounts.length - 1];
+  const feeRecipient = accounts[2] || accounts[accounts.length - 1];
+
+  const INITIAL_BALANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+  const INITIAL_ALLOWANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+
+  let rep: ContractInstance;
+  let dgd: ContractInstance;
+  let zrx: ContractInstance;
+  let exchange: ContractInstance;
+  let tokenRegistry: ContractInstance;
+
+  let order: Order;
+  let balances: BalancesByOwner;
+  let exWrapper: ExchangeWrapper;
+  let dmyBalances: Balances;
+  let orderFactory: OrderFactory;
+
+  let zeroEx: ZeroEx;
+
+  before(async () => {
+    [tokenRegistry, exchange] = await Promise.all([
+      TokenRegistry.deployed(),
+      Exchange.deployed(),
+    ]);
+    exWrapper = new ExchangeWrapper(exchange);
+    zeroEx = new ZeroEx(web3.currentProvider, {
+        exchangeContractAddress: exchange.address,
+    });
+
+    const [repAddress, dgdAddress, zrxAddress] = await Promise.all([
+      tokenRegistry.getTokenAddressBySymbol('REP'),
+      tokenRegistry.getTokenAddressBySymbol('DGD'),
+      tokenRegistry.getTokenAddressBySymbol('ZRX'),
+    ]);
+
+    const defaultOrderParams = {
+      exchangeContractAddress: Exchange.address,
+      maker,
+      feeRecipient,
+      makerToken: repAddress,
+      takerToken: dgdAddress,
+      makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+      takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+      makerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
+      takerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
+    };
+    orderFactory = new OrderFactory(defaultOrderParams);
+
+    [rep, dgd, zrx] = await Promise.all([
+      DummyToken.at(repAddress),
+      DummyToken.at(dgdAddress),
+      DummyToken.at(zrxAddress),
+    ]);
+    dmyBalances = new Balances([rep, dgd, zrx], [maker, taker, feeRecipient]);
+    await Promise.all([
+      rep.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: maker}),
+      rep.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: taker}),
+      rep.setBalance(maker, INITIAL_BALANCE, {from: tokenOwner}),
+      rep.setBalance(taker, INITIAL_BALANCE, {from: tokenOwner}),
+      dgd.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: maker}),
+      dgd.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: taker}),
+      dgd.setBalance(maker, INITIAL_BALANCE, {from: tokenOwner}),
+      dgd.setBalance(taker, INITIAL_BALANCE, {from: tokenOwner}),
+      zrx.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: maker}),
+      zrx.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: taker}),
+      zrx.setBalance(maker, INITIAL_BALANCE, {from: tokenOwner}),
+      zrx.setBalance(taker, INITIAL_BALANCE, {from: tokenOwner}),
+    ]);
+  });
+
+  describe('internal functions', () => {
+    it('should include transferViaTokenTransferProxy', () => {
+      expect(exchange.transferViaTokenTransferProxy).to.be.undefined();
+    });
+
+    it('should include isTransferable', () => {
+      expect(exchange.isTransferable).to.be.undefined();
+    });
+
+    it('should include getBalance', () => {
+      expect(exchange.getBalance).to.be.undefined();
+    });
+
+    it('should include getAllowance', () => {
+      expect(exchange.getAllowance).to.be.undefined();
+    });
+  });
+
+  describe('fillOrder', () => {
+    beforeEach(async () => {
+      balances = await dmyBalances.getAsync();
+      order = await orderFactory.newSignedOrderAsync();
+    });
+
+    it('should create an unfillable order', async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        makerTokenAmount: new BigNumber(1001),
+        takerTokenAmount: new BigNumber(3),
+      });
+
+      const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex);
+      expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0);
+
+      const fillTakerTokenAmount1 = new BigNumber(2);
+      await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount: fillTakerTokenAmount1});
+
+      const filledTakerTokenAmountAfter1 = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex);
+      expect(filledTakerTokenAmountAfter1).to.be.bignumber.equal(fillTakerTokenAmount1);
+
+      const fillTakerTokenAmount2 = new BigNumber(1);
+      await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount: fillTakerTokenAmount2});
+
+      const filledTakerTokenAmountAfter2 = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex);
+      expect(filledTakerTokenAmountAfter2).to.be.bignumber.equal(filledTakerTokenAmountAfter1);
+    });
+
+    it('should transfer the correct amounts when makerTokenAmount === takerTokenAmount', async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+        takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+      });
+
+      const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex);
+      expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0);
+
+      const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+      await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount});
+
+      const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex);
+      expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(fillTakerTokenAmount);
+
+      const newBalances = await dmyBalances.getAsync();
+
+      const fillMakerTokenAmount = fillTakerTokenAmount
+                                   .times(order.params.makerTokenAmount)
+                                   .dividedToIntegerBy(order.params.takerTokenAmount);
+      const paidMakerFee = order.params.makerFee
+                           .times(fillMakerTokenAmount)
+                           .dividedToIntegerBy(order.params.makerTokenAmount);
+      const paidTakerFee = order.params.takerFee
+                           .times(fillMakerTokenAmount)
+                           .dividedToIntegerBy(order.params.makerTokenAmount);
+      expect(newBalances[maker][order.params.makerToken])
+        .to.be.bignumber.equal(balances[maker][order.params.makerToken].minus(fillMakerTokenAmount));
+      expect(newBalances[maker][order.params.takerToken])
+        .to.be.bignumber.equal(balances[maker][order.params.takerToken].add(fillTakerTokenAmount));
+      expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(balances[maker][zrx.address].minus(paidMakerFee));
+      expect(newBalances[taker][order.params.takerToken])
+        .to.be.bignumber.equal(balances[taker][order.params.takerToken].minus(fillTakerTokenAmount));
+      expect(newBalances[taker][order.params.makerToken])
+        .to.be.bignumber.equal(balances[taker][order.params.makerToken].add(fillMakerTokenAmount));
+      expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(balances[taker][zrx.address].minus(paidTakerFee));
+      expect(newBalances[feeRecipient][zrx.address])
+        .to.be.bignumber.equal(balances[feeRecipient][zrx.address].add(paidMakerFee.add(paidTakerFee)));
+    });
+
+    it('should transfer the correct amounts when makerTokenAmount > takerTokenAmount', async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+        takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+      });
+
+      const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex);
+      expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0);
+
+      const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+      await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount});
+
+      const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex);
+      expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(fillTakerTokenAmount);
+
+      const newBalances = await dmyBalances.getAsync();
+
+      const fillMakerTokenAmount = fillTakerTokenAmount
+                                   .times(order.params.makerTokenAmount)
+                                   .dividedToIntegerBy(order.params.takerTokenAmount);
+      const paidMakerFee = order.params.makerFee
+                           .times(fillMakerTokenAmount)
+                           .dividedToIntegerBy(order.params.makerTokenAmount);
+      const paidTakerFee = order.params.takerFee
+                           .times(fillMakerTokenAmount)
+                           .dividedToIntegerBy(order.params.makerTokenAmount);
+      expect(newBalances[maker][order.params.makerToken])
+        .to.be.bignumber.equal(balances[maker][order.params.makerToken].minus(fillMakerTokenAmount));
+      expect(newBalances[maker][order.params.takerToken])
+        .to.be.bignumber.equal(balances[maker][order.params.takerToken].add(fillTakerTokenAmount));
+      expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(balances[maker][zrx.address].minus(paidMakerFee));
+      expect(newBalances[taker][order.params.takerToken])
+        .to.be.bignumber.equal(balances[taker][order.params.takerToken].minus(fillTakerTokenAmount));
+      expect(newBalances[taker][order.params.makerToken])
+        .to.be.bignumber.equal(balances[taker][order.params.makerToken].add(fillMakerTokenAmount));
+      expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(balances[taker][zrx.address].minus(paidTakerFee));
+      expect(newBalances[feeRecipient][zrx.address])
+        .to.be.bignumber.equal(balances[feeRecipient][zrx.address].add(paidMakerFee.add(paidTakerFee)));
+    });
+
+    it('should transfer the correct amounts when makerTokenAmount < takerTokenAmount', async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+        takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+      });
+
+      const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex);
+      expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0);
+
+      const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+      await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount});
+
+      const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex);
+      expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(fillTakerTokenAmount);
+
+      const newBalances = await dmyBalances.getAsync();
+
+      const fillMakerTokenAmount = fillTakerTokenAmount
+                                   .times(order.params.makerTokenAmount)
+                                   .dividedToIntegerBy(order.params.takerTokenAmount);
+      const paidMakerFee = order.params.makerFee
+                           .times(fillMakerTokenAmount)
+                           .dividedToIntegerBy(order.params.makerTokenAmount);
+      const paidTakerFee = order.params.takerFee
+                           .times(fillMakerTokenAmount)
+                           .dividedToIntegerBy(order.params.makerTokenAmount);
+      expect(newBalances[maker][order.params.makerToken])
+        .to.be.bignumber.equal(balances[maker][order.params.makerToken].minus(fillMakerTokenAmount));
+      expect(newBalances[maker][order.params.takerToken])
+        .to.be.bignumber.equal(balances[maker][order.params.takerToken].add(fillTakerTokenAmount));
+      expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(balances[maker][zrx.address].minus(paidMakerFee));
+      expect(newBalances[taker][order.params.takerToken])
+        .to.be.bignumber.equal(balances[taker][order.params.takerToken].minus(fillTakerTokenAmount));
+      expect(newBalances[taker][order.params.makerToken])
+        .to.be.bignumber.equal(balances[taker][order.params.makerToken].add(fillMakerTokenAmount));
+      expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(balances[taker][zrx.address].minus(paidTakerFee));
+      expect(newBalances[feeRecipient][zrx.address])
+        .to.be.bignumber.equal(balances[feeRecipient][zrx.address].add(paidMakerFee.add(paidTakerFee)));
+    });
+
+    it('should transfer the correct amounts when taker is specified and order is claimed by taker', async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        taker,
+        makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+        takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+      });
+
+      const filledTakerTokenAmountBefore = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex);
+      expect(filledTakerTokenAmountBefore).to.be.bignumber.equal(0);
+
+      const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+      await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount});
+
+      const filledTakerTokenAmountAfter = await zeroEx.exchange.getFilledTakerAmountAsync(order.params.orderHashHex);
+      const expectedFillAmountTAfter = fillTakerTokenAmount.add(filledTakerTokenAmountBefore);
+      expect(filledTakerTokenAmountAfter).to.be.bignumber.equal(expectedFillAmountTAfter);
+
+      const newBalances = await dmyBalances.getAsync();
+
+      const fillMakerTokenAmount = fillTakerTokenAmount
+                                   .times(order.params.makerTokenAmount)
+                                   .dividedToIntegerBy(order.params.takerTokenAmount);
+      const paidMakerFee = order.params.makerFee
+                           .times(fillMakerTokenAmount)
+                           .dividedToIntegerBy(order.params.makerTokenAmount);
+      const paidTakerFee = order.params.takerFee
+                           .times(fillMakerTokenAmount)
+                           .dividedToIntegerBy(order.params.makerTokenAmount);
+      expect(newBalances[maker][order.params.makerToken])
+        .to.be.bignumber.equal(balances[maker][order.params.makerToken].minus(fillMakerTokenAmount));
+      expect(newBalances[maker][order.params.takerToken])
+        .to.be.bignumber.equal(balances[maker][order.params.takerToken].add(fillTakerTokenAmount));
+      expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(balances[maker][zrx.address].minus(paidMakerFee));
+      expect(newBalances[taker][order.params.takerToken])
+        .to.be.bignumber.equal(balances[taker][order.params.takerToken].minus(fillTakerTokenAmount));
+      expect(newBalances[taker][order.params.makerToken])
+        .to.be.bignumber.equal(balances[taker][order.params.makerToken].add(fillMakerTokenAmount));
+      expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(balances[taker][zrx.address].minus(paidTakerFee));
+      expect(newBalances[feeRecipient][zrx.address])
+        .to.be.bignumber.equal(balances[feeRecipient][zrx.address].add(paidMakerFee.add(paidTakerFee)));
+    });
+
+    it('should fill remaining value if fillTakerTokenAmount > remaining takerTokenAmount', async () => {
+      const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+      await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount});
+
+      const res = await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount: order.params.takerTokenAmount});
+
+      expect(res.logs[0].args.filledTakerTokenAmount)
+        .to.be.bignumber.equal(order.params.takerTokenAmount.minus(fillTakerTokenAmount));
+      const newBalances = await dmyBalances.getAsync();
+
+      expect(newBalances[maker][order.params.makerToken])
+        .to.be.bignumber.equal(balances[maker][order.params.makerToken].minus(order.params.makerTokenAmount));
+      expect(newBalances[maker][order.params.takerToken])
+        .to.be.bignumber.equal(balances[maker][order.params.takerToken].add(order.params.takerTokenAmount));
+      expect(newBalances[maker][zrx.address])
+        .to.be.bignumber.equal(balances[maker][zrx.address].minus(order.params.makerFee));
+      expect(newBalances[taker][order.params.takerToken])
+        .to.be.bignumber.equal(balances[taker][order.params.takerToken].minus(order.params.takerTokenAmount));
+      expect(newBalances[taker][order.params.makerToken])
+        .to.be.bignumber.equal(balances[taker][order.params.makerToken].add(order.params.makerTokenAmount));
+      expect(newBalances[taker][zrx.address])
+        .to.be.bignumber.equal(balances[taker][zrx.address].minus(order.params.takerFee));
+      expect(newBalances[feeRecipient][zrx.address])
+        .to.be.bignumber.equal(
+            balances[feeRecipient][zrx.address].add(order.params.makerFee.add(order.params.takerFee)),
+        );
+    });
+
+    it('should log 1 event with the correct arguments when order has a feeRecipient', async () => {
+      const divisor = 2;
+      const res = await exWrapper.fillOrderAsync(order, taker,
+                                            {fillTakerTokenAmount: order.params.takerTokenAmount.div(divisor)});
+      expect(res.logs).to.have.length(1);
+
+      const logArgs = res.logs[0].args;
+      const expectedFilledMakerTokenAmount = order.params.makerTokenAmount.div(divisor);
+      const expectedFilledTakerTokenAmount = order.params.takerTokenAmount.div(divisor);
+      const expectedFeeMPaid = order.params.makerFee.div(divisor);
+      const expectedFeeTPaid = order.params.takerFee.div(divisor);
+      const tokensHashBuff = crypto.solSHA3([order.params.makerToken, order.params.takerToken]);
+      const expectedTokens = ethUtil.bufferToHex(tokensHashBuff);
+
+      expect(order.params.maker).to.be.equal(logArgs.maker);
+      expect(taker).to.be.equal(logArgs.taker);
+      expect(order.params.feeRecipient).to.be.equal(logArgs.feeRecipient);
+      expect(order.params.makerToken).to.be.equal(logArgs.makerToken);
+      expect(order.params.takerToken).to.be.equal(logArgs.takerToken);
+      expect(expectedFilledMakerTokenAmount).to.be.bignumber.equal(logArgs.filledMakerTokenAmount);
+      expect(expectedFilledTakerTokenAmount).to.be.bignumber.equal(logArgs.filledTakerTokenAmount);
+      expect(expectedFeeMPaid).to.be.bignumber.equal(logArgs.paidMakerFee);
+      expect(expectedFeeTPaid).to.be.bignumber.equal(logArgs.paidTakerFee);
+      expect(expectedTokens).to.be.equal(logArgs.tokens);
+      expect(order.params.orderHashHex).to.be.equal(logArgs.orderHash);
+    });
+
+    it('should log 1 event with the correct arguments when order has no feeRecipient', async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        feeRecipient: ZeroEx.NULL_ADDRESS,
+      });
+      const divisor = 2;
+      const res = await exWrapper.fillOrderAsync(order, taker,
+                                            {fillTakerTokenAmount: order.params.takerTokenAmount.div(divisor)});
+      expect(res.logs).to.have.length(1);
+
+      const logArgs = res.logs[0].args;
+      const expectedFilledMakerTokenAmount = order.params.makerTokenAmount.div(divisor);
+      const expectedFilledTakerTokenAmount = order.params.takerTokenAmount.div(divisor);
+      const expectedFeeMPaid = new BigNumber(0);
+      const expectedFeeTPaid = new BigNumber(0);
+      const tokensHashBuff = crypto.solSHA3([order.params.makerToken, order.params.takerToken]);
+      const expectedTokens = ethUtil.bufferToHex(tokensHashBuff);
+
+      expect(order.params.maker).to.be.equal(logArgs.maker);
+      expect(taker).to.be.equal(logArgs.taker);
+      expect(order.params.feeRecipient).to.be.equal(logArgs.feeRecipient);
+      expect(order.params.makerToken).to.be.equal(logArgs.makerToken);
+      expect(order.params.takerToken).to.be.equal(logArgs.takerToken);
+      expect(expectedFilledMakerTokenAmount).to.be.bignumber.equal(logArgs.filledMakerTokenAmount);
+      expect(expectedFilledTakerTokenAmount).to.be.bignumber.equal(logArgs.filledTakerTokenAmount);
+      expect(expectedFeeMPaid).to.be.bignumber.equal(logArgs.paidMakerFee);
+      expect(expectedFeeTPaid).to.be.bignumber.equal(logArgs.paidTakerFee);
+      expect(expectedTokens).to.be.equal(logArgs.tokens);
+      expect(order.params.orderHashHex).to.be.equal(logArgs.orderHash);
+    });
+
+    it('should throw when taker is specified and order is claimed by other', async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        taker: feeRecipient,
+        makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+        takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+      });
+
+      return expect(exWrapper.fillOrderAsync(order, taker)).to.be.rejectedWith(constants.INVALID_OPCODE);
+    });
+
+    it('should throw if signature is invalid', async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(10), 18),
+      });
+
+      order.params.r = ethUtil.bufferToHex(ethUtil.sha3('invalidR'));
+      order.params.s = ethUtil.bufferToHex(ethUtil.sha3('invalidS'));
+      return expect(exWrapper.fillOrderAsync(order, taker)).to.be.rejectedWith(constants.INVALID_OPCODE);
+    });
+
+    it('should throw if makerTokenAmount is 0', async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        makerTokenAmount: new BigNumber(0),
+      });
+
+      return expect(exWrapper.fillOrderAsync(order, taker)).to.be.rejectedWith(constants.INVALID_OPCODE);
+    });
+
+    it('should throw if takerTokenAmount is 0', async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        takerTokenAmount: new BigNumber(0),
+      });
+
+      return expect(exWrapper.fillOrderAsync(order, taker)).to.be.rejectedWith(constants.INVALID_OPCODE);
+    });
+
+    it('should throw if fillTakerTokenAmount is 0', async () => {
+      order = await orderFactory.newSignedOrderAsync();
+
+      return expect(exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount: new BigNumber(0)}))
+        .to.be.rejectedWith(constants.INVALID_OPCODE);
+    });
+
+    it('should not change balances if maker balances are too low to fill order and \
+        shouldThrowOnInsufficientBalanceOrAllowance = false',
+       async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
+      });
+
+      await exWrapper.fillOrderAsync(order, taker);
+      const newBalances = await dmyBalances.getAsync();
+      expect(newBalances).to.be.deep.equal(balances);
+    });
+
+    it('should throw if maker balances are too low to fill order and \
+        shouldThrowOnInsufficientBalanceOrAllowance = true',
+       async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
+      });
+
+      return expect(exWrapper.fillOrderAsync(order, taker, {shouldThrowOnInsufficientBalanceOrAllowance: true}))
+        .to.be.rejectedWith(constants.INVALID_OPCODE);
+    });
+
+    it('should not change balances if taker balances are too low to fill order and \
+        shouldThrowOnInsufficientBalanceOrAllowance = false',
+       async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
+      });
+
+      await exWrapper.fillOrderAsync(order, taker);
+      const newBalances = await dmyBalances.getAsync();
+      expect(newBalances).to.be.deep.equal(balances);
+    });
+
+    it('should throw if taker balances are too low to fill order and \
+        shouldThrowOnInsufficientBalanceOrAllowance = true',
+       async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
+      });
+
+      return expect(exWrapper.fillOrderAsync(order, taker, {shouldThrowOnInsufficientBalanceOrAllowance: true}))
+        .to.be.rejectedWith(constants.INVALID_OPCODE);
+    });
+
+    it('should not change balances if maker allowances are too low to fill order and \
+        shouldThrowOnInsufficientBalanceOrAllowance = false',
+       async () => {
+      await rep.approve(TokenTransferProxy.address, 0, {from: maker});
+      await exWrapper.fillOrderAsync(order, taker);
+      await rep.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: maker});
+
+      const newBalances = await dmyBalances.getAsync();
+      expect(newBalances).to.be.deep.equal(balances);
+    });
+
+    it('should throw if maker allowances are too low to fill order and \
+        shouldThrowOnInsufficientBalanceOrAllowance = true',
+       async () => {
+      await rep.approve(TokenTransferProxy.address, 0, {from: maker});
+      expect(exWrapper.fillOrderAsync(order, taker, {shouldThrowOnInsufficientBalanceOrAllowance: true}))
+        .to.be.rejectedWith(constants.INVALID_OPCODE);
+      await rep.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: maker});
+    });
+
+    it('should not change balances if taker allowances are too low to fill order and \
+        shouldThrowOnInsufficientBalanceOrAllowance = false',
+       async () => {
+      await dgd.approve(TokenTransferProxy.address, 0, {from: taker});
+      await exWrapper.fillOrderAsync(order, taker);
+      await dgd.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: taker});
+
+      const newBalances = await dmyBalances.getAsync();
+      expect(newBalances).to.be.deep.equal(balances);
+    });
+
+    it('should throw if taker allowances are too low to fill order and \
+        shouldThrowOnInsufficientBalanceOrAllowance = true',
+       async () => {
+      await dgd.approve(TokenTransferProxy.address, 0, {from: taker});
+      expect(exWrapper.fillOrderAsync(order, taker, {shouldThrowOnInsufficientBalanceOrAllowance: true}))
+        .to.be.rejectedWith(constants.INVALID_OPCODE);
+      await dgd.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: taker});
+    });
+
+    it('should not change balances if makerToken is ZRX, makerTokenAmount + makerFee > maker balance, \
+        and shouldThrowOnInsufficientBalanceOrAllowance = false',
+       async () => {
+      const makerZRXBalance = new BigNumber(balances[maker][zrx.address]);
+      order = await orderFactory.newSignedOrderAsync({
+        makerToken: zrx.address,
+        makerTokenAmount: makerZRXBalance,
+        makerFee: new BigNumber(1),
+      });
+      await exWrapper.fillOrderAsync(order, taker);
+      const newBalances = await dmyBalances.getAsync();
+      expect(newBalances).to.be.deep.equal(balances);
+    });
+
+    it('should not change balances if makerToken is ZRX, makerTokenAmount + makerFee > maker allowance, \
+        and shouldThrowOnInsufficientBalanceOrAllowance = false',
+       async () => {
+      const makerZRXAllowance = await zrx.allowance(maker, TokenTransferProxy.address);
+      order = await orderFactory.newSignedOrderAsync({
+        makerToken: zrx.address,
+        makerTokenAmount: new BigNumber(makerZRXAllowance),
+        makerFee: new BigNumber(1),
+      });
+      await exWrapper.fillOrderAsync(order, taker);
+      const newBalances = await dmyBalances.getAsync();
+      expect(newBalances).to.be.deep.equal(balances);
+    });
+
+    it('should not change balances if takerToken is ZRX, takerTokenAmount + takerFee > taker balance, \
+        and shouldThrowOnInsufficientBalanceOrAllowance = false',
+       async () => {
+      const takerZRXBalance = new BigNumber(balances[taker][zrx.address]);
+      order = await orderFactory.newSignedOrderAsync({
+        takerToken: zrx.address,
+        takerTokenAmount: takerZRXBalance,
+        takerFee: new BigNumber(1),
+      });
+      await exWrapper.fillOrderAsync(order, taker);
+      const newBalances = await dmyBalances.getAsync();
+      expect(newBalances).to.be.deep.equal(balances);
+    });
+
+    it('should not change balances if takerToken is ZRX, takerTokenAmount + takerFee > taker allowance, \
+        and shouldThrowOnInsufficientBalanceOrAllowance = false',
+       async () => {
+      const takerZRXAllowance = await zrx.allowance(taker, TokenTransferProxy.address);
+      order = await orderFactory.newSignedOrderAsync({
+        takerToken: zrx.address,
+        takerTokenAmount: new BigNumber(takerZRXAllowance),
+        takerFee: new BigNumber(1),
+      });
+      await exWrapper.fillOrderAsync(order, taker);
+      const newBalances = await dmyBalances.getAsync();
+      expect(newBalances).to.be.deep.equal(balances);
+    });
+
+    it('should throw if getBalance or getAllowance attempts to change state and \
+        shouldThrowOnInsufficientBalanceOrAllowance = false', async () => {
+      const maliciousToken = await MaliciousToken.new();
+      await maliciousToken.approve(TokenTransferProxy.address, INITIAL_ALLOWANCE, {from: taker});
+
+      order = await orderFactory.newSignedOrderAsync({
+        takerToken: maliciousToken.address,
+      });
+
+      return expect(exWrapper.fillOrderAsync(order, taker, {shouldThrowOnInsufficientBalanceOrAllowance: false}))
+        .to.be.rejectedWith(constants.INVALID_OPCODE);
+    });
+
+    it('should not change balances if an order is expired', async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
+      });
+      await exWrapper.fillOrderAsync(order, taker);
+
+      const newBalances = await dmyBalances.getAsync();
+      expect(newBalances).to.be.deep.equal(balances);
+    });
+
+    it('should log an error event if an order is expired', async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
+      });
+
+      const res = await exWrapper.fillOrderAsync(order, taker);
+      expect(res.logs).to.have.length(1);
+      const errCode = res.logs[0].args.errorId.toNumber();
+      expect(errCode).to.be.equal(ExchangeContractErrs.ERROR_ORDER_EXPIRED);
+    });
+
+    it('should log an error event if no value is filled', async () => {
+      await exWrapper.fillOrderAsync(order, taker);
+
+      const res = await exWrapper.fillOrderAsync(order, taker);
+      expect(res.logs).to.have.length(1);
+      const errCode = res.logs[0].args.errorId.toNumber();
+      expect(errCode).to.be.equal(ExchangeContractErrs.ERROR_ORDER_FULLY_FILLED_OR_CANCELLED);
+    });
+  });
+
+  describe('cancelOrder', () => {
+    beforeEach(async () => {
+      balances = await dmyBalances.getAsync();
+      order = await orderFactory.newSignedOrderAsync();
+    });
+
+    it('should throw if not sent by maker', async () => {
+      return expect(exWrapper.cancelOrderAsync(order, taker)).to.be.rejectedWith(constants.INVALID_OPCODE);
+    });
+
+    it('should throw if makerTokenAmount is 0', async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        makerTokenAmount: new BigNumber(0),
+      });
+
+      return expect(exWrapper.cancelOrderAsync(order, maker)).to.be.rejectedWith(constants.INVALID_OPCODE);
+    });
+
+    it('should throw if takerTokenAmount is 0', async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        takerTokenAmount: new BigNumber(0),
+      });
+
+      return expect(exWrapper.cancelOrderAsync(order, maker)).to.be.rejectedWith(constants.INVALID_OPCODE);
+    });
+
+    it('should throw if cancelTakerTokenAmount is 0', async () => {
+      order = await orderFactory.newSignedOrderAsync();
+
+      return expect(exWrapper.cancelOrderAsync(order, maker, {cancelTakerTokenAmount: new BigNumber(0)}))
+        .to.be.rejectedWith(constants.INVALID_OPCODE);
+    });
+
+    it('should be able to cancel a full order', async () => {
+      await exWrapper.cancelOrderAsync(order, maker);
+      await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount: order.params.takerTokenAmount.div(2)});
+
+      const newBalances = await dmyBalances.getAsync();
+      expect(newBalances).to.be.deep.equal(balances);
+    });
+
+    it('should be able to cancel part of an order', async () => {
+      const cancelTakerTokenAmount = order.params.takerTokenAmount.div(2);
+      await exWrapper.cancelOrderAsync(order, maker, {cancelTakerTokenAmount});
+
+      const res = await exWrapper.fillOrderAsync(order, taker, {fillTakerTokenAmount: order.params.takerTokenAmount});
+      expect(res.logs[0].args.filledTakerTokenAmount)
+        .to.be.bignumber.equal(order.params.takerTokenAmount.minus(cancelTakerTokenAmount));
+
+      const newBalances = await dmyBalances.getAsync();
+      const cancelMakerTokenAmount = cancelTakerTokenAmount
+                                     .times(order.params.makerTokenAmount)
+                                     .dividedToIntegerBy(order.params.takerTokenAmount);
+      const paidMakerFee = order.params.makerFee
+                           .times(cancelMakerTokenAmount)
+                           .dividedToIntegerBy(order.params.makerTokenAmount);
+      const paidTakerFee = order.params.takerFee
+                           .times(cancelMakerTokenAmount)
+                           .dividedToIntegerBy(order.params.makerTokenAmount);
+      expect(newBalances[maker][order.params.makerToken])
+        .to.be.bignumber.equal(balances[maker][order.params.makerToken].minus(cancelMakerTokenAmount));
+      expect(newBalances[maker][order.params.takerToken])
+        .to.be.bignumber.equal(balances[maker][order.params.takerToken].add(cancelTakerTokenAmount));
+      expect(newBalances[maker][zrx.address])
+        .to.be.bignumber.equal(balances[maker][zrx.address].minus(paidMakerFee));
+      expect(newBalances[taker][order.params.takerToken])
+        .to.be.bignumber.equal(balances[taker][order.params.takerToken].minus(cancelTakerTokenAmount));
+      expect(newBalances[taker][order.params.makerToken])
+        .to.be.bignumber.equal(balances[taker][order.params.makerToken].add(cancelMakerTokenAmount));
+      expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(balances[taker][zrx.address].minus(paidTakerFee));
+      expect(newBalances[feeRecipient][zrx.address])
+        .to.be.bignumber.equal(balances[feeRecipient][zrx.address].add(paidMakerFee.add(paidTakerFee)));
+    });
+
+    it('should log 1 event with correct arguments', async () => {
+      const divisor = 2;
+      const res = await exWrapper.cancelOrderAsync(order, maker,
+                                              {cancelTakerTokenAmount: order.params.takerTokenAmount.div(divisor)});
+      expect(res.logs).to.have.length(1);
+
+      const logArgs = res.logs[0].args;
+      const expectedCancelledMakerTokenAmount = order.params.makerTokenAmount.div(divisor);
+      const expectedCancelledTakerTokenAmount = order.params.takerTokenAmount.div(divisor);
+      const tokensHashBuff = crypto.solSHA3([order.params.makerToken, order.params.takerToken]);
+      const expectedTokens = ethUtil.bufferToHex(tokensHashBuff);
+
+      expect(order.params.maker).to.be.equal(logArgs.maker);
+      expect(order.params.feeRecipient).to.be.equal(logArgs.feeRecipient);
+      expect(order.params.makerToken).to.be.equal(logArgs.makerToken);
+      expect(order.params.takerToken).to.be.equal(logArgs.takerToken);
+      expect(expectedCancelledMakerTokenAmount).to.be.bignumber.equal(logArgs.cancelledMakerTokenAmount);
+      expect(expectedCancelledTakerTokenAmount).to.be.bignumber.equal(logArgs.cancelledTakerTokenAmount);
+      expect(expectedTokens).to.be.equal(logArgs.tokens);
+      expect(order.params.orderHashHex).to.be.equal(logArgs.orderHash);
+    });
+
+    it('should not log events if no value is cancelled', async () => {
+      await exWrapper.cancelOrderAsync(order, maker);
+
+      const res = await exWrapper.cancelOrderAsync(order, maker);
+      expect(res.logs).to.have.length(1);
+      const errId = res.logs[0].args.errorId.toNumber();
+      const errCode = res.logs[0].args.errorId.toNumber();
+      expect(errCode).to.be.equal(ExchangeContractErrs.ERROR_ORDER_FULLY_FILLED_OR_CANCELLED);
+    });
+
+    it('should not log events if order is expired', async () => {
+      order = await orderFactory.newSignedOrderAsync({
+        expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
+      });
+
+      const res = await exWrapper.cancelOrderAsync(order, maker);
+      expect(res.logs).to.have.length(1);
+      const errCode = res.logs[0].args.errorId.toNumber();
+      expect(errCode).to.be.equal(ExchangeContractErrs.ERROR_ORDER_EXPIRED);
+    });
+  });
+});

packages/contracts/test/ts/exchange/helpers.ts

@@ -0,0 +1,173 @@
+import {ZeroEx} from '0x.js';
+import {BigNumber} from 'bignumber.js';
+import * as chai from 'chai';
+import ethUtil = require('ethereumjs-util');
+
+import {Artifacts} from '../../../util/artifacts';
+import {ExchangeWrapper} from '../../../util/exchange_wrapper';
+import {Order} from '../../../util/order';
+import {OrderFactory} from '../../../util/order_factory';
+import {chaiSetup} from '../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+const {
+  Exchange,
+  TokenRegistry,
+} = new Artifacts(artifacts);
+
+contract('Exchange', (accounts: string[]) => {
+  const maker = accounts[0];
+  const feeRecipient = accounts[1] || accounts[accounts.length - 1];
+
+  let order: Order;
+  let exchangeWrapper: ExchangeWrapper;
+  let orderFactory: OrderFactory;
+
+  before(async () => {
+    const [tokenRegistry, exchange] = await Promise.all([
+      TokenRegistry.deployed(),
+      Exchange.deployed(),
+    ]);
+    exchangeWrapper = new ExchangeWrapper(exchange);
+    const [repAddress, dgdAddress] = await Promise.all([
+      tokenRegistry.getTokenAddressBySymbol('REP'),
+      tokenRegistry.getTokenAddressBySymbol('DGD'),
+    ]);
+    const defaultOrderParams = {
+      exchangeContractAddress: Exchange.address,
+      maker,
+      feeRecipient,
+      makerToken: repAddress,
+      takerToken: dgdAddress,
+      makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+      takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+      makerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
+      takerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
+    };
+    orderFactory = new OrderFactory(defaultOrderParams);
+  });
+
+  beforeEach(async () => {
+    order = await orderFactory.newSignedOrderAsync();
+  });
+
+  describe('getOrderHash', () => {
+    it('should output the correct orderHash', async () => {
+      const orderHashHex = await exchangeWrapper.getOrderHashAsync(order);
+      expect(order.params.orderHashHex).to.be.equal(orderHashHex);
+    });
+  });
+
+  describe('isValidSignature', () => {
+    beforeEach(async () => {
+      order = await orderFactory.newSignedOrderAsync();
+    });
+
+    it('should return true with a valid signature', async () => {
+      const success = await exchangeWrapper.isValidSignatureAsync(order);
+      const isValidSignature = order.isValidSignature();
+      expect(isValidSignature).to.be.true();
+      expect(success).to.be.true();
+    });
+
+    it('should return false with an invalid signature', async () => {
+      order.params.r = ethUtil.bufferToHex(ethUtil.sha3('invalidR'));
+      order.params.s = ethUtil.bufferToHex(ethUtil.sha3('invalidS'));
+      const success = await exchangeWrapper.isValidSignatureAsync(order);
+      expect(order.isValidSignature()).to.be.false();
+      expect(success).to.be.false();
+    });
+  });
+
+  describe('isRoundingError', () => {
+    it('should return false if there is a rounding error of 0.1%', async () => {
+      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%
+      const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+      expect(isRoundingError).to.be.false();
+    });
+
+    it('should return false if there is a rounding of 0.09%', async () => {
+      const numerator = new BigNumber(20);
+      const denominator = new BigNumber(9991);
+      const target = new BigNumber(500);
+      // rounding error = ((20*500/9991) - floor(20*500/9991)) / (20*500/9991) = 0.09%
+      const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+      expect(isRoundingError).to.be.false();
+    });
+
+    it('should return true if there is a rounding error of 0.11%', async () => {
+      const numerator = new BigNumber(20);
+      const denominator = new BigNumber(9989);
+      const target = new BigNumber(500);
+      // rounding error = ((20*500/9989) - floor(20*500/9989)) / (20*500/9989) = 0.011%
+      const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+      expect(isRoundingError).to.be.true();
+    });
+
+    it('should return true if there is a rounding error > 0.1%', async () => {
+      const numerator = new BigNumber(3);
+      const denominator = new BigNumber(7);
+      const target = new BigNumber(10);
+      // rounding error = ((3*10/7) - floor(3*10/7)) / (3*10/7) = 6.67%
+      const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+      expect(isRoundingError).to.be.true();
+    });
+
+    it('should return false when there is no rounding error', async () => {
+      const numerator = new BigNumber(1);
+      const denominator = new BigNumber(2);
+      const target = new BigNumber(10);
+
+      const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+      expect(isRoundingError).to.be.false();
+    });
+
+    it('should return false when there is rounding error <= 0.1%', async () => {
+      // randomly generated numbers
+      const numerator = new BigNumber(76564);
+      const denominator = new BigNumber(676373677);
+      const target = new BigNumber(105762562);
+      // rounding error = ((76564*105762562/676373677) - floor(76564*105762562/676373677)) /
+      // (76564*105762562/676373677) = 0.0007%
+      const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
+      expect(isRoundingError).to.be.false();
+    });
+  });
+
+  describe('getPartialAmount', () => {
+    it('should return the numerator/denominator*target', async () => {
+      const numerator = new BigNumber(1);
+      const denominator = new BigNumber(2);
+      const target = new BigNumber(10);
+
+      const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target);
+      const expectedPartialAmount = 5;
+      expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount);
+    });
+
+    it('should round down', async () => {
+      const numerator = new BigNumber(2);
+      const denominator = new BigNumber(3);
+      const target = new BigNumber(10);
+
+      const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target);
+      const expectedPartialAmount = 6;
+      expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount);
+    });
+
+    it('should round .5 down', async () => {
+      const numerator = new BigNumber(1);
+      const denominator = new BigNumber(20);
+      const target = new BigNumber(10);
+
+      const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target);
+      const expectedPartialAmount = 0;
+      expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount);
+    });
+  });
+});

packages/contracts/test/ts/exchange/wrapper.ts

@@ -0,0 +1,317 @@
+import {ZeroEx} from '0x.js';
+import {BigNumber} from 'bignumber.js';
+import * as chai from 'chai';
+import * as _ from 'lodash';
+
+import {Artifacts} from '../../../util/artifacts';
+import {Balances} from '../../../util/balances';
+import {constants} from '../../../util/constants';
+import {ExchangeWrapper} from '../../../util/exchange_wrapper';
+import {Order} from '../../../util/order';
+import {OrderFactory} from '../../../util/order_factory';
+import {BalancesByOwner, ContractInstance} from '../../../util/types';
+import {chaiSetup} from '../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+const {
+  Exchange,
+  TokenTransferProxy,
+  DummyToken,
+  TokenRegistry,
+} = new Artifacts(artifacts);
+
+contract('Exchange', (accounts: string[]) => {
+  const maker = accounts[0];
+  const tokenOwner = accounts[0];
+  const taker = accounts[1] || accounts[accounts.length - 1];
+  const feeRecipient = accounts[2] || accounts[accounts.length - 1];
+
+  const INIT_BAL = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+  const INIT_ALLOW = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
+
+  let rep: ContractInstance;
+  let dgd: ContractInstance;
+  let zrx: ContractInstance;
+  let exchange: ContractInstance;
+  let tokenRegistry: ContractInstance;
+
+  let balances: BalancesByOwner;
+
+  let exWrapper: ExchangeWrapper;
+  let dmyBalances: Balances;
+  let orderFactory: OrderFactory;
+
+  before(async () => {
+    [tokenRegistry, exchange] = await Promise.all([
+      TokenRegistry.deployed(),
+      Exchange.deployed(),
+    ]);
+    exWrapper = new ExchangeWrapper(exchange);
+    const [repAddress, dgdAddress, zrxAddress] = await Promise.all([
+      tokenRegistry.getTokenAddressBySymbol('REP'),
+      tokenRegistry.getTokenAddressBySymbol('DGD'),
+      tokenRegistry.getTokenAddressBySymbol('ZRX'),
+    ]);
+
+    const defaultOrderParams = {
+      exchangeContractAddress: Exchange.address,
+      maker,
+      feeRecipient,
+      makerToken: repAddress,
+      takerToken: dgdAddress,
+      makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+      takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+      makerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
+      takerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
+    };
+    orderFactory = new OrderFactory(defaultOrderParams);
+
+    [rep, dgd, zrx] = await Promise.all([
+      DummyToken.at(repAddress),
+      DummyToken.at(dgdAddress),
+      DummyToken.at(zrxAddress),
+    ]);
+    dmyBalances = new Balances([rep, dgd, zrx], [maker, taker, feeRecipient]);
+    await Promise.all([
+      rep.approve(TokenTransferProxy.address, INIT_ALLOW, {from: maker}),
+      rep.approve(TokenTransferProxy.address, INIT_ALLOW, {from: taker}),
+      rep.setBalance(maker, INIT_BAL, {from: tokenOwner}),
+      rep.setBalance(taker, INIT_BAL, {from: tokenOwner}),
+      dgd.approve(TokenTransferProxy.address, INIT_ALLOW, {from: maker}),
+      dgd.approve(TokenTransferProxy.address, INIT_ALLOW, {from: taker}),
+      dgd.setBalance(maker, INIT_BAL, {from: tokenOwner}),
+      dgd.setBalance(taker, INIT_BAL, {from: tokenOwner}),
+      zrx.approve(TokenTransferProxy.address, INIT_ALLOW, {from: maker}),
+      zrx.approve(TokenTransferProxy.address, INIT_ALLOW, {from: taker}),
+      zrx.setBalance(maker, INIT_BAL, {from: tokenOwner}),
+      zrx.setBalance(taker, INIT_BAL, {from: tokenOwner}),
+    ]);
+  });
+
+  describe('fillOrKillOrder', () => {
+    beforeEach(async () => {
+      balances = await dmyBalances.getAsync();
+    });
+
+    it('should transfer the correct amounts', async () => {
+      const order = await orderFactory.newSignedOrderAsync({
+        makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
+        takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
+      });
+      const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+      await exWrapper.fillOrKillOrderAsync(order, taker, {fillTakerTokenAmount});
+
+      const newBalances = await dmyBalances.getAsync();
+
+      const fillMakerTokenAmount = fillTakerTokenAmount
+                                   .times(order.params.makerTokenAmount)
+                                   .dividedToIntegerBy(order.params.takerTokenAmount);
+      const makerFee = order.params.makerFee
+                       .times(fillMakerTokenAmount)
+                       .dividedToIntegerBy(order.params.makerTokenAmount);
+      const takerFee = order.params.takerFee
+                       .times(fillMakerTokenAmount)
+                       .dividedToIntegerBy(order.params.makerTokenAmount);
+      expect(newBalances[maker][order.params.makerToken])
+        .to.be.bignumber.equal(balances[maker][order.params.makerToken].minus(fillMakerTokenAmount));
+      expect(newBalances[maker][order.params.takerToken])
+        .to.be.bignumber.equal(balances[maker][order.params.takerToken].add(fillTakerTokenAmount));
+      expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(balances[maker][zrx.address].minus(makerFee));
+      expect(newBalances[taker][order.params.takerToken])
+        .to.be.bignumber.equal(balances[taker][order.params.takerToken].minus(fillTakerTokenAmount));
+      expect(newBalances[taker][order.params.makerToken])
+        .to.be.bignumber.equal(balances[taker][order.params.makerToken].add(fillMakerTokenAmount));
+      expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(balances[taker][zrx.address].minus(takerFee));
+      expect(newBalances[feeRecipient][zrx.address])
+        .to.be.bignumber.equal(balances[feeRecipient][zrx.address].add(makerFee.add(takerFee)));
+    });
+
+    it('should throw if an order is expired', async () => {
+      const order = await orderFactory.newSignedOrderAsync({
+        expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
+      });
+
+      return expect(exWrapper.fillOrKillOrderAsync(order, taker))
+        .to.be.rejectedWith(constants.INVALID_OPCODE);
+    });
+
+    it('should throw if entire fillTakerTokenAmount not filled', async () => {
+      const order = await orderFactory.newSignedOrderAsync();
+
+      const from = taker;
+      await exWrapper.fillOrderAsync(order, from, {fillTakerTokenAmount: order.params.takerTokenAmount.div(2)});
+
+      return expect(exWrapper.fillOrKillOrderAsync(order, taker))
+        .to.be.rejectedWith(constants.INVALID_OPCODE);
+    });
+  });
+
+  describe('batch functions', () => {
+    let orders: Order[];
+    beforeEach(async () => {
+      orders = await Promise.all([
+        orderFactory.newSignedOrderAsync(),
+        orderFactory.newSignedOrderAsync(),
+        orderFactory.newSignedOrderAsync(),
+      ]);
+      balances = await dmyBalances.getAsync();
+    });
+
+    describe('batchFillOrders', () => {
+      it('should transfer the correct amounts', async () => {
+        const fillTakerTokenAmounts: BigNumber[] = [];
+        const makerToken = rep.address;
+        const takerToken = dgd.address;
+        orders.forEach(order => {
+          const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+          const fillMakerTokenAmount = fillTakerTokenAmount
+                                       .times(order.params.makerTokenAmount)
+                                       .dividedToIntegerBy(order.params.takerTokenAmount);
+          const makerFee = order.params.makerFee
+                           .times(fillMakerTokenAmount)
+                           .dividedToIntegerBy(order.params.makerTokenAmount);
+          const takerFee = order.params.takerFee
+                           .times(fillMakerTokenAmount)
+                           .dividedToIntegerBy(order.params.makerTokenAmount);
+          fillTakerTokenAmounts.push(fillTakerTokenAmount);
+          balances[maker][makerToken] = balances[maker][makerToken].minus(fillMakerTokenAmount);
+          balances[maker][takerToken] = balances[maker][takerToken].add(fillTakerTokenAmount);
+          balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee);
+          balances[taker][makerToken] = balances[taker][makerToken].add(fillMakerTokenAmount);
+          balances[taker][takerToken] = balances[taker][takerToken].minus(fillTakerTokenAmount);
+          balances[taker][zrx.address] = balances[taker][zrx.address].minus(takerFee);
+          balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add(makerFee.add(takerFee));
+        });
+
+        await exWrapper.batchFillOrdersAsync(orders, taker, {fillTakerTokenAmounts});
+
+        const newBalances = await dmyBalances.getAsync();
+        expect(newBalances).to.be.deep.equal(balances);
+      });
+    });
+
+    describe('batchFillOrKillOrders', () => {
+      it('should transfer the correct amounts', async () => {
+        const fillTakerTokenAmounts: BigNumber[] = [];
+        const makerToken = rep.address;
+        const takerToken = dgd.address;
+        orders.forEach(order => {
+          const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+          const fillMakerTokenAmount = fillTakerTokenAmount
+                                       .times(order.params.makerTokenAmount)
+                                       .dividedToIntegerBy(order.params.takerTokenAmount);
+          const makerFee = order.params.makerFee
+                           .times(fillMakerTokenAmount)
+                           .dividedToIntegerBy(order.params.makerTokenAmount);
+          const takerFee = order.params.takerFee
+                           .times(fillMakerTokenAmount)
+                           .dividedToIntegerBy(order.params.makerTokenAmount);
+          fillTakerTokenAmounts.push(fillTakerTokenAmount);
+          balances[maker][makerToken] = balances[maker][makerToken].minus(fillMakerTokenAmount);
+          balances[maker][takerToken] = balances[maker][takerToken].add(fillTakerTokenAmount);
+          balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee);
+          balances[taker][makerToken] = balances[taker][makerToken].add(fillMakerTokenAmount);
+          balances[taker][takerToken] = balances[taker][takerToken].minus(fillTakerTokenAmount);
+          balances[taker][zrx.address] = balances[taker][zrx.address].minus(takerFee);
+          balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add(makerFee.add(takerFee));
+        });
+
+        await exWrapper.batchFillOrKillOrdersAsync(orders, taker, {fillTakerTokenAmounts});
+
+        const newBalances = await dmyBalances.getAsync();
+        expect(newBalances).to.be.deep.equal(balances);
+      });
+
+      it('should throw if a single order does not fill the expected amount', async () => {
+        const fillTakerTokenAmounts: BigNumber[] = [];
+        const makerToken = rep.address;
+        const takerToken = dgd.address;
+        orders.forEach(order => {
+          const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
+          fillTakerTokenAmounts.push(fillTakerTokenAmount);
+        });
+
+        await exWrapper.fillOrKillOrderAsync(orders[0], taker);
+
+        return expect(exWrapper.batchFillOrKillOrdersAsync(orders, taker, {fillTakerTokenAmounts}))
+            .to.be.rejectedWith(constants.INVALID_OPCODE);
+      });
+    });
+
+    describe('fillOrdersUpTo', () => {
+      it('should stop when the entire fillTakerTokenAmount is filled', async () => {
+        const fillTakerTokenAmount = orders[0].params.takerTokenAmount.plus(orders[1].params.takerTokenAmount.div(2));
+        await exWrapper.fillOrdersUpToAsync(orders, taker, {fillTakerTokenAmount});
+
+        const newBalances = await dmyBalances.getAsync();
+
+        const fillMakerTokenAmount = orders[0].params.makerTokenAmount.add(
+            orders[1].params.makerTokenAmount.dividedToIntegerBy(2));
+        const makerFee = orders[0].params.makerFee.add(orders[1].params.makerFee.dividedToIntegerBy(2));
+        const takerFee = orders[0].params.takerFee.add(orders[1].params.takerFee.dividedToIntegerBy(2));
+        expect(newBalances[maker][orders[0].params.makerToken])
+        .to.be.bignumber.equal(balances[maker][orders[0].params.makerToken].minus(fillMakerTokenAmount));
+        expect(newBalances[maker][orders[0].params.takerToken])
+        .to.be.bignumber.equal(balances[maker][orders[0].params.takerToken].add(fillTakerTokenAmount));
+        expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(balances[maker][zrx.address].minus(makerFee));
+        expect(newBalances[taker][orders[0].params.takerToken])
+        .to.be.bignumber.equal(balances[taker][orders[0].params.takerToken].minus(fillTakerTokenAmount));
+        expect(newBalances[taker][orders[0].params.makerToken])
+        .to.be.bignumber.equal(balances[taker][orders[0].params.makerToken].add(fillMakerTokenAmount));
+        expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(balances[taker][zrx.address].minus(takerFee));
+        expect(newBalances[feeRecipient][zrx.address])
+        .to.be.bignumber.equal(balances[feeRecipient][zrx.address].add(makerFee.add(takerFee)));
+      });
+
+      it('should fill all orders if cannot fill entire fillTakerTokenAmount', async () => {
+        const fillTakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
+        orders.forEach(order => {
+          balances[maker][order.params.makerToken] = balances[maker][order.params.makerToken]
+                                                     .minus(order.params.makerTokenAmount);
+          balances[maker][order.params.takerToken] = balances[maker][order.params.takerToken]
+                                                     .add(order.params.takerTokenAmount);
+          balances[maker][zrx.address] = balances[maker][zrx.address]
+                                         .minus(order.params.makerFee);
+          balances[taker][order.params.makerToken] = balances[taker][order.params.makerToken]
+                                                     .add(order.params.makerTokenAmount);
+          balances[taker][order.params.takerToken] = balances[taker][order.params.takerToken]
+                                                     .minus(order.params.takerTokenAmount);
+          balances[taker][zrx.address] = balances[taker][zrx.address].minus(order.params.takerFee);
+          balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address]
+                                                .add(order.params.makerFee
+                                                .add(order.params.takerFee));
+        });
+        await exWrapper.fillOrdersUpToAsync(orders, taker, {fillTakerTokenAmount});
+
+        const newBalances = await dmyBalances.getAsync();
+        expect(newBalances).to.be.deep.equal(balances);
+      });
+
+      it('should throw when an order does not use the same takerToken', async () => {
+        orders = await Promise.all([
+          orderFactory.newSignedOrderAsync(),
+          orderFactory.newSignedOrderAsync({takerToken: zrx.address}),
+          orderFactory.newSignedOrderAsync(),
+        ]);
+
+        return expect(
+            exWrapper.fillOrdersUpToAsync(
+                orders, taker, {fillTakerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18)}),
+        ).to.be.rejectedWith(constants.INVALID_OPCODE);
+      });
+    });
+
+    describe('batchCancelOrders', () => {
+      it('should be able to cancel multiple orders', async () => {
+        const cancelTakerTokenAmounts = _.map(orders, order => order.params.takerTokenAmount);
+        await exWrapper.batchCancelOrdersAsync(orders, maker, {cancelTakerTokenAmounts});
+
+        const res = await exWrapper.batchFillOrdersAsync(
+            orders, taker, {fillTakerTokenAmounts: cancelTakerTokenAmounts});
+        const newBalances = await dmyBalances.getAsync();
+        expect(balances).to.be.deep.equal(newBalances);
+      });
+    });
+  });
+});