Merge branch 'development' into feature/bignumber-8.0

11 files changed, 406 insertions, 9 deletions

diff --git a/packages/asset-buyer/CHANGELOG.json b/packages/asset-buyer/CHANGELOG.json
index 4e670b642..2de603de0 100644
--- a/packages/asset-buyer/CHANGELOG.json
+++ b/packages/asset-buyer/CHANGELOG.json
@@ -9,6 +9,24 @@
         ]
     },
     {
+        "version": "4.1.0",
+        "changes": [
+            {
+                "note": "Adds new public method getLiquidityForAssetDataAsync, and exposes getOrdersAndFillableAmountsAsync as public method",
+                "pr": 1512
+            }
+        ]
+    },
+    {
+        "timestamp": 1547747677,
+        "version": "4.0.2",
+        "changes": [
+            {
+                "note": "Dependencies updated"
+            }
+        ]
+    },
+    {
         "timestamp": 1547561734,
         "version": "4.0.1",
         "changes": [
diff --git a/packages/asset-buyer/CHANGELOG.md b/packages/asset-buyer/CHANGELOG.md
index 85c02479a..f2a3d2236 100644
--- a/packages/asset-buyer/CHANGELOG.md
+++ b/packages/asset-buyer/CHANGELOG.md
@@ -5,6 +5,10 @@ Edit the package's CHANGELOG.json file only.
 
 CHANGELOG
 
+## v4.0.2 - _January 17, 2019_
+
+    * Dependencies updated
+
 ## v4.0.1 - _January 15, 2019_
 
     * Dependencies updated
diff --git a/packages/asset-buyer/package.json b/packages/asset-buyer/package.json
index c9ed9d02f..0f79ac06a 100644
--- a/packages/asset-buyer/package.json
+++ b/packages/asset-buyer/package.json
@@ -1,6 +1,6 @@
 {
     "name": "@0x/asset-buyer",
-    "version": "4.0.1",
+    "version": "4.0.2",
     "engines": {
         "node": ">=6.12"
     },
@@ -38,7 +38,7 @@
     "dependencies": {
         "@0x/assert": "^1.0.23",
         "@0x/connect": "^3.0.13",
-        "@0x/contract-wrappers": "^5.0.0",
+        "@0x/contract-wrappers": "^5.0.1",
         "@0x/json-schemas": "^2.1.7",
         "@0x/order-utils": "^3.1.2",
         "@0x/subproviders": "^2.1.11",
@@ -65,6 +65,7 @@
         "shx": "^0.2.2",
         "tslint": "5.11.0",
         "typedoc": "0.13.0",
+        "typemoq": "^2.1.0",
         "typescript": "3.0.1"
     },
     "publishConfig": {
diff --git a/packages/asset-buyer/src/asset_buyer.ts b/packages/asset-buyer/src/asset_buyer.ts
index 934410c55..ad4b3bb60 100644
--- a/packages/asset-buyer/src/asset_buyer.ts
+++ b/packages/asset-buyer/src/asset_buyer.ts
@@ -16,14 +16,16 @@ import {
     BuyQuote,
     BuyQuoteExecutionOpts,
     BuyQuoteRequestOpts,
+    LiquidityForAssetData,
+    LiquidityRequestOpts,
     OrderProvider,
-    OrderProviderResponse,
     OrdersAndFillableAmounts,
 } from './types';
 
 import { assert } from './utils/assert';
 import { assetDataUtils } from './utils/asset_data_utils';
 import { buyQuoteCalculator } from './utils/buy_quote_calculator';
+import { calculateLiquidity } from './utils/calculate_liquidity';
 import { orderProviderResponseProcessor } from './utils/order_provider_response_processor';
 
 interface OrdersEntry {
@@ -138,10 +140,10 @@ export class AssetBuyer {
         // get the relevant orders for the makerAsset and fees
         // if the requested assetData is ZRX, don't get the fee info
         const [ordersAndFillableAmounts, feeOrdersAndFillableAmounts] = await Promise.all([
-            this._getOrdersAndFillableAmountsAsync(assetData, shouldForceOrderRefresh),
+            this.getOrdersAndFillableAmountsAsync(assetData, shouldForceOrderRefresh),
             isMakerAssetZrxToken
                 ? Promise.resolve(constants.EMPTY_ORDERS_AND_FILLABLE_AMOUNTS)
-                : this._getOrdersAndFillableAmountsAsync(zrxTokenAssetData, shouldForceOrderRefresh),
+                : this.getOrdersAndFillableAmountsAsync(zrxTokenAssetData, shouldForceOrderRefresh),
             shouldForceOrderRefresh,
         ]);
         if (ordersAndFillableAmounts.orders.length === 0) {
@@ -178,6 +180,40 @@ export class AssetBuyer {
         return buyQuote;
     }
     /**
+     * Returns information about available liquidity for an asset
+     * Does not factor in slippage or fees
+     * @param   assetData           The assetData of the desired asset to buy (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
+     * @param   options             Options for the request. See type definition for more information.
+     *
+     * @return  An object that conforms to LiquidityForAssetData that satisfies the request. See type definition for more information.
+     */
+    public async getLiquidityForAssetDataAsync(
+        assetData: string,
+        options: Partial<LiquidityRequestOpts> = {},
+    ): Promise<LiquidityForAssetData> {
+        const shouldForceOrderRefresh =
+            options.shouldForceOrderRefresh !== undefined ? options.shouldForceOrderRefresh : false;
+        assetDataUtils.decodeAssetDataOrThrow(assetData);
+        assert.isBoolean('options.shouldForceOrderRefresh', shouldForceOrderRefresh);
+
+        const assetPairs = await this.orderProvider.getAvailableMakerAssetDatasAsync(assetData);
+        const etherTokenAssetData = this._getEtherTokenAssetDataOrThrow();
+        if (!assetPairs.includes(etherTokenAssetData)) {
+            return {
+                tokensAvailableInBaseUnits: new BigNumber(0),
+                ethValueAvailableInWei: new BigNumber(0),
+            };
+        }
+
+        const ordersAndFillableAmounts = await this.getOrdersAndFillableAmountsAsync(
+            assetData,
+            shouldForceOrderRefresh,
+        );
+
+        return calculateLiquidity(ordersAndFillableAmounts);
+    }
+
+    /**
      * Given a BuyQuote and desired rate, attempt to execute the buy.
      * @param   buyQuote        An object that conforms to BuyQuote. See type definition for more information.
      * @param   options         Options for the execution of the BuyQuote. See type definition for more information.
@@ -260,8 +296,10 @@ export class AssetBuyer {
     }
     /**
      * Grab orders from the map, if there is a miss or it is time to refresh, fetch and process the orders
+     * @param assetData                The assetData of the desired asset to buy (for more info: https://github.com/0xProject/0x-protocol-specification/blob/master/v2/v2-specification.md).
+     * @param shouldForceOrderRefresh  If set to true, new orders and state will be fetched instead of waiting for the next orderRefreshIntervalMs.
      */
-    private async _getOrdersAndFillableAmountsAsync(
+    public async getOrdersAndFillableAmountsAsync(
         assetData: string,
         shouldForceOrderRefresh: boolean,
     ): Promise<OrdersAndFillableAmounts> {
diff --git a/packages/asset-buyer/src/index.ts b/packages/asset-buyer/src/index.ts
index a42d7e272..f69cfad69 100644
--- a/packages/asset-buyer/src/index.ts
+++ b/packages/asset-buyer/src/index.ts
@@ -19,6 +19,9 @@ export {
     BuyQuoteExecutionOpts,
     BuyQuoteInfo,
     BuyQuoteRequestOpts,
+    LiquidityForAssetData,
+    LiquidityRequestOpts,
+    OrdersAndFillableAmounts,
     OrderProvider,
     OrderProviderRequest,
     OrderProviderResponse,
diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts
index d5d6be695..46a2338ce 100644
--- a/packages/asset-buyer/src/types.ts
+++ b/packages/asset-buyer/src/types.ts
@@ -75,6 +75,13 @@ export interface BuyQuoteRequestOpts {
     slippagePercentage: number;
 }
 
+/*
+ * Options for checking liquidity
+ *
+ * shouldForceOrderRefresh: If set to true, new orders and state will be fetched instead of waiting for the next orderRefreshIntervalMs. Defaults to false.
+ */
+export type LiquidityRequestOpts = Pick<BuyQuoteRequestOpts, 'shouldForceOrderRefresh'>;
+
 /**
  * ethAmount: The desired amount of eth to spend. Defaults to buyQuote.worstCaseQuoteInfo.totalEthAmount.
  * takerAddress: The address to perform the buy. Defaults to the first available address from the provider.
@@ -117,7 +124,19 @@ export enum AssetBuyerError {
     TransactionValueTooLow = 'TRANSACTION_VALUE_TOO_LOW',
 }
 
+/**
+ * orders: An array of signed orders
+ * remainingFillableMakerAssetAmounts: A list of fillable amounts for the signed orders. The index of an item in the array associates the amount with the corresponding order.
+ */
 export interface OrdersAndFillableAmounts {
     orders: SignedOrder[];
     remainingFillableMakerAssetAmounts: BigNumber[];
 }
+
+/**
+ * Represents available liquidity for a given assetData
+ */
+export interface LiquidityForAssetData {
+    tokensAvailableInBaseUnits: BigNumber;
+    ethValueAvailableInWei: BigNumber;
+}
diff --git a/packages/asset-buyer/src/utils/calculate_liquidity.ts b/packages/asset-buyer/src/utils/calculate_liquidity.ts
new file mode 100644
index 000000000..a8d165b4b
--- /dev/null
+++ b/packages/asset-buyer/src/utils/calculate_liquidity.ts
@@ -0,0 +1,34 @@
+import { BigNumber } from '@0x/utils';
+
+import { LiquidityForAssetData, OrdersAndFillableAmounts } from '../types';
+
+import { orderUtils } from './order_utils';
+
+export const calculateLiquidity = (ordersAndFillableAmounts: OrdersAndFillableAmounts): LiquidityForAssetData => {
+    const { orders, remainingFillableMakerAssetAmounts } = ordersAndFillableAmounts;
+    const liquidityInBigNumbers = orders.reduce(
+        (acc, order, curIndex) => {
+            const availableMakerAssetAmount = remainingFillableMakerAssetAmounts[curIndex];
+            if (availableMakerAssetAmount === undefined) {
+                throw new Error(`No corresponding fillableMakerAssetAmounts at index ${curIndex}`);
+            }
+
+            const tokensAvailableForCurrentOrder = availableMakerAssetAmount;
+            const ethValueAvailableForCurrentOrder = orderUtils.getTakerFillAmount(order, availableMakerAssetAmount);
+            return {
+                tokensAvailableInBaseUnits: acc.tokensAvailableInBaseUnits.plus(tokensAvailableForCurrentOrder),
+                ethValueAvailableInWei: acc.ethValueAvailableInWei.plus(ethValueAvailableForCurrentOrder),
+            };
+        },
+        {
+            tokensAvailableInBaseUnits: new BigNumber(0),
+            ethValueAvailableInWei: new BigNumber(0),
+        },
+    );
+
+    // Turn into regular numbers
+    return {
+        tokensAvailableInBaseUnits: liquidityInBigNumbers.tokensAvailableInBaseUnits,
+        ethValueAvailableInWei: liquidityInBigNumbers.ethValueAvailableInWei,
+    };
+};
diff --git a/packages/asset-buyer/test/asset_buyer_test.ts b/packages/asset-buyer/test/asset_buyer_test.ts
new file mode 100644
index 000000000..f117b4d7a
--- /dev/null
+++ b/packages/asset-buyer/test/asset_buyer_test.ts
@@ -0,0 +1,212 @@
+import { orderFactory } from '@0x/order-utils/lib/src/order_factory';
+import { Web3ProviderEngine } from '@0x/subproviders';
+import { SignedOrder } from '@0x/types';
+import { BigNumber } from '@0x/utils';
+import { Web3Wrapper } from '@0x/web3-wrapper';
+import * as chai from 'chai';
+import 'mocha';
+import * as TypeMoq from 'typemoq';
+
+import { AssetBuyer } from '../src';
+import { constants } from '../src/constants';
+import { LiquidityForAssetData, OrderProvider, OrdersAndFillableAmounts } from '../src/types';
+
+import { chaiSetup } from './utils/chai_setup';
+import {
+    mockAvailableAssetDatas,
+    mockedAssetBuyerWithOrdersAndFillableAmounts,
+    orderProviderMock,
+} from './utils/mocks';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+const FAKE_SRA_URL = 'https://fakeurl.com';
+const FAKE_ASSET_DATA = '0xf47261b00000000000000000000000001dc4c1cefef38a777b15aa20260a54e584b16c48';
+const TOKEN_DECIMALS = 18;
+const DAI_ASSET_DATA = '0xf47261b000000000000000000000000089d24a6b4ccb1b6faa2625fe562bdd9a23260359"';
+const WETH_ASSET_DATA = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
+const WETH_DECIMALS = constants.ETHER_TOKEN_DECIMALS;
+
+const baseUnitAmount = (unitAmount: number, decimals = TOKEN_DECIMALS): BigNumber => {
+    return Web3Wrapper.toBaseUnitAmount(new BigNumber(unitAmount), decimals);
+};
+
+const expectLiquidityResult = async (
+    web3Provider: Web3ProviderEngine,
+    orderProvider: OrderProvider,
+    ordersAndFillableAmounts: OrdersAndFillableAmounts,
+    expectedLiquidityResult: LiquidityForAssetData,
+) => {
+    const mockedAssetBuyer = mockedAssetBuyerWithOrdersAndFillableAmounts(
+        web3Provider,
+        orderProvider,
+        FAKE_ASSET_DATA,
+        ordersAndFillableAmounts,
+    );
+    const liquidityResult = await mockedAssetBuyer.object.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA);
+    expect(liquidityResult).to.deep.equal(expectedLiquidityResult);
+};
+
+// tslint:disable:custom-no-magic-numbers
+describe('AssetBuyer', () => {
+    describe('getLiquidityForAssetDataAsync', () => {
+        const mockWeb3Provider = TypeMoq.Mock.ofType(Web3ProviderEngine);
+        const mockOrderProvider = orderProviderMock();
+
+        beforeEach(() => {
+            mockWeb3Provider.reset();
+            mockOrderProvider.reset();
+        });
+
+        afterEach(() => {
+            mockWeb3Provider.verifyAll();
+            mockOrderProvider.verifyAll();
+        });
+
+        describe('validation', () => {
+            it('should ensure assetData is a string', async () => {
+                const assetBuyer = AssetBuyer.getAssetBuyerForStandardRelayerAPIUrl(
+                    mockWeb3Provider.object,
+                    FAKE_SRA_URL,
+                );
+
+                expect(assetBuyer.getLiquidityForAssetDataAsync(false as any)).to.be.rejectedWith(
+                    'Expected assetData to be of type string, encountered: false',
+                );
+            });
+        });
+
+        describe('asset pair not supported', () => {
+            it('should return 0s when no asset pair not supported', async () => {
+                mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, []);
+
+                const assetBuyer = new AssetBuyer(mockWeb3Provider.object, mockOrderProvider.object);
+                const liquidityResult = await assetBuyer.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA);
+                expect(liquidityResult).to.deep.equal({
+                    tokensAvailableInBaseUnits: new BigNumber(0),
+                    ethValueAvailableInWei: new BigNumber(0),
+                });
+            });
+            it('should return 0s when only other asset pair supported', async () => {
+                mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, [DAI_ASSET_DATA]);
+
+                const assetBuyer = new AssetBuyer(mockWeb3Provider.object, mockOrderProvider.object);
+                const liquidityResult = await assetBuyer.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA);
+                expect(liquidityResult).to.deep.equal({
+                    tokensAvailableInBaseUnits: new BigNumber(0),
+                    ethValueAvailableInWei: new BigNumber(0),
+                });
+            });
+        });
+
+        describe('assetData is supported', () => {
+            // orders
+            const sellTwoTokensFor1Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({
+                makerAssetAmount: baseUnitAmount(2),
+                takerAssetAmount: baseUnitAmount(1, WETH_DECIMALS),
+            });
+            const sellTenTokensFor10Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({
+                makerAssetAmount: baseUnitAmount(10),
+                takerAssetAmount: baseUnitAmount(10, WETH_DECIMALS),
+            });
+
+            beforeEach(() => {
+                mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, [WETH_ASSET_DATA]);
+            });
+
+            it('should return 0s when no orders available', async () => {
+                const ordersAndFillableAmounts: OrdersAndFillableAmounts = {
+                    orders: [],
+                    remainingFillableMakerAssetAmounts: [],
+                };
+                const expectedResult = {
+                    tokensAvailableInBaseUnits: new BigNumber(0),
+                    ethValueAvailableInWei: new BigNumber(0),
+                };
+                await expectLiquidityResult(
+                    mockWeb3Provider.object,
+                    mockOrderProvider.object,
+                    ordersAndFillableAmounts,
+                    expectedResult,
+                );
+            });
+
+            it('should return correct computed value when orders provided with full fillableAmounts', async () => {
+                const orders: SignedOrder[] = [sellTwoTokensFor1Weth, sellTenTokensFor10Weth];
+                const ordersAndFillableAmounts = {
+                    orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth],
+                    remainingFillableMakerAssetAmounts: orders.map(o => o.makerAssetAmount),
+                };
+
+                const expectedTokensAvailable = orders[0].makerAssetAmount.plus(orders[1].makerAssetAmount);
+                const expectedEthValueAvailable = orders[0].takerAssetAmount.plus(orders[1].takerAssetAmount);
+                const expectedResult = {
+                    tokensAvailableInBaseUnits: expectedTokensAvailable,
+                    ethValueAvailableInWei: expectedEthValueAvailable,
+                };
+
+                await expectLiquidityResult(
+                    mockWeb3Provider.object,
+                    mockOrderProvider.object,
+                    ordersAndFillableAmounts,
+                    expectedResult,
+                );
+            });
+
+            it('should return correct computed value with one partial fillableAmounts', async () => {
+                const ordersAndFillableAmounts = {
+                    orders: [sellTwoTokensFor1Weth],
+                    remainingFillableMakerAssetAmounts: [baseUnitAmount(1)],
+                };
+                const expectedResult = {
+                    tokensAvailableInBaseUnits: baseUnitAmount(1),
+                    ethValueAvailableInWei: baseUnitAmount(0.5, WETH_DECIMALS),
+                };
+
+                await expectLiquidityResult(
+                    mockWeb3Provider.object,
+                    mockOrderProvider.object,
+                    ordersAndFillableAmounts,
+                    expectedResult,
+                );
+            });
+
+            it('should return correct computed value with multiple orders and fillable amounts', async () => {
+                const ordersAndFillableAmounts = {
+                    orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth],
+                    remainingFillableMakerAssetAmounts: [baseUnitAmount(1), baseUnitAmount(3)],
+                };
+                const expectedResult = {
+                    tokensAvailableInBaseUnits: baseUnitAmount(4),
+                    ethValueAvailableInWei: baseUnitAmount(3.5, WETH_DECIMALS),
+                };
+
+                await expectLiquidityResult(
+                    mockWeb3Provider.object,
+                    mockOrderProvider.object,
+                    ordersAndFillableAmounts,
+                    expectedResult,
+                );
+            });
+
+            it('should return 0s when no amounts fillable', async () => {
+                const ordersAndFillableAmounts = {
+                    orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth],
+                    remainingFillableMakerAssetAmounts: [baseUnitAmount(0), baseUnitAmount(0)],
+                };
+                const expectedResult = {
+                    tokensAvailableInBaseUnits: baseUnitAmount(0),
+                    ethValueAvailableInWei: baseUnitAmount(0, WETH_DECIMALS),
+                };
+
+                await expectLiquidityResult(
+                    mockWeb3Provider.object,
+                    mockOrderProvider.object,
+                    ordersAndFillableAmounts,
+                    expectedResult,
+                );
+            });
+        });
+    });
+});
diff --git a/packages/asset-buyer/test/buy_quote_calculator_test.ts b/packages/asset-buyer/test/buy_quote_calculator_test.ts
index cf443bef3..177fd8fe6 100644
--- a/packages/asset-buyer/test/buy_quote_calculator_test.ts
+++ b/packages/asset-buyer/test/buy_quote_calculator_test.ts
@@ -168,7 +168,7 @@ describe('buyQuoteCalculator', () => {
                 };
                 testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(1));
             });
-            it('should throw without amount available to fill if amount rounds to 0', () => {
+            it('should throw with 0 available to fill if amount rounds to 0', () => {
                 const smallOrder = orderFactory.createSignedOrderFromPartial({
                     makerAssetAmount: new BigNumber(1),
                     takerAssetAmount: new BigNumber(1),
@@ -184,7 +184,7 @@ describe('buyQuoteCalculator', () => {
                         false,
                     );
                 };
-                testHelpers.expectInsufficientLiquidityError(expect, errorFunction, undefined);
+                testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(0));
             });
         });
         it('should not throw if order is fillable', () => {
diff --git a/packages/asset-buyer/test/utils/mocks.ts b/packages/asset-buyer/test/utils/mocks.ts
new file mode 100644
index 000000000..d3e1c09c4
--- /dev/null
+++ b/packages/asset-buyer/test/utils/mocks.ts
@@ -0,0 +1,68 @@
+import { Web3ProviderEngine } from '@0x/subproviders';
+import * as TypeMoq from 'typemoq';
+
+import { AssetBuyer } from '../../src/asset_buyer';
+import { OrderProvider, OrderProviderResponse, OrdersAndFillableAmounts } from '../../src/types';
+
+// tslint:disable:promise-function-async
+
+// Implementing dummy class for using in mocks, see https://github.com/florinn/typemoq/issues/3
+class OrderProviderClass implements OrderProvider {
+    // tslint:disable-next-line:prefer-function-over-method
+    public async getOrdersAsync(): Promise<OrderProviderResponse> {
+        return Promise.resolve({ orders: [] });
+    }
+    // tslint:disable-next-line:prefer-function-over-method
+    public async getAvailableMakerAssetDatasAsync(takerAssetData: string): Promise<string[]> {
+        return Promise.resolve([]);
+    }
+}
+
+export const orderProviderMock = () => {
+    return TypeMoq.Mock.ofType(OrderProviderClass, TypeMoq.MockBehavior.Strict);
+};
+
+export const mockAvailableAssetDatas = (
+    mockOrderProvider: TypeMoq.IMock<OrderProviderClass>,
+    assetData: string,
+    availableAssetDatas: string[],
+) => {
+    mockOrderProvider
+        .setup(op => op.getAvailableMakerAssetDatasAsync(TypeMoq.It.isValue(assetData)))
+        .returns(() => {
+            return Promise.resolve(availableAssetDatas);
+        })
+        .verifiable(TypeMoq.Times.once());
+};
+
+const partiallyMockedAssetBuyer = (
+    provider: Web3ProviderEngine,
+    orderProvider: OrderProvider,
+): TypeMoq.IMock<AssetBuyer> => {
+    const rawAssetBuyer = new AssetBuyer(provider, orderProvider);
+    const mockedAssetBuyer = TypeMoq.Mock.ofInstance(rawAssetBuyer, TypeMoq.MockBehavior.Loose, false);
+    mockedAssetBuyer.callBase = true;
+    return mockedAssetBuyer;
+};
+
+const mockGetOrdersAndAvailableAmounts = (
+    mockedAssetBuyer: TypeMoq.IMock<AssetBuyer>,
+    assetData: string,
+    ordersAndFillableAmounts: OrdersAndFillableAmounts,
+): void => {
+    mockedAssetBuyer
+        .setup(a => a.getOrdersAndFillableAmountsAsync(assetData, false))
+        .returns(() => Promise.resolve(ordersAndFillableAmounts))
+        .verifiable(TypeMoq.Times.once());
+};
+
+export const mockedAssetBuyerWithOrdersAndFillableAmounts = (
+    provider: Web3ProviderEngine,
+    orderProvider: OrderProvider,
+    assetData: string,
+    ordersAndFillableAmounts: OrdersAndFillableAmounts,
+): TypeMoq.IMock<AssetBuyer> => {
+    const mockedAssetBuyer = partiallyMockedAssetBuyer(provider, orderProvider);
+    mockGetOrdersAndAvailableAmounts(mockedAssetBuyer, assetData, ordersAndFillableAmounts);
+    return mockedAssetBuyer;
+};
diff --git a/packages/asset-buyer/test/utils/test_helpers.ts b/packages/asset-buyer/test/utils/test_helpers.ts
index 9c7c244af..04a58d2c8 100644
--- a/packages/asset-buyer/test/utils/test_helpers.ts
+++ b/packages/asset-buyer/test/utils/test_helpers.ts
@@ -6,7 +6,7 @@ export const testHelpers = {
     expectInsufficientLiquidityError: (
         expect: Chai.ExpectStatic,
         functionWhichTriggersError: () => void,
-        expectedAmountAvailableToFill?: BigNumber,
+        expectedAmountAvailableToFill: BigNumber,
     ): void => {
         let wasErrorThrown = false;
         try {