Split 0x.js into contract-wrappers, order-watcher but keep 0x.js as a unifying library with the same interface

10 files changed, 1220 insertions, 0 deletions

diff --git a/packages/order-watcher/test/event_watcher_test.ts b/packages/order-watcher/test/event_watcher_test.ts
new file mode 100644
index 000000000..b4eca315e
--- /dev/null
+++ b/packages/order-watcher/test/event_watcher_test.ts
@@ -0,0 +1,126 @@
+import { callbackErrorReporter, web3Factory } from '@0xproject/dev-utils';
+import { DoneCallback, LogEntry, LogEntryEvent } from '@0xproject/types';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import * as chai from 'chai';
+import * as _ from 'lodash';
+import 'mocha';
+import * as Sinon from 'sinon';
+
+import { EventWatcher } from '../src/order_watcher/event_watcher';
+
+import { chaiSetup } from './utils/chai_setup';
+import { provider } from './utils/web3_wrapper';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('EventWatcher', () => {
+    let stubs: Sinon.SinonStub[] = [];
+    let eventWatcher: EventWatcher;
+    let web3Wrapper: Web3Wrapper;
+    const logA: LogEntry = {
+        address: '0x71d271f8b14adef568f8f28f1587ce7271ac4ca5',
+        blockHash: null,
+        blockNumber: null,
+        data: '',
+        logIndex: null,
+        topics: [],
+        transactionHash: '0x004881d38cd4a8f72f1a0d68c8b9b8124504706041ff37019c1d1ed6bfda8e17',
+        transactionIndex: 0,
+    };
+    const logB: LogEntry = {
+        address: '0x8d12a197cb00d4747a1fe03395095ce2a5cc6819',
+        blockHash: null,
+        blockNumber: null,
+        data: '',
+        logIndex: null,
+        topics: ['0xf341246adaac6f497bc2a656f546ab9e182111d630394f0c57c710a59a2cb567'],
+        transactionHash: '0x01ef3c048b18d9b09ea195b4ed94cf8dd5f3d857a1905ff886b152cfb1166f25',
+        transactionIndex: 0,
+    };
+    const logC: LogEntry = {
+        address: '0x1d271f8b174adef58f1587ce68f8f27271ac4ca5',
+        blockHash: null,
+        blockNumber: null,
+        data: '',
+        logIndex: null,
+        topics: ['0xf341246adaac6f497bc2a656f546ab9e182111d630394f0c57c710a59a2cb567'],
+        transactionHash: '0x01ef3c048b18d9b09ea195b4ed94cf8dd5f3d857a1905ff886b152cfb1166f25',
+        transactionIndex: 0,
+    };
+    before(async () => {
+        const pollingIntervalMs = 10;
+        web3Wrapper = new Web3Wrapper(provider);
+        eventWatcher = new EventWatcher(web3Wrapper, pollingIntervalMs);
+    });
+    afterEach(() => {
+        // clean up any stubs after the test has completed
+        _.each(stubs, s => s.restore());
+        stubs = [];
+        eventWatcher.unsubscribe();
+    });
+    it('correctly emits initial log events', (done: DoneCallback) => {
+        const logs: LogEntry[] = [logA, logB];
+        const expectedLogEvents = [
+            {
+                removed: false,
+                ...logA,
+            },
+            {
+                removed: false,
+                ...logB,
+            },
+        ];
+        const getLogsStub = Sinon.stub(web3Wrapper, 'getLogsAsync');
+        getLogsStub.onCall(0).returns(logs);
+        stubs.push(getLogsStub);
+        const expectedToBeCalledOnce = false;
+        const callback = callbackErrorReporter.reportNodeCallbackErrors(done, expectedToBeCalledOnce)(
+            (event: LogEntryEvent) => {
+                const expectedLogEvent = expectedLogEvents.shift();
+                expect(event).to.be.deep.equal(expectedLogEvent);
+                if (_.isEmpty(expectedLogEvents)) {
+                    done();
+                }
+            },
+        );
+        eventWatcher.subscribe(callback);
+    });
+    it('correctly computes the difference and emits only changes', (done: DoneCallback) => {
+        const initialLogs: LogEntry[] = [logA, logB];
+        const changedLogs: LogEntry[] = [logA, logC];
+        const expectedLogEvents = [
+            {
+                removed: false,
+                ...logA,
+            },
+            {
+                removed: false,
+                ...logB,
+            },
+            {
+                removed: true,
+                ...logB,
+            },
+            {
+                removed: false,
+                ...logC,
+            },
+        ];
+        const getLogsStub = Sinon.stub(web3Wrapper, 'getLogsAsync');
+        getLogsStub.onCall(0).returns(initialLogs);
+        getLogsStub.onCall(1).returns(changedLogs);
+        stubs.push(getLogsStub);
+        const expectedToBeCalledOnce = false;
+        const callback = callbackErrorReporter.reportNodeCallbackErrors(done, expectedToBeCalledOnce)(
+            (event: LogEntryEvent) => {
+                const expectedLogEvent = expectedLogEvents.shift();
+                expect(event).to.be.deep.equal(expectedLogEvent);
+                if (_.isEmpty(expectedLogEvents)) {
+                    done();
+                }
+            },
+        );
+        eventWatcher.subscribe(callback);
+    });
+});
diff --git a/packages/order-watcher/test/expiration_watcher_test.ts b/packages/order-watcher/test/expiration_watcher_test.ts
new file mode 100644
index 000000000..0a2524d78
--- /dev/null
+++ b/packages/order-watcher/test/expiration_watcher_test.ts
@@ -0,0 +1,200 @@
+import { ContractWrappers } from '@0xproject/contract-wrappers';
+import { BlockchainLifecycle, callbackErrorReporter, devConstants } from '@0xproject/dev-utils';
+import { FillScenarios } from '@0xproject/fill-scenarios';
+import { getOrderHashHex } from '@0xproject/order-utils';
+import { DoneCallback, Token } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import * as _ from 'lodash';
+import 'mocha';
+import * as Sinon from 'sinon';
+
+import { artifacts } from '../src/artifacts';
+import { ExpirationWatcher } from '../src/order_watcher/expiration_watcher';
+import { utils } from '../src/utils/utils';
+
+import { chaiSetup } from './utils/chai_setup';
+import { constants } from './utils/constants';
+import { TokenUtils } from './utils/token_utils';
+import { provider, web3Wrapper } from './utils/web3_wrapper';
+
+chaiSetup.configure();
+const expect = chai.expect;
+const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
+
+describe('ExpirationWatcher', () => {
+    let contractWrappers: ContractWrappers;
+    let tokenUtils: TokenUtils;
+    let tokens: Token[];
+    let userAddresses: string[];
+    let zrxTokenAddress: string;
+    let fillScenarios: FillScenarios;
+    let exchangeContractAddress: string;
+    let makerTokenAddress: string;
+    let takerTokenAddress: string;
+    let coinbase: string;
+    let makerAddress: string;
+    let takerAddress: string;
+    let feeRecipient: string;
+    const fillableAmount = new BigNumber(5);
+    let currentUnixTimestampSec: BigNumber;
+    let timer: Sinon.SinonFakeTimers;
+    let expirationWatcher: ExpirationWatcher;
+    before(async () => {
+        const config = {
+            networkId: constants.TESTRPC_NETWORK_ID,
+        };
+        contractWrappers = new ContractWrappers(provider, config);
+        exchangeContractAddress = contractWrappers.exchange.getContractAddress();
+        userAddresses = await web3Wrapper.getAvailableAddressesAsync();
+        tokens = await contractWrappers.tokenRegistry.getTokensAsync();
+        tokenUtils = new TokenUtils(tokens);
+        zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
+        fillScenarios = new FillScenarios(provider, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
+        [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
+        tokens = await contractWrappers.tokenRegistry.getTokensAsync();
+        const [makerToken, takerToken] = tokenUtils.getDummyTokens();
+        makerTokenAddress = makerToken.address;
+        takerTokenAddress = takerToken.address;
+    });
+    beforeEach(async () => {
+        await blockchainLifecycle.startAsync();
+        const sinonTimerConfig = { shouldAdvanceTime: true } as any;
+        // This constructor has incorrect types
+        timer = Sinon.useFakeTimers(sinonTimerConfig);
+        currentUnixTimestampSec = utils.getCurrentUnixTimestampSec();
+        expirationWatcher = new ExpirationWatcher();
+    });
+    afterEach(async () => {
+        await blockchainLifecycle.revertAsync();
+        timer.restore();
+        expirationWatcher.unsubscribe();
+    });
+    it('correctly emits events when order expires', (done: DoneCallback) => {
+        (async () => {
+            const orderLifetimeSec = 60;
+            const expirationUnixTimestampSec = currentUnixTimestampSec.plus(orderLifetimeSec);
+            const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                makerTokenAddress,
+                takerTokenAddress,
+                makerAddress,
+                takerAddress,
+                fillableAmount,
+                expirationUnixTimestampSec,
+            );
+            const orderHash = getOrderHashHex(signedOrder);
+            expirationWatcher.addOrder(orderHash, signedOrder.expirationUnixTimestampSec.times(1000));
+            const callbackAsync = callbackErrorReporter.reportNoErrorCallbackErrors(done)((hash: string) => {
+                expect(hash).to.be.equal(orderHash);
+                expect(utils.getCurrentUnixTimestampSec()).to.be.bignumber.gte(expirationUnixTimestampSec);
+            });
+            expirationWatcher.subscribe(callbackAsync);
+            timer.tick(orderLifetimeSec * 1000);
+        })().catch(done);
+    });
+    it("doesn't emit events before order expires", (done: DoneCallback) => {
+        (async () => {
+            const orderLifetimeSec = 60;
+            const expirationUnixTimestampSec = currentUnixTimestampSec.plus(orderLifetimeSec);
+            const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                makerTokenAddress,
+                takerTokenAddress,
+                makerAddress,
+                takerAddress,
+                fillableAmount,
+                expirationUnixTimestampSec,
+            );
+            const orderHash = getOrderHashHex(signedOrder);
+            expirationWatcher.addOrder(orderHash, signedOrder.expirationUnixTimestampSec.times(1000));
+            const callbackAsync = callbackErrorReporter.reportNoErrorCallbackErrors(done)(async (hash: string) => {
+                done(new Error('Emitted expiration went before the order actually expired'));
+            });
+            expirationWatcher.subscribe(callbackAsync);
+            const notEnoughTime = orderLifetimeSec - 1;
+            timer.tick(notEnoughTime * 1000);
+            done();
+        })().catch(done);
+    });
+    it('emits events in correct order', (done: DoneCallback) => {
+        (async () => {
+            const order1Lifetime = 60;
+            const order2Lifetime = 120;
+            const order1ExpirationUnixTimestampSec = currentUnixTimestampSec.plus(order1Lifetime);
+            const order2ExpirationUnixTimestampSec = currentUnixTimestampSec.plus(order2Lifetime);
+            const signedOrder1 = await fillScenarios.createFillableSignedOrderAsync(
+                makerTokenAddress,
+                takerTokenAddress,
+                makerAddress,
+                takerAddress,
+                fillableAmount,
+                order1ExpirationUnixTimestampSec,
+            );
+            const signedOrder2 = await fillScenarios.createFillableSignedOrderAsync(
+                makerTokenAddress,
+                takerTokenAddress,
+                makerAddress,
+                takerAddress,
+                fillableAmount,
+                order2ExpirationUnixTimestampSec,
+            );
+            const orderHash1 = getOrderHashHex(signedOrder1);
+            const orderHash2 = getOrderHashHex(signedOrder2);
+            expirationWatcher.addOrder(orderHash2, signedOrder2.expirationUnixTimestampSec.times(1000));
+            expirationWatcher.addOrder(orderHash1, signedOrder1.expirationUnixTimestampSec.times(1000));
+            const expirationOrder = [orderHash1, orderHash2];
+            const expectToBeCalledOnce = false;
+            const callbackAsync = callbackErrorReporter.reportNoErrorCallbackErrors(done, expectToBeCalledOnce)(
+                (hash: string) => {
+                    const orderHash = expirationOrder.shift();
+                    expect(hash).to.be.equal(orderHash);
+                    if (_.isEmpty(expirationOrder)) {
+                        done();
+                    }
+                },
+            );
+            expirationWatcher.subscribe(callbackAsync);
+            timer.tick(order2Lifetime * 1000);
+        })().catch(done);
+    });
+    it('emits events in correct order when expirations are equal', (done: DoneCallback) => {
+        (async () => {
+            const order1Lifetime = 60;
+            const order2Lifetime = 60;
+            const order1ExpirationUnixTimestampSec = currentUnixTimestampSec.plus(order1Lifetime);
+            const order2ExpirationUnixTimestampSec = currentUnixTimestampSec.plus(order2Lifetime);
+            const signedOrder1 = await fillScenarios.createFillableSignedOrderAsync(
+                makerTokenAddress,
+                takerTokenAddress,
+                makerAddress,
+                takerAddress,
+                fillableAmount,
+                order1ExpirationUnixTimestampSec,
+            );
+            const signedOrder2 = await fillScenarios.createFillableSignedOrderAsync(
+                makerTokenAddress,
+                takerTokenAddress,
+                makerAddress,
+                takerAddress,
+                fillableAmount,
+                order2ExpirationUnixTimestampSec,
+            );
+            const orderHash1 = getOrderHashHex(signedOrder1);
+            const orderHash2 = getOrderHashHex(signedOrder2);
+            expirationWatcher.addOrder(orderHash1, signedOrder1.expirationUnixTimestampSec.times(1000));
+            expirationWatcher.addOrder(orderHash2, signedOrder2.expirationUnixTimestampSec.times(1000));
+            const expirationOrder = orderHash1 < orderHash2 ? [orderHash1, orderHash2] : [orderHash2, orderHash1];
+            const expectToBeCalledOnce = false;
+            const callbackAsync = callbackErrorReporter.reportNoErrorCallbackErrors(done, expectToBeCalledOnce)(
+                (hash: string) => {
+                    const orderHash = expirationOrder.shift();
+                    expect(hash).to.be.equal(orderHash);
+                    if (_.isEmpty(expirationOrder)) {
+                        done();
+                    }
+                },
+            );
+            expirationWatcher.subscribe(callbackAsync);
+            timer.tick(order2Lifetime * 1000);
+        })().catch(done);
+    });
+});
diff --git a/packages/order-watcher/test/global_hooks.ts b/packages/order-watcher/test/global_hooks.ts
new file mode 100644
index 000000000..e3c986524
--- /dev/null
+++ b/packages/order-watcher/test/global_hooks.ts
@@ -0,0 +1,7 @@
+import { runMigrationsAsync } from '@0xproject/migrations';
+
+import { deployer } from './utils/deployer';
+
+before('migrate contracts', async () => {
+    await runMigrationsAsync(deployer);
+});
diff --git a/packages/order-watcher/test/order_watcher_test.ts b/packages/order-watcher/test/order_watcher_test.ts
new file mode 100644
index 000000000..8c9249f58
--- /dev/null
+++ b/packages/order-watcher/test/order_watcher_test.ts
@@ -0,0 +1,574 @@
+import { ContractWrappers } from '@0xproject/contract-wrappers';
+import { BlockchainLifecycle, callbackErrorReporter, devConstants } from '@0xproject/dev-utils';
+import { FillScenarios } from '@0xproject/fill-scenarios';
+import { getOrderHashHex } from '@0xproject/order-utils';
+import {
+    DoneCallback,
+    ExchangeContractErrs,
+    OrderState,
+    OrderStateInvalid,
+    OrderStateValid,
+    SignedOrder,
+    Token,
+} from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import * as chai from 'chai';
+import * as _ from 'lodash';
+import 'mocha';
+
+import { OrderWatcher } from '../src/order_watcher/order_watcher';
+import { OrderWatcherError } from '../src/types';
+
+import { chaiSetup } from './utils/chai_setup';
+import { constants } from './utils/constants';
+import { TokenUtils } from './utils/token_utils';
+import { provider, web3Wrapper } from './utils/web3_wrapper';
+
+const TIMEOUT_MS = 150;
+
+chaiSetup.configure();
+const expect = chai.expect;
+const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
+
+describe('OrderWatcher', () => {
+    let contractWrappers: ContractWrappers;
+    let tokens: Token[];
+    let tokenUtils: TokenUtils;
+    let fillScenarios: FillScenarios;
+    let userAddresses: string[];
+    let zrxTokenAddress: string;
+    let exchangeContractAddress: string;
+    let makerToken: Token;
+    let takerToken: Token;
+    let maker: string;
+    let taker: string;
+    let signedOrder: SignedOrder;
+    let orderWatcher: OrderWatcher;
+    const config = {
+        networkId: constants.TESTRPC_NETWORK_ID,
+    };
+    const decimals = constants.ZRX_DECIMALS;
+    const fillableAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals);
+    before(async () => {
+        contractWrappers = new ContractWrappers(provider, config);
+        const networkId = await web3Wrapper.getNetworkIdAsync();
+        orderWatcher = new OrderWatcher(provider, constants.TESTRPC_NETWORK_ID);
+        exchangeContractAddress = contractWrappers.exchange.getContractAddress();
+        userAddresses = await web3Wrapper.getAvailableAddressesAsync();
+        [, maker, taker] = userAddresses;
+        tokens = await contractWrappers.tokenRegistry.getTokensAsync();
+        tokenUtils = new TokenUtils(tokens);
+        zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
+        fillScenarios = new FillScenarios(provider, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
+        await fillScenarios.initTokenBalancesAsync();
+        [makerToken, takerToken] = tokenUtils.getDummyTokens();
+    });
+    beforeEach(async () => {
+        await blockchainLifecycle.startAsync();
+    });
+    afterEach(async () => {
+        await blockchainLifecycle.revertAsync();
+    });
+    describe('#removeOrder', async () => {
+        it('should successfully remove existing order', async () => {
+            signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                makerToken.address,
+                takerToken.address,
+                maker,
+                taker,
+                fillableAmount,
+            );
+            const orderHash = getOrderHashHex(signedOrder);
+            orderWatcher.addOrder(signedOrder);
+            expect((orderWatcher as any)._orderByOrderHash).to.include({
+                [orderHash]: signedOrder,
+            });
+            let dependentOrderHashes = (orderWatcher as any)._dependentOrderHashes;
+            expect(dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress]).to.have.keys(orderHash);
+            orderWatcher.removeOrder(orderHash);
+            expect((orderWatcher as any)._orderByOrderHash).to.not.include({
+                [orderHash]: signedOrder,
+            });
+            dependentOrderHashes = (orderWatcher as any)._dependentOrderHashes;
+            expect(dependentOrderHashes[signedOrder.maker]).to.be.undefined();
+        });
+        it('should no-op when removing a non-existing order', async () => {
+            signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                makerToken.address,
+                takerToken.address,
+                maker,
+                taker,
+                fillableAmount,
+            );
+            const orderHash = getOrderHashHex(signedOrder);
+            const nonExistentOrderHash = `0x${orderHash
+                .substr(2)
+                .split('')
+                .reverse()
+                .join('')}`;
+            orderWatcher.removeOrder(nonExistentOrderHash);
+        });
+    });
+    describe('#subscribe', async () => {
+        afterEach(async () => {
+            orderWatcher.unsubscribe();
+        });
+        it('should fail when trying to subscribe twice', async () => {
+            orderWatcher.subscribe(_.noop);
+            expect(() => orderWatcher.subscribe(_.noop)).to.throw(OrderWatcherError.SubscriptionAlreadyPresent);
+        });
+    });
+    describe('tests with cleanup', async () => {
+        afterEach(async () => {
+            orderWatcher.unsubscribe();
+            const orderHash = getOrderHashHex(signedOrder);
+            orderWatcher.removeOrder(orderHash);
+        });
+        it('should emit orderStateInvalid when maker allowance set to 0 for watched order', (done: DoneCallback) => {
+            (async () => {
+                signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                    makerToken.address,
+                    takerToken.address,
+                    maker,
+                    taker,
+                    fillableAmount,
+                );
+                const orderHash = getOrderHashHex(signedOrder);
+                orderWatcher.addOrder(signedOrder);
+                const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
+                    expect(orderState.isValid).to.be.false();
+                    const invalidOrderState = orderState as OrderStateInvalid;
+                    expect(invalidOrderState.orderHash).to.be.equal(orderHash);
+                    expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerAllowance);
+                });
+                orderWatcher.subscribe(callback);
+                await contractWrappers.token.setProxyAllowanceAsync(makerToken.address, maker, new BigNumber(0));
+            })().catch(done);
+        });
+        it('should not emit an orderState event when irrelevant Transfer event received', (done: DoneCallback) => {
+            (async () => {
+                signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                    makerToken.address,
+                    takerToken.address,
+                    maker,
+                    taker,
+                    fillableAmount,
+                );
+                orderWatcher.addOrder(signedOrder);
+                const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
+                    throw new Error('OrderState callback fired for irrelevant order');
+                });
+                orderWatcher.subscribe(callback);
+                const notTheMaker = userAddresses[0];
+                const anyRecipient = taker;
+                const transferAmount = new BigNumber(2);
+                await contractWrappers.token.transferAsync(
+                    makerToken.address,
+                    notTheMaker,
+                    anyRecipient,
+                    transferAmount,
+                );
+                setTimeout(() => {
+                    done();
+                }, TIMEOUT_MS);
+            })().catch(done);
+        });
+        it('should emit orderStateInvalid when maker moves balance backing watched order', (done: DoneCallback) => {
+            (async () => {
+                signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                    makerToken.address,
+                    takerToken.address,
+                    maker,
+                    taker,
+                    fillableAmount,
+                );
+                const orderHash = getOrderHashHex(signedOrder);
+                orderWatcher.addOrder(signedOrder);
+                const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
+                    expect(orderState.isValid).to.be.false();
+                    const invalidOrderState = orderState as OrderStateInvalid;
+                    expect(invalidOrderState.orderHash).to.be.equal(orderHash);
+                    expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerBalance);
+                });
+                orderWatcher.subscribe(callback);
+                const anyRecipient = taker;
+                const makerBalance = await contractWrappers.token.getBalanceAsync(makerToken.address, maker);
+                await contractWrappers.token.transferAsync(makerToken.address, maker, anyRecipient, makerBalance);
+            })().catch(done);
+        });
+        it('should emit orderStateInvalid when watched order fully filled', (done: DoneCallback) => {
+            (async () => {
+                signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                    makerToken.address,
+                    takerToken.address,
+                    maker,
+                    taker,
+                    fillableAmount,
+                );
+                const orderHash = getOrderHashHex(signedOrder);
+                orderWatcher.addOrder(signedOrder);
+
+                const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
+                    expect(orderState.isValid).to.be.false();
+                    const invalidOrderState = orderState as OrderStateInvalid;
+                    expect(invalidOrderState.orderHash).to.be.equal(orderHash);
+                    expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero);
+                });
+                orderWatcher.subscribe(callback);
+
+                const shouldThrowOnInsufficientBalanceOrAllowance = true;
+                await contractWrappers.exchange.fillOrderAsync(
+                    signedOrder,
+                    fillableAmount,
+                    shouldThrowOnInsufficientBalanceOrAllowance,
+                    taker,
+                );
+            })().catch(done);
+        });
+        it('should emit orderStateValid when watched order partially filled', (done: DoneCallback) => {
+            (async () => {
+                signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                    makerToken.address,
+                    takerToken.address,
+                    maker,
+                    taker,
+                    fillableAmount,
+                );
+
+                const makerBalance = await contractWrappers.token.getBalanceAsync(makerToken.address, maker);
+                const fillAmountInBaseUnits = new BigNumber(2);
+                const orderHash = getOrderHashHex(signedOrder);
+                orderWatcher.addOrder(signedOrder);
+
+                const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
+                    expect(orderState.isValid).to.be.true();
+                    const validOrderState = orderState as OrderStateValid;
+                    expect(validOrderState.orderHash).to.be.equal(orderHash);
+                    const orderRelevantState = validOrderState.orderRelevantState;
+                    const remainingMakerBalance = makerBalance.sub(fillAmountInBaseUnits);
+                    const remainingFillable = fillableAmount.minus(fillAmountInBaseUnits);
+                    expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+                        remainingFillable,
+                    );
+                    expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
+                        remainingFillable,
+                    );
+                    expect(orderRelevantState.makerBalance).to.be.bignumber.equal(remainingMakerBalance);
+                });
+                orderWatcher.subscribe(callback);
+                const shouldThrowOnInsufficientBalanceOrAllowance = true;
+                await contractWrappers.exchange.fillOrderAsync(
+                    signedOrder,
+                    fillAmountInBaseUnits,
+                    shouldThrowOnInsufficientBalanceOrAllowance,
+                    taker,
+                );
+            })().catch(done);
+        });
+        it('should trigger the callback when orders backing ZRX allowance changes', (done: DoneCallback) => {
+            (async () => {
+                const makerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18);
+                const takerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18);
+                signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+                    makerToken.address,
+                    takerToken.address,
+                    makerFee,
+                    takerFee,
+                    maker,
+                    taker,
+                    fillableAmount,
+                    taker,
+                );
+                const callback = callbackErrorReporter.reportNodeCallbackErrors(done)();
+                orderWatcher.addOrder(signedOrder);
+                orderWatcher.subscribe(callback);
+                await contractWrappers.token.setProxyAllowanceAsync(zrxTokenAddress, maker, new BigNumber(0));
+            })().catch(done);
+        });
+        describe('remainingFillable(M|T)akerTokenAmount', () => {
+            it('should calculate correct remaining fillable', (done: DoneCallback) => {
+                (async () => {
+                    const takerFillableAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(10), decimals);
+                    const makerFillableAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(20), decimals);
+                    signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
+                        makerToken.address,
+                        takerToken.address,
+                        maker,
+                        taker,
+                        makerFillableAmount,
+                        takerFillableAmount,
+                    );
+                    const fillAmountInBaseUnits = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+                    const orderHash = getOrderHashHex(signedOrder);
+                    orderWatcher.addOrder(signedOrder);
+                    const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
+                        expect(orderState.isValid).to.be.true();
+                        const validOrderState = orderState as OrderStateValid;
+                        expect(validOrderState.orderHash).to.be.equal(orderHash);
+                        const orderRelevantState = validOrderState.orderRelevantState;
+                        expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+                            Web3Wrapper.toBaseUnitAmount(new BigNumber(16), decimals),
+                        );
+                        expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
+                            Web3Wrapper.toBaseUnitAmount(new BigNumber(8), decimals),
+                        );
+                    });
+                    orderWatcher.subscribe(callback);
+                    const shouldThrowOnInsufficientBalanceOrAllowance = true;
+                    await contractWrappers.exchange.fillOrderAsync(
+                        signedOrder,
+                        fillAmountInBaseUnits,
+                        shouldThrowOnInsufficientBalanceOrAllowance,
+                        taker,
+                    );
+                })().catch(done);
+            });
+            it('should equal approved amount when approved amount is lowest', (done: DoneCallback) => {
+                (async () => {
+                    signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                        makerToken.address,
+                        takerToken.address,
+                        maker,
+                        taker,
+                        fillableAmount,
+                    );
+
+                    const changedMakerApprovalAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals);
+                    orderWatcher.addOrder(signedOrder);
+
+                    const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
+                        const validOrderState = orderState as OrderStateValid;
+                        const orderRelevantState = validOrderState.orderRelevantState;
+                        expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+                            changedMakerApprovalAmount,
+                        );
+                        expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
+                            changedMakerApprovalAmount,
+                        );
+                    });
+                    orderWatcher.subscribe(callback);
+                    await contractWrappers.token.setProxyAllowanceAsync(
+                        makerToken.address,
+                        maker,
+                        changedMakerApprovalAmount,
+                    );
+                })().catch(done);
+            });
+            it('should equal balance amount when balance amount is lowest', (done: DoneCallback) => {
+                (async () => {
+                    signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                        makerToken.address,
+                        takerToken.address,
+                        maker,
+                        taker,
+                        fillableAmount,
+                    );
+
+                    const makerBalance = await contractWrappers.token.getBalanceAsync(makerToken.address, maker);
+
+                    const remainingAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
+                    const transferAmount = makerBalance.sub(remainingAmount);
+                    orderWatcher.addOrder(signedOrder);
+
+                    const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
+                        expect(orderState.isValid).to.be.true();
+                        const validOrderState = orderState as OrderStateValid;
+                        const orderRelevantState = validOrderState.orderRelevantState;
+                        expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+                            remainingAmount,
+                        );
+                        expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
+                            remainingAmount,
+                        );
+                    });
+                    orderWatcher.subscribe(callback);
+                    await contractWrappers.token.transferAsync(
+                        makerToken.address,
+                        maker,
+                        constants.NULL_ADDRESS,
+                        transferAmount,
+                    );
+                })().catch(done);
+            });
+            it('should equal remaining amount when partially cancelled and order has fees', (done: DoneCallback) => {
+                (async () => {
+                    const takerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(0), decimals);
+                    const makerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals);
+                    const feeRecipient = taker;
+                    signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+                        makerToken.address,
+                        takerToken.address,
+                        makerFee,
+                        takerFee,
+                        maker,
+                        taker,
+                        fillableAmount,
+                        feeRecipient,
+                    );
+
+                    const remainingTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(4), decimals);
+                    const transferTokenAmount = makerFee.sub(remainingTokenAmount);
+                    orderWatcher.addOrder(signedOrder);
+
+                    const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
+                        expect(orderState.isValid).to.be.true();
+                        const validOrderState = orderState as OrderStateValid;
+                        const orderRelevantState = validOrderState.orderRelevantState;
+                        expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+                            remainingTokenAmount,
+                        );
+                    });
+                    orderWatcher.subscribe(callback);
+                    await contractWrappers.exchange.cancelOrderAsync(signedOrder, transferTokenAmount);
+                })().catch(done);
+            });
+            it('should equal ratio amount when fee balance is lowered', (done: DoneCallback) => {
+                (async () => {
+                    const takerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(0), decimals);
+                    const makerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals);
+                    const feeRecipient = taker;
+                    signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+                        makerToken.address,
+                        takerToken.address,
+                        makerFee,
+                        takerFee,
+                        maker,
+                        taker,
+                        fillableAmount,
+                        feeRecipient,
+                    );
+
+                    const remainingFeeAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals);
+
+                    const remainingTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(4), decimals);
+                    const transferTokenAmount = makerFee.sub(remainingTokenAmount);
+                    orderWatcher.addOrder(signedOrder);
+
+                    const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
+                        const validOrderState = orderState as OrderStateValid;
+                        const orderRelevantState = validOrderState.orderRelevantState;
+                        expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+                            remainingFeeAmount,
+                        );
+                    });
+                    orderWatcher.subscribe(callback);
+                    await contractWrappers.token.setProxyAllowanceAsync(zrxTokenAddress, maker, remainingFeeAmount);
+                    await contractWrappers.token.transferAsync(
+                        makerToken.address,
+                        maker,
+                        constants.NULL_ADDRESS,
+                        transferTokenAmount,
+                    );
+                })().catch(done);
+            });
+            it('should calculate full amount when all available and non-divisible', (done: DoneCallback) => {
+                (async () => {
+                    const takerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(0), decimals);
+                    const makerFee = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+                    const feeRecipient = taker;
+                    signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
+                        makerToken.address,
+                        takerToken.address,
+                        makerFee,
+                        takerFee,
+                        maker,
+                        taker,
+                        fillableAmount,
+                        feeRecipient,
+                    );
+
+                    orderWatcher.addOrder(signedOrder);
+
+                    const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
+                        const validOrderState = orderState as OrderStateValid;
+                        const orderRelevantState = validOrderState.orderRelevantState;
+                        expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
+                            fillableAmount,
+                        );
+                    });
+                    orderWatcher.subscribe(callback);
+                    await contractWrappers.token.setProxyAllowanceAsync(
+                        makerToken.address,
+                        maker,
+                        Web3Wrapper.toBaseUnitAmount(new BigNumber(100), decimals),
+                    );
+                })().catch(done);
+            });
+        });
+        it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => {
+            (async () => {
+                signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                    makerToken.address,
+                    takerToken.address,
+                    maker,
+                    taker,
+                    fillableAmount,
+                );
+                const orderHash = getOrderHashHex(signedOrder);
+                orderWatcher.addOrder(signedOrder);
+
+                const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
+                    expect(orderState.isValid).to.be.false();
+                    const invalidOrderState = orderState as OrderStateInvalid;
+                    expect(invalidOrderState.orderHash).to.be.equal(orderHash);
+                    expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero);
+                });
+                orderWatcher.subscribe(callback);
+
+                await contractWrappers.exchange.cancelOrderAsync(signedOrder, fillableAmount);
+            })().catch(done);
+        });
+        it('should emit orderStateInvalid when within rounding error range', (done: DoneCallback) => {
+            (async () => {
+                const remainingFillableAmountInBaseUnits = new BigNumber(100);
+                signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                    makerToken.address,
+                    takerToken.address,
+                    maker,
+                    taker,
+                    fillableAmount,
+                );
+                const orderHash = getOrderHashHex(signedOrder);
+                orderWatcher.addOrder(signedOrder);
+
+                const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
+                    expect(orderState.isValid).to.be.false();
+                    const invalidOrderState = orderState as OrderStateInvalid;
+                    expect(invalidOrderState.orderHash).to.be.equal(orderHash);
+                    expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderFillRoundingError);
+                });
+                orderWatcher.subscribe(callback);
+                await contractWrappers.exchange.cancelOrderAsync(
+                    signedOrder,
+                    fillableAmount.minus(remainingFillableAmountInBaseUnits),
+                );
+            })().catch(done);
+        });
+        it('should emit orderStateValid when watched order partially cancelled', (done: DoneCallback) => {
+            (async () => {
+                signedOrder = await fillScenarios.createFillableSignedOrderAsync(
+                    makerToken.address,
+                    takerToken.address,
+                    maker,
+                    taker,
+                    fillableAmount,
+                );
+
+                const cancelAmountInBaseUnits = new BigNumber(2);
+                const orderHash = getOrderHashHex(signedOrder);
+                orderWatcher.addOrder(signedOrder);
+
+                const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
+                    expect(orderState.isValid).to.be.true();
+                    const validOrderState = orderState as OrderStateValid;
+                    expect(validOrderState.orderHash).to.be.equal(orderHash);
+                    const orderRelevantState = validOrderState.orderRelevantState;
+                    expect(orderRelevantState.cancelledTakerTokenAmount).to.be.bignumber.equal(cancelAmountInBaseUnits);
+                });
+                orderWatcher.subscribe(callback);
+                await contractWrappers.exchange.cancelOrderAsync(signedOrder, cancelAmountInBaseUnits);
+            })().catch(done);
+        });
+    });
+}); // tslint:disable:max-file-line-count
diff --git a/packages/order-watcher/test/remaining_fillable_calculator_test.ts b/packages/order-watcher/test/remaining_fillable_calculator_test.ts
new file mode 100644
index 000000000..7ec3f1ebc
--- /dev/null
+++ b/packages/order-watcher/test/remaining_fillable_calculator_test.ts
@@ -0,0 +1,234 @@
+import { ECSignature, SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import * as chai from 'chai';
+import 'mocha';
+
+import { RemainingFillableCalculator } from '@0xproject/order-utils';
+
+import { chaiSetup } from './utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('RemainingFillableCalculator', () => {
+    let calculator: RemainingFillableCalculator;
+    let signedOrder: SignedOrder;
+    let transferrableMakerTokenAmount: BigNumber;
+    let transferrableMakerFeeTokenAmount: BigNumber;
+    let remainingMakerTokenAmount: BigNumber;
+    let makerAmount: BigNumber;
+    let takerAmount: BigNumber;
+    let makerFeeAmount: BigNumber;
+    let isMakerTokenZRX: boolean;
+    const makerToken: string = '0x1';
+    const takerToken: string = '0x2';
+    const decimals: number = 4;
+    const zero: BigNumber = new BigNumber(0);
+    const zeroAddress = '0x0';
+    const signature: ECSignature = { v: 27, r: '', s: '' };
+    beforeEach(async () => {
+        [makerAmount, takerAmount, makerFeeAmount] = [
+            Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals),
+            Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals),
+            Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals),
+        ];
+        [transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount] = [
+            Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals),
+            Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals),
+        ];
+    });
+    function buildSignedOrder(): SignedOrder {
+        return {
+            ecSignature: signature,
+            exchangeContractAddress: zeroAddress,
+            feeRecipient: zeroAddress,
+            maker: zeroAddress,
+            taker: zeroAddress,
+            makerFee: makerFeeAmount,
+            takerFee: zero,
+            makerTokenAmount: makerAmount,
+            takerTokenAmount: takerAmount,
+            makerTokenAddress: makerToken,
+            takerTokenAddress: takerToken,
+            salt: zero,
+            expirationUnixTimestampSec: zero,
+        };
+    }
+    describe('Maker token is NOT ZRX', () => {
+        before(async () => {
+            isMakerTokenZRX = false;
+        });
+        it('calculates the correct amount when unfilled and funds available', () => {
+            signedOrder = buildSignedOrder();
+            remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+            calculator = new RemainingFillableCalculator(
+                signedOrder,
+                isMakerTokenZRX,
+                transferrableMakerTokenAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakerTokenAmount,
+            );
+            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+        });
+        it('calculates the correct amount when partially filled and funds available', () => {
+            signedOrder = buildSignedOrder();
+            remainingMakerTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
+            calculator = new RemainingFillableCalculator(
+                signedOrder,
+                isMakerTokenZRX,
+                transferrableMakerTokenAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakerTokenAmount,
+            );
+            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+        });
+        it('calculates the amount to be 0 when all fee funds are transferred', () => {
+            signedOrder = buildSignedOrder();
+            transferrableMakerFeeTokenAmount = zero;
+            remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+            calculator = new RemainingFillableCalculator(
+                signedOrder,
+                isMakerTokenZRX,
+                transferrableMakerTokenAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakerTokenAmount,
+            );
+            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero);
+        });
+        it('calculates the correct amount when balance is less than remaining fillable', () => {
+            signedOrder = buildSignedOrder();
+            const partiallyFilledAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+            remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount);
+            transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount);
+            calculator = new RemainingFillableCalculator(
+                signedOrder,
+                isMakerTokenZRX,
+                transferrableMakerTokenAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakerTokenAmount,
+            );
+            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount);
+        });
+        describe('Order to Fee Ratio is < 1', () => {
+            beforeEach(async () => {
+                [makerAmount, takerAmount, makerFeeAmount] = [
+                    Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals),
+                    Web3Wrapper.toBaseUnitAmount(new BigNumber(6), decimals),
+                    Web3Wrapper.toBaseUnitAmount(new BigNumber(6), decimals),
+                ];
+            });
+            it('calculates the correct amount when funds unavailable', () => {
+                signedOrder = buildSignedOrder();
+                remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+                const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+                transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount);
+                calculator = new RemainingFillableCalculator(
+                    signedOrder,
+                    isMakerTokenZRX,
+                    transferrableMakerTokenAmount,
+                    transferrableMakerFeeTokenAmount,
+                    remainingMakerTokenAmount,
+                );
+                expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount);
+            });
+        });
+        describe('Ratio is not evenly divisble', () => {
+            beforeEach(async () => {
+                [makerAmount, takerAmount, makerFeeAmount] = [
+                    Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals),
+                    Web3Wrapper.toBaseUnitAmount(new BigNumber(7), decimals),
+                    Web3Wrapper.toBaseUnitAmount(new BigNumber(7), decimals),
+                ];
+            });
+            it('calculates the correct amount when funds unavailable', () => {
+                signedOrder = buildSignedOrder();
+                remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+                const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+                transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount);
+                calculator = new RemainingFillableCalculator(
+                    signedOrder,
+                    isMakerTokenZRX,
+                    transferrableMakerTokenAmount,
+                    transferrableMakerFeeTokenAmount,
+                    remainingMakerTokenAmount,
+                );
+                const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
+                expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakerTokenAmount)).to.be.true();
+                expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0));
+                const orderToFeeRatio = signedOrder.makerTokenAmount.dividedBy(signedOrder.makerFee);
+                const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio);
+                expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount);
+            });
+        });
+    });
+    describe('Maker Token is ZRX', () => {
+        before(async () => {
+            isMakerTokenZRX = true;
+        });
+        it('calculates the correct amount when unfilled and funds available', () => {
+            signedOrder = buildSignedOrder();
+            transferrableMakerTokenAmount = makerAmount.plus(makerFeeAmount);
+            transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
+            remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+            calculator = new RemainingFillableCalculator(
+                signedOrder,
+                isMakerTokenZRX,
+                transferrableMakerTokenAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakerTokenAmount,
+            );
+            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+        });
+        it('calculates the correct amount when partially filled and funds available', () => {
+            signedOrder = buildSignedOrder();
+            remainingMakerTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
+            calculator = new RemainingFillableCalculator(
+                signedOrder,
+                isMakerTokenZRX,
+                transferrableMakerTokenAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakerTokenAmount,
+            );
+            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
+        });
+        it('calculates the amount to be 0 when all fee funds are transferred', () => {
+            signedOrder = buildSignedOrder();
+            transferrableMakerTokenAmount = zero;
+            transferrableMakerFeeTokenAmount = zero;
+            remainingMakerTokenAmount = signedOrder.makerTokenAmount;
+            calculator = new RemainingFillableCalculator(
+                signedOrder,
+                isMakerTokenZRX,
+                transferrableMakerTokenAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakerTokenAmount,
+            );
+            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero);
+        });
+        it('calculates the correct amount when balance is less than remaining fillable', () => {
+            signedOrder = buildSignedOrder();
+            const partiallyFilledAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+            remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount);
+            transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount);
+            transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
+
+            const orderToFeeRatio = signedOrder.makerTokenAmount.dividedToIntegerBy(signedOrder.makerFee);
+            const expectedFillableAmount = new BigNumber(450980);
+            calculator = new RemainingFillableCalculator(
+                signedOrder,
+                isMakerTokenZRX,
+                transferrableMakerTokenAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakerTokenAmount,
+            );
+            const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
+            const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio);
+            const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio);
+            expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakerTokenAmount);
+            expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakerTokenAmount);
+            expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount);
+            expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0);
+        });
+    });
+});
diff --git a/packages/order-watcher/test/utils/chai_setup.ts b/packages/order-watcher/test/utils/chai_setup.ts
new file mode 100644
index 000000000..078edd309
--- /dev/null
+++ b/packages/order-watcher/test/utils/chai_setup.ts
@@ -0,0 +1,13 @@
+import * as chai from 'chai';
+import chaiAsPromised = require('chai-as-promised');
+import ChaiBigNumber = require('chai-bignumber');
+import * as dirtyChai from 'dirty-chai';
+
+export const chaiSetup = {
+    configure() {
+        chai.config.includeStack = true;
+        chai.use(ChaiBigNumber());
+        chai.use(dirtyChai);
+        chai.use(chaiAsPromised);
+    },
+};
diff --git a/packages/order-watcher/test/utils/constants.ts b/packages/order-watcher/test/utils/constants.ts
new file mode 100644
index 000000000..78037647c
--- /dev/null
+++ b/packages/order-watcher/test/utils/constants.ts
@@ -0,0 +1,5 @@
+export const constants = {
+    NULL_ADDRESS: '0x0000000000000000000000000000000000000000',
+    TESTRPC_NETWORK_ID: 50,
+    ZRX_DECIMALS: 18,
+};
diff --git a/packages/order-watcher/test/utils/deployer.ts b/packages/order-watcher/test/utils/deployer.ts
new file mode 100644
index 000000000..b092322e2
--- /dev/null
+++ b/packages/order-watcher/test/utils/deployer.ts
@@ -0,0 +1,18 @@
+import { Deployer } from '@0xproject/deployer';
+import { devConstants } from '@0xproject/dev-utils';
+import * as path from 'path';
+
+import { constants } from './constants';
+
+import { provider } from './web3_wrapper';
+
+const artifactsDir = path.resolve('test', 'artifacts');
+const deployerOpts = {
+    artifactsDir,
+    provider,
+    networkId: constants.TESTRPC_NETWORK_ID,
+    defaults: {
+        gas: devConstants.GAS_ESTIMATE,
+    },
+};
+export const deployer = new Deployer(deployerOpts);
diff --git a/packages/order-watcher/test/utils/token_utils.ts b/packages/order-watcher/test/utils/token_utils.ts
new file mode 100644
index 000000000..e1191b5bb
--- /dev/null
+++ b/packages/order-watcher/test/utils/token_utils.ts
@@ -0,0 +1,34 @@
+import { Token } from '@0xproject/types';
+import * as _ from 'lodash';
+
+import { InternalOrderWatcherError } from '../../src/types';
+
+const PROTOCOL_TOKEN_SYMBOL = 'ZRX';
+const WETH_TOKEN_SYMBOL = 'WETH';
+
+export class TokenUtils {
+    private _tokens: Token[];
+    constructor(tokens: Token[]) {
+        this._tokens = tokens;
+    }
+    public getProtocolTokenOrThrow(): Token {
+        const zrxToken = _.find(this._tokens, { symbol: PROTOCOL_TOKEN_SYMBOL });
+        if (_.isUndefined(zrxToken)) {
+            throw new Error(InternalOrderWatcherError.ZrxNotInTokenRegistry);
+        }
+        return zrxToken;
+    }
+    public getWethTokenOrThrow(): Token {
+        const wethToken = _.find(this._tokens, { symbol: WETH_TOKEN_SYMBOL });
+        if (_.isUndefined(wethToken)) {
+            throw new Error(InternalOrderWatcherError.WethNotInTokenRegistry);
+        }
+        return wethToken;
+    }
+    public getDummyTokens(): Token[] {
+        const dummyTokens = _.filter(this._tokens, token => {
+            return !_.includes([PROTOCOL_TOKEN_SYMBOL, WETH_TOKEN_SYMBOL], token.symbol);
+        });
+        return dummyTokens;
+    }
+}
diff --git a/packages/order-watcher/test/utils/web3_wrapper.ts b/packages/order-watcher/test/utils/web3_wrapper.ts
new file mode 100644
index 000000000..b0ccfa546
--- /dev/null
+++ b/packages/order-watcher/test/utils/web3_wrapper.ts
@@ -0,0 +1,9 @@
+import { devConstants, web3Factory } from '@0xproject/dev-utils';
+import { Provider } from '@0xproject/types';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+
+const web3 = web3Factory.create({ shouldUseInProcessGanache: true });
+const provider: Provider = web3.currentProvider;
+const web3Wrapper = new Web3Wrapper(web3.currentProvider);
+
+export { provider, web3Wrapper };