diff --git a/src/asset-swapper/quote_consumers/exchange_proxy_swap_quote_consumer.ts b/src/asset-swapper/quote_consumers/exchange_proxy_swap_quote_consumer.ts
index 98cee18b3..d8a4dbf3f 100644
--- a/src/asset-swapper/quote_consumers/exchange_proxy_swap_quote_consumer.ts
+++ b/src/asset-swapper/quote_consumers/exchange_proxy_swap_quote_consumer.ts
@@ -41,7 +41,7 @@ import {
     NativeOtcOrderFillData,
     NativeRfqOrderFillData,
     OptimizedMarketBridgeOrder,
-    OptimizedMarketOrder,
+    OptimizedOrder,
 } from '../types';
 
 import {
@@ -727,7 +727,7 @@ export class ExchangeProxySwapQuoteConsumer implements SwapQuoteConsumerBase {
     }
 }
 
-function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): OptimizedMarketOrder[] {
+function slipNonNativeOrders(quote: MarketSellSwapQuote | MarketBuySwapQuote): OptimizedOrder[] {
     const slippage = getMaxQuoteSlippageRate(quote);
     if (slippage === 0) {
         return quote.orders;
diff --git a/src/asset-swapper/quote_consumers/quote_consumer_utils.ts b/src/asset-swapper/quote_consumers/quote_consumer_utils.ts
index a1ca39e50..e029d47bf 100644
--- a/src/asset-swapper/quote_consumers/quote_consumer_utils.ts
+++ b/src/asset-swapper/quote_consumers/quote_consumer_utils.ts
@@ -7,7 +7,7 @@ import {
     SwapQuote,
     ERC20BridgeSource,
     OptimizedMarketBridgeOrder,
-    OptimizedMarketOrder,
+    OptimizedOrder,
     OptimizedOtcOrder,
     OptimizedRfqOrder,
     OptimizedLimitOrder,
@@ -96,19 +96,19 @@ export function isBuyQuote(quote: SwapQuote): quote is MarketBuySwapQuote {
     return quote.type === MarketOperation.Buy;
 }
 
-function isOptimizedBridgeOrder(x: OptimizedMarketOrder): x is OptimizedMarketBridgeOrder {
+function isOptimizedBridgeOrder(x: OptimizedOrder): x is OptimizedMarketBridgeOrder {
     return x.type === FillQuoteTransformerOrderType.Bridge;
 }
 
-function isOptimizedLimitOrder(x: OptimizedMarketOrder): x is OptimizedLimitOrder {
+function isOptimizedLimitOrder(x: OptimizedOrder): x is OptimizedLimitOrder {
     return x.type === FillQuoteTransformerOrderType.Limit;
 }
 
-function isOptimizedRfqOrder(x: OptimizedMarketOrder): x is OptimizedRfqOrder {
+function isOptimizedRfqOrder(x: OptimizedOrder): x is OptimizedRfqOrder {
     return x.type === FillQuoteTransformerOrderType.Rfq;
 }
 
-function isOptimizedOtcOrder(x: OptimizedMarketOrder): x is OptimizedOtcOrder {
+function isOptimizedOtcOrder(x: OptimizedOrder): x is OptimizedOtcOrder {
     return x.type === FillQuoteTransformerOrderType.Otc;
 }
 
@@ -117,7 +117,7 @@ function isOptimizedOtcOrder(x: OptimizedMarketOrder): x is OptimizedOtcOrder {
  * FillQuoteTransformer.
  */
 export function getFQTTransformerDataFromOptimizedOrders(
-    orders: OptimizedMarketOrder[],
+    orders: OptimizedOrder[],
 ): Pick<FillQuoteTransformerData, 'bridgeOrders' | 'limitOrders' | 'rfqOrders' | 'otcOrders' | 'fillSequence'> {
     const fqtData: Pick<
         FillQuoteTransformerData,
diff --git a/src/asset-swapper/swap_quoter.ts b/src/asset-swapper/swap_quoter.ts
index e189901d0..7df2f9c33 100644
--- a/src/asset-swapper/swap_quoter.ts
+++ b/src/asset-swapper/swap_quoter.ts
@@ -34,14 +34,7 @@ import {
 import { DexOrderSampler } from './utils/market_operation_utils/sampler';
 import { SourceFilters } from './utils/market_operation_utils/source_filters';
 import { OptimizerResultWithReport } from './utils/market_operation_utils/types';
-import {
-    ERC20BridgeSource,
-    FillData,
-    GasSchedule,
-    GetMarketOrdersOpts,
-    OptimizedMarketOrder,
-    Orderbook,
-} from './types';
+import { ERC20BridgeSource, FillData, GasSchedule, GetMarketOrdersOpts, OptimizedOrder, Orderbook } from './types';
 import { GasPriceUtils } from './utils/gas_price_utils';
 import { QuoteRequestor } from './utils/quote_requestor';
 import { QuoteFillResult, simulateBestCaseFill, simulateWorstCaseFill } from './utils/quote_simulation';
@@ -399,7 +392,7 @@ function createSwapQuote(
 }
 
 function calculateQuoteInfo(
-    optimizedOrders: OptimizedMarketOrder[],
+    optimizedOrders: OptimizedOrder[],
     operation: MarketOperation,
     assetFillAmount: BigNumber,
     gasPrice: BigNumber,
@@ -430,7 +423,7 @@ function calculateQuoteInfo(
 }
 
 function calculateTwoHopQuoteInfo(
-    optimizedOrders: OptimizedMarketOrder[],
+    optimizedOrders: OptimizedOrder[],
     operation: MarketOperation,
     gasSchedule: GasSchedule,
     slippage: number,
diff --git a/src/asset-swapper/types.ts b/src/asset-swapper/types.ts
index 5f6dd139a..88ec45c26 100644
--- a/src/asset-swapper/types.ts
+++ b/src/asset-swapper/types.ts
@@ -248,7 +248,7 @@ interface SwapQuoteBase {
     takerToken: string;
     makerToken: string;
     gasPrice: BigNumber;
-    orders: OptimizedMarketOrder[];
+    orders: OptimizedOrder[];
     bestCaseQuoteInfo: SwapQuoteInfo;
     worstCaseQuoteInfo: SwapQuoteInfo;
     sourceBreakdown: SwapQuoteOrdersBreakdown;
@@ -712,7 +712,7 @@ export interface GetMarketOrdersOpts {
     fillAdjustor: FillAdjustor;
 }
 
-export interface OptimizedMarketOrderBase<TFillData extends FillData = FillData> {
+interface OptimizedMarketOrderBase<TFillData extends FillData = FillData> {
     source: ERC20BridgeSource;
     fillData: TFillData;
     type: FillQuoteTransformerOrderType; // should correspond with TFillData
@@ -741,14 +741,9 @@ export interface OptimizedOtcOrder extends OptimizedMarketOrderBase<NativeOtcOrd
     type: FillQuoteTransformerOrderType.Otc;
 }
 
-/**
- * Optimized orders to fill.
- */
-export type OptimizedMarketOrder =
-    | OptimizedMarketBridgeOrder<FillData>
-    | OptimizedMarketOrderBase<NativeLimitOrderFillData>
-    | OptimizedMarketOrderBase<NativeRfqOrderFillData>
-    | OptimizedMarketOrderBase<NativeOtcOrderFillData>;
+export type OptimizedNativeOrder = OptimizedLimitOrder | OptimizedRfqOrder | OptimizedOtcOrder;
+
+export type OptimizedOrder = OptimizedMarketBridgeOrder<FillData> | OptimizedNativeOrder;
 
 export abstract class Orderbook {
     public abstract getOrdersAsync(
diff --git a/src/asset-swapper/utils/market_operation_utils/orders.ts b/src/asset-swapper/utils/market_operation_utils/orders.ts
index d62ad23d9..5d4c2113b 100644
--- a/src/asset-swapper/utils/market_operation_utils/orders.ts
+++ b/src/asset-swapper/utils/market_operation_utils/orders.ts
@@ -13,8 +13,8 @@ import {
     NativeOtcOrderFillData,
     NativeRfqOrderFillData,
     OptimizedMarketBridgeOrder,
-    OptimizedMarketOrder,
-    OptimizedMarketOrderBase,
+    OptimizedOrder,
+    OptimizedNativeOrder,
 } from '../../types';
 
 import { MAX_UINT256, ZERO_AMOUNT } from './constants';
@@ -58,7 +58,7 @@ export interface CreateOrderFromPathOpts {
 export function createOrdersFromTwoHopSample(
     sample: DexSample<MultiHopFillData>,
     opts: CreateOrderFromPathOpts,
-): [OptimizedMarketOrder, OptimizedMarketOrder] {
+): [OptimizedOrder, OptimizedOrder] {
     const [makerToken, takerToken] = getMakerTakerTokens(opts);
     const { firstHopSource, secondHopSource, intermediateToken } = sample.fillData;
     const firstHopFill: Fill = {
@@ -548,13 +548,7 @@ function getFillTokenAmounts(fill: Fill, side: MarketOperation): [BigNumber, Big
     ];
 }
 
-export function createNativeOptimizedOrder(
-    fill: Fill<NativeFillData>,
-    side: MarketOperation,
-):
-    | OptimizedMarketOrderBase<NativeRfqOrderFillData>
-    | OptimizedMarketOrderBase<NativeLimitOrderFillData>
-    | OptimizedMarketOrderBase<NativeOtcOrderFillData> {
+export function createNativeOptimizedOrder(fill: Fill<NativeFillData>, side: MarketOperation): OptimizedNativeOrder {
     const fillData = fill.fillData;
     const [makerAmount, takerAmount] = getFillTokenAmounts(fill, side);
     const base = {
diff --git a/src/asset-swapper/utils/market_operation_utils/path.ts b/src/asset-swapper/utils/market_operation_utils/path.ts
index d9106bdb2..f4bdef765 100644
--- a/src/asset-swapper/utils/market_operation_utils/path.ts
+++ b/src/asset-swapper/utils/market_operation_utils/path.ts
@@ -4,7 +4,7 @@ import _ = require('lodash');
 import {
     MarketOperation,
     NativeFillData,
-    OptimizedMarketOrder,
+    OptimizedOrder,
     ERC20BridgeSource,
     ExchangeProxyOverhead,
     Fill,
@@ -42,7 +42,7 @@ const DEFAULT_PATH_PENALTY_OPTS: PathPenaltyOpts = {
 };
 
 export class Path {
-    public orders?: OptimizedMarketOrder[];
+    public orders?: OptimizedOrder[];
     public sourceFlags = BigInt(0);
     protected _size: PathSize = { input: ZERO_AMOUNT, output: ZERO_AMOUNT };
     protected _adjustedSize: PathSize = { input: ZERO_AMOUNT, output: ZERO_AMOUNT };
@@ -179,5 +179,5 @@ export class Path {
 }
 
 interface FinalizedPath extends Path {
-    readonly orders: OptimizedMarketOrder[];
+    readonly orders: OptimizedOrder[];
 }
diff --git a/src/asset-swapper/utils/market_operation_utils/types.ts b/src/asset-swapper/utils/market_operation_utils/types.ts
index db42d901f..cca904002 100644
--- a/src/asset-swapper/utils/market_operation_utils/types.ts
+++ b/src/asset-swapper/utils/market_operation_utils/types.ts
@@ -5,7 +5,7 @@ import { BigNumber } from '@0x/utils';
 import {
     NativeOrderWithFillableAmounts,
     ERC20BridgeSource,
-    OptimizedMarketOrder,
+    OptimizedOrder,
     FillData,
     FeeSchedule,
     Fill,
@@ -307,7 +307,7 @@ export interface SourceQuoteOperation<TFillData extends FillData = FillData> ext
 }
 
 export interface OptimizerResult {
-    optimizedOrders: OptimizedMarketOrder[];
+    optimizedOrders: OptimizedOrder[];
     sourceFlags: bigint;
     liquidityDelivered: Readonly<Fill[] | DexSample<MultiHopFillData>>;
     marketSideLiquidity: MarketSideLiquidity;
diff --git a/src/asset-swapper/utils/quote_simulation.ts b/src/asset-swapper/utils/quote_simulation.ts
index 4ec2432dc..0a4bdcd23 100644
--- a/src/asset-swapper/utils/quote_simulation.ts
+++ b/src/asset-swapper/utils/quote_simulation.ts
@@ -2,7 +2,7 @@ import { FillQuoteTransformerOrderType } from '@0x/protocol-utils';
 import { BigNumber } from '@0x/utils';
 
 import { constants } from '../constants';
-import { MarketOperation, GasSchedule, NativeLimitOrderFillData, OptimizedMarketOrder } from '../types';
+import { MarketOperation, GasSchedule, NativeLimitOrderFillData, OptimizedOrder } from '../types';
 
 import { getNativeAdjustedTakerFeeAmount } from './utils';
 
@@ -61,7 +61,7 @@ const EMPTY_QUOTE_INTERMEDIATE_FILL_RESULT = {
 };
 
 interface QuoteFillInfo {
-    orders: OptimizedMarketOrder[];
+    orders: OptimizedOrder[];
     fillAmount: BigNumber;
     gasPrice: BigNumber;
     side: MarketOperation;
@@ -80,7 +80,7 @@ const DEFAULT_SIMULATED_FILL_QUOTE_INFO_OPTS = {
 };
 
 export interface QuoteFillOrderCall {
-    order: OptimizedMarketOrder;
+    order: OptimizedOrder;
     // Total input amount defined in the order.
     totalOrderInput: BigNumber;
     // Total output amount defined in the order.
@@ -176,7 +176,7 @@ export function fillQuoteOrders(
     return result;
 }
 
-function hasProtocolFee(o: OptimizedMarketOrder): boolean {
+function hasProtocolFee(o: OptimizedOrder): boolean {
     return o.type === FillQuoteTransformerOrderType.Limit;
 }
 
@@ -299,7 +299,7 @@ function fromIntermediateQuoteFillResult(ir: IntermediateQuoteFillResult, quoteI
     };
 }
 
-function getTotalGasUsedByFills(fills: OptimizedMarketOrder[], gasSchedule: GasSchedule): number {
+function getTotalGasUsedByFills(fills: OptimizedOrder[], gasSchedule: GasSchedule): number {
     let gasUsed = 0;
     for (const f of fills) {
         // eslint-disable-next-line @typescript-eslint/no-non-null-assertion -- TODO: fix me!
diff --git a/test/asset-swapper/exchange_proxy_swap_quote_consumer_test.ts b/test/asset-swapper/exchange_proxy_swap_quote_consumer_test.ts
index abbb7ecea..594ae5e65 100644
--- a/test/asset-swapper/exchange_proxy_swap_quote_consumer_test.ts
+++ b/test/asset-swapper/exchange_proxy_swap_quote_consumer_test.ts
@@ -30,7 +30,7 @@ import {
     Fill,
     NativeFillData,
     OptimizedLimitOrder,
-    OptimizedMarketOrder,
+    OptimizedOrder,
 } from '../../src/asset-swapper/types';
 
 import { chaiSetup } from './utils/chai_setup';
@@ -172,7 +172,7 @@ describe('ExchangeProxySwapQuoteConsumer', () => {
 
     type PlainOrder = Exclude<LimitOrderFields, ['chainId', 'exchangeAddress']>;
 
-    function cleanOrders(orders: OptimizedMarketOrder[]): PlainOrder[] {
+    function cleanOrders(orders: OptimizedOrder[]): PlainOrder[] {
         return orders.map(
             (o) =>
                 _.omit(
diff --git a/test/asset-swapper/quote_simulation_test.ts b/test/asset-swapper/quote_simulation_test.ts
index ba005029b..870ce2530 100644
--- a/test/asset-swapper/quote_simulation_test.ts
+++ b/test/asset-swapper/quote_simulation_test.ts
@@ -7,10 +7,9 @@ import {
     MarketOperation,
     ERC20BridgeSource,
     Fill,
-    NativeLimitOrderFillData,
-    OptimizedMarketOrder,
-    OptimizedMarketOrderBase,
+    OptimizedOrder,
     GasSchedule,
+    OptimizedLimitOrder,
 } from '../../src/asset-swapper/types';
 import {
     fillQuoteOrders,
@@ -103,7 +102,7 @@ describe('quote_simulation tests', async () => {
             takerOutputFee: BigNumber;
             type: FillQuoteTransformerOrderType;
         }> = {},
-    ): OptimizedMarketOrderBase<NativeLimitOrderFillData> {
+    ): OptimizedOrder {
         const { filledInput, side, takerInputFee, takerOutputFee, type } = _.merge(
             {},
             {
@@ -124,36 +123,74 @@ describe('quote_simulation tests', async () => {
         const fillableTakerAmount = side === MarketOperation.Sell ? fillableInput : fillableOutput;
         const takerFee = BigNumber.max(takerInputFee, takerOutputFee);
 
-        const order: OptimizedMarketOrderBase<NativeLimitOrderFillData> = {
-            source: ERC20BridgeSource.Native,
-            makerToken: MAKER_TOKEN,
-            takerToken: TAKER_TOKEN,
-            makerAmount: fillableMakerAmount,
-            takerAmount: fillableTakerAmount,
-            fillData: {
-                order: {
+        switch (type) {
+            case FillQuoteTransformerOrderType.Bridge:
+                throw new Error('unimplemented');
+            case FillQuoteTransformerOrderType.Limit:
+                return {
+                    source: ERC20BridgeSource.Native,
                     makerToken: MAKER_TOKEN,
-                    makerAmount,
                     takerToken: TAKER_TOKEN,
-                    takerAmount,
-                    maker: NULL_ADDRESS,
-                    taker: NULL_ADDRESS,
-                    sender: NULL_ADDRESS,
-                    salt: ZERO,
-                    chainId: 1,
-                    pool: NULL_BYTES,
-                    verifyingContract: NULL_ADDRESS,
-                    expiry: ZERO,
-                    feeRecipient: NULL_ADDRESS,
-                    takerTokenFeeAmount: takerFee,
-                },
-                signature: { v: 1, r: NULL_BYTES, s: NULL_BYTES, signatureType: SignatureType.EthSign },
-                maxTakerTokenFillAmount: fillableTakerAmount,
-            },
-            type,
-            fill: createOrderFill(fillableInput, fillableOutput),
-        };
-        return order;
+                    makerAmount: fillableMakerAmount,
+                    takerAmount: fillableTakerAmount,
+                    fillData: {
+                        order: {
+                            makerToken: MAKER_TOKEN,
+                            makerAmount,
+                            takerToken: TAKER_TOKEN,
+                            takerAmount,
+                            maker: NULL_ADDRESS,
+                            taker: NULL_ADDRESS,
+                            sender: NULL_ADDRESS,
+                            salt: ZERO,
+                            chainId: 1,
+                            pool: NULL_BYTES,
+                            verifyingContract: NULL_ADDRESS,
+                            expiry: ZERO,
+                            feeRecipient: NULL_ADDRESS,
+                            takerTokenFeeAmount: takerFee,
+                        },
+                        signature: { v: 1, r: NULL_BYTES, s: NULL_BYTES, signatureType: SignatureType.EthSign },
+                        maxTakerTokenFillAmount: fillableTakerAmount,
+                    },
+                    type,
+                    fill: createOrderFill(fillableInput, fillableOutput),
+                };
+            case FillQuoteTransformerOrderType.Rfq:
+                return {
+                    source: ERC20BridgeSource.Native,
+                    makerToken: MAKER_TOKEN,
+                    takerToken: TAKER_TOKEN,
+                    makerAmount: fillableMakerAmount,
+                    takerAmount: fillableTakerAmount,
+                    fillData: {
+                        order: {
+                            makerToken: MAKER_TOKEN,
+                            makerAmount,
+                            takerToken: TAKER_TOKEN,
+                            takerAmount,
+                            maker: NULL_ADDRESS,
+                            taker: NULL_ADDRESS,
+                            txOrigin: NULL_ADDRESS,
+                            salt: ZERO,
+                            chainId: 1,
+                            pool: NULL_BYTES,
+                            verifyingContract: NULL_ADDRESS,
+                            expiry: ZERO,
+                        },
+                        signature: { v: 1, r: NULL_BYTES, s: NULL_BYTES, signatureType: SignatureType.EthSign },
+                        maxTakerTokenFillAmount: fillableTakerAmount,
+                    },
+                    type,
+                    fill: createOrderFill(fillableInput, fillableOutput),
+                };
+            case FillQuoteTransformerOrderType.Otc:
+                throw new Error('unimplemented');
+            default:
+                ((_: never) => {
+                    throw new Error('unreachable');
+                })(type);
+        }
     }
     const nativeSourcePathId = hexUtils.random();
     function createOrderFill(input: BigNumber, output: BigNumber): Fill {
@@ -624,11 +661,7 @@ describe('quote_simulation tests', async () => {
         });
     });
 
-    function slipOrder(
-        order: OptimizedMarketOrderBase<NativeLimitOrderFillData>,
-        orderSlippage: number,
-        side: MarketOperation,
-    ): OptimizedMarketOrder {
+    function slipOrder(order: OptimizedLimitOrder, orderSlippage: number, side: MarketOperation): OptimizedLimitOrder {
         const makerScaling = side === MarketOperation.Sell ? 1 - orderSlippage : 1;
         const takerScaling = side === MarketOperation.Sell ? 1 : orderSlippage + 1;
 
@@ -662,9 +695,7 @@ describe('quote_simulation tests', async () => {
                 fillableOutput,
                 side,
             });
-            const orders = fillOrders.map((fo) =>
-                slipOrder(fo.order as OptimizedMarketOrderBase<NativeLimitOrderFillData>, orderSlippage, side),
-            );
+            const orders = fillOrders.map((fo) => slipOrder(fo.order as OptimizedLimitOrder, orderSlippage, side));
             const result = simulateBestCaseFill({
                 orders,
                 side,
@@ -897,9 +928,7 @@ describe('quote_simulation tests', async () => {
                 fillableInput,
                 fillableOutput,
                 side,
-            }).map((fo) =>
-                slipOrder(fo.order as OptimizedMarketOrderBase<NativeLimitOrderFillData>, orderSlippage, side),
-            );
+            }).map((fo) => slipOrder(fo.order as OptimizedLimitOrder, orderSlippage, side));
             orders = [...orders.slice(1), orders[0]];
             const bestCase = simulateBestCaseFill({
                 orders,