Orange parties are definitely more free market. Both Poroshenko Bloc and Fatherland are in the European People's Party.
It's possible that if Party of Regions had any European affiliation, it would join EPP as well. Also, not all EPP members are very pro-market, some are centrist. By the way, this is 2014 Party of Regions economic program (from Wikipedia):
Though I do not insist that "blue" parties are more economically right-wing. It's even very likely they are, on average, more economically left-wing (especially if you count Communist Party). What I say is that both "blue" and "orange" political camps include parties and politicians with very different stances on economy and these stances can change very significantly over time (depending, for example, on whether this party is in government or in opposition), so I would avoid making any generalizations.