Measuring current is a hassle - you have to break the circuit and insert your multimeter/shunt/whatever. I present to you — a bypass socket!
The box houses a simple 3.3v regulator to take available-anywhere 5v USB input and regulate to 3.3v for a ESP8266 etc. Usually the output goes straight-through. The socket on the left is mono 3.5mm.
Insert a jack and it disconnects the normal output and sends it through an attached multimeter.
If you're quick enough you can even unplug/plug the bypass socket without resetting the attached device - it has some nice big caps and it's pretty low current.