add computeBuySlippage and computeSellSlippage

src/balancer/OceanPool.ts

@@ -1222,4 +1222,128 @@ export class OceanPool extends Pool {
     }
     return result
   }
+
+  private async computeSlippage(
+    poolAddress: string,
+    tokenInBalance: string,
+    tokenInWeight: string,
+    tokenOutBalance: string,
+    tokenOutWeight: string,
+    newTokenInBalance: string,
+    newTokenOutBalance: string,
+    swapfee: string
+  ) {
+    const initialPrice = await super.calcSpotPrice(
+      poolAddress,
+      tokenInBalance,
+      tokenInWeight,
+      tokenOutBalance,
+      tokenOutWeight,
+      swapfee
+    )
+
+    const newPrice = await super.calcSpotPrice(
+      poolAddress,
+      newTokenInBalance,
+      tokenInWeight,
+      newTokenOutBalance,
+      tokenOutWeight,
+      swapfee
+    )
+    console.log(
+      'In:' +
+        tokenInBalance +
+        ', Out:' +
+        tokenOutBalance +
+        '| NEW In:' +
+        newTokenInBalance +
+        ', Out:' +
+        newTokenOutBalance
+    )
+    console.log('initial Price:' + initialPrice)
+    console.log('new price:' + newPrice)
+    const slippage = (parseFloat(newPrice) * 100) / parseFloat(initialPrice) - 100
+    console.log('Slippage:' + slippage)
+    return String(slippage)
+  }
+
+  /* Get slippage for buying some datatokens while spending exactly oceanAmount ocean tokens */
+  public async computeBuySlippage(
+    poolAddress: string,
+    oceanAmount: string
+  ): Promise<string> {
+    const dtAddress = await this.getDTAddress(poolAddress)
+    const dtWeight = await super.getDenormalizedWeight(poolAddress, dtAddress)
+    const oceanWeight = await super.getDenormalizedWeight(poolAddress, this.oceanAddress)
+    const dtReserve = await super.getReserve(poolAddress, dtAddress)
+    const oceanReserve = await super.getReserve(poolAddress, dtAddress)
+    const swapFee = await super.getSwapFee(poolAddress)
+    const dtReceived = await super.calcOutGivenIn(
+      poolAddress,
+      oceanReserve,
+      oceanWeight,
+      dtReserve,
+      dtWeight,
+      oceanAmount,
+      swapFee
+    )
+    const newDtReserve = new BigNumber(this.web3.utils.toWei(dtReserve)).minus(
+      this.web3.utils.toWei(dtReceived)
+    )
+    const newOceanReserve = new BigNumber(this.web3.utils.toWei(oceanReserve)).plus(
+      this.web3.utils.toWei(oceanAmount)
+    )
+    const slippage = await this.computeSlippage(
+      poolAddress,
+      oceanReserve,
+      oceanWeight,
+      dtReserve,
+      dtWeight,
+      this.web3.utils.fromWei(newOceanReserve.toString()),
+      this.web3.utils.fromWei(newDtReserve.toString()),
+      swapFee
+    )
+    console.log('Buy slippage:' + slippage)
+    return slippage
+  }
+
+  /* Get slippage for selling an exact amount of datatokens to get some ocean tokens */
+  public async computeSellSlippage(
+    poolAddress: string,
+    dtAmount: string
+  ): Promise<string> {
+    const dtAddress = await this.getDTAddress(poolAddress)
+    const dtWeight = await super.getDenormalizedWeight(poolAddress, dtAddress)
+    const oceanWeight = await super.getDenormalizedWeight(poolAddress, this.oceanAddress)
+    const dtReserve = await super.getReserve(poolAddress, dtAddress)
+    const oceanReserve = await super.getReserve(poolAddress, dtAddress)
+    const swapFee = await super.getSwapFee(poolAddress)
+    const oceanReceived = await super.calcOutGivenIn(
+      poolAddress,
+      dtReserve,
+      dtWeight,
+      oceanReserve,
+      oceanWeight,
+      dtAmount,
+      swapFee
+    )
+    const newDtReserve = new BigNumber(this.web3.utils.toWei(dtReserve)).plus(
+      this.web3.utils.toWei(dtAmount)
+    )
+    const newOceanReserve = new BigNumber(this.web3.utils.toWei(oceanReserve)).minus(
+      this.web3.utils.toWei(oceanReceived)
+    )
+    const slippage = await this.computeSlippage(
+      poolAddress,
+      dtReserve,
+      dtWeight,
+      oceanReserve,
+      oceanWeight,
+      this.web3.utils.fromWei(newDtReserve.toString()),
+      this.web3.utils.fromWei(newOceanReserve.toString()),
+      swapFee
+    )
+    console.log('Sell slippage:' + slippage)
+    return slippage
+  }
 }

src/balancer/Pool.ts

@@ -975,6 +975,33 @@ export class Pool extends PoolFactory {
     return price
   }
 
+  public async calcSpotPrice(
+    poolAddress: string,
+    tokenBalanceIn: string,
+    tokenWeightIn: string,
+    tokenBalanceOut: string,
+    tokenWeightOut: string,
+    swapFee: string
+  ): Promise<string> {
+    const pool = new this.web3.eth.Contract(this.poolABI, poolAddress)
+    let amount = '0'
+    try {
+      const result = await pool.methods
+        .calcSpotPrice(
+          this.web3.utils.toWei(tokenBalanceIn),
+          this.web3.utils.toWei(tokenWeightIn),
+          this.web3.utils.toWei(tokenBalanceOut),
+          this.web3.utils.toWei(tokenWeightOut),
+          this.web3.utils.toWei(swapFee)
+        )
+        .call()
+      amount = this.web3.utils.fromWei(result)
+    } catch (e) {
+      this.logger.error('ERROR: Failed to call calcSpotPrice')
+    }
+    return amount
+  }
+
   public async calcInGivenOut(
     poolAddress: string,
     tokenBalanceIn: string,

test/unit/balancer/Balancer.test.ts

@@ -115,13 +115,13 @@ describe('Balancer flow', () => {
     assert(Pool !== null)
   })
 
-  it('Alice mints 1000 tokens', async () => {
+  it('Alice mints 2000 tokens', async () => {
     await datatoken.mint(tokenAddress, alice, tokenAmount)
   })
-  it('Alice mints 1000 Ocean tokens', async () => {
+  it('Alice mints 2000 Ocean tokens', async () => {
     await oceandatatoken.mint(oceanTokenAddress, alice, tokenAmount)
   })
-  it('Alice transfers 200 ocean token to Bob', async () => {
+  it('Alice transfers 500 ocean token to Bob', async () => {
     await datatoken.transfer(oceanTokenAddress, bob, transferAmount, alice)
   })
   it('Alice creates a new OceanPool pool', async () => {
@@ -212,27 +212,36 @@ describe('Balancer flow', () => {
     assert(pools.length > 0)
     greatPool = pools[0]
   })
-  it('Bob should buy 2 DT ', async () => {
-    await Pool.buyDT(bob, greatPool, '2', '4')
+  it('Bob should buy 1 DT ', async () => {
+    await Pool.buyDT(bob, greatPool, '1', '4')
     const bobDtBalance = await datatoken.balance(tokenAddress, bob)
     const bobOceanBalance = await datatoken.balance(oceanTokenAddress, bob)
     assert(Number(bobDtBalance) > 0)
     assert(Number(bobOceanBalance) > 0)
   })
-  it('Bob should spend 5 Oceans to buy at least 1 DT ', async () => {
-    await Pool.buyDTWithExactOcean(bob, greatPool, '1', '5')
+  it('Bob should spend 2 Oceans to buy at least 0.1 DT ', async () => {
+    await Pool.buyDTWithExactOcean(bob, greatPool, '0.1', '2')
     const bobDtBalance = await datatoken.balance(tokenAddress, bob)
     const bobOceanBalance = await datatoken.balance(oceanTokenAddress, bob)
     assert(Number(bobDtBalance) > 0)
     assert(Number(bobOceanBalance) > 0)
   })
+  it('Bob should get slippage for buying some DT with 5 Ocean Tokens ', async () => {
+    const slippage = await Pool.computeBuySlippage(greatPool, '5')
+    assert(Number(slippage) > 0)
+  })
+  it('Bob should get slippage for selling 1 DT', async () => {
+    const slippage = await Pool.computeSellSlippage(greatPool, '1')
+    assert(Number(slippage) > 0)
+  })
   it('Bob should sell 1 DT ', async () => {
-    const maxPrice = parseFloat(currentDtPrice) * 2
-    await Pool.sellDT(bob, greatPool, '1', '1')
     const bobDtBalance = await datatoken.balance(tokenAddress, bob)
     const bobOceanBalance = await datatoken.balance(oceanTokenAddress, bob)
-    assert(Number(bobDtBalance) === 1)
-    assert(Number(bobOceanBalance) > 0)
+    await Pool.sellDT(bob, greatPool, '1', '0.1')
+    const newbobDtBalance = await datatoken.balance(tokenAddress, bob)
+    const newbobOceanBalance = await datatoken.balance(oceanTokenAddress, bob)
+    assert(Number(newbobDtBalance) < Number(bobDtBalance))
+    assert(Number(newbobOceanBalance) > Number(bobOceanBalance))
   })
   it('Bob should get maximum DT liquidity that he can add to pool ', async () => {
     const maxDT = await Pool.getDTMaxAddLiquidity(greatPool)
@@ -255,7 +264,7 @@ describe('Balancer flow', () => {
     await Pool.addDTLiquidity(
       bob,
       greatPool,
-      String(Math.min(parseFloat(maxDT), parseFloat(bobDtBalance)))
+      String(Math.min(parseFloat(maxDT), parseFloat(bobDtBalance) / 2))
     )
 
     const newbobDtBalance = await datatoken.balance(tokenAddress, bob)
@@ -313,7 +322,7 @@ describe('Balancer flow', () => {
     await Pool.removeDTLiquidity(
       bob,
       greatPool,
-      String(Math.min(parseFloat(maxDT), parseFloat('0.75'))),
+      String(Math.min(parseFloat(maxDT), parseFloat('0.1'))),
       poolShares
     )