Add methods for minimum amount out and maximum amount in for easy cal…

…culation of transaction parameters (Uniswap#23)
bboynam99 · May 11, 2020 · 3f22d17 · 3f22d17
1 parent e5b779f
commit 3f22d17
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Showing 2 changed files with 148 additions and 7 deletions.
diff --git a/src/entities/trade.ts b/src/entities/trade.ts
@@ -1,13 +1,13 @@
+import { Token } from 'entities/token'
 import invariant from 'tiny-invariant'
 
-import { TradeType } from '../constants'
+import { ONE, TradeType, ZERO } from '../constants'
+import { sortedInsert } from '../utils'
+import { Fraction, TokenAmount } from './fractions'
+import { Percent } from './fractions/percent'
+import { Price } from './fractions/price'
 import { Pair } from './pair'
 import { Route } from './route'
-import { TokenAmount } from './fractions'
-import { Price } from './fractions/price'
-import { Percent } from './fractions/percent'
-import { Token } from 'entities/token'
-import { sortedInsert } from '../utils'
 
 function getSlippage(midPrice: Price, inputAmount: TokenAmount, outputAmount: TokenAmount): Percent {
   const exactQuote = midPrice.raw.multiply(inputAmount.raw)
@@ -115,6 +115,35 @@ export class Trade {
     this.slippage = getSlippage(route.midPrice, inputAmount, outputAmount)
   }
 
+  // get the minimum amount that must be received from this trade for the given allowed slippage
+  public minimumAmountOut(additionalSlippageTolerance: Percent): TokenAmount {
+    invariant(!additionalSlippageTolerance.lessThan(ZERO), 'ADDITIONAL_SLIPPAGE_TOLERANCE')
+    if (this.tradeType === TradeType.EXACT_OUTPUT) {
+      return this.outputAmount
+    } else {
+      return new TokenAmount(
+        this.outputAmount.token,
+        new Fraction(ONE)
+          .add(additionalSlippageTolerance)
+          .invert()
+          .multiply(this.outputAmount.raw).quotient
+      )
+    }
+  }
+
+  // get the maximum amount in that can be spent via this trade for the given allowed slippage
+  public maximumAmountIn(additionalSlippageTolerance: Percent): TokenAmount {
+    invariant(!additionalSlippageTolerance.lessThan(ZERO), 'ADDITIONAL_SLIPPAGE_TOLERANCE')
+    if (this.tradeType === TradeType.EXACT_INPUT) {
+      return this.inputAmount
+    } else {
+      return new TokenAmount(
+        this.inputAmount.token,
+        new Fraction(ONE).add(additionalSlippageTolerance).multiply(this.inputAmount.raw).quotient
+      )
+    }
+  }
+
   // given a list of pairs, and a fixed amount in, returns the top `maxNumResults` trades that go from an input token
   // amount to an output token, making at most `maxHops` hops
   // note this does not consider aggregation, as routes are linear. it's possible a better route exists by splitting

diff --git a/test/trade.test.ts b/test/trade.test.ts
@@ -1,5 +1,5 @@
-import { ChainId, Token, TokenAmount, Pair, Trade } from '../src'
 import JSBI from 'jsbi'
+import { ChainId, Pair, Percent, Route, Token, TokenAmount, Trade, TradeType } from '../src'
 
 describe('Trade', () => {
   const token0 = new Token(ChainId.MAINNET, '0x0000000000000000000000000000000000000001', 18, 't0')
@@ -85,6 +85,118 @@ describe('Trade', () => {
     })
   })
 
+  describe('#maximumAmountIn', () => {
+    describe('tradeType = EXACT_INPUT', () => {
+      const exactIn = new Trade(
+        new Route([pair_0_1, pair_1_2], token0),
+        new TokenAmount(token0, JSBI.BigInt(100)),
+        TradeType.EXACT_INPUT
+      )
+      it('throws if less than 0', () => {
+        expect(() => exactIn.maximumAmountIn(new Percent(JSBI.BigInt(-1), JSBI.BigInt(100)))).toThrow(
+          'ADDITIONAL_SLIPPAGE_TOLERANCE'
+        )
+      })
+      it('returns exact if 0', () => {
+        expect(exactIn.maximumAmountIn(new Percent(JSBI.BigInt(0), JSBI.BigInt(100)))).toEqual(exactIn.inputAmount)
+      })
+      it('returns exact if nonzero', () => {
+        expect(exactIn.maximumAmountIn(new Percent(JSBI.BigInt(0), JSBI.BigInt(100)))).toEqual(
+          new TokenAmount(token0, JSBI.BigInt(100))
+        )
+        expect(exactIn.maximumAmountIn(new Percent(JSBI.BigInt(5), JSBI.BigInt(100)))).toEqual(
+          new TokenAmount(token0, JSBI.BigInt(100))
+        )
+        expect(exactIn.maximumAmountIn(new Percent(JSBI.BigInt(200), JSBI.BigInt(100)))).toEqual(
+          new TokenAmount(token0, JSBI.BigInt(100))
+        )
+      })
+    })
+    describe('tradeType = EXACT_OUTPUT', () => {
+      const exactOut = new Trade(
+        new Route([pair_0_1, pair_1_2], token0),
+        new TokenAmount(token2, JSBI.BigInt(100)),
+        TradeType.EXACT_OUTPUT
+      )
+
+      it('throws if less than 0', () => {
+        expect(() => exactOut.maximumAmountIn(new Percent(JSBI.BigInt(-1), JSBI.BigInt(100)))).toThrow(
+          'ADDITIONAL_SLIPPAGE_TOLERANCE'
+        )
+      })
+      it('returns exact if 0', () => {
+        expect(exactOut.maximumAmountIn(new Percent(JSBI.BigInt(0), JSBI.BigInt(100)))).toEqual(exactOut.inputAmount)
+      })
+      it('returns slippage amount if nonzero', () => {
+        expect(exactOut.maximumAmountIn(new Percent(JSBI.BigInt(0), JSBI.BigInt(100)))).toEqual(
+          new TokenAmount(token0, JSBI.BigInt(156))
+        )
+        expect(exactOut.maximumAmountIn(new Percent(JSBI.BigInt(5), JSBI.BigInt(100)))).toEqual(
+          new TokenAmount(token0, JSBI.BigInt(163))
+        )
+        expect(exactOut.maximumAmountIn(new Percent(JSBI.BigInt(200), JSBI.BigInt(100)))).toEqual(
+          new TokenAmount(token0, JSBI.BigInt(468))
+        )
+      })
+    })
+  })
+
+  describe('#minimumAmountOut', () => {
+    describe('tradeType = EXACT_INPUT', () => {
+      const exactIn = new Trade(
+        new Route([pair_0_1, pair_1_2], token0),
+        new TokenAmount(token0, JSBI.BigInt(100)),
+        TradeType.EXACT_INPUT
+      )
+      it('throws if less than 0', () => {
+        expect(() => exactIn.minimumAmountOut(new Percent(JSBI.BigInt(-1), JSBI.BigInt(100)))).toThrow(
+          'ADDITIONAL_SLIPPAGE_TOLERANCE'
+        )
+      })
+      it('returns exact if 0', () => {
+        expect(exactIn.minimumAmountOut(new Percent(JSBI.BigInt(0), JSBI.BigInt(100)))).toEqual(exactIn.outputAmount)
+      })
+      it('returns exact if nonzero', () => {
+        expect(exactIn.minimumAmountOut(new Percent(JSBI.BigInt(0), JSBI.BigInt(100)))).toEqual(
+          new TokenAmount(token2, JSBI.BigInt(69))
+        )
+        expect(exactIn.minimumAmountOut(new Percent(JSBI.BigInt(5), JSBI.BigInt(100)))).toEqual(
+          new TokenAmount(token2, JSBI.BigInt(65))
+        )
+        expect(exactIn.minimumAmountOut(new Percent(JSBI.BigInt(200), JSBI.BigInt(100)))).toEqual(
+          new TokenAmount(token2, JSBI.BigInt(23))
+        )
+      })
+    })
+    describe('tradeType = EXACT_OUTPUT', () => {
+      const exactOut = new Trade(
+        new Route([pair_0_1, pair_1_2], token0),
+        new TokenAmount(token2, JSBI.BigInt(100)),
+        TradeType.EXACT_OUTPUT
+      )
+
+      it('throws if less than 0', () => {
+        expect(() => exactOut.minimumAmountOut(new Percent(JSBI.BigInt(-1), JSBI.BigInt(100)))).toThrow(
+          'ADDITIONAL_SLIPPAGE_TOLERANCE'
+        )
+      })
+      it('returns exact if 0', () => {
+        expect(exactOut.minimumAmountOut(new Percent(JSBI.BigInt(0), JSBI.BigInt(100)))).toEqual(exactOut.outputAmount)
+      })
+      it('returns slippage amount if nonzero', () => {
+        expect(exactOut.minimumAmountOut(new Percent(JSBI.BigInt(0), JSBI.BigInt(100)))).toEqual(
+          new TokenAmount(token2, JSBI.BigInt(100))
+        )
+        expect(exactOut.minimumAmountOut(new Percent(JSBI.BigInt(5), JSBI.BigInt(100)))).toEqual(
+          new TokenAmount(token2, JSBI.BigInt(100))
+        )
+        expect(exactOut.minimumAmountOut(new Percent(JSBI.BigInt(200), JSBI.BigInt(100)))).toEqual(
+          new TokenAmount(token2, JSBI.BigInt(100))
+        )
+      })
+    })
+  })
+
   describe('#bestTradeExactOut', () => {
     it('throws with empty pairs', () => {
       expect(() => Trade.bestTradeExactOut([], token0, new TokenAmount(token2, JSBI.BigInt(100)))).toThrow('PAIRS')