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fix: price impact calculations. #64

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fix: price impact calculations. #64

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38 changes: 6 additions & 32 deletions src/utils/swap.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -28,6 +28,7 @@ import { getBigNumber } from './layouts'
import { LiquidityPoolInfo } from './pools'
// eslint-disable-next-line
import { getTokenByMintAddress, NATIVE_SOL, TOKENS } from './tokens'
import BigNumber from 'bignumber.js'

export function getOutAmount(
market: any,
Expand Down Expand Up @@ -82,22 +83,9 @@ export function getSwapOutAmount(
const amountOut = pc.balance.wei.multipliedBy(fromAmountWithFee).dividedBy(denominator)
const amountOutWithSlippage = amountOut.dividedBy(1 + slippage / 100)

const outBalance = pc.balance.wei.minus(amountOut)
const beforePrice = new TokenAmount(
parseFloat(new TokenAmount(pc.balance.wei, pc.decimals).fixed()) /
parseFloat(new TokenAmount(coin.balance.wei, coin.decimals).fixed()),
pc.decimals,
false
)
const afterPrice = new TokenAmount(
parseFloat(new TokenAmount(outBalance, pc.decimals).fixed()) /
parseFloat(new TokenAmount(denominator, coin.decimals).fixed()),
pc.decimals,
false
)
const priceImpact =
Math.abs((parseFloat(beforePrice.fixed()) - parseFloat(afterPrice.fixed())) / parseFloat(beforePrice.fixed())) *
100
const marketAmountOut = fromAmountWithFee.multipliedBy(pc.balance.wei.dividedBy(coin.balance.wei))

const priceImpact = new BigNumber(1).minus(amountOut.dividedBy(marketAmountOut)).multipliedBy(100).toNumber()

return {
amountIn: fromAmount,
Expand All @@ -116,23 +104,9 @@ export function getSwapOutAmount(
const amountOut = coin.balance.wei.multipliedBy(fromAmountWithFee).dividedBy(denominator)
const amountOutWithSlippage = amountOut.dividedBy(1 + slippage / 100)

const outBalance = coin.balance.wei.minus(amountOut)
const marketAmountOut = fromAmountWithFee.multipliedBy(coin.balance.wei.dividedBy(pc.balance.wei))

const beforePrice = new TokenAmount(
parseFloat(new TokenAmount(pc.balance.wei, pc.decimals).fixed()) /
parseFloat(new TokenAmount(coin.balance.wei, coin.decimals).fixed()),
pc.decimals,
false
)
const afterPrice = new TokenAmount(
parseFloat(new TokenAmount(denominator, pc.decimals).fixed()) /
parseFloat(new TokenAmount(outBalance, coin.decimals).fixed()),
pc.decimals,
false
)
const priceImpact =
Math.abs((parseFloat(afterPrice.fixed()) - parseFloat(beforePrice.fixed())) / parseFloat(beforePrice.fixed())) *
100
const priceImpact = new BigNumber(1).minus(amountOut.dividedBy(marketAmountOut)).multipliedBy(100).toNumber()

return {
amountIn: fromAmount,
Expand Down