[WIP] Slippage calculations from Ethereum DEX Prices Service (EDPS)

packages/pipeline/test/entities/slippage.ts

@@ -0,0 +1,32 @@
+import { BigNumber } from '@0x/utils';
+import 'mocha';
+import * as R from 'ramda';
+import 'reflect-metadata';
+
+import { SlippageRecord } from '../../src/entities';
+import { createDbConnectionOnceAsync } from '../db_setup';
+import { chaiSetup } from '../utils/chai_setup';
+
+import { testSaveAndFindEntityAsync } from './util';
+
+chaiSetup.configure();
+
+const slippageRecord = {
+    time: 1234,
+    symbol: 'ZRX',
+    exchange: 'Paradex',
+    usdAmount: 10,
+    slippage: 0.01
+};
+
+// tslint:disable:custom-no-magic-numbers
+describe('Slippage entity', () => {
+    it('save/find', async () => {
+        const connection = await createDbConnectionOnceAsync();
+        const slippageRecords = [slippageRecord];
+        const slippageRepository = connection.getRepository(SlippageRecord);
+        for (const record of slippageRecords) {
+            await testSaveAndFindEntityAsync(slippageRepository, record);
+        }
+    });
+});