We sold our calves for years at one sale barn and always took them in on sale day. The sale barn closed and then changed hands, so we tried another barn for a couple of years. At this barn, we took the calves in the day before the sale. These calves were our first Gelbvieh cross calves and were some of the biggest calves we had sold with an average weight of 750 lbs. After those two years, we were approached by the new owners of the first sale barn and we agreed to give them a try. We took in what we thought were smaller calves than the previous two years, mostly straight Angus, on sale day, and they weighed 850 lbs. Since then, I have always thought our calves must have shrunk about 100lbs taking them in the day before. And I have been told by a very experienced cattleman that as a general rule of thumb cattle will not drink out of an unfamiliar source for 24 hours, so water in the pens at the sale barn may be of little use in preventing/treating shrink.
The moral of this long and unasked for story is try to make the time between hauling your cattle to the sale barn and actual sale time as short as possible. Another possible solution would be to take your calves in two days before so they would have time to acclimate to their new water source and maybe possibly erase any shrink previously suffered from the transplant/haul?? Of course, though, I wouldn't try that approach with unweaned calves.