npm - @atomicfinance/bitcoin-dlc-provider - Versions diffs - 4.0.0 → 4.0.2 - Mend

@atomicfinance/bitcoin-dlc-provider 4.0.0 → 4.0.2

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Files changed (802) hide show

package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/CETCalculator.ts.html ADDED Viewed

@@ -0,0 +1,1430 @@
+<!doctype html>
+<html lang="en">
+<head>
+    <title>Code coverage report for lib/dlc/CETCalculator.ts</title>
+    <meta charset="utf-8" />
+    <link rel="stylesheet" href="../../prettify.css" />
+    <link rel="stylesheet" href="../../base.css" />
+    <link rel="shortcut icon" type="image/x-icon" href="../../favicon.png" />
+    <meta name="viewport" content="width=device-width, initial-scale=1" />
+    <style type='text/css'>
+        .coverage-summary .sorter {
+            background-image: url(../../sort-arrow-sprite.png);
+        }
+    </style>
+</head>
+<body>
+<div class='wrapper'>
+    <div class='pad1'>
+        <h1><a href="../../index.html">All files</a> / <a href="index.html">lib/dlc</a> CETCalculator.ts</h1>
+        <div class='clearfix'>
+            <div class='fl pad1y space-right2'>
+                <span class="strong">93.98% </span>
+                <span class="quiet">Statements</span>
+                <span class='fraction'>156/166</span>
+            </div>
+            <div class='fl pad1y space-right2'>
+                <span class="strong">86.96% </span>
+                <span class="quiet">Branches</span>
+                <span class='fraction'>60/69</span>
+            </div>
+            <div class='fl pad1y space-right2'>
+                <span class="strong">100% </span>
+                <span class="quiet">Functions</span>
+                <span class='fraction'>28/28</span>
+            </div>
+            <div class='fl pad1y space-right2'>
+                <span class="strong">93.63% </span>
+                <span class="quiet">Lines</span>
+                <span class='fraction'>147/157</span>
+            </div>
+        </div>
+        <p class="quiet">
+            Press <em>n</em> or <em>j</em> to go to the next uncovered block, <em>b</em>, <em>p</em> or <em>k</em> for the previous block.
+        </p>
+    </div>
+    <div class='status-line high'></div>
+    <pre><table class="coverage">
+<tr><td class="line-count quiet"><a name='L1'></a><a href='#L1'>1</a>
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+<a name='L305'></a><a href='#L305'>305</a>
+<a name='L306'></a><a href='#L306'>306</a>
+<a name='L307'></a><a href='#L307'>307</a>
+<a name='L308'></a><a href='#L308'>308</a>
+<a name='L309'></a><a href='#L309'>309</a>
+<a name='L310'></a><a href='#L310'>310</a>
+<a name='L311'></a><a href='#L311'>311</a>
+<a name='L312'></a><a href='#L312'>312</a>
+<a name='L313'></a><a href='#L313'>313</a>
+<a name='L314'></a><a href='#L314'>314</a>
+<a name='L315'></a><a href='#L315'>315</a>
+<a name='L316'></a><a href='#L316'>316</a>
+<a name='L317'></a><a href='#L317'>317</a>
+<a name='L318'></a><a href='#L318'>318</a>
+<a name='L319'></a><a href='#L319'>319</a>
+<a name='L320'></a><a href='#L320'>320</a>
+<a name='L321'></a><a href='#L321'>321</a>
+<a name='L322'></a><a href='#L322'>322</a>
+<a name='L323'></a><a href='#L323'>323</a>
+<a name='L324'></a><a href='#L324'>324</a>
+<a name='L325'></a><a href='#L325'>325</a>
+<a name='L326'></a><a href='#L326'>326</a>
+<a name='L327'></a><a href='#L327'>327</a>
+<a name='L328'></a><a href='#L328'>328</a>
+<a name='L329'></a><a href='#L329'>329</a>
+<a name='L330'></a><a href='#L330'>330</a>
+<a name='L331'></a><a href='#L331'>331</a>
+<a name='L332'></a><a href='#L332'>332</a>
+<a name='L333'></a><a href='#L333'>333</a>
+<a name='L334'></a><a href='#L334'>334</a>
+<a name='L335'></a><a href='#L335'>335</a>
+<a name='L336'></a><a href='#L336'>336</a>
+<a name='L337'></a><a href='#L337'>337</a>
+<a name='L338'></a><a href='#L338'>338</a>
+<a name='L339'></a><a href='#L339'>339</a>
+<a name='L340'></a><a href='#L340'>340</a>
+<a name='L341'></a><a href='#L341'>341</a>
+<a name='L342'></a><a href='#L342'>342</a>
+<a name='L343'></a><a href='#L343'>343</a>
+<a name='L344'></a><a href='#L344'>344</a>
+<a name='L345'></a><a href='#L345'>345</a>
+<a name='L346'></a><a href='#L346'>346</a>
+<a name='L347'></a><a href='#L347'>347</a>
+<a name='L348'></a><a href='#L348'>348</a>
+<a name='L349'></a><a href='#L349'>349</a>
+<a name='L350'></a><a href='#L350'>350</a>
+<a name='L351'></a><a href='#L351'>351</a>
+<a name='L352'></a><a href='#L352'>352</a>
+<a name='L353'></a><a href='#L353'>353</a>
+<a name='L354'></a><a href='#L354'>354</a>
+<a name='L355'></a><a href='#L355'>355</a>
+<a name='L356'></a><a href='#L356'>356</a>
+<a name='L357'></a><a href='#L357'>357</a>
+<a name='L358'></a><a href='#L358'>358</a>
+<a name='L359'></a><a href='#L359'>359</a>
+<a name='L360'></a><a href='#L360'>360</a>
+<a name='L361'></a><a href='#L361'>361</a>
+<a name='L362'></a><a href='#L362'>362</a>
+<a name='L363'></a><a href='#L363'>363</a>
+<a name='L364'></a><a href='#L364'>364</a>
+<a name='L365'></a><a href='#L365'>365</a>
+<a name='L366'></a><a href='#L366'>366</a>
+<a name='L367'></a><a href='#L367'>367</a>
+<a name='L368'></a><a href='#L368'>368</a>
+<a name='L369'></a><a href='#L369'>369</a>
+<a name='L370'></a><a href='#L370'>370</a>
+<a name='L371'></a><a href='#L371'>371</a>
+<a name='L372'></a><a href='#L372'>372</a>
+<a name='L373'></a><a href='#L373'>373</a>
+<a name='L374'></a><a href='#L374'>374</a>
+<a name='L375'></a><a href='#L375'>375</a>
+<a name='L376'></a><a href='#L376'>376</a>
+<a name='L377'></a><a href='#L377'>377</a>
+<a name='L378'></a><a href='#L378'>378</a>
+<a name='L379'></a><a href='#L379'>379</a>
+<a name='L380'></a><a href='#L380'>380</a>
+<a name='L381'></a><a href='#L381'>381</a>
+<a name='L382'></a><a href='#L382'>382</a>
+<a name='L383'></a><a href='#L383'>383</a>
+<a name='L384'></a><a href='#L384'>384</a>
+<a name='L385'></a><a href='#L385'>385</a>
+<a name='L386'></a><a href='#L386'>386</a>
+<a name='L387'></a><a href='#L387'>387</a>
+<a name='L388'></a><a href='#L388'>388</a>
+<a name='L389'></a><a href='#L389'>389</a>
+<a name='L390'></a><a href='#L390'>390</a>
+<a name='L391'></a><a href='#L391'>391</a>
+<a name='L392'></a><a href='#L392'>392</a>
+<a name='L393'></a><a href='#L393'>393</a>
+<a name='L394'></a><a href='#L394'>394</a>
+<a name='L395'></a><a href='#L395'>395</a>
+<a name='L396'></a><a href='#L396'>396</a>
+<a name='L397'></a><a href='#L397'>397</a>
+<a name='L398'></a><a href='#L398'>398</a>
+<a name='L399'></a><a href='#L399'>399</a>
+<a name='L400'></a><a href='#L400'>400</a>
+<a name='L401'></a><a href='#L401'>401</a>
+<a name='L402'></a><a href='#L402'>402</a>
+<a name='L403'></a><a href='#L403'>403</a>
+<a name='L404'></a><a href='#L404'>404</a>
+<a name='L405'></a><a href='#L405'>405</a>
+<a name='L406'></a><a href='#L406'>406</a>
+<a name='L407'></a><a href='#L407'>407</a>
+<a name='L408'></a><a href='#L408'>408</a>
+<a name='L409'></a><a href='#L409'>409</a>
+<a name='L410'></a><a href='#L410'>410</a>
+<a name='L411'></a><a href='#L411'>411</a>
+<a name='L412'></a><a href='#L412'>412</a>
+<a name='L413'></a><a href='#L413'>413</a>
+<a name='L414'></a><a href='#L414'>414</a>
+<a name='L415'></a><a href='#L415'>415</a>
+<a name='L416'></a><a href='#L416'>416</a>
+<a name='L417'></a><a href='#L417'>417</a>
+<a name='L418'></a><a href='#L418'>418</a>
+<a name='L419'></a><a href='#L419'>419</a>
+<a name='L420'></a><a href='#L420'>420</a>
+<a name='L421'></a><a href='#L421'>421</a>
+<a name='L422'></a><a href='#L422'>422</a>
+<a name='L423'></a><a href='#L423'>423</a>
+<a name='L424'></a><a href='#L424'>424</a>
+<a name='L425'></a><a href='#L425'>425</a>
+<a name='L426'></a><a href='#L426'>426</a>
+<a name='L427'></a><a href='#L427'>427</a>
+<a name='L428'></a><a href='#L428'>428</a>
+<a name='L429'></a><a href='#L429'>429</a>
+<a name='L430'></a><a href='#L430'>430</a>
+<a name='L431'></a><a href='#L431'>431</a>
+<a name='L432'></a><a href='#L432'>432</a>
+<a name='L433'></a><a href='#L433'>433</a>
+<a name='L434'></a><a href='#L434'>434</a>
+<a name='L435'></a><a href='#L435'>435</a>
+<a name='L436'></a><a href='#L436'>436</a>
+<a name='L437'></a><a href='#L437'>437</a>
+<a name='L438'></a><a href='#L438'>438</a>
+<a name='L439'></a><a href='#L439'>439</a>
+<a name='L440'></a><a href='#L440'>440</a>
+<a name='L441'></a><a href='#L441'>441</a>
+<a name='L442'></a><a href='#L442'>442</a>
+<a name='L443'></a><a href='#L443'>443</a>
+<a name='L444'></a><a href='#L444'>444</a>
+<a name='L445'></a><a href='#L445'>445</a>
+<a name='L446'></a><a href='#L446'>446</a>
+<a name='L447'></a><a href='#L447'>447</a>
+<a name='L448'></a><a href='#L448'>448</a>
+<a name='L449'></a><a href='#L449'>449</a>
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+<span class="cline-any cline-neutral">&nbsp;</span></td><td class="text"><pre class="prettyprint lang-js">import BigNumber from 'bignumber.js';
+&nbsp;
+import { BigIntMath, toBigInt } from '../utils/BigIntUtils';
+import { HyperbolaPayoutCurve } from './HyperbolaPayoutCurve';
+import { PolynomialPayoutCurve } from './PolynomialPayoutCurve';
+&nbsp;
+export function zipWithIndex&lt;T&gt;(arr: T[]): [T, number][] {
+  return arr.map((a, i) =&gt; [a, i]);
+}
+&nbsp;
+export function dropUntil&lt;T&gt;(data: T[], check: (_: T) =&gt; boolean): T[] {
+  for (let i = 0; i &lt; data.length; i++) {
+    if (check(data[i])) {
+      return data.slice(i);
+    }
+  }
+  return [];
+}
+&nbsp;
+export function decompose(
+  num: bigint,
+  base: number,
+  numDigits: number,
+): number[] {
+  let currentNumber = num;
+  const digits = [];
+  while (numDigits &gt; 0) {
+    digits.push(Number(currentNumber % BigInt(base)));
+    currentNumber = currentNumber / BigInt(base);
+    numDigits--;
+  }
+  return digits.reverse();
+}
+&nbsp;
+export function separatePrefix(
+  start: bigint,
+  end: bigint,
+  base: number,
+  numDigits: number,
+): {
+  prefixDigits: number[];
+  startDigits: number[];
+  endDigits: number[];
+} {
+  const startDigits = decompose(start, base, numDigits);
+  const endDigits = decompose(end, base, numDigits);
+&nbsp;
+  const prefixDigits: number[] = [];
+  for (let i = 0; i &lt; startDigits.length; i++) {
+    if (startDigits[i] === endDigits[i]) {
+      prefixDigits.push(startDigits[i]);
+    } else break;
+  }
+&nbsp;
+  return {
+    prefixDigits,
+    startDigits: startDigits.splice(prefixDigits.length),
+    endDigits: endDigits.splice(prefixDigits.length),
+  };
+}
+&nbsp;
+export function frontGroupings(digits: number[], base: number): number[][] {
+  const digitsReversed = Array.from(digits).reverse();
+  const nonZeroDigits = dropUntil(
+    zipWithIndex(digitsReversed),
+    (a) =&gt; a[0] !== 0,
+  );
+&nbsp;
+  if (nonZeroDigits.length === 0) {
+    return [[0]];
+  }
+  const fromFront = nonZeroDigits
+    .filter((_, i) =&gt; i !== nonZeroDigits.length - 1)
+    .flatMap(([d, i]) =&gt; {
+      const fixedDigits = Array.from(digits);
+      fixedDigits.length = fixedDigits.length - (i + 1);
+&nbsp;
+      const result: number[][] = [];
+      for (let n = d + 1; n &lt; base; n++) {
+        result.push([...Array.from(fixedDigits), n]);
+      }
+      return result;
+    });
+&nbsp;
+  return [nonZeroDigits.map((a) =&gt; a[0]).reverse(), ...fromFront];
+}
+&nbsp;
+export function backGroupings(digits: number[], base: number): number[][] {
+  const digitsReversed = Array.from(digits).reverse();
+  const nonMaxDigits = dropUntil(
+    zipWithIndex(digitsReversed),
+    (a) =&gt; a[0] !== base - 1,
+  );
+&nbsp;
+  if (nonMaxDigits.length === 0) {
+    return [[base - 1]];
+  }
+&nbsp;
+  const fromBack = nonMaxDigits
+    .filter((_, i) =&gt; i !== nonMaxDigits.length - 1)
+    .flatMap(([d, i]) =&gt; {
+      const fixedDigits = Array.from(digits);
+      fixedDigits.length = fixedDigits.length - (i + 1);
+&nbsp;
+      const result: number[][] = [];
+      for (let n = d - 1; n &gt;= 0; n--) {
+        result.push([...Array.from(fixedDigits), n]);
+      }
+&nbsp;
+      return result;
+    });
+&nbsp;
+  return [...fromBack.reverse(), nonMaxDigits.map((a) =&gt; a[0]).reverse()];
+}
+&nbsp;
+export function middleGroupings(
+  firstDigitStart: number,
+  firstDigitEnd: number,
+): number[][] {
+  const result = [];
+  while (++firstDigitStart &lt; firstDigitEnd) {
+    result.push([firstDigitStart]);
+  }
+  return result;
+}
+&nbsp;
+export function groupByIgnoringDigits(
+  start: bigint,
+  end: bigint,
+  base: number,
+  numDigits: number,
+): number[][] {
+  const { prefixDigits, startDigits, endDigits } = separatePrefix(
+    start,
+    end,
+    base,
+    numDigits,
+  );
+&nbsp;
+  if (
+    start === end ||
+    (startDigits.every((n) =&gt; n === 0) &amp;&amp;
+      endDigits.every((n) =&gt; n === base - 1) &amp;&amp;
+      prefixDigits.length !== 0)
+  ) {
+    return [prefixDigits];
+  } else if (prefixDigits.length === numDigits - 1) {
+    const result = [];
+    for (
+      let i = startDigits[startDigits.length - 1];
+      i &lt;= endDigits[endDigits.length - 1];
+      i++
+    ) {
+      result.push([...prefixDigits, i]);
+    }
+&nbsp;
+    return result;
+  } else {
+    const front = frontGroupings(startDigits, base);
+    const middle = middleGroupings(startDigits[0], endDigits[0]);
+    const back = backGroupings(endDigits, base);
+&nbsp;
+    const groupings = [...front, ...middle, ...back];
+&nbsp;
+    return groupings.map((g) =&gt; [...prefixDigits, ...g]);
+  }
+}
+&nbsp;
+export interface RoundingInterval {
+  beginInterval: bigint;
+  roundingMod: bigint;
+}
+&nbsp;
+export type CETPayout = {
+  indexFrom: bigint;
+  indexTo: bigint;
+  payout: bigint;
+};
+&nbsp;
+/**
+ * Performs optimized evaluation and rounding for strictly monotonic hyperbolas on intervals (from, to)
+ * e.g. hyperbolas with the form b = c = 0
+ *
+ * The next start of a payout range is determined by finding the outcome at the next mid-rounding payout.
+ * Uses an inverse function of the hyperbola to find the outcome.
+ *
+ * Optimizes rounding from O(to - from) to O(totalCollateral / rounding)
+ *
+ *
+ * Evaluates and rounds a payout_function equivalent to:
+ *
+ *   payout_function_v0
+ *    num_pieces: 1
+ *    endpoint_0: from
+ *    endpoint_payout_0: fromPayout
+ *    extra_precision_0: 0
+ *    payout_curve_piece: HyperbolaPayoutCurve
+ *    endpoint_1: to
+ *    endpoint_payout_1: toPayout
+ */
+export function splitIntoRanges(
+  from: bigint,
+  to: bigint,
+  fromPayout: bigint, // endpoint_payout
+  toPayout: bigint, // endpoint_payout
+  totalCollateral: bigint,
+  curve: HyperbolaPayoutCurve | PolynomialPayoutCurve,
+  roundingIntervals: RoundingInterval[],
+): CETPayout[] {
+  <span class="missing-if-branch" title="if path not taken" >I</span>if (to - from &lt;= 0) {
+<span class="cstat-no" title="statement not covered" >    throw new Error('`to` must be strictly greater than `from`');</span>
+  }
+&nbsp;
+  const reversedIntervals = [...roundingIntervals].reverse();
+&nbsp;
+  const getRoundingForOutcome = (outcome: bigint): [bigint, number] =&gt; {
+    const roundingIndex = reversedIntervals.findIndex(
+      (interval) =&gt; interval.beginInterval &lt;= outcome,
+    );
+&nbsp;
+    return [
+      roundingIndex !== -1
+        ? reversedIntervals[roundingIndex].roundingMod
+        : <span class="branch-1 cbranch-no" title="branch not covered" >BigInt(1),</span>
+      roundingIndex,
+    ];
+  };
+&nbsp;
+  const clamp = (val: bigint) =&gt;
+    BigIntMath.clamp(BigInt(0), val, totalCollateral);
+&nbsp;
+  const totalCollateralBN = new BigNumber(totalCollateral.toString());
+  const clampBN = (val: BigNumber) =&gt;
+    BigNumber.max(0, BigNumber.min(val, totalCollateralBN));
+&nbsp;
+  const result: CETPayout[] = [];
+&nbsp;
+  // outcome = endpoint_0
+  result.push({
+    payout: fromPayout,
+    indexFrom: from,
+    indexTo: from,
+  });
+&nbsp;
+  // In the case of a constant payout curve (fromPayout === toPayout), we can skip the range evaluation
+  if (fromPayout === toPayout) {
+    result.push({
+      payout: toPayout,
+      indexFrom: from,
+      indexTo: to,
+    });
+    // outcome = endpoint_1
+    result.push({
+      payout: toPayout,
+      indexFrom: to,
+      indexTo: to,
+    });
+    // merge neighbouring ranges with same payout
+    return mergePayouts(result);
+  }
+&nbsp;
+  let currentOutcome = from + BigInt(1);
+&nbsp;
+  // iterate over entire range of outcomes from [from, to]
+  while (currentOutcome &lt; to) {
+    const [rounding, roundingIndex] = getRoundingForOutcome(currentOutcome);
+&nbsp;
+    // either the next rounding interval, or the end of the range
+    const nextFirstRoundingOutcome =
+      reversedIntervals[roundingIndex - 1]?.beginInterval || to;
+&nbsp;
+    // temporary variable to hold the current payout
+    let currentPayout = new BigNumber(
+      roundPayout(
+        clampBN(curve.getPayout(currentOutcome)),
+        rounding,
+      ).toString(),
+    );
+&nbsp;
+    let currentMidRoundedOutcome = currentOutcome;
+&nbsp;
+    const isAscending = curve
+      .getPayout(nextFirstRoundingOutcome)
+      .gt(currentPayout);
+&nbsp;
+    // Add loop counter to prevent infinite loops
+    let loopCounter = 0;
+    const maxIterations = Number(to - from) + 1000; // Allow some extra iterations
+&nbsp;
+    while (currentMidRoundedOutcome &lt; nextFirstRoundingOutcome) {
+      // Prevent infinite loops
+      <span class="missing-if-branch" title="if path not taken" >I</span>if (++loopCounter &gt; maxIterations) {
+        // Breaking out of potential infinite loop - add remaining range and exit
+<span class="cstat-no" title="statement not covered" >        result.push({</span>
+          payout: clamp(toBigInt(currentPayout)),
+          indexFrom: currentMidRoundedOutcome,
+          indexTo: to - BigInt(1),
+        });
+<span class="cstat-no" title="statement not covered" >        currentOutcome = to;</span>
+<span class="cstat-no" title="statement not covered" >        break;</span>
+      }
+&nbsp;
+      const nextRoundedPayout = currentPayout
+        .integerValue()
+        .plus(isAscending ? Number(rounding) : -Number(rounding));
+&nbsp;
+      const nextRoundedPayoutBigInt = toBigInt(nextRoundedPayout);
+&nbsp;
+      const nextMidRoundedPayout = currentPayout.plus(
+        isAscending ? Number(rounding) / 2 : -Number(rounding) / 2,
+      );
+&nbsp;
+      let nextMidRoundedOutcome = curve.getOutcomeForPayout(
+        nextMidRoundedPayout,
+      );
+&nbsp;
+      // Handle invalid outcomes from getOutcomeForPayout
+      <span class="missing-if-branch" title="if path not taken" >I</span>if (nextMidRoundedOutcome &lt; 0) {
+        // If getOutcomeForPayout returns invalid value, advance manually
+<span class="cstat-no" title="statement not covered" >        nextMidRoundedOutcome = currentMidRoundedOutcome + BigInt(1);</span>
+      }
+&nbsp;
+      if (
+        (!isAscending &amp;&amp;
+          nextMidRoundedOutcome &gt;= 0 &amp;&amp;
+          curve.getPayout(nextMidRoundedOutcome).lt(nextMidRoundedPayout)) ||
+        (isAscending &amp;&amp;
+          nextMidRoundedOutcome &gt;= 0 &amp;&amp;
+          curve.getPayout(nextMidRoundedOutcome).gte(nextMidRoundedPayout))
+      ) {
+        nextMidRoundedOutcome = nextMidRoundedOutcome - BigInt(1);
+        // Ensure we don't go negative
+        <span class="missing-if-branch" title="if path not taken" >I</span>if (nextMidRoundedOutcome &lt; 0) {
+<span class="cstat-no" title="statement not covered" >          nextMidRoundedOutcome = currentMidRoundedOutcome;</span>
+        }
+      }
+&nbsp;
+      const nextOutcome = curve.getOutcomeForPayout(nextRoundedPayout);
+&nbsp;
+      if (nextMidRoundedOutcome &gt;= nextFirstRoundingOutcome) {
+        result.push({
+          payout: clamp(toBigInt(currentPayout)),
+          indexFrom: currentMidRoundedOutcome,
+          indexTo: nextFirstRoundingOutcome - BigInt(1),
+        });
+&nbsp;
+        currentOutcome = nextFirstRoundingOutcome;
+        break;
+      }
+&nbsp;
+      if (
+        nextRoundedPayoutBigInt &gt; totalCollateral ||
+        nextRoundedPayoutBigInt &lt; 0 ||
+        nextOutcome &gt;= to ||
+        nextOutcome &lt; 0 // undefined on curve
+      ) {
+        <span class="missing-if-branch" title="if path not taken" >I</span>if (nextMidRoundedOutcome &lt; from || nextMidRoundedOutcome &gt; to) {
+<span class="cstat-no" title="statement not covered" >          result.push({</span>
+            payout: clamp(toBigInt(currentPayout)),
+            indexFrom: currentMidRoundedOutcome,
+            indexTo: to,
+          });
+        } else {
+          result.push(
+            {
+              payout: clamp(toBigInt(currentPayout)),
+              indexFrom: currentMidRoundedOutcome,
+              indexTo: nextMidRoundedOutcome,
+            },
+            {
+              payout: clamp(nextRoundedPayoutBigInt),
+              indexFrom: nextMidRoundedOutcome + BigInt(1),
+              indexTo: to - BigInt(1),
+            },
+          );
+        }
+&nbsp;
+        currentOutcome = to;
+        break;
+      }
+&nbsp;
+      result.push({
+        payout: clamp(toBigInt(currentPayout)),
+        indexFrom: currentMidRoundedOutcome,
+        indexTo: nextMidRoundedOutcome,
+      });
+&nbsp;
+      // Handle case where nextOutcome is invalid
+      <span class="missing-if-branch" title="if path not taken" >I</span>if (nextOutcome &lt; 0) {
+        // Advance manually if getOutcomeForPayout returns invalid value
+<span class="cstat-no" title="statement not covered" >        currentOutcome = currentMidRoundedOutcome + BigInt(1);</span>
+      } else {
+        currentOutcome = nextOutcome + BigInt(1);
+      }
+&nbsp;
+      currentPayout = nextRoundedPayout;
+&nbsp;
+      // Additional safety check: ensure we're making progress
+      const previousMidRoundedOutcome = currentMidRoundedOutcome;
+      currentMidRoundedOutcome = nextMidRoundedOutcome + BigInt(1);
+&nbsp;
+      <span class="missing-if-branch" title="if path not taken" >I</span>if (currentMidRoundedOutcome &lt;= previousMidRoundedOutcome) {
+        // No progress detected in splitIntoRanges loop, breaking
+<span class="cstat-no" title="statement not covered" >        currentOutcome = nextFirstRoundingOutcome;</span>
+<span class="cstat-no" title="statement not covered" >        break;</span>
+      }
+    }
+  }
+&nbsp;
+  // outcome = endpoint_1
+  result.push({
+    payout: toPayout,
+    indexFrom: to,
+    indexTo: to,
+  });
+&nbsp;
+  // merge neighbouring ranges with same payout
+  return mergePayouts(result);
+}
+&nbsp;
+export const mergePayouts = (payouts: CETPayout[]): CETPayout[] =&gt; {
+  return payouts.reduce((acc: CETPayout[], range) =&gt; {
+    const prev = acc[acc.length - 1];
+    if (prev) {
+      if (
+        (prev.indexTo === range.indexFrom ||
+          prev.indexTo + BigInt(1) === range.indexFrom) &amp;&amp;
+        prev.payout === range.payout
+      ) {
+        prev.indexTo = range.indexTo;
+        return acc;
+      }
+    }
+&nbsp;
+    return [...acc, range];
+  }, []);
+};
+&nbsp;
+export function roundPayout(payout: BigNumber, rounding: bigint): bigint {
+  const roundingBN = new BigNumber(rounding.toString());
+  const mod = payout.gte(0)
+    ? payout.mod(roundingBN)
+    : <span class="branch-1 cbranch-no" title="branch not covered" >payout.mod(roundingBN).plus(roundingBN);</span>
+&nbsp;
+  const roundedPayout = mod.gte(roundingBN.dividedBy(2))
+    ? payout.plus(roundingBN).minus(mod)
+    : payout.minus(mod);
+&nbsp;
+  return toBigInt(roundedPayout);
+}
+&nbsp;</pre></td></tr></table></pre>
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+                at Sun Jul 20 2025 21:18:12 GMT-0700 (Pacific Daylight Saving Time)
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