@atomicfinance/bitcoin-dlc-provider 4.2.6 → 4.2.8

package/.yalc/@node-dlc/core/__tests__/dlc/CoinSelect.spec.ts

@@ -1,179 +0,0 @@
-import { Value } from '@node-dlc/bitcoin';
-import { expect } from 'chai';
-
-import { dualFees, dualFundingCoinSelect, UTXO } from '../../lib';
-
-const getUtxos = (totalCollateral: bigint, numUtxos = 1) => {
-  const utxos: UTXO[] = [];
-
-  for (let i = 0; i < numUtxos; i++) {
-    utxos.push({
-      address: 'bcrt1qjzut0906d9sk4hml4k6sz6cssljktf4c7yl80f',
-      txid: 'c7bf12ac16aba1cf6c7769117294853453f7da3006363dfe4e8979847e32f7e1',
-      value: Math.ceil(Number(totalCollateral) / numUtxos),
-      vout: Math.floor(Math.random() * 11), // random integer between 0 and 10
-    });
-  }
-
-  return utxos;
-};
-
-describe('CoinSelect', () => {
-  describe('dualFundingCoinSelect', () => {
-    it('should select coins correctly for 5 UTXOs and feeRate 450', () => {
-      const feeRate = BigInt(450);
-      const numUtxos = 5;
-      const totalCollateral = Value.fromBitcoin(0.01);
-      const offerCollateral = Value.fromBitcoin(0.0075);
-
-      const utxos = getUtxos(totalCollateral.sats, numUtxos);
-
-      const { fee, inputs } = dualFundingCoinSelect(
-        utxos,
-        [offerCollateral.sats],
-        feeRate,
-      );
-
-      expect(fee).to.equal(BigInt(217350));
-      expect(inputs.length).to.equal(5);
-    });
-
-    it('should fail to select coins if fee is greater than sum of utxos', () => {
-      const feeRate = BigInt(450);
-      const numUtxos = 5;
-      const totalCollateral = Value.fromBitcoin(0.01);
-      const offerCollateral = Value.fromBitcoin(0.096);
-
-      const utxos = getUtxos(totalCollateral.sats, numUtxos);
-
-      const { fee, inputs } = dualFundingCoinSelect(
-        utxos,
-        [offerCollateral.sats],
-        feeRate,
-      );
-
-      expect(fee).to.equal(BigInt(94950));
-      expect(inputs.length).to.equal(0);
-    });
-
-    it('should fail to select coins if detrimental input', () => {
-      const feeRate = BigInt(450);
-      const numUtxos = 1;
-      const totalCollateral = Value.fromSats(30000);
-      const offerCollateral = Value.fromSats(20000);
-
-      const utxos = getUtxos(totalCollateral.sats, numUtxos);
-
-      const { fee, inputs } = dualFundingCoinSelect(
-        utxos,
-        [offerCollateral.sats],
-        feeRate,
-      );
-
-      expect(fee).to.equal(BigInt(94950));
-      expect(inputs.length).to.equal(0);
-    });
-
-    it('should prioritize utxo selection', () => {
-      const feeRate = BigInt(450);
-      const numUtxos = 5;
-      const totalCollateral = Value.fromBitcoin(0.01);
-      const offerCollateral = Value.fromBitcoin(0.0075);
-
-      const utxos = getUtxos(totalCollateral.sats, numUtxos);
-
-      utxos.push({
-        address: 'bcrt1qjzut0906d9sk4hml4k6sz6cssljktf4c7yl80f',
-        txid:
-          'c7bf12ac16aba1cf6c7769117294853453f7da3006363dfe4e8979847e32f7e1',
-        value: 10000,
-        vout: Math.floor(Math.random() * 11), // random integer between 0 and 10
-      });
-
-      const { fee, inputs } = dualFundingCoinSelect(
-        utxos,
-        [offerCollateral.sats],
-        feeRate,
-      );
-
-      expect(fee).to.equal(BigInt(217350));
-      expect(inputs.length).to.equal(5);
-    });
-  });
-
-  describe('Additional CoinSelect Tests', () => {
-    const feeRate = BigInt(450);
-    const totalCollateral = Value.fromBitcoin(0.01);
-    const offerCollateral = Value.fromBitcoin(0.0075);
-
-    it('should fail to select coins when all UTXOs are detrimental due to high fee rate', () => {
-      const highFeeRate = BigInt(10000); // An exaggerated fee rate to make the point
-      const utxos = getUtxos(totalCollateral.sats, 5);
-
-      const { fee, inputs } = dualFundingCoinSelect(
-        utxos,
-        [offerCollateral.sats],
-        highFeeRate,
-      );
-
-      expect(inputs.length).to.equal(0);
-      expect(fee).to.equal(BigInt(2110000));
-    });
-
-    it('should select all UTXOs when they are just enough to cover collateral and fees', () => {
-      const utxos = getUtxos(totalCollateral.sats, 5);
-
-      const { fee, inputs } = dualFundingCoinSelect(
-        utxos,
-        [offerCollateral.sats],
-        feeRate,
-      );
-
-      expect(inputs.length).to.equal(5);
-      expect(fee).to.equal(BigInt(217350));
-    });
-
-    it('should select UTXOs optimally from a mixed set', () => {
-      const mixedUtxos = [
-        ...getUtxos(Value.fromBitcoin(0.005).sats, 2), // smaller UTXOs
-        ...getUtxos(Value.fromBitcoin(0.02).sats, 3), // larger UTXOs
-      ];
-
-      const { fee, inputs } = dualFundingCoinSelect(
-        mixedUtxos,
-        [offerCollateral.sats],
-        feeRate,
-      );
-
-      // Expecting it to select fewer, larger UTXOs over many small ones
-      expect(inputs.length).to.be.lessThan(5);
-      expect(fee).to.equal(BigInt(125550));
-    });
-
-    it('should handle an empty array of UTXOs correctly', () => {
-      const { fee, inputs } = dualFundingCoinSelect(
-        [],
-        [offerCollateral.sats],
-        feeRate,
-      );
-
-      expect(inputs.length).to.equal(0);
-      expect(fee).to.equal(dualFees(feeRate, 1, 1)); // The fee for an attempt with no inputs
-    });
-
-    it('should select fewer UTXOs with a very low fee rate', () => {
-      const lowFeeRate = BigInt(1); // An extremely low fee rate
-      const utxos = getUtxos(totalCollateral.sats, 10); // More UTXOs than needed
-
-      const { fee, inputs } = dualFundingCoinSelect(
-        utxos,
-        [offerCollateral.sats],
-        lowFeeRate,
-      );
-
-      // Expecting it to select fewer UTXOs due to the low cost of adding an input
-      expect(inputs.length).to.be.lessThan(10);
-      expect(fee).to.equal(BigInt(687));
-    });
-  });
-});

package/.yalc/@node-dlc/core/__tests__/dlc/PolynomialPayoutCurve.spec.ts

@@ -1,345 +0,0 @@
-import {
-  MessageType,
-  PayoutFunction,
-  PolynomialPayoutCurvePiece,
-  RoundingIntervals,
-} from '@node-dlc/messaging';
-import BigNumber from 'bignumber.js';
-import { expect } from 'chai';
-
-import { HyperbolaPayoutCurve } from '../../lib';
-import { LinearPayout } from '../../lib/dlc/finance/LinearPayout';
-import { PolynomialPayoutCurve } from '../../lib/dlc/PolynomialPayoutCurve';
-import { fromPrecision } from '../../lib/utils/Precision';
-
-describe('PolynomialPayoutCurve', () => {
-  const points = [
-    {
-      outcome: new BigNumber(1),
-      payout: new BigNumber(1),
-    },
-    {
-      outcome: new BigNumber(2),
-      payout: new BigNumber(3),
-    },
-  ];
-
-  describe('#constructor', () => {
-    it('should create a PolynomialPayoutCurve', () => {
-      const curve = new PolynomialPayoutCurve(points);
-      expect(curve).to.be.instanceOf(PolynomialPayoutCurve);
-    });
-    it('should fail if not 2 points', () => {
-      // 1 point
-      expect(
-        () =>
-          new PolynomialPayoutCurve([
-            {
-              outcome: new BigNumber(1),
-              payout: new BigNumber(1),
-            },
-          ]),
-      ).to.throw('Must have two points');
-
-      // 3 points
-      expect(
-        () =>
-          new PolynomialPayoutCurve([
-            {
-              outcome: new BigNumber(1),
-              payout: new BigNumber(1),
-            },
-            {
-              outcome: new BigNumber(2),
-              payout: new BigNumber(2),
-            },
-            {
-              outcome: new BigNumber(3),
-              payout: new BigNumber(3),
-            },
-          ]),
-      ).to.throw;
-    });
-  });
-
-  describe('#getPayout', () => {
-    it('should get the payout for an outcome', () => {
-      const curve = new PolynomialPayoutCurve(points);
-      const payout = curve.getPayout(BigInt(1));
-      expect(payout).to.deep.equal(new BigNumber(1));
-    });
-
-    it('should get the payout for an outcome', () => {
-      const curve = new PolynomialPayoutCurve(points);
-      const payout = curve.getPayout(BigInt(2));
-      expect(payout).to.deep.equal(new BigNumber(3));
-    });
-  });
-
-  describe('#getOutcomeForPayout', () => {
-    it('should get the outcome for a payout', () => {
-      const curve = new PolynomialPayoutCurve(points);
-      const outcome = curve.getOutcomeForPayout(new BigNumber(1));
-      expect(outcome).to.deep.equal(BigInt(1));
-    });
-
-    it('should get the outcome for a payout', () => {
-      const curve = new PolynomialPayoutCurve(points);
-      const outcome = curve.getOutcomeForPayout(new BigNumber(3));
-      expect(outcome).to.deep.equal(BigInt(2));
-    });
-  });
-
-  describe('#toPayoutCurvePiece', () => {
-    it('should serialize to a PolynomialPayoutCurvePiece', () => {
-      const curve = new PolynomialPayoutCurve(points);
-      const piece = curve.toPayoutCurvePiece();
-      expect(piece).to.deep.equal({
-        type: MessageType.PolynomialPayoutCurvePiece,
-        payoutCurvePieceType: 0, // PayoutCurvePieceType.Polynomial
-        points: [
-          {
-            eventOutcome: BigInt(1),
-            outcomePayout: BigInt(1),
-            extraPrecision: 0,
-          },
-          {
-            eventOutcome: BigInt(2),
-            outcomePayout: BigInt(3),
-            extraPrecision: 0,
-          },
-        ],
-      });
-    });
-  });
-
-  describe('#fromPayoutCurvePiece', () => {
-    const points = [
-      {
-        eventOutcome: BigInt(1),
-        outcomePayout: BigInt(1),
-        extraPrecision: 0,
-      },
-      {
-        eventOutcome: BigInt(2),
-        outcomePayout: BigInt(3),
-        extraPrecision: 0,
-      },
-    ];
-
-    it('should deserialize from a PolynomialPayoutCurvePiece', () => {
-      const piece = new PolynomialPayoutCurvePiece();
-      piece.points = points;
-      const curve = PolynomialPayoutCurve.fromPayoutCurvePiece(piece);
-      expect(curve).to.be.instanceOf(PolynomialPayoutCurve);
-      expect(curve['points']).to.deep.eq(
-        points.map((p) => ({
-          outcome: new BigNumber(p.eventOutcome.toString()),
-          payout: new BigNumber(p.outcomePayout.toString()).plus(
-            fromPrecision(p.extraPrecision),
-          ),
-        })),
-      );
-    });
-  });
-
-  describe('#equals', () => {
-    it('should return true if the curves are equal', () => {
-      const curve1 = new PolynomialPayoutCurve(points);
-      const curve2 = new PolynomialPayoutCurve(points);
-      expect(curve1.equals(curve2)).to.be.true;
-    });
-
-    it('should return false if the curves are not equal', () => {
-      const curve1 = new PolynomialPayoutCurve(points);
-      const curve2 = new PolynomialPayoutCurve([
-        {
-          outcome: new BigNumber(1),
-          payout: new BigNumber(1),
-        },
-        {
-          outcome: new BigNumber(3),
-          payout: new BigNumber(3),
-        },
-      ]);
-      expect(curve1.equals(curve2)).to.be.false;
-    });
-  });
-
-  describe('#computePayouts', () => {
-    it('should compute the correct payouts for simple interval', () => {
-      const numDigits = 18;
-      const oracleBase = 2;
-      const minPayout = 40n;
-      const maxPayout = 60n;
-      const startOutcome = 40n;
-      const endOutcome = 60n;
-
-      const { payoutFunction } = LinearPayout.buildPayoutFunction(
-        minPayout,
-        maxPayout,
-        startOutcome,
-        endOutcome,
-        oracleBase,
-        numDigits,
-      );
-
-      const intervals = [{ beginInterval: 0n, roundingMod: 1n }];
-      const roundingIntervals = new RoundingIntervals();
-      roundingIntervals.intervals = intervals;
-
-      const payouts = PolynomialPayoutCurve.computePayouts(
-        payoutFunction,
-        maxPayout,
-        roundingIntervals,
-      );
-
-      const n = payouts.length - 1;
-
-      const maxOutcome = BigInt(
-        new BigNumber(oracleBase).pow(numDigits).minus(1).toString(10),
-      );
-
-      expect(n).to.eq(20);
-
-      // max loss CETS
-      expect(payouts[0].indexFrom).to.eq(0n);
-      expect(payouts[0].indexTo).to.eq(startOutcome);
-      expect(payouts[0].payout).to.eq(minPayout);
-
-      // payout curve CETS
-      for (let i = 1; i < n - 1; ++i) {
-        expect(payouts[i].indexFrom).to.eq(startOutcome + BigInt(i));
-        expect(payouts[i].indexTo).to.eq(startOutcome + BigInt(i));
-        expect(payouts[i].payout).to.eq(minPayout + BigInt(i));
-      }
-
-      // max gain CETS
-      expect(payouts[n].indexFrom).to.eq(endOutcome);
-      expect(payouts[n].indexTo).to.eq(maxOutcome);
-      expect(payouts[n].payout).to.eq(maxPayout);
-    });
-
-    it('should compute the correct payouts for advanced interval', () => {
-      const numDigits = 18;
-      const oracleBase = 2;
-      const minPayout = 40n;
-      const maxPayout = 60n;
-      const startOutcome = 40n;
-      const endOutcome = 60n;
-
-      const { payoutFunction } = LinearPayout.buildPayoutFunction(
-        minPayout,
-        maxPayout,
-        startOutcome,
-        endOutcome,
-        oracleBase,
-        numDigits,
-      );
-
-      const intervals = [{ beginInterval: 0n, roundingMod: 2n }];
-      const roundingIntervals = new RoundingIntervals();
-      roundingIntervals.intervals = intervals;
-
-      const payouts = PolynomialPayoutCurve.computePayouts(
-        payoutFunction,
-        maxPayout,
-        roundingIntervals,
-      );
-
-      const n = payouts.length - 1;
-
-      const maxOutcome = BigInt(
-        new BigNumber(oracleBase).pow(numDigits).minus(1).toString(10),
-      );
-
-      expect(n).to.eq(10);
-
-      // max loss CETS
-      expect(payouts[0].indexFrom).to.eq(0n);
-      expect(payouts[0].indexTo).to.eq(startOutcome);
-      expect(payouts[0].payout).to.eq(minPayout);
-
-      // payout curve CETS
-      for (let i = 1; i < n; ++i) {
-        expect(payouts[i].indexFrom).to.eq(
-          startOutcome + 2n * BigInt(i - 1) + 1n,
-        );
-        expect(payouts[i].indexTo).to.eq(startOutcome + 2n * BigInt(i));
-        expect(payouts[i].payout).to.eq(minPayout + 2n * BigInt(i));
-      }
-
-      // max gain CETS
-      expect(payouts[n].indexFrom).to.eq(endOutcome - 1n);
-      expect(payouts[n].indexTo).to.eq(maxOutcome);
-      expect(payouts[n].payout).to.eq(maxPayout);
-    });
-
-    it('should fail if < 1 payout function pieces', () => {
-      const maxPayout = 60n;
-
-      const payoutFunction = new PayoutFunction();
-      payoutFunction.payoutFunctionPieces = [];
-      payoutFunction.lastEndpoint = {
-        eventOutcome: BigInt(0),
-        outcomePayout: BigInt(0),
-        extraPrecision: 0,
-      };
-
-      const intervals = [{ beginInterval: 0n, roundingMod: 1n }];
-      const roundingIntervals = new RoundingIntervals();
-      roundingIntervals.intervals = intervals;
-
-      expect(() => {
-        PolynomialPayoutCurve.computePayouts(
-          payoutFunction,
-          maxPayout,
-          roundingIntervals,
-        );
-      }).to.throw('Must have at least one piece');
-    });
-
-    it('should fail if there is a non-polynomial payout curve piece', () => {
-      const maxPayout = 60n;
-
-      const hyperbola = new HyperbolaPayoutCurve(
-        new BigNumber(1),
-        new BigNumber(0),
-        new BigNumber(0),
-        new BigNumber(500000),
-        new BigNumber(0),
-        new BigNumber(0),
-        true,
-      ).toPayoutCurvePiece();
-
-      const payoutFunction = new PayoutFunction();
-      payoutFunction.payoutFunctionPieces = [
-        {
-          endPoint: {
-            eventOutcome: 2n,
-            outcomePayout: 2n,
-            extraPrecision: 0,
-          },
-          payoutCurvePiece: hyperbola,
-        },
-      ];
-      payoutFunction.lastEndpoint = {
-        eventOutcome: 0n,
-        outcomePayout: 0n,
-        extraPrecision: 0,
-      };
-
-      const intervals = [{ beginInterval: 0n, roundingMod: 1n }];
-      const roundingIntervals = new RoundingIntervals();
-      roundingIntervals.intervals = intervals;
-
-      expect(() => {
-        PolynomialPayoutCurve.computePayouts(
-          payoutFunction,
-          maxPayout,
-          roundingIntervals,
-        );
-      }).to.throw('Payout curve piece must be a polynomial');
-    });
-  });
-});