npm - @atomicfinance/bitcoin-dlc-provider - Versions diffs - 4.2.6 → 4.2.8 - Mend

@atomicfinance/bitcoin-dlc-provider 4.2.6 → 4.2.8

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Files changed (967) hide show

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

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-<!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 {
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-    <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>
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-                <span class="strong">86.96% </span>
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-<a name='L423'></a><a href='#L423'>423</a>
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-<a name='L431'></a><a href='#L431'>431</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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