@atomicfinance/bitcoin-dlc-provider 4.2.7 → 4.2.8

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

@@ -1,1124 +0,0 @@
-import { Value } from '@node-dlc/bitcoin';
-import {
-  ContractDescriptorV1,
-  ContractInfoV0,
-  DigitDecompositionEventDescriptorV0,
-  DlcOffer,
-  OracleAnnouncement,
-  OracleEvent,
-  OracleInfoV0,
-  PayoutFunctionV0,
-  PolynomialPayoutCurvePiece,
-} from '@node-dlc/messaging';
-import { BitcoinNetworks } from 'bitcoin-networks';
-import { expect } from 'chai';
-
-import {
-  buildCustomStrategyOrderOffer,
-  buildRoundingIntervalsFromIntervals,
-  DlcParty,
-  dustThreshold,
-  getFinalizerByCount,
-  LinearPayout,
-  roundDownToNearestMultiplier,
-  roundUpToNearestMultiplier,
-} from '../../../lib';
-import {
-  getCsoInfoFromContractInfo,
-  getCsoInfoFromOffer,
-  validateCsoPayoutFunction,
-} from '../../../lib/dlc/finance/CsoInfo';
-
-const buildOracleAnnouncement = (oracleDigits: number, expiry: Date) => {
-  const eventDescriptor = new DigitDecompositionEventDescriptorV0();
-  eventDescriptor.base = 2;
-  eventDescriptor.isSigned = false;
-  eventDescriptor.unit = 'bits';
-  eventDescriptor.precision = 0;
-  eventDescriptor.nbDigits = oracleDigits;
-
-  const oracleEvent = new OracleEvent();
-  oracleEvent.eventMaturityEpoch = Math.floor(expiry.getTime() / 1000);
-  oracleEvent.eventDescriptor = eventDescriptor;
-
-  const oracleAnnouncement = new OracleAnnouncement();
-  oracleAnnouncement.oracleEvent = oracleEvent;
-
-  return oracleAnnouncement;
-};
-
-const buildCsoDlcOfferFixture = (
-  oracleDigits: number,
-  expiry: Date,
-  payoutFunction: PayoutFunctionV0,
-  totalCollateral: bigint,
-  offerCollateral: bigint,
-): DlcOffer => {
-  const oracleAnnouncement = buildOracleAnnouncement(oracleDigits, expiry);
-
-  const oracleInfo = new OracleInfoV0();
-  oracleInfo.announcement = oracleAnnouncement;
-
-  const contractDescriptor = new ContractDescriptorV1();
-  contractDescriptor.numDigits = oracleDigits;
-  contractDescriptor.payoutFunction = payoutFunction;
-
-  const contractInfo = new ContractInfoV0();
-  contractInfo.totalCollateral = totalCollateral;
-  contractInfo.contractDescriptor = contractDescriptor;
-  contractInfo.oracleInfo = oracleInfo;
-
-  const dlcOffer = new DlcOffer();
-
-  // Set all required properties following DlcOffer.spec.ts pattern
-  dlcOffer.contractFlags = Buffer.from('00', 'hex');
-  dlcOffer.chainHash = Buffer.from(
-    '06226e46111a0b59caaf126043eb5bbf28c34f3a5e332a1fc7b2b73cf188910f',
-    'hex',
-  );
-  dlcOffer.temporaryContractId = Buffer.from(
-    '0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef',
-    'hex',
-  );
-  dlcOffer.fundingPubkey = Buffer.from(
-    '0327efea09ff4dfb13230e887cbab8821d5cc249c7ff28668c6633ff9f4b4c08e3',
-    'hex',
-  );
-  dlcOffer.payoutSpk = Buffer.from(
-    '00142bbdec425007dc360523b0294d2c64d2213af498',
-    'hex',
-  );
-  dlcOffer.payoutSerialId = BigInt(11555292);
-  dlcOffer.changeSpk = Buffer.from(
-    '0014afa16f949f3055f38bd3a73312bed00b61558884',
-    'hex',
-  );
-  dlcOffer.changeSerialId = BigInt(2008045);
-  dlcOffer.fundOutputSerialId = BigInt(5411962);
-  dlcOffer.feeRatePerVb = BigInt(1);
-  dlcOffer.cetLocktime = 100;
-  dlcOffer.refundLocktime = 200;
-
-  dlcOffer.contractInfo = contractInfo;
-  dlcOffer.offerCollateral = offerCollateral;
-
-  return dlcOffer;
-};
-
-describe('CsoInfo', () => {
-  const minPayout = 60000000n;
-  const maxPayout = 100000000n;
-  const startOutcome = 800000n;
-  const endOutcome = 1200000n;
-  const offerCollateralValue = 80000000n;
-
-  const oracleBase = 2;
-  const oracleDigits = 21;
-
-  const expiry = new Date(1620014750000);
-
-  const maxGain = Value.fromBitcoin(0.2);
-  const maxLoss = Value.fromBitcoin(0.2);
-  const maxGainForContractSize = Value.fromBitcoin(0.2);
-  const maxLossForContractSize = Value.fromBitcoin(0.2);
-
-  const contractSize = Value.fromBitcoin(1);
-  const totalCollateral = Value.fromBitcoin(1);
-  const offerCollateral = Value.fromBitcoin(0.8);
-
-  const network = BitcoinNetworks.bitcoin;
-
-  const highestPrecisionRounding = Value.fromSats(10000);
-  const highPrecisionRounding = Value.fromSats(25000);
-  const mediumPrecisionRounding = Value.fromSats(100000);
-  const lowPrecisionRounding = Value.fromSats(200000);
-
-  const oracleAnnouncement = OracleAnnouncement.deserialize(
-    Buffer.from(
-      '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',
-      'hex',
-    ),
-  );
-
-  describe('CsoInfo from linear curve message', () => {
-    const { payoutFunction } = LinearPayout.buildPayoutFunction(
-      minPayout,
-      maxPayout,
-      startOutcome,
-      endOutcome,
-      oracleBase,
-      oracleDigits,
-    );
-
-    const dlcOffer = buildCsoDlcOfferFixture(
-      oracleDigits,
-      expiry,
-      payoutFunction,
-      maxPayout,
-      offerCollateralValue,
-    );
-
-    const contractInfo = dlcOffer.contractInfo;
-
-    it('should get correct CsoInfo from ContractInfo', () => {
-      const csoInfo = getCsoInfoFromContractInfo(
-        contractInfo,
-        'neither',
-        Value.fromSats(0),
-        undefined,
-        'v0',
-      );
-
-      expect(csoInfo).to.deep.equal({
-        normalizedMaxGain: maxGain,
-        normalizedMaxLoss: maxLoss,
-        maxGainForContractSize,
-        maxLossForContractSize,
-        minPayout,
-        maxPayout,
-        contractSize,
-        offerCollateral,
-        totalCollateral,
-        expiry,
-      });
-    });
-
-    it('should get correct CsoInfo from ContractInfo', () => {
-      const csoInfo = getCsoInfoFromOffer(dlcOffer, 'v0');
-
-      expect(csoInfo).to.deep.equal({
-        normalizedMaxGain: maxGain,
-        normalizedMaxLoss: maxLoss,
-        maxGainForContractSize,
-        maxLossForContractSize,
-        minPayout,
-        maxPayout,
-        contractSize,
-        offerCollateral,
-        totalCollateral,
-        expiry,
-      });
-    });
-
-    it('should throw if offerCollateralSatoshis does not match calculated offerCollateral', () => {
-      const { payoutFunction } = LinearPayout.buildPayoutFunction(
-        minPayout,
-        maxPayout,
-        startOutcome,
-        endOutcome,
-        oracleBase,
-        oracleDigits,
-      );
-
-      const dlcOffer = buildCsoDlcOfferFixture(
-        oracleDigits,
-        expiry,
-        payoutFunction,
-        maxPayout,
-        offerCollateralValue,
-      );
-
-      dlcOffer.offerCollateral -= BigInt(10000);
-
-      expect(() => getCsoInfoFromOffer(dlcOffer)).to.throw(Error);
-    });
-
-    it('should get correct CsoInfo from ContractInfo with fees shifted', () => {
-      const contractSize = Value.fromBitcoin(1);
-
-      const maxLoss = Value.fromBitcoin(0.2);
-      const maxGain = Value.fromBitcoin(0.04);
-
-      const feeRate = 10n;
-
-      const highestPrecisionRounding = Value.fromSats(10000);
-      const highPrecisionRounding = Value.fromSats(25000);
-      const mediumPrecisionRounding = Value.fromSats(100000);
-      const lowPrecisionRounding = Value.fromSats(200000);
-
-      const roundingIntervals = buildRoundingIntervalsFromIntervals(
-        contractSize,
-        [
-          { beginInterval: 0n, rounding: lowPrecisionRounding },
-          { beginInterval: 750000n, rounding: mediumPrecisionRounding },
-          { beginInterval: 850000n, rounding: highPrecisionRounding },
-          { beginInterval: 950000n, rounding: highestPrecisionRounding },
-        ],
-      );
-
-      const network = BitcoinNetworks.bitcoin;
-
-      const shiftForFees: DlcParty = 'offeror';
-      const fees = Value.fromSats(10000);
-
-      const csoOrderOffer = buildCustomStrategyOrderOffer(
-        oracleAnnouncement,
-        contractSize,
-        maxLoss,
-        maxGain,
-        feeRate,
-        roundingIntervals,
-        network,
-        shiftForFees,
-        fees,
-      );
-
-      const csoInfoFromContractInfo = getCsoInfoFromContractInfo(
-        csoOrderOffer.contractInfo,
-        shiftForFees,
-        fees,
-      );
-      const csoInfoFromOffer = getCsoInfoFromOffer(csoOrderOffer);
-
-      expect(csoInfoFromContractInfo.normalizedMaxGain.sats).to.equal(
-        maxGain.sats,
-      );
-      expect(csoInfoFromContractInfo.normalizedMaxLoss.sats).to.equal(
-        maxLoss.sats,
-      );
-
-      expect(csoInfoFromOffer.normalizedMaxGain.sats).to.equal(maxGain.sats);
-      expect(csoInfoFromOffer.normalizedMaxLoss.sats).to.equal(maxLoss.sats);
-    });
-
-    it('should get correct ContractInfo with smaller max gain', () => {
-      const contractSize = Value.fromBitcoin(1);
-
-      const maxLoss = Value.fromBitcoin(0.95);
-      const maxGain = Value.fromBitcoin(0.005);
-
-      const feeRate = 10n;
-
-      const highestPrecisionRounding = Value.fromSats(10000);
-      const highPrecisionRounding = Value.fromSats(25000);
-      const mediumPrecisionRounding = Value.fromSats(100000);
-      const lowPrecisionRounding = Value.fromSats(200000);
-
-      const roundingIntervals = buildRoundingIntervalsFromIntervals(
-        contractSize,
-        [
-          { beginInterval: 0n, rounding: lowPrecisionRounding },
-          { beginInterval: 750000n, rounding: mediumPrecisionRounding },
-          { beginInterval: 850000n, rounding: highPrecisionRounding },
-          { beginInterval: 950000n, rounding: highestPrecisionRounding },
-        ],
-      );
-
-      const network = BitcoinNetworks.bitcoin;
-
-      const shiftForFees: DlcParty = 'offeror';
-      const fees = Value.fromSats(10000);
-
-      const csoOrderOffer = buildCustomStrategyOrderOffer(
-        oracleAnnouncement,
-        contractSize,
-        maxLoss,
-        maxGain,
-        feeRate,
-        roundingIntervals,
-        network,
-        shiftForFees,
-        fees,
-      );
-
-      const csoInfoFromContractInfo = getCsoInfoFromContractInfo(
-        csoOrderOffer.contractInfo,
-        shiftForFees,
-        fees,
-      );
-      const csoInfoFromOffer = getCsoInfoFromOffer(csoOrderOffer);
-
-      expect(csoInfoFromContractInfo.normalizedMaxGain.sats).to.equal(
-        maxGain.sats,
-      );
-      expect(csoInfoFromContractInfo.normalizedMaxLoss.sats).to.equal(
-        maxLoss.sats,
-      );
-
-      expect(csoInfoFromOffer.normalizedMaxGain.sats).to.equal(maxGain.sats);
-      expect(csoInfoFromOffer.normalizedMaxLoss.sats).to.equal(maxLoss.sats);
-    });
-
-    it('should get correct CsoInfo from ContractInfo with fees shifted contract size 0.01', () => {
-      const contractSize = Value.fromBitcoin(0.01);
-
-      const maxLoss = Value.fromBitcoin(0.2);
-      const maxGain = Value.fromBitcoin(0.04);
-
-      const feeRate = 10n;
-
-      const highestPrecisionRounding = Value.fromSats(10000);
-      const highPrecisionRounding = Value.fromSats(25000);
-      const mediumPrecisionRounding = Value.fromSats(100000);
-      const lowPrecisionRounding = Value.fromSats(200000);
-
-      const roundingIntervals = buildRoundingIntervalsFromIntervals(
-        contractSize,
-        [
-          { beginInterval: 0n, rounding: lowPrecisionRounding },
-          { beginInterval: 750000n, rounding: mediumPrecisionRounding },
-          { beginInterval: 850000n, rounding: highPrecisionRounding },
-          { beginInterval: 950000n, rounding: highestPrecisionRounding },
-        ],
-      );
-
-      const network = BitcoinNetworks.bitcoin;
-
-      const shiftForFees: DlcParty = 'neither';
-      const fees = Value.fromSats(0);
-
-      const csoOrderOffer = buildCustomStrategyOrderOffer(
-        oracleAnnouncement,
-        contractSize,
-        maxLoss,
-        maxGain,
-        feeRate,
-        roundingIntervals,
-        network,
-        shiftForFees,
-        fees,
-      );
-
-      const csoInfoFromContractInfo = getCsoInfoFromContractInfo(
-        csoOrderOffer.contractInfo,
-        shiftForFees,
-        fees,
-      );
-      const csoInfoFromOffer = getCsoInfoFromOffer(csoOrderOffer);
-
-      expect(csoInfoFromContractInfo.normalizedMaxGain.sats).to.equal(
-        maxGain.sats,
-      );
-      expect(csoInfoFromContractInfo.normalizedMaxLoss.sats).to.equal(
-        maxLoss.sats,
-      );
-
-      expect(csoInfoFromOffer.normalizedMaxGain.sats).to.equal(maxGain.sats);
-      expect(csoInfoFromOffer.normalizedMaxLoss.sats).to.equal(maxLoss.sats);
-    });
-
-    const fees = [0, 1116, 29384, 34, 245, 11293, 2223, 10410];
-    const contractSizes = [0.01, 0.1, 0.5, 1, 2, 5, 10, 50];
-
-    contractSizes.forEach((contractSizeNum) => {
-      fees.forEach((fee) => {
-        it(`should get correct CsoInfo from ContractInfo with fees shifted contract size ${contractSizeNum} and fee ${fee}`, () => {
-          const contractSize = Value.fromBitcoin(contractSizeNum);
-
-          // const eventDescriptor = new DigitDecompositionEventDescriptorV0();
-          // eventDescriptor.base = 2;
-          // eventDescriptor.isSigned = false;
-          // eventDescriptor.unit = 'bits';
-          // eventDescriptor.precision = 0;
-          // eventDescriptor.nbDigits = oracleDigits;
-
-          // const oracleEvent = new OracleEventV0();
-          // oracleEvent.eventMaturityEpoch = Math.floor(expiry.getTime() / 1000);
-          // oracleEvent.eventDescriptor = eventDescriptor;
-
-          // const oracleAnnouncement = new OracleAnnouncementV0();
-          // oracleAnnouncement.oracleEvent = oracleEvent;
-
-          const maxLoss = Value.fromBitcoin(0.2);
-          const maxGain = Value.fromBitcoin(0.04);
-
-          const feeRate = 4n;
-
-          const highestPrecisionRounding = Value.fromSats(10000);
-          const highPrecisionRounding = Value.fromSats(25000);
-          const mediumPrecisionRounding = Value.fromSats(100000);
-          const lowPrecisionRounding = Value.fromSats(200000);
-
-          const roundingIntervals = buildRoundingIntervalsFromIntervals(
-            contractSize,
-            [
-              { beginInterval: 0n, rounding: lowPrecisionRounding },
-              { beginInterval: 750000n, rounding: mediumPrecisionRounding },
-              { beginInterval: 850000n, rounding: highPrecisionRounding },
-              { beginInterval: 950000n, rounding: highestPrecisionRounding },
-            ],
-          );
-
-          const network = BitcoinNetworks.bitcoin;
-
-          const shiftForFees: DlcParty = 'acceptor';
-          const fees = Value.fromSats(fee);
-
-          const csoOrderOffer = buildCustomStrategyOrderOffer(
-            oracleAnnouncement,
-            contractSize,
-            maxLoss,
-            maxGain,
-            feeRate,
-            roundingIntervals,
-            network,
-            shiftForFees,
-            fees,
-          );
-
-          const csoInfo = getCsoInfoFromOffer(csoOrderOffer);
-
-          expect(csoInfo.normalizedMaxGain.sats).to.equal(maxGain.sats);
-          expect(csoInfo.normalizedMaxLoss.sats).to.equal(maxLoss.sats);
-        });
-      });
-    });
-  });
-
-  describe('validateCsoPayoutFunction', () => {
-    it('should throw if event outcome is not an ascending line', () => {
-      const startOutcome = 900000n;
-      const endOutcome = 900000n;
-
-      const { payoutFunction } = LinearPayout.buildPayoutFunction(
-        minPayout,
-        maxPayout,
-        startOutcome,
-        endOutcome,
-        oracleBase,
-        oracleDigits,
-      );
-
-      expect(() => validateCsoPayoutFunction(payoutFunction)).to.throw(Error);
-    });
-  });
-
-  it('should throw if maxLoss to maxGain is not an ascending line', () => {
-    const minPayout = 100000000n;
-    const maxPayout = 100000000n;
-
-    const { payoutFunction } = LinearPayout.buildPayoutFunction(
-      minPayout,
-      maxPayout,
-      startOutcome,
-      endOutcome,
-      oracleBase,
-      oracleDigits,
-    );
-
-    expect(() => validateCsoPayoutFunction(payoutFunction)).to.throw(Error);
-  });
-
-  it('should throw if Payout Function point outcome payout not continuous', () => {
-    const { payoutFunction } = LinearPayout.buildPayoutFunction(
-      minPayout,
-      maxPayout,
-      startOutcome,
-      endOutcome,
-      oracleBase,
-      oracleDigits,
-    );
-
-    // Subtract 1 from outcomePayout to create gap in point outcome payout
-    (payoutFunction.payoutFunctionPieces[0]
-      .payoutCurvePiece as PolynomialPayoutCurvePiece).points[1].outcomePayout -= BigInt(
-      1,
-    );
-
-    expect(() => validateCsoPayoutFunction(payoutFunction)).to.throw(Error);
-  });
-
-  describe('CsoInfo collateral', () => {
-    const oracleAnnouncement = OracleAnnouncement.deserialize(
-      Buffer.from(
-        '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',
-        'hex',
-      ),
-    );
-
-    const roundingIntervals = buildRoundingIntervalsFromIntervals(
-      contractSize,
-      [
-        { beginInterval: 0n, rounding: lowPrecisionRounding },
-        { beginInterval: 750000n, rounding: mediumPrecisionRounding },
-        { beginInterval: 850000n, rounding: highPrecisionRounding },
-        { beginInterval: 950000n, rounding: highestPrecisionRounding },
-      ],
-    );
-
-    it('should get cso info from offer with contract size greater than collateral', () => {
-      const contractSize = Value.fromBitcoin(0.03);
-      const collateral = Value.fromBitcoin(0.01);
-      const numOfferInputs = 3;
-      const numContracts = 1;
-
-      const normalizedMaxGain = Value.fromBitcoin(0.005);
-      const normalizedMaxLoss = Value.fromBitcoin(0.04);
-
-      const feePerByte = BigInt(100);
-
-      const shiftForFees: DlcParty = 'offeror'; // 'offeror pays network fees
-      const fees = Value.fromSats(
-        getFinalizerByCount(feePerByte, numOfferInputs, 1, numContracts)
-          .offerFees,
-      );
-
-      const skipValidation = false;
-
-      const csoOrderOffer = buildCustomStrategyOrderOffer(
-        oracleAnnouncement,
-        contractSize,
-        normalizedMaxLoss,
-        normalizedMaxGain,
-        feePerByte,
-        roundingIntervals,
-        network,
-        shiftForFees,
-        fees,
-        collateral,
-        numOfferInputs,
-        numContracts,
-        skipValidation,
-      );
-
-      getCsoInfoFromOffer(csoOrderOffer, 'v1');
-    });
-
-    it('should get cso info from offer with contract size equal to collateral with both v0 and v1', () => {
-      const contractSize = Value.fromBitcoin(0.01);
-      const collateral = Value.fromBitcoin(0.01);
-      const numOfferInputs = 3;
-      const numContracts = 1;
-
-      const normalizedMaxGain = Value.fromBitcoin(0.005);
-      const normalizedMaxLoss = Value.fromBitcoin(0.04);
-
-      const feePerByte = BigInt(100);
-
-      const shiftForFees: DlcParty = 'offeror'; // 'offeror pays network fees
-      const fees = Value.fromSats(
-        getFinalizerByCount(feePerByte, numOfferInputs, 1, numContracts)
-          .offerFees,
-      );
-
-      const skipValidation = false;
-
-      const csoOrderOffer = buildCustomStrategyOrderOffer(
-        oracleAnnouncement,
-        contractSize,
-        normalizedMaxLoss,
-        normalizedMaxGain,
-        feePerByte,
-        roundingIntervals,
-        network,
-        shiftForFees,
-        fees,
-        collateral,
-        numOfferInputs,
-        numContracts,
-        skipValidation,
-      );
-
-      getCsoInfoFromOffer(csoOrderOffer, 'v0');
-      getCsoInfoFromOffer(csoOrderOffer, 'v1');
-    });
-
-    describe('high leverage with high fees', () => {
-      const contractSize = Value.fromBitcoin(0.36);
-      const collateral = Value.fromBitcoin(0.02);
-      const numOfferInputs = 5;
-      const numContracts = 5;
-
-      const normalizedMaxGain = Value.fromBitcoin(0.005);
-      const normalizedMaxLoss = Value.fromBitcoin(0.04);
-
-      const feePerByte = BigInt(450);
-
-      const skipValidation = false;
-
-      it('should build and decode shift for fees offeror', () => {
-        const shiftForFees: DlcParty = 'offeror'; // 'offeror' pays network fees
-        const fees = Value.fromSats(
-          getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
-            .acceptFees,
-        );
-
-        const csoOrderOffer = buildCustomStrategyOrderOffer(
-          oracleAnnouncement,
-          contractSize,
-          normalizedMaxLoss,
-          normalizedMaxGain,
-          feePerByte,
-          roundingIntervals,
-          network,
-          shiftForFees,
-          fees,
-          collateral,
-          numOfferInputs,
-          numContracts,
-          skipValidation,
-        );
-
-        const {
-          normalizedMaxGain: actualNormalizedMaxGain,
-          normalizedMaxLoss: actualNormalizedMaxLoss,
-          maxGainForContractSize: actualMaxGainForContractSize,
-          maxLossForContractSize: actualMaxLossForContractSize,
-          minPayout,
-          maxPayout,
-          contractSize: actualContractSize,
-          offerCollateral: actualOfferCollateral,
-          totalCollateral: actualTotalCollateral,
-        } = getCsoInfoFromOffer(csoOrderOffer, 'v1');
-
-        // Fees are very high, so use dust threshold for max gain
-        const offerFees = Value.fromSats(
-          getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
-            .offerFees,
-        );
-        const expectedMaxGainForContractSize_ = offerFees.addn(
-          Value.fromSats(dustThreshold(BigInt(feePerByte))),
-        );
-        const expectedMaxGainForContractSize = Value.fromSats(
-          roundUpToNearestMultiplier(
-            expectedMaxGainForContractSize_.sats,
-            BigInt(100),
-          ),
-        );
-
-        const expectedMaxLossForContractSize = Value.fromSats(
-          roundUpToNearestMultiplier(
-            (normalizedMaxLoss.sats * contractSize.sats) / BigInt(1e8),
-            BigInt(100),
-          ),
-        );
-
-        const expectedNormalizedMaxGain = Value.fromSats(
-          roundDownToNearestMultiplier(
-            (expectedMaxGainForContractSize.sats * BigInt(1e8)) /
-              contractSize.sats,
-            BigInt(100),
-          ),
-        );
-
-        expect(actualMaxGainForContractSize.sats).to.equal(
-          expectedMaxGainForContractSize.sats,
-        );
-        expect(actualMaxLossForContractSize.sats).to.equal(
-          expectedMaxLossForContractSize.sats,
-        );
-        expect(actualNormalizedMaxLoss.sats).to.equal(normalizedMaxLoss.sats);
-        expect(actualNormalizedMaxGain.sats).to.equal(
-          expectedNormalizedMaxGain.sats,
-        ); // TODO: Fix issue with this line
-        expect(minPayout).to.equal(BigInt(121200));
-        expect(maxPayout).to.equal(collateral.sats);
-        expect(actualContractSize.sats).to.equal(contractSize.sats);
-        expect(actualOfferCollateral.sats).to.equal(
-          collateral.subn(expectedMaxGainForContractSize).sats,
-        );
-        expect(actualTotalCollateral.sats).to.equal(collateral.sats);
-      });
-
-      it('should build and decode shift for fees acceptor', () => {
-        const shiftForFees: DlcParty = 'acceptor'; // 'acceptor' pays network fees
-        const fees = Value.fromSats(
-          getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
-            .offerFees,
-        );
-
-        const csoOrderOffer = buildCustomStrategyOrderOffer(
-          oracleAnnouncement,
-          contractSize,
-          normalizedMaxLoss,
-          normalizedMaxGain,
-          feePerByte,
-          roundingIntervals,
-          network,
-          shiftForFees,
-          fees,
-          collateral,
-          numOfferInputs,
-          numContracts,
-          skipValidation,
-        );
-
-        const {
-          normalizedMaxGain: actualNormalizedMaxGain,
-          normalizedMaxLoss: actualNormalizedMaxLoss,
-          maxGainForContractSize: actualMaxGainForContractSize,
-          maxLossForContractSize: actualMaxLossForContractSize,
-          minPayout,
-          maxPayout,
-          contractSize: actualContractSize,
-          offerCollateral: actualOfferCollateral,
-          totalCollateral: actualTotalCollateral,
-        } = getCsoInfoFromOffer(csoOrderOffer, 'v1');
-
-        // Fees are very high, so use dust threshold for max gain
-        const offerFees = Value.fromSats(
-          getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
-            .offerFees,
-        );
-        const expectedMaxGainForContractSize_ = offerFees.addn(
-          Value.fromSats(dustThreshold(BigInt(feePerByte))),
-        );
-        const expectedMaxGainForContractSize = Value.fromSats(
-          roundUpToNearestMultiplier(
-            expectedMaxGainForContractSize_.sats,
-            BigInt(100),
-          ),
-        );
-
-        const expectedMaxLossForContractSize = Value.fromSats(
-          roundUpToNearestMultiplier(
-            (normalizedMaxLoss.sats * contractSize.sats) / BigInt(1e8),
-            BigInt(100),
-          ),
-        );
-
-        const expectedNormalizedMaxGain = Value.fromSats(
-          roundDownToNearestMultiplier(
-            (expectedMaxGainForContractSize.sats * BigInt(1e8)) /
-              contractSize.sats,
-            BigInt(100),
-          ),
-        );
-
-        expect(actualNormalizedMaxGain.sats).to.equal(
-          expectedNormalizedMaxGain.sats,
-        );
-        expect(actualNormalizedMaxLoss.sats).to.equal(normalizedMaxLoss.sats);
-        expect(actualMaxGainForContractSize.sats).to.equal(
-          expectedMaxGainForContractSize.sats,
-        );
-        expect(actualMaxLossForContractSize.sats).to.equal(
-          expectedMaxLossForContractSize.sats,
-        );
-        expect(minPayout).to.equal(BigInt(121200));
-        expect(maxPayout).to.equal(collateral.sats);
-        expect(actualContractSize.sats).to.equal(contractSize.sats);
-        expect(actualOfferCollateral.sats).to.equal(
-          collateral.subn(expectedMaxGainForContractSize).sats,
-        );
-        expect(actualTotalCollateral.sats).to.equal(collateral.sats);
-      });
-
-      it('should build and decode shift for fees neither', () => {
-        const shiftForFees: DlcParty = 'neither'; // both parties pay their fair share for network fees
-        const fees = Value.fromSats(
-          getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
-            .offerFees,
-        );
-
-        const csoOrderOffer = buildCustomStrategyOrderOffer(
-          oracleAnnouncement,
-          contractSize,
-          normalizedMaxLoss,
-          normalizedMaxGain,
-          feePerByte,
-          roundingIntervals,
-          network,
-          shiftForFees,
-          fees,
-          collateral,
-          numOfferInputs,
-          numContracts,
-          skipValidation,
-        );
-
-        const {
-          normalizedMaxGain: actualNormalizedMaxGain,
-          normalizedMaxLoss: actualNormalizedMaxLoss,
-          maxGainForContractSize: actualMaxGainForContractSize,
-          maxLossForContractSize: actualMaxLossForContractSize,
-          minPayout,
-          maxPayout,
-          contractSize: actualContractSize,
-          offerCollateral: actualOfferCollateral,
-          totalCollateral: actualTotalCollateral,
-        } = getCsoInfoFromOffer(csoOrderOffer, 'v1');
-
-        // Fees are very high, so use dust threshold for max gain
-        const offerFees = Value.fromSats(
-          getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
-            .offerFees,
-        );
-        const expectedMaxGainForContractSize_ = offerFees.addn(
-          Value.fromSats(dustThreshold(BigInt(feePerByte))),
-        );
-        const expectedMaxGainForContractSize = Value.fromSats(
-          roundUpToNearestMultiplier(
-            expectedMaxGainForContractSize_.sats,
-            BigInt(100),
-          ),
-        );
-
-        const expectedMaxLossForContractSize = Value.fromSats(
-          roundUpToNearestMultiplier(
-            (normalizedMaxLoss.sats * contractSize.sats) / BigInt(1e8),
-            BigInt(100),
-          ),
-        );
-
-        const expectedNormalizedMaxGain = Value.fromSats(
-          roundDownToNearestMultiplier(
-            (expectedMaxGainForContractSize.sats * BigInt(1e8)) /
-              contractSize.sats,
-            BigInt(100),
-          ),
-        );
-
-        expect(actualNormalizedMaxGain.sats).to.equal(
-          expectedNormalizedMaxGain.sats,
-        );
-        expect(actualNormalizedMaxLoss.sats).to.equal(normalizedMaxLoss.sats);
-        expect(actualMaxGainForContractSize.sats).to.equal(
-          expectedMaxGainForContractSize.sats,
-        );
-        expect(actualMaxLossForContractSize.sats).to.equal(
-          expectedMaxLossForContractSize.sats,
-        );
-        expect(minPayout).to.equal(BigInt(121200));
-        expect(maxPayout).to.equal(collateral.sats);
-        expect(actualContractSize.sats).to.equal(contractSize.sats);
-        expect(actualOfferCollateral.sats).to.equal(
-          collateral.subn(expectedMaxGainForContractSize).sats,
-        );
-        expect(actualTotalCollateral.sats).to.equal(collateral.sats);
-      });
-    });
-
-    describe('high leverage with low fees', () => {
-      const contractSize = Value.fromBitcoin(0.36);
-      const collateral = Value.fromBitcoin(0.02);
-      const numOfferInputs = 5;
-      const numContracts = 5;
-
-      const normalizedMaxGain = Value.fromBitcoin(0.005);
-      const normalizedMaxLoss = Value.fromBitcoin(0.04);
-
-      const feePerByte = BigInt(50);
-
-      const skipValidation = false;
-
-      it('should build and decode shift for fees offeror', () => {
-        const shiftForFees: DlcParty = 'offeror'; // 'offeror' pays network fees
-        const fees = Value.fromSats(
-          getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
-            .acceptFees,
-        );
-
-        const csoOrderOffer = buildCustomStrategyOrderOffer(
-          oracleAnnouncement,
-          contractSize,
-          normalizedMaxLoss,
-          normalizedMaxGain,
-          feePerByte,
-          roundingIntervals,
-          network,
-          shiftForFees,
-          fees,
-          collateral,
-          numOfferInputs,
-          numContracts,
-          skipValidation,
-        );
-
-        const {
-          normalizedMaxGain: actualNormalizedMaxGain,
-          normalizedMaxLoss: actualNormalizedMaxLoss,
-          maxGainForContractSize: actualMaxGainForContractSize,
-          maxLossForContractSize: actualMaxLossForContractSize,
-          minPayout,
-          maxPayout,
-          contractSize: actualContractSize,
-          offerCollateral: actualOfferCollateral,
-          totalCollateral: actualTotalCollateral,
-        } = getCsoInfoFromOffer(csoOrderOffer, 'v1');
-
-        const expectedMaxGainForContractSize = Value.fromSats(
-          roundUpToNearestMultiplier(
-            (normalizedMaxGain.sats * contractSize.sats) / BigInt(1e8),
-            BigInt(100),
-          ),
-        );
-
-        const expectedMaxLossForContractSize = Value.fromSats(
-          roundUpToNearestMultiplier(
-            (normalizedMaxLoss.sats * contractSize.sats) / BigInt(1e8),
-            BigInt(100),
-          ),
-        );
-
-        const expectedNormalizedMaxGain = Value.fromSats(
-          roundUpToNearestMultiplier(
-            (expectedMaxGainForContractSize.sats * BigInt(1e8)) /
-              contractSize.sats,
-            BigInt(100),
-          ),
-        );
-
-        expect(actualNormalizedMaxGain.sats).to.equal(
-          expectedNormalizedMaxGain.sats,
-        );
-        expect(actualNormalizedMaxLoss.sats).to.equal(normalizedMaxLoss.sats);
-        expect(actualMaxGainForContractSize.sats).to.equal(
-          expectedMaxGainForContractSize.sats,
-        );
-        expect(actualMaxLossForContractSize.sats).to.equal(
-          expectedMaxLossForContractSize.sats,
-        );
-        expect(minPayout).to.equal(BigInt(380000));
-        expect(maxPayout).to.equal(collateral.sats);
-        expect(actualContractSize.sats).to.equal(contractSize.sats);
-        expect(actualOfferCollateral.sats).to.equal(
-          collateral.subn(expectedMaxGainForContractSize).sats,
-        );
-        expect(actualTotalCollateral.sats).to.equal(collateral.sats);
-      });
-
-      it('should build and decode shift for fees acceptor', () => {
-        const shiftForFees: DlcParty = 'acceptor'; // 'acceptor' pays network fees
-        const fees = Value.fromSats(
-          getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
-            .offerFees,
-        );
-
-        const csoOrderOffer = buildCustomStrategyOrderOffer(
-          oracleAnnouncement,
-          contractSize,
-          normalizedMaxLoss,
-          normalizedMaxGain,
-          feePerByte,
-          roundingIntervals,
-          network,
-          shiftForFees,
-          fees,
-          collateral,
-          numOfferInputs,
-          numContracts,
-          skipValidation,
-        );
-
-        const {
-          normalizedMaxGain: actualNormalizedMaxGain,
-          normalizedMaxLoss: actualNormalizedMaxLoss,
-          maxGainForContractSize: actualMaxGainForContractSize,
-          maxLossForContractSize: actualMaxLossForContractSize,
-          minPayout,
-          maxPayout,
-          contractSize: actualContractSize,
-          offerCollateral: actualOfferCollateral,
-          totalCollateral: actualTotalCollateral,
-        } = getCsoInfoFromOffer(csoOrderOffer, 'v1');
-
-        const expectedMaxGainForContractSize = Value.fromSats(
-          roundUpToNearestMultiplier(
-            (normalizedMaxGain.sats * contractSize.sats) / BigInt(1e8),
-            BigInt(100),
-          ),
-        );
-
-        const expectedMaxLossForContractSize = Value.fromSats(
-          roundUpToNearestMultiplier(
-            (normalizedMaxLoss.sats * contractSize.sats) / BigInt(1e8),
-            BigInt(100),
-          ),
-        );
-
-        const expectedNormalizedMaxGain = Value.fromSats(
-          roundUpToNearestMultiplier(
-            (expectedMaxGainForContractSize.sats * BigInt(1e8)) /
-              contractSize.sats,
-            BigInt(100),
-          ),
-        );
-
-        expect(actualNormalizedMaxGain.sats).to.equal(
-          expectedNormalizedMaxGain.sats,
-        );
-        expect(actualNormalizedMaxLoss.sats).to.equal(normalizedMaxLoss.sats);
-        expect(actualMaxGainForContractSize.sats).to.equal(
-          expectedMaxGainForContractSize.sats,
-        );
-        expect(actualMaxLossForContractSize.sats).to.equal(
-          expectedMaxLossForContractSize.sats,
-        );
-        expect(minPayout).to.equal(BigInt(380000));
-        expect(maxPayout).to.equal(collateral.sats);
-        expect(actualContractSize.sats).to.equal(contractSize.sats);
-        expect(actualOfferCollateral.sats).to.equal(
-          collateral.subn(expectedMaxGainForContractSize).sats,
-        );
-        expect(actualTotalCollateral.sats).to.equal(collateral.sats);
-      });
-
-      it('should build and decode shift for fees neither', () => {
-        const shiftForFees: DlcParty = 'neither'; // both parties pay their fair share for network fees
-        const fees = Value.fromSats(
-          getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
-            .offerFees,
-        );
-
-        const csoOrderOffer = buildCustomStrategyOrderOffer(
-          oracleAnnouncement,
-          contractSize,
-          normalizedMaxLoss,
-          normalizedMaxGain,
-          feePerByte,
-          roundingIntervals,
-          network,
-          shiftForFees,
-          fees,
-          collateral,
-          numOfferInputs,
-          numContracts,
-          skipValidation,
-        );
-
-        const {
-          normalizedMaxGain: actualNormalizedMaxGain,
-          normalizedMaxLoss: actualNormalizedMaxLoss,
-          maxGainForContractSize: actualMaxGainForContractSize,
-          maxLossForContractSize: actualMaxLossForContractSize,
-          minPayout,
-          maxPayout,
-          contractSize: actualContractSize,
-          offerCollateral: actualOfferCollateral,
-          totalCollateral: actualTotalCollateral,
-        } = getCsoInfoFromOffer(csoOrderOffer, 'v1');
-
-        const expectedMaxGainForContractSize = Value.fromSats(
-          roundUpToNearestMultiplier(
-            (normalizedMaxGain.sats * contractSize.sats) / BigInt(1e8),
-            BigInt(100),
-          ),
-        );
-
-        const expectedMaxLossForContractSize = Value.fromSats(
-          roundUpToNearestMultiplier(
-            (normalizedMaxLoss.sats * contractSize.sats) / BigInt(1e8),
-            BigInt(100),
-          ),
-        );
-
-        const expectedNormalizedMaxGain = Value.fromSats(
-          roundUpToNearestMultiplier(
-            (expectedMaxGainForContractSize.sats * BigInt(1e8)) /
-              contractSize.sats,
-            BigInt(100),
-          ),
-        );
-
-        expect(actualNormalizedMaxGain.sats).to.equal(
-          expectedNormalizedMaxGain.sats,
-        );
-        expect(actualNormalizedMaxLoss.sats).to.equal(normalizedMaxLoss.sats);
-        expect(actualMaxGainForContractSize.sats).to.equal(
-          expectedMaxGainForContractSize.sats,
-        );
-        expect(actualMaxLossForContractSize.sats).to.equal(
-          expectedMaxLossForContractSize.sats,
-        );
-        expect(minPayout).to.equal(BigInt(380000));
-        expect(maxPayout).to.equal(collateral.sats);
-        expect(actualContractSize.sats).to.equal(contractSize.sats);
-        expect(actualOfferCollateral.sats).to.equal(
-          collateral.subn(expectedMaxGainForContractSize).sats,
-        );
-        expect(actualTotalCollateral.sats).to.equal(collateral.sats);
-      });
-    });
-  });
-});