@atomicfinance/bitcoin-dlc-provider 4.2.8 → 4.3.0

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

@@ -0,0 +1,1124 @@
+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);
+      });
+    });
+  });
+});