@atomicfinance/bitcoin-dlc-provider 4.2.8 → 4.3.1

package/.yalc/@node-dlc/core/lib/dlc/TxBuilder.ts

@@ -0,0 +1,336 @@
+/**
+ * DLC Transaction Builder with support for "exact amount" DLC scenarios.
+ *
+ * Key improvements:
+ * - Dust filtering: Only creates change outputs above DUST_LIMIT (1000 sats)
+ * - No-change support: Enables splicing with exact UTXO amounts
+ * - Max collateral calculation: Helper for determining exact amounts
+ *
+ * This matches the C++ layer behavior and fixes issues with DLC splicing
+ * where users want to use exact UTXO amounts without change outputs.
+ */
+
+import {
+  LockTime,
+  OutPoint,
+  Script,
+  Tx,
+  TxBuilder,
+  Value,
+} from '@node-dlc/bitcoin';
+import {
+  DlcAcceptWithoutSigs,
+  DlcOffer,
+  FundingInput,
+  MessageType,
+} from '@node-dlc/messaging';
+import Decimal from 'decimal.js';
+
+import { DualFundingTxFinalizer } from './TxFinalizer';
+
+// Dust limit matching C++ implementation (1000 satoshis)
+export const DUST_LIMIT = BigInt(1000);
+
+export class DlcTxBuilder {
+  constructor(
+    readonly dlcOffer: DlcOffer,
+    readonly dlcAccept: DlcAcceptWithoutSigs,
+  ) {}
+
+  public buildFundingTransaction(): Tx {
+    const txBuilder = new BatchDlcTxBuilder([this.dlcOffer], [this.dlcAccept]);
+    return txBuilder.buildFundingTransaction();
+  }
+}
+
+export class BatchDlcTxBuilder {
+  constructor(
+    readonly dlcOffers: DlcOffer[],
+    readonly dlcAccepts: DlcAcceptWithoutSigs[],
+  ) {}
+
+  /**
+   * Calculates the maximum collateral that can be used given a set of funding inputs
+   * for exact-amount DLC scenarios (no change outputs).
+   *
+   * @param fundingInputs The inputs to be used for funding
+   * @param feeRatePerVb Fee rate in satoshis per virtual byte
+   * @param numContracts Number of DLC contracts being created (default: 1)
+   * @returns Maximum collateral amount in satoshis
+   *
+   * @example
+   * ```typescript
+   * // Calculate max collateral for DLC splicing scenario
+   * const dlcFundingInput = getDlcFundingInput(); // 970,332 sats
+   * const additionalInput = getAdditionalInput(); // 100,000 sats
+   * const inputs = [dlcFundingInput, additionalInput];
+   *
+   * const maxCollateral = BatchDlcTxBuilder.calculateMaxCollateral(
+   *   inputs,
+   *   BigInt(1), // 1 sat/vB fee rate
+   *   1 // Single DLC contract
+   * );
+   *
+   * // Use maxCollateral in DLC offer to ensure exact amount with no change
+   * const dlcOffer = createDlcOffer(contractInfo, maxCollateral, ...);
+   * ```
+   */
+  public static calculateMaxCollateral(
+    fundingInputs: FundingInput[],
+    feeRatePerVb: bigint,
+    numContracts = 1,
+  ): bigint {
+    // Calculate total input value
+    const totalInputValue = fundingInputs.reduce((total, input) => {
+      return total + input.prevTx.outputs[input.prevTxVout].value.sats;
+    }, BigInt(0));
+
+    // Create a temporary finalizer to calculate fees
+    const fakeSPK = Buffer.from(
+      '0014663117d27e78eb432505180654e603acb30e8a4a',
+      'hex',
+    );
+    const finalizer = new DualFundingTxFinalizer(
+      fundingInputs,
+      fakeSPK,
+      fakeSPK,
+      [], // No accepter inputs for single-funded scenario
+      fakeSPK,
+      fakeSPK,
+      feeRatePerVb,
+      numContracts,
+    );
+
+    // For exact-amount scenarios, we need to account for:
+    // 1. Future fees (for CET/refund transactions)
+    // 2. Funding transaction fees
+    const futureFee = finalizer.offerFutureFee;
+    const fundingFee = finalizer.offerFundingFee;
+
+    // Maximum collateral is input value minus all fees
+    const maxCollateral = totalInputValue - futureFee - fundingFee;
+
+    // Ensure we don't return negative values
+    return maxCollateral > BigInt(0) ? maxCollateral : BigInt(0);
+  }
+
+  public buildFundingTransaction(): Tx {
+    const tx = new TxBuilder();
+    tx.version = 2;
+    tx.locktime = LockTime.zero();
+
+    if (this.dlcOffers.length !== this.dlcAccepts.length)
+      throw Error('DlcOffers and DlcAccepts must be the same length');
+    if (this.dlcOffers.length === 0) throw Error('DlcOffers must not be empty');
+    if (this.dlcAccepts.length === 0)
+      throw Error('DlcAccepts must not be empty');
+
+    // Ensure all DLC offers and accepts have the same funding inputs
+    this.ensureSameFundingInputs();
+
+    const multisigScripts: Script[] = [];
+    for (let i = 0; i < this.dlcOffers.length; i++) {
+      const offer = this.dlcOffers[i];
+      const accept = this.dlcAccepts[i];
+
+      multisigScripts.push(
+        Buffer.compare(offer.fundingPubkey, accept.fundingPubkey) === -1
+          ? Script.p2msLock(2, offer.fundingPubkey, accept.fundingPubkey)
+          : Script.p2msLock(2, accept.fundingPubkey, offer.fundingPubkey),
+      );
+    }
+
+    const witScripts = multisigScripts.map((multisigScript) =>
+      Script.p2wshLock(multisigScript),
+    );
+
+    const finalizer = new DualFundingTxFinalizer(
+      this.dlcOffers[0].fundingInputs,
+      this.dlcOffers[0].payoutSpk,
+      this.dlcOffers[0].changeSpk,
+      this.dlcAccepts[0].fundingInputs,
+      this.dlcAccepts[0].payoutSpk,
+      this.dlcAccepts[0].changeSpk,
+      this.dlcOffers[0].feeRatePerVb,
+      this.dlcOffers.length,
+    );
+
+    this.dlcOffers[0].fundingInputs.forEach((input) => {
+      if (input.type !== MessageType.FundingInput)
+        throw new Error('Input is not a funding input');
+    });
+    const offerFundingInputs: FundingInput[] = this.dlcOffers[0].fundingInputs.map(
+      (input) => input as FundingInput,
+    );
+
+    const offerTotalFunding = offerFundingInputs.reduce((total, input) => {
+      return total + input.prevTx.outputs[input.prevTxVout].value.sats;
+    }, BigInt(0));
+
+    const acceptTotalFunding = this.dlcAccepts[0].fundingInputs.reduce(
+      (total, input) => {
+        return total + input.prevTx.outputs[input.prevTxVout].value.sats;
+      },
+      BigInt(0),
+    );
+
+    const fundingInputs: FundingInput[] = [
+      ...offerFundingInputs,
+      ...this.dlcAccepts[0].fundingInputs,
+    ];
+
+    fundingInputs.sort(
+      (a, b) => Number(a.inputSerialId) - Number(b.inputSerialId),
+    );
+
+    fundingInputs.forEach((input) => {
+      tx.addInput(
+        OutPoint.fromString(
+          `${input.prevTx.txId.toString()}:${input.prevTxVout}`,
+        ),
+      );
+    });
+
+    const offerInput = this.dlcOffers.reduce(
+      (total, offer) => total + offer.offerCollateral,
+      BigInt(0),
+    );
+    const acceptInput = this.dlcAccepts.reduce(
+      (total, accept) => total + accept.acceptCollateral,
+      BigInt(0),
+    );
+
+    const totalInputs = this.dlcOffers.map((offer, i) => {
+      const offerInput = offer.offerCollateral;
+      const acceptInput = this.dlcAccepts[i].acceptCollateral;
+      return offerInput + acceptInput;
+    });
+
+    const fundingValues = totalInputs.map((totalInput) => {
+      const offerFutureFeePerOffer = new Decimal(
+        finalizer.offerFutureFee.toString(),
+      )
+        .div(this.dlcOffers.length)
+        .ceil()
+        .toNumber();
+      const acceptFutureFeePerAccept = new Decimal(
+        finalizer.acceptFutureFee.toString(),
+      )
+        .div(this.dlcAccepts.length)
+        .ceil()
+        .toNumber();
+
+      return (
+        totalInput +
+        Value.fromSats(offerFutureFeePerOffer).sats +
+        Value.fromSats(acceptFutureFeePerAccept).sats
+      );
+    });
+
+    const offerChangeValue =
+      offerTotalFunding - offerInput - finalizer.offerFees;
+    const acceptChangeValue =
+      acceptTotalFunding - acceptInput - finalizer.acceptFees;
+
+    // Validate that we have sufficient funds
+    if (offerChangeValue < BigInt(0)) {
+      throw new Error(
+        `Insufficient funds for offerer: need ${
+          offerInput + finalizer.offerFees
+        } sats, have ${offerTotalFunding} sats`,
+      );
+    }
+
+    // In single-funded DLCs, if accepter has no inputs, they don't pay fees
+    // This matches the C++ layer behavior where parties with no inputs have zero fees
+    if (acceptChangeValue < BigInt(0) && acceptTotalFunding > BigInt(0)) {
+      throw new Error(
+        `Insufficient funds for accepter: need ${
+          acceptInput + finalizer.acceptFees
+        } sats, have ${acceptTotalFunding} sats`,
+      );
+    }
+
+    const outputs: Output[] = [];
+    witScripts.forEach((witScript, i) => {
+      outputs.push({
+        value: Value.fromSats(Number(fundingValues[i])),
+        script: witScript,
+        serialId: this.dlcOffers[i].fundOutputSerialId,
+      });
+    });
+
+    // Dust filtering: Only create change outputs if they're above dust threshold
+    // This matches the C++ implementation and enables "exact amount" DLC scenarios
+    // where all input value goes into the DLC funding output with no change
+    if (offerChangeValue >= DUST_LIMIT) {
+      outputs.push({
+        value: Value.fromSats(Number(offerChangeValue)),
+        script: Script.p2wpkhLock(this.dlcOffers[0].changeSpk.slice(2)),
+        serialId: this.dlcOffers[0].changeSerialId,
+      });
+    }
+
+    if (acceptChangeValue >= DUST_LIMIT) {
+      outputs.push({
+        value: Value.fromSats(Number(acceptChangeValue)),
+        script: Script.p2wpkhLock(this.dlcAccepts[0].changeSpk.slice(2)),
+        serialId: this.dlcAccepts[0].changeSerialId,
+      });
+    }
+
+    outputs.sort((a, b) => Number(a.serialId) - Number(b.serialId));
+
+    outputs.forEach((output) => {
+      tx.addOutput(output.value, output.script);
+    });
+
+    return tx.toTx();
+  }
+
+  private ensureSameFundingInputs(): void {
+    // Check for offers
+    const referenceOfferInputs = this.dlcOffers[0].fundingInputs.map((input) =>
+      input.serialize().toString('hex'),
+    );
+    for (let i = 1; i < this.dlcOffers.length; i++) {
+      const currentInputs = this.dlcOffers[i].fundingInputs.map((input) =>
+        input.serialize().toString('hex'),
+      );
+      if (!this.arraysEqual(referenceOfferInputs, currentInputs)) {
+        throw new Error(
+          `Funding inputs for offer ${i} do not match the first offer's funding inputs.`,
+        );
+      }
+    }
+
+    // Check for accepts
+    const referenceAcceptInputs = this.dlcAccepts[0].fundingInputs.map(
+      (input) => input.serialize().toString('hex'),
+    );
+    for (let i = 1; i < this.dlcAccepts.length; i++) {
+      const currentInputs = this.dlcAccepts[i].fundingInputs.map((input) =>
+        input.serialize().toString('hex'),
+      );
+      if (!this.arraysEqual(referenceAcceptInputs, currentInputs)) {
+        throw new Error(
+          `Funding inputs for accept ${i} do not match the first accept's funding inputs.`,
+        );
+      }
+    }
+  }
+
+  private arraysEqual(arr1: string[], arr2: string[]): boolean {
+    if (arr1.length !== arr2.length) return false;
+    for (let i = 0; i < arr1.length; i++) {
+      if (arr1[i] !== arr2[i]) return false;
+    }
+    return true;
+  }
+}
+
+interface Output {
+  value: Value;
+  script: Script;
+  serialId: bigint;
+}

package/.yalc/@node-dlc/core/lib/dlc/TxFinalizer.ts

@@ -0,0 +1,217 @@
+import { FundingInput, MessageType } from '@node-dlc/messaging';
+import { Decimal } from 'decimal.js';
+
+const BATCH_FUND_TX_BASE_WEIGHT = 42;
+const FUNDING_OUTPUT_SIZE = 43;
+
+export class DualFundingTxFinalizer {
+  constructor(
+    readonly offerInputs: FundingInput[],
+    readonly offerPayoutSPK: Buffer,
+    readonly offerChangeSPK: Buffer,
+    readonly acceptInputs: FundingInput[],
+    readonly acceptPayoutSPK: Buffer,
+    readonly acceptChangeSPK: Buffer,
+    readonly feeRate: bigint,
+    readonly numContracts = 1,
+  ) {}
+
+  private computeFees(
+    _inputs: FundingInput[],
+    payoutSPK: Buffer,
+    changeSPK: Buffer,
+    numContracts: number,
+  ): IFees {
+    // If no inputs, return zero fees (matches C++ layer behavior for single-funded DLCs)
+    if (_inputs.length === 0) {
+      return { futureFee: BigInt(0), fundingFee: BigInt(0) };
+    }
+
+    _inputs.forEach((input) => {
+      if (input.type !== MessageType.FundingInput) {
+        console.error('input', input);
+        throw new Error('Input is not a funding input');
+      }
+    });
+    const inputs: FundingInput[] = _inputs.map(
+      (input) => input as FundingInput,
+    );
+    // https://github.com/discreetlogcontracts/dlcspecs/blob/8ee4bbe816c9881c832b1ce320b9f14c72e3506f/Transactions.md#expected-weight-of-the-contract-execution-or-refund-transaction
+    const futureFeeWeight = 249 + 4 * payoutSPK.length;
+    const futureFeeVBytes = new Decimal(futureFeeWeight)
+      .times(numContracts)
+      .div(4)
+      .ceil()
+      .toNumber();
+    const futureFee = this.feeRate * BigInt(futureFeeVBytes);
+
+    // https://github.com/discreetlogcontracts/dlcspecs/blob/8ee4bbe816c9881c832b1ce320b9f14c72e3506f/Transactions.md#expected-weight-of-the-funding-transaction
+    const inputWeight = inputs.reduce((total, input) => {
+      return total + 164 + input.maxWitnessLen + input.scriptSigLength();
+    }, 0);
+    const contractWeight =
+      (BATCH_FUND_TX_BASE_WEIGHT + FUNDING_OUTPUT_SIZE * numContracts * 4) / 2;
+    const outputWeight = 36 + 4 * changeSPK.length + contractWeight;
+    const weight = outputWeight + inputWeight;
+    const vbytes = new Decimal(weight).div(4).ceil().toNumber();
+    const fundingFee = this.feeRate * BigInt(vbytes);
+
+    return { futureFee, fundingFee };
+  }
+
+  private getOfferFees(): IFees {
+    return this.computeFees(
+      this.offerInputs,
+      this.offerPayoutSPK,
+      this.offerChangeSPK,
+      this.numContracts,
+    );
+  }
+
+  private getAcceptFees(): IFees {
+    return this.computeFees(
+      this.acceptInputs,
+      this.acceptPayoutSPK,
+      this.acceptChangeSPK,
+      this.numContracts,
+    );
+  }
+
+  public get offerFees(): bigint {
+    const { futureFee, fundingFee } = this.getOfferFees();
+    return futureFee + fundingFee;
+  }
+
+  public get offerFutureFee(): bigint {
+    return this.getOfferFees().futureFee;
+  }
+
+  public get offerFundingFee(): bigint {
+    return this.getOfferFees().fundingFee;
+  }
+
+  public get acceptFees(): bigint {
+    const { futureFee, fundingFee } = this.getAcceptFees();
+    return futureFee + fundingFee;
+  }
+
+  public get acceptFutureFee(): bigint {
+    return this.getAcceptFees().futureFee;
+  }
+
+  public get acceptFundingFee(): bigint {
+    return this.getAcceptFees().fundingFee;
+  }
+}
+
+export class DualClosingTxFinalizer {
+  constructor(
+    readonly initiatorInputs: FundingInput[],
+    readonly offerPayoutSPK: Buffer,
+    readonly acceptPayoutSPK: Buffer,
+    readonly feeRate: bigint,
+  ) {}
+
+  private computeFees(payoutSPK: Buffer, _inputs: FundingInput[] = []): bigint {
+    _inputs.forEach((input) => {
+      if (input.type !== MessageType.FundingInput)
+        throw new Error('Input is not a funding input');
+    });
+    const inputs: FundingInput[] = _inputs.map(
+      (input) => input as FundingInput,
+    );
+    // https://gist.github.com/matthewjablack/08c36baa513af9377508111405b22e03
+    const inputWeight = inputs.reduce((total, input) => {
+      return total + 164 + input.maxWitnessLen + input.scriptSigLength();
+    }, 0);
+    const outputWeight = 36 + 4 * payoutSPK.length;
+    const weight = 213 + outputWeight + inputWeight;
+    const vbytes = new Decimal(weight).div(4).ceil().toNumber();
+    const fee = this.feeRate * BigInt(vbytes);
+
+    return fee;
+  }
+
+  private getOfferInitiatorFees(): bigint {
+    return this.computeFees(this.offerPayoutSPK, this.initiatorInputs);
+  }
+
+  private getOfferReciprocatorFees(): bigint {
+    return this.computeFees(this.offerPayoutSPK);
+  }
+
+  private getAcceptInitiatorFees(): bigint {
+    return this.computeFees(this.acceptPayoutSPK, this.initiatorInputs);
+  }
+
+  private getAcceptReciprocatorFees(): bigint {
+    return this.computeFees(this.acceptPayoutSPK);
+  }
+
+  public get offerInitiatorFees(): bigint {
+    return this.getOfferInitiatorFees();
+  }
+
+  public get offerReciprocatorFees(): bigint {
+    return this.getOfferReciprocatorFees();
+  }
+
+  public get acceptInitiatorFees(): bigint {
+    return this.getAcceptInitiatorFees();
+  }
+
+  public get acceptReciprocatorFees(): bigint {
+    return this.getAcceptReciprocatorFees();
+  }
+}
+
+interface IFees {
+  futureFee: bigint;
+  fundingFee: bigint;
+}
+
+export const getFinalizer = (
+  feeRate: bigint,
+  offerInputs?: FundingInput[],
+  acceptInputs?: FundingInput[],
+  numContracts?: number,
+): DualFundingTxFinalizer => {
+  const input = new FundingInput();
+  input.maxWitnessLen = 108;
+  input.redeemScript = Buffer.from('', 'hex');
+
+  const fakeSPK = Buffer.from(
+    '0014663117d27e78eb432505180654e603acb30e8a4a',
+    'hex',
+  );
+
+  offerInputs = offerInputs || Array.from({ length: 1 }, () => input);
+
+  acceptInputs = acceptInputs || Array.from({ length: 1 }, () => input);
+
+  return new DualFundingTxFinalizer(
+    offerInputs,
+    fakeSPK,
+    fakeSPK,
+    acceptInputs,
+    fakeSPK,
+    fakeSPK,
+    feeRate,
+    numContracts,
+  );
+};
+
+export const getFinalizerByCount = (
+  feeRate: bigint,
+  numOfferInputs: number,
+  numAcceptInputs: number,
+  numContracts: number,
+): DualFundingTxFinalizer => {
+  const input = new FundingInput();
+  input.maxWitnessLen = 108;
+  input.redeemScript = Buffer.from('', 'hex');
+
+  const offerInputs = Array.from({ length: numOfferInputs }, () => input);
+  const acceptInputs = Array.from({ length: numAcceptInputs }, () => input);
+  return getFinalizer(feeRate, offerInputs, acceptInputs, numContracts);
+};