@atomicfinance/bitcoin-wallet-provider 4.0.3 → 4.1.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (230) hide show
  1. package/.turbo/turbo-build.log +3 -0
  2. package/CHANGELOG.md +31 -0
  3. package/LICENSE +674 -0
  4. package/dist/BitcoinWalletProvider.d.ts +8 -11
  5. package/dist/BitcoinWalletProvider.js +18 -10
  6. package/dist/BitcoinWalletProvider.js.map +1 -1
  7. package/lib/BitcoinWalletProvider.ts +0 -2
  8. package/package.json +14 -13
  9. package/.turbo/turbo-lint.log +0 -1
  10. package/.turbo/turbo-test.log +0 -0
  11. package/.yalc/@node-dlc/core/.nyc_output/687a3c14-9765-45fd-a1fe-f7db3d56fee4.json +0 -1
  12. package/.yalc/@node-dlc/core/.nyc_output/processinfo/687a3c14-9765-45fd-a1fe-f7db3d56fee4.json +0 -1
  13. package/.yalc/@node-dlc/core/.nyc_output/processinfo/index.json +0 -1
  14. package/.yalc/@node-dlc/core/README.md +0 -11
  15. package/.yalc/@node-dlc/core/__tests__/core.spec.ts +0 -7
  16. package/.yalc/@node-dlc/core/__tests__/dlc/CETCalculator.spec.ts +0 -1029
  17. package/.yalc/@node-dlc/core/__tests__/dlc/CoinSelect.spec.ts +0 -179
  18. package/.yalc/@node-dlc/core/__tests__/dlc/PolynomialPayoutCurve.spec.ts +0 -345
  19. package/.yalc/@node-dlc/core/__tests__/dlc/TxBuilder.spec.ts +0 -424
  20. package/.yalc/@node-dlc/core/__tests__/dlc/finance/Builder.spec.ts +0 -492
  21. package/.yalc/@node-dlc/core/__tests__/dlc/finance/CoveredCall.spec.ts +0 -112
  22. package/.yalc/@node-dlc/core/__tests__/dlc/finance/CsoInfo.spec.ts +0 -1124
  23. package/.yalc/@node-dlc/core/__tests__/dlc/finance/LongCall.spec.ts +0 -55
  24. package/.yalc/@node-dlc/core/__tests__/dlc/finance/LongPut.spec.ts +0 -55
  25. package/.yalc/@node-dlc/core/__tests__/dlc/finance/OptionInfo.spec.ts +0 -226
  26. package/.yalc/@node-dlc/core/__tests__/dlc/finance/ShortPut.spec.ts +0 -62
  27. package/.yalc/@node-dlc/core/__tests__/tsconfig.json +0 -8
  28. package/.yalc/@node-dlc/core/__tests__/utils/precision.spec.ts +0 -40
  29. package/.yalc/@node-dlc/core/coverage/lcov-report/base.css +0 -224
  30. package/.yalc/@node-dlc/core/coverage/lcov-report/block-navigation.js +0 -79
  31. package/.yalc/@node-dlc/core/coverage/lcov-report/favicon.png +0 -0
  32. package/.yalc/@node-dlc/core/coverage/lcov-report/index.html +0 -171
  33. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/AsyncProcessingQueue.ts.html +0 -269
  34. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/Base32.ts.html +0 -86
  35. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/BigIntUtils.ts.html +0 -86
  36. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/BitField.ts.html +0 -86
  37. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/ChannelId.ts.html +0 -86
  38. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/LinkedList.ts.html +0 -413
  39. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/LinkedListNode.ts.html +0 -122
  40. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/Queue.ts.html +0 -188
  41. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/ShortChannelId.ts.html +0 -86
  42. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/ShortChannelIdUtils.ts.html +0 -107
  43. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/CETCalculator.ts.html +0 -1430
  44. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/CoinSelect.ts.html +0 -431
  45. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/HyperbolaPayoutCurve.ts.html +0 -644
  46. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/PolynomialPayoutCurve.ts.html +0 -878
  47. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/TxBuilder.ts.html +0 -1088
  48. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/TxFinalizer.ts.html +0 -731
  49. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/Builder.ts.html +0 -2270
  50. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/CoveredCall.ts.html +0 -410
  51. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/CsoInfo.ts.html +0 -1574
  52. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/LinearPayout.ts.html +0 -362
  53. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/LongCall.ts.html +0 -302
  54. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/LongPut.ts.html +0 -302
  55. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/OptionInfo.ts.html +0 -626
  56. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/ShortPut.ts.html +0 -305
  57. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/index.html +0 -216
  58. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/index.html +0 -186
  59. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/index.html +0 -261
  60. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/index.ts.html +0 -278
  61. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/ChannelId.ts.html +0 -242
  62. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/ChannelKeys.ts.html +0 -407
  63. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/CommitmentNumber.ts.html +0 -362
  64. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/CommitmentSecret.ts.html +0 -203
  65. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/CommitmentSecretStore.ts.html +0 -332
  66. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/Htlc.ts.html +0 -236
  67. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/HtlcDirection.ts.html +0 -131
  68. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/ScriptFactory.ts.html +0 -530
  69. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/TxFactory.ts.html +0 -1094
  70. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/index.html +0 -231
  71. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/utils/BigIntUtils.ts.html +0 -272
  72. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/utils/Precision.ts.html +0 -149
  73. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/utils/index.html +0 -126
  74. package/.yalc/@node-dlc/core/coverage/lcov-report/prettify.css +0 -1
  75. package/.yalc/@node-dlc/core/coverage/lcov-report/prettify.js +0 -2
  76. package/.yalc/@node-dlc/core/coverage/lcov-report/sort-arrow-sprite.png +0 -0
  77. package/.yalc/@node-dlc/core/coverage/lcov-report/sorter.js +0 -170
  78. package/.yalc/@node-dlc/core/coverage/lcov.info +0 -2426
  79. package/.yalc/@node-dlc/core/dist/AsyncProcessingQueue.d.ts +0 -22
  80. package/.yalc/@node-dlc/core/dist/AsyncProcessingQueue.js +0 -55
  81. package/.yalc/@node-dlc/core/dist/AsyncProcessingQueue.js.map +0 -1
  82. package/.yalc/@node-dlc/core/dist/Base32.d.ts +0 -1
  83. package/.yalc/@node-dlc/core/dist/Base32.js +0 -7
  84. package/.yalc/@node-dlc/core/dist/Base32.js.map +0 -1
  85. package/.yalc/@node-dlc/core/dist/BigIntUtils.d.ts +0 -1
  86. package/.yalc/@node-dlc/core/dist/BigIntUtils.js +0 -8
  87. package/.yalc/@node-dlc/core/dist/BigIntUtils.js.map +0 -1
  88. package/.yalc/@node-dlc/core/dist/BitField.d.ts +0 -1
  89. package/.yalc/@node-dlc/core/dist/BitField.js +0 -7
  90. package/.yalc/@node-dlc/core/dist/BitField.js.map +0 -1
  91. package/.yalc/@node-dlc/core/dist/ChannelId.d.ts +0 -1
  92. package/.yalc/@node-dlc/core/dist/ChannelId.js +0 -7
  93. package/.yalc/@node-dlc/core/dist/ChannelId.js.map +0 -1
  94. package/.yalc/@node-dlc/core/dist/LinkedList.d.ts +0 -30
  95. package/.yalc/@node-dlc/core/dist/LinkedList.js +0 -104
  96. package/.yalc/@node-dlc/core/dist/LinkedList.js.map +0 -1
  97. package/.yalc/@node-dlc/core/dist/LinkedListNode.d.ts +0 -9
  98. package/.yalc/@node-dlc/core/dist/LinkedListNode.js +0 -15
  99. package/.yalc/@node-dlc/core/dist/LinkedListNode.js.map +0 -1
  100. package/.yalc/@node-dlc/core/dist/Queue.d.ts +0 -22
  101. package/.yalc/@node-dlc/core/dist/Queue.js +0 -38
  102. package/.yalc/@node-dlc/core/dist/Queue.js.map +0 -1
  103. package/.yalc/@node-dlc/core/dist/ShortChannelId.d.ts +0 -1
  104. package/.yalc/@node-dlc/core/dist/ShortChannelId.js +0 -7
  105. package/.yalc/@node-dlc/core/dist/ShortChannelId.js.map +0 -1
  106. package/.yalc/@node-dlc/core/dist/ShortChannelIdUtils.d.ts +0 -1
  107. package/.yalc/@node-dlc/core/dist/ShortChannelIdUtils.js +0 -12
  108. package/.yalc/@node-dlc/core/dist/ShortChannelIdUtils.js.map +0 -1
  109. package/.yalc/@node-dlc/core/dist/dlc/CETCalculator.d.ts +0 -50
  110. package/.yalc/@node-dlc/core/dist/dlc/CETCalculator.js +0 -332
  111. package/.yalc/@node-dlc/core/dist/dlc/CETCalculator.js.map +0 -1
  112. package/.yalc/@node-dlc/core/dist/dlc/CoinSelect.d.ts +0 -23
  113. package/.yalc/@node-dlc/core/dist/dlc/CoinSelect.js +0 -77
  114. package/.yalc/@node-dlc/core/dist/dlc/CoinSelect.js.map +0 -1
  115. package/.yalc/@node-dlc/core/dist/dlc/HyperbolaPayoutCurve.d.ts +0 -20
  116. package/.yalc/@node-dlc/core/dist/dlc/HyperbolaPayoutCurve.js +0 -117
  117. package/.yalc/@node-dlc/core/dist/dlc/HyperbolaPayoutCurve.js.map +0 -1
  118. package/.yalc/@node-dlc/core/dist/dlc/PayoutCurve.d.ts +0 -5
  119. package/.yalc/@node-dlc/core/dist/dlc/PayoutCurve.js +0 -3
  120. package/.yalc/@node-dlc/core/dist/dlc/PayoutCurve.js.map +0 -1
  121. package/.yalc/@node-dlc/core/dist/dlc/PolynomialPayoutCurve.d.ts +0 -52
  122. package/.yalc/@node-dlc/core/dist/dlc/PolynomialPayoutCurve.js +0 -173
  123. package/.yalc/@node-dlc/core/dist/dlc/PolynomialPayoutCurve.js.map +0 -1
  124. package/.yalc/@node-dlc/core/dist/dlc/TxBuilder.d.ts +0 -55
  125. package/.yalc/@node-dlc/core/dist/dlc/TxBuilder.js +0 -217
  126. package/.yalc/@node-dlc/core/dist/dlc/TxBuilder.js.map +0 -1
  127. package/.yalc/@node-dlc/core/dist/dlc/TxFinalizer.d.ts +0 -40
  128. package/.yalc/@node-dlc/core/dist/dlc/TxFinalizer.js +0 -146
  129. package/.yalc/@node-dlc/core/dist/dlc/TxFinalizer.js.map +0 -1
  130. package/.yalc/@node-dlc/core/dist/dlc/finance/Builder.d.ts +0 -193
  131. package/.yalc/@node-dlc/core/dist/dlc/finance/Builder.js +0 -422
  132. package/.yalc/@node-dlc/core/dist/dlc/finance/Builder.js.map +0 -1
  133. package/.yalc/@node-dlc/core/dist/dlc/finance/CoveredCall.d.ts +0 -13
  134. package/.yalc/@node-dlc/core/dist/dlc/finance/CoveredCall.js +0 -67
  135. package/.yalc/@node-dlc/core/dist/dlc/finance/CoveredCall.js.map +0 -1
  136. package/.yalc/@node-dlc/core/dist/dlc/finance/CsoInfo.d.ts +0 -114
  137. package/.yalc/@node-dlc/core/dist/dlc/finance/CsoInfo.js +0 -290
  138. package/.yalc/@node-dlc/core/dist/dlc/finance/CsoInfo.js.map +0 -1
  139. package/.yalc/@node-dlc/core/dist/dlc/finance/LinearPayout.d.ts +0 -6
  140. package/.yalc/@node-dlc/core/dist/dlc/finance/LinearPayout.js +0 -79
  141. package/.yalc/@node-dlc/core/dist/dlc/finance/LinearPayout.js.map +0 -1
  142. package/.yalc/@node-dlc/core/dist/dlc/finance/LongCall.d.ts +0 -13
  143. package/.yalc/@node-dlc/core/dist/dlc/finance/LongCall.js +0 -47
  144. package/.yalc/@node-dlc/core/dist/dlc/finance/LongCall.js.map +0 -1
  145. package/.yalc/@node-dlc/core/dist/dlc/finance/LongPut.d.ts +0 -13
  146. package/.yalc/@node-dlc/core/dist/dlc/finance/LongPut.js +0 -47
  147. package/.yalc/@node-dlc/core/dist/dlc/finance/LongPut.js.map +0 -1
  148. package/.yalc/@node-dlc/core/dist/dlc/finance/OptionInfo.d.ts +0 -20
  149. package/.yalc/@node-dlc/core/dist/dlc/finance/OptionInfo.js +0 -101
  150. package/.yalc/@node-dlc/core/dist/dlc/finance/OptionInfo.js.map +0 -1
  151. package/.yalc/@node-dlc/core/dist/dlc/finance/ShortPut.d.ts +0 -12
  152. package/.yalc/@node-dlc/core/dist/dlc/finance/ShortPut.js +0 -46
  153. package/.yalc/@node-dlc/core/dist/dlc/finance/ShortPut.js.map +0 -1
  154. package/.yalc/@node-dlc/core/dist/index.d.ts +0 -39
  155. package/.yalc/@node-dlc/core/dist/index.js +0 -78
  156. package/.yalc/@node-dlc/core/dist/index.js.map +0 -1
  157. package/.yalc/@node-dlc/core/dist/lightning/ChannelId.d.ts +0 -31
  158. package/.yalc/@node-dlc/core/dist/lightning/ChannelId.js +0 -52
  159. package/.yalc/@node-dlc/core/dist/lightning/ChannelId.js.map +0 -1
  160. package/.yalc/@node-dlc/core/dist/lightning/ChannelKeys.d.ts +0 -55
  161. package/.yalc/@node-dlc/core/dist/lightning/ChannelKeys.js +0 -105
  162. package/.yalc/@node-dlc/core/dist/lightning/ChannelKeys.js.map +0 -1
  163. package/.yalc/@node-dlc/core/dist/lightning/CommitmentNumber.d.ts +0 -55
  164. package/.yalc/@node-dlc/core/dist/lightning/CommitmentNumber.js +0 -76
  165. package/.yalc/@node-dlc/core/dist/lightning/CommitmentNumber.js.map +0 -1
  166. package/.yalc/@node-dlc/core/dist/lightning/CommitmentSecret.d.ts +0 -26
  167. package/.yalc/@node-dlc/core/dist/lightning/CommitmentSecret.js +0 -44
  168. package/.yalc/@node-dlc/core/dist/lightning/CommitmentSecret.js.map +0 -1
  169. package/.yalc/@node-dlc/core/dist/lightning/CommitmentSecretStore.d.ts +0 -41
  170. package/.yalc/@node-dlc/core/dist/lightning/CommitmentSecretStore.js +0 -79
  171. package/.yalc/@node-dlc/core/dist/lightning/CommitmentSecretStore.js.map +0 -1
  172. package/.yalc/@node-dlc/core/dist/lightning/Htlc.d.ts +0 -46
  173. package/.yalc/@node-dlc/core/dist/lightning/Htlc.js +0 -46
  174. package/.yalc/@node-dlc/core/dist/lightning/Htlc.js.map +0 -1
  175. package/.yalc/@node-dlc/core/dist/lightning/HtlcDirection.d.ts +0 -16
  176. package/.yalc/@node-dlc/core/dist/lightning/HtlcDirection.js +0 -21
  177. package/.yalc/@node-dlc/core/dist/lightning/HtlcDirection.js.map +0 -1
  178. package/.yalc/@node-dlc/core/dist/lightning/ScriptFactory.d.ts +0 -76
  179. package/.yalc/@node-dlc/core/dist/lightning/ScriptFactory.js +0 -102
  180. package/.yalc/@node-dlc/core/dist/lightning/ScriptFactory.js.map +0 -1
  181. package/.yalc/@node-dlc/core/dist/lightning/TxFactory.d.ts +0 -83
  182. package/.yalc/@node-dlc/core/dist/lightning/TxFactory.js +0 -222
  183. package/.yalc/@node-dlc/core/dist/lightning/TxFactory.js.map +0 -1
  184. package/.yalc/@node-dlc/core/dist/utils/BigIntUtils.d.ts +0 -9
  185. package/.yalc/@node-dlc/core/dist/utils/BigIntUtils.js +0 -59
  186. package/.yalc/@node-dlc/core/dist/utils/BigIntUtils.js.map +0 -1
  187. package/.yalc/@node-dlc/core/dist/utils/Precision.d.ts +0 -13
  188. package/.yalc/@node-dlc/core/dist/utils/Precision.js +0 -28
  189. package/.yalc/@node-dlc/core/dist/utils/Precision.js.map +0 -1
  190. package/.yalc/@node-dlc/core/lib/AsyncProcessingQueue.ts +0 -63
  191. package/.yalc/@node-dlc/core/lib/Base32.ts +0 -2
  192. package/.yalc/@node-dlc/core/lib/BigIntUtils.ts +0 -2
  193. package/.yalc/@node-dlc/core/lib/BitField.ts +0 -2
  194. package/.yalc/@node-dlc/core/lib/ChannelId.ts +0 -2
  195. package/.yalc/@node-dlc/core/lib/LinkedList.ts +0 -111
  196. package/.yalc/@node-dlc/core/lib/LinkedListNode.ts +0 -14
  197. package/.yalc/@node-dlc/core/lib/Queue.ts +0 -36
  198. package/.yalc/@node-dlc/core/lib/ShortChannelId.ts +0 -2
  199. package/.yalc/@node-dlc/core/lib/ShortChannelIdUtils.ts +0 -9
  200. package/.yalc/@node-dlc/core/lib/dlc/CETCalculator.ts +0 -450
  201. package/.yalc/@node-dlc/core/lib/dlc/CoinSelect.ts +0 -117
  202. package/.yalc/@node-dlc/core/lib/dlc/HyperbolaPayoutCurve.ts +0 -188
  203. package/.yalc/@node-dlc/core/lib/dlc/PayoutCurve.ts +0 -6
  204. package/.yalc/@node-dlc/core/lib/dlc/PolynomialPayoutCurve.ts +0 -266
  205. package/.yalc/@node-dlc/core/lib/dlc/TxBuilder.ts +0 -336
  206. package/.yalc/@node-dlc/core/lib/dlc/TxFinalizer.ts +0 -217
  207. package/.yalc/@node-dlc/core/lib/dlc/finance/Builder.ts +0 -730
  208. package/.yalc/@node-dlc/core/lib/dlc/finance/CoveredCall.ts +0 -110
  209. package/.yalc/@node-dlc/core/lib/dlc/finance/CsoInfo.ts +0 -498
  210. package/.yalc/@node-dlc/core/lib/dlc/finance/LinearPayout.ts +0 -94
  211. package/.yalc/@node-dlc/core/lib/dlc/finance/LongCall.ts +0 -74
  212. package/.yalc/@node-dlc/core/lib/dlc/finance/LongPut.ts +0 -74
  213. package/.yalc/@node-dlc/core/lib/dlc/finance/OptionInfo.ts +0 -182
  214. package/.yalc/@node-dlc/core/lib/dlc/finance/ShortPut.ts +0 -75
  215. package/.yalc/@node-dlc/core/lib/index.ts +0 -66
  216. package/.yalc/@node-dlc/core/lib/lightning/ChannelId.ts +0 -54
  217. package/.yalc/@node-dlc/core/lib/lightning/ChannelKeys.ts +0 -109
  218. package/.yalc/@node-dlc/core/lib/lightning/CommitmentNumber.ts +0 -94
  219. package/.yalc/@node-dlc/core/lib/lightning/CommitmentSecret.ts +0 -41
  220. package/.yalc/@node-dlc/core/lib/lightning/CommitmentSecretStore.ts +0 -84
  221. package/.yalc/@node-dlc/core/lib/lightning/Htlc.ts +0 -52
  222. package/.yalc/@node-dlc/core/lib/lightning/HtlcDirection.ts +0 -17
  223. package/.yalc/@node-dlc/core/lib/lightning/ScriptFactory.ts +0 -150
  224. package/.yalc/@node-dlc/core/lib/lightning/TxFactory.ts +0 -338
  225. package/.yalc/@node-dlc/core/lib/utils/BigIntUtils.ts +0 -64
  226. package/.yalc/@node-dlc/core/lib/utils/Precision.ts +0 -23
  227. package/.yalc/@node-dlc/core/package.json +0 -38
  228. package/.yalc/@node-dlc/core/tsconfig.json +0 -8
  229. package/.yalc/@node-dlc/core/yalc.sig +0 -1
  230. package/yalc.lock +0 -10
@@ -1,1124 +0,0 @@
1
- import { Value } from '@node-dlc/bitcoin';
2
- import {
3
- ContractDescriptorV1,
4
- ContractInfoV0,
5
- DigitDecompositionEventDescriptorV0,
6
- DlcOffer,
7
- OracleAnnouncement,
8
- OracleEvent,
9
- OracleInfoV0,
10
- PayoutFunctionV0,
11
- PolynomialPayoutCurvePiece,
12
- } from '@node-dlc/messaging';
13
- import { BitcoinNetworks } from 'bitcoin-networks';
14
- import { expect } from 'chai';
15
-
16
- import {
17
- buildCustomStrategyOrderOffer,
18
- buildRoundingIntervalsFromIntervals,
19
- DlcParty,
20
- dustThreshold,
21
- getFinalizerByCount,
22
- LinearPayout,
23
- roundDownToNearestMultiplier,
24
- roundUpToNearestMultiplier,
25
- } from '../../../lib';
26
- import {
27
- getCsoInfoFromContractInfo,
28
- getCsoInfoFromOffer,
29
- validateCsoPayoutFunction,
30
- } from '../../../lib/dlc/finance/CsoInfo';
31
-
32
- const buildOracleAnnouncement = (oracleDigits: number, expiry: Date) => {
33
- const eventDescriptor = new DigitDecompositionEventDescriptorV0();
34
- eventDescriptor.base = 2;
35
- eventDescriptor.isSigned = false;
36
- eventDescriptor.unit = 'bits';
37
- eventDescriptor.precision = 0;
38
- eventDescriptor.nbDigits = oracleDigits;
39
-
40
- const oracleEvent = new OracleEvent();
41
- oracleEvent.eventMaturityEpoch = Math.floor(expiry.getTime() / 1000);
42
- oracleEvent.eventDescriptor = eventDescriptor;
43
-
44
- const oracleAnnouncement = new OracleAnnouncement();
45
- oracleAnnouncement.oracleEvent = oracleEvent;
46
-
47
- return oracleAnnouncement;
48
- };
49
-
50
- const buildCsoDlcOfferFixture = (
51
- oracleDigits: number,
52
- expiry: Date,
53
- payoutFunction: PayoutFunctionV0,
54
- totalCollateral: bigint,
55
- offerCollateral: bigint,
56
- ): DlcOffer => {
57
- const oracleAnnouncement = buildOracleAnnouncement(oracleDigits, expiry);
58
-
59
- const oracleInfo = new OracleInfoV0();
60
- oracleInfo.announcement = oracleAnnouncement;
61
-
62
- const contractDescriptor = new ContractDescriptorV1();
63
- contractDescriptor.numDigits = oracleDigits;
64
- contractDescriptor.payoutFunction = payoutFunction;
65
-
66
- const contractInfo = new ContractInfoV0();
67
- contractInfo.totalCollateral = totalCollateral;
68
- contractInfo.contractDescriptor = contractDescriptor;
69
- contractInfo.oracleInfo = oracleInfo;
70
-
71
- const dlcOffer = new DlcOffer();
72
-
73
- // Set all required properties following DlcOffer.spec.ts pattern
74
- dlcOffer.contractFlags = Buffer.from('00', 'hex');
75
- dlcOffer.chainHash = Buffer.from(
76
- '06226e46111a0b59caaf126043eb5bbf28c34f3a5e332a1fc7b2b73cf188910f',
77
- 'hex',
78
- );
79
- dlcOffer.temporaryContractId = Buffer.from(
80
- '0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef',
81
- 'hex',
82
- );
83
- dlcOffer.fundingPubkey = Buffer.from(
84
- '0327efea09ff4dfb13230e887cbab8821d5cc249c7ff28668c6633ff9f4b4c08e3',
85
- 'hex',
86
- );
87
- dlcOffer.payoutSpk = Buffer.from(
88
- '00142bbdec425007dc360523b0294d2c64d2213af498',
89
- 'hex',
90
- );
91
- dlcOffer.payoutSerialId = BigInt(11555292);
92
- dlcOffer.changeSpk = Buffer.from(
93
- '0014afa16f949f3055f38bd3a73312bed00b61558884',
94
- 'hex',
95
- );
96
- dlcOffer.changeSerialId = BigInt(2008045);
97
- dlcOffer.fundOutputSerialId = BigInt(5411962);
98
- dlcOffer.feeRatePerVb = BigInt(1);
99
- dlcOffer.cetLocktime = 100;
100
- dlcOffer.refundLocktime = 200;
101
-
102
- dlcOffer.contractInfo = contractInfo;
103
- dlcOffer.offerCollateral = offerCollateral;
104
-
105
- return dlcOffer;
106
- };
107
-
108
- describe('CsoInfo', () => {
109
- const minPayout = 60000000n;
110
- const maxPayout = 100000000n;
111
- const startOutcome = 800000n;
112
- const endOutcome = 1200000n;
113
- const offerCollateralValue = 80000000n;
114
-
115
- const oracleBase = 2;
116
- const oracleDigits = 21;
117
-
118
- const expiry = new Date(1620014750000);
119
-
120
- const maxGain = Value.fromBitcoin(0.2);
121
- const maxLoss = Value.fromBitcoin(0.2);
122
- const maxGainForContractSize = Value.fromBitcoin(0.2);
123
- const maxLossForContractSize = Value.fromBitcoin(0.2);
124
-
125
- const contractSize = Value.fromBitcoin(1);
126
- const totalCollateral = Value.fromBitcoin(1);
127
- const offerCollateral = Value.fromBitcoin(0.8);
128
-
129
- const network = BitcoinNetworks.bitcoin;
130
-
131
- const highestPrecisionRounding = Value.fromSats(10000);
132
- const highPrecisionRounding = Value.fromSats(25000);
133
- const mediumPrecisionRounding = Value.fromSats(100000);
134
- const lowPrecisionRounding = Value.fromSats(200000);
135
-
136
- const oracleAnnouncement = OracleAnnouncement.deserialize(
137
- Buffer.from(
138
- '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',
139
- 'hex',
140
- ),
141
- );
142
-
143
- describe('CsoInfo from linear curve message', () => {
144
- const { payoutFunction } = LinearPayout.buildPayoutFunction(
145
- minPayout,
146
- maxPayout,
147
- startOutcome,
148
- endOutcome,
149
- oracleBase,
150
- oracleDigits,
151
- );
152
-
153
- const dlcOffer = buildCsoDlcOfferFixture(
154
- oracleDigits,
155
- expiry,
156
- payoutFunction,
157
- maxPayout,
158
- offerCollateralValue,
159
- );
160
-
161
- const contractInfo = dlcOffer.contractInfo;
162
-
163
- it('should get correct CsoInfo from ContractInfo', () => {
164
- const csoInfo = getCsoInfoFromContractInfo(
165
- contractInfo,
166
- 'neither',
167
- Value.fromSats(0),
168
- undefined,
169
- 'v0',
170
- );
171
-
172
- expect(csoInfo).to.deep.equal({
173
- normalizedMaxGain: maxGain,
174
- normalizedMaxLoss: maxLoss,
175
- maxGainForContractSize,
176
- maxLossForContractSize,
177
- minPayout,
178
- maxPayout,
179
- contractSize,
180
- offerCollateral,
181
- totalCollateral,
182
- expiry,
183
- });
184
- });
185
-
186
- it('should get correct CsoInfo from ContractInfo', () => {
187
- const csoInfo = getCsoInfoFromOffer(dlcOffer, 'v0');
188
-
189
- expect(csoInfo).to.deep.equal({
190
- normalizedMaxGain: maxGain,
191
- normalizedMaxLoss: maxLoss,
192
- maxGainForContractSize,
193
- maxLossForContractSize,
194
- minPayout,
195
- maxPayout,
196
- contractSize,
197
- offerCollateral,
198
- totalCollateral,
199
- expiry,
200
- });
201
- });
202
-
203
- it('should throw if offerCollateralSatoshis does not match calculated offerCollateral', () => {
204
- const { payoutFunction } = LinearPayout.buildPayoutFunction(
205
- minPayout,
206
- maxPayout,
207
- startOutcome,
208
- endOutcome,
209
- oracleBase,
210
- oracleDigits,
211
- );
212
-
213
- const dlcOffer = buildCsoDlcOfferFixture(
214
- oracleDigits,
215
- expiry,
216
- payoutFunction,
217
- maxPayout,
218
- offerCollateralValue,
219
- );
220
-
221
- dlcOffer.offerCollateral -= BigInt(10000);
222
-
223
- expect(() => getCsoInfoFromOffer(dlcOffer)).to.throw(Error);
224
- });
225
-
226
- it('should get correct CsoInfo from ContractInfo with fees shifted', () => {
227
- const contractSize = Value.fromBitcoin(1);
228
-
229
- const maxLoss = Value.fromBitcoin(0.2);
230
- const maxGain = Value.fromBitcoin(0.04);
231
-
232
- const feeRate = 10n;
233
-
234
- const highestPrecisionRounding = Value.fromSats(10000);
235
- const highPrecisionRounding = Value.fromSats(25000);
236
- const mediumPrecisionRounding = Value.fromSats(100000);
237
- const lowPrecisionRounding = Value.fromSats(200000);
238
-
239
- const roundingIntervals = buildRoundingIntervalsFromIntervals(
240
- contractSize,
241
- [
242
- { beginInterval: 0n, rounding: lowPrecisionRounding },
243
- { beginInterval: 750000n, rounding: mediumPrecisionRounding },
244
- { beginInterval: 850000n, rounding: highPrecisionRounding },
245
- { beginInterval: 950000n, rounding: highestPrecisionRounding },
246
- ],
247
- );
248
-
249
- const network = BitcoinNetworks.bitcoin;
250
-
251
- const shiftForFees: DlcParty = 'offeror';
252
- const fees = Value.fromSats(10000);
253
-
254
- const csoOrderOffer = buildCustomStrategyOrderOffer(
255
- oracleAnnouncement,
256
- contractSize,
257
- maxLoss,
258
- maxGain,
259
- feeRate,
260
- roundingIntervals,
261
- network,
262
- shiftForFees,
263
- fees,
264
- );
265
-
266
- const csoInfoFromContractInfo = getCsoInfoFromContractInfo(
267
- csoOrderOffer.contractInfo,
268
- shiftForFees,
269
- fees,
270
- );
271
- const csoInfoFromOffer = getCsoInfoFromOffer(csoOrderOffer);
272
-
273
- expect(csoInfoFromContractInfo.normalizedMaxGain.sats).to.equal(
274
- maxGain.sats,
275
- );
276
- expect(csoInfoFromContractInfo.normalizedMaxLoss.sats).to.equal(
277
- maxLoss.sats,
278
- );
279
-
280
- expect(csoInfoFromOffer.normalizedMaxGain.sats).to.equal(maxGain.sats);
281
- expect(csoInfoFromOffer.normalizedMaxLoss.sats).to.equal(maxLoss.sats);
282
- });
283
-
284
- it('should get correct ContractInfo with smaller max gain', () => {
285
- const contractSize = Value.fromBitcoin(1);
286
-
287
- const maxLoss = Value.fromBitcoin(0.95);
288
- const maxGain = Value.fromBitcoin(0.005);
289
-
290
- const feeRate = 10n;
291
-
292
- const highestPrecisionRounding = Value.fromSats(10000);
293
- const highPrecisionRounding = Value.fromSats(25000);
294
- const mediumPrecisionRounding = Value.fromSats(100000);
295
- const lowPrecisionRounding = Value.fromSats(200000);
296
-
297
- const roundingIntervals = buildRoundingIntervalsFromIntervals(
298
- contractSize,
299
- [
300
- { beginInterval: 0n, rounding: lowPrecisionRounding },
301
- { beginInterval: 750000n, rounding: mediumPrecisionRounding },
302
- { beginInterval: 850000n, rounding: highPrecisionRounding },
303
- { beginInterval: 950000n, rounding: highestPrecisionRounding },
304
- ],
305
- );
306
-
307
- const network = BitcoinNetworks.bitcoin;
308
-
309
- const shiftForFees: DlcParty = 'offeror';
310
- const fees = Value.fromSats(10000);
311
-
312
- const csoOrderOffer = buildCustomStrategyOrderOffer(
313
- oracleAnnouncement,
314
- contractSize,
315
- maxLoss,
316
- maxGain,
317
- feeRate,
318
- roundingIntervals,
319
- network,
320
- shiftForFees,
321
- fees,
322
- );
323
-
324
- const csoInfoFromContractInfo = getCsoInfoFromContractInfo(
325
- csoOrderOffer.contractInfo,
326
- shiftForFees,
327
- fees,
328
- );
329
- const csoInfoFromOffer = getCsoInfoFromOffer(csoOrderOffer);
330
-
331
- expect(csoInfoFromContractInfo.normalizedMaxGain.sats).to.equal(
332
- maxGain.sats,
333
- );
334
- expect(csoInfoFromContractInfo.normalizedMaxLoss.sats).to.equal(
335
- maxLoss.sats,
336
- );
337
-
338
- expect(csoInfoFromOffer.normalizedMaxGain.sats).to.equal(maxGain.sats);
339
- expect(csoInfoFromOffer.normalizedMaxLoss.sats).to.equal(maxLoss.sats);
340
- });
341
-
342
- it('should get correct CsoInfo from ContractInfo with fees shifted contract size 0.01', () => {
343
- const contractSize = Value.fromBitcoin(0.01);
344
-
345
- const maxLoss = Value.fromBitcoin(0.2);
346
- const maxGain = Value.fromBitcoin(0.04);
347
-
348
- const feeRate = 10n;
349
-
350
- const highestPrecisionRounding = Value.fromSats(10000);
351
- const highPrecisionRounding = Value.fromSats(25000);
352
- const mediumPrecisionRounding = Value.fromSats(100000);
353
- const lowPrecisionRounding = Value.fromSats(200000);
354
-
355
- const roundingIntervals = buildRoundingIntervalsFromIntervals(
356
- contractSize,
357
- [
358
- { beginInterval: 0n, rounding: lowPrecisionRounding },
359
- { beginInterval: 750000n, rounding: mediumPrecisionRounding },
360
- { beginInterval: 850000n, rounding: highPrecisionRounding },
361
- { beginInterval: 950000n, rounding: highestPrecisionRounding },
362
- ],
363
- );
364
-
365
- const network = BitcoinNetworks.bitcoin;
366
-
367
- const shiftForFees: DlcParty = 'neither';
368
- const fees = Value.fromSats(0);
369
-
370
- const csoOrderOffer = buildCustomStrategyOrderOffer(
371
- oracleAnnouncement,
372
- contractSize,
373
- maxLoss,
374
- maxGain,
375
- feeRate,
376
- roundingIntervals,
377
- network,
378
- shiftForFees,
379
- fees,
380
- );
381
-
382
- const csoInfoFromContractInfo = getCsoInfoFromContractInfo(
383
- csoOrderOffer.contractInfo,
384
- shiftForFees,
385
- fees,
386
- );
387
- const csoInfoFromOffer = getCsoInfoFromOffer(csoOrderOffer);
388
-
389
- expect(csoInfoFromContractInfo.normalizedMaxGain.sats).to.equal(
390
- maxGain.sats,
391
- );
392
- expect(csoInfoFromContractInfo.normalizedMaxLoss.sats).to.equal(
393
- maxLoss.sats,
394
- );
395
-
396
- expect(csoInfoFromOffer.normalizedMaxGain.sats).to.equal(maxGain.sats);
397
- expect(csoInfoFromOffer.normalizedMaxLoss.sats).to.equal(maxLoss.sats);
398
- });
399
-
400
- const fees = [0, 1116, 29384, 34, 245, 11293, 2223, 10410];
401
- const contractSizes = [0.01, 0.1, 0.5, 1, 2, 5, 10, 50];
402
-
403
- contractSizes.forEach((contractSizeNum) => {
404
- fees.forEach((fee) => {
405
- it(`should get correct CsoInfo from ContractInfo with fees shifted contract size ${contractSizeNum} and fee ${fee}`, () => {
406
- const contractSize = Value.fromBitcoin(contractSizeNum);
407
-
408
- // const eventDescriptor = new DigitDecompositionEventDescriptorV0();
409
- // eventDescriptor.base = 2;
410
- // eventDescriptor.isSigned = false;
411
- // eventDescriptor.unit = 'bits';
412
- // eventDescriptor.precision = 0;
413
- // eventDescriptor.nbDigits = oracleDigits;
414
-
415
- // const oracleEvent = new OracleEventV0();
416
- // oracleEvent.eventMaturityEpoch = Math.floor(expiry.getTime() / 1000);
417
- // oracleEvent.eventDescriptor = eventDescriptor;
418
-
419
- // const oracleAnnouncement = new OracleAnnouncementV0();
420
- // oracleAnnouncement.oracleEvent = oracleEvent;
421
-
422
- const maxLoss = Value.fromBitcoin(0.2);
423
- const maxGain = Value.fromBitcoin(0.04);
424
-
425
- const feeRate = 4n;
426
-
427
- const highestPrecisionRounding = Value.fromSats(10000);
428
- const highPrecisionRounding = Value.fromSats(25000);
429
- const mediumPrecisionRounding = Value.fromSats(100000);
430
- const lowPrecisionRounding = Value.fromSats(200000);
431
-
432
- const roundingIntervals = buildRoundingIntervalsFromIntervals(
433
- contractSize,
434
- [
435
- { beginInterval: 0n, rounding: lowPrecisionRounding },
436
- { beginInterval: 750000n, rounding: mediumPrecisionRounding },
437
- { beginInterval: 850000n, rounding: highPrecisionRounding },
438
- { beginInterval: 950000n, rounding: highestPrecisionRounding },
439
- ],
440
- );
441
-
442
- const network = BitcoinNetworks.bitcoin;
443
-
444
- const shiftForFees: DlcParty = 'acceptor';
445
- const fees = Value.fromSats(fee);
446
-
447
- const csoOrderOffer = buildCustomStrategyOrderOffer(
448
- oracleAnnouncement,
449
- contractSize,
450
- maxLoss,
451
- maxGain,
452
- feeRate,
453
- roundingIntervals,
454
- network,
455
- shiftForFees,
456
- fees,
457
- );
458
-
459
- const csoInfo = getCsoInfoFromOffer(csoOrderOffer);
460
-
461
- expect(csoInfo.normalizedMaxGain.sats).to.equal(maxGain.sats);
462
- expect(csoInfo.normalizedMaxLoss.sats).to.equal(maxLoss.sats);
463
- });
464
- });
465
- });
466
- });
467
-
468
- describe('validateCsoPayoutFunction', () => {
469
- it('should throw if event outcome is not an ascending line', () => {
470
- const startOutcome = 900000n;
471
- const endOutcome = 900000n;
472
-
473
- const { payoutFunction } = LinearPayout.buildPayoutFunction(
474
- minPayout,
475
- maxPayout,
476
- startOutcome,
477
- endOutcome,
478
- oracleBase,
479
- oracleDigits,
480
- );
481
-
482
- expect(() => validateCsoPayoutFunction(payoutFunction)).to.throw(Error);
483
- });
484
- });
485
-
486
- it('should throw if maxLoss to maxGain is not an ascending line', () => {
487
- const minPayout = 100000000n;
488
- const maxPayout = 100000000n;
489
-
490
- const { payoutFunction } = LinearPayout.buildPayoutFunction(
491
- minPayout,
492
- maxPayout,
493
- startOutcome,
494
- endOutcome,
495
- oracleBase,
496
- oracleDigits,
497
- );
498
-
499
- expect(() => validateCsoPayoutFunction(payoutFunction)).to.throw(Error);
500
- });
501
-
502
- it('should throw if Payout Function point outcome payout not continuous', () => {
503
- const { payoutFunction } = LinearPayout.buildPayoutFunction(
504
- minPayout,
505
- maxPayout,
506
- startOutcome,
507
- endOutcome,
508
- oracleBase,
509
- oracleDigits,
510
- );
511
-
512
- // Subtract 1 from outcomePayout to create gap in point outcome payout
513
- (payoutFunction.payoutFunctionPieces[0]
514
- .payoutCurvePiece as PolynomialPayoutCurvePiece).points[1].outcomePayout -= BigInt(
515
- 1,
516
- );
517
-
518
- expect(() => validateCsoPayoutFunction(payoutFunction)).to.throw(Error);
519
- });
520
-
521
- describe('CsoInfo collateral', () => {
522
- const oracleAnnouncement = OracleAnnouncement.deserialize(
523
- Buffer.from(
524
- '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',
525
- 'hex',
526
- ),
527
- );
528
-
529
- const roundingIntervals = buildRoundingIntervalsFromIntervals(
530
- contractSize,
531
- [
532
- { beginInterval: 0n, rounding: lowPrecisionRounding },
533
- { beginInterval: 750000n, rounding: mediumPrecisionRounding },
534
- { beginInterval: 850000n, rounding: highPrecisionRounding },
535
- { beginInterval: 950000n, rounding: highestPrecisionRounding },
536
- ],
537
- );
538
-
539
- it('should get cso info from offer with contract size greater than collateral', () => {
540
- const contractSize = Value.fromBitcoin(0.03);
541
- const collateral = Value.fromBitcoin(0.01);
542
- const numOfferInputs = 3;
543
- const numContracts = 1;
544
-
545
- const normalizedMaxGain = Value.fromBitcoin(0.005);
546
- const normalizedMaxLoss = Value.fromBitcoin(0.04);
547
-
548
- const feePerByte = BigInt(100);
549
-
550
- const shiftForFees: DlcParty = 'offeror'; // 'offeror pays network fees
551
- const fees = Value.fromSats(
552
- getFinalizerByCount(feePerByte, numOfferInputs, 1, numContracts)
553
- .offerFees,
554
- );
555
-
556
- const skipValidation = false;
557
-
558
- const csoOrderOffer = buildCustomStrategyOrderOffer(
559
- oracleAnnouncement,
560
- contractSize,
561
- normalizedMaxLoss,
562
- normalizedMaxGain,
563
- feePerByte,
564
- roundingIntervals,
565
- network,
566
- shiftForFees,
567
- fees,
568
- collateral,
569
- numOfferInputs,
570
- numContracts,
571
- skipValidation,
572
- );
573
-
574
- getCsoInfoFromOffer(csoOrderOffer, 'v1');
575
- });
576
-
577
- it('should get cso info from offer with contract size equal to collateral with both v0 and v1', () => {
578
- const contractSize = Value.fromBitcoin(0.01);
579
- const collateral = Value.fromBitcoin(0.01);
580
- const numOfferInputs = 3;
581
- const numContracts = 1;
582
-
583
- const normalizedMaxGain = Value.fromBitcoin(0.005);
584
- const normalizedMaxLoss = Value.fromBitcoin(0.04);
585
-
586
- const feePerByte = BigInt(100);
587
-
588
- const shiftForFees: DlcParty = 'offeror'; // 'offeror pays network fees
589
- const fees = Value.fromSats(
590
- getFinalizerByCount(feePerByte, numOfferInputs, 1, numContracts)
591
- .offerFees,
592
- );
593
-
594
- const skipValidation = false;
595
-
596
- const csoOrderOffer = buildCustomStrategyOrderOffer(
597
- oracleAnnouncement,
598
- contractSize,
599
- normalizedMaxLoss,
600
- normalizedMaxGain,
601
- feePerByte,
602
- roundingIntervals,
603
- network,
604
- shiftForFees,
605
- fees,
606
- collateral,
607
- numOfferInputs,
608
- numContracts,
609
- skipValidation,
610
- );
611
-
612
- getCsoInfoFromOffer(csoOrderOffer, 'v0');
613
- getCsoInfoFromOffer(csoOrderOffer, 'v1');
614
- });
615
-
616
- describe('high leverage with high fees', () => {
617
- const contractSize = Value.fromBitcoin(0.36);
618
- const collateral = Value.fromBitcoin(0.02);
619
- const numOfferInputs = 5;
620
- const numContracts = 5;
621
-
622
- const normalizedMaxGain = Value.fromBitcoin(0.005);
623
- const normalizedMaxLoss = Value.fromBitcoin(0.04);
624
-
625
- const feePerByte = BigInt(450);
626
-
627
- const skipValidation = false;
628
-
629
- it('should build and decode shift for fees offeror', () => {
630
- const shiftForFees: DlcParty = 'offeror'; // 'offeror' pays network fees
631
- const fees = Value.fromSats(
632
- getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
633
- .acceptFees,
634
- );
635
-
636
- const csoOrderOffer = buildCustomStrategyOrderOffer(
637
- oracleAnnouncement,
638
- contractSize,
639
- normalizedMaxLoss,
640
- normalizedMaxGain,
641
- feePerByte,
642
- roundingIntervals,
643
- network,
644
- shiftForFees,
645
- fees,
646
- collateral,
647
- numOfferInputs,
648
- numContracts,
649
- skipValidation,
650
- );
651
-
652
- const {
653
- normalizedMaxGain: actualNormalizedMaxGain,
654
- normalizedMaxLoss: actualNormalizedMaxLoss,
655
- maxGainForContractSize: actualMaxGainForContractSize,
656
- maxLossForContractSize: actualMaxLossForContractSize,
657
- minPayout,
658
- maxPayout,
659
- contractSize: actualContractSize,
660
- offerCollateral: actualOfferCollateral,
661
- totalCollateral: actualTotalCollateral,
662
- } = getCsoInfoFromOffer(csoOrderOffer, 'v1');
663
-
664
- // Fees are very high, so use dust threshold for max gain
665
- const offerFees = Value.fromSats(
666
- getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
667
- .offerFees,
668
- );
669
- const expectedMaxGainForContractSize_ = offerFees.addn(
670
- Value.fromSats(dustThreshold(BigInt(feePerByte))),
671
- );
672
- const expectedMaxGainForContractSize = Value.fromSats(
673
- roundUpToNearestMultiplier(
674
- expectedMaxGainForContractSize_.sats,
675
- BigInt(100),
676
- ),
677
- );
678
-
679
- const expectedMaxLossForContractSize = Value.fromSats(
680
- roundUpToNearestMultiplier(
681
- (normalizedMaxLoss.sats * contractSize.sats) / BigInt(1e8),
682
- BigInt(100),
683
- ),
684
- );
685
-
686
- const expectedNormalizedMaxGain = Value.fromSats(
687
- roundDownToNearestMultiplier(
688
- (expectedMaxGainForContractSize.sats * BigInt(1e8)) /
689
- contractSize.sats,
690
- BigInt(100),
691
- ),
692
- );
693
-
694
- expect(actualMaxGainForContractSize.sats).to.equal(
695
- expectedMaxGainForContractSize.sats,
696
- );
697
- expect(actualMaxLossForContractSize.sats).to.equal(
698
- expectedMaxLossForContractSize.sats,
699
- );
700
- expect(actualNormalizedMaxLoss.sats).to.equal(normalizedMaxLoss.sats);
701
- expect(actualNormalizedMaxGain.sats).to.equal(
702
- expectedNormalizedMaxGain.sats,
703
- ); // TODO: Fix issue with this line
704
- expect(minPayout).to.equal(BigInt(121200));
705
- expect(maxPayout).to.equal(collateral.sats);
706
- expect(actualContractSize.sats).to.equal(contractSize.sats);
707
- expect(actualOfferCollateral.sats).to.equal(
708
- collateral.subn(expectedMaxGainForContractSize).sats,
709
- );
710
- expect(actualTotalCollateral.sats).to.equal(collateral.sats);
711
- });
712
-
713
- it('should build and decode shift for fees acceptor', () => {
714
- const shiftForFees: DlcParty = 'acceptor'; // 'acceptor' pays network fees
715
- const fees = Value.fromSats(
716
- getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
717
- .offerFees,
718
- );
719
-
720
- const csoOrderOffer = buildCustomStrategyOrderOffer(
721
- oracleAnnouncement,
722
- contractSize,
723
- normalizedMaxLoss,
724
- normalizedMaxGain,
725
- feePerByte,
726
- roundingIntervals,
727
- network,
728
- shiftForFees,
729
- fees,
730
- collateral,
731
- numOfferInputs,
732
- numContracts,
733
- skipValidation,
734
- );
735
-
736
- const {
737
- normalizedMaxGain: actualNormalizedMaxGain,
738
- normalizedMaxLoss: actualNormalizedMaxLoss,
739
- maxGainForContractSize: actualMaxGainForContractSize,
740
- maxLossForContractSize: actualMaxLossForContractSize,
741
- minPayout,
742
- maxPayout,
743
- contractSize: actualContractSize,
744
- offerCollateral: actualOfferCollateral,
745
- totalCollateral: actualTotalCollateral,
746
- } = getCsoInfoFromOffer(csoOrderOffer, 'v1');
747
-
748
- // Fees are very high, so use dust threshold for max gain
749
- const offerFees = Value.fromSats(
750
- getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
751
- .offerFees,
752
- );
753
- const expectedMaxGainForContractSize_ = offerFees.addn(
754
- Value.fromSats(dustThreshold(BigInt(feePerByte))),
755
- );
756
- const expectedMaxGainForContractSize = Value.fromSats(
757
- roundUpToNearestMultiplier(
758
- expectedMaxGainForContractSize_.sats,
759
- BigInt(100),
760
- ),
761
- );
762
-
763
- const expectedMaxLossForContractSize = Value.fromSats(
764
- roundUpToNearestMultiplier(
765
- (normalizedMaxLoss.sats * contractSize.sats) / BigInt(1e8),
766
- BigInt(100),
767
- ),
768
- );
769
-
770
- const expectedNormalizedMaxGain = Value.fromSats(
771
- roundDownToNearestMultiplier(
772
- (expectedMaxGainForContractSize.sats * BigInt(1e8)) /
773
- contractSize.sats,
774
- BigInt(100),
775
- ),
776
- );
777
-
778
- expect(actualNormalizedMaxGain.sats).to.equal(
779
- expectedNormalizedMaxGain.sats,
780
- );
781
- expect(actualNormalizedMaxLoss.sats).to.equal(normalizedMaxLoss.sats);
782
- expect(actualMaxGainForContractSize.sats).to.equal(
783
- expectedMaxGainForContractSize.sats,
784
- );
785
- expect(actualMaxLossForContractSize.sats).to.equal(
786
- expectedMaxLossForContractSize.sats,
787
- );
788
- expect(minPayout).to.equal(BigInt(121200));
789
- expect(maxPayout).to.equal(collateral.sats);
790
- expect(actualContractSize.sats).to.equal(contractSize.sats);
791
- expect(actualOfferCollateral.sats).to.equal(
792
- collateral.subn(expectedMaxGainForContractSize).sats,
793
- );
794
- expect(actualTotalCollateral.sats).to.equal(collateral.sats);
795
- });
796
-
797
- it('should build and decode shift for fees neither', () => {
798
- const shiftForFees: DlcParty = 'neither'; // both parties pay their fair share for network fees
799
- const fees = Value.fromSats(
800
- getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
801
- .offerFees,
802
- );
803
-
804
- const csoOrderOffer = buildCustomStrategyOrderOffer(
805
- oracleAnnouncement,
806
- contractSize,
807
- normalizedMaxLoss,
808
- normalizedMaxGain,
809
- feePerByte,
810
- roundingIntervals,
811
- network,
812
- shiftForFees,
813
- fees,
814
- collateral,
815
- numOfferInputs,
816
- numContracts,
817
- skipValidation,
818
- );
819
-
820
- const {
821
- normalizedMaxGain: actualNormalizedMaxGain,
822
- normalizedMaxLoss: actualNormalizedMaxLoss,
823
- maxGainForContractSize: actualMaxGainForContractSize,
824
- maxLossForContractSize: actualMaxLossForContractSize,
825
- minPayout,
826
- maxPayout,
827
- contractSize: actualContractSize,
828
- offerCollateral: actualOfferCollateral,
829
- totalCollateral: actualTotalCollateral,
830
- } = getCsoInfoFromOffer(csoOrderOffer, 'v1');
831
-
832
- // Fees are very high, so use dust threshold for max gain
833
- const offerFees = Value.fromSats(
834
- getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
835
- .offerFees,
836
- );
837
- const expectedMaxGainForContractSize_ = offerFees.addn(
838
- Value.fromSats(dustThreshold(BigInt(feePerByte))),
839
- );
840
- const expectedMaxGainForContractSize = Value.fromSats(
841
- roundUpToNearestMultiplier(
842
- expectedMaxGainForContractSize_.sats,
843
- BigInt(100),
844
- ),
845
- );
846
-
847
- const expectedMaxLossForContractSize = Value.fromSats(
848
- roundUpToNearestMultiplier(
849
- (normalizedMaxLoss.sats * contractSize.sats) / BigInt(1e8),
850
- BigInt(100),
851
- ),
852
- );
853
-
854
- const expectedNormalizedMaxGain = Value.fromSats(
855
- roundDownToNearestMultiplier(
856
- (expectedMaxGainForContractSize.sats * BigInt(1e8)) /
857
- contractSize.sats,
858
- BigInt(100),
859
- ),
860
- );
861
-
862
- expect(actualNormalizedMaxGain.sats).to.equal(
863
- expectedNormalizedMaxGain.sats,
864
- );
865
- expect(actualNormalizedMaxLoss.sats).to.equal(normalizedMaxLoss.sats);
866
- expect(actualMaxGainForContractSize.sats).to.equal(
867
- expectedMaxGainForContractSize.sats,
868
- );
869
- expect(actualMaxLossForContractSize.sats).to.equal(
870
- expectedMaxLossForContractSize.sats,
871
- );
872
- expect(minPayout).to.equal(BigInt(121200));
873
- expect(maxPayout).to.equal(collateral.sats);
874
- expect(actualContractSize.sats).to.equal(contractSize.sats);
875
- expect(actualOfferCollateral.sats).to.equal(
876
- collateral.subn(expectedMaxGainForContractSize).sats,
877
- );
878
- expect(actualTotalCollateral.sats).to.equal(collateral.sats);
879
- });
880
- });
881
-
882
- describe('high leverage with low fees', () => {
883
- const contractSize = Value.fromBitcoin(0.36);
884
- const collateral = Value.fromBitcoin(0.02);
885
- const numOfferInputs = 5;
886
- const numContracts = 5;
887
-
888
- const normalizedMaxGain = Value.fromBitcoin(0.005);
889
- const normalizedMaxLoss = Value.fromBitcoin(0.04);
890
-
891
- const feePerByte = BigInt(50);
892
-
893
- const skipValidation = false;
894
-
895
- it('should build and decode shift for fees offeror', () => {
896
- const shiftForFees: DlcParty = 'offeror'; // 'offeror' pays network fees
897
- const fees = Value.fromSats(
898
- getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
899
- .acceptFees,
900
- );
901
-
902
- const csoOrderOffer = buildCustomStrategyOrderOffer(
903
- oracleAnnouncement,
904
- contractSize,
905
- normalizedMaxLoss,
906
- normalizedMaxGain,
907
- feePerByte,
908
- roundingIntervals,
909
- network,
910
- shiftForFees,
911
- fees,
912
- collateral,
913
- numOfferInputs,
914
- numContracts,
915
- skipValidation,
916
- );
917
-
918
- const {
919
- normalizedMaxGain: actualNormalizedMaxGain,
920
- normalizedMaxLoss: actualNormalizedMaxLoss,
921
- maxGainForContractSize: actualMaxGainForContractSize,
922
- maxLossForContractSize: actualMaxLossForContractSize,
923
- minPayout,
924
- maxPayout,
925
- contractSize: actualContractSize,
926
- offerCollateral: actualOfferCollateral,
927
- totalCollateral: actualTotalCollateral,
928
- } = getCsoInfoFromOffer(csoOrderOffer, 'v1');
929
-
930
- const expectedMaxGainForContractSize = Value.fromSats(
931
- roundUpToNearestMultiplier(
932
- (normalizedMaxGain.sats * contractSize.sats) / BigInt(1e8),
933
- BigInt(100),
934
- ),
935
- );
936
-
937
- const expectedMaxLossForContractSize = Value.fromSats(
938
- roundUpToNearestMultiplier(
939
- (normalizedMaxLoss.sats * contractSize.sats) / BigInt(1e8),
940
- BigInt(100),
941
- ),
942
- );
943
-
944
- const expectedNormalizedMaxGain = Value.fromSats(
945
- roundUpToNearestMultiplier(
946
- (expectedMaxGainForContractSize.sats * BigInt(1e8)) /
947
- contractSize.sats,
948
- BigInt(100),
949
- ),
950
- );
951
-
952
- expect(actualNormalizedMaxGain.sats).to.equal(
953
- expectedNormalizedMaxGain.sats,
954
- );
955
- expect(actualNormalizedMaxLoss.sats).to.equal(normalizedMaxLoss.sats);
956
- expect(actualMaxGainForContractSize.sats).to.equal(
957
- expectedMaxGainForContractSize.sats,
958
- );
959
- expect(actualMaxLossForContractSize.sats).to.equal(
960
- expectedMaxLossForContractSize.sats,
961
- );
962
- expect(minPayout).to.equal(BigInt(380000));
963
- expect(maxPayout).to.equal(collateral.sats);
964
- expect(actualContractSize.sats).to.equal(contractSize.sats);
965
- expect(actualOfferCollateral.sats).to.equal(
966
- collateral.subn(expectedMaxGainForContractSize).sats,
967
- );
968
- expect(actualTotalCollateral.sats).to.equal(collateral.sats);
969
- });
970
-
971
- it('should build and decode shift for fees acceptor', () => {
972
- const shiftForFees: DlcParty = 'acceptor'; // 'acceptor' pays network fees
973
- const fees = Value.fromSats(
974
- getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
975
- .offerFees,
976
- );
977
-
978
- const csoOrderOffer = buildCustomStrategyOrderOffer(
979
- oracleAnnouncement,
980
- contractSize,
981
- normalizedMaxLoss,
982
- normalizedMaxGain,
983
- feePerByte,
984
- roundingIntervals,
985
- network,
986
- shiftForFees,
987
- fees,
988
- collateral,
989
- numOfferInputs,
990
- numContracts,
991
- skipValidation,
992
- );
993
-
994
- const {
995
- normalizedMaxGain: actualNormalizedMaxGain,
996
- normalizedMaxLoss: actualNormalizedMaxLoss,
997
- maxGainForContractSize: actualMaxGainForContractSize,
998
- maxLossForContractSize: actualMaxLossForContractSize,
999
- minPayout,
1000
- maxPayout,
1001
- contractSize: actualContractSize,
1002
- offerCollateral: actualOfferCollateral,
1003
- totalCollateral: actualTotalCollateral,
1004
- } = getCsoInfoFromOffer(csoOrderOffer, 'v1');
1005
-
1006
- const expectedMaxGainForContractSize = Value.fromSats(
1007
- roundUpToNearestMultiplier(
1008
- (normalizedMaxGain.sats * contractSize.sats) / BigInt(1e8),
1009
- BigInt(100),
1010
- ),
1011
- );
1012
-
1013
- const expectedMaxLossForContractSize = Value.fromSats(
1014
- roundUpToNearestMultiplier(
1015
- (normalizedMaxLoss.sats * contractSize.sats) / BigInt(1e8),
1016
- BigInt(100),
1017
- ),
1018
- );
1019
-
1020
- const expectedNormalizedMaxGain = Value.fromSats(
1021
- roundUpToNearestMultiplier(
1022
- (expectedMaxGainForContractSize.sats * BigInt(1e8)) /
1023
- contractSize.sats,
1024
- BigInt(100),
1025
- ),
1026
- );
1027
-
1028
- expect(actualNormalizedMaxGain.sats).to.equal(
1029
- expectedNormalizedMaxGain.sats,
1030
- );
1031
- expect(actualNormalizedMaxLoss.sats).to.equal(normalizedMaxLoss.sats);
1032
- expect(actualMaxGainForContractSize.sats).to.equal(
1033
- expectedMaxGainForContractSize.sats,
1034
- );
1035
- expect(actualMaxLossForContractSize.sats).to.equal(
1036
- expectedMaxLossForContractSize.sats,
1037
- );
1038
- expect(minPayout).to.equal(BigInt(380000));
1039
- expect(maxPayout).to.equal(collateral.sats);
1040
- expect(actualContractSize.sats).to.equal(contractSize.sats);
1041
- expect(actualOfferCollateral.sats).to.equal(
1042
- collateral.subn(expectedMaxGainForContractSize).sats,
1043
- );
1044
- expect(actualTotalCollateral.sats).to.equal(collateral.sats);
1045
- });
1046
-
1047
- it('should build and decode shift for fees neither', () => {
1048
- const shiftForFees: DlcParty = 'neither'; // both parties pay their fair share for network fees
1049
- const fees = Value.fromSats(
1050
- getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
1051
- .offerFees,
1052
- );
1053
-
1054
- const csoOrderOffer = buildCustomStrategyOrderOffer(
1055
- oracleAnnouncement,
1056
- contractSize,
1057
- normalizedMaxLoss,
1058
- normalizedMaxGain,
1059
- feePerByte,
1060
- roundingIntervals,
1061
- network,
1062
- shiftForFees,
1063
- fees,
1064
- collateral,
1065
- numOfferInputs,
1066
- numContracts,
1067
- skipValidation,
1068
- );
1069
-
1070
- const {
1071
- normalizedMaxGain: actualNormalizedMaxGain,
1072
- normalizedMaxLoss: actualNormalizedMaxLoss,
1073
- maxGainForContractSize: actualMaxGainForContractSize,
1074
- maxLossForContractSize: actualMaxLossForContractSize,
1075
- minPayout,
1076
- maxPayout,
1077
- contractSize: actualContractSize,
1078
- offerCollateral: actualOfferCollateral,
1079
- totalCollateral: actualTotalCollateral,
1080
- } = getCsoInfoFromOffer(csoOrderOffer, 'v1');
1081
-
1082
- const expectedMaxGainForContractSize = Value.fromSats(
1083
- roundUpToNearestMultiplier(
1084
- (normalizedMaxGain.sats * contractSize.sats) / BigInt(1e8),
1085
- BigInt(100),
1086
- ),
1087
- );
1088
-
1089
- const expectedMaxLossForContractSize = Value.fromSats(
1090
- roundUpToNearestMultiplier(
1091
- (normalizedMaxLoss.sats * contractSize.sats) / BigInt(1e8),
1092
- BigInt(100),
1093
- ),
1094
- );
1095
-
1096
- const expectedNormalizedMaxGain = Value.fromSats(
1097
- roundUpToNearestMultiplier(
1098
- (expectedMaxGainForContractSize.sats * BigInt(1e8)) /
1099
- contractSize.sats,
1100
- BigInt(100),
1101
- ),
1102
- );
1103
-
1104
- expect(actualNormalizedMaxGain.sats).to.equal(
1105
- expectedNormalizedMaxGain.sats,
1106
- );
1107
- expect(actualNormalizedMaxLoss.sats).to.equal(normalizedMaxLoss.sats);
1108
- expect(actualMaxGainForContractSize.sats).to.equal(
1109
- expectedMaxGainForContractSize.sats,
1110
- );
1111
- expect(actualMaxLossForContractSize.sats).to.equal(
1112
- expectedMaxLossForContractSize.sats,
1113
- );
1114
- expect(minPayout).to.equal(BigInt(380000));
1115
- expect(maxPayout).to.equal(collateral.sats);
1116
- expect(actualContractSize.sats).to.equal(contractSize.sats);
1117
- expect(actualOfferCollateral.sats).to.equal(
1118
- collateral.subn(expectedMaxGainForContractSize).sats,
1119
- );
1120
- expect(actualTotalCollateral.sats).to.equal(collateral.sats);
1121
- });
1122
- });
1123
- });
1124
- });