npm - @atomicfinance/bitcoin-wallet-provider - Versions diffs - 4.0.3 → 4.1.1 - Mend

@atomicfinance/bitcoin-wallet-provider 4.0.3 → 4.1.1

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Files changed (230) hide show

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

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-                <span class="strong">92.31% </span>
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-<span class="cline-any cline-neutral">&nbsp;</span></td><td class="text"><pre class="prettyprint lang-js">import {
-  MessageType,
-  PayoutCurvePieceType,
-  PayoutFunction,
-  PolynomialPayoutCurvePiece,
-  RoundingIntervals,
-} from '@node-dlc/messaging';
-import BigNumber from 'bignumber.js';
-&nbsp;
-import { fromPrecision, getPrecision } from '../utils/Precision';
-import { CETPayout, mergePayouts, splitIntoRanges } from './CETCalculator';
-&nbsp;
-interface DlcPoint {
-  outcome: BigNumber;
-  payout: BigNumber;
-}
-&nbsp;
-export class PolynomialPayoutCurve {
-  private readonly points: DlcPoint[];
-  private readonly slope: BigNumber;
-  private readonly left: DlcPoint;
-  private readonly right: DlcPoint;
-&nbsp;
-  constructor(points: DlcPoint[]) {
-    if (points.length !== 2) throw new Error('Must have two points');
-    this.points = points;
-    this.left = points[0];
-    this.right = points[points.length - 1];
-&nbsp;
-    // m = (y2 - y1) / (x2 - x1)
-    this.slope = this.right.payout
-      .minus(this.left.payout)
-      .dividedBy(this.right.outcome.minus(this.left.outcome));
-  }
-&nbsp;
-  /**
-   * Get the payout for a given outcome
-   * @param outcome The outcome to get the payout for
-   * @returns The payout for the outcome
-   */
-  getPayout(outcome: bigint): BigNumber {
-    const { left, slope } = this;
-&nbsp;
-    const x = new BigNumber(Number(outcome));
-&nbsp;
-    // y = mx + b
-    const payout = slope.times(x.minus(left.outcome)).plus(left.payout);
-&nbsp;
-    return payout;
-  }
-&nbsp;
-  /**
-   * Get the outcome for a given payout
-   * @param payout The payout to get the outcome for
-   * @returns The outcome for the payout
-   */
-  getOutcomeForPayout(payout: BigNumber): bigint {
-    const { left, right, slope } = this;
-    const y = new BigNumber(Number(payout));
-&nbsp;
-    // Handle constant payout curve (slope = 0)
-    <span class="missing-if-branch" title="if path not taken" >I</span>if (slope.isZero()) {
-      // For constant curves, if the payout matches, return any outcome in the range
-      // If it doesn't match, this is an invalid request
-<span class="cstat-no" title="statement not covered" >      if (y.eq(left.payout)) {</span>
-<span class="cstat-no" title="statement not covered" >        return BigInt(left.outcome.toString());</span>
-      } else {
-        // For constant curves, if payout doesn't match, return left outcome
-        // This prevents Infinity errors in calculations
-<span class="cstat-no" title="statement not covered" >        return BigInt(left.outcome.toString());</span>
-      }
-    }
-&nbsp;
-    // Find the x value for the given y
-    // slope = (y2 - y1) / (x2 - x1)
-    // x1 = (y2 - y1) / slope + x2
-    const outcome = y
-      .minus(left.payout)
-      .dividedBy(slope)
-      .plus(left.outcome)
-      .integerValue();
-&nbsp;
-    // Clamp the outcome to the valid range
-    const clampedOutcome = BigNumber.max(
-      left.outcome,
-      BigNumber.min(outcome, right.outcome),
-    );
-&nbsp;
-    return BigInt(clampedOutcome.toString());
-  }
-&nbsp;
-  /**
-   * Serializes PolynomialPayoutCurve to a PolynomialPayoutCurvePiece (for transport)
-   * @returns A PolynomialPayoutCurvePiece
-   */
-  toPayoutCurvePiece(): PolynomialPayoutCurvePiece {
-    const { points } = this;
-&nbsp;
-    const piece = new PolynomialPayoutCurvePiece();
-&nbsp;
-    piece.points = points.map((point) =&gt; {
-      const eventOutcome = BigInt(point.outcome.toString());
-      const outcomePayout = BigInt(point.payout.toString());
-      const extraPrecision = getPrecision(point.payout);
-      return { eventOutcome, outcomePayout, extraPrecision };
-    });
-&nbsp;
-    return piece;
-  }
-&nbsp;
-  /**
-   * Determine if the payout curve is equal to another
-   * @param curve A PolynomialPayoutCurve
-   * @returns True if the curves are the same
-   */
-  equals(curve: PolynomialPayoutCurve): boolean {
-    return this.points.every((point, i) =&gt; {
-      const otherPoint = curve.points[i];
-      return (
-        point.outcome.eq(otherPoint.outcome) &amp;&amp;
-        point.payout.eq(otherPoint.payout)
-      );
-    });
-  }
-&nbsp;
-  /**
-   * Creates a PolynomialPayoutCurve from a PolynomialPayoutCurvePiece
-   * @param piece
-   * @returns A PolynomialPayoutCurve
-   */
-  static fromPayoutCurvePiece(
-    piece: PolynomialPayoutCurvePiece,
-  ): PolynomialPayoutCurve {
-    const points = piece.points.map((point) =&gt; {
-      const outcome = new BigNumber(point.eventOutcome.toString());
-      const payout = new BigNumber(point.outcomePayout.toString()).plus(
-        fromPrecision(point.extraPrecision),
-      );
-      return { outcome, payout };
-    });
-    return new PolynomialPayoutCurve(points);
-  }
-&nbsp;
-  /**
-   * Computes all CETs for a given payout curve
-   * @param payoutFunction The payout function
-   * @param totalCollateral The total collateral
-   * @param roundingIntervals The rounding intervals
-   * @returns A list of CETs
-   */
-  static computePayouts(
-    payoutFunction: PayoutFunction,
-    totalCollateral: bigint,
-    roundingIntervals: RoundingIntervals,
-  ): CETPayout[] {
-    if (payoutFunction.payoutFunctionPieces.length &lt; 1)
-      throw new Error('Must have at least one piece');
-&nbsp;
-    payoutFunction.payoutFunctionPieces.forEach((piece) =&gt; {
-      if (
-        piece.payoutCurvePiece.payoutCurvePieceType !==
-          PayoutCurvePieceType.Polynomial &amp;&amp;
-        piece.payoutCurvePiece.type !== MessageType.PolynomialPayoutCurvePiece
-      )
-        throw new Error('Payout curve piece must be a polynomial');
-    });
-&nbsp;
-    const CETS: CETPayout[] = [];
-&nbsp;
-    // 1. Add the first piece to the list
-    const { payoutCurvePiece } = payoutFunction.payoutFunctionPieces[0];
-&nbsp;
-    const curve = this.fromPayoutCurvePiece(
-      payoutCurvePiece as PolynomialPayoutCurvePiece,
-    );
-&nbsp;
-    // For the first piece, start from 0 and go to the first endpoint
-    const firstPiece = payoutFunction.payoutFunctionPieces[0];
-&nbsp;
-    // Calculate the start payout by evaluating the curve at outcome 0
-    const startPayout = curve.getPayout(BigInt(0));
-    const startPayoutBigInt = BigInt(startPayout.integerValue().toString());
-&nbsp;
-    // Only add ranges if there's actually a range to cover
-    <span class="missing-if-branch" title="else path not taken" >E</span>if (firstPiece.endPoint.eventOutcome &gt; 0) {
-      CETS.push(
-        ...splitIntoRanges(
-          BigInt(0), // Start from 0
-          firstPiece.endPoint.eventOutcome,
-          startPayoutBigInt, // Start payout calculated from curve
-          firstPiece.endPoint.outcomePayout, // End payout from endpoint
-          totalCollateral,
-          curve,
-          roundingIntervals.intervals,
-        ),
-      );
-    }
-&nbsp;
-    // 2. If there are subsequent pieces, add them to the list
-    for (let i = 1; i &lt; payoutFunction.payoutFunctionPieces.length; i++) {
-      const { payoutCurvePiece } = payoutFunction.payoutFunctionPieces[i];
-&nbsp;
-      const curve = this.fromPayoutCurvePiece(
-        payoutCurvePiece as PolynomialPayoutCurvePiece,
-      );
-&nbsp;
-      CETS.push(
-        ...splitIntoRanges(
-          payoutFunction.payoutFunctionPieces[i - 1].endPoint.eventOutcome,
-          payoutFunction.payoutFunctionPieces[i].endPoint.eventOutcome,
-          payoutFunction.payoutFunctionPieces[i - 1].endPoint.outcomePayout,
-          payoutFunction.payoutFunctionPieces[i].endPoint.outcomePayout,
-          totalCollateral,
-          curve,
-          roundingIntervals.intervals,
-        ),
-      );
-    }
-&nbsp;
-    // 3. Handle the final range from the last piece to lastEndpoint if it exists
-    <span class="missing-if-branch" title="else path not taken" >E</span>if (
-      payoutFunction.lastEndpoint &amp;&amp;
-      payoutFunction.payoutFunctionPieces.length &gt; 0
-    ) {
-      const lastPieceIndex = payoutFunction.payoutFunctionPieces.length - 1;
-      const lastPiece = payoutFunction.payoutFunctionPieces[lastPieceIndex];
-&nbsp;
-      // Check if there's a range to cover
-      <span class="missing-if-branch" title="if path not taken" >I</span>if (
-        payoutFunction.lastEndpoint.eventOutcome &gt;
-        lastPiece.endPoint.eventOutcome
-      ) {
-        // For the final range, we'll assume a constant payout from the last piece endpoint to lastEndpoint
-        // This is a common pattern for DLC payout functions
-        const finalCurve = <span class="cstat-no" title="statement not covered" >new PolynomialPayoutCurve([</span>
-          {
-            outcome: new BigNumber(lastPiece.endPoint.eventOutcome.toString()),
-            payout: new BigNumber(lastPiece.endPoint.outcomePayout.toString()),
-          },
-          {
-            outcome: new BigNumber(
-              payoutFunction.lastEndpoint.eventOutcome.toString(),
-            ),
-            payout: new BigNumber(
-              payoutFunction.lastEndpoint.outcomePayout.toString(),
-            ),
-          },
-        ]);
-&nbsp;
-<span class="cstat-no" title="statement not covered" >        CETS.push(</span>
-          ...splitIntoRanges(
-            lastPiece.endPoint.eventOutcome,
-            payoutFunction.lastEndpoint.eventOutcome,
-            lastPiece.endPoint.outcomePayout,
-            payoutFunction.lastEndpoint.outcomePayout,
-            totalCollateral,
-            finalCurve,
-            roundingIntervals.intervals,
-          ),
-        );
-      }
-    }
-&nbsp;
-    return mergePayouts(CETS);
-  }
-}
-&nbsp;</pre></td></tr></table></pre>
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-                at Sun Jul 20 2025 21:18:12 GMT-0700 (Pacific Daylight Saving Time)
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