npm - @atomicfinance/bitcoin-wallet-provider - Versions diffs - 4.1.3 → 4.1.5 - Mend

@atomicfinance/bitcoin-wallet-provider 4.1.3 → 4.1.5

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Files changed (226) hide show

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

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+<html lang="en">
+<head>
+    <title>Code coverage report for lib/dlc/PolynomialPayoutCurve.ts</title>
+    <meta charset="utf-8" />
+    <link rel="stylesheet" href="../../prettify.css" />
+    <link rel="stylesheet" href="../../base.css" />
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+        .coverage-summary .sorter {
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+<div class='wrapper'>
+    <div class='pad1'>
+        <h1><a href="../../index.html">All files</a> / <a href="index.html">lib/dlc</a> PolynomialPayoutCurve.ts</h1>
+        <div class='clearfix'>
+            <div class='fl pad1y space-right2'>
+                <span class="strong">92.31% </span>
+                <span class="quiet">Statements</span>
+                <span class='fraction'>60/65</span>
+            </div>
+            <div class='fl pad1y space-right2'>
+                <span class="strong">72.73% </span>
+                <span class="quiet">Branches</span>
+                <span class='fraction'>16/22</span>
+            </div>
+            <div class='fl pad1y space-right2'>
+                <span class="strong">100% </span>
+                <span class="quiet">Functions</span>
+                <span class='fraction'>11/11</span>
+            </div>
+            <div class='fl pad1y space-right2'>
+                <span class="strong">92.06% </span>
+                <span class="quiet">Lines</span>
+                <span class='fraction'>58/63</span>
+            </div>
+        </div>
+        <p class="quiet">
+            Press <em>n</em> or <em>j</em> to go to the next uncovered block, <em>b</em>, <em>p</em> or <em>k</em> for the previous block.
+        </p>
+    </div>
+    <div class='status-line high'></div>
+    <pre><table class="coverage">
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+<span class="cline-any cline-neutral">&nbsp;</span>
+<span class="cline-any cline-neutral">&nbsp;</span>
+<span class="cline-any cline-neutral">&nbsp;</span>
+<span class="cline-any cline-neutral">&nbsp;</span>
+<span class="cline-any cline-neutral">&nbsp;</span>
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+<span class="cline-any cline-neutral">&nbsp;</span>
+<span class="cline-any cline-neutral">&nbsp;</span>
+<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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+                Code coverage generated by
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+                at Sun Jul 20 2025 21:18:12 GMT-0700 (Pacific Daylight Saving Time)
+            </div>
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