@atomicfinance/bitcoin-wallet-provider 4.2.6 → 4.2.8

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 (226) hide show
  1. package/.turbo/turbo-build.log +4 -5
  2. package/CHANGELOG.md +24 -0
  3. package/package.json +7 -7
  4. package/.turbo/turbo-lint$colon$fix.log +0 -4
  5. package/.turbo/turbo-lint.log +0 -5
  6. package/.turbo/turbo-test.log +0 -0
  7. package/.yalc/@node-dlc/core/.nyc_output/687a3c14-9765-45fd-a1fe-f7db3d56fee4.json +0 -1
  8. package/.yalc/@node-dlc/core/.nyc_output/processinfo/687a3c14-9765-45fd-a1fe-f7db3d56fee4.json +0 -1
  9. package/.yalc/@node-dlc/core/.nyc_output/processinfo/index.json +0 -1
  10. package/.yalc/@node-dlc/core/README.md +0 -11
  11. package/.yalc/@node-dlc/core/__tests__/core.spec.ts +0 -7
  12. package/.yalc/@node-dlc/core/__tests__/dlc/CETCalculator.spec.ts +0 -1029
  13. package/.yalc/@node-dlc/core/__tests__/dlc/CoinSelect.spec.ts +0 -179
  14. package/.yalc/@node-dlc/core/__tests__/dlc/PolynomialPayoutCurve.spec.ts +0 -345
  15. package/.yalc/@node-dlc/core/__tests__/dlc/TxBuilder.spec.ts +0 -424
  16. package/.yalc/@node-dlc/core/__tests__/dlc/finance/Builder.spec.ts +0 -492
  17. package/.yalc/@node-dlc/core/__tests__/dlc/finance/CoveredCall.spec.ts +0 -112
  18. package/.yalc/@node-dlc/core/__tests__/dlc/finance/CsoInfo.spec.ts +0 -1124
  19. package/.yalc/@node-dlc/core/__tests__/dlc/finance/LongCall.spec.ts +0 -55
  20. package/.yalc/@node-dlc/core/__tests__/dlc/finance/LongPut.spec.ts +0 -55
  21. package/.yalc/@node-dlc/core/__tests__/dlc/finance/OptionInfo.spec.ts +0 -226
  22. package/.yalc/@node-dlc/core/__tests__/dlc/finance/ShortPut.spec.ts +0 -62
  23. package/.yalc/@node-dlc/core/__tests__/tsconfig.json +0 -8
  24. package/.yalc/@node-dlc/core/__tests__/utils/precision.spec.ts +0 -40
  25. package/.yalc/@node-dlc/core/coverage/lcov-report/base.css +0 -224
  26. package/.yalc/@node-dlc/core/coverage/lcov-report/block-navigation.js +0 -79
  27. package/.yalc/@node-dlc/core/coverage/lcov-report/favicon.png +0 -0
  28. package/.yalc/@node-dlc/core/coverage/lcov-report/index.html +0 -171
  29. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/AsyncProcessingQueue.ts.html +0 -269
  30. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/Base32.ts.html +0 -86
  31. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/BigIntUtils.ts.html +0 -86
  32. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/BitField.ts.html +0 -86
  33. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/ChannelId.ts.html +0 -86
  34. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/LinkedList.ts.html +0 -413
  35. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/LinkedListNode.ts.html +0 -122
  36. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/Queue.ts.html +0 -188
  37. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/ShortChannelId.ts.html +0 -86
  38. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/ShortChannelIdUtils.ts.html +0 -107
  39. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/CETCalculator.ts.html +0 -1430
  40. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/CoinSelect.ts.html +0 -431
  41. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/HyperbolaPayoutCurve.ts.html +0 -644
  42. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/PolynomialPayoutCurve.ts.html +0 -878
  43. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/TxBuilder.ts.html +0 -1088
  44. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/TxFinalizer.ts.html +0 -731
  45. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/Builder.ts.html +0 -2270
  46. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/CoveredCall.ts.html +0 -410
  47. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/CsoInfo.ts.html +0 -1574
  48. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/LinearPayout.ts.html +0 -362
  49. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/LongCall.ts.html +0 -302
  50. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/LongPut.ts.html +0 -302
  51. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/OptionInfo.ts.html +0 -626
  52. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/ShortPut.ts.html +0 -305
  53. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/finance/index.html +0 -216
  54. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/dlc/index.html +0 -186
  55. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/index.html +0 -261
  56. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/index.ts.html +0 -278
  57. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/ChannelId.ts.html +0 -242
  58. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/ChannelKeys.ts.html +0 -407
  59. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/CommitmentNumber.ts.html +0 -362
  60. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/CommitmentSecret.ts.html +0 -203
  61. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/CommitmentSecretStore.ts.html +0 -332
  62. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/Htlc.ts.html +0 -236
  63. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/HtlcDirection.ts.html +0 -131
  64. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/ScriptFactory.ts.html +0 -530
  65. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/TxFactory.ts.html +0 -1094
  66. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/lightning/index.html +0 -231
  67. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/utils/BigIntUtils.ts.html +0 -272
  68. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/utils/Precision.ts.html +0 -149
  69. package/.yalc/@node-dlc/core/coverage/lcov-report/lib/utils/index.html +0 -126
  70. package/.yalc/@node-dlc/core/coverage/lcov-report/prettify.css +0 -1
  71. package/.yalc/@node-dlc/core/coverage/lcov-report/prettify.js +0 -2
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  73. package/.yalc/@node-dlc/core/coverage/lcov-report/sorter.js +0 -170
  74. package/.yalc/@node-dlc/core/coverage/lcov.info +0 -2426
  75. package/.yalc/@node-dlc/core/dist/AsyncProcessingQueue.d.ts +0 -22
  76. package/.yalc/@node-dlc/core/dist/AsyncProcessingQueue.js +0 -55
  77. package/.yalc/@node-dlc/core/dist/AsyncProcessingQueue.js.map +0 -1
  78. package/.yalc/@node-dlc/core/dist/Base32.d.ts +0 -1
  79. package/.yalc/@node-dlc/core/dist/Base32.js +0 -7
  80. package/.yalc/@node-dlc/core/dist/Base32.js.map +0 -1
  81. package/.yalc/@node-dlc/core/dist/BigIntUtils.d.ts +0 -1
  82. package/.yalc/@node-dlc/core/dist/BigIntUtils.js +0 -8
  83. package/.yalc/@node-dlc/core/dist/BigIntUtils.js.map +0 -1
  84. package/.yalc/@node-dlc/core/dist/BitField.d.ts +0 -1
  85. package/.yalc/@node-dlc/core/dist/BitField.js +0 -7
  86. package/.yalc/@node-dlc/core/dist/BitField.js.map +0 -1
  87. package/.yalc/@node-dlc/core/dist/ChannelId.d.ts +0 -1
  88. package/.yalc/@node-dlc/core/dist/ChannelId.js +0 -7
  89. package/.yalc/@node-dlc/core/dist/ChannelId.js.map +0 -1
  90. package/.yalc/@node-dlc/core/dist/LinkedList.d.ts +0 -30
  91. package/.yalc/@node-dlc/core/dist/LinkedList.js +0 -104
  92. package/.yalc/@node-dlc/core/dist/LinkedList.js.map +0 -1
  93. package/.yalc/@node-dlc/core/dist/LinkedListNode.d.ts +0 -9
  94. package/.yalc/@node-dlc/core/dist/LinkedListNode.js +0 -15
  95. package/.yalc/@node-dlc/core/dist/LinkedListNode.js.map +0 -1
  96. package/.yalc/@node-dlc/core/dist/Queue.d.ts +0 -22
  97. package/.yalc/@node-dlc/core/dist/Queue.js +0 -38
  98. package/.yalc/@node-dlc/core/dist/Queue.js.map +0 -1
  99. package/.yalc/@node-dlc/core/dist/ShortChannelId.d.ts +0 -1
  100. package/.yalc/@node-dlc/core/dist/ShortChannelId.js +0 -7
  101. package/.yalc/@node-dlc/core/dist/ShortChannelId.js.map +0 -1
  102. package/.yalc/@node-dlc/core/dist/ShortChannelIdUtils.d.ts +0 -1
  103. package/.yalc/@node-dlc/core/dist/ShortChannelIdUtils.js +0 -12
  104. package/.yalc/@node-dlc/core/dist/ShortChannelIdUtils.js.map +0 -1
  105. package/.yalc/@node-dlc/core/dist/dlc/CETCalculator.d.ts +0 -50
  106. package/.yalc/@node-dlc/core/dist/dlc/CETCalculator.js +0 -332
  107. package/.yalc/@node-dlc/core/dist/dlc/CETCalculator.js.map +0 -1
  108. package/.yalc/@node-dlc/core/dist/dlc/CoinSelect.d.ts +0 -23
  109. package/.yalc/@node-dlc/core/dist/dlc/CoinSelect.js +0 -77
  110. package/.yalc/@node-dlc/core/dist/dlc/CoinSelect.js.map +0 -1
  111. package/.yalc/@node-dlc/core/dist/dlc/HyperbolaPayoutCurve.d.ts +0 -20
  112. package/.yalc/@node-dlc/core/dist/dlc/HyperbolaPayoutCurve.js +0 -117
  113. package/.yalc/@node-dlc/core/dist/dlc/HyperbolaPayoutCurve.js.map +0 -1
  114. package/.yalc/@node-dlc/core/dist/dlc/PayoutCurve.d.ts +0 -5
  115. package/.yalc/@node-dlc/core/dist/dlc/PayoutCurve.js +0 -3
  116. package/.yalc/@node-dlc/core/dist/dlc/PayoutCurve.js.map +0 -1
  117. package/.yalc/@node-dlc/core/dist/dlc/PolynomialPayoutCurve.d.ts +0 -52
  118. package/.yalc/@node-dlc/core/dist/dlc/PolynomialPayoutCurve.js +0 -173
  119. package/.yalc/@node-dlc/core/dist/dlc/PolynomialPayoutCurve.js.map +0 -1
  120. package/.yalc/@node-dlc/core/dist/dlc/TxBuilder.d.ts +0 -55
  121. package/.yalc/@node-dlc/core/dist/dlc/TxBuilder.js +0 -217
  122. package/.yalc/@node-dlc/core/dist/dlc/TxBuilder.js.map +0 -1
  123. package/.yalc/@node-dlc/core/dist/dlc/TxFinalizer.d.ts +0 -40
  124. package/.yalc/@node-dlc/core/dist/dlc/TxFinalizer.js +0 -146
  125. package/.yalc/@node-dlc/core/dist/dlc/TxFinalizer.js.map +0 -1
  126. package/.yalc/@node-dlc/core/dist/dlc/finance/Builder.d.ts +0 -193
  127. package/.yalc/@node-dlc/core/dist/dlc/finance/Builder.js +0 -422
  128. package/.yalc/@node-dlc/core/dist/dlc/finance/Builder.js.map +0 -1
  129. package/.yalc/@node-dlc/core/dist/dlc/finance/CoveredCall.d.ts +0 -13
  130. package/.yalc/@node-dlc/core/dist/dlc/finance/CoveredCall.js +0 -67
  131. package/.yalc/@node-dlc/core/dist/dlc/finance/CoveredCall.js.map +0 -1
  132. package/.yalc/@node-dlc/core/dist/dlc/finance/CsoInfo.d.ts +0 -114
  133. package/.yalc/@node-dlc/core/dist/dlc/finance/CsoInfo.js +0 -290
  134. package/.yalc/@node-dlc/core/dist/dlc/finance/CsoInfo.js.map +0 -1
  135. package/.yalc/@node-dlc/core/dist/dlc/finance/LinearPayout.d.ts +0 -6
  136. package/.yalc/@node-dlc/core/dist/dlc/finance/LinearPayout.js +0 -79
  137. package/.yalc/@node-dlc/core/dist/dlc/finance/LinearPayout.js.map +0 -1
  138. package/.yalc/@node-dlc/core/dist/dlc/finance/LongCall.d.ts +0 -13
  139. package/.yalc/@node-dlc/core/dist/dlc/finance/LongCall.js +0 -47
  140. package/.yalc/@node-dlc/core/dist/dlc/finance/LongCall.js.map +0 -1
  141. package/.yalc/@node-dlc/core/dist/dlc/finance/LongPut.d.ts +0 -13
  142. package/.yalc/@node-dlc/core/dist/dlc/finance/LongPut.js +0 -47
  143. package/.yalc/@node-dlc/core/dist/dlc/finance/LongPut.js.map +0 -1
  144. package/.yalc/@node-dlc/core/dist/dlc/finance/OptionInfo.d.ts +0 -20
  145. package/.yalc/@node-dlc/core/dist/dlc/finance/OptionInfo.js +0 -101
  146. package/.yalc/@node-dlc/core/dist/dlc/finance/OptionInfo.js.map +0 -1
  147. package/.yalc/@node-dlc/core/dist/dlc/finance/ShortPut.d.ts +0 -12
  148. package/.yalc/@node-dlc/core/dist/dlc/finance/ShortPut.js +0 -46
  149. package/.yalc/@node-dlc/core/dist/dlc/finance/ShortPut.js.map +0 -1
  150. package/.yalc/@node-dlc/core/dist/index.d.ts +0 -39
  151. package/.yalc/@node-dlc/core/dist/index.js +0 -78
  152. package/.yalc/@node-dlc/core/dist/index.js.map +0 -1
  153. package/.yalc/@node-dlc/core/dist/lightning/ChannelId.d.ts +0 -31
  154. package/.yalc/@node-dlc/core/dist/lightning/ChannelId.js +0 -52
  155. package/.yalc/@node-dlc/core/dist/lightning/ChannelId.js.map +0 -1
  156. package/.yalc/@node-dlc/core/dist/lightning/ChannelKeys.d.ts +0 -55
  157. package/.yalc/@node-dlc/core/dist/lightning/ChannelKeys.js +0 -105
  158. package/.yalc/@node-dlc/core/dist/lightning/ChannelKeys.js.map +0 -1
  159. package/.yalc/@node-dlc/core/dist/lightning/CommitmentNumber.d.ts +0 -55
  160. package/.yalc/@node-dlc/core/dist/lightning/CommitmentNumber.js +0 -76
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  162. package/.yalc/@node-dlc/core/dist/lightning/CommitmentSecret.d.ts +0 -26
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  168. package/.yalc/@node-dlc/core/dist/lightning/Htlc.d.ts +0 -46
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  171. package/.yalc/@node-dlc/core/dist/lightning/HtlcDirection.d.ts +0 -16
  172. package/.yalc/@node-dlc/core/dist/lightning/HtlcDirection.js +0 -21
  173. package/.yalc/@node-dlc/core/dist/lightning/HtlcDirection.js.map +0 -1
  174. package/.yalc/@node-dlc/core/dist/lightning/ScriptFactory.d.ts +0 -76
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  177. package/.yalc/@node-dlc/core/dist/lightning/TxFactory.d.ts +0 -83
  178. package/.yalc/@node-dlc/core/dist/lightning/TxFactory.js +0 -222
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  180. package/.yalc/@node-dlc/core/dist/utils/BigIntUtils.d.ts +0 -9
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  182. package/.yalc/@node-dlc/core/dist/utils/BigIntUtils.js.map +0 -1
  183. package/.yalc/@node-dlc/core/dist/utils/Precision.d.ts +0 -13
  184. package/.yalc/@node-dlc/core/dist/utils/Precision.js +0 -28
  185. package/.yalc/@node-dlc/core/dist/utils/Precision.js.map +0 -1
  186. package/.yalc/@node-dlc/core/lib/AsyncProcessingQueue.ts +0 -63
  187. package/.yalc/@node-dlc/core/lib/Base32.ts +0 -2
  188. package/.yalc/@node-dlc/core/lib/BigIntUtils.ts +0 -2
  189. package/.yalc/@node-dlc/core/lib/BitField.ts +0 -2
  190. package/.yalc/@node-dlc/core/lib/ChannelId.ts +0 -2
  191. package/.yalc/@node-dlc/core/lib/LinkedList.ts +0 -111
  192. package/.yalc/@node-dlc/core/lib/LinkedListNode.ts +0 -14
  193. package/.yalc/@node-dlc/core/lib/Queue.ts +0 -36
  194. package/.yalc/@node-dlc/core/lib/ShortChannelId.ts +0 -2
  195. package/.yalc/@node-dlc/core/lib/ShortChannelIdUtils.ts +0 -9
  196. package/.yalc/@node-dlc/core/lib/dlc/CETCalculator.ts +0 -450
  197. package/.yalc/@node-dlc/core/lib/dlc/CoinSelect.ts +0 -117
  198. package/.yalc/@node-dlc/core/lib/dlc/HyperbolaPayoutCurve.ts +0 -188
  199. package/.yalc/@node-dlc/core/lib/dlc/PayoutCurve.ts +0 -6
  200. package/.yalc/@node-dlc/core/lib/dlc/PolynomialPayoutCurve.ts +0 -266
  201. package/.yalc/@node-dlc/core/lib/dlc/TxBuilder.ts +0 -336
  202. package/.yalc/@node-dlc/core/lib/dlc/TxFinalizer.ts +0 -217
  203. package/.yalc/@node-dlc/core/lib/dlc/finance/Builder.ts +0 -730
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  206. package/.yalc/@node-dlc/core/lib/dlc/finance/LinearPayout.ts +0 -94
  207. package/.yalc/@node-dlc/core/lib/dlc/finance/LongCall.ts +0 -74
  208. package/.yalc/@node-dlc/core/lib/dlc/finance/LongPut.ts +0 -74
  209. package/.yalc/@node-dlc/core/lib/dlc/finance/OptionInfo.ts +0 -182
  210. package/.yalc/@node-dlc/core/lib/dlc/finance/ShortPut.ts +0 -75
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  212. package/.yalc/@node-dlc/core/lib/lightning/ChannelId.ts +0 -54
  213. package/.yalc/@node-dlc/core/lib/lightning/ChannelKeys.ts +0 -109
  214. package/.yalc/@node-dlc/core/lib/lightning/CommitmentNumber.ts +0 -94
  215. package/.yalc/@node-dlc/core/lib/lightning/CommitmentSecret.ts +0 -41
  216. package/.yalc/@node-dlc/core/lib/lightning/CommitmentSecretStore.ts +0 -84
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  218. package/.yalc/@node-dlc/core/lib/lightning/HtlcDirection.ts +0 -17
  219. package/.yalc/@node-dlc/core/lib/lightning/ScriptFactory.ts +0 -150
  220. package/.yalc/@node-dlc/core/lib/lightning/TxFactory.ts +0 -338
  221. package/.yalc/@node-dlc/core/lib/utils/BigIntUtils.ts +0 -64
  222. package/.yalc/@node-dlc/core/lib/utils/Precision.ts +0 -23
  223. package/.yalc/@node-dlc/core/package.json +0 -38
  224. package/.yalc/@node-dlc/core/tsconfig.json +0 -8
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@@ -1,55 +0,0 @@
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- import { HyperbolaPayoutCurvePiece } from '@node-dlc/messaging';
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- import { expect } from 'chai';
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-
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- import { LongCall } from '../../../lib/dlc/finance/LongCall';
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- import { HyperbolaPayoutCurve } from '../../../lib/dlc/HyperbolaPayoutCurve';
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-
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- describe('LongCall', () => {
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- describe('1BTC-50k-base2-18digit curve', () => {
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- const strikePrice = BigInt(50000);
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- const contractSize = BigInt(10) ** BigInt(8);
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- const oracleBase = 2;
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- const oracleDigits = 18;
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-
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- const { payoutCurve } = LongCall.buildCurve(
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- strikePrice,
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- contractSize,
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- oracleBase,
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- oracleDigits,
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- );
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-
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- describe('payout', () => {
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- const priceIncrease = BigInt(1000);
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-
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- it('should be positive as the position goes ITM', () => {
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- expect(
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- payoutCurve
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- .getPayout(strikePrice + priceIncrease)
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- .integerValue()
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- .toNumber(),
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- ).to.equal(
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- Number(
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- (contractSize * priceIncrease) / (strikePrice + priceIncrease),
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- ),
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- );
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- });
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-
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- it('should be zero at strike price', () => {
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- expect(payoutCurve.getPayout(strikePrice).toNumber()).to.equal(0);
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- });
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- });
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-
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- it('should serialize and deserialize properly', () => {
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- const payout = payoutCurve.getPayout(strikePrice);
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-
45
- const _tlv = payoutCurve.toPayoutCurvePiece().serialize();
46
- const pf = HyperbolaPayoutCurvePiece.deserialize(_tlv);
47
-
48
- const deserializedCurve = HyperbolaPayoutCurve.fromPayoutCurvePiece(pf);
49
-
50
- expect(payout.toNumber()).to.be.eq(
51
- deserializedCurve.getPayout(strikePrice).toNumber(),
52
- );
53
- });
54
- });
55
- });
@@ -1,55 +0,0 @@
1
- import { HyperbolaPayoutCurvePiece } from '@node-dlc/messaging';
2
- import { expect } from 'chai';
3
-
4
- import { LongPut } from '../../../lib';
5
- import { HyperbolaPayoutCurve } from '../../../lib/dlc/HyperbolaPayoutCurve';
6
-
7
- describe('LongPut', () => {
8
- describe('1BTC-50k-base2-18digit curve', () => {
9
- const strikePrice = BigInt(50000);
10
- const contractSize = BigInt(10) ** BigInt(8);
11
- const oracleBase = 2;
12
- const oracleDigits = 18;
13
-
14
- const { payoutCurve } = LongPut.buildCurve(
15
- strikePrice,
16
- contractSize,
17
- oracleBase,
18
- oracleDigits,
19
- );
20
-
21
- describe('payout', () => {
22
- const priceDecrease = BigInt(1000);
23
-
24
- it('should be positive as the position goes ITM', () => {
25
- expect(
26
- payoutCurve
27
- .getPayout(strikePrice - priceDecrease)
28
- .integerValue()
29
- .toNumber(),
30
- ).to.equal(
31
- Number(
32
- (contractSize * priceDecrease) / (strikePrice - priceDecrease),
33
- ),
34
- );
35
- });
36
-
37
- it('should be zero at strike price', () => {
38
- expect(payoutCurve.getPayout(strikePrice).toNumber()).to.equal(0);
39
- });
40
- });
41
-
42
- it('should serialize and deserialize properly', () => {
43
- const payout = payoutCurve.getPayout(strikePrice);
44
-
45
- const _tlv = payoutCurve.toPayoutCurvePiece().serialize();
46
- const pf = HyperbolaPayoutCurvePiece.deserialize(_tlv);
47
-
48
- const deserializedCurve = HyperbolaPayoutCurve.fromPayoutCurvePiece(pf);
49
-
50
- expect(payout.toNumber()).to.be.eq(
51
- deserializedCurve.getPayout(strikePrice).toNumber(),
52
- );
53
- });
54
- });
55
- });
@@ -1,226 +0,0 @@
1
- import { F64 } from '@node-dlc/messaging';
2
- import {
3
- DigitDecompositionEventDescriptorV0,
4
- DlcOffer,
5
- HyperbolaPayoutCurvePiece,
6
- NumericalDescriptor,
7
- OracleAnnouncement,
8
- OracleEvent,
9
- PayoutFunction,
10
- SingleContractInfo,
11
- SingleOracleInfo,
12
- } from '@node-dlc/messaging';
13
- import { expect } from 'chai';
14
-
15
- import { CoveredCall } from '../../../lib/dlc/finance/CoveredCall';
16
- import {
17
- getOptionInfoFromContractInfo,
18
- getOptionInfoFromOffer,
19
- } from '../../../lib/dlc/finance/OptionInfo';
20
- import { ShortPut } from '../../../lib/dlc/finance/ShortPut';
21
-
22
- describe('OptionInfo', () => {
23
- describe('OptionInfo from covered call messages', () => {
24
- const strikePrice = BigInt(50000);
25
- const contractSize = BigInt(10) ** BigInt(8);
26
- const premium = BigInt(50000);
27
- const expiry = new Date(1620014750000);
28
-
29
- const oracleBase = 2;
30
- const oracleDigits = 17;
31
-
32
- const { totalCollateral, payoutFunction } = CoveredCall.buildPayoutFunction(
33
- strikePrice,
34
- contractSize,
35
- oracleBase,
36
- oracleDigits,
37
- );
38
-
39
- const dlcOffer = buildDlcOfferFixture(
40
- oracleDigits,
41
- expiry,
42
- payoutFunction,
43
- totalCollateral,
44
- premium,
45
- );
46
-
47
- const contractInfo = dlcOffer.contractInfo;
48
-
49
- it('should get correct OptionInfo from ContractInfo', () => {
50
- const optionInfo = getOptionInfoFromContractInfo(contractInfo);
51
-
52
- expect(optionInfo).to.deep.equal({
53
- contractSize,
54
- strikePrice,
55
- expiry,
56
- type: 'call',
57
- });
58
- });
59
-
60
- it('should get correct OptionInfoWithPremium from DlcOffer', () => {
61
- const optionInfo = getOptionInfoFromOffer(dlcOffer);
62
-
63
- expect(optionInfo).to.deep.equal({
64
- contractSize,
65
- strikePrice,
66
- expiry,
67
- premium,
68
- type: 'call',
69
- });
70
- });
71
-
72
- it('should throw on an invalid curve', () => {
73
- const {
74
- totalCollateral,
75
- payoutFunction,
76
- } = CoveredCall.buildPayoutFunction(
77
- strikePrice,
78
- contractSize,
79
- oracleBase,
80
- oracleDigits,
81
- );
82
-
83
- const invalidDlcOffer = buildDlcOfferFixture(
84
- oracleDigits,
85
- expiry,
86
- payoutFunction,
87
- totalCollateral,
88
- premium,
89
- );
90
-
91
- const contractInfo = invalidDlcOffer.contractInfo as SingleContractInfo;
92
- const contractDescriptor = contractInfo.contractDescriptor as NumericalDescriptor;
93
- const payoutFunc = contractDescriptor.payoutFunction as PayoutFunction;
94
- const hyperbolaPiece = payoutFunc.payoutFunctionPieces[0]
95
- .payoutCurvePiece as HyperbolaPayoutCurvePiece;
96
-
97
- hyperbolaPiece.translateOutcome = F64.fromNumber(4);
98
-
99
- expect(() => {
100
- getOptionInfoFromOffer(invalidDlcOffer);
101
- }).to.throw();
102
- });
103
- });
104
-
105
- describe('OptionInfo from short call messages', () => {
106
- const strikePrice = BigInt(50000);
107
- const contractSize = BigInt(10) ** BigInt(8);
108
- const totalCollateral = BigInt(9) ** BigInt(8);
109
-
110
- const premium = BigInt(50000);
111
- const expiry = new Date(1620014750000);
112
-
113
- const oracleBase = 2;
114
- const oracleDigits = 17;
115
-
116
- const { payoutFunction } = ShortPut.buildPayoutFunction(
117
- strikePrice,
118
- contractSize,
119
- totalCollateral,
120
- oracleBase,
121
- oracleDigits,
122
- );
123
-
124
- const dlcOffer = buildDlcOfferFixture(
125
- oracleDigits,
126
- expiry,
127
- payoutFunction,
128
- totalCollateral,
129
- premium,
130
- );
131
-
132
- const contractInfo = dlcOffer.contractInfo;
133
-
134
- it('should get correct OptionInfo from ContractInfo', () => {
135
- const optionInfo = getOptionInfoFromContractInfo(contractInfo);
136
-
137
- expect(optionInfo).to.deep.equal({
138
- contractSize,
139
- strikePrice,
140
- expiry,
141
- type: 'put',
142
- });
143
- });
144
-
145
- it('should get correct OptionInfoWithPremium from DlcOffer', () => {
146
- const optionInfo = getOptionInfoFromOffer(dlcOffer);
147
-
148
- expect(optionInfo).to.deep.equal({
149
- contractSize,
150
- strikePrice,
151
- expiry,
152
- premium,
153
- type: 'put',
154
- });
155
- });
156
-
157
- it('should throw on an invalid curve', () => {
158
- const { payoutFunction } = ShortPut.buildPayoutFunction(
159
- strikePrice,
160
- contractSize,
161
- totalCollateral,
162
- oracleBase,
163
- oracleDigits,
164
- );
165
-
166
- const invalidDlcOffer = buildDlcOfferFixture(
167
- oracleDigits,
168
- expiry,
169
- payoutFunction,
170
- totalCollateral,
171
- premium,
172
- );
173
-
174
- const contractInfo = invalidDlcOffer.contractInfo as SingleContractInfo;
175
- const contractDescriptor = contractInfo.contractDescriptor as NumericalDescriptor;
176
- const payoutFunc = contractDescriptor.payoutFunction as PayoutFunction;
177
- const hyperbolaPiece = payoutFunc.payoutFunctionPieces[0]
178
- .payoutCurvePiece as HyperbolaPayoutCurvePiece;
179
-
180
- hyperbolaPiece.translateOutcome = F64.fromNumber(4);
181
-
182
- expect(() => {
183
- getOptionInfoFromOffer(invalidDlcOffer);
184
- }).to.throw();
185
- });
186
- });
187
- });
188
-
189
- function buildDlcOfferFixture(
190
- oracleDigits: number,
191
- expiry: Date,
192
- payoutFunction: PayoutFunction,
193
- totalCollateral: bigint,
194
- premium: bigint,
195
- ) {
196
- const eventDescriptor = new DigitDecompositionEventDescriptorV0();
197
- eventDescriptor.base = 2;
198
- eventDescriptor.isSigned = false;
199
- eventDescriptor.unit = 'BTC-USD';
200
- eventDescriptor.precision = 0;
201
- eventDescriptor.nbDigits = oracleDigits;
202
-
203
- const oracleEvent = new OracleEvent();
204
- oracleEvent.eventMaturityEpoch = Math.floor(expiry.getTime() / 1000);
205
- oracleEvent.eventDescriptor = eventDescriptor;
206
-
207
- const oracleAnnouncement = new OracleAnnouncement();
208
- oracleAnnouncement.oracleEvent = oracleEvent;
209
-
210
- const oracleInfo = new SingleOracleInfo();
211
- oracleInfo.announcement = oracleAnnouncement;
212
-
213
- const contractDescriptor = new NumericalDescriptor();
214
- contractDescriptor.numDigits = oracleDigits;
215
- contractDescriptor.payoutFunction = payoutFunction;
216
-
217
- const contractInfo = new SingleContractInfo();
218
- contractInfo.totalCollateral = totalCollateral;
219
- contractInfo.contractDescriptor = contractDescriptor;
220
- contractInfo.oracleInfo = oracleInfo;
221
-
222
- const dlcOffer = new DlcOffer();
223
- dlcOffer.contractInfo = contractInfo;
224
- dlcOffer.offerCollateral = totalCollateral - premium;
225
- return dlcOffer;
226
- }
@@ -1,62 +0,0 @@
1
- import { HyperbolaPayoutCurvePiece } from '@node-dlc/messaging';
2
- import { expect } from 'chai';
3
-
4
- import { ShortPut } from '../../../lib/dlc/finance/ShortPut';
5
- import { HyperbolaPayoutCurve } from '../../../lib/dlc/HyperbolaPayoutCurve';
6
-
7
- describe('ShortPut', () => {
8
- describe('1BTC-50k-base2-20digit curve', () => {
9
- const strikePrice = BigInt(50000);
10
- const contractSize = BigInt(10) ** BigInt(8);
11
- const totalCollateral = contractSize;
12
- const oracleBase = 2;
13
- const oracleDigits = 20;
14
-
15
- const { payoutCurve } = ShortPut.buildCurve(
16
- strikePrice,
17
- contractSize,
18
- totalCollateral,
19
- oracleBase,
20
- oracleDigits,
21
- );
22
-
23
- describe('payout', () => {
24
- it('should be zero at half of strike price', () => {
25
- expect(
26
- payoutCurve.getPayout(strikePrice / BigInt(2)).toNumber(),
27
- ).to.be.equal(0);
28
- });
29
-
30
- it('should be correct at $30,000 settlement price', () => {
31
- const settlementPrice = BigInt(30000);
32
-
33
- expect(payoutCurve.getPayout(settlementPrice).toFixed(3)).to.be.eq(
34
- (
35
- 2 * Number(contractSize) -
36
- (Number(contractSize) * Number(strikePrice)) /
37
- Number(settlementPrice)
38
- ).toFixed(3),
39
- );
40
- });
41
-
42
- it('should be equal to totalCollateral at strike price', () => {
43
- expect(payoutCurve.getPayout(strikePrice).toNumber()).to.equal(
44
- Number(totalCollateral),
45
- );
46
- });
47
- });
48
-
49
- it('should serialize and deserialize properly', () => {
50
- const payout = payoutCurve.getPayout(strikePrice);
51
-
52
- const _tlv = payoutCurve.toPayoutCurvePiece().serialize();
53
- const pf = HyperbolaPayoutCurvePiece.deserialize(_tlv);
54
-
55
- const deserializedCurve = HyperbolaPayoutCurve.fromPayoutCurvePiece(pf);
56
-
57
- expect(payout.toNumber()).to.be.eq(
58
- deserializedCurve.getPayout(strikePrice).toNumber(),
59
- );
60
- });
61
- });
62
- });
@@ -1,8 +0,0 @@
1
- {
2
- "extends": "../tsconfig.json",
3
- "compilerOptions": {
4
- "noEmit": true
5
- },
6
- "include": ["**/*.spec.ts"],
7
- "exclude": []
8
- }
@@ -1,40 +0,0 @@
1
- // write tests for getPrecision and fromPrecision
2
-
3
- import BigNumber from 'bignumber.js';
4
- import { expect } from 'chai';
5
-
6
- import { fromPrecision, getPrecision } from '../../lib/utils/Precision';
7
-
8
- describe('getPrecision', () => {
9
- it('should get correct precision for integers', () => {
10
- const num = new BigNumber(1);
11
- expect(getPrecision(num)).eq(0);
12
- });
13
-
14
- it('should get correct precision for multiple decimal points', () => {
15
- const num = new BigNumber(1.123456789);
16
- expect(getPrecision(num)).eq(1234567890000000);
17
- });
18
-
19
- it('should get correct precision for max decimal points', () => {
20
- const num = new BigNumber('1.112233445566778899');
21
- expect(getPrecision(num)).eq(1122334455667789);
22
- });
23
- });
24
-
25
- describe('fromPrecision', () => {
26
- it('should create correct number from precision', () => {
27
- const num = 12345;
28
- expect(fromPrecision(num).toFormat()).eq('0.0000000000012345');
29
- });
30
-
31
- it('should create correct number from precision for max precision', () => {
32
- const num = 1122334455667788;
33
- expect(fromPrecision(num).toFormat()).eq('0.1122334455667788');
34
- });
35
-
36
- it('should throw error if precision is too large', () => {
37
- const num = Number('11223344556677889');
38
- expect(() => fromPrecision(num)).to.throw(Error);
39
- });
40
- });
@@ -1,224 +0,0 @@
1
- body, html {
2
- margin:0; padding: 0;
3
- height: 100%;
4
- }
5
- body {
6
- font-family: Helvetica Neue, Helvetica, Arial;
7
- font-size: 14px;
8
- color:#333;
9
- }
10
- .small { font-size: 12px; }
11
- *, *:after, *:before {
12
- -webkit-box-sizing:border-box;
13
- -moz-box-sizing:border-box;
14
- box-sizing:border-box;
15
- }
16
- h1 { font-size: 20px; margin: 0;}
17
- h2 { font-size: 14px; }
18
- pre {
19
- font: 12px/1.4 Consolas, "Liberation Mono", Menlo, Courier, monospace;
20
- margin: 0;
21
- padding: 0;
22
- -moz-tab-size: 2;
23
- -o-tab-size: 2;
24
- tab-size: 2;
25
- }
26
- a { color:#0074D9; text-decoration:none; }
27
- a:hover { text-decoration:underline; }
28
- .strong { font-weight: bold; }
29
- .space-top1 { padding: 10px 0 0 0; }
30
- .pad2y { padding: 20px 0; }
31
- .pad1y { padding: 10px 0; }
32
- .pad2x { padding: 0 20px; }
33
- .pad2 { padding: 20px; }
34
- .pad1 { padding: 10px; }
35
- .space-left2 { padding-left:55px; }
36
- .space-right2 { padding-right:20px; }
37
- .center { text-align:center; }
38
- .clearfix { display:block; }
39
- .clearfix:after {
40
- content:'';
41
- display:block;
42
- height:0;
43
- clear:both;
44
- visibility:hidden;
45
- }
46
- .fl { float: left; }
47
- @media only screen and (max-width:640px) {
48
- .col3 { width:100%; max-width:100%; }
49
- .hide-mobile { display:none!important; }
50
- }
51
-
52
- .quiet {
53
- color: #7f7f7f;
54
- color: rgba(0,0,0,0.5);
55
- }
56
- .quiet a { opacity: 0.7; }
57
-
58
- .fraction {
59
- font-family: Consolas, 'Liberation Mono', Menlo, Courier, monospace;
60
- font-size: 10px;
61
- color: #555;
62
- background: #E8E8E8;
63
- padding: 4px 5px;
64
- border-radius: 3px;
65
- vertical-align: middle;
66
- }
67
-
68
- div.path a:link, div.path a:visited { color: #333; }
69
- table.coverage {
70
- border-collapse: collapse;
71
- margin: 10px 0 0 0;
72
- padding: 0;
73
- }
74
-
75
- table.coverage td {
76
- margin: 0;
77
- padding: 0;
78
- vertical-align: top;
79
- }
80
- table.coverage td.line-count {
81
- text-align: right;
82
- padding: 0 5px 0 20px;
83
- }
84
- table.coverage td.line-coverage {
85
- text-align: right;
86
- padding-right: 10px;
87
- min-width:20px;
88
- }
89
-
90
- table.coverage td span.cline-any {
91
- display: inline-block;
92
- padding: 0 5px;
93
- width: 100%;
94
- }
95
- .missing-if-branch {
96
- display: inline-block;
97
- margin-right: 5px;
98
- border-radius: 3px;
99
- position: relative;
100
- padding: 0 4px;
101
- background: #333;
102
- color: yellow;
103
- }
104
-
105
- .skip-if-branch {
106
- display: none;
107
- margin-right: 10px;
108
- position: relative;
109
- padding: 0 4px;
110
- background: #ccc;
111
- color: white;
112
- }
113
- .missing-if-branch .typ, .skip-if-branch .typ {
114
- color: inherit !important;
115
- }
116
- .coverage-summary {
117
- border-collapse: collapse;
118
- width: 100%;
119
- }
120
- .coverage-summary tr { border-bottom: 1px solid #bbb; }
121
- .keyline-all { border: 1px solid #ddd; }
122
- .coverage-summary td, .coverage-summary th { padding: 10px; }
123
- .coverage-summary tbody { border: 1px solid #bbb; }
124
- .coverage-summary td { border-right: 1px solid #bbb; }
125
- .coverage-summary td:last-child { border-right: none; }
126
- .coverage-summary th {
127
- text-align: left;
128
- font-weight: normal;
129
- white-space: nowrap;
130
- }
131
- .coverage-summary th.file { border-right: none !important; }
132
- .coverage-summary th.pct { }
133
- .coverage-summary th.pic,
134
- .coverage-summary th.abs,
135
- .coverage-summary td.pct,
136
- .coverage-summary td.abs { text-align: right; }
137
- .coverage-summary td.file { white-space: nowrap; }
138
- .coverage-summary td.pic { min-width: 120px !important; }
139
- .coverage-summary tfoot td { }
140
-
141
- .coverage-summary .sorter {
142
- height: 10px;
143
- width: 7px;
144
- display: inline-block;
145
- margin-left: 0.5em;
146
- background: url(sort-arrow-sprite.png) no-repeat scroll 0 0 transparent;
147
- }
148
- .coverage-summary .sorted .sorter {
149
- background-position: 0 -20px;
150
- }
151
- .coverage-summary .sorted-desc .sorter {
152
- background-position: 0 -10px;
153
- }
154
- .status-line { height: 10px; }
155
- /* yellow */
156
- .cbranch-no { background: yellow !important; color: #111; }
157
- /* dark red */
158
- .red.solid, .status-line.low, .low .cover-fill { background:#C21F39 }
159
- .low .chart { border:1px solid #C21F39 }
160
- .highlighted,
161
- .highlighted .cstat-no, .highlighted .fstat-no, .highlighted .cbranch-no{
162
- background: #C21F39 !important;
163
- }
164
- /* medium red */
165
- .cstat-no, .fstat-no, .cbranch-no, .cbranch-no { background:#F6C6CE }
166
- /* light red */
167
- .low, .cline-no { background:#FCE1E5 }
168
- /* light green */
169
- .high, .cline-yes { background:rgb(230,245,208) }
170
- /* medium green */
171
- .cstat-yes { background:rgb(161,215,106) }
172
- /* dark green */
173
- .status-line.high, .high .cover-fill { background:rgb(77,146,33) }
174
- .high .chart { border:1px solid rgb(77,146,33) }
175
- /* dark yellow (gold) */
176
- .status-line.medium, .medium .cover-fill { background: #f9cd0b; }
177
- .medium .chart { border:1px solid #f9cd0b; }
178
- /* light yellow */
179
- .medium { background: #fff4c2; }
180
-
181
- .cstat-skip { background: #ddd; color: #111; }
182
- .fstat-skip { background: #ddd; color: #111 !important; }
183
- .cbranch-skip { background: #ddd !important; color: #111; }
184
-
185
- span.cline-neutral { background: #eaeaea; }
186
-
187
- .coverage-summary td.empty {
188
- opacity: .5;
189
- padding-top: 4px;
190
- padding-bottom: 4px;
191
- line-height: 1;
192
- color: #888;
193
- }
194
-
195
- .cover-fill, .cover-empty {
196
- display:inline-block;
197
- height: 12px;
198
- }
199
- .chart {
200
- line-height: 0;
201
- }
202
- .cover-empty {
203
- background: white;
204
- }
205
- .cover-full {
206
- border-right: none !important;
207
- }
208
- pre.prettyprint {
209
- border: none !important;
210
- padding: 0 !important;
211
- margin: 0 !important;
212
- }
213
- .com { color: #999 !important; }
214
- .ignore-none { color: #999; font-weight: normal; }
215
-
216
- .wrapper {
217
- min-height: 100%;
218
- height: auto !important;
219
- height: 100%;
220
- margin: 0 auto -48px;
221
- }
222
- .footer, .push {
223
- height: 48px;
224
- }