@node-dlc/core - npm Package Compare versions

Comparing version 0.23.0 to 0.23.1

__tests__/dlc/finance/CsoInfo.spec.ts

@@ -23,2 +23,3 @@ import { Value } from '@node-dlc/bitcoin';
   LinearPayout,
+  roundDownToNearestMultiplier,
   roundUpToNearestMultiplier,
@@ -635,6 +636,15 @@ } from '../../../lib';
         // Fees are very high, so use dust threshold for max gain
-        const expectedMaxGainForContractSize = Value.fromSats(
+        const offerFees = Value.fromSats(
           getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
             .offerFees,
-        ).addn(Value.fromSats(dustThreshold(feePerByte)));
+        );
+        const expectedMaxGainForContractSize_ = offerFees.addn(
+          Value.fromSats(dustThreshold(BigInt(feePerByte))),
+        );
+        const expectedMaxGainForContractSize = Value.fromSats(
+          roundUpToNearestMultiplier(
+            expectedMaxGainForContractSize_.sats,
+            BigInt(100),
+          ),
+        );
 
@@ -649,3 +659,3 @@ const expectedMaxLossForContractSize = Value.fromSats(
         const expectedNormalizedMaxGain = Value.fromSats(
-          roundUpToNearestMultiplier(
+          roundDownToNearestMultiplier(
             (expectedMaxGainForContractSize.sats * BigInt(1e8)) /
@@ -657,6 +667,2 @@ contractSize.sats,
 
-        expect(actualNormalizedMaxGain.sats).to.equal(
-          expectedNormalizedMaxGain.sats,
-        );
-        expect(actualNormalizedMaxLoss.sats).to.equal(normalizedMaxLoss.sats);
         expect(actualMaxGainForContractSize.sats).to.equal(
@@ -668,3 +674,7 @@ expectedMaxGainForContractSize.sats,
         );
-        expect(minPayout).to.equal(BigInt(119900));
+        expect(actualNormalizedMaxLoss.sats).to.equal(normalizedMaxLoss.sats);
+        expect(actualNormalizedMaxGain.sats).to.equal(
+          expectedNormalizedMaxGain.sats,
+        ); // TODO: Fix issue with this line
+        expect(minPayout).to.equal(BigInt(121200));
         expect(maxPayout).to.equal(collateral.sats);
@@ -714,6 +724,15 @@ expect(actualContractSize.sats).to.equal(contractSize.sats);
         // Fees are very high, so use dust threshold for max gain
-        const expectedMaxGainForContractSize = Value.fromSats(
+        const offerFees = Value.fromSats(
           getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
             .offerFees,
-        ).addn(Value.fromSats(dustThreshold(feePerByte)));
+        );
+        const expectedMaxGainForContractSize_ = offerFees.addn(
+          Value.fromSats(dustThreshold(BigInt(feePerByte))),
+        );
+        const expectedMaxGainForContractSize = Value.fromSats(
+          roundUpToNearestMultiplier(
+            expectedMaxGainForContractSize_.sats,
+            BigInt(100),
+          ),
+        );
 
@@ -728,3 +747,3 @@ const expectedMaxLossForContractSize = Value.fromSats(
         const expectedNormalizedMaxGain = Value.fromSats(
-          roundUpToNearestMultiplier(
+          roundDownToNearestMultiplier(
             (expectedMaxGainForContractSize.sats * BigInt(1e8)) /
@@ -746,3 +765,3 @@ contractSize.sats,
         );
-        expect(minPayout).to.equal(BigInt(119900));
+        expect(minPayout).to.equal(BigInt(121200));
         expect(maxPayout).to.equal(collateral.sats);
@@ -792,6 +811,15 @@ expect(actualContractSize.sats).to.equal(contractSize.sats);
         // Fees are very high, so use dust threshold for max gain
-        const expectedMaxGainForContractSize = Value.fromSats(
+        const offerFees = Value.fromSats(
           getFinalizerByCount(feePerByte, numOfferInputs, 3, numContracts)
             .offerFees,
-        ).addn(Value.fromSats(dustThreshold(feePerByte)));
+        );
+        const expectedMaxGainForContractSize_ = offerFees.addn(
+          Value.fromSats(dustThreshold(BigInt(feePerByte))),
+        );
+        const expectedMaxGainForContractSize = Value.fromSats(
+          roundUpToNearestMultiplier(
+            expectedMaxGainForContractSize_.sats,
+            BigInt(100),
+          ),
+        );
 
@@ -806,3 +834,3 @@ const expectedMaxLossForContractSize = Value.fromSats(
         const expectedNormalizedMaxGain = Value.fromSats(
-          roundUpToNearestMultiplier(
+          roundDownToNearestMultiplier(
             (expectedMaxGainForContractSize.sats * BigInt(1e8)) /
@@ -824,3 +852,3 @@ contractSize.sats,
         );
-        expect(minPayout).to.equal(BigInt(119900));
+        expect(minPayout).to.equal(BigInt(121200));
         expect(maxPayout).to.equal(collateral.sats);
@@ -827,0 +855,0 @@ expect(actualContractSize.sats).to.equal(contractSize.sats);

.nyc_output/processinfo/index.json

@@ -1,1 +0,1 @@
-{"processes":{"3c0d0f1a-a3da-4252-9234-f74a9f0bafe2":{"parent":null,"children":[]}},"files":{"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/CETCalculator.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/utils/BigIntUtils.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/CoveredCall.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/HyperbolaPayoutCurve.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/utils/Precision.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/ShortPut.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/index.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/Builder.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/CoinSelect.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/TxFinalizer.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/LinearPayout.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/PolynomialPayoutCurve.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/LongCall.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/LongPut.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/CsoInfo.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/OptionInfo.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/PayoutCurve.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/TxBuilder.ts":["3c0d0f1a-a3da-4252-9234-f74a9f0bafe2"]},"externalIds":{}}
+{"processes":{"a8bae97d-9104-4e1c-a1dd-9015c00a5dc3":{"parent":null,"children":[]}},"files":{"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/CETCalculator.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/utils/BigIntUtils.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/CoveredCall.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/HyperbolaPayoutCurve.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/utils/Precision.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/ShortPut.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/index.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/Builder.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/CoinSelect.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/TxFinalizer.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/LinearPayout.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/PolynomialPayoutCurve.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/LongCall.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/LongPut.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/CsoInfo.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/finance/OptionInfo.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/PayoutCurve.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"],"/Users/matthewblack/code/github.com/AtomicFinance/node-dlc/packages/core/lib/dlc/TxBuilder.ts":["a8bae97d-9104-4e1c-a1dd-9015c00a5dc3"]},"externalIds":{}}

dist/dlc/finance/Builder.d.ts

@@ -42,2 +42,3 @@ import { Value } from '@node-dlc/bitcoin';
 export declare const roundUpToNearestMultiplier: (num: bigint, multiplier: bigint) => bigint;
+export declare const roundDownToNearestMultiplier: (num: bigint, multiplier: bigint) => bigint;
 export declare type DlcParty = 'offeror' | 'acceptor' | 'neither';
@@ -44,0 +45,0 @@ /**

dist/dlc/finance/Builder.js

@@ -6,3 +6,3 @@ "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.buildRoundingIntervalsFromIntervals = exports.buildCustomStrategyOrderOffer = exports.buildLinearOrderOffer = exports.buildLongPutOrderOffer = exports.buildLongCallOrderOffer = exports.buildShortPutOrderOffer = exports.buildCoveredCallOrderOffer = exports.buildOptionOrderOffer = exports.buildOrderOffer = exports.getDigitDecompositionEventDescriptor = exports.computeRoundingModulus = exports.roundUpToNearestMultiplier = exports.roundToNearestMultiplier = exports.UNIT_MULTIPLIER = void 0;
+exports.buildRoundingIntervalsFromIntervals = exports.buildCustomStrategyOrderOffer = exports.buildLinearOrderOffer = exports.buildLongPutOrderOffer = exports.buildLongCallOrderOffer = exports.buildShortPutOrderOffer = exports.buildCoveredCallOrderOffer = exports.buildOptionOrderOffer = exports.buildOrderOffer = exports.getDigitDecompositionEventDescriptor = exports.computeRoundingModulus = exports.roundDownToNearestMultiplier = exports.roundUpToNearestMultiplier = exports.roundToNearestMultiplier = exports.UNIT_MULTIPLIER = void 0;
 const bitcoin_1 = require("@node-dlc/bitcoin");
@@ -59,2 +59,4 @@ const messaging_1 = require("@node-dlc/messaging");
 exports.roundUpToNearestMultiplier = roundUpToNearestMultiplier;
+const roundDownToNearestMultiplier = (num, multiplier) => num - (num % multiplier);
+exports.roundDownToNearestMultiplier = roundDownToNearestMultiplier;
 /**
@@ -61,0 +63,0 @@ * Compute rounding intervals for a linear or hyperbola payout curve

dist/dlc/finance/CsoInfo.js

@@ -109,6 +109,3 @@ "use strict";
     normalizedMaxLoss.sub(startOutcomeValue);
-    const maxGainForContractSize = bitcoin_1.Value.fromBitcoin(new decimal_js_1.default(normalizedMaxGain.bitcoin)
-        .times(contractSize.bitcoin)
-        .toDecimalPlaces(8 - Math.log10(Number(Builder_1.UNIT_MULTIPLIER[unit.toLowerCase()])))
-        .toNumber());
+    const maxGainForContractSize = bitcoin_1.Value.fromSats(Builder_1.roundUpToNearestMultiplier((normalizedMaxGain.sats * contractSize.sats) / BigInt(1e8), BigInt(Builder_1.UNIT_MULTIPLIER[unit.toLowerCase()])));
     const maxLossForContractSize = bitcoin_1.Value.fromSats(Builder_1.roundUpToNearestMultiplier((normalizedMaxLoss.sats * contractSize.sats) / BigInt(1e8), BigInt(Builder_1.UNIT_MULTIPLIER[unit.toLowerCase()])));
@@ -115,0 +112,0 @@ const offerCollateral = collateral.clone();

dist/dlc/TxBuilder.d.ts

@@ -9,1 +9,9 @@ import { DlcAcceptWithoutSigs, DlcOfferV0 } from '@node-dlc/messaging';
 }
+export declare class BatchDlcTxBuilder {
+    readonly dlcOffers: DlcOfferV0[];
+    readonly dlcAccepts: DlcAcceptWithoutSigs[];
+    constructor(dlcOffers: DlcOfferV0[], dlcAccepts: DlcAcceptWithoutSigs[]);
+    buildFundingTransaction(): Tx;
+    private ensureSameFundingInputs;
+    private arraysEqual;
+}

dist/dlc/TxBuilder.js

 "use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.DlcTxBuilder = void 0;
+exports.BatchDlcTxBuilder = exports.DlcTxBuilder = void 0;
 const messaging_1 = require("@node-dlc/messaging");
 const bitcoin_1 = require("@node-lightning/bitcoin");
+const decimal_js_1 = __importDefault(require("decimal.js"));
 const TxFinalizer_1 = require("./TxFinalizer");
@@ -13,22 +17,43 @@ class DlcTxBuilder {
     buildFundingTransaction() {
+        const txBuilder = new BatchDlcTxBuilder([this.dlcOffer], [this.dlcAccept]);
+        return txBuilder.buildFundingTransaction();
+    }
+}
+exports.DlcTxBuilder = DlcTxBuilder;
+class BatchDlcTxBuilder {
+    constructor(dlcOffers, dlcAccepts) {
+        this.dlcOffers = dlcOffers;
+        this.dlcAccepts = dlcAccepts;
+    }
+    buildFundingTransaction() {
         const tx = new bitcoin_1.TxBuilder();
         tx.version = 2;
         tx.locktime = bitcoin_1.LockTime.zero();
-        const multisigScript = Buffer.compare(this.dlcOffer.fundingPubKey, this.dlcAccept.fundingPubKey) === -1
-            ? bitcoin_1.Script.p2msLock(2, this.dlcOffer.fundingPubKey, this.dlcAccept.fundingPubKey)
-            : bitcoin_1.Script.p2msLock(2, this.dlcAccept.fundingPubKey, this.dlcOffer.fundingPubKey);
-        const witScript = bitcoin_1.Script.p2wshLock(multisigScript);
-        const offerInput = this.dlcOffer.offerCollateralSatoshis;
-        const acceptInput = this.dlcAccept.acceptCollateralSatoshis;
-        const totalInput = offerInput + acceptInput;
-        const finalizer = new TxFinalizer_1.DualFundingTxFinalizer(this.dlcOffer.fundingInputs, this.dlcOffer.payoutSPK, this.dlcOffer.changeSPK, this.dlcAccept.fundingInputs, this.dlcAccept.payoutSPK, this.dlcAccept.changeSPK, this.dlcOffer.feeRatePerVb);
-        this.dlcOffer.fundingInputs.forEach((input) => {
+        if (this.dlcOffers.length !== this.dlcAccepts.length)
+            throw Error('DlcOffers and DlcAccepts must be the same length');
+        if (this.dlcOffers.length === 0)
+            throw Error('DlcOffers must not be empty');
+        if (this.dlcAccepts.length === 0)
+            throw Error('DlcAccepts must not be empty');
+        // Ensure all DLC offers and accepts have the same funding inputs
+        this.ensureSameFundingInputs();
+        const multisigScripts = [];
+        for (let i = 0; i < this.dlcOffers.length; i++) {
+            const offer = this.dlcOffers[i];
+            const accept = this.dlcAccepts[i];
+            multisigScripts.push(Buffer.compare(offer.fundingPubKey, accept.fundingPubKey) === -1
+                ? bitcoin_1.Script.p2msLock(2, offer.fundingPubKey, accept.fundingPubKey)
+                : bitcoin_1.Script.p2msLock(2, accept.fundingPubKey, offer.fundingPubKey));
+        }
+        const witScripts = multisigScripts.map((multisigScript) => bitcoin_1.Script.p2wshLock(multisigScript));
+        const finalizer = new TxFinalizer_1.DualFundingTxFinalizer(this.dlcOffers[0].fundingInputs, this.dlcOffers[0].payoutSPK, this.dlcOffers[0].changeSPK, this.dlcAccepts[0].fundingInputs, this.dlcAccepts[0].payoutSPK, this.dlcAccepts[0].changeSPK, this.dlcOffers[0].feeRatePerVb, this.dlcOffers.length);
+        this.dlcOffers[0].fundingInputs.forEach((input) => {
             if (input.type !== messaging_1.MessageType.FundingInputV0)
                 throw Error('FundingInput must be V0');
         });
-        const offerFundingInputs = this.dlcOffer.fundingInputs.map((input) => input);
+        const offerFundingInputs = this.dlcOffers[0].fundingInputs.map((input) => input);
         const offerTotalFunding = offerFundingInputs.reduce((total, input) => {
             return total + input.prevTx.outputs[input.prevTxVout].value.sats;
         }, BigInt(0));
-        const acceptTotalFunding = this.dlcAccept.fundingInputs.reduce((total, input) => {
+        const acceptTotalFunding = this.dlcAccepts[0].fundingInputs.reduce((total, input) => {
             return total + input.prevTx.outputs[input.prevTxVout].value.sats;
@@ -38,3 +63,3 @@ }, BigInt(0));
             ...offerFundingInputs,
-            ...this.dlcAccept.fundingInputs,
+            ...this.dlcAccepts[0].fundingInputs,
         ];
@@ -45,20 +70,41 @@ fundingInputs.sort((a, b) => Number(a.inputSerialId) - Number(b.inputSerialId));
         });
-        const fundingValue = totalInput + finalizer.offerFutureFee + finalizer.acceptFutureFee;
+        const offerInput = this.dlcOffers.reduce((total, offer) => total + offer.offerCollateralSatoshis, BigInt(0));
+        const acceptInput = this.dlcAccepts.reduce((total, accept) => total + accept.acceptCollateralSatoshis, BigInt(0));
+        const totalInputs = this.dlcOffers.map((offer, i) => {
+            const offerInput = offer.offerCollateralSatoshis;
+            const acceptInput = this.dlcAccepts[i].acceptCollateralSatoshis;
+            return offerInput + acceptInput;
+        });
+        const fundingValues = totalInputs.map((totalInput) => {
+            const offerFutureFeePerOffer = new decimal_js_1.default(finalizer.offerFutureFee.toString())
+                .div(this.dlcOffers.length)
+                .ceil()
+                .toNumber();
+            const acceptFutureFeePerAccept = new decimal_js_1.default(finalizer.acceptFutureFee.toString())
+                .div(this.dlcAccepts.length)
+                .ceil()
+                .toNumber();
+            return (totalInput +
+                bitcoin_1.Value.fromSats(offerFutureFeePerOffer).sats +
+                bitcoin_1.Value.fromSats(acceptFutureFeePerAccept).sats);
+        });
         const offerChangeValue = offerTotalFunding - offerInput - finalizer.offerFees;
         const acceptChangeValue = acceptTotalFunding - acceptInput - finalizer.acceptFees;
         const outputs = [];
-        outputs.push({
-            value: bitcoin_1.Value.fromSats(Number(fundingValue)),
-            script: witScript,
-            serialId: this.dlcOffer.fundOutputSerialId,
+        witScripts.forEach((witScript, i) => {
+            outputs.push({
+                value: bitcoin_1.Value.fromSats(Number(fundingValues[i])),
+                script: witScript,
+                serialId: this.dlcOffers[i].fundOutputSerialId,
+            });
         });
         outputs.push({
             value: bitcoin_1.Value.fromSats(Number(offerChangeValue)),
-            script: bitcoin_1.Script.p2wpkhLock(this.dlcOffer.changeSPK.slice(2)),
-            serialId: this.dlcOffer.changeSerialId,
+            script: bitcoin_1.Script.p2wpkhLock(this.dlcOffers[0].changeSPK.slice(2)),
+            serialId: this.dlcOffers[0].changeSerialId,
         });
         outputs.push({
             value: bitcoin_1.Value.fromSats(Number(acceptChangeValue)),
-            script: bitcoin_1.Script.p2wpkhLock(this.dlcAccept.changeSPK.slice(2)),
-            serialId: this.dlcAccept.changeSerialId,
+            script: bitcoin_1.Script.p2wpkhLock(this.dlcAccepts[0].changeSPK.slice(2)),
+            serialId: this.dlcAccepts[0].changeSerialId,
         });
@@ -71,4 +117,31 @@ outputs.sort((a, b) => Number(a.serialId) - Number(b.serialId));
     }
+    ensureSameFundingInputs() {
+        // Check for offers
+        const referenceOfferInputs = this.dlcOffers[0].fundingInputs.map((input) => input.serialize().toString('hex'));
+        for (let i = 1; i < this.dlcOffers.length; i++) {
+            const currentInputs = this.dlcOffers[i].fundingInputs.map((input) => input.serialize().toString('hex'));
+            if (!this.arraysEqual(referenceOfferInputs, currentInputs)) {
+                throw new Error(`Funding inputs for offer ${i} do not match the first offer's funding inputs.`);
+            }
+        }
+        // Check for accepts
+        const referenceAcceptInputs = this.dlcAccepts[0].fundingInputs.map((input) => input.serialize().toString('hex'));
+        for (let i = 1; i < this.dlcAccepts.length; i++) {
+            const currentInputs = this.dlcAccepts[i].fundingInputs.map((input) => input.serialize().toString('hex'));
+            if (!this.arraysEqual(referenceAcceptInputs, currentInputs)) {
+                throw new Error(`Funding inputs for accept ${i} do not match the first accept's funding inputs.`);
+            }
+        }
+    }
+    arraysEqual(arr1, arr2) {
+        if (arr1.length !== arr2.length)
+            return false;
+        for (let i = 0; i < arr1.length; i++) {
+            if (arr1[i] !== arr2[i])
+                return false;
+        }
+        return true;
+    }
 }
-exports.DlcTxBuilder = DlcTxBuilder;
+exports.BatchDlcTxBuilder = BatchDlcTxBuilder;
 //# sourceMappingURL=TxBuilder.js.map

dist/dlc/TxFinalizer.js

@@ -5,2 +5,3 @@ "use strict";
 const messaging_1 = require("@node-dlc/messaging");
+const decimal_js_1 = require("decimal.js");
 const BATCH_FUND_TX_BASE_WEIGHT = 42;
@@ -27,4 +28,8 @@ const FUNDING_OUTPUT_SIZE = 43;
         const futureFeeWeight = 249 + 4 * payoutSPK.length;
-        const futureFeeVBytes = Math.ceil(futureFeeWeight / 4);
-        const futureFee = this.feeRate * BigInt(futureFeeVBytes) * BigInt(numContracts);
+        const futureFeeVBytes = new decimal_js_1.Decimal(futureFeeWeight)
+            .times(numContracts)
+            .div(4)
+            .ceil()
+            .toNumber();
+        const futureFee = this.feeRate * BigInt(futureFeeVBytes);
         // https://github.com/discreetlogcontracts/dlcspecs/blob/8ee4bbe816c9881c832b1ce320b9f14c72e3506f/Transactions.md#expected-weight-of-the-funding-transaction
@@ -37,3 +42,3 @@ const inputWeight = inputs.reduce((total, input) => {
         const weight = outputWeight + inputWeight;
-        const vbytes = Math.ceil(weight / 4);
+        const vbytes = new decimal_js_1.Decimal(weight).div(4).ceil().toNumber();
         const fundingFee = this.feeRate * BigInt(vbytes);
@@ -89,3 +94,3 @@ return { futureFee, fundingFee };
         const weight = 213 + outputWeight + inputWeight;
-        const vbytes = Math.ceil(weight / 4);
+        const vbytes = new decimal_js_1.Decimal(weight).div(4).ceil().toNumber();
         const fee = this.feeRate * BigInt(vbytes);
@@ -92,0 +97,0 @@ return fee;

lib/dlc/finance/Builder.ts

@@ -76,2 +76,7 @@ import { Value } from '@node-dlc/bitcoin';
 
+export const roundDownToNearestMultiplier = (
+  num: bigint,
+  multiplier: bigint,
+): bigint => num - (num % multiplier);
+
 export type DlcParty = 'offeror' | 'acceptor' | 'neither';
@@ -78,0 +83,0 @@

lib/dlc/finance/CsoInfo.ts

@@ -199,9 +199,7 @@ import { Value } from '@node-dlc/bitcoin';
 
-  const maxGainForContractSize = Value.fromBitcoin(
-    new Decimal(normalizedMaxGain.bitcoin)
-      .times(contractSize.bitcoin)
-      .toDecimalPlaces(
-        8 - Math.log10(Number(UNIT_MULTIPLIER[unit.toLowerCase()])),
-      )
-      .toNumber(),
+  const maxGainForContractSize = Value.fromSats(
+    roundUpToNearestMultiplier(
+      (normalizedMaxGain.sats * contractSize.sats) / BigInt(1e8),
+      BigInt(UNIT_MULTIPLIER[unit.toLowerCase()]),
+    ),
   );
@@ -208,0 +206,0 @@

lib/dlc/TxBuilder.ts

@@ -15,2 +15,3 @@ import {
 } from '@node-lightning/bitcoin';
+import Decimal from 'decimal.js';
 
@@ -26,2 +27,14 @@ import { DualFundingTxFinalizer } from './TxFinalizer';
   public buildFundingTransaction(): Tx {
+    const txBuilder = new BatchDlcTxBuilder([this.dlcOffer], [this.dlcAccept]);
+    return txBuilder.buildFundingTransaction();
+  }
+}
+
+export class BatchDlcTxBuilder {
+  constructor(
+    readonly dlcOffers: DlcOfferV0[],
+    readonly dlcAccepts: DlcAcceptWithoutSigs[],
+  ) {}
+
+  public buildFundingTransaction(): Tx {
     const tx = new TxBuilder();
@@ -31,39 +44,43 @@ tx.version = 2;
 
-    const multisigScript =
-      Buffer.compare(
-        this.dlcOffer.fundingPubKey,
-        this.dlcAccept.fundingPubKey,
-      ) === -1
-        ? Script.p2msLock(
-            2,
-            this.dlcOffer.fundingPubKey,
-            this.dlcAccept.fundingPubKey,
-          )
-        : Script.p2msLock(
-            2,
-            this.dlcAccept.fundingPubKey,
-            this.dlcOffer.fundingPubKey,
-          );
-    const witScript = Script.p2wshLock(multisigScript);
+    if (this.dlcOffers.length !== this.dlcAccepts.length)
+      throw Error('DlcOffers and DlcAccepts must be the same length');
+    if (this.dlcOffers.length === 0) throw Error('DlcOffers must not be empty');
+    if (this.dlcAccepts.length === 0)
+      throw Error('DlcAccepts must not be empty');
 
-    const offerInput = this.dlcOffer.offerCollateralSatoshis;
-    const acceptInput = this.dlcAccept.acceptCollateralSatoshis;
+    // Ensure all DLC offers and accepts have the same funding inputs
+    this.ensureSameFundingInputs();
 
-    const totalInput = offerInput + acceptInput;
+    const multisigScripts: Script[] = [];
+    for (let i = 0; i < this.dlcOffers.length; i++) {
+      const offer = this.dlcOffers[i];
+      const accept = this.dlcAccepts[i];
 
+      multisigScripts.push(
+        Buffer.compare(offer.fundingPubKey, accept.fundingPubKey) === -1
+          ? Script.p2msLock(2, offer.fundingPubKey, accept.fundingPubKey)
+          : Script.p2msLock(2, accept.fundingPubKey, offer.fundingPubKey),
+      );
+    }
+
+    const witScripts = multisigScripts.map((multisigScript) =>
+      Script.p2wshLock(multisigScript),
+    );
+
     const finalizer = new DualFundingTxFinalizer(
-      this.dlcOffer.fundingInputs,
-      this.dlcOffer.payoutSPK,
-      this.dlcOffer.changeSPK,
-      this.dlcAccept.fundingInputs,
-      this.dlcAccept.payoutSPK,
-      this.dlcAccept.changeSPK,
-      this.dlcOffer.feeRatePerVb,
+      this.dlcOffers[0].fundingInputs,
+      this.dlcOffers[0].payoutSPK,
+      this.dlcOffers[0].changeSPK,
+      this.dlcAccepts[0].fundingInputs,
+      this.dlcAccepts[0].payoutSPK,
+      this.dlcAccepts[0].changeSPK,
+      this.dlcOffers[0].feeRatePerVb,
+      this.dlcOffers.length,
     );
 
-    this.dlcOffer.fundingInputs.forEach((input) => {
+    this.dlcOffers[0].fundingInputs.forEach((input) => {
       if (input.type !== MessageType.FundingInputV0)
         throw Error('FundingInput must be V0');
     });
-    const offerFundingInputs: FundingInputV0[] = this.dlcOffer.fundingInputs.map(
+    const offerFundingInputs: FundingInputV0[] = this.dlcOffers[0].fundingInputs.map(
       (input) => input as FundingInputV0,
@@ -76,3 +93,3 @@ );
 
-    const acceptTotalFunding = this.dlcAccept.fundingInputs.reduce(
+    const acceptTotalFunding = this.dlcAccepts[0].fundingInputs.reduce(
       (total, input) => {
@@ -86,3 +103,3 @@ return total + input.prevTx.outputs[input.prevTxVout].value.sats;
       ...offerFundingInputs,
-      ...this.dlcAccept.fundingInputs,
+      ...this.dlcAccepts[0].fundingInputs,
     ];
@@ -102,4 +119,38 @@
 
-    const fundingValue =
-      totalInput + finalizer.offerFutureFee + finalizer.acceptFutureFee;
+    const offerInput = this.dlcOffers.reduce(
+      (total, offer) => total + offer.offerCollateralSatoshis,
+      BigInt(0),
+    );
+    const acceptInput = this.dlcAccepts.reduce(
+      (total, accept) => total + accept.acceptCollateralSatoshis,
+      BigInt(0),
+    );
+
+    const totalInputs = this.dlcOffers.map((offer, i) => {
+      const offerInput = offer.offerCollateralSatoshis;
+      const acceptInput = this.dlcAccepts[i].acceptCollateralSatoshis;
+      return offerInput + acceptInput;
+    });
+
+    const fundingValues = totalInputs.map((totalInput) => {
+      const offerFutureFeePerOffer = new Decimal(
+        finalizer.offerFutureFee.toString(),
+      )
+        .div(this.dlcOffers.length)
+        .ceil()
+        .toNumber();
+      const acceptFutureFeePerAccept = new Decimal(
+        finalizer.acceptFutureFee.toString(),
+      )
+        .div(this.dlcAccepts.length)
+        .ceil()
+        .toNumber();
+
+      return (
+        totalInput +
+        Value.fromSats(offerFutureFeePerOffer).sats +
+        Value.fromSats(acceptFutureFeePerAccept).sats
+      );
+    });
+
     const offerChangeValue =
@@ -111,16 +162,18 @@ offerTotalFunding - offerInput - finalizer.offerFees;
     const outputs: Output[] = [];
-    outputs.push({
-      value: Value.fromSats(Number(fundingValue)),
-      script: witScript,
-      serialId: this.dlcOffer.fundOutputSerialId,
+    witScripts.forEach((witScript, i) => {
+      outputs.push({
+        value: Value.fromSats(Number(fundingValues[i])),
+        script: witScript,
+        serialId: this.dlcOffers[i].fundOutputSerialId,
+      });
     });
     outputs.push({
       value: Value.fromSats(Number(offerChangeValue)),
-      script: Script.p2wpkhLock(this.dlcOffer.changeSPK.slice(2)),
-      serialId: this.dlcOffer.changeSerialId,
+      script: Script.p2wpkhLock(this.dlcOffers[0].changeSPK.slice(2)),
+      serialId: this.dlcOffers[0].changeSerialId,
     });
     outputs.push({
       value: Value.fromSats(Number(acceptChangeValue)),
-      script: Script.p2wpkhLock(this.dlcAccept.changeSPK.slice(2)),
-      serialId: this.dlcAccept.changeSerialId,
+      script: Script.p2wpkhLock(this.dlcAccepts[0].changeSPK.slice(2)),
+      serialId: this.dlcAccepts[0].changeSerialId,
     });
@@ -136,2 +189,42 @@
   }
+
+  private ensureSameFundingInputs(): void {
+    // Check for offers
+    const referenceOfferInputs = this.dlcOffers[0].fundingInputs.map((input) =>
+      input.serialize().toString('hex'),
+    );
+    for (let i = 1; i < this.dlcOffers.length; i++) {
+      const currentInputs = this.dlcOffers[i].fundingInputs.map((input) =>
+        input.serialize().toString('hex'),
+      );
+      if (!this.arraysEqual(referenceOfferInputs, currentInputs)) {
+        throw new Error(
+          `Funding inputs for offer ${i} do not match the first offer's funding inputs.`,
+        );
+      }
+    }
+
+    // Check for accepts
+    const referenceAcceptInputs = this.dlcAccepts[0].fundingInputs.map(
+      (input) => input.serialize().toString('hex'),
+    );
+    for (let i = 1; i < this.dlcAccepts.length; i++) {
+      const currentInputs = this.dlcAccepts[i].fundingInputs.map((input) =>
+        input.serialize().toString('hex'),
+      );
+      if (!this.arraysEqual(referenceAcceptInputs, currentInputs)) {
+        throw new Error(
+          `Funding inputs for accept ${i} do not match the first accept's funding inputs.`,
+        );
+      }
+    }
+  }
+
+  private arraysEqual(arr1: string[], arr2: string[]): boolean {
+    if (arr1.length !== arr2.length) return false;
+    for (let i = 0; i < arr1.length; i++) {
+      if (arr1[i] !== arr2[i]) return false;
+    }
+    return true;
+  }
 }
@@ -138,0 +231,0 @@

lib/dlc/TxFinalizer.ts

 import { FundingInput, FundingInputV0, MessageType } from '@node-dlc/messaging';
+import { Decimal } from 'decimal.js';
 
@@ -33,5 +34,8 @@ const BATCH_FUND_TX_BASE_WEIGHT = 42;
     const futureFeeWeight = 249 + 4 * payoutSPK.length;
-    const futureFeeVBytes = Math.ceil(futureFeeWeight / 4);
-    const futureFee =
-      this.feeRate * BigInt(futureFeeVBytes) * BigInt(numContracts);
+    const futureFeeVBytes = new Decimal(futureFeeWeight)
+      .times(numContracts)
+      .div(4)
+      .ceil()
+      .toNumber();
+    const futureFee = this.feeRate * BigInt(futureFeeVBytes);
 
@@ -46,3 +50,3 @@ // https://github.com/discreetlogcontracts/dlcspecs/blob/8ee4bbe816c9881c832b1ce320b9f14c72e3506f/Transactions.md#expected-weight-of-the-funding-transaction
     const weight = outputWeight + inputWeight;
-    const vbytes = Math.ceil(weight / 4);
+    const vbytes = new Decimal(weight).div(4).ceil().toNumber();
     const fundingFee = this.feeRate * BigInt(vbytes);
@@ -120,3 +124,3 @@
     const weight = 213 + outputWeight + inputWeight;
-    const vbytes = Math.ceil(weight / 4);
+    const vbytes = new Decimal(weight).div(4).ceil().toNumber();
     const fee = this.feeRate * BigInt(vbytes);
@@ -123,0 +127,0 @@

package.json

 {
   "name": "@node-dlc/core",
-  "version": "0.23.0",
+  "version": "0.23.1",
   "description": "DLC Core",
@@ -26,4 +26,4 @@ "scripts": {
   "dependencies": {
-    "@node-dlc/bitcoin": "^0.23.0",
-    "@node-dlc/messaging": "^0.23.0",
+    "@node-dlc/bitcoin": "^0.23.1",
+    "@node-dlc/messaging": "^0.23.1",
     "@node-lightning/core": "0.26.1",
@@ -40,3 +40,3 @@ "bignumber.js": "^9.0.1",
   },
-  "gitHead": "896e77ea5caca60c20f2d9b40c10b1cfdda4f2be"
+  "gitHead": "d456ac896161a1e25e847c62f8996a23278cd36c"
 }

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increased by4.75%

Lines of code

9019

increased by2.3%

Dependency changes

• Updated@node-dlc/bitcoin@^0.23.1

• Updated@node-dlc/messaging@^0.23.1