feat: add batch functionality to core (#206)

Add batch dlc funding txs util functions to core including:
- CoinSelect dualFundingCoinSelect
- Builder buildCustomStrategyOrderOffer with multi contract support
- CsoInfo getCsoInfoFromOffer decode bug fix (increment to V1 CsoInfo)

Add tests for changes

justfile

@@ -9,4 +9,3 @@ test:
 
 lint:
   yarn lint
-

package.json

@@ -15,7 +15,9 @@
     "publish:all": "lerna publish from-package",
     "prepublishOnly": "npm run build"
   },
-  "pre-commit": [ "lint" ],
+  "pre-commit": [
+    "lint"
+  ],
   "publishConfig": {
     "access": "public"
   },
@@ -27,6 +29,7 @@
   "author": "Atomic Finance <info@atomic.finance>",
   "license": "MIT",
   "devDependencies": {
+    "@babel/runtime": "^7.24.0",
     "@istanbuljs/nyc-config-typescript": "^1.0.1",
     "@types/bn.js": "^4.11.6",
     "@types/chai": "^4.2.11",

packages/bitcoin/lib/Value.ts

@@ -119,6 +119,15 @@ export class Value implements ICloneable<Value> {
     return this.bitcoin.toFixed(8);
   }
 
+  /**
+   * Converts the value to a standard JavaScript number. This is safe
+   * for values that are within the Number.MAX_SAFE_INTEGER range.
+   * @returns {number} The value as a number.
+   */
+  public toNumber(): number {
+    return Number(this._picoSats / BigInt(1e12)); // Convert picosatoshis to satoshis and then to a number
+  }
+
   /**
    * Returns true if the current value is equal to the other value
    * @param other

packages/core/__tests__/dlc/CoinSelect.spec.ts

@@ -0,0 +1,179 @@
+import { Value } from '@node-dlc/bitcoin';
+import { expect } from 'chai';
+
+import { dualFees, dualFundingCoinSelect, UTXO } from '../../lib';
+
+const getUtxos = (totalCollateral: bigint, numUtxos = 1) => {
+  const utxos: UTXO[] = [];
+
+  for (let i = 0; i < numUtxos; i++) {
+    utxos.push({
+      address: 'bcrt1qjzut0906d9sk4hml4k6sz6cssljktf4c7yl80f',
+      txid: 'c7bf12ac16aba1cf6c7769117294853453f7da3006363dfe4e8979847e32f7e1',
+      value: Math.ceil(Number(totalCollateral) / numUtxos),
+      vout: Math.floor(Math.random() * 11), // random integer between 0 and 10
+    });
+  }
+
+  return utxos;
+};
+
+describe('CoinSelect', () => {
+  describe('dualFundingCoinSelect', () => {
+    it('should select coins correctly for 5 UTXOs and feeRate 450', () => {
+      const feeRate = BigInt(450);
+      const numUtxos = 5;
+      const totalCollateral = Value.fromBitcoin(0.01);
+      const offerCollateral = Value.fromBitcoin(0.0075);
+
+      const utxos = getUtxos(totalCollateral.sats, numUtxos);
+
+      const { fee, inputs } = dualFundingCoinSelect(
+        utxos,
+        [offerCollateral.sats],
+        feeRate,
+      );
+
+      expect(fee).to.equal(BigInt(217350));
+      expect(inputs.length).to.equal(5);
+    });
+
+    it('should fail to select coins if fee is greater than sum of utxos', () => {
+      const feeRate = BigInt(450);
+      const numUtxos = 5;
+      const totalCollateral = Value.fromBitcoin(0.01);
+      const offerCollateral = Value.fromBitcoin(0.096);
+
+      const utxos = getUtxos(totalCollateral.sats, numUtxos);
+
+      const { fee, inputs } = dualFundingCoinSelect(
+        utxos,
+        [offerCollateral.sats],
+        feeRate,
+      );
+
+      expect(fee).to.equal(BigInt(94950));
+      expect(inputs.length).to.equal(0);
+    });
+
+    it('should fail to select coins if detrimental input', () => {
+      const feeRate = BigInt(450);
+      const numUtxos = 1;
+      const totalCollateral = Value.fromSats(30000);
+      const offerCollateral = Value.fromSats(20000);
+
+      const utxos = getUtxos(totalCollateral.sats, numUtxos);
+
+      const { fee, inputs } = dualFundingCoinSelect(
+        utxos,
+        [offerCollateral.sats],
+        feeRate,
+      );
+
+      expect(fee).to.equal(BigInt(94950));
+      expect(inputs.length).to.equal(0);
+    });
+
+    it('should prioritize utxo selection', () => {
+      const feeRate = BigInt(450);
+      const numUtxos = 5;
+      const totalCollateral = Value.fromBitcoin(0.01);
+      const offerCollateral = Value.fromBitcoin(0.0075);
+
+      const utxos = getUtxos(totalCollateral.sats, numUtxos);
+
+      utxos.push({
+        address: 'bcrt1qjzut0906d9sk4hml4k6sz6cssljktf4c7yl80f',
+        txid:
+          'c7bf12ac16aba1cf6c7769117294853453f7da3006363dfe4e8979847e32f7e1',
+        value: 10000,
+        vout: Math.floor(Math.random() * 11), // random integer between 0 and 10
+      });
+
+      const { fee, inputs } = dualFundingCoinSelect(
+        utxos,
+        [offerCollateral.sats],
+        feeRate,
+      );
+
+      expect(fee).to.equal(BigInt(217350));
+      expect(inputs.length).to.equal(5);
+    });
+  });
+
+  describe('Additional CoinSelect Tests', () => {
+    const feeRate = BigInt(450);
+    const totalCollateral = Value.fromBitcoin(0.01);
+    const offerCollateral = Value.fromBitcoin(0.0075);
+
+    it('should fail to select coins when all UTXOs are detrimental due to high fee rate', () => {
+      const highFeeRate = BigInt(10000); // An exaggerated fee rate to make the point
+      const utxos = getUtxos(totalCollateral.sats, 5);
+
+      const { fee, inputs } = dualFundingCoinSelect(
+        utxos,
+        [offerCollateral.sats],
+        highFeeRate,
+      );
+
+      expect(inputs.length).to.equal(0);
+      expect(fee).to.equal(BigInt(2110000));
+    });
+
+    it('should select all UTXOs when they are just enough to cover collateral and fees', () => {
+      const utxos = getUtxos(totalCollateral.sats, 5);
+
+      const { fee, inputs } = dualFundingCoinSelect(
+        utxos,
+        [offerCollateral.sats],
+        feeRate,
+      );
+
+      expect(inputs.length).to.equal(5);
+      expect(fee).to.equal(BigInt(217350));
+    });
+
+    it('should select UTXOs optimally from a mixed set', () => {
+      const mixedUtxos = [
+        ...getUtxos(Value.fromBitcoin(0.005).sats, 2), // smaller UTXOs
+        ...getUtxos(Value.fromBitcoin(0.02).sats, 3), // larger UTXOs
+      ];
+
+      const { fee, inputs } = dualFundingCoinSelect(
+        mixedUtxos,
+        [offerCollateral.sats],
+        feeRate,
+      );
+
+      // Expecting it to select fewer, larger UTXOs over many small ones
+      expect(inputs.length).to.be.lessThan(5);
+      expect(fee).to.equal(BigInt(125550));
+    });
+
+    it('should handle an empty array of UTXOs correctly', () => {
+      const { fee, inputs } = dualFundingCoinSelect(
+        [],
+        [offerCollateral.sats],
+        feeRate,
+      );
+
+      expect(inputs.length).to.equal(0);
+      expect(fee).to.equal(dualFees(feeRate, 1, 1)); // The fee for an attempt with no inputs
+    });
+
+    it('should select fewer UTXOs with a very low fee rate', () => {
+      const lowFeeRate = BigInt(1); // An extremely low fee rate
+      const utxos = getUtxos(totalCollateral.sats, 10); // More UTXOs than needed
+
+      const { fee, inputs } = dualFundingCoinSelect(
+        utxos,
+        [offerCollateral.sats],
+        lowFeeRate,
+      );
+
+      // Expecting it to select fewer UTXOs due to the low cost of adding an input
+      expect(inputs.length).to.be.lessThan(10);
+      expect(fee).to.equal(BigInt(687));
+    });
+  });
+});

packages/core/__tests__/dlc/finance/Builder.spec.ts

@@ -306,7 +306,7 @@ describe('OrderOffer Builder', () => {
       expect(payoutCurvePieces[1].endpointPayout).to.equal(contractSize.sats);
     });
 
-    it('should build a CSO OrderOffer with contractSize 0', () => {
+    it('should fail to build a CSO OrderOffer with contractSize 0', () => {
       const contractSize = Value.zero();
 
       const roundingIntervals = buildRoundingIntervalsFromIntervals(
@@ -319,19 +319,24 @@ describe('OrderOffer Builder', () => {
         ],
       );
 
-      const orderOffer = buildCustomStrategyOrderOffer(
-        oracleAnnouncement,
-        contractSize,
-        maxLoss,
-        maxGain,
-        feeRate,
-        roundingIntervals,
-        network,
-      );
-
-      expect(orderOffer.contractInfo.totalCollateral).to.equal(
-        contractSize.sats,
-      );
+      try {
+        buildCustomStrategyOrderOffer(
+          oracleAnnouncement,
+          contractSize,
+          maxLoss,
+          maxGain,
+          feeRate,
+          roundingIntervals,
+          network,
+        );
+        // If the function call does not throw, fail the test
+        expect.fail(
+          'Expected buildCustomStrategyOrderOffer to throw an error due to contractSize being 0',
+        );
+      } catch (error) {
+        // Assert that the error message is as expected
+        expect(error.message).to.equal('contractSize must be greater than 0');
+      }
     });
 
     it('should fail to build a CSO OrderOffer with an invalid oracleAnnouncement', () => {
@@ -347,7 +352,12 @@ describe('OrderOffer Builder', () => {
         ],
       );
 
-      oracleAnnouncement.announcementSig = Buffer.from('deadbeef', 'hex');
+      oracleAnnouncement.announcementSig = Buffer.from(
+        'deadbeefdeadbeefdeadbeefdeadbeefdeadbeefdeadbeefdeadbeefdeadbeefdeadbeefdeadbeefdeadbeefdeadbeefdeadbeefdeadbeefdeadbeefdeadbeef',
+        'hex',
+      );
+
+      const skipValidation = true;
 
       const orderOffer = buildCustomStrategyOrderOffer(
         oracleAnnouncement,
@@ -357,6 +367,12 @@ describe('OrderOffer Builder', () => {
         feeRate,
         roundingIntervals,
         network,
+        undefined,
+        undefined,
+        undefined,
+        undefined,
+        undefined,
+        skipValidation,
       );
 
       expect(() => orderOffer.validate()).to.throw(Error);