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🐛 fix: switch to Value for option finance fns #197

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merged 1 commit into from
Sep 13, 2023
Merged

🐛 fix: switch to Value for option finance fns #197

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9 changes: 5 additions & 4 deletions packages/core/__tests__/dlc/finance/Builder.spec.ts
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -23,8 +23,9 @@ import {
describe('OrderOffer Builder', () => {
describe('buildCoveredCallOrderOffer', () => {
const strikePrice = 50000;
const contractSize = 100000000;
const premium = 25000;
const contractSize = Value.fromSats(100000000);
const premium = Value.fromSats(25000);
const threeXPremium = Value.fromSats(75000);
const totalCollateral = contractSize;
const oracleAnnouncementBuf = Buffer.from(
'fdd824fd02ab1efe41fa42ea1dcd103a0251929dd2b192d2daece8a4ce4d81f68a183b750d92d6f02d796965dc79adf4e7786e08f861a1ecc897afbba2dab9cff6eb0a81937eb8b005b07acf849ad2cec22107331dedbf5a607654fad4eafe39c278e27dde68fdd822fd02450011f9313f1edd903fab297d5350006b669506eb0ffda0bb58319b4df89ac24e14fd15f9791dc78d1596b06f4969bdb37d9e394dc9fedaa18d694027fa32b5ea2a5e60080c58e13727367c3a4ce1ad65dfb3c7e3ca1ea912b0299f6e383bab2875058aa96a1c74633130af6fbd008788de6ac9db76da4ecc7303383cc1a49f525316413850f7e3ac385019d560e84c5b3a3e9ae6c83f59fe4286ddfd23ea46d7ae04610a175cd28a9bf5f574e245c3dfe230dc4b0adf4daaea96780e594f6464f676505f4b74cfe3ffc33415a23de795bf939ce64c0c02033bbfc6c9ff26fb478943a1ece775f38f5db067ca4b2a9168b40792398def9164bfe5c46838472dc3c162af16c811b7a116e9417d5bccb9e5b8a5d7d26095aba993696188c3f85a02f7ab8d12ada171c352785eb63417228c7e248909fc2d673e1bb453140bf8bf429375819afb5e9556663b76ff09c2a7ba9779855ffddc6d360cb459cf8c42a2b949d0de19fe96163d336fd66a4ce2f1791110e679572a20036ffae50204ef520c01058ff4bef28218d1c0e362ee3694ad8b2ae83a51c86c4bc1630ed6202a158810096726f809fc828fafdcf053496affdf887ae8c54b6ca4323ccecf6a51121c4f0c60e790536dab41b221db1c6b35065dc19a9d31cf75901aa35eefecbb6fefd07296cda13cb34ce3b58eba20a0eb8f9614994ec7fee3cc290e30e6b1e3211ae1f3a85b6de6abdbb77d6d9ed33a1cee3bd5cd93a71f12c9c45e385d744ad0e7286660305100fdd80a11000200076274632f75736400000000001109425443205072696365',
Expand Down Expand Up @@ -71,7 +72,7 @@ describe('OrderOffer Builder', () => {
oracleAnnouncement,
contractSize,
strikePrice,
premium * 3,
threeXPremium,
premium,
12,
10000,
Expand All @@ -86,7 +87,7 @@ describe('OrderOffer Builder', () => {
oracleAnnouncement,
contractSize,
strikePrice,
premium * 3,
threeXPremium,
premium,
12,
10000,
Expand Down
44 changes: 22 additions & 22 deletions packages/core/lib/dlc/finance/Builder.ts
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -157,15 +157,15 @@ export const buildOrderOffer = (
*/
export const buildOptionOrderOffer = (
announcement: OracleAnnouncementV0,
contractSize: number,
contractSize: Value,
strikePrice: number,
premium: number,
premium: Value,
feePerByte: number | bigint,
rounding: number,
network: string,
type: 'call' | 'put',
direction: 'long' | 'short',
_totalCollateral?: number,
_totalCollateral?: Value,
): OrderOfferV0 => {
const eventDescriptor = getDigitDecompositionEventDescriptor(announcement);

Expand All @@ -182,7 +182,7 @@ export const buildOptionOrderOffer = (
if (type === 'call') {
payoutFunctionInfo = CoveredCall.buildPayoutFunction(
BigInt(strikePrice),
BigInt(contractSize),
contractSize.sats,
eventDescriptor.base,
eventDescriptor.nbDigits,
);
Expand All @@ -201,12 +201,12 @@ export const buildOptionOrderOffer = (
} else {
payoutFunctionInfo = ShortPut.buildPayoutFunction(
BigInt(strikePrice),
BigInt(contractSize),
BigInt(_totalCollateral),
contractSize.sats,
_totalCollateral.sats,
eventDescriptor.base,
eventDescriptor.nbDigits,
);
totalCollateral = BigInt(_totalCollateral);
totalCollateral = _totalCollateral.sats;
roundingIntervals.intervals = [
{
beginInterval: BigInt(0),
Expand All @@ -219,12 +219,12 @@ export const buildOptionOrderOffer = (
];
}
} else {
totalCollateral = BigInt(_totalCollateral);
totalCollateral = _totalCollateral.sats;

if (type === 'call') {
payoutFunctionInfo = LongCall.buildPayoutFunction(
BigInt(strikePrice),
BigInt(contractSize),
contractSize.sats,
totalCollateral,
eventDescriptor.base,
eventDescriptor.nbDigits,
Expand All @@ -243,7 +243,7 @@ export const buildOptionOrderOffer = (
} else {
payoutFunctionInfo = LongPut.buildPayoutFunction(
BigInt(strikePrice),
BigInt(contractSize),
contractSize.sats,
totalCollateral,
eventDescriptor.base,
eventDescriptor.nbDigits,
Expand All @@ -265,7 +265,7 @@ export const buildOptionOrderOffer = (
const payoutFunction = payoutFunctionInfo.payoutFunction;

const offerCollateral =
direction === 'short' ? totalCollateral - BigInt(premium) : BigInt(premium);
direction === 'short' ? totalCollateral - premium.sats : premium.sats;

return buildOrderOffer(
announcement,
Expand All @@ -292,9 +292,9 @@ export const buildOptionOrderOffer = (
*/
export const buildCoveredCallOrderOffer = (
announcement: OracleAnnouncementV0,
contractSize: number,
contractSize: Value,
strikePrice: number,
premium: number,
premium: Value,
feePerByte: number,
rounding: number,
network: string,
Expand Down Expand Up @@ -327,10 +327,10 @@ export const buildCoveredCallOrderOffer = (
*/
export const buildShortPutOrderOffer = (
announcement: OracleAnnouncementV0,
contractSize: number,
contractSize: Value,
strikePrice: number,
totalCollateral: number,
premium: number,
totalCollateral: Value,
premium: Value,
feePerByte: number,
rounding: number,
network: string,
Expand Down Expand Up @@ -364,10 +364,10 @@ export const buildShortPutOrderOffer = (
*/
export const buildLongCallOrderOffer = (
announcement: OracleAnnouncementV0,
contractSize: number,
contractSize: Value,
strikePrice: number,
maxGain: number,
premium: number,
maxGain: Value,
premium: Value,
feePerByte: number,
rounding: number,
network: string,
Expand Down Expand Up @@ -401,10 +401,10 @@ export const buildLongCallOrderOffer = (
*/
export const buildLongPutOrderOffer = (
announcement: OracleAnnouncementV0,
contractSize: number,
contractSize: Value,
strikePrice: number,
maxGain: number,
premium: number,
maxGain: Value,
premium: Value,
feePerByte: number,
rounding: number,
network: string,
Expand Down
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