multi: update order/batch verification for outbound liquidity auctions

cmd/pool/order.go

@@ -696,8 +696,9 @@ func parseBaseBid(ctx *cli.Context) (*poolrpc.Bid, *sidecar.Ticket, error) {
 	if ctx.IsSet("self_chan_balance") {
 		bid.SelfChanBalance = ctx.Uint64("self_chan_balance")
 		bidAmt := btcutil.Amount(bid.Details.Amt)
-		err := sidecar.CheckOfferParams(
-			bidAmt, btcutil.Amount(bid.SelfChanBalance),
+		err := order.CheckOfferParams(
+			order.AuctionType(bid.Details.AuctionType), bidAmt,
+			btcutil.Amount(bid.SelfChanBalance),
 			order.BaseSupplyUnit,
 		)
 		if err != nil {

funding/manager.go

@@ -1024,7 +1024,9 @@ func (m *Manager) OfferSidecar(ctx context.Context, capacity,
 	bid *order.Bid, auto bool) (*sidecar.Ticket, error) {
 
 	// Make sure the capacity and push amounts are sane.
-	err := sidecar.CheckOfferParams(capacity, pushAmt, order.BaseSupplyUnit)
+	err := order.CheckOfferParams(
+		bid.AuctionType, capacity, pushAmt, order.BaseSupplyUnit,
+	)
 	if err != nil {
 		return nil, err
 	}

funding/manager_test.go

@@ -805,28 +805,47 @@ func TestOfferSidecarValidation(t *testing.T) {
 		name        string
 		capacity    btcutil.Amount
 		pushAmt     btcutil.Amount
+		bid         *order.Bid
 		expectedErr string
 	}{{
 		name:        "empty capacity",
+		bid:         &order.Bid{},
 		expectedErr: "channel capacity must be positive multiple of",
 	}, {
 		name:        "invalid capacity",
 		capacity:    123,
+		bid:         &order.Bid{},
 		expectedErr: "channel capacity must be positive multiple of",
 	}, {
 		name:     "invalid push amount",
 		capacity: 100000,
 		pushAmt:  100001,
+		bid:      &order.Bid{},
+		expectedErr: "self channel balance must be smaller than " +
+			"or equal to capacity",
+	}, {
+		name:     "",
+		capacity: 100000,
+		pushAmt:  1000000,
+		bid: &order.Bid{
+			Kit: order.Kit{
+				AuctionType: order.BTCOutboundLiquidity,
+			},
+		},
 		expectedErr: "self channel balance must be smaller than " +
 			"or equal to capacity",
 	}}
 	for _, testCase := range negativeCases {
 		_, err := h.mgr.OfferSidecar(
 			context.Background(), testCase.capacity,
-			testCase.pushAmt, 2016, nil, nil, false,
+			testCase.pushAmt, 2016, nil, testCase.bid, false,
 		)
-		require.Error(t, err)
-		require.Contains(t, err.Error(), testCase.expectedErr)
+		if testCase.expectedErr != "" {
+			require.Error(t, err)
+			require.Contains(t, err.Error(), testCase.expectedErr)
+			return
+		}
+		require.NoError(t, err)
 	}
 }
 

order/batch_verifier.go

@@ -283,6 +283,13 @@ func (v *batchVerifier) validateMatchedOrder(tally *AccountTally,
 			"orders", ourOrder.Nonce())
 	}
 
+	// Auction types must match.
+	auctionType := ourOrder.Details().AuctionType
+	if auctionType != otherOrder.Order.Details().AuctionType {
+		return fmt.Errorf("order %v did not match the same auction "+
+			"type", ourOrder.Nonce())
+	}
+
 	// Make sure we weren't matched to our own order.
 	if otherOrder.NodeKey == v.ourNodePubkey {
 		return fmt.Errorf("other order is an order from our node")
@@ -305,10 +312,15 @@ func (v *batchVerifier) validateMatchedOrder(tally *AccountTally,
 			return fmt.Errorf("ask price greater than bid price")
 		}
 
+		makerAmt := otherOrder.UnitsFilled.ToSatoshis()
+		premiumAmt := makerAmt
+		if auctionType == BTCOutboundLiquidity {
+			premiumAmt += other.SelfChanBalance
+		}
+
 		// This match checks out, deduct it from the account's balance.
 		tally.CalcMakerDelta(
-			executionFee, clearingPrice,
-			otherOrder.UnitsFilled.ToSatoshis(),
+			executionFee, clearingPrice, makerAmt, premiumAmt,
 			other.LeaseDuration,
 		)
 
@@ -324,11 +336,16 @@ func (v *batchVerifier) validateMatchedOrder(tally *AccountTally,
 			return fmt.Errorf("ask price greater than bid price")
 		}
 
+		takerAmt := ours.SelfChanBalance
+		premiumAmt := otherOrder.UnitsFilled.ToSatoshis()
+		if auctionType == BTCOutboundLiquidity {
+			premiumAmt += takerAmt
+		}
+
 		// This match checks out, deduct it from the account's balance.
 		tally.CalcTakerDelta(
-			executionFee, clearingPrice,
-			otherOrder.UnitsFilled.ToSatoshis(),
-			ours.SelfChanBalance, ours.LeaseDuration,
+			executionFee, clearingPrice, takerAmt, premiumAmt,
+			ours.LeaseDuration,
 		)
 	}
 

order/batch_verifier_test.go

@@ -358,6 +358,40 @@ func TestBatchVerifier(t *testing.T) {
 				return v.Verify(b, bestHeight)
 			},
 		},
+		{
+			name:        "auction type mismatch",
+			expectedErr: "did not match the same auction type",
+			doVerify: func(v BatchVerifier, a *Ask, b1, b2 *Bid,
+				b *Batch) error {
+
+				a.Details().AuctionType = BTCInboundLiquidity
+				b1.Details().AuctionType = BTCOutboundLiquidity
+				return v.Verify(b, bestHeight)
+			},
+		},
+		{
+			// TODO(positiveblue): make a more specific test for
+			// btc outbound liquidity market.
+			name:        "premiums are based on aucton type",
+			expectedErr: "ending balance 934",
+			doVerify: func(v BatchVerifier, a *Ask, b1, b2 *Bid,
+				b *Batch) error {
+
+				a.Details().AuctionType = BTCOutboundLiquidity
+				b1.Details().AuctionType = BTCOutboundLiquidity
+				b2.Details().AuctionType = BTCOutboundLiquidity
+				b.AccountDiffs[0].EndingBalance = 395_089
+				b.BatchTX.TxOut[2].Value = 395_089
+
+				// NOTE: the ask and bids would not be valid
+				// orders for the outbound liquidity market
+				// because they bigger than one unit but we are
+				// testing that permiums are calculated
+				// properly here.
+				b.AccountDiffs[1].EndingBalance = 934
+				return v.Verify(b, bestHeight)
+			},
+		},
 	}
 
 	// Run through all the test cases, creating a new, valid batch each
@@ -430,7 +464,7 @@ func TestBatchVerifier(t *testing.T) {
 				// 2000 * (200_000 * 5000 / 1_000_000_000) = 1000 sats premium
 				LeaseDuration: leaseDuration,
 			}),
-			SelfChanBalance: 50,
+			SelfChanBalance: 100_000,
 		}
 		pkScript := scriptForAcct(t, bigAcct)
 		// If account extension is supported we create the pkScript with
@@ -456,7 +490,7 @@ func TestBatchVerifier(t *testing.T) {
 				// Channel output for channel between ask and
 				// bid2.
 				{
-					Value: 200_050,
+					Value: 300_000,
 					PkScript: scriptForChan(
 						t, walletKit,
 						ask.MultiSigKeyLocator,
@@ -469,8 +503,8 @@ func TestBatchVerifier(t *testing.T) {
 					// bid1ExecFee - bid2ExecFee - chainFees
 					// - bid2SelfChanBalance
 					// 500_000 - 1000 - 1000 -
-					// 1_110 - 1_110 - 186 - 50
-					Value:    495_544,
+					// 1_110 - 1_110 - 186 - 100_000
+					Value:    395_594,
 					PkScript: pkScript,
 				},
 			},
@@ -485,7 +519,7 @@ func TestBatchVerifier(t *testing.T) {
 				AccountKey:    acctKeyBig,
 				EndingState:   stateRecreated,
 				OutpointIndex: 2,
-				EndingBalance: 495_544,
+				EndingBalance: 395_594,
 			},
 			{
 				AccountKeyRaw: acctIDSmall,

order/interfaces.go

@@ -640,7 +640,7 @@ func (a *Ask) ReservedValue(feeSchedule terms.FeeSchedule,
 
 	return reservedValue(a, func(amt btcutil.Amount) btcutil.Amount {
 		delta, _, _ := makerDelta(
-			feeSchedule, clearingPrice, amt, a.LeaseDuration,
+			feeSchedule, clearingPrice, amt, amt, a.LeaseDuration,
 		)
 		return delta
 	}, accountVersion)
@@ -824,6 +824,10 @@ func (b *Bid) ReservedValue(feeSchedule terms.FeeSchedule,
 	clearingPrice := FixedRatePremium(b.FixedRate)
 
 	return reservedValue(b, func(amt btcutil.Amount) btcutil.Amount {
+		if b.Details().AuctionType == BTCOutboundLiquidity {
+			amt += b.SelfChanBalance
+		}
+
 		delta, _, _ := takerDelta(
 			feeSchedule, clearingPrice, amt, b.SelfChanBalance,
 			b.LeaseDuration,
@@ -832,6 +836,50 @@ func (b *Bid) ReservedValue(feeSchedule terms.FeeSchedule,
 	}, accountVersion)
 }
 
+// CheckOfferParams makes sure the offer parameters of a sidecar ticket are
+// valid and sane.
+func CheckOfferParams(auctionType AuctionType, capacity, pushAmt,
+	baseSupplyUnit btcutil.Amount) error {
+
+	if capacity == 0 || capacity%baseSupplyUnit != 0 {
+		return fmt.Errorf("channel capacity must be positive multiple "+
+			"of %d", baseSupplyUnit)
+	}
+
+	if auctionType == BTCInboundLiquidity && pushAmt > capacity {
+		return fmt.Errorf("self channel balance must be smaller than " +
+			"or equal to capacity")
+	}
+
+	return nil
+}
+
+// CheckOfferParamsForOrder makes sure that the order parameters in a
+// sidecar offer are formally valid, sane and match the order parameters.
+func CheckOfferParamsForOrder(auctionType AuctionType, offer sidecar.Offer,
+	bidAmt, bidMinUnitsMatch, baseSupplyUnit btcutil.Amount) error {
+
+	err := CheckOfferParams(
+		auctionType, offer.Capacity, offer.PushAmt, baseSupplyUnit,
+	)
+	if err != nil {
+		return err
+	}
+
+	if offer.Capacity != bidAmt {
+		return fmt.Errorf("invalid bid amount %v, must match sidecar "+
+			"ticket's capacity %v", bidAmt, offer.Capacity)
+	}
+
+	if offer.Capacity != bidMinUnitsMatch*baseSupplyUnit {
+		return fmt.Errorf("invalid min units match %v, must match "+
+			"sidecar ticket's capacity %v",
+			bidMinUnitsMatch*baseSupplyUnit, offer.Capacity)
+	}
+
+	return nil
+}
+
 // ValidateSelfChanBalance makes sure that all conditions to use the
 // SelfChanBalance field on a bid order are met.
 func (b *Bid) ValidateSelfChanBalance() error {
@@ -840,8 +888,8 @@ func (b *Bid) ValidateSelfChanBalance() error {
 			"order version")
 	}
 
-	if err := sidecar.CheckOfferParams(
-		b.Amt, b.SelfChanBalance, BaseSupplyUnit,
+	if err := CheckOfferParams(
+		b.AuctionType, b.Amt, b.SelfChanBalance, BaseSupplyUnit,
 	); err != nil {
 		return fmt.Errorf("invalid self chan balance: %v", err)
 	}

order/interfaces_test.go

@@ -9,7 +9,7 @@ import (
 	"github.com/stretchr/testify/require"
 )
 
-// TestOrderReservedValue checks orders' ReservedValue merhod returning the
+// TestOrderReservedValue checks orders' ReservedValue method returning the
 // expected worst case value.
 func TestOrderReservedValue(t *testing.T) {
 	t.Parallel()
@@ -240,7 +240,7 @@ func TestOrderReservedValue(t *testing.T) {
 					1, o.MaxBatchFeeRate, v,
 				)
 
-				// For bids the lump sum, chain fee  and the
+				// For bids the lump sum, chain fee and the
 				// execution fee must be reserved.
 				expValue += lumpSum + chainFee + exeFee
 			}

order/manager.go

@@ -465,8 +465,9 @@ func (m *manager) validateAndSignTicketForOrder(ctx context.Context,
 
 	// The signature is valid! Let's now make sure the offer and the order
 	// parameters actually match.
-	err := sidecar.CheckOfferParamsForOrder(
-		o, bid.Amt, btcutil.Amount(bid.MinUnitsMatch), BaseSupplyUnit,
+	err := CheckOfferParamsForOrder(
+		bid.AuctionType, o, bid.Amt, btcutil.Amount(bid.MinUnitsMatch),
+		BaseSupplyUnit,
 	)
 	if err != nil {
 		return err