fix: overflow bug in payout curve #162
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bonomat
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Oct 31, 2023
Fix commit: p2pderivatives/rust-dlc@f233718 PR into latest: p2pderivatives/rust-dlc#162 Signed-off-by: Philipp Hoenisch <philipp@coblox.tech>
Tibo-lg
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Nov 1, 2023
dlc-manager/src/payout_curve.rs
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| let slope = (right_point.outcome_payout - left_point.outcome_payout) as f64 | ||
| / (right_point.event_outcome - left_point.event_outcome) as f64; | ||
| let slope = (right_point.outcome_payout as f64 - left_point.outcome_payout as f64) | ||
| / (right_point.event_outcome as f64 - left_point.event_outcome as f64); |
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nit: as we expect event outcomes to be increasing only you don't really need to change this line
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Thanks for pointing this out. I've removed these changes.
holzeis
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Nov 1, 2023
It is possible that a payout curve decreases with the amount of payout as the events increase. This lead to an overflow panic in the evaluate function Signed-off-by: Philipp Hoenisch <philipp@coblox.tech>
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bonomat
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Nov 1, 2023
Fix commit: p2pderivatives/rust-dlc@f233718 PR into latest: p2pderivatives/rust-dlc#162 Signed-off-by: Philipp Hoenisch <philipp@coblox.tech>
bonomat
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Nov 2, 2023
Fix commit: p2pderivatives/rust-dlc@f233718 PR into latest: p2pderivatives/rust-dlc#162 Signed-off-by: Philipp Hoenisch <philipp@coblox.tech>
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It is possible that a payout curve decreases with the amount of payout as the events increase. This lead to an overflow panic in the evaluate function