Refactor cfd_protocol crate

Cargo.lock

@@ -268,6 +268,7 @@ dependencies = [
  "proptest",
  "rand 0.6.5",
  "secp256k1-zkp",
+ "thiserror",
 ]
 
 [[package]]

cfd_protocol/Cargo.toml

@@ -10,6 +10,7 @@ bit-vec = "0.6"
 itertools = "0.10"
 rand = "0.6"
 secp256k1-zkp = { git = "https://github.com/ElementsProject/rust-secp256k1-zkp", features = ["bitcoin_hashes", "global-context", "serde"] }
+thiserror = "1"
 
 [dev-dependencies]
 bitcoin = { version = "0.27", features = ["rand", "bitcoinconsensus"] }

cfd_protocol/src/interval.rs

@@ -1,37 +1,34 @@
-use anyhow::{bail, Result};
 use bit_vec::BitVec;
 use std::fmt::Display;
 use std::ops::RangeInclusive;
 
 mod digit_decomposition;
 
-const BASE: usize = 2;
+/// Maximum supported BTC price in whole USD.
+const MAX_PRICE_DEC: u64 = (BASE as u64).pow(MAX_DIGITS as u32);
 
 /// Maximum number of binary digits for BTC price in whole USD.
 const MAX_DIGITS: usize = 20;
 
-const MAX_PRICE_DEC: u64 = (BASE as u64).pow(MAX_DIGITS as u32);
+const BASE: usize = 2;
 
-#[derive(Debug, Clone)]
-pub struct Interval(RangeInclusive<u64>);
+/// Binary representation of a price interval.
+#[derive(Clone, Debug)]
+pub struct Digits(BitVec);
 
-impl Interval {
-    pub fn new(start: u64, end: u64) -> Result<Self> {
+impl Digits {
+    pub fn new(start: u64, end: u64) -> Result<Vec<Self>, Error> {
         if start > MAX_PRICE_DEC || end > MAX_PRICE_DEC {
-            bail!("price over maximum")
+            return Err(Error::RangeOverMax);
         }
 
         if start > end {
-            bail!("invalid interval: start > end")
-        }
-
-        Ok(Self(start..=end))
+            return Err(Error::DecreasingRange);
         }
 
-    pub fn as_digits(&self) -> Vec<Digits> {
-        digit_decomposition::group_by_ignoring_digits(
-            *self.0.start() as usize,
-            *self.0.end() as usize,
+        let digits = digit_decomposition::group_by_ignoring_digits(
+            start as usize,
+            end as usize,
             BASE,
             MAX_DIGITS,
         )
@@ -40,20 +37,15 @@ impl Interval {
             let digits = digits.iter().map(|n| *n != 0).collect::<BitVec>();
             Digits(digits)
         })
-        .collect()
-    }
-}
+        .collect();
 
-impl From<Interval> for RangeInclusive<u64> {
-    fn from(interval: Interval) -> Self {
-        interval.0
+        Ok(digits)
     }
-}
-
-#[derive(Clone, Debug)]
-pub struct Digits(BitVec);
 
-impl Digits {
+    /// Calculate the range of prices expressed by these digits.
+    ///
+    /// With the resulting range one can assess wether a particular
+    /// price corresponds to the described interval.
     pub fn range(&self) -> RangeInclusive<u64> {
         let missing_bits = MAX_DIGITS - self.0.len();
 
@@ -68,26 +60,31 @@ impl Digits {
         start..=end
     }
 
+    /// Convert underlying bit representation into bytes.
+    ///
+    /// Useful for signing each digit.
     pub fn to_bytes(&self) -> Vec<Vec<u8>> {
         self.0
             .iter()
             .map(|bit| vec![if bit { 1u8 } else { 0u8 }])
             .collect()
     }
-}
 
-trait BitVecExt {
-    fn as_u64(&self) -> u64;
+    pub fn len(&self) -> usize {
+        self.0.len()
     }
 
-impl BitVecExt for BitVec {
-    fn as_u64(&self) -> u64 {
-        let len = self.len();
-
-        self.iter().enumerate().fold(0, |acc, (i, x)| {
-            acc + ((x as u64) * (BASE.pow((len - i - 1) as u32) as u64))
-        })
+    pub fn is_empty(&self) -> bool {
+        self.0.is_empty()
+    }
 }
+
+#[derive(thiserror::Error, Debug)]
+pub enum Error {
+    #[error("Interval would generate values over maximum price of {MAX_PRICE_DEC}.")]
+    RangeOverMax,
+    #[error("Invalid decreasing interval.")]
+    DecreasingRange,
 }
 
 impl Display for Digits {
@@ -100,11 +97,42 @@ impl Display for Digits {
     }
 }
 
+trait BitVecExt {
+    fn as_u64(&self) -> u64;
+}
+
+impl BitVecExt for BitVec {
+    fn as_u64(&self) -> u64 {
+        let len = self.len();
+
+        self.iter().enumerate().fold(0, |acc, (i, x)| {
+            acc + ((x as u64) * (BASE.pow((len - i - 1) as u32) as u64))
+        })
+    }
+}
+
 #[cfg(test)]
 mod tests {
     use super::*;
+
+    use anyhow::Result;
     use proptest::prelude::*;
 
+    #[derive(Debug, Clone)]
+    struct Interval(RangeInclusive<u64>);
+
+    impl Interval {
+        fn new(range: RangeInclusive<u64>) -> Self {
+            Self(range)
+        }
+
+        fn to_digits(&self) -> Result<Vec<Digits>> {
+            let digits = Digits::new(*self.0.start(), *self.0.end())?;
+
+            Ok(digits)
+        }
+    }
+
     impl PartialEq<Vec<Digits>> for Interval {
         fn eq(&self, other: &Vec<Digits>) -> bool {
             let sub_intervals = other.iter().flat_map(|i| i.range());
@@ -116,14 +144,14 @@ mod tests {
         fn interval()(x in 0u64..=MAX_PRICE_DEC, y in 0u64..=MAX_PRICE_DEC) -> Interval {
             let (start, end) = if x < y { (x, y) } else { (y, x) };
 
-            Interval::new(start, end).unwrap()
+            Interval::new(start..=end)
         }
     }
 
     proptest! {
         #[test]
         fn interval_equal_to_sum_of_sub_intervals_described_by_digits(interval in interval()) {
-            prop_assert!(interval == interval.as_digits())
+            prop_assert!(interval == interval.to_digits().unwrap())
         }
     }
 }

cfd_protocol/src/interval/digit_decomposition.rs

@@ -122,7 +122,7 @@ fn middle_grouping(first_digit_start: usize, first_digit_end: usize) -> Vec<Vec<
 }
 
 /// Returns the set of decomposed prefixes that cover the range [start, end].
-pub(crate) fn group_by_ignoring_digits(
+pub(super) fn group_by_ignoring_digits(
     start: usize,
     end: usize,
     base: usize,

cfd_protocol/src/lib.rs

@@ -1,7 +1,8 @@
-mod interval;
 mod oracle;
 mod protocol;
 
+pub mod interval;
+
 pub use oracle::{attest, nonce};
 pub use protocol::{
     commit_descriptor, compute_adaptor_point, create_cfd_transactions, finalize_spend_transaction,

cfd_protocol/src/protocol.rs

@@ -1,4 +1,7 @@
-use crate::interval::Interval;
+pub use transaction_ext::TransactionExt;
+pub use transactions::punish_transaction;
+
+use crate::interval;
 use crate::protocol::sighash_ext::SigHashExt;
 use crate::protocol::transactions::{
     lock_transaction, CommitTransaction, ContractExecutionTransaction as ContractExecutionTx,
@@ -20,13 +23,11 @@ use itertools::Itertools;
 use secp256k1_zkp::{self, schnorrsig, EcdsaAdaptorSignature, SecretKey, Signature, SECP256K1};
 use std::collections::HashMap;
 use std::iter::FromIterator;
+
 mod sighash_ext;
 mod transaction_ext;
 mod transactions;
 
-pub use transaction_ext::TransactionExt;
-pub use transactions::punish_transaction;
-
 /// Static script to be used to create lock tx
 const DUMMY_2OF2_MULTISIG: &str =
     "0020b5aa99ed7e0fa92483eb045ab8b7a59146d4d9f6653f21ba729b4331895a5b46";
@@ -62,7 +63,7 @@ where
 pub fn create_cfd_transactions(
     (maker, maker_punish_params): (PartyParams, PunishParams),
     (taker, taker_punish_params): (PartyParams, PunishParams),
-    oracle_pk: schnorrsig::PublicKey,
+    (oracle_pk, nonce_pks): (schnorrsig::PublicKey, &[schnorrsig::PublicKey]),
     refund_timelock: u32,
     payouts: Vec<Payout>,
     identity_sk: SecretKey,
@@ -89,7 +90,7 @@ pub fn create_cfd_transactions(
             taker.address,
             taker_punish_params,
         ),
-        oracle_pk,
+        (oracle_pk, nonce_pks),
         refund_timelock,
         payouts,
         identity_sk,
@@ -110,7 +111,7 @@ pub fn renew_cfd_transactions(
         Address,
         PunishParams,
     ),
-    oracle_pk: schnorrsig::PublicKey,
+    (oracle_pk, nonce_pks): (schnorrsig::PublicKey, &[schnorrsig::PublicKey]),
     refund_timelock: u32,
     payouts: Vec<Payout>,
     identity_sk: SecretKey,
@@ -129,7 +130,7 @@ pub fn renew_cfd_transactions(
             taker_address,
             taker_punish_params,
         ),
-        oracle_pk,
+        (oracle_pk, nonce_pks),
         refund_timelock,
         payouts,
         identity_sk,
@@ -150,7 +151,7 @@ fn build_cfds(
         Address,
         PunishParams,
     ),
-    oracle_pk: schnorrsig::PublicKey,
+    (oracle_pk, nonce_pks): (schnorrsig::PublicKey, &[schnorrsig::PublicKey]),
     refund_timelock: u32,
     payouts: Vec<Payout>,
     identity_sk: SecretKey,
@@ -210,12 +211,13 @@ fn build_cfds(
                 payout.clone(),
                 &maker_address,
                 &taker_address,
+                nonce_pks,
                 CET_TIMELOCK,
             )?;
 
             let encsig = cet.encsign(identity_sk, &oracle_pk)?;
 
-            Ok((cet.into_inner(), encsig, payout.msg_nonce_pairs))
+            Ok((cet.into_inner(), encsig, payout.digits))
         })
         .collect::<Result<Vec<_>>>()
         .context("cannot build and sign all cets")?;
@@ -327,18 +329,13 @@ pub struct PunishParams {
 pub struct CfdTransactions {
     pub lock: PartiallySignedTransaction,
     pub commit: (Transaction, EcdsaAdaptorSignature),
-    #[allow(clippy::type_complexity)] // TODO: Introduce type
-    pub cets: Vec<(
-        Transaction,
-        EcdsaAdaptorSignature,
-        Vec<(Vec<u8>, schnorrsig::PublicKey)>,
-    )>,
+    pub cets: Vec<(Transaction, EcdsaAdaptorSignature, interval::Digits)>,
     pub refund: (Transaction, Signature),
 }
 
 #[derive(Debug, Clone)]
 pub struct Payout {
-    msg_nonce_pairs: Vec<(Vec<u8>, schnorrsig::PublicKey)>,
+    digits: interval::Digits,
     maker_amount: Amount,
     taker_amount: Amount,
 }
@@ -347,25 +344,16 @@ impl Payout {
     pub fn new(
         start: u64,
         end: u64,
-        nonce_pks: Vec<schnorrsig::PublicKey>,
         maker_amount: Amount,
         taker_amount: Amount,
     ) -> Result<Vec<Self>> {
-        let interval = Interval::new(start, end).context("invalid interval")?;
-        Ok(interval
-            .as_digits()
+        let digits = interval::Digits::new(start, end).context("invalid interval")?;
+        Ok(digits
             .into_iter()
-            .map(|digits| {
-                let msg_nonce_pairs = digits
-                    .to_bytes()
-                    .into_iter()
-                    .zip(nonce_pks.clone())
-                    .collect();
-                Self {
-                    msg_nonce_pairs,
+            .map(|digits| Self {
+                digits,
                 maker_amount,
                 taker_amount,
-                }
             })
             .collect())
     }
@@ -477,9 +465,6 @@ mod tests {
 
     #[test]
     fn test_fee_subtraction_bigger_than_dust() {
-        let nonce_pk = "18845781f631c48f1c9709e23092067d06837f30aa0cd0544ac887fe91ddd166"
-            .parse()
-            .unwrap();
         let key = "032e58afe51f9ed8ad3cc7897f634d881fdbe49a81564629ded8156bebd2ffd1af"
             .parse()
             .unwrap();
@@ -491,7 +476,6 @@ mod tests {
         let payouts = Payout::new(
             0,
             10_000,
-            vec![nonce_pk; 20],
             Amount::from_sat(orig_maker_amount),
             Amount::from_sat(orig_taker_amount),
         )
@@ -516,9 +500,6 @@ mod tests {
 
     #[test]
     fn test_fee_subtraction_smaller_than_dust() {
-        let nonce_pk = "18845781f631c48f1c9709e23092067d06837f30aa0cd0544ac887fe91ddd166"
-            .parse()
-            .unwrap();
         let key = "032e58afe51f9ed8ad3cc7897f634d881fdbe49a81564629ded8156bebd2ffd1af"
             .parse()
             .unwrap();
@@ -530,7 +511,6 @@ mod tests {
         let payouts = Payout::new(
             0,
             10_000,
-            vec![nonce_pk; 20],
             Amount::from_sat(orig_maker_amount),
             Amount::from_sat(orig_taker_amount),
         )

cfd_protocol/src/protocol/transactions.rs

@@ -206,9 +206,15 @@ impl ContractExecutionTransaction {
         payout: Payout,
         maker_address: &Address,
         taker_address: &Address,
+        nonce_pks: &[schnorrsig::PublicKey],
         relative_timelock_in_blocks: u32,
     ) -> Result<Self> {
-        let msg_nonce_pairs = payout.msg_nonce_pairs.clone();
+        let msg_nonce_pairs = payout
+            .digits
+            .to_bytes()
+            .into_iter()
+            .zip(nonce_pks.iter().cloned())
+            .collect();
         let commit_input = TxIn {
             previous_output: commit_tx.outpoint(),
             sequence: relative_timelock_in_blocks,

cfd_protocol/tests/cfds.rs

@@ -9,8 +9,9 @@ use bit_vec::BitVec;
 use bitcoin::util::psbt::PartiallySignedTransaction;
 use cfd_protocol::{
     attest, commit_descriptor, compute_adaptor_point, create_cfd_transactions,
-    finalize_spend_transaction, lock_descriptor, nonce, punish_transaction, renew_cfd_transactions,
-    spending_tx_sighash, CfdTransactions, Payout, PunishParams, TransactionExt, WalletExt,
+    finalize_spend_transaction, interval, lock_descriptor, nonce, punish_transaction,
+    renew_cfd_transactions, spending_tx_sighash, CfdTransactions, Payout, PunishParams,
+    TransactionExt, WalletExt,
 };
 use rand::{thread_rng, CryptoRng, Rng, RngCore};
 use secp256k1_zkp::{schnorrsig, EcdsaAdaptorSignature, SecretKey, Signature, SECP256K1};
@@ -33,19 +34,11 @@ fn create_cfd() {
         Payout::new(
             0,
             10_000,
-            announcement.nonce_pks(),
             Amount::from_btc(1.5).unwrap(),
             Amount::from_btc(0.5).unwrap(),
         )
         .unwrap(),
-        Payout::new(
-            10,
-            20_000,
-            announcement.nonce_pks(),
-            Amount::ZERO,
-            Amount::from_btc(2.0).unwrap(),
-        )
-        .unwrap(),
+        Payout::new(10_001, 20_000, Amount::ZERO, Amount::from_btc(2.0).unwrap()).unwrap(),
     ]
     .concat();
 
@@ -55,7 +48,7 @@ fn create_cfd() {
         &mut rng,
         (&maker_wallet, maker_lock_amount),
         (&taker_wallet, taker_lock_amount),
-        oracle.public_key(),
+        (oracle.public_key(), &announcement.nonce_pks()),
         payouts,
         refund_timelock,
     );
@@ -72,12 +65,13 @@ fn create_cfd() {
     verify_cfd_sigs(
         (&maker_cfd_txs, maker.pk, maker.pub_pk),
         (&taker_cfd_txs, taker.pk, taker.pub_pk),
-        oracle.public_key(),
+        (oracle.public_key(), &announcement.nonce_pks()),
         (&lock_desc, lock_amount),
         (&commit_desc, commit_amount),
     );
 
     check_cfd_txs(
+        &mut rng,
         (
             maker_wallet,
             maker_cfd_txs,
@@ -118,22 +112,8 @@ fn renew_cfd() {
     let (_event, announcement) = announce(&mut rng);
 
     let payouts = vec![
-        Payout::new(
-            0,
-            10_000,
-            announcement.nonce_pks(),
-            Amount::from_btc(2.0).unwrap(),
-            Amount::ZERO,
-        )
-        .unwrap(),
-        Payout::new(
-            10,
-            20_000,
-            announcement.nonce_pks(),
-            Amount::ZERO,
-            Amount::from_btc(2.0).unwrap(),
-        )
-        .unwrap(),
+        Payout::new(0, 10_000, Amount::from_btc(2.0).unwrap(), Amount::ZERO).unwrap(),
+        Payout::new(10_001, 20_000, Amount::ZERO, Amount::from_btc(2.0).unwrap()).unwrap(),
     ]
     .concat();
 
@@ -143,7 +123,7 @@ fn renew_cfd() {
         &mut rng,
         (&maker_wallet, maker_lock_amount),
         (&taker_wallet, taker_lock_amount),
-        oracle.public_key(),
+        (oracle.public_key(), &announcement.nonce_pks()),
         payouts,
         refund_timelock,
     );
@@ -162,15 +142,13 @@ fn renew_cfd() {
         Payout::new(
             0,
             10_000,
-            announcement.nonce_pks(),
             Amount::from_btc(1.5).unwrap(),
             Amount::from_btc(0.5).unwrap(),
         )
         .unwrap(),
         Payout::new(
-            10,
+            10_001,
             20_000,
-            announcement.nonce_pks(),
             Amount::from_btc(0.5).unwrap(),
             Amount::from_btc(1.5).unwrap(),
         )
@@ -198,7 +176,7 @@ fn renew_cfd() {
                 publish_pk: taker_pub_pk,
             },
         ),
-        oracle.public_key(),
+        (oracle.public_key(), &announcement.nonce_pks()),
         refund_timelock,
         payouts.clone(),
         maker.sk,
@@ -225,7 +203,7 @@ fn renew_cfd() {
                 publish_pk: taker_pub_pk,
             },
         ),
-        oracle.public_key(),
+        (oracle.public_key(), &announcement.nonce_pks()),
         refund_timelock,
         payouts,
         taker.sk,
@@ -244,12 +222,13 @@ fn renew_cfd() {
     verify_cfd_sigs(
         (&maker_cfd_txs, maker.pk, maker_pub_pk),
         (&taker_cfd_txs, taker.pk, taker_pub_pk),
-        oracle.public_key(),
+        (oracle.public_key(), &announcement.nonce_pks()),
         (&lock_desc, lock_amount),
         (&commit_desc, commit_amount),
     );
 
     check_cfd_txs(
+        &mut rng,
         (
             maker_wallet,
             maker_cfd_txs,
@@ -276,74 +255,11 @@ fn renew_cfd() {
     )
 }
 
-#[test]
-fn cet_unlocked_with_oracle_sig_on_price_in_interval() {
-    let mut rng = thread_rng();
-
-    let maker_lock_amount = Amount::ONE_BTC;
-    let taker_lock_amount = Amount::ONE_BTC;
-
-    let maker_wallet = build_wallet(&mut rng, Amount::from_btc(0.4).unwrap(), 5).unwrap();
-    let taker_wallet = build_wallet(&mut rng, Amount::from_btc(0.4).unwrap(), 5).unwrap();
-
-    let oracle = Oracle::new(&mut rng);
-    let (event, announcement) = announce(&mut rng);
-
-    let interval_start = 5_000;
-    let interval_end = 10_000;
-
-    let payouts = Payout::new(
-        interval_start,
-        interval_end,
-        announcement.nonce_pks(),
-        Amount::from_btc(1.5).unwrap(),
-        Amount::from_btc(0.5).unwrap(),
-    )
-    .unwrap();
-
-    let refund_timelock = 0;
-
-    let (maker_cfd_txs, taker_cfd_txs, maker, taker, _maker_addr, _taker_addr) = create_cfd_txs(
-        &mut rng,
-        (&maker_wallet, maker_lock_amount),
-        (&taker_wallet, taker_lock_amount),
-        oracle.public_key(),
-        payouts,
-        refund_timelock,
-    );
-
-    let commit_desc = commit_descriptor(
-        (maker.pk, maker.rev_pk, maker.pub_pk),
-        (taker.pk, taker.rev_pk, taker.pub_pk),
-    );
-    let commit_amount = Amount::from_sat(maker_cfd_txs.commit.0.output[0].value);
-
-    let price = rng.gen_range(interval_start, interval_end);
-    let oracle_sigs = oracle.attest_price(price, &event.nonces.try_into().unwrap());
-
-    maker_cfd_txs
-        .cets
-        .iter()
-        .find(|(tx, _, msg_nonce_pairs)| {
-            build_and_check_cet(
-                tx.clone(),
-                msg_nonce_pairs,
-                &taker_cfd_txs.cets,
-                (&maker.sk, &maker.pk),
-                &taker.pk,
-                &oracle_sigs,
-                (&maker_cfd_txs.commit.0, &commit_desc, commit_amount),
-            )
-            .is_ok()
-        })
-        .expect("to build one valid signed CET with price signatures");
-}
-
 fn create_cfd_txs<R>(
     rng: &mut R,
     (maker_wallet, maker_lock_amount): (&bdk::Wallet<(), bdk::database::MemoryDatabase>, Amount),
     (taker_wallet, taker_lock_amount): (&bdk::Wallet<(), bdk::database::MemoryDatabase>, Amount),
-    oracle_pk: schnorrsig::PublicKey,
+    (oracle_pk, nonce_pks): (schnorrsig::PublicKey, &[schnorrsig::PublicKey]),
     payouts: Vec<Payout>,
     refund_timelock: u32,
 ) -> (
@@ -388,7 +304,7 @@ where
                 publish_pk: taker_pub_pk,
             },
         ),
-        oracle_pk,
+        (oracle_pk, nonce_pks),
         refund_timelock,
         payouts.clone(),
         maker_sk,
@@ -409,7 +325,7 @@ where
                 publish_pk: taker_pub_pk,
             },
         ),
-        oracle_pk,
+        (oracle_pk, nonce_pks),
         refund_timelock,
         payouts,
         taker_sk,
@@ -451,7 +367,7 @@ struct CfdKeys {
 fn verify_cfd_sigs(
     (maker_cfd_txs, maker_pk, maker_publish_pk): (&CfdTransactions, PublicKey, PublicKey),
     (taker_cfd_txs, taker_pk, taker_publish_pk): (&CfdTransactions, PublicKey, PublicKey),
-    oracle_pk: schnorrsig::PublicKey,
+    (oracle_pk, nonce_pks): (schnorrsig::PublicKey, &[schnorrsig::PublicKey]),
     (lock_desc, lock_amount): (&Descriptor<PublicKey>, Amount),
     (commit_desc, commit_amount): (&Descriptor<PublicKey>, Amount),
 ) {
@@ -471,7 +387,7 @@ fn verify_cfd_sigs(
         &taker_pk.key,
     )
     .expect("valid taker refund sig");
-    for (tx, _, msg_nonce_pairs) in taker_cfd_txs.cets.iter() {
+    for (tx, _, digits) in taker_cfd_txs.cets.iter() {
         maker_cfd_txs
             .cets
             .iter()
@@ -480,9 +396,9 @@ fn verify_cfd_sigs(
                     && verify_cet_encsig(
                         tx,
                         maker_encsig,
-                        msg_nonce_pairs,
+                        digits,
                         &maker_pk.key,
-                        &oracle_pk,
+                        (oracle_pk, nonce_pks),
                         commit_desc,
                         commit_amount,
                     )
@@ -501,7 +417,7 @@ fn verify_cfd_sigs(
                         taker_encsig,
                         msg_nonce_pairs,
                         &taker_pk.key,
-                        &oracle_pk,
+                        (oracle_pk, nonce_pks),
                         commit_desc,
                         commit_amount,
                     )
@@ -529,7 +445,8 @@ fn verify_cfd_sigs(
     .expect("valid taker commit encsig");
 }
 
-fn check_cfd_txs(
+fn check_cfd_txs<R>(
+    rng: &mut R,
     (
         maker_wallet,
         maker_cfd_txs,
@@ -571,7 +488,9 @@ fn check_cfd_txs(
     (oracle, event): (Oracle, Event),
     (lock_desc, lock_amount): (Descriptor<PublicKey>, Amount),
     (commit_desc, commit_amount): (Descriptor<PublicKey>, Amount),
-) {
+) where
+    R: RngCore + CryptoRng,
+{
     // Lock transaction (either party can do this):
 
     let signed_lock_tx = sign_lock_tx(maker_cfd_txs.lock, maker_wallet, taker_wallet)
@@ -615,40 +534,30 @@ fn check_cfd_txs(
 
     // CETs:
 
-    for (tx, _, msg_nonce_pairs) in maker_cfd_txs.cets.clone().into_iter() {
-        let oracle_sigs = event
-            .nonces
-            .iter()
-            .zip(&msg_nonce_pairs)
-            .map(|(nonce, (msg, _))| oracle.attest(msg, nonce))
-            .collect::<Vec<_>>();
+    for (tx, _, digits) in maker_cfd_txs.cets.clone().into_iter() {
+        let price = gen_price(rng, &digits);
+        let oracle_sigs = oracle.attest_price(price, &event.nonces);
 
         build_and_check_cet(
             tx,
-            &msg_nonce_pairs,
             &taker_cfd_txs.cets,
             (&maker_sk, &maker_pk),
             &taker_pk,
-            &oracle_sigs,
+            (price, &oracle_sigs),
             (&signed_commit_tx_maker, &commit_desc, commit_amount),
         )
         .expect("valid maker cet");
     }
-    for (tx, _, msg_nonce_pairs) in taker_cfd_txs.cets.into_iter() {
-        let oracle_sigs = event
-            .nonces
-            .iter()
-            .zip(&msg_nonce_pairs)
-            .map(|(nonce, (msg, _))| oracle.attest(msg, nonce))
-            .collect::<Vec<_>>();
+    for (tx, _, digits) in taker_cfd_txs.cets.into_iter() {
+        let price = gen_price(rng, &digits);
+        let oracle_sigs = oracle.attest_price(price, &event.nonces);
 
         build_and_check_cet(
             tx,
-            &msg_nonce_pairs,
-            maker_cfd_txs.cets.as_slice(),
+            &maker_cfd_txs.cets,
             (&taker_sk, &taker_pk),
             &maker_pk,
-            &oracle_sigs,
+            (price, &oracle_sigs),
             (&signed_commit_tx_maker, &commit_desc, commit_amount),
         )
         .expect("valid taker cet");
@@ -682,21 +591,21 @@ fn check_cfd_txs(
         .expect("valid taker punish tx");
 }
 
-#[allow(clippy::type_complexity)]
 fn build_and_check_cet(
     cet: Transaction,
-    msg_nonce_pairs: &[(Vec<u8>, schnorrsig::PublicKey)],
-    cets_other: &[(
-        Transaction,
-        EcdsaAdaptorSignature,
-        Vec<(Vec<u8>, schnorrsig::PublicKey)>,
-    )],
+    cets_other: &[(Transaction, EcdsaAdaptorSignature, interval::Digits)],
     (sk, pk): (&SecretKey, &PublicKey),
     pk_other: &PublicKey,
-    oracle_sigs: &[schnorrsig::Signature],
+    (price, oracle_sigs): (u64, &[schnorrsig::Signature]),
     (commit_tx, commit_desc, commit_amount): (&Transaction, &Descriptor<PublicKey>, Amount),
 ) -> Result<()> {
-    let n_bits = msg_nonce_pairs.len();
+    let (encsig_other, n_bits) = cets_other
+        .iter()
+        .find_map(|(_, encsig, digits)| {
+            (digits.range().contains(&price)).then(|| (encsig, digits.len()))
+        })
+        .expect("one encsig per cet, per party");
+
     let (oracle_sigs, _) = oracle_sigs.split_at(n_bits);
 
     let (_nonce_pk, signature_scalar) = schnorrsig_decompose(&oracle_sigs[0]);
@@ -707,12 +616,6 @@ fn build_and_check_cet(
         decryption_sk.add_assign(signature_scalar.as_ref())?;
     }
 
-    let encsig_other = cets_other
-        .iter()
-        .find_map(|(_tx, encsig, msg_nonce_pairs_other)| {
-            (msg_nonce_pairs == msg_nonce_pairs_other).then(|| encsig)
-        })
-        .expect("one encsig per cet, per party");
     let signed_cet = decrypt_and_sign(
         cet,
         (sk, pk),
@@ -816,13 +719,19 @@ fn verify_spend(
 fn verify_cet_encsig(
     tx: &Transaction,
     encsig: &EcdsaAdaptorSignature,
-    msg_nonce_pairs: &[(Vec<u8>, schnorrsig::PublicKey)],
+    digits: &interval::Digits,
     pk: &secp256k1_zkp::PublicKey,
-    oracle_pk: &schnorrsig::PublicKey,
+    (oracle_pk, nonce_pks): (schnorrsig::PublicKey, &[schnorrsig::PublicKey]),
     spent_descriptor: &Descriptor<PublicKey>,
     spent_amount: Amount,
 ) -> Result<()> {
-    let sig_point = compute_adaptor_point(oracle_pk, msg_nonce_pairs)
+    let msg_nonce_pairs = &digits
+        .to_bytes()
+        .into_iter()
+        .zip(nonce_pks.iter().cloned())
+        .collect::<Vec<_>>();
+
+    let sig_point = compute_adaptor_point(&oracle_pk, msg_nonce_pairs)
         .context("could not calculate signature point")?;
     encverify_spend(tx, encsig, spent_descriptor, spent_amount, &sig_point, pk)
 }
@@ -930,10 +839,6 @@ impl Oracle {
         schnorrsig::PublicKey::from_keypair(SECP256K1, &self.key_pair)
     }
 
-    fn attest(&self, msg: &[u8], nonce: &SecretKey) -> schnorrsig::Signature {
-        attest(&self.key_pair, nonce, msg)
-    }
-
     fn attest_price(
         &self,
         price: u64,
@@ -944,7 +849,7 @@ impl Oracle {
 
         bits.iter()
             .zip(nonces)
-            .map(|(msg, nonce)| self.attest(&[msg as u8], nonce))
+            .map(|(msg, nonce)| attest(&self.key_pair, nonce, &[msg as u8]))
             .collect()
     }
 }
@@ -965,7 +870,7 @@ struct Event {
     /// Nonces.
     ///
     /// Must remain secret.
-    nonces: Vec<SecretKey>,
+    nonces: [SecretKey; Oracle::MAX_DIGITS],
     nonce_pks: Vec<schnorrsig::PublicKey>,
 }
 
@@ -974,7 +879,8 @@ impl Event {
     where
         R: RngCore + CryptoRng,
     {
-        let (nonces, nonce_pks) = (0..20).map(|_| nonce(rng)).unzip();
+        let (nonces, nonce_pks) = (0..20).map(|_| nonce(rng)).unzip::<_, _, Vec<_>, _>();
+        let nonces = nonces.try_into().expect("20 nonces");
 
         Self { nonces, nonce_pks }
     }
@@ -1023,3 +929,15 @@ fn schnorrsig_decompose(signature: &schnorrsig::Signature) -> (schnorrsig::Publi
 
     (nonce_pk, s)
 }
+
+fn gen_price<R>(rng: &mut R, digits: &interval::Digits) -> u64
+where
+    R: RngCore,
+{
+    let (start, end) = digits.range().into_inner();
+    if start == end {
+        start
+    } else {
+        rng.gen_range(start, end)
+    }
+}

daemon/src/model/cfd.rs

@@ -3,7 +3,8 @@ use anyhow::Result;
 use bdk::bitcoin::secp256k1::{SecretKey, Signature};
 use bdk::bitcoin::util::psbt::PartiallySignedTransaction;
 use bdk::bitcoin::{Amount, Transaction};
-use cfd_protocol::secp256k1_zkp::{schnorrsig, EcdsaAdaptorSignature};
+use cfd_protocol::interval;
+use cfd_protocol::secp256k1_zkp::EcdsaAdaptorSignature;
 use rust_decimal::Decimal;
 use rust_decimal_macros::dec;
 use serde::{Deserialize, Serialize};
@@ -597,11 +598,6 @@ pub struct FinalizedCfd {
 
     pub lock: PartiallySignedTransaction,
     pub commit: (Transaction, EcdsaAdaptorSignature),
-    #[allow(clippy::type_complexity)]
-    pub cets: Vec<(
-        Transaction,
-        EcdsaAdaptorSignature,
-        Vec<(Vec<u8>, schnorrsig::PublicKey)>,
-    )>,
+    pub cets: Vec<(Transaction, EcdsaAdaptorSignature, interval::Digits)>,
     pub refund: (Transaction, Signature),
 }

daemon/src/setup_contract_actor.rs

@@ -2,15 +2,16 @@ use crate::model::cfd::{Cfd, FinalizedCfd};
 use crate::wire::{Msg0, Msg1, SetupMsg};
 use anyhow::{Context, Result};
 use bdk::bitcoin::secp256k1::{schnorrsig, SecretKey, Signature, SECP256K1};
-use bdk::bitcoin::{Amount, PublicKey, Transaction, Txid};
+use bdk::bitcoin::{Amount, PublicKey, Transaction};
 use bdk::descriptor::Descriptor;
 use cfd_protocol::secp256k1_zkp::EcdsaAdaptorSignature;
 use cfd_protocol::{
-    commit_descriptor, compute_adaptor_point, create_cfd_transactions, lock_descriptor,
+    commit_descriptor, compute_adaptor_point, create_cfd_transactions, interval, lock_descriptor,
     spending_tx_sighash, PartyParams, PunishParams,
 };
 use futures::Future;
 use std::collections::HashMap;
+use std::ops::RangeInclusive;
 use tokio::sync::mpsc;
 
 /// Given an initial set of parameters, sets up the CFD contract with the other party.
@@ -60,7 +61,7 @@ pub fn new(
         let own_cfd_txs = create_cfd_transactions(
             (params.maker().clone(), *params.maker_punish()),
             (params.taker().clone(), *params.taker_punish()),
-            oracle_pk,
+            (oracle_pk, &[]),
             cfd.refund_timelock_in_blocks(),
             vec![],
             sk,
@@ -103,7 +104,7 @@ pub fn new(
         .unwrap();
 
         verify_cets(
-            &oracle_pk,
+            (&oracle_pk, &[]),
             &params.other,
             &own_cets,
             &msg1.cets,
@@ -124,9 +125,9 @@ pub fn new(
         )
         .unwrap();
 
-        let mut cet_by_id = own_cets
+        let mut cet_by_digits = own_cets
             .into_iter()
-            .map(|(tx, _, msg_nonce_pairs)| (tx.txid(), (tx, msg_nonce_pairs)))
+            .map(|(tx, _, digits)| (digits.range(), (tx, digits)))
             .collect::<HashMap<_, _>>();
 
         FinalizedCfd {
@@ -138,10 +139,10 @@ pub fn new(
             cets: msg1
                 .cets
                 .into_iter()
-                .map(|(txid, sig)| {
-                    let (cet, msg) = cet_by_id.remove(&txid).expect("unknown CET");
+                .map(|(range, sig)| {
+                    let (cet, digits) = cet_by_digits.remove(&range).expect("unknown CET");
 
-                    (cet, sig, msg)
+                    (cet, sig, digits)
                 })
                 .collect::<Vec<_>>(),
             refund: (refund_tx, msg1.refund),
@@ -219,31 +220,26 @@ impl AllParams {
     }
 }
 
-#[allow(clippy::type_complexity)]
 fn verify_cets(
-    oracle_pk: &schnorrsig::PublicKey,
+    oracle_params: (&schnorrsig::PublicKey, &[schnorrsig::PublicKey]),
     other: &PartyParams,
-    own_cets: &[(
-        Transaction,
-        EcdsaAdaptorSignature,
-        Vec<(Vec<u8>, schnorrsig::PublicKey)>,
-    )],
-    cets: &[(Txid, EcdsaAdaptorSignature)],
+    own_cets: &[(Transaction, EcdsaAdaptorSignature, interval::Digits)],
+    cets: &[(RangeInclusive<u64>, EcdsaAdaptorSignature)],
     commit_desc: &Descriptor<PublicKey>,
     commit_amount: Amount,
 ) -> Result<()> {
-    for (tx, _, msg_nonce_pairs) in own_cets.iter() {
+    for (tx, _, digits) in own_cets.iter() {
         let other_encsig = cets
             .iter()
-            .find_map(|(txid, encsig)| (txid == &tx.txid()).then(|| encsig))
+            .find_map(|(range, encsig)| (range == &digits.range()).then(|| encsig))
             .expect("one encsig per cet, per party");
 
         verify_cet_encsig(
             tx,
             other_encsig,
-            msg_nonce_pairs,
+            digits,
             &other.identity_pk,
-            oracle_pk,
+            oracle_params,
             commit_desc,
             commit_amount,
         )
@@ -282,12 +278,17 @@ fn verify_signature(
 fn verify_cet_encsig(
     tx: &Transaction,
     encsig: &EcdsaAdaptorSignature,
-    msg_nonce_pairs: &[(Vec<u8>, schnorrsig::PublicKey)],
+    digits: &interval::Digits,
     pk: &PublicKey,
-    oracle_pk: &schnorrsig::PublicKey,
+    (oracle_pk, nonce_pks): (&schnorrsig::PublicKey, &[schnorrsig::PublicKey]),
     spent_descriptor: &Descriptor<PublicKey>,
     spent_amount: Amount,
 ) -> Result<()> {
+    let msg_nonce_pairs = &digits
+        .to_bytes()
+        .into_iter()
+        .zip(nonce_pks.iter().cloned())
+        .collect::<Vec<_>>();
     let sig_point = compute_adaptor_point(oracle_pk, msg_nonce_pairs)
         .context("could not calculate signature point")?;
     verify_adaptor_signature(

daemon/src/wire.rs

@@ -3,10 +3,11 @@ use crate::model::Usd;
 use crate::Order;
 use bdk::bitcoin::secp256k1::Signature;
 use bdk::bitcoin::util::psbt::PartiallySignedTransaction;
-use bdk::bitcoin::{Address, Amount, PublicKey, Txid};
+use bdk::bitcoin::{Address, Amount, PublicKey};
 use cfd_protocol::secp256k1_zkp::EcdsaAdaptorSignature;
 use cfd_protocol::{CfdTransactions, PartyParams, PunishParams};
 use serde::{Deserialize, Serialize};
+use std::ops::RangeInclusive;
 
 #[derive(Debug, Serialize, Deserialize)]
 #[serde(tag = "type", content = "payload")]
@@ -119,7 +120,7 @@ impl From<Msg0> for (PartyParams, PunishParams) {
 #[derive(Debug, Serialize, Deserialize)]
 pub struct Msg1 {
     pub commit: EcdsaAdaptorSignature,
-    pub cets: Vec<(Txid, EcdsaAdaptorSignature)>,
+    pub cets: Vec<(RangeInclusive<u64>, EcdsaAdaptorSignature)>,
     pub refund: Signature,
 }
 
@@ -130,7 +131,7 @@ impl From<CfdTransactions> for Msg1 {
             cets: txs
                 .cets
                 .into_iter()
-                .map(|(tx, sig, _)| (tx.txid(), sig))
+                .map(|(_, sig, digits)| (digits.range(), sig))
                 .collect(),
             refund: txs.refund.1,
         }