Merge #302

302: Collaborative close payout r=da-kami a=da-kami

Distinguish between collaborative close and cet closing.
Moved the payout on the `Cfd` which decides what the payout of the `Cfd` is, where

- `None` means the payout is not decided yet (we can optimize that and potentially combine this with `profit` in another iteration)
- `Some(payout)` can be a refund, collaborative or cet payout

Refund is handled in an early exit guard based on the state.
Collaborative settlement has priority over cet payout (attestation). In case there is a collaborative settlement present we always return payout based on that.

Note: I am not totally sure if collaborative close payout should always have priority over attestation payout. We could do a more complex reasoning about the state as well, but I felt for now this is probably good enough and we can adapt based on experience. Happy for other suggestions :)

Co-authored-by: Daniel Karzel <daniel@comit.network>

daemon/src/maker_cfd.rs

@@ -304,7 +304,7 @@ impl Actor {
         let (tx, sig_maker) = dlc.close_transaction(proposal)?;
 
         cfd.handle(CfdStateChangeEvent::ProposalSigned(
-            TimestampedTransaction::new(tx.clone()),
+            TimestampedTransaction::new(tx.clone(), dlc.script_pubkey_for(cfd.role())),
         ))?;
         insert_new_cfd_state_by_order_id(cfd.order.id, cfd.state.clone(), &mut conn).await?;
 
@@ -319,6 +319,7 @@ impl Actor {
 
         cfd.handle(CfdStateChangeEvent::CloseSent(TimestampedTransaction::new(
             spend_tx,
+            dlc.script_pubkey_for(cfd.role()),
         )))?;
         insert_new_cfd_state_by_order_id(cfd.order.id, cfd.state, &mut conn).await?;
 

daemon/src/model/cfd.rs

@@ -273,7 +273,7 @@ pub enum CfdState {
     Closed {
         common: CfdStateCommon,
         // TODO: Use an enum of either Attestation or CollaborativeSettlement
-        attestation: Option<Attestation>,
+        payout: Payout,
     },
 
     // TODO: Can be extended with CetStatus
@@ -297,6 +297,12 @@ pub enum CfdState {
     },
 }
 
+#[derive(Debug, Clone, Serialize, Deserialize, PartialEq)]
+pub enum Payout {
+    CollaborativeClose(TimestampedTransaction),
+    Cet(Attestation),
+}
+
 #[derive(Debug, Clone, Serialize, Deserialize, PartialEq)]
 pub struct Attestation {
     pub id: BitMexPriceEventId,
@@ -323,10 +329,7 @@ impl Attestation {
 
         let txid = cet.tx.txid();
 
-        let our_script_pubkey = match role {
+        let our_script_pubkey = dlc.script_pubkey_for(role);
-            Role::Maker => dlc.maker_address.script_pubkey(),
-            Role::Taker => dlc.taker_address.script_pubkey(),
-        };
         let payout = cet
             .tx
             .output
@@ -723,11 +726,16 @@ impl Cfd {
                         },
                     }
                 }
-                monitor::Event::CloseFinality(_) => CfdState::Closed {
+                monitor::Event::CloseFinality(_) => {
-                    common: CfdStateCommon {
+                    let collaborative_close = self.collaborative_close().context("No collaborative close after reaching collaborative close finality")?;
-                        transition_timestamp: SystemTime::now(),
+
-                    },
+                    CfdState::Closed {
-                    attestation: None
+                        common: CfdStateCommon {
+                            transition_timestamp: SystemTime::now(),
+                        },
+                        payout: Payout::CollaborativeClose(collaborative_close)
+                    }
+
                 },
                 monitor::Event::CetTimelockExpired(_) => match self.state.clone() {
                     CfdState::OpenCommitted {
@@ -819,7 +827,7 @@ impl Cfd {
                         common: CfdStateCommon {
                             transition_timestamp: SystemTime::now(),
                         },
-                        attestation: Some(attestation),
+                        payout: Payout::Cet(attestation)
                     }
                 }
                 monitor::Event::RevokedTransactionFound(_) => {
@@ -1180,7 +1188,7 @@ impl Cfd {
             }
             | CfdState::PendingCet { attestation, .. }
             | CfdState::Closed {
-                attestation: Some(attestation),
+                payout: Payout::Cet(attestation),
                 ..
             } => Some(attestation),
 
@@ -1200,6 +1208,60 @@ impl Cfd {
             | CfdState::SetupFailed { .. } => None,
         }
     }
+
+    pub fn collaborative_close(&self) -> Option<TimestampedTransaction> {
+        match self.state.clone() {
+            CfdState::Open {
+                collaborative_close: Some(collaborative_close),
+                ..
+            }
+            | CfdState::PendingClose {
+                collaborative_close,
+                ..
+            }
+            | CfdState::Closed {
+                payout: Payout::CollaborativeClose(collaborative_close),
+                ..
+            } => Some(collaborative_close),
+
+            CfdState::OutgoingOrderRequest { .. }
+            | CfdState::IncomingOrderRequest { .. }
+            | CfdState::Accepted { .. }
+            | CfdState::Rejected { .. }
+            | CfdState::ContractSetup { .. }
+            | CfdState::PendingOpen { .. }
+            | CfdState::Open { .. }
+            | CfdState::PendingCommit { .. }
+            | CfdState::PendingCet { .. }
+            | CfdState::Closed { .. }
+            | CfdState::OpenCommitted { .. }
+            | CfdState::MustRefund { .. }
+            | CfdState::Refunded { .. }
+            | CfdState::SetupFailed { .. } => None,
+        }
+    }
+
+    /// Returns the payout of the Cfd
+    ///
+    /// In case the cfd's payout is not fixed yet (because we don't have attestation or
+    /// collaborative close transaction None is returned, which means that the payout is still
+    /// undecided
+    pub fn payout(&self) -> Option<Amount> {
+        // early exit in case of refund scenario
+        if let CfdState::MustRefund { dlc, .. } | CfdState::Refunded { dlc, .. } =
+            self.state.clone()
+        {
+            return Some(dlc.refund_amount(self.role()));
+        }
+
+        // decision between attestation and collaborative close payout
+        match (self.attestation(), self.collaborative_close()) {
+            (Some(_attestation), Some(collaborative_close)) => Some(collaborative_close.payout()),
+            (None, Some(collaborative_close)) => Some(collaborative_close.payout()),
+            (Some(attestation), None) => Some(attestation.payout()),
+            (None, None) => None,
+        }
+    }
 }
 
 #[derive(thiserror::Error, Debug, Clone)]
@@ -1664,6 +1726,13 @@ impl Dlc {
             .map(|output| Amount::from_sat(output.value))
             .unwrap_or_default()
     }
+
+    pub fn script_pubkey_for(&self, role: Role) -> Script {
+        match role {
+            Role::Maker => self.maker_address.script_pubkey(),
+            Role::Taker => self.taker_address.script_pubkey(),
+        }
+    }
 }
 
 /// Information which we need to remember in order to construct a
@@ -1691,13 +1760,37 @@ pub struct RevokedCommit {
 pub struct TimestampedTransaction {
     pub tx: Transaction,
     pub timestamp: SystemTime,
+    #[serde(with = "::bdk::bitcoin::util::amount::serde::as_sat")]
+    payout: Amount,
 }
 
 impl TimestampedTransaction {
-    pub fn new(tx: Transaction) -> Self {
+    pub fn new(tx: Transaction, own_script_pubkey: Script) -> Self {
+        // Falls back to Amount::ZERO in case we don't find an output that matches out script pubkey
+        // The assumption is, that this can happen for cases where we were liuqidated
+        let payout = match tx
+            .output
+            .iter()
+            .find(|output| output.script_pubkey == own_script_pubkey)
+            .map(|output| Amount::from_sat(output.value))
+        {
+            Some(payout) => payout,
+            None => {
+                tracing::error!(
+                    "Collaborative settlement with a zero amount, this should really not happen!"
+                );
+                Amount::ZERO
+            }
+        };
+
         Self {
             tx,
             timestamp: SystemTime::now(),
+            payout,
         }
     }
+
+    pub fn payout(&self) -> Amount {
+        self.payout
+    }
 }

daemon/src/taker_cfd.rs

@@ -370,10 +370,13 @@ impl Actor {
             .await?;
 
         cfd.handle(CfdStateChangeEvent::ProposalSigned(
-            TimestampedTransaction::new(tx),
+            TimestampedTransaction::new(tx, dlc.script_pubkey_for(cfd.role())),
         ))?;
         insert_new_cfd_state_by_order_id(cfd.order.id, cfd.state, &mut conn).await?;
 
+        self.cfd_feed_actor_inbox
+            .send(load_all_cfds(&mut conn).await?)?;
+
         self.remove_pending_proposal(&order_id)?;
 
         Ok(())

daemon/src/to_sse_event.rs

@@ -1,5 +1,5 @@
 use crate::model::cfd::{
-    CetStatus, Dlc, OrderId, Role, SettlementKind, UpdateCfdProposal, UpdateCfdProposals,
+    Dlc, OrderId, Payout, Role, SettlementKind, UpdateCfdProposal, UpdateCfdProposals,
 };
 use crate::model::{Leverage, Position, TradingPair, Usd};
 use crate::{bitmex_price_feed, model};
@@ -86,6 +86,10 @@ impl TxUrlBuilder {
         TxUrl::new(txid, self.network, TxLabel::Cet)
     }
 
+    pub fn collaborative_close(&self, txid: Txid) -> TxUrl {
+        TxUrl::new(txid, self.network, TxLabel::Collaborative)
+    }
+
     pub fn refund(&self, dlc: &Dlc) -> TxUrl {
         TxUrl::new(dlc.refund.0.txid(), self.network, TxLabel::Refund)
     }
@@ -97,6 +101,7 @@ pub enum TxLabel {
     Commit,
     Cet,
     Refund,
+    Collaborative,
 }
 
 #[derive(Debug, Clone, Serialize, Deserialize, PartialEq)]
@@ -225,6 +230,11 @@ impl ToSseEvent for CfdsWithAuxData {
                 let pending_proposal = self.pending_proposals.get(&cfd.order.id);
                 let state = to_cfd_state(&cfd.state, pending_proposal);
 
+                let details = CfdDetails {
+                    tx_url_list: to_tx_url_list(cfd.state.clone(), network),
+                    payout: cfd.payout(),
+                };
+
                 Cfd {
                     order_id: cfd.order.id,
                     initial_price: cfd.order.price,
@@ -247,7 +257,7 @@ impl ToSseEvent for CfdsWithAuxData {
                     // TODO: Depending on the state the margin might be set (i.e. in Open we save it
                     // in the DB internally) and does not have to be calculated
                     margin: cfd.margin().unwrap(),
-                    details: to_cfd_details(cfd.state.clone(), cfd.role(), network),
+                    details,
                 }
             })
             .collect::<Vec<Cfd>>();
@@ -344,80 +354,43 @@ fn to_cfd_state(
     }
 }
 
-fn to_cfd_details(state: model::cfd::CfdState, role: Role, network: Network) -> CfdDetails {
+fn to_tx_url_list(state: model::cfd::CfdState, network: Network) -> Vec<TxUrl> {
     use model::cfd::CfdState::*;
 
     let tx_ub = TxUrlBuilder::new(network);
 
-    let (txs, payout) = match state {
+    match state {
-        PendingOpen {
+        PendingOpen { dlc, .. } | Open { dlc, .. } => {
-            dlc, attestation, ..
+            vec![tx_ub.lock(&dlc)]
         }
-        | Open {
+        PendingCommit { dlc, .. } => vec![tx_ub.lock(&dlc), tx_ub.commit(&dlc)],
-            dlc, attestation, ..
+        OpenCommitted { dlc, .. } => vec![tx_ub.lock(&dlc), tx_ub.commit(&dlc)],
-        } => (
-            vec![tx_ub.lock(&dlc)],
-            attestation.map(|attestation| attestation.payout()),
-        ),
-        PendingCommit {
-            dlc, attestation, ..
-        } => (
-            vec![tx_ub.lock(&dlc), tx_ub.commit(&dlc)],
-            attestation.map(|attestation| attestation.payout()),
-        ),
-        OpenCommitted {
-            dlc,
-            cet_status: CetStatus::Unprepared | CetStatus::TimelockExpired,
-            ..
-        } => (vec![tx_ub.lock(&dlc), tx_ub.commit(&dlc)], None),
-        OpenCommitted {
-            dlc,
-            cet_status: CetStatus::OracleSigned(attestation) | CetStatus::Ready(attestation),
-            ..
-        } => (
-            vec![tx_ub.lock(&dlc), tx_ub.commit(&dlc)],
-            Some(attestation.payout()),
-        ),
         PendingCet {
             dlc, attestation, ..
-        } => (
+        } => vec![
-            vec![
+            tx_ub.lock(&dlc),
-                tx_ub.lock(&dlc),
+            tx_ub.commit(&dlc),
-                tx_ub.commit(&dlc),
+            tx_ub.cet(attestation.txid()),
-                tx_ub.cet(attestation.txid()),
+        ],
-            ],
-            Some(attestation.payout()),
-        ),
         Closed {
-            attestation: Some(attestation),
+            payout: Payout::Cet(attestation),
             ..
-        } => (
+        } => vec![tx_ub.cet(attestation.txid())],
-            vec![tx_ub.cet(attestation.txid())],
-            Some(attestation.payout()),
-        ),
         Closed {
-            attestation: None, ..
+            payout: Payout::CollaborativeClose(collaborative_close),
+            ..
         } => {
-            // TODO: Provide CfdDetails about collaborative settlement
+            vec![tx_ub.collaborative_close(collaborative_close.tx.txid())]
-            (vec![], None)
         }
-        MustRefund { dlc, .. } => (
+        MustRefund { dlc, .. } => vec![tx_ub.lock(&dlc), tx_ub.commit(&dlc), tx_ub.refund(&dlc)],
-            vec![tx_ub.lock(&dlc), tx_ub.commit(&dlc), tx_ub.refund(&dlc)],
+        Refunded { dlc, .. } => vec![tx_ub.refund(&dlc)],
-            Some(dlc.refund_amount(role)),
-        ),
-        Refunded { dlc, .. } => (vec![tx_ub.refund(&dlc)], Some(dlc.refund_amount(role))),
         OutgoingOrderRequest { .. }
         | IncomingOrderRequest { .. }
         | PendingClose { .. }
         | Accepted { .. }
         | Rejected { .. }
         | ContractSetup { .. }
-        | SetupFailed { .. } => (vec![], None),
+        | SetupFailed { .. } => vec![],
-    };
-
-    CfdDetails {
-        tx_url_list: txs,
-        payout,
     }
 }