fix: overflow bug in payout curve

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
p2pderivatives · Oct 31, 2023 · f233718 · f233718
1 parent 39882fe
commit f233718
Showing 1 changed file with 44 additions and 2 deletions.
diff --git a/dlc-manager/src/payout_curve.rs b/dlc-manager/src/payout_curve.rs
@@ -311,8 +311,8 @@ impl Evaluable for PolynomialPayoutCurvePiece {
             return if left_point.outcome_payout == right_point.outcome_payout {
                 right_point.outcome_payout as f64
             } else {
-                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);
                 (outcome - left_point.event_outcome) as f64 * slope
                     + left_point.outcome_payout as f64
             };
@@ -1248,4 +1248,46 @@ mod test {
             .to_range_payouts(87455, &rounding_intervals)
             .expect("Not to fail");
     }
+
+    #[test]
+    fn monotonic_increasing_payout_curve_is_valid() {
+        let polynomial = PolynomialPayoutCurvePiece {
+            payout_points: vec![
+                PayoutPoint {
+                    event_outcome: 0,
+                    outcome_payout: 1,
+                    extra_precision: 0,
+                },
+                PayoutPoint {
+                    event_outcome: 2,
+                    outcome_payout: 5,
+                    extra_precision: 0,
+                },
+            ],
+        };
+
+        assert_eq!(polynomial.evaluate(0), 1.0);
+        assert_eq!(polynomial.evaluate(2), 5.0);
+    }
+
+    #[test]
+    fn monotonic_decreasing_payout_curve_is_valid() {
+        let polynomial = PolynomialPayoutCurvePiece {
+            payout_points: vec![
+                PayoutPoint {
+                    event_outcome: 0,
+                    outcome_payout: 10,
+                    extra_precision: 0,
+                },
+                PayoutPoint {
+                    event_outcome: 1,
+                    outcome_payout: 8,
+                    extra_precision: 0,
+                },
+            ],
+        };
+
+        assert_eq!(polynomial.evaluate(0), 10.0);
+        assert_eq!(polynomial.evaluate(1), 8.0);
+    }
 }