Calculate number of blocks for CLTV in cross-chain swaps
Here is from ETH to BTC case. ETH has block interval 12s. Bitcoin has 10 minutes.
Check if 1000 ETH blocks and 50 Bitcoin blocks are good:
$ chainswaps-simulate -in-interval 12s -in-blocks 1000 -out-blocks 50 -out-interval 10m
Incoming blockchain mines a block in 12s.
Outgoing blockchain mines a block in 10m0s.
Simulation for 1000 blocks (-5 blocks reserved for confirmation) of incoming blockchain, 50 blocks of outgoing blockchain, time reserve 1m0s...
In simulation the share of being out of time is 0.999999999947.
Too high pvalue! BAD!
No, it is not good. There is high probability that HTLC of 50 Bitcoin blocks expires AFTER the HTLC of 1000 ETH blocks.
Let's try 10k ETH blocks against 50 Bitcoin blocks: (warning: long running simulation)
$ chainswaps-simulate -in-interval 12s -in-blocks 10000 -out-blocks 50 -out-interval 10m
Incoming blockchain mines a block in 12s.
Outgoing blockchain mines a block in 10m0s.
Simulation for 10000 blocks (-5 blocks reserved for confirmation) of incoming blockchain, 50 blocks of outgoing blockchain, time reserve 1m0s...
In simulation the share of being out of time is 0.
GOOD pvalue from simulation!
Ok, let's now find max safe number of Bitcoin blocks to fit into 2000 ETH blocks:
$ chainswaps-simulate -in-interval 12s -in-blocks 2000 -out-interval 10m -calibrate
Incoming blockchain mines a block in 12s.
Outgoing blockchain mines a block in 10m0s.
Increased time reserve by 20m0s to 21m0s to calibrate.
Calibration for pvalue 1e-09...
Restored time reserve to 1m0s after calibration.
The number of blocks in outgoing blockchain: 10.
Simulation for 2000 blocks (-5 blocks reserved for confirmation) of incoming blockchain, 10 blocks of outgoing blockchain, time reserve 1m0s...
In simulation the share of being out of time is 0.
GOOD pvalue from simulation!
So maximum safe number of Bitcoin blocks is only 10 to safely fit into 2000 ETH blocks.
$ chainswaps-simulate -h
Usage of chainswaps-simulate:
-calibrate
Calibrate max out-blocks to make pvalue <= target pvalue
-calibration-leeway duration
Additional time to add to time reserve during calibration (default 20m0s)
-in-blocks int
Number of blocks to be mined in input blockchain (known exactly from incoming invoice) (default 100)
-in-blocks-reserve int
Reserve number in input blockchain to let force close tx to confirm (ok to set higher) (default 5)
-in-fixed
Input blockchain produces blocks with fixed intervals
-in-interval duration
Average delay between blocks in input blockchain (ok to set lower than it is) (default 2m30s)
-out-blocks int
Max number of blocks to be mined in output blockchain (will be set when paying the outgoing invoice) (default 42)
-out-fixed
Output blockchain produces blocks with fixed intervals
-out-interval duration
Average delay between blocks in output blockchain (ok to set higher than it is) (default 10m0s)
-p-value float
Target probability of not having enough time to collect the money from incoming channel (must be near zero) (default 1e-09)
-time-reserve duration
Leeway to have time to settle incoming invoice after learning knowing preimage from outgoing payment (ok to set higher) (default 1m0s)
-trials int
Number of trials in each blockchain simulation (higher - more precise) (default 1000000)
Use -in-fixed or -out-fixed in case you use a blockchain with fixed block intervals (e.g. Liquid).