exchange/contrib/auditor-report.tex.j2
2020-01-17 23:21:14 +01:00

1147 lines
38 KiB
Django/Jinja

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% NOTE WELL:
%
% When modifying this document, please verify that the output
% still looks good. For this, we have noted which testcases
% trigger the respective table being generated using comments
% of the form:
%
% "Table generation tested by testcase #XX in test-auditor.sh"
%
% Thus, whenever modifying such a table, please verify that the
% output still looks OK by manually inspecting the generated
% PDF from running
%
% $ test-auditor.sh XX
%
% in the src/auditor/ directory.
\documentclass{article} % {acmart}
\usepackage{url}
\usepackage[T1]{fontenc}
\usepackage[utf8]{inputenc}
\usepackage{multirow}
\usepackage{longtable}
\usepackage[breakall]{truncate}
\begin{document}
\title{Taler Auditor Report}
% You must also credit the original author.
\author{Christian Grothoff}
\maketitle
% If you update this template, complying with the license requires
% stating the license and publishing the J2 source and linking to it
% from the generated PDF. So if you change this outside of the Taler
% Git repository, you must update this link (and the link must remain
% available to the receiver of the result from the generated TeX, PDF
% or other format).
This report is based on a template licensed under the Affero General Public
License, either version 3, or (at your option) any later version.
The source code for the template is available at \url{https://git.taler.net/}.
The report was generated by the auditor started at
{\bf {{ data.auditor_start_time }} } and concluded at
{\bf {{ data.auditor_end_time }} }.
In that time, the auditor processed the following table ranges:
\begin{table}[h!]
\begin{center}
\begin{tabular}{l|r|r}
Table & Start & End \\ \hline \hline
Reserves Incoming & {{ data.start_ppr_reserve_in_serial_id }}
& {{ data.end_ppr_reserve_in_serial_id }} \\ \hline
Reserves Out (withdraw) & {{ data.start_ppr_reserve_out_serial_id }}
& {{ data.end_ppr_reserve_out_serial_id }} \\ \hline
Reserves Payback & {{ data.start_ppr_reserve_payback_serial_id }}
& {{ data.end_ppr_reserve_payback_serial_id }} \\ \hline
Reserves Close & {{ data.start_ppr_reserve_close_serial_id }}
& {{ data.end_ppr_reserve_close_serial_id }} \\ \hline
Aggregation & {{ data.start_ppa_wire_out_serial_id }}
& {{ data.end_ppa_wire_out_serial_id }} \\ \hline
Coin withdraw & {{ data.start_ppc_withdraw_serial_id }}
& {{ data.end_ppc_withdraw_serial_id }} \\ \hline
Coin deposit & {{ data.start_ppc_deposit_serial_id }}
& {{ data.end_ppc_deposit_serial_id }} \\ \hline
Coin melt & {{ data.start_ppc_melt_serial_id }}
& {{ data.end_ppc_melt_serial_id }} \\ \hline
Coin refund & {{ data.start_ppc_refund_serial_id }}
& {{ data.end_ppc_refund_serial_id }} \\ \hline
Coin payback & {{ data.start_ppc_payback_serial_id }}
& {{ data.end_ppc_payback_serial_id }} \\ \hline
Coin payback refresh & {{ data.start_ppc_payback_refresh_serial_id }}
& {{ data.end_ppc_payback_refresh_serial_id }} \\
\end{tabular}
\end{center}
\caption{Serial number ranges of the tables processed by the audit.}
\label{table:auditor_range}
\end{table}
The report was generated by the wire auditor started at
{\bf {{ wire.wire_auditor_start_time }} } and concluded at
{\bf {{ wire.wire_auditor_end_time }} }.
{% if wire.account_progress|length() == 0 %}
In that time, the auditor processed NO accounts at all.
{% else %}
In that time, the auditor processed the following table ranges:
\begin{center}
\begin{longtable}{l|c|r|r}
Account & Table & Start & End \\ \hline
\endfirsthead
Account & Table & Start & End \\ \hline
\endhead
\endfoot
\caption{Range of account data processed by the wire auditor.}
\label{table:account_range}
\endlastfoot
{% for item in wire.account_progress %}
\hline
{{ item.account }} &
Reserves Incoming & {{ item.start_reserve_in }}
& {{ item.end_reserve_in }} \\ \hline
&
Outgoing wire transfers & {{ item.start_wire_out }}
& {{ item.end_wire_out }} \\
{% endfor %}
\end{longtable}
{% endif %}
\end{center}
\section{Operations}
The balance of the escrow account should
be {\bf {{ data.total_escrow_balance }}}.
\noindent
The active operational risk stands at
{\bf {{ data.total_active_risk }}}.
\noindent
Loss (actualized risk from paybacks) is
{\bf {{ data.total_payback_loss }}}.
\noindent
Paybacks of non-revoked coins are at
{\bf {{ data.total_irregular_paybacks }}}.
\section{Income}
This section analyzes the income of the exchange operator from fees.
\begin{table}[h!]
\begin{center}
\caption{Fee revenue summary}
\label{table:revenue}
\begin{tabular}{l|r}
Category & Amount \\ \hline \hline
Withdraw fees & {{ data.total_withdraw_fee_income }} \\
Deposit fees & {{ data.total_deposit_fee_income }} \\
Melt fees & {{ data.total_melt_fee_income }} \\
Refund fees & {{ data.total_refund_fee_income }} \\
Aggregation fees & {{ data.total_aggregation_fee_income }} \\ \hline \hline
{\bf Total} & {{ data.income_fee_total }} \\
\end{tabular}
\end{center}
\end{table}
\section{Lag}
This section analyzes lag, which can be due to some component being behind in
executing transactions. This is usually either the exchange's aggregator, the
bank's wire transfer logic, or the synchronization of databases between
exchange and auditor. Significant lag may be indicative of fraud, while
moderate lag is indicative that the systems may be too slow to handle the
load. Small amounts of lag can occur in normal operation.
\subsection{Deposit lag}
The total amount the exchange currently lags behind in deposits is
{\bf {{ wire.total_amount_lag }}}.
Note that some lag is perfectly normal, as tiny amounts that are too small to be wired
are deferred beyond the due date, hoping that additional transfers will push them above
the tiny threshold. Below, we report {\em non-tiny} wire transfers that are lagging behind.
% Table generation tested by testcase #1 in test-auditor.sh
{% if wire.lag_details|length() == 0 %}
{\bf No non-tiny wire transfers that are lagging behind detected.}
{% else %}
\begin{longtable}{l|r|r|c}
{\bf Deadline} & {\bf Amount} & {\bf Row} & {\bf Claimed done} \\
\multicolumn{4}{l}{\bf Coin} \\
\multicolumn{4}{l}{\bf Target account} \\ \hline \hline
\endfirsthead
{\bf Deadline} & {\bf Amount} & {\bf Row} & {\bf Claimed done} \\
\multicolumn{4}{l}{\bf Coin} \\
\multicolumn{4}{l}{\bf Target account} \\ \hline \hline
\endhead
\hline \hline
{\bf Deadline} & {\bf Amount} & {\bf Row} & {\bf Claimed done} \\
\multicolumn{4}{l}{\bf Coin} \\
\multicolumn{4}{l}{\bf Target account} \\
\endfoot
\hline \hline
{\bf Deadline} & {\bf Amount} & {\bf Row} & {\bf Claimed done} \\
\multicolumn{4}{l}{\bf Coin} \\
\multicolumn{4}{l}{\bf Target account} \\
\caption{Lagging non-tiny transactions.}
\label{table:lag}
\endlastfoot
{% for item in wire.lag_details %}
{{ item.deadline }} &
{{ item.amount }} &
{{ item.row }} &
{{ item.claimed_done }} \\
\nopagebreak
\multicolumn{4}{l}{ {\tt \small {{ item.coin_pub }} } } \\
\nopagebreak
\multicolumn{4}{l}{ {\tt {{ item.account.url }} } } \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\subsection{Reserve closure lag}
The total amount the exchange currently lags behind in reserve closures is
{\bf {{ wire.total_closure_amount_lag }}}.
Note that some minimal lag may be normal as transactions may be in-flight.
% Table generation tested by testcase #22 in test-auditor.sh
{% if wire.reserve_lag_details|length() == 0 %}
{\bf No closure transfers that are lagging behind detected.}
{% else %}
\begin{longtable}{l|r|r}
{\bf Deadline} & {\bf Amount} & {\bf Row} \\
\multicolumn{3}{l}{\bf WTID} \\
\multicolumn{3}{l}{\bf Target account} \\ \hline \hline
\endfirsthead
{\bf Deadline} & {\bf Amount} & {\bf Row} \\
\multicolumn{3}{l}{\bf WTID} \\
\multicolumn{3}{l}{\bf Target account} \\ \hline \hline
\endhead
\hline \hline
{\bf Deadline} & {\bf Amount} & {\bf Row} \\
\multicolumn{3}{l}{\bf WTID} \\
\multicolumn{3}{l}{\bf Target account} \\
\endfoot
\hline \hline
{\bf Deadline} & {\bf Amount} & {\bf Row} \\
\multicolumn{3}{l}{\bf WTID} \\
\multicolumn{3}{l}{\bf Target account} \\
\caption{Lagging reserve closure transactions.}
\label{table:lag}
\endlastfoot
{% for item in wire.reserve_lag_details %}
{{ item.deadline }} &
{{ item.amount }} &
{{ item.row }} \\
\nopagebreak
\multicolumn{3}{l}{ {\tt \small {{ item.wtid }} } } \\
\nopagebreak
\multicolumn{3}{l}{ {\tt {{ item.account }} } } \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\subsection{Deposit confirmation lag}
This section analyzes the lag, which is by how much the exchange's
database reporting is behind in providing us with information about
deposit confirmations. Merchants probabilisitcally report deposit
confirmations to the auditor directly, so if the exchange is slow at
synchronizing its database with the auditor, some deposit
confirmations may be known at the auditor only directly. However, any
delta not accounted for by database synchronization delays is an
indicator of a malicious exchange (or online singing key compromise)
and should be answered by revoking the exchange's online siging keys.
% FIXME: reference PhD thesis?
The total amount the exchange currently lags behind is
{\bf {{ data.missing_deposit_confirmation_total }} } from a total number of
{\bf {{ data.missing_deposit_confirmation_count }} } deposit confirmations.
Note that some lag is perfectly normal.
Below, we report {\em all} deposit confirmations that are lagging behind.
% Table generation tested by testcase #25 in test-auditor.sh
{% if data.deposit_confirmation_inconsistencies|length() == 0 %}
{\bf No deposit confirmations that are lagging behind detected.}
{% else %}
\begin{longtable}{r|r|r}
{\bf Timestamp} & {\bf Amount} & {\bf Row} \\
\multicolumn{3}{l}{\bf Target account} \\ \hline \hline
\endfirsthead
{\bf Timestamp} & {\bf Amount} & {\bf Row} \\
\multicolumn{3}{l}{\bf Target account} \\ \hline \hline
\endhead
\hline \hline
{\bf Timestamp} & {\bf Amount} & {\bf Row} \\
\multicolumn{3}{l}{\bf Target account} \\
\endfoot
\hline \hline
{\bf Timestamp} & {\bf Amount} & {\bf Row} \\
\multicolumn{3}{l}{\bf Target account} \\
\caption{Missing deposit confirmations.}
\label{table:missing_dc}
\endlastfoot
{% for item in data.deposit_confirmation_inconsistencies %}
{{ item.timestamp }} &
{{ item.amount }} &
{{ item.rowid }} \\
\nopagebreak
\multicolumn{3}{l}{ {\tt \truncate{0.95\textwidth}{ {{ item.account }} } } } \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\section{Major irregularities}
This section describes the possible major irregularities that the
auditor has checked, and lists all of the actual irregularities
encountered in detail.
\subsection{Emergencies}
Emergencies are errors where more coins were deposited than the
exchange remembers issuing. This usually means that the private keys
of the exchange were compromised (stolen or factored) and subsequently
used to sign coins off the books. If this happens, all coins of the
respective denomination that the exchange has redeemed so far may have
been created by the attacker, and the exchange would have to refund
all of the outstanding coins from ordinary users. Thus, the {\bf risk
exposure} is the amount of coins in circulation for a particular
denomination and the maximum loss for the exchange from this type of
compromise.
{% if (data.emergencies|length() != 0) %}
The total risk from emergencies detected by amount is
{\bf {{ data.emergencies_risk_by_amount }} }.
The total loss from emergencies detected by amount is
{\bf {{ data.emergencies_loss }} }.
{% endif %}
{% if (data.emergencies_by_count|length() != 0) %}
The total risk from emergencies detected by counting coins is
{\bf {{ data.emergencies_risk_by_count }} }
The total loss from emergencies detected by counting coins could be up to
{\bf {{ data.emergencies_loss_by_count }} }.
{% endif %}
\subsubsection{Emergencies by counting coins}
% Table generation tested by testcase #18 in test-auditor.sh
{% if data.emergencies_by_count|length() == 0 %}
{\bf No emergencies detected by counting coins.}
{% else %}
\begin{longtable}{r|c|r|r}
\multicolumn{4}{c}{ {\bf Public key hash} } \\
{\bf Denomination} & {\bf Lifetime} & {\bf \# Issued} & {\bf \# Deposited} \\ \hline \hline
\endfirsthead
\multicolumn{4}{|c|}{ {\bf Public key hash} } \\
{\bf Denomination} & {\bf Lifetime} & {\bf \# Issued} & {\bf \# Deposited} \\ \hline \hline
\endhead
\hline \hline
\multicolumn{4}{|c|}{ {\bf Public key hash} } \\
{\bf Denomination} & {\bf Lifetime} & {\bf \# Issued} & {\bf \# Deposited} \\ \hline \hline
\endfoot
\caption{Emergencies by counting coins.}
\label{table:emergencies_coin_counting}
\endlastfoot
{% for item in data.emergencies_by_count %}
\multicolumn{4}{l}{ {\tt \truncate{0.95\textwidth}{ {{ item.denompub_hash }} } } } \\
\nopagebreak
{{ item.value }} &
{\tiny \begin{tabular}{c}
{{ item.start }} \\ \hline
{{ item.deposit_end }}
\end{tabular} } &
{{ item.num_issued }} &
{{ item.num_known }} \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\subsubsection{Emergencies by value deposited}
% Table generation tested by testcase #18 in test-auditor.sh
{% if data.emergencies|length() == 0 %}
{\bf No emergencies by value detected.}
{% else %}
\begin{longtable}{r|c|r|r}
\multicolumn{4}{c}{ {\bf Public key hash} } \\
{\bf Denomination} & {\bf Lifetime} & {\bf Risk exposure} & {\bf Loss} \\ \hline \hline
\endfirsthead
\multicolumn{4}{|c|}{ {\bf Public key hash} } \\
{\bf Denomination} & {\bf Lifetime} & {\bf Risk exposure} & {\bf Loss} \\ \hline \hline
\endhead
\hline \hline
\multicolumn{4}{|c|}{ {\bf Public key hash} } \\
{\bf Denomination} & {\bf Lifetime} & {\bf Risk exposure} & {\bf Loss} \\
\endfoot
\caption{Emergencies by value deposited.}
\label{table:emergencies}
\endlastfoot
{% for item in data.emergencies %}
\multicolumn{4}{l}{ {\tt \truncate{0.95\textwidth}{ {{ item.denompub_hash }} } } } \\
\nopagebreak
{{ item.value }} &
{\tiny \begin{tabular}{c}
{{ item.start }} \\ \hline
{{ item.deposit_end }}
\end{tabular} } &
{{ item.denom_risk }} &
{{ item.denom_loss }} \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\subsection{Arithmetic problems}
This section lists cases where the arithmetic of the exchange
involving amounts disagrees with the arithmetic of the auditor.
Disagreements imply that either the exchange made a loss (sending out
too much money), or screwed a customer (and thus at least needs to fix
the financial damage done to the customer).
Note that the deltas only sum up the issues where $P \not= 0$ as only
then we can tell if the problem lead to a profit or loss.
% Table generation tested by testcase #18 in test-auditor.sh
{% if data.amount_arithmetic_inconsistencies|length() == 0 %}
{\bf No arithmetic problems detected.}
{% else %}
\begin{longtable}{p{3.5cm}|r|r|r|c}
{\bf Operation} & {\bf Row} & {\bf Exchange} & {\bf Auditor} & {\bf P} \\
\hline \hline
\endfirsthead
{\bf Operation} & {\bf Row} & {\bf Exchange} & {\bf Auditor} & {\bf P} \\ \hline \hline
\endhead
\hline \hline
{\bf Operation} & {\bf Row} & {\bf Exchange} & {\bf Auditor} & {\bf P} \\
\endfoot
\hline \hline
\multicolumn{2}{l|}{ {\bf $\sum$ Deltas (Auditor-Exchange)} } &
+ {{ data.total_arithmetic_delta_plus }} &
- {{ data.total_arithmetic_delta_minus }} & \\
\caption{Arithmetic inconsistencies.}
\label{table:amount:arithmetic:inconsistencies}
\endlastfoot
{% for item in data.amount_arithmetic_inconsistencies %}
\truncate{3.3cm}{ {\tiny {{ item.operation }} } } &
{{ item.rowid }} &
{{ item.exchange }} &
{{ item.auditor }} &
{{ item.profitable }} \\ \hline
{% endfor %}
\end{longtable}
The {\bf P} colum is set to "1" if the arithmetic problem was be determined to be
profitable for the exchange, "-1" if the problem resulted in a net loss for
the exchange, and "0" if this is unclear or at least the gain/loss is not
easily determined from the amounts and thus not included in the totals.
{% endif %}
\subsection{Reserve withdrawals exceeding balance}
This section highlights cases where more coins were withdrawn from a
reserve than the reserve contained funding for. This is a serious
compromise resulting in proportional financial losses to the exchange.
% Table generation tested by testcase #2 in test-auditor.sh
{% if data.reserve_balance_insufficient_inconsistencies|length() == 0 %}
{\bf All withdrawals were covered by sufficient reserve funding.}
{% else %}
\begin{longtable}{p{8.5cm}|r}
{\bf Reserve} & {\bf Loss} \\ \hline \hline
\endfirsthead
{\bf Reserve} & {\bf Loss} \\ \hline \hline
\endhead
\hline \hline
{\bf Reserve} & {\bf Loss}
\endfoot
\hline
{\bf Total loss} &
{{ data.total_loss_balance_insufficient }} \\
\caption{Reserves with withdrawals higher than reserve funding.}
\label{table:reserve:balance_insufficient}
\endlastfoot
{% for item in data.reserve_balance_insufficient_inconsistencies %}
{\tt \small {{ item.reserve_pub }} }
&
{{ item.loss }} \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\subsection{Claimed outgoing wire transfer inconsistencies}
This section is about the exchange's database containing a
justification to make an outgoing wire transfer for an aggregated
amount for various deposits. It is reported as an inconsistency if the
amount claimed for the wire transfer does not match up the deposits
aggregated. This is about a {\em claimed} outgoing wire transfer as
violations do not imply that the wire transfer was actually made (as
that is a separate check). Note that not making the wire transfer
would be reported separately in Section~\ref{sec:wire_check_out}.
% Table generation tested by testcase #24 in test-auditor.sh
{% if data.wire_out_inconsistencies|length() == 0 %}
{\bf All aggregations matched up.}
{% else %}
\begin{longtable}{r|r|r}
\multicolumn{3}{c}{ {\bf Destination account} } \\
{\bf Row} & {\bf Expected} & {\bf Claimed} \\ \hline \hline
\endfirsthead
\multicolumn{3}{c}{ {\bf Destination account} } \\
{\bf Row} & {\bf Expected} & {\bf Claimed} \\ \hline \hline
\endhead
\hline \hline
\multicolumn{3}{c}{ {\bf Destination account} } \\
{\bf Row} & {\bf Expected} & {\bf Claimed} \\
\endfoot
\hline
{\bf Total deltas} &
{{ data.total_wire_out_delta_plus}} &
- {{ data.total_wire_out_delta_minus}} \\
\caption{Claimed wire out aggregate totals not matching up.}
\label{table:reserve:wire_out_balance_inconsistencies}
\endlastfoot
{% for item in data.wire_out_inconsistencies %}
\multicolumn{3}{l}{ {\tt \truncate{0.95\textwidth}{ {{ item.destination_account.url }} } } } \\
\nopagebreak
{{ item.rowid }} &
{{ item.expected }} &
{{ item.claimed }} \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\subsection{Coin history inconsistencies}
This section lists cases where the exchange made arithmetic errors found when
looking at the transaction history of a coin. The totals sum up the differences
in amounts that matter for profit/loss calculations of the exchange. When an
exchange merely shifted money from customers to merchants (or vice versa) without
any effects on its own balance, those entries are excluded from the total.
% Table generation tested by testcase #XX in test-auditor.sh
{% if data.coin_inconsistencies|length() == 0 %}
{\bf All coin histories were unproblematic.}
{% else %}
\begin{longtable}{p{1.8cm}|p{3cm}|r|r}
{\bf Operation} & {\bf Coin public key} & {\bf Exchange } & {\bf Auditor} \\
\hline \hline
\endfirsthead
{\bf Operation} & {\bf Coin public key} & {\bf Exchange} & {\bf Auditor} \\ \hline \hline
\endhead
\hline \hline
{\bf Operation} & {\bf Coin public key} & {\bf Exchange} & {\bf Auditor} \\
\endfoot
\hline
\multicolumn{2}{l|}{ $\sum$ {\bf Delta (Auditor-Exchange)} } &
{{ data.total_coin_delta_plus }} &
- {{ data.total_coin_delta_minus }} \\
\caption{Arithmetic inconsistencies of amount calculations involving a coin.}
\label{table:amount:arithmetic:coin:inconsistencies}
\endlastfoot
{% for item in data.coin_inconsistencies %}
{{ item.operation }} &
\multicolumn{5}{l}{ {\tt \small {{ item.coin_pub }} } } \\
\nopagebreak & &
{{ item.exchange }} &
{{ item.auditor }} \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\subsection{Operations with bad signatures}
This section lists operations that the exchange performed, but for
which the signatures provided are invalid. Hence the operations were
invalid and the amount involved should be considered lost.
The key given is always the key for which the signature verification
step failed. This is the reserve public key for ``withdraw''
operations, the coin public key for ``deposit'' and ``melt''
operations, the merchant's public key for ``melt'' operations,
the (hash of the) denomination public key for
``payback-verify'' and ``deposit-verify'' operations, and the master
public key for ``payback-master'' operations.
% Table generation tested by testcase #4/#5/#6/#7/#13 in test-auditor.sh
{% if data.bad_sig_losses|length() == 0 %}
{\bf All signatures were valid.}
{% else %}
\begin{longtable}{l|r|r}
\multicolumn{3}{l}{ {\bf Public key} }\\
{\bf Operation type} & Database row & {\bf Loss amount} \\
\hline \hline
\endfirsthead
\multicolumn{3}{l}{ {\bf Public key} }\\
{\bf Operation type} & Database row & {\bf Loss amount} \\ \hline \hline
\endhead
\hline \hline
\multicolumn{3}{l}{ {\bf Public key} }\\
{\bf Operation type} & Database row & {\bf Loss amount} \\
\endfoot
\hline
\multicolumn{2}{l}{ {\bf Total losses} } &
{\bf {{ data.total_bad_sig_loss}} } \\
\caption{Losses from operations performed on coins without proper signatures.}
\label{table:bad_signature_losses}
\endlastfoot
{% for item in data.bad_sig_losses %}
\multicolumn{3}{l}{ {\tt \small \truncate{0.9\textwidth}{ {{ item.key_pub }} } } } \\
\nopagebreak
{{ item.operation }} &
{{ item.row }} &
{{ item.loss }} \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\subsection{Actual incoming wire transfers} \label{sec:wire_in}
This section highlights cases where the exchange's record about
incoming wire transfers does not match with that of the bank.
% Table generation tested by testcase #3 and #8 in test-auditor.sh
{% if wire.reserve_in_amount_inconsistencies|length() == 0 %}
{\bf All incoming wire transfer amounts and subjects matched up.}
{% else %}
\begin{longtable}{p{5.5cm}|r|r}
\multicolumn{2}{l}{ {\bf Reserve Public Key} ({\bf Row}) } \\
\multicolumn{3}{l}{ {\bf Diagnostic} } \\
{\bf When} & {\bf Wired} & {\bf Expected} \\
\hline \hline
\endfirsthead
\multicolumn{2}{l}{ {\bf Reserve Public Key} ({\bf Row}) } \\
\multicolumn{3}{l}{ {\bf Diagnostic} } \\
{\bf When} & {\bf Wired} & {\bf Expected} \\
\hline \hline
\endhead
\hline \hline
\multicolumn{2}{l}{ {\bf Reserve Public Key} ({\bf Row}) } \\
\multicolumn{3}{l}{ {\bf Diagnostic} } \\
{\bf When} & {\bf Wired} & {\bf Expected} \\
\endfoot
\hline \hline
{\bf Total deltas} &
{{ wire.total_wire_in_delta_plus }} &
- {{ wire.total_wire_in_delta_minus}} \\
\caption{Incoming wire transfer amounts not matching up.}
\label{table:wire_in:transfer_amount_inconsistencies}
\endlastfoot
{% for item in wire.reserve_in_amount_inconsistencies %}
\multicolumn{3}{l}{ {\tt \small {{ item.reserve_pub }} } ({{ item.row }}) } \\
\nopagebreak
\multicolumn{3}{l}{ {{ item.diagnostic }} } \\
\nopagebreak
{{ item.timestamp }} &
{{ item.amount_wired }} &
{{ item.amount_exchange_expected }} \\
\hline
{% endfor %}
\end{longtable}
{% endif %}
{% if wire.reserve_in_amount_inconsistencies|length() != 0 %}
This means that there are inconsistencies in the exchange's
claims about incoming wire transfers, amounting to:
\begin{itemize}
\item The exchange believing it received
{\bf {{ wire.total_wire_in_delta_plus }} } {\em less} than it
actually received in some reserves.
\item The exchange believing that it received
{\bf {{ wire.total_wire_in_delta_minus}} } {\em more} than it
actually received in some reserves.
\end{itemize}
{% endif %}
\subsection{Missattributed incoming wire transfers}
This section lists cases where the sender account record of an
incoming wire transfer differs between the exchange and the bank.
This will cause funds to be sent to the wrong account when the reserve
is closed and the remaining balance is refunded to the original
account.
% Table generation tested by testcase #9 in test-auditor.sh
{% if wire.missattribution_in_inconsistencies|length() == 0 %}
{\bf All incoming wire transfer sender accounts matched up.}
{% else %}
\begin{longtable}{p{8.5cm}|r}
{\bf Wire transfer identifier} & {\bf Amount} \\
\hline \hline
\endfirsthead
{\bf Wire transfer identifier} & {\bf Amount} \\
\hline \hline
\endhead
\hline \hline
{\bf Wire transfer identifier} & {\bf Amount} \\
\endfoot
\hline
{\bf Total amount} &
{{ wire.total_missattribution_in}} \\
\caption{Incoming wire transfer sender accounts not matching up.}
\label{table:wire_in:sender_account_inconsistencies}
\endlastfoot
{% for item in wire.missattribution_in_inconsistencies %}
{\tt \small \truncate{8.3cm}{ {{ item.wtid }} } } &
{{ item.amount }} \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\subsection{Actual outgoing wire transfers} \label{sec:wire_check_out}
This section highlights cases where the exchange missbehaved
with respect to outgoing wire transfers.
% Table generation tested by testcase #11 in test-auditor.sh
{% if wire.wire_out_amount_inconsistencies|length() == 0 %}
{\bf All outgoing wire transfers matched up.}
{% else %}
\begin{longtable}{p{5.5cm}|r|r}
{\bf Wire transfer identifier} & {\bf Wired} & {\bf Justified} \\
{\bf Account} & {\bf Row} & {\bf Timestamp} \\
\hline \hline
\endfirsthead
{\bf Wire transfer identifier} & {\bf Wired} & {\bf Justified} \\
{\bf Account} & {\bf Row} & {\bf Timestamp} \\
\hline \hline
\endhead
\hline \hline
{\bf Wire transfer identifier} & {\bf Wired} & {\bf Justified} \\
{\bf Account} & {\bf Row} & {\bf Timestamp} \\
\endfoot
\hline
{\bf Total deltas} &
{{ wire.total_wire_out_delta_plus }} &
- {{ wire.total_wire_out_delta_minus }} \\
\caption{Outgoing wire transfer amounts not matching up.}
\label{table:wire_out:transfer_amount_inconsistencies}
\endlastfoot
{% for item in wire.wire_out_amount_inconsistencies %}
{\tt \small \truncate{5.2cm}{ {{ item.wtid }} } } &
{{ item.amount_wired }} &
{{ item.amount_justified }} \\
\nopagebreak
{{ item.account_section }} &
{{ item.row }} &
{\tiny {{ item.timestamp }} } \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\section{Minor irregularities}
\subsection{Incorrect reserve balance summary in database}
This section highlights cases where the reserve balance summary
in the database does not match the calculations made by the auditor.
Deltas may indicate a corrupt database, but do not necessarily
translate into a financial loss (yet).
% Table generation tested by testcase #3 in test-auditor.sh
{% if data.reserve_balance_summary_wrong_inconsistencies|length() == 0 %}
{\bf All balances matched up.}
{% else %}
\begin{longtable}{p{6cm}|r|r}
{\bf Reserve} & {\bf Auditor} & {\bf Exchange} \\ \hline \hline
\endfirsthead
{\bf Reserve} & {\bf Auditor} & {\bf Exchange} \\ \hline \hline
\endhead
\hline \hline
{\bf Reserve} & {\bf Auditor} & {\bf Exchange}
\endfoot
\hline
\hline
{\bf Total deltas} &
{{ data.total_balance_summary_delta_plus}} &
- {{ data.total_balance_summary_delta_minus}} \\
\caption{Reserves balances not matching up.}
\label{table:reserve:balance_inconsistencies}
\endlastfoot
{% for item in data.reserve_balance_summary_wrong_inconsistencies %}
{\tt \tiny {{ item.reserve_pub }} } &
{{ item.auditor }} &
{{ item.exchange }} \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
{% if data.reserve_balance_summary_wrong_inconsistencies|length() != 0 %}
This means that there are inconsistencies in the exchange's
summary data about reserve balances.
\begin{itemize}
\item The exchange believes some reserves contain (in total)
{\bf {{ data.total_balance_summary_delta_plus}} } {\em less} than they
actually contain. A non-zero value here means the exchange may deny legitimate withdrawal
requests, denying customers access to their funds.
\item The exchange believes some reserves contain (in total)
{\bf {{ data.total_balance_summary_delta_minus}} } {\em more} than they
actually contain. A non-zero value here means the exchange may allow coins to be withdrawn
for which it never received any income, at a loss (for the exchange).
\end{itemize}
{% if wire.reserve_in_amount_inconsistencies|length() != 0 %}
Note that inconsistencies detected in Section~\ref{sec:wire_in} may
have created follow-up errors in this table.
{% endif %}
{% endif %}
\subsection{Wire table issues}
This section describes issues found by the wire auditor that do not
have a clear financial impact.
% Table generation tested by testcase #17 in test-auditor.sh
{% if wire.row_inconsistencies|length() == 0 %}
{\bf No wire row inconsistencies found.}
{% else %}
\begin{longtable}{p{5.5cm}|l|p{4.5cm}}
{\bf Table} & {\bf Row} & {\bf Diagnostic} \\
\hline \hline
\endfirsthead
{\bf Table} & {\bf Row} & {\bf Diagnostic} \\
\hline \hline
\endhead
\hline
{\bf Table} & {\bf Row} & {\bf Diagnostic} \\
\endfoot
\hline
{\bf Table} & {\bf Row} & {\bf Diagnostic} \\
\caption{Other wire table issues found (by table and row).}
\label{table:wire:misc}
\endlastfoot
{% for item in wire.row_inconsistencies %}
\verb! {{ item.table }} ! &
{{ item.row }} &
{{ item.diagnostic }} \\
\nopagebreak
\multicolumn{3}{l}{ {\tiny {\tt \truncate{\textwidth}{ {{ item.wire_offset_hash }} } } } } \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\subsection{Outgoing wire transfer subject issues}
This section describes issues found by the wire auditor that
relate to outgoing wire transfers being malformed.
This happens if the exchange somehow creates wire transfers
with duplicate or malformed wire transfer subjects.
% Table generation tested by testcase #19 in test-auditor.sh
{% if wire.wire_format_inconsistencies|length() == 0 %}
{\bf No wire format inconsistencies found.}
{% else %}
\begin{longtable}{p{6.5cm}|r}
\multicolumn{2}{c}{ {\bf Diagnostic} } \\
{\bf Row (base32)} & {\bf Amount} \\
\hline \hline
\endfirsthead
\multicolumn{2}{c}{ {\bf Diagnostic} } \\
{\bf Row (base32)} & {\bf Amount} \\
\hline \hline
\endhead
\hline
\multicolumn{2}{c}{ {\bf Row (base32)} } \\
{\bf Row (base32)} & {\bf Amount} \\
\endfoot
\hline
\hline
{\bf Total} &
{{ wire.total_wire_format_amount }} \\
\caption{Outgoing wire transfer subject issues found.}
\label{table:outgoing:wtid}
\endlastfoot
{% for item in wire.wire_format_inconsistencies %}
\multicolumn{2}{l}{ \small \truncate{0.95\textwidth}{ {{ item.diagnostic }} } } \\
\nopagebreak
{ \tt \small \truncate{0.95\textwidth}{ {{ item.wire_offset }} } } & {{ item.amount }} \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\subsection{Wire fee structure inconsistencies}
This section lists cases where the exchange's database may be ambiguous
with respect to what wire fee it charges at what time.
% Table generation tested by testcase #14 in test-auditor.sh
{% if data.wire_fee_time_inconsistencies|length() == 0 %}
{\bf No wire fee timing issues detected.}
{% else %}
\begin{longtable}{p{1.5cm}|r|p{6}}
{\bf Wire format} & {\bf Timestamp} & {\bf Diagnostic}
\\ \hline \hline
\endfirsthead
{\bf Wire format} & {\bf Timestamp} & {\bf Diagnostic}
\\ \hline \hline
\endhead
\hline \hline
{\bf Wire format} & {\bf Timestamp} & {\bf Diagnostic} \\
\endfoot
\hline \hline
{\bf Wire format} & {\bf Timestamp} & {\bf Diagnostic} \\
\caption{Wire fees with ambiguous timestamps.}
\label{table:wire_fee:ambiguity}
\endlastfoot
{% for item in data.wire_fee_time_inconsistencies %}
{\tt {{ item.type }} } & {{ item.time }} & {{ item.diagnostic }} \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\subsection{Other issues}
This section describes issues found that do not have a clear financial
impact.
% Table generation tested by testcase #13/#15 in test-auditor.sh
{% if data.row_inconsistencies|length() == 0 %}
{\bf No row inconsistencies found.}
{% else %}
\begin{longtable}{p{2.5cm}|l|p{5cm}}
{\bf Table} & {\bf Row} & {\bf Diagnostic} \\
\hline \hline
\endfirsthead
{\bf Table} & {\bf Row} & {\bf Diagnostic} \\
\hline \hline
\endhead
\hline \hline
{\bf Table} & {\bf Row} & {\bf Diagnostic} \\
\endfoot
\hline \hline
{\bf Table} & {\bf Row} & {\bf Diagnostic} \\
\caption{Other issues found (by table and row).}
\label{table:misc}
\endlastfoot
{% for item in data.row_inconsistencies %}
\verb! {{ item.table }} ! &
{{ item.row }} &
{{ item.diagnostic }} \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\section{Delays and timing}
This section describes issues that are likely caused simply by
some job process of the exchange not running properly or not having
caught up with the work load yet.
\subsection{Delayed closure of reserves}
This section describes cases where the exchange did not
close a reserve and wire back the remaining funds when the
reserve expired.
% Table generation tested by testcase #21 in test-auditor.sh
{% if data.reserve_not_closed_inconsistencies|length() == 0 %}
{\bf All expired reserves were closed.}
{% else %}
\begin{longtable}{p{4.5cm}|c|r}
{\bf Reserve} & {\bf Expired} & {\bf Balance} \\ \hline \hline
\endfirsthead
{\bf Reserve} & {\bf Expired} & {\bf Balance} \\ \hline \hline
\endhead
\hline \hline
{\bf Reserve} & {\bf Expired} & {\bf Balance}
\endfoot
\hline
{\bf Sum} & &
{{ data.total_balance_reserve_not_closed}} \\
\caption{Reserves not closed on time.}
\label{table:reserve:not_closed}
\endlastfoot
{% for item in data.reserve_not_closed_inconsistencies %}
{\tt \tiny \truncate{4.3cm}{ {{ item.reserve_pub }} } } &
{\tiny {{ item.expiration_time }} } &
{{ item.balance }} \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\subsection{Hanging refresh operations}
This section describes cases where the exchange booked a
coin as spent from {\tt /refresh/melt} but where the
wallet did not yet complete {\tt /refresh/reveal}. This
may happen even if the exchange is correct.
% Table generation tested by testcase #12 in test-auditor.sh
{% if data.refresh_hanging|length() == 0 %}
{\bf All melted coins were refreshed.}
{% else %}
\begin{longtable}{p{6.5cm}|c|r}
{\bf Key} & {\bf row} & {\bf Amount} \\
\hline \hline
\endfirsthead
{\bf Key} & {\bf row} & {\bf Amount} \\
\hline \hline
\endhead
\hline \hline
{\bf Key} & {\bf row} & {\bf Amount} \\
\endfoot
\hline
{\bf Sum} & &
{{ data.total_refresh_hanging}} \\
\caption{Refresh operations hanging.}
\label{table:refresh:hanging}
\endlastfoot
{% for item in data.refresh_hanging %}
\truncate{6.2cm}{ {\tt \small {{ item.coin_pub }} } } &
{{ item.row }} &
{{ item.amount }} \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\subsection{Denomination key invalid at time of withdrawal}
This section lists cases where a denomination key was not valid for
withdrawal at the time when the exchange claims to have signed a coin
with it. This would be irregular, but has no obvious financial
implications.
% Table generation tested by testcase #23 in test-auditor.sh
{% if data.denomination_key_validity_withdraw_inconsistencies|length() == 0 %}
{\bf All denomination keys were valid at the time of withdrawals.}
{% else %}
\begin{longtable}{p{7.5cm}|r}
{\bf Reserve} & {\bf Table row} \\
{\bf Denomination key hash} & {\bf Execution time} \\ \hline \hline
\endfirsthead
{\bf Reserve} & {\bf Table row} \\
{\bf Denomination key hash} & {\bf Execution time} \\ \hline \hline
\endhead
\hline \hline
{\bf Reserve} & {\bf Table row} \\
{\bf Denomination key hash} & {\bf Execution time} \\
\endfoot
\hline
{\bf Reserve} & {\bf Table row} \\
{\bf Denomination key hash} & {\bf Execution time} \\
\caption{Execution times not matching denomination key validity period.}
\label{table:withdraw:bad_time}
\endlastfoot
{% for item in data.denomination_key_validity_withdraw_inconsistencies %}
{\tt \small \truncate{0.6\textwidth}{ {{ item.reserve_pub }} } } & {{ item.row }} \\
\nopagebreak
{\tt \small \truncate{0.6\textwidth}{ {{ item.denompub_h }} } } & {{ item.execution_date }} \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\subsection{Wire transfer timestamp issues}
This section lists issues with wire transfers related to timestamps.
% Table generation tested by testcase #10/#17 in test-auditor.sh
{% if wire.row_minor_inconsistencies|length() == 0 %}
{\bf No timestamp issues detected.}
{% else %}
\begin{longtable}{p{3cm}|r|p{5cm}}
{\bf Table} & {\bf Row} & {\bf Diagnostic}
\\ \hline \hline
\endfirsthead
{\bf Table} & {\bf Row} & {\bf Diagnostic}
\\ \hline \hline
\endhead
\hline \hline
{\bf Table} & {\bf Row} & {\bf Diagnostic} \\
\endfoot
\hline \hline
{\bf Table} & {\bf Row} & {\bf Diagnostic} \\
\caption{Execution times not matching in wire transfers.}
\label{table:wire:bad_time}
\endlastfoot
{% for item in wire.row_minor_inconsistencies %}
\verb! {{ item.table }} ! & {{ item.row }} & {{ item.diagnostic }} \\ \hline
{% endfor %}
\end{longtable}
{% endif %}
\end{document}