Why do I need to provide a digital signature?
When buying to an external wallet the app will ask you to manually sign a message with the indicated bitcoin address private key. By providing the digital signature, the Pocket app makes sure you are in full control of the bitcoin address you indicated during the process. In order to sign the message you need to find the «sign message» functionality in your external wallet application. Bitcoin Core, Electrum, Sparrow, BlueWallet and many others support this functionality.
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