liquidity: generalize threshold rule variable names

The current wording in this function is very specific to loop out.
In this commit, we refactor to use `target` and `reserve` rather
than inbound and outbound so that it can be used more generically.

liquidity/threshold_rule.go

@@ -65,73 +65,99 @@ func (r *ThresholdRule) validate() error {
 // swapAmount suggests a swap based on the liquidity thresholds configured,
 // returning zero if no swap is recommended.
 func (r *ThresholdRule) swapAmount(channel *balances,
-	outRestrictions *Restrictions) btcutil.Amount {
+	restrictions *Restrictions) btcutil.Amount {
+
+	var (
+		// For loop out swaps, we want to adjust our incoming liquidity
+		// so the channel's incoming balance is our target.
+		targetBalance = channel.incoming
+
+		// For loop out swaps, we target a minimum amount of incoming
+		// liquidity, so the minimum incoming threshold is our target
+		// percentage.
+		targetPercentage = uint64(r.MinimumIncoming)
+
+		// For loop out swaps, we may want to preserve some of our
+		// outgoing balance, so the channel's outgoing balance is our
+		// reserve.
+		reserveBalance = channel.outgoing
+
+		// For loop out swaps, we may want to preserve some percentage
+		// of our outgoing balance, so the minimum outgoing threshold
+		// is our reserve percentage.
+		reservePercentage = uint64(r.MinimumOutgoing)
+	)
 
 	// Examine our total balance and required ratios to decide whether we
 	// need to swap.
-	amount := loopOutSwapAmount(
+	amount := calculateSwapAmount(
-		channel, r.MinimumIncoming, r.MinimumOutgoing,
+		targetBalance, reserveBalance, channel.capacity,
+		targetPercentage, reservePercentage,
 	)
 
 	// Limit our swap amount by the minimum/maximum thresholds set.
 	switch {
-	case amount < outRestrictions.Minimum:
+	case amount < restrictions.Minimum:
 		return 0
 
-	case amount > outRestrictions.Maximum:
+	case amount > restrictions.Maximum:
-		return outRestrictions.Maximum
+		return restrictions.Maximum
 
 	default:
 		return amount
 	}
 }
 
-// loopOutSwapAmount determines whether we can perform a loop out swap, and
+// calculateSwapAmount calculates amount for a swap based on thresholds.
-// returns the amount we need to swap to reach the desired liquidity balance
+// This function can be used for loop out or loop in, but the concept is the
-// specified by the incoming and outgoing thresholds.
+// same - we want liquidity in one (target) direction, while preserving some
-func loopOutSwapAmount(balances *balances, incomingThresholdPercent,
+// minimum in the other (reserve) direction.
-	outgoingThresholdPercent int) btcutil.Amount {
+// * target: this is the side of the channel(s) where we want to acquire some
-
+//   liquidity. We aim for this liquidity to reach the threshold amount set.
-	minimumIncoming := btcutil.Amount(uint64(
+// * reserve: this is the side of the channel(s) that we will move liquidity
-		balances.capacity) *
+//   away from. This may not drop below a certain reserve threshold.
-		uint64(incomingThresholdPercent) / 100,
+func calculateSwapAmount(targetAmount, reserveAmount,
+	capacity btcutil.Amount, targetThresholdPercentage,
+	reserveThresholdPercentage uint64) btcutil.Amount {
+
+	targetGoal := btcutil.Amount(
+		uint64(capacity) * targetThresholdPercentage / 100,
 	)
 
-	minimumOutgoing := btcutil.Amount(
+	reserveMinimum := btcutil.Amount(
-		uint64(balances.capacity) *
+		uint64(capacity) * reserveThresholdPercentage / 100,
-			uint64(outgoingThresholdPercent) / 100,
 	)
 
 	switch {
-	// If we have sufficient incoming capacity, we do not need to loop out.
+	// If we have sufficient target capacity, we do not need to swap.
-	case balances.incoming >= minimumIncoming:
+	case targetAmount >= targetGoal:
 		return 0
 
-	// If we are already below the threshold set for outgoing capacity, we
+	// If we are already below the threshold set for reserve capacity, we
 	// cannot take any further action.
-	case balances.outgoing <= minimumOutgoing:
+	case reserveAmount <= reserveMinimum:
 		return 0
 
 	}
 
-	// Express our minimum outgoing amount as a maximum incoming amount.
+	// Express our minimum reserve amount as a maximum target amount.
 	// We will use this value to limit the amount that we swap, so that we
-	// do not dip below our outgoing threshold.
+	// do not dip below our reserve threshold.
-	maximumIncoming := balances.capacity - minimumOutgoing
+	maximumTarget := capacity - reserveMinimum
 
-	// Calculate the midpoint between our minimum and maximum incoming
+	// Calculate the midpoint between our minimum and maximum target values.
-	// values. We will aim to swap this amount so that we do not tip our
+	// We will aim to swap this amount so that we do not tip our reserve
-	// outgoing balance beneath the desired level.
+	// balance beneath the desired level.
-	midpoint := (minimumIncoming + maximumIncoming) / 2
+	midpoint := (targetGoal + maximumTarget) / 2
 
-	// Calculate the amount of incoming balance we need to shift to reach
+	// Calculate the amount of target balance we need to shift to reach
 	// this desired midpoint.
-	required := midpoint - balances.incoming
+	required := midpoint - targetAmount
 
 	// Since we can have pending htlcs on our channel, we check the amount
-	// of outbound capacity that we can shift before we fall below our
+	// of reserve capacity that we can shift before we fall below our
 	// threshold.
-	available := balances.outgoing - minimumOutgoing
+	available := reserveAmount - reserveMinimum
 
 	// If we do not have enough balance available to reach our midpoint, we
 	// take no action. This is the case when we have a large portion of

liquidity/threshold_rule_test.go

@@ -93,18 +93,18 @@ func TestValidateThreshold(t *testing.T) {
 	}
 }
 
-// TestLoopOutAmount tests assessing of a set of balances to determine whether
+// TestCalculateAmount tests calculation of the amount we recommend for a given
-// we should perform a loop out.
+// set of balances and threshold rule.
-func TestLoopOutAmount(t *testing.T) {
+func TestCalculateAmount(t *testing.T) {
 	tests := []struct {
 		name        string
-		minIncoming int
+		minIncoming uint64
-		minOutgoing int
+		minOutgoing uint64
 		balances    *balances
 		amt         btcutil.Amount
 	}{
 		{
-			name: "insufficient surplus",
+			name: "insufficient outgoing",
 			balances: &balances{
 				capacity: 100,
 				incoming: 20,
@@ -166,8 +166,9 @@ func TestLoopOutAmount(t *testing.T) {
 		t.Run(test.name, func(t *testing.T) {
 			t.Parallel()
 
-			amt := loopOutSwapAmount(
+			amt := calculateSwapAmount(
-				test.balances, test.minIncoming,
+				test.balances.incoming, test.balances.outgoing,
+				test.balances.capacity, test.minIncoming,
 				test.minOutgoing,
 			)
 			require.Equal(t, test.amt, amt)