Merge pull request #75 from halseth/batcher-impl

SwapPublicationDeadline for LoopOut contracts
pull/109/head
Alex Bosworth 4 years ago committed by GitHub
commit 278820432e
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23

@ -68,7 +68,7 @@ func loopIn(ctx *cli.Context) error {
}
limits := getInLimits(amt, quote)
err = displayLimits(swap.TypeIn, amt, limits, external)
err = displayLimits(swap.TypeIn, amt, limits, external, "")
if err != nil {
return err
}

@ -3,6 +3,7 @@ package main
import (
"context"
"fmt"
"time"
"github.com/lightninglabs/loop"
"github.com/lightninglabs/loop/looprpc"
@ -44,6 +45,16 @@ var loopOutCommand = cli.Command{
"should be swept within",
Value: uint64(loop.DefaultSweepConfTarget),
},
cli.BoolFlag{
Name: "fast",
Usage: "Indicate you want to swap immediately, " +
"paying potentially a higher fee. If not " +
"set the swap server might choose to wait up " +
"to 30 minutes before publishing the swap " +
"HTLC on-chain, to save on chain fees. Not " +
"setting this flag might result in a lower " +
"swap fee.",
},
},
Action: loopOut,
}
@ -92,9 +103,19 @@ func loopOut(ctx *cli.Context) error {
return err
}
limits := getLimits(amt, quote)
// Show a warning if a slow swap was requested.
fast := ctx.Bool("fast")
warning := ""
if fast {
warning = "Fast swap requested."
} else {
warning = fmt.Sprintf("Regular swap speed requested, it "+
"might take up to %v for the swap to be executed.",
defaultSwapWaitTime)
}
err = displayLimits(swap.TypeOut, amt, limits, false)
limits := getLimits(amt, quote)
err = displayLimits(swap.TypeOut, amt, limits, false, warning)
if err != nil {
return err
}
@ -104,16 +125,24 @@ func loopOut(ctx *cli.Context) error {
unchargeChannel = ctx.Uint64("channel")
}
// Set our maximum swap wait time. If a fast swap is requested we set
// it to now, otherwise to 30 minutes in the future.
swapDeadline := time.Now()
if !fast {
swapDeadline = time.Now().Add(defaultSwapWaitTime)
}
resp, err := client.LoopOut(context.Background(), &looprpc.LoopOutRequest{
Amt: int64(amt),
Dest: destAddr,
MaxMinerFee: int64(limits.maxMinerFee),
MaxPrepayAmt: int64(*limits.maxPrepayAmt),
MaxSwapFee: int64(limits.maxSwapFee),
MaxPrepayRoutingFee: int64(*limits.maxPrepayRoutingFee),
MaxSwapRoutingFee: int64(*limits.maxSwapRoutingFee),
LoopOutChannel: unchargeChannel,
SweepConfTarget: sweepConfTarget,
Amt: int64(amt),
Dest: destAddr,
MaxMinerFee: int64(limits.maxMinerFee),
MaxPrepayAmt: int64(*limits.maxPrepayAmt),
MaxSwapFee: int64(limits.maxSwapFee),
MaxPrepayRoutingFee: int64(*limits.maxPrepayRoutingFee),
MaxSwapRoutingFee: int64(*limits.maxSwapRoutingFee),
LoopOutChannel: unchargeChannel,
SweepConfTarget: sweepConfTarget,
SwapPublicationDeadline: uint64(swapDeadline.Unix()),
})
if err != nil {
return err

@ -26,6 +26,8 @@ var (
maxRoutingFeeBase = btcutil.Amount(10)
maxRoutingFeeRate = int64(20000)
defaultSwapWaitTime = 30 * time.Minute
)
func printRespJSON(resp proto.Message) {
@ -117,7 +119,7 @@ func getLimits(amt btcutil.Amount, quote *looprpc.QuoteResponse) *limits {
}
func displayLimits(swapType swap.Type, amt btcutil.Amount, l *limits,
externalHtlc bool) error {
externalHtlc bool, warning string) error {
totalSuccessMax := l.maxMinerFee + l.maxSwapFee
if l.maxSwapRoutingFee != nil {
@ -138,6 +140,10 @@ func displayLimits(swapType swap.Type, amt btcutil.Amount, l *limits,
amt, swapType, totalSuccessMax,
)
if warning != "" {
fmt.Println(warning)
}
fmt.Printf("CONTINUE SWAP? (y/n), expand fee detail (x): ")
var answer string

@ -5,6 +5,7 @@ import (
"errors"
"fmt"
"sort"
"time"
"github.com/lightningnetwork/lnd/queue"
@ -76,6 +77,9 @@ func (s *swapClientServer) LoopOut(ctx context.Context,
MaxSwapRoutingFee: btcutil.Amount(in.MaxSwapRoutingFee),
MaxSwapFee: btcutil.Amount(in.MaxSwapFee),
SweepConfTarget: sweepConfTarget,
SwapPublicationDeadline: time.Unix(
int64(in.SwapPublicationDeadline), 0,
),
}
if in.LoopOutChannel != 0 {
req.LoopOutChannel = &in.LoopOutChannel

@ -64,8 +64,12 @@ type OutRequest struct {
SweepConfTarget int32
// LoopOutChannel optionally specifies the short channel id of the
// channel to uncharge.
// channel to loop out.
LoopOutChannel *uint64
// SwapPublicationDeadline can be set by the client to allow the server
// delaying publication of the swap HTLC to save on chain fees.
SwapPublicationDeadline time.Time
}
// Out contains the full details of a loop out request. This includes things
@ -149,7 +153,7 @@ type LoopInRequest struct {
// MaxSwapFee is the maximum we are willing to pay the server for the
// swap. This value is not disclosed in the swap initiation call, but if
// the server asks for a higher fee, we abort the swap. Typically this
// value is taken from the response of the UnchargeQuote call. It
// value is taken from the response of the LoopInQuote call. It
// includes the prepay amount.
MaxSwapFee btcutil.Amount
@ -157,7 +161,7 @@ type LoopInRequest struct {
// spent. If we publish the on-chain htlc and the fee estimate turns out
// higher than this value, we cancel the swap.
//
// MaxMinerFee is typically taken from the response of the UnchargeQuote
// MaxMinerFee is typically taken from the response of the LoopInQuote
// call.
MaxMinerFee btcutil.Amount
@ -166,7 +170,7 @@ type LoopInRequest struct {
HtlcConfTarget int32
// LoopInChannel optionally specifies the short channel id of the
// channel to charge.
// channel to loop in.
LoopInChannel *uint64
// ExternalHtlc specifies whether the htlc is published by an external
@ -174,7 +178,7 @@ type LoopInRequest struct {
ExternalHtlc bool
}
// LoopInTerms are the server terms on which it executes charge swaps.
// LoopInTerms are the server terms on which it executes loop in swaps.
type LoopInTerms struct {
// MinSwapAmount is the minimum amount that the server requires for a
// swap.

@ -45,6 +45,12 @@ type LoopOutContract struct {
// MaxPrepayRoutingFee is the maximum off-chain fee in msat that may be
// paid for the prepayment to the server.
MaxPrepayRoutingFee btcutil.Amount
// SwapPublicationDeadline is a timestamp that the server commits to
// have the on-chain swap published by. It is set by the client to
// allow the server to delay the publication in exchange for possibly
// lower fees.
SwapPublicationDeadline time.Time
}
// LoopOut is a combination of the contract and the updates.
@ -158,6 +164,13 @@ func deserializeLoopOutContract(value []byte, chainParams *chaincfg.Params) (
contract.UnchargeChannel = &unchargeChannel
}
var deadlineNano int64
err = binary.Read(r, byteOrder, &deadlineNano)
if err != nil {
return nil, err
}
contract.SwapPublicationDeadline = time.Unix(0, deadlineNano)
return &contract, nil
}
@ -243,5 +256,10 @@ func serializeLoopOutContract(swap *LoopOutContract) (
return nil, err
}
err = binary.Write(&b, byteOrder, swap.SwapPublicationDeadline.UnixNano())
if err != nil {
return nil, err
}
return b.Bytes(), nil
}

@ -4,6 +4,7 @@ import (
"errors"
"fmt"
"github.com/btcsuite/btcd/chaincfg"
"github.com/coreos/bbolt"
)
@ -24,14 +25,17 @@ var (
// migration is a function which takes a prior outdated version of the database
// instances and mutates the key/bucket structure to arrive at a more
// up-to-date version of the database.
type migration func(tx *bbolt.Tx) error
type migration func(tx *bbolt.Tx, chainParams *chaincfg.Params) error
var (
// dbVersions is storing all versions of database. If current version
// of database don't match with latest version this list will be used
// for retrieving all migration function that are need to apply to the
// current db.
migrations = []migration{migrateCosts}
migrations = []migration{
migrateCosts,
migrateSwapPublicationDeadline,
}
latestDBVersion = uint32(len(migrations))
)
@ -76,7 +80,7 @@ func setDBVersion(tx *bbolt.Tx, version uint32) error {
// syncVersions function is used for safe db version synchronization. It
// applies migration functions to the current database and recovers the
// previous state of db if at least one error/panic appeared during migration.
func syncVersions(db *bbolt.DB) error {
func syncVersions(db *bbolt.DB, chainParams *chaincfg.Params) error {
currentVersion, err := getDBVersion(db)
if err != nil {
return err
@ -112,7 +116,7 @@ func syncVersions(db *bbolt.DB) error {
log.Infof("Applying migration #%v", v+1)
migration := migrations[v]
if err := migration(tx); err != nil {
if err := migration(tx, chainParams); err != nil {
log.Infof("Unable to apply migration #%v",
v+1)
return err

@ -4,12 +4,13 @@ import (
"errors"
"fmt"
"github.com/btcsuite/btcd/chaincfg"
"github.com/coreos/bbolt"
)
// noMigrationAvailable is the fall back migration in case there is no migration
// implemented.
func migrateCosts(tx *bbolt.Tx) error {
func migrateCosts(tx *bbolt.Tx, _ *chaincfg.Params) error {
if err := migrateCostsForBucket(tx, loopInBucketKey); err != nil {
return err
}

@ -0,0 +1,58 @@
package loopdb
import (
"bytes"
"errors"
"fmt"
"github.com/btcsuite/btcd/chaincfg"
"github.com/coreos/bbolt"
)
// migrateSwapPublicationDeadline migrates the database to v02, by adding the
// SwapPublicationDeadline field to loop out contracts.
func migrateSwapPublicationDeadline(tx *bbolt.Tx, chainParams *chaincfg.Params) error {
rootBucket := tx.Bucket(loopOutBucketKey)
if rootBucket == nil {
return errors.New("bucket does not exist")
}
return rootBucket.ForEach(func(swapHash, v []byte) error {
// Only go into things that we know are sub-bucket
// keys.
if v != nil {
return nil
}
// From the root bucket, we'll grab the next swap
// bucket for this swap from its swaphash.
swapBucket := rootBucket.Bucket(swapHash)
if swapBucket == nil {
return fmt.Errorf("swap bucket %x not found",
swapHash)
}
// With the main swap bucket obtained, we'll grab the
// raw swap contract bytes.
contractBytes := swapBucket.Get(contractKey)
if contractBytes == nil {
return errors.New("contract not found")
}
// Write the current contract serialization into a buffer.
b := &bytes.Buffer{}
if _, err := b.Write(contractBytes); err != nil {
return err
}
// We migrate to the new format by copying the first 8 bytes
// (the creation time) to the end (the swap deadline)
var swapDeadline [8]byte
copy(swapDeadline[:], contractBytes[:8])
if _, err := b.Write(swapDeadline[:]); err != nil {
return err
}
return swapBucket.Put(contractKey, b.Bytes())
})
}

@ -135,7 +135,7 @@ func NewBoltSwapStore(dbPath string, chainParams *chaincfg.Params) (
// Finally, before we start, we'll sync the DB versions to pick up any
// possible DB migrations.
err = syncVersions(bdb)
err = syncVersions(bdb, chainParams)
if err != nil {
return nil, err
}

@ -82,12 +82,13 @@ func TestLoopOutStore(t *testing.T) {
// doesn't interfere with DeepEqual.
InitiationTime: time.Unix(0, initiationTime.UnixNano()),
},
MaxPrepayRoutingFee: 40,
PrepayInvoice: "prepayinvoice",
DestAddr: destAddr,
SwapInvoice: "swapinvoice",
MaxSwapRoutingFee: 30,
SweepConfTarget: 2,
MaxPrepayRoutingFee: 40,
PrepayInvoice: "prepayinvoice",
DestAddr: destAddr,
SwapInvoice: "swapinvoice",
MaxSwapRoutingFee: 30,
SweepConfTarget: 2,
SwapPublicationDeadline: time.Unix(0, initiationTime.UnixNano()),
}
// checkSwap is a test helper function that'll assert the state of a

@ -79,29 +79,36 @@ func newLoopOutSwap(globalCtx context.Context, cfg *swapConfig,
// the server revocation key and the swap and prepay invoices.
log.Infof("Initiating swap request at height %v", currentHeight)
swapResp, err := cfg.server.NewLoopOutSwap(globalCtx, swapHash,
request.Amount, receiverKey,
// The swap deadline will be given to the server for it to use as the
// latest swap publication time.
swapResp, err := cfg.server.NewLoopOutSwap(
globalCtx, swapHash, request.Amount, receiverKey,
request.SwapPublicationDeadline,
)
if err != nil {
return nil, fmt.Errorf("cannot initiate swap: %v", err)
}
err = validateLoopOutContract(cfg.lnd, currentHeight, request, swapHash, swapResp)
err = validateLoopOutContract(
cfg.lnd, currentHeight, request, swapHash, swapResp,
)
if err != nil {
return nil, err
}
// Instantiate a struct that contains all required data to start the swap.
// Instantiate a struct that contains all required data to start the
// swap.
initiationTime := time.Now()
contract := loopdb.LoopOutContract{
SwapInvoice: swapResp.swapInvoice,
DestAddr: request.DestAddr,
MaxSwapRoutingFee: request.MaxSwapRoutingFee,
SweepConfTarget: request.SweepConfTarget,
UnchargeChannel: request.LoopOutChannel,
PrepayInvoice: swapResp.prepayInvoice,
MaxPrepayRoutingFee: request.MaxPrepayRoutingFee,
SwapInvoice: swapResp.swapInvoice,
DestAddr: request.DestAddr,
MaxSwapRoutingFee: request.MaxSwapRoutingFee,
SweepConfTarget: request.SweepConfTarget,
UnchargeChannel: request.LoopOutChannel,
PrepayInvoice: swapResp.prepayInvoice,
MaxPrepayRoutingFee: request.MaxPrepayRoutingFee,
SwapPublicationDeadline: request.SwapPublicationDeadline,
SwapContract: loopdb.SwapContract{
InitiationHeight: currentHeight,
InitiationTime: initiationTime,

@ -158,10 +158,17 @@ type LoopOutRequest struct {
//*
//The number of blocks from the on-chain HTLC's confirmation height that it
//should be swept within.
SweepConfTarget int32 `protobuf:"varint,9,opt,name=sweep_conf_target,json=sweepConfTarget,proto3" json:"sweep_conf_target,omitempty"`
XXX_NoUnkeyedLiteral struct{} `json:"-"`
XXX_unrecognized []byte `json:"-"`
XXX_sizecache int32 `json:"-"`
SweepConfTarget int32 `protobuf:"varint,9,opt,name=sweep_conf_target,json=sweepConfTarget,proto3" json:"sweep_conf_target,omitempty"`
//*
//The latest time (in unix seconds) we allow the server to wait before
//publishing the HTLC on chain. Setting this to a larger value will give the
//server the opportunity to batch multiple swaps together, and wait for
//low-fee periods before publishing the HTLC, potentially resulting in a
//lower total swap fee.
SwapPublicationDeadline uint64 `protobuf:"varint,10,opt,name=swap_publication_deadline,json=swapPublicationDeadline,proto3" json:"swap_publication_deadline,omitempty"`
XXX_NoUnkeyedLiteral struct{} `json:"-"`
XXX_unrecognized []byte `json:"-"`
XXX_sizecache int32 `json:"-"`
}
func (m *LoopOutRequest) Reset() { *m = LoopOutRequest{} }
@ -252,6 +259,13 @@ func (m *LoopOutRequest) GetSweepConfTarget() int32 {
return 0
}
func (m *LoopOutRequest) GetSwapPublicationDeadline() uint64 {
if m != nil {
return m.SwapPublicationDeadline
}
return 0
}
type LoopInRequest struct {
//*
//Requested swap amount in sat. This does not include the swap and miner
@ -804,74 +818,76 @@ func init() {
func init() { proto.RegisterFile("client.proto", fileDescriptor_014de31d7ac8c57c) }
var fileDescriptor_014de31d7ac8c57c = []byte{
// 1061 bytes of a gzipped FileDescriptorProto
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}
// Reference imports to suppress errors if they are not otherwise used.

@ -146,6 +146,15 @@ message LoopOutRequest {
should be swept within.
*/
int32 sweep_conf_target = 9;
/**
The latest time (in unix seconds) we allow the server to wait before
publishing the HTLC on chain. Setting this to a larger value will give the
server the opportunity to batch multiple swaps together, and wait for
low-fee periods before publishing the HTLC, potentially resulting in a
lower total swap fee.
*/
uint64 swap_publication_deadline = 10;
}
message LoopInRequest {

@ -265,6 +265,11 @@
"type": "integer",
"format": "int32",
"description": "*\nThe number of blocks from the on-chain HTLC's confirmation height that it\nshould be swept within."
},
"swap_publication_deadline": {
"type": "string",
"format": "uint64",
"description": "*\nThe latest time (in unix seconds) we allow the server to wait before\npublishing the HTLC on chain. Setting this to a larger value will give the\nserver the opportunity to batch multiple swaps together, and wait for\nlow-fee periods before publishing the HTLC, potentially resulting in a\nlower total swap fee."
}
}
},

@ -24,12 +24,14 @@ var _ = math.Inf
const _ = proto.ProtoPackageIsVersion3 // please upgrade the proto package
type ServerLoopOutRequest struct {
ReceiverKey []byte `protobuf:"bytes,1,opt,name=receiver_key,json=receiverKey,proto3" json:"receiver_key,omitempty"`
SwapHash []byte `protobuf:"bytes,2,opt,name=swap_hash,json=swapHash,proto3" json:"swap_hash,omitempty"`
Amt uint64 `protobuf:"varint,3,opt,name=amt,proto3" json:"amt,omitempty"`
XXX_NoUnkeyedLiteral struct{} `json:"-"`
XXX_unrecognized []byte `json:"-"`
XXX_sizecache int32 `json:"-"`
ReceiverKey []byte `protobuf:"bytes,1,opt,name=receiver_key,json=receiverKey,proto3" json:"receiver_key,omitempty"`
SwapHash []byte `protobuf:"bytes,2,opt,name=swap_hash,json=swapHash,proto3" json:"swap_hash,omitempty"`
Amt uint64 `protobuf:"varint,3,opt,name=amt,proto3" json:"amt,omitempty"`
/// The unix time in seconds we want the on-chain swap to be published by.
SwapPublicationDeadline int64 `protobuf:"varint,4,opt,name=swap_publication_deadline,json=swapPublicationDeadline,proto3" json:"swap_publication_deadline,omitempty"`
XXX_NoUnkeyedLiteral struct{} `json:"-"`
XXX_unrecognized []byte `json:"-"`
XXX_sizecache int32 `json:"-"`
}
func (m *ServerLoopOutRequest) Reset() { *m = ServerLoopOutRequest{} }
@ -78,6 +80,13 @@ func (m *ServerLoopOutRequest) GetAmt() uint64 {
return 0
}
func (m *ServerLoopOutRequest) GetSwapPublicationDeadline() int64 {
if m != nil {
return m.SwapPublicationDeadline
}
return 0
}
type ServerLoopOutResponse struct {
SwapInvoice string `protobuf:"bytes,1,opt,name=swap_invoice,json=swapInvoice,proto3" json:"swap_invoice,omitempty"`
PrepayInvoice string `protobuf:"bytes,2,opt,name=prepay_invoice,json=prepayInvoice,proto3" json:"prepay_invoice,omitempty"`
@ -671,48 +680,50 @@ func init() {
func init() { proto.RegisterFile("server.proto", fileDescriptor_ad098daeda4239f7) }
var fileDescriptor_ad098daeda4239f7 = []byte{
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}
// Reference imports to suppress errors if they are not otherwise used.

@ -24,6 +24,9 @@ message ServerLoopOutRequest {
bytes swap_hash = 2;
uint64 amt = 3;
/// The unix time in seconds we want the on-chain swap to be published by.
int64 swap_publication_deadline = 4;
}
message ServerLoopOutResponse {

@ -53,7 +53,7 @@ func newServerMock() *serverMock {
func (s *serverMock) NewLoopOutSwap(ctx context.Context,
swapHash lntypes.Hash, amount btcutil.Amount,
receiverKey [33]byte) (
receiverKey [33]byte, _ time.Time) (
*newLoopOutResponse, error) {
_, senderKey := test.CreateKey(100)

@ -6,6 +6,7 @@ import (
"encoding/hex"
"errors"
"fmt"
"time"
"github.com/lightninglabs/loop/looprpc"
"github.com/lightningnetwork/lnd/lntypes"
@ -31,7 +32,8 @@ type swapServerClient interface {
NewLoopOutSwap(ctx context.Context,
swapHash lntypes.Hash, amount btcutil.Amount,
receiverKey [33]byte) (
receiverKey [33]byte,
swapPublicationDeadline time.Time) (
*newLoopOutResponse, error)
NewLoopInSwap(ctx context.Context,
@ -153,15 +155,17 @@ func (s *grpcSwapServerClient) GetLoopInQuote(ctx context.Context,
func (s *grpcSwapServerClient) NewLoopOutSwap(ctx context.Context,
swapHash lntypes.Hash, amount btcutil.Amount,
receiverKey [33]byte) (*newLoopOutResponse, error) {
receiverKey [33]byte, swapPublicationDeadline time.Time) (
*newLoopOutResponse, error) {
rpcCtx, rpcCancel := context.WithTimeout(ctx, serverRPCTimeout)
defer rpcCancel()
swapResp, err := s.server.NewLoopOutSwap(rpcCtx,
&looprpc.ServerLoopOutRequest{
SwapHash: swapHash[:],
Amt: uint64(amount),
ReceiverKey: receiverKey[:],
SwapHash: swapHash[:],
Amt: uint64(amount),
ReceiverKey: receiverKey[:],
SwapPublicationDeadline: swapPublicationDeadline.Unix(),
},
)
if err != nil {

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