From 8db6b32d749d343b6eb51c5c082296f65da32556 Mon Sep 17 00:00:00 2001
From: carla <kirkcohenc@gmail.com>
Date: Thu, 3 Sep 2020 10:36:42 +0200
Subject: [PATCH] liquidity: add swap suggestions for threshold rule for loop
 out

---
 liquidity/balances.go            |  4 ++
 liquidity/suggestions.go         | 26 +++++++++++
 liquidity/threshold_rule.go      | 28 +++++++++++
 liquidity/threshold_rule_test.go | 79 ++++++++++++++++++++++++++++++++
 4 files changed, 137 insertions(+)
 create mode 100644 liquidity/suggestions.go

diff --git a/liquidity/balances.go b/liquidity/balances.go
index cadef49..4975380 100644
--- a/liquidity/balances.go
+++ b/liquidity/balances.go
@@ -2,6 +2,7 @@ package liquidity
 
 import (
 	"github.com/btcsuite/btcutil"
+	"github.com/lightningnetwork/lnd/lnwire"
 )
 
 // balances summarizes the state of the balances of a channel. Channel reserve,
@@ -15,4 +16,7 @@ type balances struct {
 
 	// outgoing is the local balance of the channel.
 	outgoing btcutil.Amount
+
+	// channelID is the channel that has these balances.
+	channelID lnwire.ShortChannelID
 }
diff --git a/liquidity/suggestions.go b/liquidity/suggestions.go
new file mode 100644
index 0000000..681d105
--- /dev/null
+++ b/liquidity/suggestions.go
@@ -0,0 +1,26 @@
+package liquidity
+
+import (
+	"github.com/btcsuite/btcutil"
+	"github.com/lightningnetwork/lnd/lnwire"
+)
+
+// LoopOutRecommendation contains the information required to recommend a loop
+// out.
+type LoopOutRecommendation struct {
+	// Amount is the total amount to swap.
+	Amount btcutil.Amount
+
+	// Channel is the target outgoing channel.
+	Channel lnwire.ShortChannelID
+}
+
+// newLoopOutRecommendation creates a new loop out swap.
+func newLoopOutRecommendation(amount btcutil.Amount,
+	channelID lnwire.ShortChannelID) *LoopOutRecommendation {
+
+	return &LoopOutRecommendation{
+		Amount:  amount,
+		Channel: channelID,
+	}
+}
diff --git a/liquidity/threshold_rule.go b/liquidity/threshold_rule.go
index a6b3c6f..559449d 100644
--- a/liquidity/threshold_rule.go
+++ b/liquidity/threshold_rule.go
@@ -62,6 +62,34 @@ func (r *ThresholdRule) validate() error {
 	return nil
 }
 
+// suggestSwap suggests a swap based on the liquidity thresholds configured,
+// returning nil if no swap is recommended.
+func (r *ThresholdRule) suggestSwap(channel *balances,
+	outRestrictions *Restrictions) *LoopOutRecommendation {
+
+	// Examine our total balance and required ratios to decide whether we
+	// need to swap.
+	amount := loopOutSwapAmount(
+		channel, r.MinimumIncoming, r.MinimumOutgoing,
+	)
+
+	// Limit our swap amount by the minimum/maximum thresholds set.
+	switch {
+	case amount < outRestrictions.Minimum:
+		return nil
+
+	case amount > outRestrictions.Maximum:
+		return newLoopOutRecommendation(
+			outRestrictions.Maximum, channel.channelID,
+		)
+
+	default:
+		return newLoopOutRecommendation(
+			amount, channel.channelID,
+		)
+	}
+}
+
 // loopOutSwapAmount determines whether we can perform a loop out swap, and
 // returns the amount we need to swap to reach the desired liquidity balance
 // specified by the incoming and outgoing thresholds.
diff --git a/liquidity/threshold_rule_test.go b/liquidity/threshold_rule_test.go
index 4c6b6fb..ea6aa1e 100644
--- a/liquidity/threshold_rule_test.go
+++ b/liquidity/threshold_rule_test.go
@@ -174,3 +174,82 @@ func TestLoopOutAmount(t *testing.T) {
 		})
 	}
 }
+
+// TestSuggestSwaps tests swap suggestions for the threshold rule. It does not
+// many different values because we have separate tests for swap amount
+// calculation.
+func TestSuggestSwap(t *testing.T) {
+	tests := []struct {
+		name            string
+		rule            *ThresholdRule
+		channel         *balances
+		outRestrictions *Restrictions
+		swap            *LoopOutRecommendation
+	}{
+		{
+			name:            "liquidity ok",
+			rule:            NewThresholdRule(10, 10),
+			outRestrictions: NewRestrictions(10, 100),
+			channel: &balances{
+				capacity: 100,
+				incoming: 50,
+				outgoing: 50,
+			},
+		},
+		{
+			name:            "loop out",
+			rule:            NewThresholdRule(40, 40),
+			outRestrictions: NewRestrictions(10, 100),
+			channel: &balances{
+				capacity: 100,
+				incoming: 0,
+				outgoing: 100,
+			},
+			swap: &LoopOutRecommendation{Amount: 50},
+		},
+		{
+			name:            "amount below minimum",
+			rule:            NewThresholdRule(40, 40),
+			outRestrictions: NewRestrictions(200, 300),
+			channel: &balances{
+				capacity: 100,
+				incoming: 0,
+				outgoing: 100,
+			},
+			swap: nil,
+		},
+		{
+			name:            "amount above maximum",
+			rule:            NewThresholdRule(40, 40),
+			outRestrictions: NewRestrictions(10, 20),
+			channel: &balances{
+				capacity: 100,
+				incoming: 0,
+				outgoing: 100,
+			},
+			swap: &LoopOutRecommendation{Amount: 20},
+		},
+		{
+			name:            "loop in",
+			rule:            NewThresholdRule(10, 10),
+			outRestrictions: NewRestrictions(10, 100),
+			channel: &balances{
+				capacity: 100,
+				incoming: 100,
+				outgoing: 0,
+			},
+			swap: nil,
+		},
+	}
+
+	for _, test := range tests {
+		test := test
+
+		t.Run(test.name, func(t *testing.T) {
+			swap := test.rule.suggestSwap(
+				test.channel, test.outRestrictions,
+			)
+			require.Equal(t, test.swap, swap)
+		})
+	}
+}