From 90561f8ac7343bd4942228fe8dcce53e6810361e Mon Sep 17 00:00:00 2001 From: carla Date: Tue, 2 Mar 2021 14:42:04 +0200 Subject: [PATCH] multi: add fee percentage to rpc --- loopd/swapclient_server.go | 82 ++++++--- looprpc/client.pb.go | 334 +++++++++++++++++++----------------- looprpc/client.proto | 8 + looprpc/client.swagger.json | 5 + 4 files changed, 246 insertions(+), 183 deletions(-) diff --git a/loopd/swapclient_server.go b/loopd/swapclient_server.go index 490ddc6..a402baa 100644 --- a/loopd/swapclient_server.go +++ b/loopd/swapclient_server.go @@ -587,19 +587,24 @@ func (s *swapClientServer) GetLiquidityParams(_ context.Context, MaxSwapAmount: uint64(cfg.ClientRestrictions.Maximum), } - feeCategories, ok := cfg.FeeLimit.(*liquidity.FeeCategoryLimit) - if !ok { - return nil, fmt.Errorf("unknown fee limit: %T", cfg.FeeLimit) - } + switch f := cfg.FeeLimit.(type) { + case *liquidity.FeeCategoryLimit: + satPerByte := f.SweepFeeRateLimit.FeePerKVByte() / 1000 + + rpcCfg.SweepFeeRateSatPerVbyte = uint64(satPerByte) - satPerByte := feeCategories.SweepFeeRateLimit.FeePerKVByte() / 1000 + rpcCfg.MaxMinerFeeSat = uint64(f.MaximumMinerFee) + rpcCfg.MaxSwapFeePpm = f.MaximumSwapFeePPM + rpcCfg.MaxRoutingFeePpm = f.MaximumRoutingFeePPM + rpcCfg.MaxPrepayRoutingFeePpm = f.MaximumPrepayRoutingFeePPM + rpcCfg.MaxPrepaySat = uint64(f.MaximumPrepay) - rpcCfg.SweepFeeRateSatPerVbyte = uint64(satPerByte) - rpcCfg.MaxMinerFeeSat = uint64(feeCategories.MaximumMinerFee) - rpcCfg.MaxSwapFeePpm = feeCategories.MaximumSwapFeePPM - rpcCfg.MaxRoutingFeePpm = feeCategories.MaximumRoutingFeePPM - rpcCfg.MaxPrepayRoutingFeePpm = feeCategories.MaximumPrepayRoutingFeePPM - rpcCfg.MaxPrepaySat = uint64(feeCategories.MaximumPrepay) + case *liquidity.FeePortion: + rpcCfg.FeePpm = f.PartsPerMillion + + default: + return nil, fmt.Errorf("unknown fee limit: %T", cfg.FeeLimit) + } // Zero golang time is different to a zero unix time, so we only set // our start date if it is non-zero. @@ -641,18 +646,10 @@ func (s *swapClientServer) SetLiquidityParams(ctx context.Context, in *looprpc.SetLiquidityParamsRequest) (*looprpc.SetLiquidityParamsResponse, error) { - satPerVbyte := chainfee.SatPerKVByte( - in.Parameters.SweepFeeRateSatPerVbyte * 1000, - ) - - feeLimit := liquidity.NewFeeCategoryLimit( - in.Parameters.MaxSwapFeePpm, - in.Parameters.MaxRoutingFeePpm, - in.Parameters.MaxPrepayRoutingFeePpm, - btcutil.Amount(in.Parameters.MaxMinerFeeSat), - btcutil.Amount(in.Parameters.MaxPrepaySat), - satPerVbyte.FeePerKWeight(), - ) + feeLimit, err := rpcToFee(in.Parameters) + if err != nil { + return nil, err + } params := liquidity.Parameters{ FeeLimit: feeLimit, @@ -732,6 +729,45 @@ func (s *swapClientServer) SetLiquidityParams(ctx context.Context, return &looprpc.SetLiquidityParamsResponse{}, nil } +// rpcToFee converts the values provided over rpc to a fee limit interface, +// failing if an inconsistent set of fields are set. +func rpcToFee(req *looprpc.LiquidityParameters) (liquidity.FeeLimit, + error) { + + // Check which fee limit type we have values set for. If any fields + // relevant to our individual categories are set, we count that type + // as set. + isFeePPM := req.FeePpm != 0 + isCategories := req.MaxSwapFeePpm != 0 || req.MaxRoutingFeePpm != 0 || + req.MaxPrepayRoutingFeePpm != 0 || req.MaxMinerFeeSat != 0 || + req.MaxPrepaySat != 0 || req.SweepFeeRateSatPerVbyte != 0 + + switch { + case isFeePPM && isCategories: + return nil, errors.New("set either fee ppm, or individual " + + "fee categories") + case isFeePPM: + return liquidity.NewFeePortion(req.FeePpm), nil + + case isCategories: + satPerVbyte := chainfee.SatPerKVByte( + req.SweepFeeRateSatPerVbyte * 1000, + ) + + return liquidity.NewFeeCategoryLimit( + req.MaxSwapFeePpm, + req.MaxRoutingFeePpm, + req.MaxPrepayRoutingFeePpm, + btcutil.Amount(req.MaxMinerFeeSat), + btcutil.Amount(req.MaxPrepaySat), + satPerVbyte.FeePerKWeight(), + ), nil + + default: + return nil, errors.New("no fee categories set") + } +} + // rpcToRule switches on rpc rule type to convert to our rule interface. func rpcToRule(rule *looprpc.LiquidityRule) (*liquidity.ThresholdRule, error) { switch rule.Type { diff --git a/looprpc/client.pb.go b/looprpc/client.pb.go index 8e54ed0..8e72569 100644 --- a/looprpc/client.pb.go +++ b/looprpc/client.pb.go @@ -1672,6 +1672,12 @@ type LiquidityParameters struct { //A set of liquidity rules that describe the desired liquidity balance. Rules []*LiquidityRule `protobuf:"bytes,1,rep,name=rules,proto3" json:"rules,omitempty"` // + //The parts per million of swap amount that is allowed to be allocated to swap + //fees. This value is applied across swap categories and may not be set in + //conjunction with sweep fee rate, swap fee ppm, routing fee ppm, prepay + //routing, max prepay and max miner fee. + FeePpm uint64 `protobuf:"varint,16,opt,name=fee_ppm,json=feePpm,proto3" json:"fee_ppm,omitempty"` + // //The limit we place on our estimated sweep cost for a swap in sat/vByte. If //the estimated fee for our sweep transaction within the specified //confirmation target is above this value, we will not suggest any swaps. @@ -1773,6 +1779,13 @@ func (m *LiquidityParameters) GetRules() []*LiquidityRule { return nil } +func (m *LiquidityParameters) GetFeePpm() uint64 { + if m != nil { + return m.FeePpm + } + return 0 +} + func (m *LiquidityParameters) GetSweepFeeRateSatPerVbyte() uint64 { if m != nil { return m.SweepFeeRateSatPerVbyte @@ -2214,172 +2227,173 @@ func init() { func init() { proto.RegisterFile("client.proto", fileDescriptor_014de31d7ac8c57c) } var fileDescriptor_014de31d7ac8c57c = []byte{ - // 2633 bytes of a gzipped FileDescriptorProto + // 2647 bytes of a gzipped FileDescriptorProto 0x1f, 0x8b, 0x08, 0x00, 0x00, 0x00, 0x00, 0x00, 0x02, 0xff, 0xb4, 0x59, 0x4f, 0x73, 0xe3, 0xc6, 0xb1, 0x5f, 0xfe, 0x13, 0xc9, 0x26, 0x48, 0x42, 0xa3, 0x5d, 0x89, 0xa2, 0x65, 0xaf, 0x16, 0xf6, 0x3e, 0xcb, 0xb2, 0xbd, 0x7a, 0x96, 0x4f, 0x76, 0xd9, 0xaf, 0x8a, 0xa2, 0xa0, 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0x68, 0xde, 0x3b, 0x7b, 0x68, 0x3b, 0xa8, 0x70, 0x93, 0x3c, 0x44, 0x85, 0x11, 0xe0, 0xc0, + 0x93, 0xf2, 0x7f, 0x06, 0x64, 0x70, 0x9f, 0xd6, 0x95, 0x53, 0x50, 0xf3, 0xfd, 0x7b, 0x31, 0x69, + 0x87, 0x6a, 0x4b, 0x95, 0x8b, 0x12, 0x66, 0xa0, 0x24, 0x67, 0x0c, 0x32, 0xb7, 0x65, 0xc9, 0x18, + 0xd4, 0x7c, 0x77, 0x05, 0x37, 0xd4, 0xd6, 0x40, 0x6d, 0x84, 0xa8, 0x42, 0x9b, 0x98, 0x7c, 0x0f, + 0x02, 0x09, 0xbb, 0x5c, 0xc3, 0x7f, 0xc5, 0x7c, 0xfe, 0xcf, 0x00, 0x00, 0x00, 0xff, 0xff, 0xdc, + 0x41, 0x13, 0xa1, 0xc1, 0x19, 0x00, 0x00, } // Reference imports to suppress errors if they are not otherwise used. diff --git a/looprpc/client.proto b/looprpc/client.proto index 8d0f891..f849635 100644 --- a/looprpc/client.proto +++ b/looprpc/client.proto @@ -730,6 +730,14 @@ message LiquidityParameters { */ repeated LiquidityRule rules = 1; + /* + The parts per million of swap amount that is allowed to be allocated to swap + fees. This value is applied across swap categories and may not be set in + conjunction with sweep fee rate, swap fee ppm, routing fee ppm, prepay + routing, max prepay and max miner fee. + */ + uint64 fee_ppm = 16; + /* The limit we place on our estimated sweep cost for a swap in sat/vByte. If the estimated fee for our sweep transaction within the specified diff --git a/looprpc/client.swagger.json b/looprpc/client.swagger.json index 425c533..5a6af6c 100644 --- a/looprpc/client.swagger.json +++ b/looprpc/client.swagger.json @@ -494,6 +494,11 @@ }, "description": "A set of liquidity rules that describe the desired liquidity balance." }, + "fee_ppm": { + "type": "string", + "format": "uint64", + "description": "The parts per million of swap amount that is allowed to be allocated to swap\nfees. This value is applied across swap categories and may not be set in \nconjunction with sweep fee rate, swap fee ppm, routing fee ppm, prepay\nrouting, max prepay and max miner fee." + }, "sweep_fee_rate_sat_per_vbyte": { "type": "string", "format": "uint64",