mirror of https://github.com/lightninglabs/loop
Merge pull request #295 from carlaKC/205-autoout
liquidity: add budget-limited autolooppull/305/head
Carla Kirk-Cohen
4 years ago
committed by
GitHub
commit
afc41adab0
@ -0,0 +1,290 @@
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package liquidity
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import (
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"testing"
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"time"
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"github.com/lightninglabs/lndclient"
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"github.com/lightninglabs/loop"
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"github.com/lightninglabs/loop/labels"
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"github.com/lightninglabs/loop/loopdb"
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"github.com/lightninglabs/loop/test"
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"github.com/lightningnetwork/lnd/lntypes"
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"github.com/lightningnetwork/lnd/lnwire"
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)
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// TestAutoLoopDisabled tests the case where we need to perform a swap, but
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// autoloop is not enabled.
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func TestAutoLoopDisabled(t *testing.T) {
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defer test.Guard(t)()
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// Set parameters for a channel that will require a swap.
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channels := []lndclient.ChannelInfo{
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channel1,
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}
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params := defaultParameters
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params.ChannelRules = map[lnwire.ShortChannelID]*ThresholdRule{
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chanID1: chanRule,
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}
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c := newAutoloopTestCtx(t, params, channels)
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c.start()
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// We expect a single quote to be required for our swap on channel 1.
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// We set its quote to have acceptable fees for our current limit.
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quotes := []quoteRequestResp{
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{
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request: &loop.LoopOutQuoteRequest{
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Amount: chan1Rec.Amount,
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SweepConfTarget: chan1Rec.SweepConfTarget,
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},
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quote: testQuote,
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},
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}
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// Trigger an autoloop attempt for our test context with no existing
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// loop in/out swaps. We expect a swap for our channel to be suggested,
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// but do not expect any swaps to be executed, since autoloop is
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// disabled by default.
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c.autoloop(1, chan1Rec.Amount+1, nil, quotes, nil)
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// Trigger another autoloop, this time setting our server restrictions
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// to have a minimum swap amount greater than the amount that we need
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// to swap. In this case we don't even expect to get a quote, because
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// our suggested swap is beneath the minimum swap size.
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c.autoloop(chan1Rec.Amount+1, chan1Rec.Amount+2, nil, nil, nil)
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c.stop()
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}
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// TestAutoLoopEnabled tests enabling the liquidity manger's autolooper. To keep
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// the test simple, we do not update actual lnd channel balances, but rather
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// run our mock with two channels that will always require a loop out according
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// to our rules. This allows us to test the other restrictions placed on the
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// autolooper (such as balance, and in-flight swaps) rather than need to worry
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// about calculating swap amounts and thresholds.
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func TestAutoLoopEnabled(t *testing.T) {
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defer test.Guard(t)()
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channels := []lndclient.ChannelInfo{
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channel1, channel2,
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}
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// Create a set of parameters with autoloop enabled. The autoloop budget
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// is set to allow exactly 2 swaps at the prices that we set in our
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// test quotes.
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params := Parameters{
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AutoOut: true,
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AutoFeeBudget: 40066,
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AutoFeeStartDate: testTime,
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MaxAutoInFlight: 2,
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FailureBackOff: time.Hour,
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SweepFeeRateLimit: 20000,
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SweepConfTarget: 10,
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MaximumPrepay: 20000,
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MaximumSwapFeePPM: 1000,
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MaximumRoutingFeePPM: 1000,
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MaximumPrepayRoutingFeePPM: 1000,
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MaximumMinerFee: 20000,
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ChannelRules: map[lnwire.ShortChannelID]*ThresholdRule{
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chanID1: chanRule,
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chanID2: chanRule,
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},
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}
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c := newAutoloopTestCtx(t, params, channels)
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c.start()
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// Calculate our maximum allowed fees and create quotes that fall within
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// our budget.
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var (
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amt = chan1Rec.Amount
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maxSwapFee = ppmToSat(amt, params.MaximumSwapFeePPM)
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// Create a quote that is within our limits. We do not set miner
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// fee because this value is not actually set by the server.
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quote1 = &loop.LoopOutQuote{
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SwapFee: maxSwapFee,
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PrepayAmount: params.MaximumPrepay - 10,
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}
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quote2 = &loop.LoopOutQuote{
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SwapFee: maxSwapFee,
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PrepayAmount: params.MaximumPrepay - 20,
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}
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quoteRequest = &loop.LoopOutQuoteRequest{
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Amount: amt,
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SweepConfTarget: params.SweepConfTarget,
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}
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quotes = []quoteRequestResp{
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{
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request: quoteRequest,
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quote: quote1,
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},
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{
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request: quoteRequest,
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quote: quote2,
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},
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}
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maxRouteFee = ppmToSat(amt, params.MaximumRoutingFeePPM)
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chan1Swap = &loop.OutRequest{
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Amount: amt,
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MaxSwapRoutingFee: maxRouteFee,
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MaxPrepayRoutingFee: ppmToSat(
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quote1.PrepayAmount,
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params.MaximumPrepayRoutingFeePPM,
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),
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MaxSwapFee: quote1.SwapFee,
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MaxPrepayAmount: quote1.PrepayAmount,
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MaxMinerFee: params.MaximumMinerFee,
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SweepConfTarget: params.SweepConfTarget,
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OutgoingChanSet: loopdb.ChannelSet{chanID1.ToUint64()},
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Label: labels.AutoOutLabel(),
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}
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chan2Swap = &loop.OutRequest{
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Amount: amt,
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MaxSwapRoutingFee: maxRouteFee,
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MaxPrepayRoutingFee: ppmToSat(
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quote2.PrepayAmount,
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params.MaximumPrepayRoutingFeePPM,
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),
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MaxSwapFee: quote2.SwapFee,
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MaxPrepayAmount: quote2.PrepayAmount,
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MaxMinerFee: params.MaximumMinerFee,
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SweepConfTarget: params.SweepConfTarget,
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OutgoingChanSet: loopdb.ChannelSet{chanID2.ToUint64()},
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Label: labels.AutoOutLabel(),
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}
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loopOuts = []loopOutRequestResp{
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{
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request: chan1Swap,
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response: &loop.LoopOutSwapInfo{
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SwapHash: lntypes.Hash{1},
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},
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},
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{
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request: chan2Swap,
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response: &loop.LoopOutSwapInfo{
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SwapHash: lntypes.Hash{2},
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},
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},
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}
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)
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// Tick our autolooper with no existing swaps, we expect a loop out
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// swap to be dispatched for each channel.
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c.autoloop(1, amt+1, nil, quotes, loopOuts)
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// Tick again with both of our swaps in progress. We haven't shifted our
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// channel balances at all, so swaps should still be suggested, but we
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// have 2 swaps in flight so we do not expect any suggestion.
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existing := []*loopdb.LoopOut{
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existingSwapFromRequest(chan1Swap, testTime, nil),
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existingSwapFromRequest(chan2Swap, testTime, nil),
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}
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c.autoloop(1, amt+1, existing, nil, nil)
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// Now, we update our channel 2 swap to have failed due to off chain
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// failure and our first swap to have succeeded.
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now := c.testClock.Now()
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failedOffChain := []*loopdb.LoopEvent{
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{
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SwapStateData: loopdb.SwapStateData{
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State: loopdb.StateFailOffchainPayments,
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},
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Time: now,
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},
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}
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success := []*loopdb.LoopEvent{
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{
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SwapStateData: loopdb.SwapStateData{
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State: loopdb.StateSuccess,
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Cost: loopdb.SwapCost{
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Server: quote1.SwapFee,
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Onchain: params.MaximumMinerFee,
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Offchain: maxRouteFee +
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chan1Rec.MaxPrepayRoutingFee,
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},
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},
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Time: now,
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},
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}
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quotes = []quoteRequestResp{
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{
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request: quoteRequest,
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quote: quote1,
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},
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}
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loopOuts = []loopOutRequestResp{
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{
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request: chan1Swap,
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response: &loop.LoopOutSwapInfo{
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SwapHash: lntypes.Hash{3},
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},
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},
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}
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existing = []*loopdb.LoopOut{
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existingSwapFromRequest(chan1Swap, testTime, success),
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existingSwapFromRequest(chan2Swap, testTime, failedOffChain),
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}
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// We tick again, this time we expect another swap on channel 1 (which
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// still has balances which reflect that we need to swap), but nothing
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// for channel 2, since it has had a failure.
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c.autoloop(1, amt+1, existing, quotes, loopOuts)
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// Now, we progress our time so that we have sufficiently backed off
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// for channel 2, and could perform another swap.
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c.testClock.SetTime(now.Add(params.FailureBackOff))
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// Our existing swaps (1 successful, one pending) have used our budget
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// so we no longer expect any swaps to automatically dispatch.
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existing = []*loopdb.LoopOut{
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existingSwapFromRequest(chan1Swap, testTime, success),
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existingSwapFromRequest(chan1Swap, c.testClock.Now(), nil),
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existingSwapFromRequest(chan2Swap, testTime, failedOffChain),
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}
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c.autoloop(1, amt+1, existing, quotes, nil)
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c.stop()
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}
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// existingSwapFromRequest is a helper function which returns the db
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// representation of a loop out request with the event set provided.
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func existingSwapFromRequest(request *loop.OutRequest, initTime time.Time,
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events []*loopdb.LoopEvent) *loopdb.LoopOut {
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return &loopdb.LoopOut{
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Loop: loopdb.Loop{
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Events: events,
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},
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Contract: &loopdb.LoopOutContract{
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SwapContract: loopdb.SwapContract{
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AmountRequested: request.Amount,
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MaxSwapFee: request.MaxSwapFee,
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MaxMinerFee: request.MaxMinerFee,
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InitiationTime: initTime,
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Label: request.Label,
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},
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SwapInvoice: "",
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MaxSwapRoutingFee: request.MaxSwapRoutingFee,
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SweepConfTarget: request.SweepConfTarget,
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OutgoingChanSet: request.OutgoingChanSet,
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MaxPrepayRoutingFee: request.MaxSwapRoutingFee,
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},
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}
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}
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@ -0,0 +1,211 @@
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package liquidity
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import (
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"context"
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"testing"
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"github.com/btcsuite/btcutil"
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"github.com/lightninglabs/lndclient"
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"github.com/lightninglabs/loop"
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"github.com/lightninglabs/loop/loopdb"
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"github.com/lightninglabs/loop/test"
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"github.com/lightningnetwork/lnd/clock"
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"github.com/lightningnetwork/lnd/ticker"
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"github.com/stretchr/testify/assert"
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)
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type autoloopTestCtx struct {
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t *testing.T
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manager *Manager
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lnd *test.LndMockServices
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testClock *clock.TestClock
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// quoteRequests is a channel that requests for quotes are pushed into.
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quoteRequest chan *loop.LoopOutQuoteRequest
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// quotes is a channel that we get loop out quote requests on.
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quotes chan *loop.LoopOutQuote
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// loopOutRestrictions is a channel that we get the server's
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// restrictions on.
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loopOutRestrictions chan *Restrictions
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// loopOuts is a channel that we get existing loop out swaps on.
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loopOuts chan []*loopdb.LoopOut
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// loopIns is a channel that we get existing loop in swaps on.
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loopIns chan []*loopdb.LoopIn
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// restrictions is a channel that we get swap restrictions on.
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restrictions chan *Restrictions
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// outRequest is a channel that requests to dispatch loop outs are
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// pushed into.
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outRequest chan *loop.OutRequest
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// loopOut is a channel that we return loop out responses on.
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loopOut chan *loop.LoopOutSwapInfo
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// errChan is a channel that we send run errors into.
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errChan chan error
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// cancelCtx cancels the context that our liquidity manager is run with.
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// This can be used to cleanly shutdown the test. Note that this will be
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// nil until the test context has been started.
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cancelCtx func()
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}
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// newAutoloopTestCtx creates a test context with custom liquidity manager
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// parameters and lnd channels.
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func newAutoloopTestCtx(t *testing.T, parameters Parameters,
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channels []lndclient.ChannelInfo) *autoloopTestCtx {
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// Create a mock lnd and set our expected fee rate for sweeps to our
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// sweep fee rate limit value.
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lnd := test.NewMockLnd()
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lnd.SetFeeEstimate(
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defaultParameters.SweepConfTarget,
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defaultParameters.SweepFeeRateLimit,
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)
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testCtx := &autoloopTestCtx{
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t: t,
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testClock: clock.NewTestClock(testTime),
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lnd: lnd,
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quoteRequest: make(chan *loop.LoopOutQuoteRequest),
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quotes: make(chan *loop.LoopOutQuote),
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loopOutRestrictions: make(chan *Restrictions),
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loopOuts: make(chan []*loopdb.LoopOut),
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loopIns: make(chan []*loopdb.LoopIn),
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restrictions: make(chan *Restrictions),
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outRequest: make(chan *loop.OutRequest),
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loopOut: make(chan *loop.LoopOutSwapInfo),
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errChan: make(chan error, 1),
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}
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// Set lnd's channels to equal the set of channels we want for our
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// test.
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testCtx.lnd.Channels = channels
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cfg := &Config{
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AutoOutTicker: ticker.NewForce(DefaultAutoOutTicker),
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LoopOutRestrictions: func(context.Context) (*Restrictions, error) {
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return <-testCtx.loopOutRestrictions, nil
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},
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ListLoopOut: func() ([]*loopdb.LoopOut, error) {
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return <-testCtx.loopOuts, nil
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},
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||||||
|
ListLoopIn: func() ([]*loopdb.LoopIn, error) {
|
||||||
|
return <-testCtx.loopIns, nil
|
||||||
|
},
|
||||||
|
LoopOutQuote: func(_ context.Context,
|
||||||
|
req *loop.LoopOutQuoteRequest) (*loop.LoopOutQuote,
|
||||||
|
error) {
|
||||||
|
|
||||||
|
testCtx.quoteRequest <- req
|
||||||
|
|
||||||
|
return <-testCtx.quotes, nil
|
||||||
|
},
|
||||||
|
LoopOut: func(_ context.Context,
|
||||||
|
req *loop.OutRequest) (*loop.LoopOutSwapInfo,
|
||||||
|
error) {
|
||||||
|
|
||||||
|
testCtx.outRequest <- req
|
||||||
|
|
||||||
|
return <-testCtx.loopOut, nil
|
||||||
|
},
|
||||||
|
MinimumConfirmations: loop.DefaultSweepConfTarget,
|
||||||
|
Lnd: &testCtx.lnd.LndServices,
|
||||||
|
Clock: testCtx.testClock,
|
||||||
|
}
|
||||||
|
|
||||||
|
// Create a manager with our test config and set our starting set of
|
||||||
|
// parameters.
|
||||||
|
testCtx.manager = NewManager(cfg)
|
||||||
|
assert.NoError(t, testCtx.manager.SetParameters(parameters))
|
||||||
|
|
||||||
|
return testCtx
|
||||||
|
}
|
||||||
|
|
||||||
|
// start starts our liquidity manager's run loop in a goroutine. Tests should
|
||||||
|
// be run with test.Guard() to ensure that this does not leak.
|
||||||
|
func (c *autoloopTestCtx) start() {
|
||||||
|
ctx := context.Background()
|
||||||
|
ctx, c.cancelCtx = context.WithCancel(ctx)
|
||||||
|
|
||||||
|
go func() {
|
||||||
|
c.errChan <- c.manager.Run(ctx)
|
||||||
|
}()
|
||||||
|
}
|
||||||
|
|
||||||
|
// stop shuts down our test context and asserts that we have exited with a
|
||||||
|
// context-cancelled error.
|
||||||
|
func (c *autoloopTestCtx) stop() {
|
||||||
|
c.cancelCtx()
|
||||||
|
assert.Equal(c.t, context.Canceled, <-c.errChan)
|
||||||
|
}
|
||||||
|
|
||||||
|
// quoteRequestResp pairs an expected swap quote request with the response we
|
||||||
|
// would like to provide the liquidity manager with.
|
||||||
|
type quoteRequestResp struct {
|
||||||
|
request *loop.LoopOutQuoteRequest
|
||||||
|
quote *loop.LoopOutQuote
|
||||||
|
}
|
||||||
|
|
||||||
|
// loopOutRequestResp pairs an expected loop out request with the response we
|
||||||
|
// would like the server to respond with.
|
||||||
|
type loopOutRequestResp struct {
|
||||||
|
request *loop.OutRequest
|
||||||
|
response *loop.LoopOutSwapInfo
|
||||||
|
}
|
||||||
|
|
||||||
|
// autoloop walks our test context through the process of triggering our
|
||||||
|
// autoloop functionality, providing mocked values as required. The set of
|
||||||
|
// quotes provided indicates that we expect swap suggestions to be made (since
|
||||||
|
// we will query for a quote for each suggested swap). The set of expected
|
||||||
|
// swaps indicates whether we expect any of these swap suggestions to actually
|
||||||
|
// be dispatched by the autolooper.
|
||||||
|
func (c *autoloopTestCtx) autoloop(minAmt, maxAmt btcutil.Amount,
|
||||||
|
existingOut []*loopdb.LoopOut, quotes []quoteRequestResp,
|
||||||
|
expectedSwaps []loopOutRequestResp) {
|
||||||
|
|
||||||
|
// Tick our autoloop ticker to force assessing whether we want to loop.
|
||||||
|
c.manager.cfg.AutoOutTicker.Force <- testTime
|
||||||
|
|
||||||
|
// Send a mocked response from the server with the swap size limits.
|
||||||
|
c.loopOutRestrictions <- NewRestrictions(minAmt, maxAmt)
|
||||||
|
|
||||||
|
// Provide the liquidity manager with our desired existing set of swaps.
|
||||||
|
c.loopOuts <- existingOut
|
||||||
|
c.loopIns <- nil
|
||||||
|
|
||||||
|
// Assert that we query the server for a quote for each of our
|
||||||
|
// recommended swaps. Note that this differs from our set of expected
|
||||||
|
// swaps because we may get quotes for suggested swaps but then just
|
||||||
|
// log them.
|
||||||
|
for _, expected := range quotes {
|
||||||
|
request := <-c.quoteRequest
|
||||||
|
assert.Equal(
|
||||||
|
c.t, expected.request.Amount, request.Amount,
|
||||||
|
)
|
||||||
|
assert.Equal(
|
||||||
|
c.t, expected.request.SweepConfTarget,
|
||||||
|
request.SweepConfTarget,
|
||||||
|
)
|
||||||
|
c.quotes <- expected.quote
|
||||||
|
}
|
||||||
|
|
||||||
|
// Assert that we dispatch the expected set of swaps.
|
||||||
|
for _, expected := range expectedSwaps {
|
||||||
|
actual := <-c.outRequest
|
||||||
|
|
||||||
|
// Set our destination address to nil so that we do not need to
|
||||||
|
// provide the address that is obtained by the mock wallet kit.
|
||||||
|
actual.DestAddr = nil
|
||||||
|
|
||||||
|
assert.Equal(c.t, expected.request, actual)
|
||||||
|
c.loopOut <- expected.response
|
||||||
|
}
|
||||||
|
}
|
||||||
Loading…
Reference in New Issue