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multi: add recurring autoloop budget

Browse Source
pull/551/head
George Tsagkarelis 1 year ago
parent 2fff034820
commit b025b9ae37
No known key found for this signature in database
GPG Key ID: 0807D1013F48208A
8 changed files with 278 additions and 261 deletions
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14
cmd/loop/liquidity.go
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@ -298,11 +298,10 @@ var setParamsCommand = cli.Command{
"automatically dispatched loop out swaps may " +
"spend",
},
cli.Uint64Flag{
Name: "budgetstart",
Usage: "the start time for the automated loop " +
"out budget, expressed as a unix timestamp " +
"in seconds",
cli.DurationFlag{
Name: "autobudgetrefreshperiod",
Usage: "the time period over which the automated " +
"loop budget is refreshed",
},
cli.Uint64Flag{
Name: "autoinflight",
@ -440,8 +439,9 @@ func setParams(ctx *cli.Context) error {
flagSet = true
}
if ctx.IsSet("budgetstart") {
params.AutoloopBudgetStartSec = ctx.Uint64("budgetstart")
if ctx.IsSet("autobudgetrefreshperiod") {
params.AutoloopBudgetRefreshPeriodSec =
uint64(ctx.Duration("autobudgetrefreshperiod").Seconds())
flagSet = true
}

48
liquidity/liquidity.go
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@ -104,6 +104,10 @@ var (
// funding amount.
defaultBudget = ppmToSat(funding.MaxBtcFundingAmount, defaultFeePPM)
// defaultBudgetRefreshPeriod is the default amount of time we wait for
// the autoloop budget to be refreshed.
defaultBudgetRefreshPeriod = time.Hour * 24 * 7
// ErrZeroChannelID is returned if we get a rule for a 0 channel ID.
ErrZeroChannelID = fmt.Errorf("zero channel ID not allowed")
@ -145,6 +149,10 @@ type Config struct {
// trigger autoloop in itests.
AutoloopTicker *ticker.Force
// AutoloopBudgetLastRefresh is the last time at which we refreshed
// our budget.
AutoloopBudgetLastRefresh time.Time
// Restrictions returns the restrictions that the server applies to
// swaps.
Restrictions func(ctx context.Context, swapType swap.Type) (
@ -363,6 +371,10 @@ func (m *Manager) loadParams() (*clientrpc.LiquidityParameters, error) {
// autoloop gets a set of suggested swaps and dispatches them automatically if
// we have automated looping enabled.
func (m *Manager) autoloop(ctx context.Context) error {
// First check if we should refresh our budget before calculating any
// swaps for autoloop.
m.refreshAutoloopBudget(ctx)
suggestion, err := m.SuggestSwaps(ctx, true)
if err != nil {
return err
@ -506,16 +518,6 @@ func (m *Manager) SuggestSwaps(ctx context.Context, autoloop bool) (
return nil, ErrNoRules
}
// If our start date is in the future, we interpret this as meaning that
// we should start using our budget at this date. This means that we
// have no budget for the present, so we just return.
if m.params.AutoFeeStartDate.After(m.cfg.Clock.Now()) {
log.Debugf("autoloop fee budget start time: %v is in "+
"the future", m.params.AutoFeeStartDate)
return m.singleReasonSuggestion(ReasonBudgetNotStarted), nil
}
// Get restrictions placed on swaps by the server.
outRestrictions, err := m.getSwapRestrictions(ctx, swap.TypeOut)
if err != nil {
@ -722,6 +724,12 @@ func (m *Manager) SuggestSwaps(ctx context.Context, autoloop bool) (
return nil, err
}
} else {
refreshTime := m.params.AutoFeeRefreshPeriod -
time.Since(m.cfg.AutoloopBudgetLastRefresh)
log.Infof("Swap fee exceeds budget, remaining budget: "+
"%v, swap fee %v, next budget refresh: %v",
available, fees, refreshTime)
setReason(ReasonBudgetInsufficient, swap)
}
}
@ -902,7 +910,10 @@ func (m *Manager) checkExistingAutoLoops(ctx context.Context,
out.Contract.MaxMinerFee,
mSatToSatoshis(prepay.Value),
)
} else if !out.LastUpdateTime().Before(m.params.AutoFeeStartDate) {
} else if out.LastUpdateTime().After(
m.cfg.AutoloopBudgetLastRefresh,
) {
summary.spentFees += out.State().Cost.Total()
}
}
@ -913,7 +924,8 @@ func (m *Manager) checkExistingAutoLoops(ctx context.Context,
}
pending := in.State().State.Type() == loopdb.StateTypePending
inBudget := !in.LastUpdateTime().Before(m.params.AutoFeeStartDate)
inBudget := !in.LastUpdateTime().
Before(m.cfg.AutoloopBudgetLastRefresh)
// If an autoloop is in a pending state, we always count it in
// our current budget, and record the worst-case fees for it,
@ -1020,6 +1032,18 @@ func (m *Manager) currentSwapTraffic(loopOut []*loopdb.LoopOut,
return traffic
}
// refreshAutoloopBudget checks whether the elapsed time since our last autoloop
// budget refresh is greater than our configured refresh period. If so, the last
// refresh timestamp.
func (m *Manager) refreshAutoloopBudget(ctx context.Context) {
if time.Since(m.cfg.AutoloopBudgetLastRefresh) >
m.params.AutoFeeRefreshPeriod {
log.Debug("Refreshing autoloop budget")
m.cfg.AutoloopBudgetLastRefresh = m.cfg.Clock.Now()
}
}
// swapTraffic contains a summary of our current and previously failed swaps.
type swapTraffic struct {
ongoingLoopOut map[lnwire.ShortChannelID]bool

41
liquidity/parameters.go
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@ -20,15 +20,16 @@ var (
// defaultParameters contains the default parameters that we start our
// liquidity manager with.
defaultParameters = Parameters{
AutoFeeBudget: defaultBudget,
DestAddr: nil,
MaxAutoInFlight: defaultMaxInFlight,
ChannelRules: make(map[lnwire.ShortChannelID]*SwapRule),
PeerRules: make(map[route.Vertex]*SwapRule),
FailureBackOff: defaultFailureBackoff,
SweepConfTarget: defaultConfTarget,
HtlcConfTarget: defaultHtlcConfTarget,
FeeLimit: defaultFeePortion(),
AutoFeeBudget: defaultBudget,
AutoFeeRefreshPeriod: defaultBudgetRefreshPeriod,
DestAddr: nil,
MaxAutoInFlight: defaultMaxInFlight,
ChannelRules: make(map[lnwire.ShortChannelID]*SwapRule),
PeerRules: make(map[route.Vertex]*SwapRule),
FailureBackOff: defaultFailureBackoff,
SweepConfTarget: defaultConfTarget,
HtlcConfTarget: defaultHtlcConfTarget,
FeeLimit: defaultFeePortion(),
}
)
@ -44,13 +45,12 @@ type Parameters struct {
// AutoFeeBudget is the total amount we allow to be spent on
// automatically dispatched swaps. Once this budget has been used, we
// will stop dispatching swaps until the budget is increased or the
// start date is moved.
// will stop dispatching swaps until the budget is refreshed.
AutoFeeBudget btcutil.Amount
// AutoFeeStartDate is the date from which we will include automatically
// dispatched swaps in our current budget, inclusive.
AutoFeeStartDate time.Time
// AutoFeeRefreshPeriod is the amount of time that must pass before the
// auto fee budget is refreshed.
AutoFeeRefreshPeriod time.Duration
// MaxAutoInFlight is the maximum number of in-flight automatically
// dispatched swaps we allow.
@ -107,11 +107,11 @@ func (p Parameters) String() string {
return fmt.Sprintf("rules: %v, failure backoff: %v, sweep "+
"sweep conf target: %v, htlc conf target: %v,fees: %v, "+
"auto budget: %v, budget start: %v, max auto in flight: %v, "+
"auto budget: %v, budget refresh: %v, max auto in flight: %v, "+
"minimum swap size=%v, maximum swap size=%v",
strings.Join(ruleList, ","), p.FailureBackOff,
p.SweepConfTarget, p.HtlcConfTarget, p.FeeLimit,
p.AutoFeeBudget, p.AutoFeeStartDate, p.MaxAutoInFlight,
p.AutoFeeBudget, p.AutoFeeRefreshPeriod, p.MaxAutoInFlight,
p.ClientRestrictions.Minimum, p.ClientRestrictions.Maximum)
}
@ -386,11 +386,10 @@ func rpcToParameters(req *clientrpc.LiquidityParameters) (*Parameters,
HtlcConfTarget: req.HtlcConfTarget,
}
// Zero unix time is different to zero golang time.
if req.AutoloopBudgetStartSec != 0 {
params.AutoFeeStartDate = time.Unix(
int64(req.AutoloopBudgetStartSec), 0,
)
if req.AutoloopBudgetRefreshPeriodSec != 0 {
params.AutoFeeRefreshPeriod =
time.Duration(req.AutoloopBudgetRefreshPeriodSec) *
time.Second
}
for _, rule := range req.Rules {

19
loopd/swapclient_server.go
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@ -753,10 +753,13 @@ func (s *swapClientServer) GetLiquidityParams(_ context.Context,
}
rpcCfg := &clientrpc.LiquidityParameters{
SweepConfTarget: cfg.SweepConfTarget,
FailureBackoffSec: uint64(cfg.FailureBackOff.Seconds()),
Autoloop: cfg.Autoloop,
AutoloopBudgetSat: uint64(cfg.AutoFeeBudget),
SweepConfTarget: cfg.SweepConfTarget,
FailureBackoffSec: uint64(cfg.FailureBackOff.Seconds()),
Autoloop: cfg.Autoloop,
AutoloopBudgetSat: uint64(cfg.AutoFeeBudget),
AutoloopBudgetRefreshPeriodSec: uint64(
cfg.AutoFeeRefreshPeriod.Seconds(),
),
AutoMaxInFlight: uint64(cfg.MaxAutoInFlight),
AutoloopDestAddress: destaddr,
Rules: make(
@ -786,14 +789,6 @@ func (s *swapClientServer) GetLiquidityParams(_ context.Context,
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.
if !cfg.AutoFeeStartDate.IsZero() {
rpcCfg.AutoloopBudgetStartSec = uint64(
cfg.AutoFeeStartDate.Unix(),
)
}
for channel, rule := range cfg.ChannelRules {
rpcRule := newRPCRule(channel.ToUint64(), nil, rule)
rpcCfg.Rules = append(rpcCfg.Rules, rpcRule)

8
loopd/utils.go
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@ -2,6 +2,7 @@ package loopd
import (
"context"
"time"
"github.com/btcsuite/btcd/btcutil"
"github.com/lightninglabs/lndclient"
@ -39,9 +40,10 @@ func getClient(config *Config, lnd *lndclient.LndServices) (*loop.Client,
func getLiquidityManager(client *loop.Client) *liquidity.Manager {
mngrCfg := &liquidity.Config{
AutoloopTicker: ticker.NewForce(liquidity.DefaultAutoloopTicker),
LoopOut: client.LoopOut,
LoopIn: client.LoopIn,
AutoloopTicker: ticker.NewForce(liquidity.DefaultAutoloopTicker),
AutoloopBudgetLastRefresh: time.Now(),
LoopOut: client.LoopOut,
LoopIn: client.LoopIn,
Restrictions: func(ctx context.Context,
swapType swap.Type) (*liquidity.Restrictions, error) {

385
looprpc/client.pb.go
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@ -2172,12 +2172,6 @@ type LiquidityParameters struct {
//time, expressed in satoshis.
AutoloopBudgetSat uint64 `protobuf:"varint,11,opt,name=autoloop_budget_sat,json=autoloopBudgetSat,proto3" json:"autoloop_budget_sat,omitempty"`
//
//The start time for autoloop budget, expressed as a unix timestamp in
//seconds. If this value is 0, the budget will be applied for all
//automatically dispatched swaps. Swaps that were completed before this date
//will not be included in budget calculations.
AutoloopBudgetStartSec uint64 `protobuf:"varint,12,opt,name=autoloop_budget_start_sec,json=autoloopBudgetStartSec,proto3" json:"autoloop_budget_start_sec,omitempty"`
//
//The maximum number of automatically dispatched swaps that we allow to be in
//flight at any point in time.
AutoMaxInFlight uint64 `protobuf:"varint,13,opt,name=auto_max_in_flight,json=autoMaxInFlight,proto3" json:"auto_max_in_flight,omitempty"`
@ -2198,6 +2192,10 @@ type LiquidityParameters struct {
//The destination address to use for autoloop loop outs. Set to "default" in
//order to revert to default behavior.
AutoloopDestAddress string `protobuf:"bytes,18,opt,name=autoloop_dest_address,json=autoloopDestAddress,proto3" json:"autoloop_dest_address,omitempty"`
//
//The period over which the autoloop budget is refreshed, expressed in
//seconds.
AutoloopBudgetRefreshPeriodSec uint64 `protobuf:"varint,19,opt,name=autoloop_budget_refresh_period_sec,json=autoloopBudgetRefreshPeriodSec,proto3" json:"autoloop_budget_refresh_period_sec,omitempty"`
}
func (x *LiquidityParameters) Reset() {
@ -2316,13 +2314,6 @@ func (x *LiquidityParameters) GetAutoloopBudgetSat() uint64 {
return 0
}
func (x *LiquidityParameters) GetAutoloopBudgetStartSec() uint64 {
if x != nil {
return x.AutoloopBudgetStartSec
}
return 0
}
func (x *LiquidityParameters) GetAutoMaxInFlight() uint64 {
if x != nil {
return x.AutoMaxInFlight
@ -2358,6 +2349,13 @@ func (x *LiquidityParameters) GetAutoloopDestAddress() string {
return ""
}
func (x *LiquidityParameters) GetAutoloopBudgetRefreshPeriodSec() uint64 {
if x != nil {
return x.AutoloopBudgetRefreshPeriodSec
}
return 0
}
type LiquidityRule struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
@ -2957,7 +2955,7 @@ var file_client_proto_rawDesc = []byte{
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@ -2992,186 +2990,187 @@ var file_client_proto_rawDesc = []byte{
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}
var (

14
looprpc/client.proto
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@ -822,14 +822,6 @@ message LiquidityParameters {
*/
uint64 autoloop_budget_sat = 11;
/*
The start time for autoloop budget, expressed as a unix timestamp in
seconds. If this value is 0, the budget will be applied for all
automatically dispatched swaps. Swaps that were completed before this date
will not be included in budget calculations.
*/
uint64 autoloop_budget_start_sec = 12;
/*
The maximum number of automatically dispatched swaps that we allow to be in
flight at any point in time.
@ -860,6 +852,12 @@ message LiquidityParameters {
order to revert to default behavior.
*/
string autoloop_dest_address = 18;
/*
The period over which the autoloop budget is refreshed, expressed in
seconds.
*/
uint64 autoloop_budget_refresh_period_sec = 19;
}
enum LiquidityRuleType {

10
looprpc/client.swagger.json
Unescape Escape View File

@ -656,11 +656,6 @@
"format": "uint64",
"description": "The total budget for automatically dispatched swaps since the budget start\ntime, expressed in satoshis."
},
"autoloop_budget_start_sec": {
"type": "string",
"format": "uint64",
"description": "The start time for autoloop budget, expressed as a unix timestamp in\nseconds. If this value is 0, the budget will be applied for all\nautomatically dispatched swaps. Swaps that were completed before this date\nwill not be included in budget calculations."
},
"auto_max_in_flight": {
"type": "string",
"format": "uint64",
@ -684,6 +679,11 @@
"autoloop_dest_address": {
"type": "string",
"description": "The destination address to use for autoloop loop outs. Set to \"default\" in\norder to revert to default behavior."
},
"autoloop_budget_refresh_period_sec": {
"type": "string",
"format": "uint64",
"description": "The period over which the autoloop budget is refreshed, expressed in\nseconds."
}
}
},

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