multi: add recurring autoloop budget

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

@ -298,11 +298,10 @@ var setParamsCommand = cli.Command{
"automatically dispatched loop out swaps may " + "automatically dispatched loop out swaps may " +
"spend", "spend",
}, },
cli.Uint64Flag{ cli.DurationFlag{
Name: "budgetstart", Name: "autobudgetrefreshperiod",
Usage: "the start time for the automated loop " + Usage: "the time period over which the automated " +
"out budget, expressed as a unix timestamp " + "loop budget is refreshed",
"in seconds",
}, },
cli.Uint64Flag{ cli.Uint64Flag{
Name: "autoinflight", Name: "autoinflight",
@ -440,8 +439,9 @@ func setParams(ctx *cli.Context) error {
flagSet = true flagSet = true
} }
if ctx.IsSet("budgetstart") { if ctx.IsSet("autobudgetrefreshperiod") {
params.AutoloopBudgetStartSec = ctx.Uint64("budgetstart") params.AutoloopBudgetRefreshPeriodSec =
uint64(ctx.Duration("autobudgetrefreshperiod").Seconds())
flagSet = true flagSet = true
} }

@ -104,6 +104,10 @@ var (
// funding amount. // funding amount.
defaultBudget = ppmToSat(funding.MaxBtcFundingAmount, defaultFeePPM) 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 is returned if we get a rule for a 0 channel ID.
ErrZeroChannelID = fmt.Errorf("zero channel ID not allowed") ErrZeroChannelID = fmt.Errorf("zero channel ID not allowed")
@ -145,6 +149,10 @@ type Config struct {
// trigger autoloop in itests. // trigger autoloop in itests.
AutoloopTicker *ticker.Force 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 // Restrictions returns the restrictions that the server applies to
// swaps. // swaps.
Restrictions func(ctx context.Context, swapType swap.Type) ( 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 // autoloop gets a set of suggested swaps and dispatches them automatically if
// we have automated looping enabled. // we have automated looping enabled.
func (m *Manager) autoloop(ctx context.Context) error { 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) suggestion, err := m.SuggestSwaps(ctx, true)
if err != nil { if err != nil {
return err return err
@ -506,16 +518,6 @@ func (m *Manager) SuggestSwaps(ctx context.Context, autoloop bool) (
return nil, ErrNoRules 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. // Get restrictions placed on swaps by the server.
outRestrictions, err := m.getSwapRestrictions(ctx, swap.TypeOut) outRestrictions, err := m.getSwapRestrictions(ctx, swap.TypeOut)
if err != nil { if err != nil {
@ -722,6 +724,12 @@ func (m *Manager) SuggestSwaps(ctx context.Context, autoloop bool) (
return nil, err return nil, err
} }
} else { } 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) setReason(ReasonBudgetInsufficient, swap)
} }
} }
@ -902,7 +910,10 @@ func (m *Manager) checkExistingAutoLoops(ctx context.Context,
out.Contract.MaxMinerFee, out.Contract.MaxMinerFee,
mSatToSatoshis(prepay.Value), 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() summary.spentFees += out.State().Cost.Total()
} }
} }
@ -913,7 +924,8 @@ func (m *Manager) checkExistingAutoLoops(ctx context.Context,
} }
pending := in.State().State.Type() == loopdb.StateTypePending 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 // If an autoloop is in a pending state, we always count it in
// our current budget, and record the worst-case fees for it, // our current budget, and record the worst-case fees for it,
@ -1020,6 +1032,18 @@ func (m *Manager) currentSwapTraffic(loopOut []*loopdb.LoopOut,
return traffic 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. // swapTraffic contains a summary of our current and previously failed swaps.
type swapTraffic struct { type swapTraffic struct {
ongoingLoopOut map[lnwire.ShortChannelID]bool ongoingLoopOut map[lnwire.ShortChannelID]bool

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

@ -753,10 +753,13 @@ func (s *swapClientServer) GetLiquidityParams(_ context.Context,
} }
rpcCfg := &clientrpc.LiquidityParameters{ rpcCfg := &clientrpc.LiquidityParameters{
SweepConfTarget: cfg.SweepConfTarget, SweepConfTarget: cfg.SweepConfTarget,
FailureBackoffSec: uint64(cfg.FailureBackOff.Seconds()), FailureBackoffSec: uint64(cfg.FailureBackOff.Seconds()),
Autoloop: cfg.Autoloop, Autoloop: cfg.Autoloop,
AutoloopBudgetSat: uint64(cfg.AutoFeeBudget), AutoloopBudgetSat: uint64(cfg.AutoFeeBudget),
AutoloopBudgetRefreshPeriodSec: uint64(
cfg.AutoFeeRefreshPeriod.Seconds(),
),
AutoMaxInFlight: uint64(cfg.MaxAutoInFlight), AutoMaxInFlight: uint64(cfg.MaxAutoInFlight),
AutoloopDestAddress: destaddr, AutoloopDestAddress: destaddr,
Rules: make( Rules: make(
@ -786,14 +789,6 @@ func (s *swapClientServer) GetLiquidityParams(_ context.Context,
return nil, fmt.Errorf("unknown fee limit: %T", cfg.FeeLimit) 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 { for channel, rule := range cfg.ChannelRules {
rpcRule := newRPCRule(channel.ToUint64(), nil, rule) rpcRule := newRPCRule(channel.ToUint64(), nil, rule)
rpcCfg.Rules = append(rpcCfg.Rules, rpcRule) rpcCfg.Rules = append(rpcCfg.Rules, rpcRule)

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

@ -2172,12 +2172,6 @@ type LiquidityParameters struct {
//time, expressed in satoshis. //time, expressed in satoshis.
AutoloopBudgetSat uint64 `protobuf:"varint,11,opt,name=autoloop_budget_sat,json=autoloopBudgetSat,proto3" json:"autoloop_budget_sat,omitempty"` 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 //The maximum number of automatically dispatched swaps that we allow to be in
//flight at any point in time. //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"` 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 //The destination address to use for autoloop loop outs. Set to "default" in
//order to revert to default behavior. //order to revert to default behavior.
AutoloopDestAddress string `protobuf:"bytes,18,opt,name=autoloop_dest_address,json=autoloopDestAddress,proto3" json:"autoloop_dest_address,omitempty"` 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() { func (x *LiquidityParameters) Reset() {
@ -2316,13 +2314,6 @@ func (x *LiquidityParameters) GetAutoloopBudgetSat() uint64 {
return 0 return 0
} }
func (x *LiquidityParameters) GetAutoloopBudgetStartSec() uint64 {
if x != nil {
return x.AutoloopBudgetStartSec
}
return 0
}
func (x *LiquidityParameters) GetAutoMaxInFlight() uint64 { func (x *LiquidityParameters) GetAutoMaxInFlight() uint64 {
if x != nil { if x != nil {
return x.AutoMaxInFlight return x.AutoMaxInFlight
@ -2358,6 +2349,13 @@ func (x *LiquidityParameters) GetAutoloopDestAddress() string {
return "" return ""
} }
func (x *LiquidityParameters) GetAutoloopBudgetRefreshPeriodSec() uint64 {
if x != nil {
return x.AutoloopBudgetRefreshPeriodSec
}
return 0
}
type LiquidityRule struct { type LiquidityRule struct {
state protoimpl.MessageState state protoimpl.MessageState
sizeCache protoimpl.SizeCache sizeCache protoimpl.SizeCache
@ -2957,7 +2955,7 @@ var file_client_proto_rawDesc = []byte{
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} }
var ( var (

@ -822,14 +822,6 @@ message LiquidityParameters {
*/ */
uint64 autoloop_budget_sat = 11; 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 The maximum number of automatically dispatched swaps that we allow to be in
flight at any point in time. flight at any point in time.
@ -860,6 +852,12 @@ message LiquidityParameters {
order to revert to default behavior. order to revert to default behavior.
*/ */
string autoloop_dest_address = 18; 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 { enum LiquidityRuleType {

@ -656,11 +656,6 @@
"format": "uint64", "format": "uint64",
"description": "The total budget for automatically dispatched swaps since the budget start\ntime, expressed in satoshis." "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": { "auto_max_in_flight": {
"type": "string", "type": "string",
"format": "uint64", "format": "uint64",
@ -684,6 +679,11 @@
"autoloop_dest_address": { "autoloop_dest_address": {
"type": "string", "type": "string",
"description": "The destination address to use for autoloop loop outs. Set to \"default\" in\norder to revert to default behavior." "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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