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loop/liquidity/liquidity_test.go

556 lines
13 KiB
Go

package liquidity
import (
"context"
"testing"
"time"
"github.com/btcsuite/btcutil"
"github.com/lightninglabs/lndclient"
"github.com/lightninglabs/loop"
"github.com/lightninglabs/loop/loopdb"
"github.com/lightninglabs/loop/test"
"github.com/lightningnetwork/lnd/clock"
"github.com/lightningnetwork/lnd/lnwallet/chainfee"
"github.com/lightningnetwork/lnd/lnwire"
"github.com/lightningnetwork/lnd/routing/route"
"github.com/stretchr/testify/require"
)
var (
testTime = time.Date(2020, 02, 13, 0, 0, 0, 0, time.UTC)
chanID1 = lnwire.NewShortChanIDFromInt(1)
chanID2 = lnwire.NewShortChanIDFromInt(2)
peer1 = route.Vertex{1}
peer2 = route.Vertex{2}
channel1 = lndclient.ChannelInfo{
ChannelID: chanID1.ToUint64(),
PubKeyBytes: peer1,
LocalBalance: 10000,
RemoteBalance: 0,
Capacity: 10000,
}
channel2 = lndclient.ChannelInfo{
ChannelID: chanID2.ToUint64(),
PubKeyBytes: peer2,
LocalBalance: 10000,
RemoteBalance: 0,
Capacity: 10000,
}
// chanRule is a rule that produces chan1Rec.
chanRule = NewThresholdRule(50, 0)
testQuote = &loop.LoopOutQuote{
SwapFee: btcutil.Amount(1),
PrepayAmount: btcutil.Amount(500),
MinerFee: btcutil.Amount(50),
}
prepayFee = ppmToSat(
testQuote.PrepayAmount, defaultPrepayRoutingFeePPM,
)
routingFee = ppmToSat(7500, defaultRoutingFeePPM)
// chan1Rec is the suggested swap for channel 1 when we use chanRule.
chan1Rec = loop.OutRequest{
Amount: 7500,
OutgoingChanSet: loopdb.ChannelSet{chanID1.ToUint64()},
MaxPrepayRoutingFee: prepayFee,
MaxSwapRoutingFee: routingFee,
MaxMinerFee: defaultMaximumMinerFee,
MaxSwapFee: testQuote.SwapFee,
MaxPrepayAmount: testQuote.PrepayAmount,
SweepConfTarget: loop.DefaultSweepConfTarget,
}
// chan2Rec is the suggested swap for channel 2 when we use chanRule.
chan2Rec = loop.OutRequest{
Amount: 7500,
OutgoingChanSet: loopdb.ChannelSet{chanID2.ToUint64()},
MaxPrepayRoutingFee: prepayFee,
MaxSwapRoutingFee: routingFee,
MaxMinerFee: defaultMaximumMinerFee,
MaxPrepayAmount: testQuote.PrepayAmount,
MaxSwapFee: testQuote.SwapFee,
SweepConfTarget: loop.DefaultSweepConfTarget,
}
// chan1Out is a contract that uses channel 1, used to represent on
// disk swap using chan 1.
chan1Out = &loopdb.LoopOutContract{
OutgoingChanSet: loopdb.ChannelSet(
[]uint64{
chanID1.ToUint64(),
},
),
}
)
// newTestConfig creates a default test config.
func newTestConfig() (*Config, *test.LndMockServices) {
lnd := test.NewMockLnd()
// Set our fee estimate for the default number of confirmations to our
// limit so that our fees will be ok by default.
lnd.SetFeeEstimate(
defaultParameters.SweepConfTarget,
defaultParameters.SweepFeeRateLimit,
)
return &Config{
LoopOutRestrictions: func(_ context.Context) (*Restrictions,
error) {
return NewRestrictions(1, 10000), nil
},
Lnd: &lnd.LndServices,
Clock: clock.NewTestClock(testTime),
ListLoopOut: func() ([]*loopdb.LoopOut, error) {
return nil, nil
},
ListLoopIn: func() ([]*loopdb.LoopIn, error) {
return nil, nil
},
LoopOutQuote: func(_ context.Context,
_ *loop.LoopOutQuoteRequest) (*loop.LoopOutQuote,
error) {
return testQuote, nil
},
}, lnd
}
// TestParameters tests getting and setting of parameters for our manager.
func TestParameters(t *testing.T) {
cfg, _ := newTestConfig()
manager := NewManager(cfg)
chanID := lnwire.NewShortChanIDFromInt(1)
// Start with the case where we have no rules set.
startParams := manager.GetParameters()
require.Equal(t, defaultParameters, startParams)
// Mutate the parameters returned by our get function.
startParams.ChannelRules[chanID] = NewThresholdRule(1, 1)
// Make sure that we have not mutated the liquidity manager's params
// by making this change.
params := manager.GetParameters()
require.Equal(t, defaultParameters, params)
// Provide a valid set of parameters and validate assert that they are
// set.
originalRule := NewThresholdRule(10, 10)
expected := defaultParameters
expected.ChannelRules = map[lnwire.ShortChannelID]*ThresholdRule{
chanID: originalRule,
}
err := manager.SetParameters(expected)
require.NoError(t, err)
// Check that changing the parameters we just set does not mutate
// our liquidity manager's parameters.
expected.ChannelRules[chanID] = NewThresholdRule(11, 11)
params = manager.GetParameters()
require.NoError(t, err)
require.Equal(t, originalRule, params.ChannelRules[chanID])
// Set invalid parameters and assert that we fail.
expected.ChannelRules = map[lnwire.ShortChannelID]*ThresholdRule{
lnwire.NewShortChanIDFromInt(0): NewThresholdRule(1, 2),
}
err = manager.SetParameters(expected)
require.Equal(t, ErrZeroChannelID, err)
}
// TestRestrictedSuggestions tests getting of swap suggestions when we have
// other in-flight swaps. We setup our manager with a set of channels and rules
// that require a loop out swap, focusing on the filtering our of channels that
// are in use for in-flight swaps, or those which have recently failed.
func TestRestrictedSuggestions(t *testing.T) {
var (
failedWithinTimeout = &loopdb.LoopEvent{
SwapStateData: loopdb.SwapStateData{
State: loopdb.StateFailOffchainPayments,
},
Time: testTime,
}
failedBeforeBackoff = &loopdb.LoopEvent{
SwapStateData: loopdb.SwapStateData{
State: loopdb.StateFailOffchainPayments,
},
Time: testTime.Add(
defaultFailureBackoff * -1,
),
}
// failedTemporary is a swap that failed outside of our backoff
// period, but we still want to back off because the swap is
// considered pending.
failedTemporary = &loopdb.LoopEvent{
SwapStateData: loopdb.SwapStateData{
State: loopdb.StateFailTemporary,
},
Time: testTime.Add(
defaultFailureBackoff * -3,
),
}
)
tests := []struct {
name string
channels []lndclient.ChannelInfo
loopOut []*loopdb.LoopOut
loopIn []*loopdb.LoopIn
expected []loop.OutRequest
}{
{
name: "no existing swaps",
channels: []lndclient.ChannelInfo{
channel1,
},
loopOut: nil,
loopIn: nil,
expected: []loop.OutRequest{
chan1Rec,
},
},
{
name: "unrestricted loop out",
channels: []lndclient.ChannelInfo{
channel1, channel2,
},
loopOut: []*loopdb.LoopOut{
{
Contract: &loopdb.LoopOutContract{
OutgoingChanSet: nil,
},
},
},
expected: nil,
},
{
name: "unrestricted loop in",
channels: []lndclient.ChannelInfo{
channel1, channel2,
},
loopIn: []*loopdb.LoopIn{
{
Contract: &loopdb.LoopInContract{
LastHop: nil,
},
},
},
expected: nil,
},
{
name: "restricted loop out",
channels: []lndclient.ChannelInfo{
channel1, channel2,
},
loopOut: []*loopdb.LoopOut{
{
Contract: chan1Out,
},
},
expected: []loop.OutRequest{
chan2Rec,
},
},
{
name: "restricted loop in",
channels: []lndclient.ChannelInfo{
channel1, channel2,
},
loopIn: []*loopdb.LoopIn{
{
Contract: &loopdb.LoopInContract{
LastHop: &peer2,
},
},
},
expected: []loop.OutRequest{
chan1Rec,
},
},
{
name: "swap failed recently",
channels: []lndclient.ChannelInfo{
channel1,
},
loopOut: []*loopdb.LoopOut{
{
Contract: chan1Out,
Loop: loopdb.Loop{
Events: []*loopdb.LoopEvent{
failedWithinTimeout,
},
},
},
},
expected: nil,
},
{
name: "swap failed before cutoff",
channels: []lndclient.ChannelInfo{
channel1,
},
loopOut: []*loopdb.LoopOut{
{
Contract: chan1Out,
Loop: loopdb.Loop{
Events: []*loopdb.LoopEvent{
failedBeforeBackoff,
},
},
},
},
expected: []loop.OutRequest{
chan1Rec,
},
},
{
name: "temporary failure",
channels: []lndclient.ChannelInfo{
channel1,
},
loopOut: []*loopdb.LoopOut{
{
Contract: chan1Out,
Loop: loopdb.Loop{
Events: []*loopdb.LoopEvent{
failedTemporary,
},
},
},
},
expected: nil,
},
}
for _, testCase := range tests {
testCase := testCase
t.Run(testCase.name, func(t *testing.T) {
// Create a manager config which will return the test
// case's set of existing swaps.
cfg, lnd := newTestConfig()
cfg.ListLoopOut = func() ([]*loopdb.LoopOut, error) {
return testCase.loopOut, nil
}
cfg.ListLoopIn = func() ([]*loopdb.LoopIn, error) {
return testCase.loopIn, nil
}
rules := map[lnwire.ShortChannelID]*ThresholdRule{
chanID1: chanRule,
chanID2: chanRule,
}
testSuggestSwaps(
t, cfg, lnd, testCase.channels, rules,
testCase.expected,
)
})
}
}
// TestSweepFeeLimit tests getting of swap suggestions when our estimated sweep
// fee is above and below the configured limit.
func TestSweepFeeLimit(t *testing.T) {
tests := []struct {
name string
feeRate chainfee.SatPerKWeight
swaps []loop.OutRequest
}{
{
name: "fee estimate ok",
feeRate: defaultSweepFeeRateLimit,
swaps: []loop.OutRequest{
chan1Rec,
},
},
{
name: "fee estimate above limit",
feeRate: defaultSweepFeeRateLimit + 1,
swaps: nil,
},
}
for _, testCase := range tests {
testCase := testCase
t.Run(testCase.name, func(t *testing.T) {
cfg, lnd := newTestConfig()
// Set our test case's fee rate for our mock lnd.
lnd.SetFeeEstimate(
loop.DefaultSweepConfTarget, testCase.feeRate,
)
channels := []lndclient.ChannelInfo{
channel1,
}
rules := map[lnwire.ShortChannelID]*ThresholdRule{
chanID1: chanRule,
}
testSuggestSwaps(
t, cfg, lnd, channels, rules, testCase.swaps,
)
})
}
}
// TestSuggestSwaps tests getting of swap suggestions based on the rules set for
// the liquidity manager and the current set of channel balances.
func TestSuggestSwaps(t *testing.T) {
tests := []struct {
name string
rules map[lnwire.ShortChannelID]*ThresholdRule
swaps []loop.OutRequest
}{
{
name: "no rules",
rules: map[lnwire.ShortChannelID]*ThresholdRule{},
},
{
name: "loop out",
rules: map[lnwire.ShortChannelID]*ThresholdRule{
chanID1: chanRule,
},
swaps: []loop.OutRequest{
chan1Rec,
},
},
{
name: "no rule for channel",
rules: map[lnwire.ShortChannelID]*ThresholdRule{
chanID2: NewThresholdRule(10, 10),
},
swaps: nil,
},
}
for _, testCase := range tests {
testCase := testCase
t.Run(testCase.name, func(t *testing.T) {
cfg, lnd := newTestConfig()
channels := []lndclient.ChannelInfo{
channel1,
}
testSuggestSwaps(
t, cfg, lnd, channels, testCase.rules,
testCase.swaps,
)
})
}
}
// TestFeeLimits tests limiting of swap suggestions by fees.
func TestFeeLimits(t *testing.T) {
tests := []struct {
name string
quote *loop.LoopOutQuote
expected []loop.OutRequest
}{
{
name: "fees ok",
quote: testQuote,
expected: []loop.OutRequest{
chan1Rec,
},
},
{
name: "insufficient prepay",
quote: &loop.LoopOutQuote{
SwapFee: 1,
PrepayAmount: defaultMaximumPrepay + 1,
MinerFee: 50,
},
},
{
name: "insufficient miner fee",
quote: &loop.LoopOutQuote{
SwapFee: 1,
PrepayAmount: 100,
MinerFee: defaultMaximumMinerFee + 1,
},
},
{
// Swap fee limited to 0.5% of 7500 = 37,5.
name: "insufficient swap fee",
quote: &loop.LoopOutQuote{
SwapFee: 38,
PrepayAmount: 100,
MinerFee: 500,
},
},
}
for _, testCase := range tests {
testCase := testCase
t.Run(testCase.name, func(t *testing.T) {
cfg, lnd := newTestConfig()
cfg.LoopOutQuote = func(context.Context,
*loop.LoopOutQuoteRequest) (*loop.LoopOutQuote,
error) {
return testCase.quote, nil
}
channels := []lndclient.ChannelInfo{
channel1,
}
rules := map[lnwire.ShortChannelID]*ThresholdRule{
chanID1: chanRule,
}
testSuggestSwaps(
t, cfg, lnd, channels, rules, testCase.expected,
)
})
}
}
// testSuggestSwaps tests getting swap suggestions.
func testSuggestSwaps(t *testing.T, cfg *Config, lnd *test.LndMockServices,
channels []lndclient.ChannelInfo,
rules map[lnwire.ShortChannelID]*ThresholdRule,
expected []loop.OutRequest) {
t.Parallel()
// Create a mock lnd with the set of channels set in our test case and
// update our test case lnd to use these channels.
lnd.Channels = channels
// Create a new manager, get our current set of parameters and update
// them to use the rules set by the test.
manager := NewManager(cfg)
currentParams := manager.GetParameters()
currentParams.ChannelRules = rules
err := manager.SetParameters(currentParams)
require.NoError(t, err)
actual, err := manager.SuggestSwaps(context.Background())
require.NoError(t, err)
require.Equal(t, expected, actual)
}