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Commit Graph

55 Commits

Author SHA1 Message Date
carla
66d16f52a7
liquidity/test: add autoloop in tests 2021-12-15 09:01:23 +02:00
carla
5280721636
multi: add ability to autoloop in 2021-12-15 09:01:22 +02:00
carla
f6c3d77c51
liquidity/test: use mock for server restrictions
This change makes the test easier to change when we add loop in
restrictions as well.
2021-12-15 09:01:21 +02:00
carla
5e47a0c6e9
multi: add loop in swap builder implementation 2021-12-15 09:01:20 +02:00
carla
26886731d4
multi: remove shadowed label variable in loopin swaps
We already have a Label field in the embedded SwapContract
field for loop in swaps. This commit removes an erroneously
added Label field in LoopInContract which may be a cause of
ambiguity when referencing this field.
2021-12-09 13:40:34 +02:00
carla
8113c34bce
liquidity: add failed loop in swaps to swap traffic 2021-11-30 13:18:32 +02:00
carla
965b99d455
liquidity: add existing loop in swaps to budget calculations 2021-11-30 13:18:32 +02:00
carla
0f0be28599
liquidity: add loop in fees to fee categories 2021-11-30 13:18:31 +02:00
carla
c067169e6f
liquidity: add loop fee estimation and swap interface impl
Add an implementation of our swap interface which can be used for
loop in, and fee estimation. For fee estimation, we always want to
calculate worst case loop in fees, so that autoloop never goes over
its budget. However, for loop in we can't estimate how much a
timeout would cost, because we must sweep the output (can't set
a limit like loop out), and fee estimation in a few hundred blocks
(when we'd sweep the timeout) is totally unreliable.

Instead, we use a high fee rate as our best-effort fee rate for
the future. We can also be confident that that loop in swaps will
succeed, since once the htlc is locked in, all that is required
is for the server to sweep.
2021-11-30 13:18:30 +02:00
carla
3e7782e1ab
liquidity: use builder in single place
In preparation of supporting multiple swap types, we move our swap
builder into a single place, so that we can check our `maySwap`
restriction per-swap (since we'll now have different checks for
different swap types.

To save ourselves from making multiple calls to the loop server for
the restrictions placed on each swap type, we still pass a single
set of restrictions in.
2021-11-30 13:18:29 +02:00
carla
25b8d20f75
liquidity: add type to rules
In preparation for adding loop in swaps, we relate liquidity rules
to a specific type of swap that we want to dispatch. This allows us
to use a single rule format for multiple swap types.
2021-11-30 13:18:27 +02:00
carla
00c2d4e5f0
liquidity: generalize threshold rule variable names
The current wording in this function is very specific to loop out.
In this commit, we refactor to use `target` and `reserve` rather
than inbound and outbound so that it can be used more generically.
2021-11-30 13:18:26 +02:00
carla
cca5926263
multi: bump lndclient to v0.12.0-13
To allow code with more up-to-date dependencies to import loop, we
bump our lndclient version. The minimum loop version remains 11.1
since we're not using any new apis.
2021-10-24 10:22:30 +02:00
carla
8bd7ee35be
liquidity: add swap builder interface 2021-09-28 10:31:04 +02:00
carla
4df6a4e7ca
liquidity: move loopout swap suggestion out of interface file 2021-09-17 12:50:39 +02:00
carla
502e47362c
liquidity: add peers to swap interface and include in set reason
This commit adds a peer listing function to our generic swap
interface, which we will use to set reasons for swaps that are
specified by peer pubkey rather than channel.
2021-03-25 11:26:58 +02:00
carla
7ca7a70430
liquidity/test: add test to demonstrate missing peer reasons 2021-03-24 15:13:30 +02:00
carla
c17631eee2
liquidity: increase default confirmation target 2021-03-05 09:53:27 +02:00
carla
4535018e58
liquidity: update default budget to use flat fee percentage 2021-03-05 09:02:35 +02:00
carla
d4b7f9a378
liquidity: update default fee setting to flat percentage 2021-03-04 10:21:22 +02:00
carla
dd1a2de731
multi: add flat fee percentage to autoloop 2021-03-04 10:14:37 +02:00
carla
c778124718
liquidity: move fees behind interface 2021-03-04 10:14:35 +02:00
carla
3f46ae514b
liquidity: add peer-level liquidity rules to allow aggregate management
We add 'peer-level' rules to allow assessment of liquidity on a per-peer
level, rather than on an individual channel basis. No overlap is allowed
with the existing set of channel rules because this could lead to
contradictory rules.
2021-02-17 10:56:30 +02:00
carla
d1f121cbc6
liquidity: move swap suggestions behind interface 2021-02-17 10:55:38 +02:00
carla
c6e816ad95
liquidity: move swap creation into separate function 2021-02-17 10:55:36 +02:00
carla
9c35946cab
liquidity: simplify suggest swap to return swap amount 2021-02-16 13:31:48 +02:00
carla
7c4d71b175
liquidity: add reasons for autoloops not executing 2021-02-08 09:39:02 +02:00
carla
b9b75c3c32
liquidity: refactor eligible channels logic to ineligible channels
This commit switches up our eligible channels logic to rather return
a struct containing information about our current swap traffic. This
change is made in preparation for returning reasons indicating why we
did not perform a swap for a specific channel - when we only return
eligible swaps, we lose the information about why all the excluded
channels weren't used.
2021-02-08 09:39:01 +02:00
carla
d5096cdc21
liquidity: relax restriction which requires no unrestricted swaps
In practice, this restriction has proven to be too strict. Autoloop will
now only hold off on a swap for a channel if a manual swap is
specifically using that channel.
2021-02-08 09:38:59 +02:00
carla
7ba1821696
liquidity: fail suggest swaps when no rules are set
In an effort to surface more information about why autoloop is not
executing, we add an error when suggest swaps is called with no rules.
In other cases we can surface a reason enum with each rule that is set,
but in the case where we have no rules, there are no results to
accompany with reasons.
2021-02-08 09:38:23 +02:00
carla
68a5336362
liquidity: move logging out of suggest swaps function
This function is already quite long, and will be extended in
the commits to follow, so we move it to the calling function.
2021-02-03 08:54:51 +02:00
carla
476ae39ce9
multi: make server side restrictions function generic 2021-02-03 08:54:50 +02:00
carla
69724757ce
multi: update autoloop labels to support both swap types 2021-02-03 08:54:50 +02:00
carla
24aa429aa0
liquidity: rename ticker and default to autoloop 2021-02-03 08:54:49 +02:00
carla
a168ba3400
liquidity: rename auto out boolean to autoloop 2021-02-03 08:54:47 +02:00
Oliver Gugger
fb9034220c
mod: update lnd to v0.12.0 2021-01-07 17:33:21 +01:00
carla
3f0fc14c34
liquidity: allow custom autoloop swap sizes within the server's limits 2020-12-01 13:06:35 +02:00
Oliver Gugger
481839b0fb
liquidity: add initiator to swap requests 2020-11-09 12:57:33 +01:00
carla
87b02b7715
multi: add force tick endpoint behind debug server
To itest our autolooper, we need to be able to trigger dispatch on
demand. This functionality is included in a separate rpc server behind
a dev flag. Since it is unlikely that we need to split loop into
multiple rpc servers, this commit simply adds an additional debug server
rather than opting for a full subserver setup.
2020-10-15 13:53:27 +02:00
carla
eb6b476469
looprpc: add autoloop parameters to rpc server 2020-10-12 13:34:56 +02:00
carla
8166d936e1
multi: add opt-in automated swap dispatch to liquidity manager 2020-10-12 13:34:55 +02:00
carla
fd17580213
liquidity: add max in flight limit to swap suggestions
To allow control over the rate at which we dispatch autoloops, we add
a limit to the number of in flight autoloops we allow.
2020-10-12 13:34:54 +02:00
carla
692620d367
liquidity: add fee budget to swap suggestions
Add a dated fee budget to our swap suggestions. This budget only applies
to automatically dispatched swaps (which will be added in later
commits). We choose to apply the fee budget to our suggestions so that
they perfectly replicate what the autolooper would do. The budget has a
start date so that it can be refreshed once it has been used up over a
period (rather than having to endlessly increase it).
2020-10-12 13:34:54 +02:00
carla
bda6d36a90
liquidity/test: pass full parameters into suggest swaps and add default
As we add more parameters in this PR, we wil want to test values
beyond our default values. This commit updates the suggest swaps test
helper to take a full setup struct, and adds a default set of channels
and rules which will be used in the absense of this setup struct.
2020-10-12 13:34:53 +02:00
carla
0212a41ed0
liquidity: make swap suggestions fee-aware 2020-09-30 12:46:35 +02:00
carla
1d8609bae3
liquidity: add sweep fee limit and confirmations to suggestions
To decide whether we event want to attempt a swap, we add a fee limit
that we check against our estimate for the current number of
confirmations we want our sweep to confirm in. If fees are higher than
this limit, we do not suggest swaps.
2020-09-30 12:46:34 +02:00
carla
64422ce26a
liquidity: exclude recently failed swaps from suggestions 2020-09-30 12:46:33 +02:00
carla
7740231bac
liquidity: make swap suggestions aware of ongoing swaps 2020-09-30 12:46:32 +02:00
carla
559abd1eea
liquidity: add default parameters struct 2020-09-30 12:46:31 +02:00
carla
ad8b5d0552
liquidity: add clock for mocking time in tests 2020-09-30 12:46:30 +02:00