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64 Commits

Author SHA1 Message Date
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
carla
7e9034b2ff
liquidity: return OutRequest from swap suggestions and set fees
This commit updates swap suggestions to return loop out requests with
sufficient fields populated so that a loop out can directly be
dispatched from a suggestion. This requires setting of fees an min
sweep conf targets (our htlc conf target and addresss will be set by
the daemon's client rpc server if we do not provide them). We also do
some test refactoring so that we can more easily test the suggest swaps
endpoint.
2020-09-30 12:46:29 +02:00
carla
340766fbb5
liquidity: add swap suggestions endpoint to manager 2020-09-03 10:36:43 +02:00
carla
8db6b32d74
liquidity: add swap suggestions for threshold rule for loop out 2020-09-03 10:36:42 +02:00
carla
cd8a7704af
liquidity: add calculations for threshold rule 2020-09-03 10:36:41 +02:00
carla
ce10cc7959
liquidity: add manager with updatable parameters 2020-09-02 11:48:27 +02:00