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loop/liquidity/autoloop_test.go
2021-03-04 10:14:35 +02:00

458 lines
13 KiB
Go

package liquidity
import (
"testing"
"time"
"github.com/btcsuite/btcutil"
"github.com/lightninglabs/lndclient"
"github.com/lightninglabs/loop"
"github.com/lightninglabs/loop/labels"
"github.com/lightninglabs/loop/loopdb"
"github.com/lightninglabs/loop/swap"
"github.com/lightninglabs/loop/test"
"github.com/lightningnetwork/lnd/lntypes"
"github.com/lightningnetwork/lnd/lnwire"
"github.com/lightningnetwork/lnd/routing/route"
)
// TestAutoLoopDisabled tests the case where we need to perform a swap, but
// autoloop is not enabled.
func TestAutoLoopDisabled(t *testing.T) {
defer test.Guard(t)()
// Set parameters for a channel that will require a swap.
channels := []lndclient.ChannelInfo{
channel1,
}
params := defaultParameters
params.ChannelRules = map[lnwire.ShortChannelID]*ThresholdRule{
chanID1: chanRule,
}
c := newAutoloopTestCtx(t, params, channels, testRestrictions)
c.start()
// We expect a single quote to be required for our swap on channel 1.
// We set its quote to have acceptable fees for our current limit.
quotes := []quoteRequestResp{
{
request: &loop.LoopOutQuoteRequest{
Amount: chan1Rec.Amount,
SweepConfTarget: chan1Rec.SweepConfTarget,
},
quote: testQuote,
},
}
// Trigger an autoloop attempt for our test context with no existing
// loop in/out swaps. We expect a swap for our channel to be suggested,
// but do not expect any swaps to be executed, since autoloop is
// disabled by default.
c.autoloop(1, chan1Rec.Amount+1, nil, quotes, nil)
// Trigger another autoloop, this time setting our server restrictions
// to have a minimum swap amount greater than the amount that we need
// to swap. In this case we don't even expect to get a quote, because
// our suggested swap is beneath the minimum swap size.
c.autoloop(chan1Rec.Amount+1, chan1Rec.Amount+2, nil, nil, nil)
c.stop()
}
// TestAutoLoopEnabled tests enabling the liquidity manger's autolooper. To keep
// the test simple, we do not update actual lnd channel balances, but rather
// run our mock with two channels that will always require a loop out according
// to our rules. This allows us to test the other restrictions placed on the
// autolooper (such as balance, and in-flight swaps) rather than need to worry
// about calculating swap amounts and thresholds.
func TestAutoLoopEnabled(t *testing.T) {
defer test.Guard(t)()
var (
channels = []lndclient.ChannelInfo{
channel1, channel2,
}
swapFeePPM uint64 = 1000
routeFeePPM uint64 = 1000
prepayFeePPM uint64 = 1000
prepayAmount = btcutil.Amount(20000)
maxMiner = btcutil.Amount(20000)
// Create a set of parameters with autoloop enabled. The
// autoloop budget is set to allow exactly 2 swaps at the prices
// that we set in our test quotes.
params = Parameters{
Autoloop: true,
AutoFeeBudget: 40066,
AutoFeeStartDate: testTime,
MaxAutoInFlight: 2,
FailureBackOff: time.Hour,
SweepConfTarget: 10,
FeeLimit: NewFeeCategoryLimit(
swapFeePPM, routeFeePPM, prepayFeePPM, maxMiner,
prepayAmount, 20000,
),
ChannelRules: map[lnwire.ShortChannelID]*ThresholdRule{
chanID1: chanRule,
chanID2: chanRule,
},
}
)
c := newAutoloopTestCtx(t, params, channels, testRestrictions)
c.start()
// Calculate our maximum allowed fees and create quotes that fall within
// our budget.
var (
amt = chan1Rec.Amount
maxSwapFee = ppmToSat(amt, swapFeePPM)
// Create a quote that is within our limits. We do not set miner
// fee because this value is not actually set by the server.
quote1 = &loop.LoopOutQuote{
SwapFee: maxSwapFee,
PrepayAmount: prepayAmount - 10,
MinerFee: maxMiner - 10,
}
quote2 = &loop.LoopOutQuote{
SwapFee: maxSwapFee,
PrepayAmount: prepayAmount - 20,
MinerFee: maxMiner - 10,
}
quoteRequest = &loop.LoopOutQuoteRequest{
Amount: amt,
SweepConfTarget: params.SweepConfTarget,
}
quotes = []quoteRequestResp{
{
request: quoteRequest,
quote: quote1,
},
{
request: quoteRequest,
quote: quote2,
},
}
maxRouteFee = ppmToSat(amt, routeFeePPM)
chan1Swap = &loop.OutRequest{
Amount: amt,
MaxSwapRoutingFee: maxRouteFee,
MaxPrepayRoutingFee: ppmToSat(
quote1.PrepayAmount, prepayFeePPM,
),
MaxSwapFee: quote1.SwapFee,
MaxPrepayAmount: quote1.PrepayAmount,
MaxMinerFee: maxMiner,
SweepConfTarget: params.SweepConfTarget,
OutgoingChanSet: loopdb.ChannelSet{chanID1.ToUint64()},
Label: labels.AutoloopLabel(swap.TypeOut),
Initiator: autoloopSwapInitiator,
}
chan2Swap = &loop.OutRequest{
Amount: amt,
MaxSwapRoutingFee: maxRouteFee,
MaxPrepayRoutingFee: ppmToSat(
quote2.PrepayAmount, routeFeePPM,
),
MaxSwapFee: quote2.SwapFee,
MaxPrepayAmount: quote2.PrepayAmount,
MaxMinerFee: maxMiner,
SweepConfTarget: params.SweepConfTarget,
OutgoingChanSet: loopdb.ChannelSet{chanID2.ToUint64()},
Label: labels.AutoloopLabel(swap.TypeOut),
Initiator: autoloopSwapInitiator,
}
loopOuts = []loopOutRequestResp{
{
request: chan1Swap,
response: &loop.LoopOutSwapInfo{
SwapHash: lntypes.Hash{1},
},
},
{
request: chan2Swap,
response: &loop.LoopOutSwapInfo{
SwapHash: lntypes.Hash{2},
},
},
}
)
// Tick our autolooper with no existing swaps, we expect a loop out
// swap to be dispatched for each channel.
c.autoloop(1, amt+1, nil, quotes, loopOuts)
// Tick again with both of our swaps in progress. We haven't shifted our
// channel balances at all, so swaps should still be suggested, but we
// have 2 swaps in flight so we do not expect any suggestion.
existing := []*loopdb.LoopOut{
existingSwapFromRequest(chan1Swap, testTime, nil),
existingSwapFromRequest(chan2Swap, testTime, nil),
}
c.autoloop(1, amt+1, existing, nil, nil)
// Now, we update our channel 2 swap to have failed due to off chain
// failure and our first swap to have succeeded.
now := c.testClock.Now()
failedOffChain := []*loopdb.LoopEvent{
{
SwapStateData: loopdb.SwapStateData{
State: loopdb.StateFailOffchainPayments,
},
Time: now,
},
}
success := []*loopdb.LoopEvent{
{
SwapStateData: loopdb.SwapStateData{
State: loopdb.StateSuccess,
Cost: loopdb.SwapCost{
Server: quote1.SwapFee,
Onchain: maxMiner,
Offchain: maxRouteFee +
chan1Rec.MaxPrepayRoutingFee,
},
},
Time: now,
},
}
quotes = []quoteRequestResp{
{
request: quoteRequest,
quote: quote1,
},
}
loopOuts = []loopOutRequestResp{
{
request: chan1Swap,
response: &loop.LoopOutSwapInfo{
SwapHash: lntypes.Hash{3},
},
},
}
existing = []*loopdb.LoopOut{
existingSwapFromRequest(chan1Swap, testTime, success),
existingSwapFromRequest(chan2Swap, testTime, failedOffChain),
}
// We tick again, this time we expect another swap on channel 1 (which
// still has balances which reflect that we need to swap), but nothing
// for channel 2, since it has had a failure.
c.autoloop(1, amt+1, existing, quotes, loopOuts)
// Now, we progress our time so that we have sufficiently backed off
// for channel 2, and could perform another swap.
c.testClock.SetTime(now.Add(params.FailureBackOff))
// Our existing swaps (1 successful, one pending) have used our budget
// so we no longer expect any swaps to automatically dispatch.
existing = []*loopdb.LoopOut{
existingSwapFromRequest(chan1Swap, testTime, success),
existingSwapFromRequest(chan1Swap, c.testClock.Now(), nil),
existingSwapFromRequest(chan2Swap, testTime, failedOffChain),
}
c.autoloop(1, amt+1, existing, quotes, nil)
c.stop()
}
// TestCompositeRules tests the case where we have rules set on a per peer
// and per channel basis, and perform swaps for both targets.
func TestCompositeRules(t *testing.T) {
defer test.Guard(t)()
var (
// Setup our channels so that we have two channels with peer 2,
// and a single channel with peer 1.
channel3 = lndclient.ChannelInfo{
ChannelID: chanID3.ToUint64(),
PubKeyBytes: peer2,
LocalBalance: 10000,
RemoteBalance: 0,
Capacity: 10000,
}
channels = []lndclient.ChannelInfo{
channel1, channel2, channel3,
}
swapFeePPM uint64 = 1000
routeFeePPM uint64 = 1000
prepayFeePPM uint64 = 1000
prepayAmount = btcutil.Amount(20000)
maxMiner = btcutil.Amount(20000)
// Create a set of parameters with autoloop enabled, set our
// budget to a value that will easily accommodate our two swaps.
params = Parameters{
FeeLimit: NewFeeCategoryLimit(
swapFeePPM, routeFeePPM, prepayFeePPM, maxMiner,
prepayAmount, 20000,
),
Autoloop: true,
AutoFeeBudget: 100000,
AutoFeeStartDate: testTime,
MaxAutoInFlight: 2,
FailureBackOff: time.Hour,
SweepConfTarget: 10,
ChannelRules: map[lnwire.ShortChannelID]*ThresholdRule{
chanID1: chanRule,
},
PeerRules: map[route.Vertex]*ThresholdRule{
peer2: chanRule,
},
}
)
c := newAutoloopTestCtx(t, params, channels, testRestrictions)
c.start()
// Calculate our maximum allowed fees and create quotes that fall within
// our budget.
var (
// Create a quote for our peer level swap that is within
// our budget, with an amount which would balance the peer
/// across all of its channels.
peerAmount = btcutil.Amount(15000)
maxPeerSwapFee = ppmToSat(peerAmount, swapFeePPM)
peerSwapQuote = &loop.LoopOutQuote{
SwapFee: maxPeerSwapFee,
PrepayAmount: prepayAmount - 20,
MinerFee: maxMiner - 10,
}
peerSwapQuoteRequest = &loop.LoopOutQuoteRequest{
Amount: peerAmount,
SweepConfTarget: params.SweepConfTarget,
}
maxPeerRouteFee = ppmToSat(peerAmount, routeFeePPM)
peerSwap = &loop.OutRequest{
Amount: peerAmount,
MaxSwapRoutingFee: maxPeerRouteFee,
MaxPrepayRoutingFee: ppmToSat(
peerSwapQuote.PrepayAmount, routeFeePPM,
),
MaxSwapFee: peerSwapQuote.SwapFee,
MaxPrepayAmount: peerSwapQuote.PrepayAmount,
MaxMinerFee: maxMiner,
SweepConfTarget: params.SweepConfTarget,
OutgoingChanSet: loopdb.ChannelSet{
chanID2.ToUint64(), chanID3.ToUint64(),
},
Label: labels.AutoloopLabel(swap.TypeOut),
Initiator: autoloopSwapInitiator,
}
// Create a quote for our single channel swap that is within
// our budget.
chanAmount = chan1Rec.Amount
maxChanSwapFee = ppmToSat(chanAmount, swapFeePPM)
channelSwapQuote = &loop.LoopOutQuote{
SwapFee: maxChanSwapFee,
PrepayAmount: prepayAmount - 10,
MinerFee: maxMiner - 10,
}
chanSwapQuoteRequest = &loop.LoopOutQuoteRequest{
Amount: chanAmount,
SweepConfTarget: params.SweepConfTarget,
}
maxChanRouteFee = ppmToSat(chanAmount, routeFeePPM)
chanSwap = &loop.OutRequest{
Amount: chanAmount,
MaxSwapRoutingFee: maxChanRouteFee,
MaxPrepayRoutingFee: ppmToSat(
channelSwapQuote.PrepayAmount, routeFeePPM,
),
MaxSwapFee: channelSwapQuote.SwapFee,
MaxPrepayAmount: channelSwapQuote.PrepayAmount,
MaxMinerFee: maxMiner,
SweepConfTarget: params.SweepConfTarget,
OutgoingChanSet: loopdb.ChannelSet{chanID1.ToUint64()},
Label: labels.AutoloopLabel(swap.TypeOut),
Initiator: autoloopSwapInitiator,
}
quotes = []quoteRequestResp{
{
request: peerSwapQuoteRequest,
quote: peerSwapQuote,
},
{
request: chanSwapQuoteRequest,
quote: channelSwapQuote,
},
}
loopOuts = []loopOutRequestResp{
{
request: peerSwap,
response: &loop.LoopOutSwapInfo{
SwapHash: lntypes.Hash{2},
},
},
{
request: chanSwap,
response: &loop.LoopOutSwapInfo{
SwapHash: lntypes.Hash{1},
},
},
}
)
// Tick our autolooper with no existing swaps, we expect a loop out
// swap to be dispatched for each of our rules. We set our server side
// maximum to be greater than the swap amount for our peer swap (which
// is the larger of the two swaps).
c.autoloop(1, peerAmount+1, nil, quotes, loopOuts)
c.stop()
}
// existingSwapFromRequest is a helper function which returns the db
// representation of a loop out request with the event set provided.
func existingSwapFromRequest(request *loop.OutRequest, initTime time.Time,
events []*loopdb.LoopEvent) *loopdb.LoopOut {
return &loopdb.LoopOut{
Loop: loopdb.Loop{
Events: events,
},
Contract: &loopdb.LoopOutContract{
SwapContract: loopdb.SwapContract{
AmountRequested: request.Amount,
MaxSwapFee: request.MaxSwapFee,
MaxMinerFee: request.MaxMinerFee,
InitiationTime: initTime,
Label: request.Label,
},
SwapInvoice: "",
MaxSwapRoutingFee: request.MaxSwapRoutingFee,
SweepConfTarget: request.SweepConfTarget,
OutgoingChanSet: request.OutgoingChanSet,
MaxPrepayRoutingFee: request.MaxSwapRoutingFee,
},
}
}