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rebalance: measure liquidity health (#257)

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rebalance: measure liquidity health
This commit is contained in:
Zoltán Gálli
2021-06-24 11:42:58 +02:00
committed by GitHub
parent a2c58e647d
commit 5f0fce5820
1 changed files with 31 additions and 12 deletions
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43
rebalance/rebalance.py
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@@ -397,20 +397,19 @@ def check_liquidity_threshold(channels: list, threshold: Millisatoshi):
return required < our and required < total - our
def binary_search(channels: list, low: Millisatoshi, high: Millisatoshi):
if high - low < Millisatoshi("1sat"):
return low
next_step = (low + high) / 2
if check_liquidity_threshold(channels, next_step):
return binary_search(channels, next_step, high)
else:
return binary_search(channels, low, next_step)
def get_enough_liquidity_threshold(channels: list):
low = Millisatoshi(0)
biggest_channel = max(channels, key=lambda ch: ch["total_msat"])
max_threshold = binary_search(channels, Millisatoshi(0), biggest_channel["total_msat"] / 2)
return max_threshold / 2
high = biggest_channel["total_msat"] / 2
while True:
mid = (low + high) / 2
if high - low < Millisatoshi("1sat"):
break
if check_liquidity_threshold(channels, mid):
low = mid
else:
high = mid
return mid / 2
def get_ideal_ratio(channels: list, enough_liquidity: Millisatoshi):
@@ -666,6 +665,20 @@ def rebalancestop(plugin: Plugin):
return {"message": plugin.rebalanceall_msg}
def health_score(liquidity):
if int(liquidity["ideal"]["our"]) == 0 or int(liquidity["ideal"]["their"]) == 0 or int(liquidity["min"]) == 0:
return 0
score_our = int(liquidity["our"]) / int(liquidity["ideal"]["our"])
score_their = int(liquidity["their"]) / int(liquidity["ideal"]["their"])
# distance from ideal liquidity (between 50 and 100)
score = min(score_our, score_their) * 50 + 50
coefficient_our = int(liquidity["our"]) / int(liquidity["min"])
coefficient_their = int(liquidity["their"]) / int(liquidity["min"])
# distance from minimal liquidity as a coefficient (between 0 and 1)
coefficient = min(coefficient_our, coefficient_their, 1)
return score * coefficient
@plugin.method("rebalancereport")
def rebalancereport(plugin: Plugin):
"""Show information about rebalance
@@ -677,14 +690,20 @@ def rebalancereport(plugin: Plugin):
res["msatfactor"] = plugin.msatfactor
res["erringnodes_threshold"] = plugin.erringnodes
channels = get_open_channels(plugin)
health_percent = 0.0
if len(channels) > 1:
enough_liquidity = get_enough_liquidity_threshold(channels)
ideal_ratio = get_ideal_ratio(channels, enough_liquidity)
res["enough_liquidity_threshold"] = enough_liquidity
res["ideal_liquidity_ratio"] = f"{ideal_ratio * 100:.2f}%"
for ch in channels:
liquidity = liquidity_info(ch, enough_liquidity, ideal_ratio)
health_percent += health_score(liquidity) * int(ch["total_msat"])
health_percent /= int(sum(ch["total_msat"] for ch in channels))
else:
res["enough_liquidity_threshold"] = Millisatoshi(0)
res["ideal_liquidity_ratio"] = "0%"
res["liquidity_health"] = f"{health_percent:.2f}%"
invoices = plugin.rpc.listinvoices()['invoices']
rebalances = [i for i in invoices if i.get('status') == 'paid' and i.get('label').startswith("Rebalance")]
total_fee = Millisatoshi(0)