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automatic rebalance: review fixes part 2

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This commit is contained in:
Gálli Zoltán
2020-12-09 20:09:57 +01:00
committed by Michael Schmoock
parent 06d771539d
commit e2ed65e187
1 changed files with 32 additions and 45 deletions
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77
rebalance/rebalance.py
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@@ -5,10 +5,11 @@ import time
import uuid
plugin = Plugin()
plugin.rebalance_stop = False
def setup_routing_fees(plugin, route, msatoshi):
delay = int(plugin.get_option('cltv-final'))
delay = plugin.cltv_final
for r in reversed(route):
r['msatoshi'] = msatoshi.millisatoshis
r['amount_msat'] = msatoshi
@@ -174,7 +175,7 @@ def rebalance(plugin, outgoing_scid, incoming_scid, msatoshi: Millisatoshi=None,
for channel in mychannels:
excludes += [channel['short_channel_id'] + '/0', channel['short_channel_id'] + '/1']
while int(time.time()) - start_ts < retry_for and not plugin.get_option("rebalance-stop"):
while int(time.time()) - start_ts < retry_for and not plugin.rebalance_stop:
r = plugin.rpc.getroute(incoming_node_id, msatoshi, riskfactor=1, cltv=9, fromid=outgoing_node_id, exclude=excludes)
route_mid = r['route']
route = [route_out] + route_mid + [route_in]
@@ -336,10 +337,7 @@ def get_max_amount(i: int, min_amount: int, enough_liquidity: int):
def get_max_fee(plugin: Plugin, msat: int):
# TODO: sanity check
base = int(plugin.get_option("fee-base"))
ppm = int(plugin.get_option("fee-per-satoshi"))
feeratio = float(plugin.get_option("feeratio"))
return int((base + ppm * msat / 1000000) * feeratio)
return int((plugin.basefee + plugin.ppmfee * msat / 1000000) * plugin.feeratio)
def get_chan(plugin: Plugin, scid: str):
@@ -361,18 +359,19 @@ def maybe_rebalance_pairs(plugin: Plugin, ch1, ch2, failed_pairs: list):
result = {"success": False, "fee_spent": 0}
if scid1 + ":" + scid2 in failed_pairs:
return result
enough_liquidity = int(plugin.get_option("enough-liquidity"))
ideal_ratio = float(plugin.get_option("ideal-ratio"))
min_amount = int(Millisatoshi(plugin.get_option("min-amount")))
min_amount = int(plugin.min_amount)
i = 0
while not plugin.get_option("rebalance-stop"):
amount1 = min(must_send(ch1, enough_liquidity), could_receive(ch2, enough_liquidity))
amount2 = min(should_send(ch1, enough_liquidity, ideal_ratio), should_receive(ch2, enough_liquidity, ideal_ratio))
amount3 = min(could_send(ch1, enough_liquidity), must_receive(ch2, enough_liquidity))
while not plugin.rebalance_stop:
amount1 = min(must_send(ch1, plugin.enough_liquidity),
could_receive(ch2, plugin.enough_liquidity))
amount2 = min(should_send(ch1, plugin.enough_liquidity, plugin.ideal_ratio),
should_receive(ch2, plugin.enough_liquidity, plugin.ideal_ratio))
amount3 = min(could_send(ch1, plugin.enough_liquidity),
must_receive(ch2, plugin.enough_liquidity))
amount = max(amount1, amount2, amount3)
if amount < min_amount:
return result
amount = int(min(amount, get_max_amount(i, min_amount, enough_liquidity)))
amount = int(min(amount, get_max_amount(i, min_amount, plugin.enough_liquidity)))
maxfee = get_max_fee(plugin, amount)
plugin.log(f"Try to rebalance: {scid1} -> {scid2}; amount={amount:,} msat; maxfee={maxfee:,} msat")
try:
@@ -380,10 +379,10 @@ def maybe_rebalance_pairs(plugin: Plugin, ch1, ch2, failed_pairs: list):
except Exception:
failed_pairs.append(scid1 + ":" + scid2)
# rebalance failed, let's try with a smaller amount
while (get_max_amount(i, min_amount, enough_liquidity) >= amount and
get_max_amount(i, min_amount, enough_liquidity) != get_max_amount(i + i, min_amount, enough_liquidity)):
while (get_max_amount(i, min_amount, plugin.enough_liquidity) >= amount and
get_max_amount(i, min_amount, plugin.enough_liquidity) != get_max_amount(i + i, min_amount, plugin.enough_liquidity)):
i += 1
if amount > get_max_amount(i, min_amount, enough_liquidity):
if amount > get_max_amount(i, min_amount, plugin.enough_liquidity):
continue
return result
plugin.log(f"Rebalance succeeded: {res}")
@@ -402,7 +401,7 @@ def maybe_rebalance_once(plugin: Plugin, failed_pairs: list):
for ch1 in channels:
for ch2 in channels:
result = maybe_rebalance_pairs(plugin, ch1, ch2, failed_pairs)
if result["success"] or plugin.get_option("rebalance-stop"):
if result["success"] or plugin.rebalance_stop:
return result
return {"success": False, "fee_spent": 0}
@@ -410,18 +409,16 @@ def maybe_rebalance_once(plugin: Plugin, failed_pairs: list):
def rebalanceall_thread(plugin: Plugin):
try:
channels = get_our_channels(plugin)
enough_liquidity = get_enough_liquidity_threshold(channels)
ideal_ratio = get_ideal_ratio(channels, enough_liquidity)
plugin.log(f"Automatic rebalance is running with enough liquidity threshold: {enough_liquidity:,} msat, "
f"ideal liquidity ratio: {ideal_ratio * 100:.2f}%, "
f"min rebalancable amount: {int(Millisatoshi(plugin.get_option('min-amount'))):,} msat, "
f"feeratio: {plugin.get_option('feeratio')}")
plugin.options["enough-liquidity"]["value"] = enough_liquidity
plugin.options["ideal-ratio"]["value"] = ideal_ratio
plugin.enough_liquidity = get_enough_liquidity_threshold(channels)
plugin.ideal_ratio = get_ideal_ratio(channels, plugin.enough_liquidity)
plugin.log(f"Automatic rebalance is running with enough liquidity threshold: {plugin.enough_liquidity:,} msat, "
f"ideal liquidity ratio: {plugin.ideal_ratio * 100:.2f}%, "
f"min rebalancable amount: {int(plugin.min_amount):,} msat, "
f"feeratio: {plugin.feeratio}")
failed_pairs = []
success = 0
fee_spent = 0
while not plugin.get_option("rebalance-stop"):
while not plugin.rebalance_stop:
result = maybe_rebalance_once(plugin, failed_pairs)
if not result["success"]:
break
@@ -441,11 +438,10 @@ def rebalanceall(plugin: Plugin, min_amount: Millisatoshi = Millisatoshi("50000s
It may run for a long time (hours) in the background, but can be stopped with the rebalancestop method.
"""
if not plugin.mutex.acquire(blocking=False):
return {"message": "Rebalance is already running, this may take a while"}
return {"message": "Rebalance is already running, this may take a while. To stop it use the cli method 'rebalancestop'."}
try:
plugin.options["feeratio"]["value"] = float(feeratio)
plugin.options["min-amount"]["value"] = Millisatoshi(min_amount)
plugin.options["rebalance-stop"]["value"] = False
plugin.feeratio = float(feeratio)
plugin.min_amount = Millisatoshi(min_amount)
t = Thread(target=rebalanceall_thread, args=(plugin, ))
t.start()
except Exception as e:
@@ -458,9 +454,9 @@ def rebalanceall(plugin: Plugin, min_amount: Millisatoshi = Millisatoshi("50000s
def rebalancestop(plugin: Plugin):
"""It stops the ongoing rebalanceall.
"""
plugin.options["rebalance-stop"]["value"] = True
plugin.rebalance_stop = True
plugin.mutex.acquire(blocking=True)
plugin.options["rebalance-stop"]["value"] = False
plugin.rebalance_stop = False
plugin.mutex.release()
return {"message": "Rebalance stopped"}
@@ -468,20 +464,11 @@ def rebalancestop(plugin: Plugin):
@plugin.init()
def init(options, configuration, plugin):
config = plugin.rpc.listconfigs()
plugin.options["cltv-final"]["value"] = config.get("cltv-final")
plugin.options["fee-base"]["value"] = config.get("fee-base")
plugin.options["fee-per-satoshi"]["value"] = config.get("fee-per-satoshi")
plugin.options["rebalance-stop"]["value"] = False
plugin.cltv_final = config.get("cltv-final")
plugin.basefee = config.get("fee-base")
plugin.ppmfee = config.get("fee-per-satoshi")
plugin.mutex = Lock()
plugin.log("Plugin rebalance.py initialized")
plugin.add_option("cltv-final", 10, "Number of blocks for final CheckLockTimeVerify expiry", "int")
plugin.add_option("fee-base", 0, "The routing base fee in msat. Will be derived automatically via rpc.listconfigs()", "int")
plugin.add_option("fee-per-satoshi", 0, "The routing fee ppm. Will be derived automatically via rpc.listconfigs()", "int")
plugin.add_option("feeratio", "0.5", "Rebalance fee in the ratio of our node's default fee. Default 0.5 means it will use max half of our fee.", "string")
plugin.add_option("enough-liquidity", 0, "Above this threshold (in msat), a channel's liquidity is big enough. Will be calculated.", "int")
plugin.add_option("ideal-ratio", "0.5", "Ideal liquidity ratio for big channels. Will be calculated.", "string")
plugin.add_option("min-amount", "50000sat", "The minimum rebalancable amount.", "string")
plugin.add_option("rebalance-stop", False, "It stops the ongoing rebalanceall, set by rebalancestop", "flag")
plugin.run()