Files
plugins/feeadjuster/feeadjuster.py
2020-12-21 15:00:38 +01:00

271 lines
10 KiB
Python
Executable File

#!/usr/bin/env python3
import random
import time
from pyln.client import Plugin, Millisatoshi, RpcError
plugin = Plugin()
# Our amount and the total amount in each of our channel, indexed by scid
plugin.adj_balances = {}
# Cache to avoid loads of calls to getinfo
plugin.our_node_id = None
# Users can configure this
plugin.update_threshold = 0.05
def get_adjusted_percentage(plugin: Plugin, scid: str):
"""
For big channels, there may be a wide range where the liquidity is just okay.
Note: if big_enough_liquidity is greater than {total} * 2
then percentage is actually {our} / {total}, as it was before
"""
channel = plugin.adj_balances[scid]
min_liquidity = min(channel["total"] / 2, int(plugin.big_enough_liquidity))
theirs = channel["total"] - channel["our"]
if channel["our"] >= min_liquidity and theirs >= min_liquidity:
# the liquidity is just okay
return 0.5
if channel["our"] < min_liquidity:
# our liquidity is too low
return channel["our"] / min_liquidity / 2
# their liquidity is too low
return (min_liquidity - theirs) / min_liquidity / 2 + 0.5
def get_ratio_soft(our_percentage):
"""
Basic algorithm: lesser difference than default
"""
return 10**(0.5 - our_percentage)
def get_ratio(our_percentage):
"""
Basic algorithm: the farther we are from the optimal case, the more we
bump/lower.
"""
return 50**(0.5 - our_percentage)
def get_ratio_hard(our_percentage):
"""
Return value is between 0 and 20: 0 -> 20; 0.5 -> 1; 1 -> 0
"""
return 100**(0.5 - our_percentage) * (1 - our_percentage) * 2
def get_chan_fees(plugin: Plugin, scid: str):
channels = plugin.rpc.listchannels(scid)["channels"]
for ch in channels:
if ch["source"] == plugin.our_node_id:
return {"base_fee_millisatoshi": ch["base_fee_millisatoshi"],
"fee_per_millionth": ch["fee_per_millionth"]}
def maybe_setchannelfee(plugin: Plugin, scid: str, base: int, ppm: int):
fees = get_chan_fees(plugin, scid)
if fees is None or base == fees["base_fee_millisatoshi"] and ppm == fees["fee_per_millionth"]:
return False
try:
plugin.rpc.setchannelfee(scid, base, ppm)
return True
except RpcError as e:
plugin.log(f"Could not adjust fees for channel {scid}: '{e}'", level="warn")
return False
def significant_update(plugin: Plugin, scid: str):
channel = plugin.adj_balances[scid]
last_liquidity = channel.get("last_liquidity")
if last_liquidity is None:
return True
# Only update on substantial balance moves to avoid flooding, and add
# some pseudo-randomness to avoid too easy channel balance probing
update_threshold = plugin.update_threshold
update_threshold_abs = int(plugin.update_threshold_abs)
if not plugin.deactivate_fuzz:
update_threshold += random.uniform(-0.015, 0.015)
update_threshold_abs += update_threshold_abs * random.uniform(-0.015, 0.015)
last_percentage = last_liquidity / channel["total"]
percentage = channel["our"] / channel["total"]
if (abs(last_percentage - percentage) > update_threshold
or abs(last_liquidity - channel["our"]) > update_threshold_abs):
return True
return False
def maybe_adjust_fees(plugin: Plugin, scids: list):
channels_adjusted = 0
for scid in scids:
our = plugin.adj_balances[scid]["our"]
total = plugin.adj_balances[scid]["total"]
percentage = our / total
# reset to normal fees if imbalance is not high enough
if (percentage > plugin.imbalance and percentage < 1 - plugin.imbalance):
if maybe_setchannelfee(plugin, scid, plugin.adj_basefee, plugin.adj_ppmfee):
plugin.log(f"Set default fees as imbalance is too low: {scid}")
plugin.adj_balances[scid]["last_liquidity"] = our
channels_adjusted += 1
continue
if not significant_update(plugin, scid):
continue
percentage = get_adjusted_percentage(plugin, scid)
assert 0 <= percentage and percentage <= 1
ratio = plugin.get_ratio(percentage)
if maybe_setchannelfee(plugin, scid, int(plugin.adj_basefee * ratio),
int(plugin.adj_ppmfee * ratio)):
plugin.log(f"Adjusted fees of {scid} with a ratio of {ratio}")
plugin.adj_balances[scid]["last_liquidity"] = our
channels_adjusted += 1
return channels_adjusted
def get_chan(plugin: Plugin, scid: str):
for peer in plugin.rpc.listpeers()["peers"]:
if len(peer["channels"]) == 0:
continue
# We might have multiple channel entries ! Eg if one was just closed
# and reopened.
for chan in peer["channels"]:
if "short_channel_id" not in chan:
continue
if chan["short_channel_id"] == scid:
return chan
def maybe_add_new_balances(plugin: Plugin, scids: list):
for scid in scids:
if scid not in plugin.adj_balances:
# At this point we could call listchannels and pass the scid as
# argument, and deduce the peer id (!our_id). But -as unlikely as
# it is- we may not find it in our gossip (eg some corruption of
# the gossip_store occured just before the forwarding event).
# However, it MUST be present in a listpeers() entry.
chan = get_chan(plugin, scid)
assert chan is not None
plugin.adj_balances[scid] = {
"our": int(chan["to_us_msat"]),
"total": int(chan["total_msat"])
}
@plugin.subscribe("forward_event")
def forward_event(plugin: Plugin, forward_event: dict, **kwargs):
if forward_event["status"] == "settled":
in_scid = forward_event["in_channel"]
out_scid = forward_event["out_channel"]
maybe_add_new_balances(plugin, [in_scid, out_scid])
plugin.adj_balances[in_scid]["our"] += forward_event["in_msatoshi"]
plugin.adj_balances[out_scid]["our"] -= forward_event["out_msatoshi"]
try:
# Pseudo-randomly add some hysterisis to the update
if not plugin.deactivate_fuzz and random.randint(0, 9) == 9:
time.sleep(random.randint(0, 5))
maybe_adjust_fees(plugin, [in_scid, out_scid])
except Exception as e:
plugin.log("Adjusting fees: " + str(e), level="error")
@plugin.method("feeadjust")
def feeadjust(plugin: Plugin):
"""Adjust fees for all existing channels.
This method is automatically called in plugin init, or can be called manually after a successful payment.
Otherwise, the plugin keeps the fees up-to-date.
"""
peers = plugin.rpc.listpeers()["peers"]
channels_adjusted = 0
for peer in peers:
for chan in peer["channels"]:
if chan["state"] == "CHANNELD_NORMAL":
scid = chan["short_channel_id"]
plugin.adj_balances[scid] = {
"our": int(chan["to_us_msat"]),
"total": int(chan["total_msat"])
}
channels_adjusted += maybe_adjust_fees(plugin, [scid])
msg = f"{channels_adjusted} channels adjusted"
plugin.log(msg)
return msg
@plugin.init()
def init(options: dict, configuration: dict, plugin: Plugin, **kwargs):
plugin.our_node_id = plugin.rpc.getinfo()["id"]
plugin.deactivate_fuzz = options.get("feeadjuster-deactivate-fuzz", False)
plugin.update_threshold = float(options.get("feeadjuster-threshold", "0.05"))
plugin.update_threshold_abs = Millisatoshi(options.get("feeadjuster-threshold-abs", "0.001btc"))
plugin.big_enough_liquidity = Millisatoshi(options.get("feeadjuster-enough-liquidity", "0.02btc"))
plugin.imbalance = float(options.get("feeadjuster-imbalance", 0.5))
plugin.get_ratio = get_ratio
if options.get("feeadjuster-adjustment-method", "default") == "soft":
plugin.get_ratio = get_ratio_soft
if options.get("feeadjuster-adjustment-method", "default") == "hard":
plugin.get_ratio = get_ratio_hard
config = plugin.rpc.listconfigs()
plugin.adj_basefee = config["fee-base"]
plugin.adj_ppmfee = config["fee-per-satoshi"]
# normalize the imbalance percentage value to 0%-50%
if plugin.imbalance < 0 or plugin.imbalance > 1:
raise ValueError("feeadjuster-imbalance must be between 0 and 1.")
if plugin.imbalance > 0.5:
plugin.imbalance = 1 - plugin.imbalance
plugin.log(f"Plugin feeadjuster initialized ({plugin.adj_basefee} base / {plugin.adj_ppmfee} ppm) with an "
f"imbalance of {int(100 * plugin.imbalance)}%/{int(100 * ( 1 - plugin.imbalance))}%, "
f"update_threshold: {int(100 * plugin.update_threshold)}%, update_threshold_abs: {plugin.update_threshold_abs}, "
f"enough_liquidity: {plugin.big_enough_liquidity}, deactivate_fuzz: {plugin.deactivate_fuzz}, "
f"adjustment_method: {plugin.get_ratio.__name__}")
feeadjust(plugin)
plugin.add_option(
"feeadjuster-deactivate-fuzz",
False,
"Deactivate update threshold randomization and hysterisis.",
"flag"
)
plugin.add_option(
"feeadjuster-threshold",
"0.05",
"Relative channel balance delta at which to trigger an update. Default 0.05 means 5%. "
"Note: it's also fuzzed by 1.5%",
"string"
)
plugin.add_option(
"feeadjuster-threshold-abs",
"0.001btc",
"Absolute channel balance delta at which to always trigger an update. "
"Note: it's also fuzzed by 1.5%",
"string"
)
plugin.add_option(
"feeadjuster-enough-liquidity",
"0.02btc",
"Beyond this liquidity threshold there is no need to adjusting fees",
"string"
)
plugin.add_option(
"feeadjuster-adjustment-method",
"default",
"Adjustment method to calculate channel fee"
"Can be 'default', 'soft' for less difference or 'hard' for higher difference"
"string"
)
plugin.add_option(
"feeadjuster-imbalance",
"0.5",
"Ratio at which channel imbalance the feeadjuster should start acting. "
"Default: 0.5 (always). Set higher or lower values to limit feeadjuster's "
"activity to more imbalanced channels. "
"E.g. 0.3 for '70/30'% or 0.6 for '40/60'%.",
"string"
)
plugin.run()