Files
plugins/feeadjuster/feeadjuster.py
2022-02-17 10:26:54 +01:00

378 lines
14 KiB
Python
Executable File

#!/usr/bin/env python3
import random
import statistics
import time
from pyln.client import Plugin, Millisatoshi, RpcError
from threading import Lock
plugin = Plugin()
# Our amount and the total amount in each of our channel, indexed by scid
plugin.adj_balances = {}
# Cache to avoid loads of RPC calls
plugin.our_node_id = None
plugin.peers = None
plugin.channels = None
# Users can configure this
plugin.update_threshold = 0.05
# forward_event must wait for init
plugin.mutex = Lock()
plugin.mutex.acquire()
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]
if plugin.big_enough_liquidity == Millisatoshi(0):
return channel["our"] / channel["total"]
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_peer_id_for_scid(plugin: Plugin, scid: str):
for peer in plugin.peers:
for ch in peer['channels']:
if ch.get('short_channel_id') == scid:
return peer['id']
return None
def get_local_channel_for_scid(plugin: Plugin, scid: str):
for peer in plugin.peers:
for ch in peer['channels']:
if ch.get('short_channel_id') == scid:
return ch
return None
def get_chan_fees(plugin: Plugin, scid: str):
channel = get_local_channel_for_scid(plugin, scid)
assert channel is not None
return {"base": channel["fee_base_msat"], "ppm": channel["fee_proportional_millionths"]}
def get_fees_global(plugin: Plugin, scid: str):
return {"base": plugin.adj_basefee, "ppm": plugin.adj_ppmfee}
def get_fees_median(plugin: Plugin, scid: str):
""" Median fees from peers or peer.
The assumption is that our node competes in fees to other peers of a peer.
"""
peer_id = get_peer_id_for_scid(plugin, scid)
assert peer_id is not None
if plugin.listchannels_by_dst:
plugin.channels = plugin.rpc.call("listchannels",
{"destination": peer_id})['channels']
channels_to_peer = [ch for ch in plugin.channels
if ch['destination'] == peer_id
and ch['source'] != plugin.our_node_id]
if len(channels_to_peer) == 0:
return None
fees_ppm = [ch['fee_per_millionth'] for ch in channels_to_peer]
return {"base": plugin.adj_basefee, "ppm": statistics.median(fees_ppm)}
def setchannelfee(plugin: Plugin, scid: str, base: int, ppm: int):
fees = get_chan_fees(plugin, scid)
if fees is None or base == fees['base'] and ppm == fees['ppm']:
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="error")
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
base = plugin.adj_basefee
ppm = plugin.adj_ppmfee
# select ideal values per channel
fees = plugin.fee_strategy(plugin, scid)
if fees is not None:
base = fees['base']
ppm = fees['ppm']
# reset to normal fees if imbalance is not high enough
if (percentage > plugin.imbalance and percentage < 1 - plugin.imbalance):
if setchannelfee(plugin, scid, base, ppm):
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 setchannelfee(plugin, scid, int(base), int(ppm * 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.peers:
for chan in peer["channels"]:
if chan.get("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:
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 not plugin.forward_event_subscription:
return
plugin.mutex.acquire(blocking=True)
plugin.peers = plugin.rpc.listpeers()["peers"]
if plugin.fee_strategy == get_fees_median and not plugin.listchannels_by_dst:
plugin.channels = plugin.rpc.listchannels()['channels']
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.mutex.release()
@plugin.method("feeadjust")
def feeadjust(plugin: Plugin, scid: str = None):
"""Adjust fees for all channels (default) or just a given `scid`.
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.
"""
plugin.mutex.acquire(blocking=True)
plugin.peers = plugin.rpc.listpeers()["peers"]
if plugin.fee_strategy == get_fees_median and not plugin.listchannels_by_dst:
plugin.channels = plugin.rpc.listchannels()['channels']
channels_adjusted = 0
for peer in plugin.peers:
for chan in peer["channels"]:
if chan["state"] == "CHANNELD_NORMAL":
_scid = chan.get("short_channel_id")
if scid is not None and scid != _scid:
continue
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} channel(s) adjusted"
plugin.log(msg)
plugin.mutex.release()
return msg
@plugin.method("feeadjuster-toggle")
def feeadjuster_toggle(plugin: Plugin, value: bool = None):
"""Activates/Deactivates automatic fee updates for forward events.
The status will be set to value.
"""
msg = {"forward_event_subscription": {"previous": plugin.forward_event_subscription}}
if value is None:
plugin.forward_event_subscription = not plugin.forward_event_subscription
else:
plugin.forward_event_subscription = bool(value)
msg["forward_event_subscription"]["current"] = plugin.forward_event_subscription
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")
plugin.forward_event_subscription = not options.get("feeadjuster-deactivate-fee-update")
plugin.update_threshold = float(options.get("feeadjuster-threshold"))
plugin.update_threshold_abs = Millisatoshi(options.get("feeadjuster-threshold-abs"))
plugin.big_enough_liquidity = Millisatoshi(options.get("feeadjuster-enough-liquidity"))
plugin.imbalance = float(options.get("feeadjuster-imbalance"))
adjustment_switch = {
"soft": get_ratio_soft,
"hard": get_ratio_hard,
"default": get_ratio
}
plugin.get_ratio = adjustment_switch.get(options.get("feeadjuster-adjustment-method"), get_ratio)
fee_strategy_switch = {
"global": get_fees_global,
"median": get_fees_median
}
plugin.fee_strategy = fee_strategy_switch.get(options.get("feeadjuster-feestrategy"), get_fees_global)
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
# detect if server supports the new listchannels by `destination` (#4614)
plugin.listchannels_by_dst = False
rpchelp = plugin.rpc.help().get('help')
if len([c for c in rpchelp if c["command"].startswith("listchannels ")
and "destination" in c["command"]]) == 1:
plugin.listchannels_by_dst = True
plugin.log(f"Plugin feeadjuster initialized "
f"({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)}%, "
f"update_threshold_abs: {plugin.update_threshold_abs}, "
f"enough_liquidity: {plugin.big_enough_liquidity}, "
f"deactivate_fuzz: {plugin.deactivate_fuzz}, "
f"forward_event_subscription: {plugin.forward_event_subscription}, "
f"adjustment_method: {plugin.get_ratio.__name__}, "
f"fee_strategy: {plugin.fee_strategy.__name__}, "
f"listchannels_by_dst: {plugin.listchannels_by_dst}")
plugin.mutex.release()
feeadjust(plugin)
plugin.add_option(
"feeadjuster-deactivate-fuzz",
False,
"Deactivate update threshold randomization and hysterisis.",
"flag"
)
plugin.add_option(
"feeadjuster-deactivate-fee-update",
False,
"Deactivate automatic fee updates for forward events.",
"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",
"0msat",
"Beyond this liquidity do not adjust fees. "
"This also modifies the fee curve to achieve having this amount of liquidity. "
"Default: '0msat' (turned off).",
"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.add_option(
"feeadjuster-feestrategy",
"global",
"Sets the per channel fee selection strategy. "
"Can be 'global' to use global config or default values, "
"or 'median' to use the median fees from peers of peer "
"Default: 'global'.",
"string"
)
plugin.run()