liquidity: update default fee setting to flat percentage

liquidity/fees.go

@@ -42,6 +42,10 @@ const (
 	// ensure that we will still be able to complete our swap in the case
 	// of a severe fee spike.
 	minerMultiplier = 100
+
+	// defaultFeePPM is the default percentage of swap amount that we
+	// allocate to fees, 2%.
+	defaultFeePPM = 20000
 )
 
 var (
@@ -245,6 +249,12 @@ type FeePortion struct {
 	PartsPerMillion uint64
 }
 
+func defaultFeePortion() *FeePortion {
+	return &FeePortion{
+		PartsPerMillion: defaultFeePPM,
+	}
+}
+
 // NewFeePortion creates a fee limit based on a flat percentage of swap amount.
 func NewFeePortion(ppm uint64) *FeePortion {
 	return &FeePortion{

liquidity/liquidity.go

@@ -99,7 +99,7 @@ var (
 		PeerRules:       make(map[route.Vertex]*ThresholdRule),
 		FailureBackOff:  defaultFailureBackoff,
 		SweepConfTarget: loop.DefaultSweepConfTarget,
-		FeeLimit:        defaultFeeCategoryLimit(),
+		FeeLimit:        defaultFeePortion(),
 	}
 
 	// ErrZeroChannelID is returned if we get a rule for a 0 channel ID.

liquidity/liquidity_test.go

@@ -50,15 +50,12 @@ var (
 	chanRule = NewThresholdRule(50, 0)
 
 	testQuote = &loop.LoopOutQuote{
-		SwapFee:      btcutil.Amount(1),
+		SwapFee:      btcutil.Amount(5),
-		PrepayAmount: btcutil.Amount(500),
+		PrepayAmount: btcutil.Amount(50),
-		MinerFee:     btcutil.Amount(50),
+		MinerFee:     btcutil.Amount(1),
 	}
 
-	prepayFee = ppmToSat(
+	prepayFee, routingFee = testPPMFees(defaultFeePPM, testQuote, 7500)
-		testQuote.PrepayAmount, defaultPrepayRoutingFeePPM,
-	)
-	routingFee = ppmToSat(7500, defaultRoutingFeePPM)
 
 	// chan1Rec is the suggested swap for channel 1 when we use chanRule.
 	chan1Rec = loop.OutRequest{
@@ -66,7 +63,7 @@ var (
 		OutgoingChanSet:     loopdb.ChannelSet{chanID1.ToUint64()},
 		MaxPrepayRoutingFee: prepayFee,
 		MaxSwapRoutingFee:   routingFee,
-		MaxMinerFee:         defaultMaximumMinerFee,
+		MaxMinerFee:         scaleMinerFee(testQuote.MinerFee),
 		MaxSwapFee:          testQuote.SwapFee,
 		MaxPrepayAmount:     testQuote.PrepayAmount,
 		SweepConfTarget:     loop.DefaultSweepConfTarget,
@@ -79,7 +76,7 @@ var (
 		OutgoingChanSet:     loopdb.ChannelSet{chanID2.ToUint64()},
 		MaxPrepayRoutingFee: prepayFee,
 		MaxSwapRoutingFee:   routingFee,
-		MaxMinerFee:         defaultMaximumMinerFee,
+		MaxMinerFee:         scaleMinerFee(testQuote.MinerFee),
 		MaxPrepayAmount:     testQuote.PrepayAmount,
 		MaxSwapFee:          testQuote.SwapFee,
 		SweepConfTarget:     loop.DefaultSweepConfTarget,
@@ -164,6 +161,21 @@ func testPPMFees(ppm uint64, quote *loop.LoopOutQuote,
 	)
 }
 
+// applyFeeCategoryQuote returns a copy of the loop out request provided with
+// fee categories updated to the quote and routing settings provided.
+// nolint:unparam
+func applyFeeCategoryQuote(req loop.OutRequest, minerFee btcutil.Amount,
+	prepayPPM, routingPPM uint64, quote loop.LoopOutQuote) loop.OutRequest {
+
+	req.MaxPrepayRoutingFee = ppmToSat(quote.PrepayAmount, prepayPPM)
+	req.MaxSwapRoutingFee = ppmToSat(req.Amount, routingPPM)
+	req.MaxSwapFee = quote.SwapFee
+	req.MaxPrepayAmount = quote.PrepayAmount
+	req.MaxMinerFee = minerFee
+
+	return req
+}
+
 // TestParameters tests getting and setting of parameters for our manager.
 func TestParameters(t *testing.T) {
 	cfg, _ := newTestConfig()
@@ -547,6 +559,12 @@ func TestRestrictedSuggestions(t *testing.T) {
 // TestSweepFeeLimit tests getting of swap suggestions when our estimated sweep
 // fee is above and below the configured limit.
 func TestSweepFeeLimit(t *testing.T) {
+	quote := &loop.LoopOutQuote{
+		SwapFee:      btcutil.Amount(1),
+		PrepayAmount: btcutil.Amount(500),
+		MinerFee:     btcutil.Amount(50),
+	}
+
 	tests := []struct {
 		name        string
 		feeRate     chainfee.SatPerKWeight
@@ -557,7 +575,11 @@ func TestSweepFeeLimit(t *testing.T) {
 			feeRate: defaultSweepFeeRateLimit,
 			suggestions: &Suggestions{
 				OutSwaps: []loop.OutRequest{
-					chan1Rec,
+					applyFeeCategoryQuote(
+						chan1Rec, defaultMaximumMinerFee,
+						defaultPrepayRoutingFeePPM,
+						defaultRoutingFeePPM, *quote,
+					),
 				},
 				DisqualifiedChans: noneDisqualified,
 				DisqualifiedPeers: noPeersDisqualified,
@@ -581,6 +603,13 @@ func TestSweepFeeLimit(t *testing.T) {
 		t.Run(testCase.name, func(t *testing.T) {
 			cfg, lnd := newTestConfig()
 
+			cfg.LoopOutQuote = func(_ context.Context,
+				_ *loop.LoopOutQuoteRequest) (*loop.LoopOutQuote,
+				error) {
+
+				return quote, nil
+			}
+
 			// Set our test case's fee rate for our mock lnd.
 			lnd.SetFeeEstimate(
 				loop.DefaultSweepConfTarget, testCase.feeRate,
@@ -591,6 +620,8 @@ func TestSweepFeeLimit(t *testing.T) {
 			}
 
 			params := defaultParameters
+			params.FeeLimit = defaultFeeCategoryLimit()
+
 			params.ChannelRules = map[lnwire.ShortChannelID]*ThresholdRule{
 				chanID1: chanRule,
 			}
@@ -610,6 +641,9 @@ func TestSuggestSwaps(t *testing.T) {
 		channel1,
 	}
 
+	expectedAmt := btcutil.Amount(10000)
+	prepay, routing := testPPMFees(defaultFeePPM, testQuote, expectedAmt)
+
 	tests := []struct {
 		name        string
 		channels    []lndclient.ChannelInfo
@@ -681,24 +715,18 @@ func TestSuggestSwaps(t *testing.T) {
 			suggestions: &Suggestions{
 				OutSwaps: []loop.OutRequest{
 					{
-						Amount: 10000,
+						Amount: expectedAmt,
 						OutgoingChanSet: loopdb.ChannelSet{
 							chanID1.ToUint64(),
 							chanID2.ToUint64(),
 						},
-						MaxPrepayRoutingFee: ppmToSat(
+						MaxPrepayRoutingFee: prepay,
-							testQuote.PrepayAmount,
+						MaxSwapRoutingFee:   routing,
-							defaultPrepayRoutingFeePPM,
+						MaxMinerFee:         scaleMinerFee(testQuote.MinerFee),
-						),
+						MaxSwapFee:          testQuote.SwapFee,
-						MaxSwapRoutingFee: ppmToSat(
+						MaxPrepayAmount:     testQuote.PrepayAmount,
-							10000,
+						SweepConfTarget:     loop.DefaultSweepConfTarget,
-							defaultRoutingFeePPM,
+						Initiator:           autoloopSwapInitiator,
-						),
-						MaxMinerFee:     defaultMaximumMinerFee,
-						MaxSwapFee:      testQuote.SwapFee,
-						MaxPrepayAmount: testQuote.PrepayAmount,
-						SweepConfTarget: loop.DefaultSweepConfTarget,
-						Initiator:       autoloopSwapInitiator,
 					},
 				},
 				DisqualifiedChans: noneDisqualified,
@@ -736,6 +764,12 @@ func TestSuggestSwaps(t *testing.T) {
 
 // TestFeeLimits tests limiting of swap suggestions by fees.
 func TestFeeLimits(t *testing.T) {
+	quote := &loop.LoopOutQuote{
+		SwapFee:      btcutil.Amount(1),
+		PrepayAmount: btcutil.Amount(500),
+		MinerFee:     btcutil.Amount(50),
+	}
+
 	tests := []struct {
 		name        string
 		quote       *loop.LoopOutQuote
@@ -743,10 +777,14 @@ func TestFeeLimits(t *testing.T) {
 	}{
 		{
 			name:  "fees ok",
-			quote: testQuote,
+			quote: quote,
 			suggestions: &Suggestions{
 				OutSwaps: []loop.OutRequest{
-					chan1Rec,
+					applyFeeCategoryQuote(
+						chan1Rec, defaultMaximumMinerFee,
+						defaultPrepayRoutingFeePPM,
+						defaultRoutingFeePPM, *quote,
+					),
 				},
 				DisqualifiedChans: noneDisqualified,
 				DisqualifiedPeers: noPeersDisqualified,
@@ -813,7 +851,10 @@ func TestFeeLimits(t *testing.T) {
 				channel1,
 			}
 
+			// Set our params to use individual fee limits.
 			params := defaultParameters
+			params.FeeLimit = defaultFeeCategoryLimit()
+
 			params.ChannelRules = map[lnwire.ShortChannelID]*ThresholdRule{
 				chanID1: chanRule,
 			}
@@ -838,6 +879,21 @@ func TestFeeLimits(t *testing.T) {
 // amounts, we use our max miner fee to shift swap cost to values above/below
 // our budget, fixing our other fees at 114 sat for simplicity.
 func TestFeeBudget(t *testing.T) {
+	quote := &loop.LoopOutQuote{
+		SwapFee:      btcutil.Amount(1),
+		PrepayAmount: btcutil.Amount(500),
+		MinerFee:     btcutil.Amount(50),
+	}
+
+	chan1 := applyFeeCategoryQuote(
+		chan1Rec, 5000, defaultPrepayRoutingFeePPM,
+		defaultRoutingFeePPM, *quote,
+	)
+	chan2 := applyFeeCategoryQuote(
+		chan2Rec, 5000, defaultPrepayRoutingFeePPM,
+		defaultRoutingFeePPM, *quote,
+	)
+
 	tests := []struct {
 		name string
 
@@ -862,7 +918,7 @@ func TestFeeBudget(t *testing.T) {
 			maxMinerFee: 5000,
 			suggestions: &Suggestions{
 				OutSwaps: []loop.OutRequest{
-					chan1Rec, chan2Rec,
+					chan1, chan2,
 				},
 				DisqualifiedChans: noneDisqualified,
 				DisqualifiedPeers: noPeersDisqualified,
@@ -876,7 +932,7 @@ func TestFeeBudget(t *testing.T) {
 			maxMinerFee: 5000,
 			suggestions: &Suggestions{
 				OutSwaps: []loop.OutRequest{
-					chan1Rec,
+					chan1,
 				},
 				DisqualifiedChans: map[lnwire.ShortChannelID]Reason{
 					chanID2: ReasonBudgetInsufficient,
@@ -895,7 +951,7 @@ func TestFeeBudget(t *testing.T) {
 			},
 			suggestions: &Suggestions{
 				OutSwaps: []loop.OutRequest{
-					chan1Rec, chan2Rec,
+					chan1, chan2,
 				},
 				DisqualifiedChans: noneDisqualified,
 				DisqualifiedPeers: noPeersDisqualified,
@@ -912,7 +968,7 @@ func TestFeeBudget(t *testing.T) {
 			},
 			suggestions: &Suggestions{
 				OutSwaps: []loop.OutRequest{
-					chan1Rec,
+					chan1,
 				},
 				DisqualifiedChans: map[lnwire.ShortChannelID]Reason{
 					chanID2: ReasonBudgetInsufficient,
@@ -977,6 +1033,13 @@ func TestFeeBudget(t *testing.T) {
 				return swaps, nil
 			}
 
+			cfg.LoopOutQuote = func(_ context.Context,
+				_ *loop.LoopOutQuoteRequest) (*loop.LoopOutQuote,
+				error) {
+
+				return quote, nil
+			}
+
 			// Set two channels that need swaps.
 			lnd.Channels = []lndclient.ChannelInfo{
 				channel1,
@@ -1141,18 +1204,17 @@ func TestSizeRestrictions(t *testing.T) {
 			Maximum: 10000,
 		}
 
-		outSwap = loop.OutRequest{
+		prepay, routing = testPPMFees(defaultFeePPM, testQuote, 7000)
+		outSwap         = loop.OutRequest{
 			Amount:              7000,
 			OutgoingChanSet:     loopdb.ChannelSet{chanID1.ToUint64()},
-			MaxPrepayRoutingFee: prepayFee,
+			MaxPrepayRoutingFee: prepay,
-			MaxSwapRoutingFee: ppmToSat(
+			MaxSwapRoutingFee:   routing,
-				7000, defaultRoutingFeePPM,
+			MaxMinerFee:         scaleMinerFee(testQuote.MinerFee),
-			),
+			MaxSwapFee:          testQuote.SwapFee,
-			MaxMinerFee:     defaultMaximumMinerFee,
+			MaxPrepayAmount:     testQuote.PrepayAmount,
-			MaxSwapFee:      testQuote.SwapFee,
+			SweepConfTarget:     loop.DefaultSweepConfTarget,
-			MaxPrepayAmount: testQuote.PrepayAmount,
+			Initiator:           autoloopSwapInitiator,
-			SweepConfTarget: loop.DefaultSweepConfTarget,
-			Initiator:       autoloopSwapInitiator,
 		}
 	)