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multi: calculate locked value based on account version
This commit is contained in:
Oliver Gugger
parent
d109f913c4
commit
701b999463
7 changed files with 70 additions and 52 deletions
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@ -8,6 +8,7 @@ import (
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"path/filepath"
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"github.com/lightninglabs/pool"
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"github.com/lightninglabs/pool/account"
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"github.com/lightninglabs/pool/auctioneer"
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"github.com/lightninglabs/pool/clientdb"
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"github.com/lightninglabs/pool/order"
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@ -123,6 +124,7 @@ func dumpOrders(ctx *cli.Context) error {
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UnitsUnfulfilled: uint32(dbDetails.UnitsUnfulfilled),
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ReservedValueSat: uint64(dbOrder.ReservedValue(
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terms.NewLinearFeeSchedule(0, 0),
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account.VersionInitialNoVersion,
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)),
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CreationTimestampNs: uint64(0),
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MinUnitsMatch: uint32(
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@ -85,7 +85,9 @@ func (m *marshaler) MarshallAccountsWithAvailableBalance(ctx context.Context,
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continue
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}
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debitAmt += o.ReservedValue(auctionFeeSchedule)
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debitAmt += o.ReservedValue(
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auctionFeeSchedule, acct.Version,
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)
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}
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accountDebits[acctKey] = debitAmt
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@ -276,12 +276,9 @@ type Order interface {
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// ReservedValue returns the maximum value that could be deducted from
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// the account if the order is matched, and therefore has to be
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// reserved to ensure the trader can afford it. This always uses the
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// worst-case fee estimation using the version 0 p2wsh script witness
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// size calculation for the account spend.
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//
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// TODO(guggero): Update to be more precise for p2tr accounts.
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ReservedValue(feeSchedule terms.FeeSchedule) btcutil.Amount
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// reserved to ensure the trader can afford it.
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ReservedValue(feeSchedule terms.FeeSchedule,
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accountVersion account.Version) btcutil.Amount
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}
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// Kit stores all the common fields that are used to express the decision to
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@ -457,15 +454,12 @@ func (a *Ask) Digest() ([hashSize]byte, error) {
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// account if the given order is matched under the worst case fee conditions.
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// This usually means the order is partially matched with the minimum match
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// size, all in different batches, leading to maximum chain and execution fees
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// being paid. This always uses the worst-case fee estimation using the version
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// 0 p2wsh script witness size calculation for the account spend.
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// being paid.
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//
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// The passed function should be set to either calculate the maker or taker
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// balance delta for a single match of the given amount.
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//
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// TODO(guggero): Update to be more precise for p2tr accounts.
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func reservedValue(o Order,
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perMatchDelta func(btcutil.Amount) btcutil.Amount) btcutil.Amount {
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func reservedValue(o Order, perMatchDelta func(btcutil.Amount) btcutil.Amount,
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accountVersion account.Version) btcutil.Amount {
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// If this order is in a state where it cannot be matched, return 0.
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if o.Details().State.Archived() {
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@ -498,12 +492,10 @@ func reservedValue(o Order,
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// Subtract the worst case chain fee from the balance.
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maxFeeRate := o.Details().MaxBatchFeeRate
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balanceDelta -= maxNumMatches * EstimateTraderFee(
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1, maxFeeRate, account.VersionInitialNoVersion,
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1, maxFeeRate, accountVersion,
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)
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if rem > 0 {
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balanceDelta -= EstimateTraderFee(
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1, maxFeeRate, account.VersionInitialNoVersion,
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)
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balanceDelta -= EstimateTraderFee(1, maxFeeRate, accountVersion)
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}
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// If the balance delta is negative, meaning this order will decrease
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@ -519,7 +511,9 @@ func reservedValue(o Order,
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// ReservedValue returns the maximum value that could be deducted from a single
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// account if the ask is matched under the worst case fee conditions.
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func (a *Ask) ReservedValue(feeSchedule terms.FeeSchedule) btcutil.Amount {
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func (a *Ask) ReservedValue(feeSchedule terms.FeeSchedule,
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accountVersion account.Version) btcutil.Amount {
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// For an ask the clearing price will be no lower than the ask's fixed
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// rate, resulting in the smallest gain for the asker.
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clearingPrice := FixedRatePremium(a.FixedRate)
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@ -529,7 +523,7 @@ func (a *Ask) ReservedValue(feeSchedule terms.FeeSchedule) btcutil.Amount {
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feeSchedule, clearingPrice, amt, a.LeaseDuration,
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)
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return delta
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})
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}, accountVersion)
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}
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// NodeTier an enum-like variable that presents which "tier" a node is in. A
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@ -693,7 +687,9 @@ func (b *Bid) Digest() ([hashSize]byte, error) {
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// ReservedValue returns the maximum value that could be deducted from a single
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// account if the bid is matched under the worst case fee conditions.
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func (b *Bid) ReservedValue(feeSchedule terms.FeeSchedule) btcutil.Amount {
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func (b *Bid) ReservedValue(feeSchedule terms.FeeSchedule,
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accountVersion account.Version) btcutil.Amount {
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// For a bid, the final clearing price is never higher that the bid's
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// fixed rate, resulting in the highest possible premium paid by the
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// bidder.
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@ -705,7 +701,7 @@ func (b *Bid) ReservedValue(feeSchedule terms.FeeSchedule) btcutil.Amount {
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b.LeaseDuration,
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)
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return delta
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})
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}, accountVersion)
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}
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// ValidateSelfChanBalance makes sure that all conditions to use the
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@ -15,11 +15,11 @@ func TestOrderReservedValue(t *testing.T) {
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simpleFeeSchedule := terms.NewLinearFeeSchedule(1, 100)
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testCases := []struct {
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name string
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order Order
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accountVersion account.Version
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}{
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type testCase struct {
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name string
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order Order
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}
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testCases := []*testCase{
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{
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name: "bid 1 unit",
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order: &Bid{
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@ -204,9 +204,7 @@ func TestOrderReservedValue(t *testing.T) {
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},
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}
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for i, tc := range testCases {
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tc := tc
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runTestCase := func(t *testing.T, tc *testCase, v account.Version) {
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// Count the worst case we will expect.
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var expValue btcutil.Amount
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@ -238,7 +236,7 @@ func TestOrderReservedValue(t *testing.T) {
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LumpSumPremium(amt, o.LeaseDuration)
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exeFee := executionFee(amt, simpleFeeSchedule)
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chainFee := EstimateTraderFee(
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1, o.MaxBatchFeeRate, tc.accountVersion,
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1, o.MaxBatchFeeRate, v,
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)
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// For bids the lump sum, chain fee and the
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@ -276,7 +274,7 @@ func TestOrderReservedValue(t *testing.T) {
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LumpSumPremium(amt, 144)
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exeFee := executionFee(amt, simpleFeeSchedule)
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chainFee := EstimateTraderFee(
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1, o.MaxBatchFeeRate, tc.accountVersion,
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1, o.MaxBatchFeeRate, v,
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)
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// For asks the amount itself, the chain fee
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@ -294,18 +292,25 @@ func TestOrderReservedValue(t *testing.T) {
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expValue = 0
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}
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// Check the value returned.
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i := i
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t.Run(tc.name, func(t *testing.T) {
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val := tc.order.ReservedValue(simpleFeeSchedule)
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if val < 0 {
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t.Fatalf("reserved value cannot be "+
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"negative: %v", val)
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}
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if val != expValue {
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t.Fatalf("test #%v: expected reserved value "+
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"%v, got '%v'", i, expValue, val)
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}
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val := tc.order.ReservedValue(simpleFeeSchedule, v)
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if val < 0 {
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t.Fatalf("reserved value cannot be "+
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"negative: %v", val)
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}
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if val != expValue {
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t.Fatalf("%s: expected reserved value "+
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"%v, got '%v'", tc.name, expValue, val)
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}
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}
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for _, tc := range testCases {
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tc := tc
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t.Run(tc.name+"/version_0", func(t *testing.T) {
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runTestCase(t, tc, account.VersionInitialNoVersion)
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})
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t.Run(tc.name+"/version_1", func(t *testing.T) {
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runTestCase(t, tc, account.VersionTaprootEnabled)
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})
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}
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}
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@ -317,7 +317,7 @@ func (m *manager) validateOrder(order Order, acct *account.Account,
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var acctKey [33]byte
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copy(acctKey[:], acct.TraderKey.PubKey.SerializeCompressed())
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feeSchedule := terms.FeeSchedule()
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reserved := order.ReservedValue(feeSchedule)
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reserved := order.ReservedValue(feeSchedule, acct.Version)
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for _, o := range dbOrders {
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// Only tally the reserved balance if this order was submitted
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// by this account.
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@ -325,7 +325,7 @@ func (m *manager) validateOrder(order Order, acct *account.Account,
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continue
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}
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reserved += o.ReservedValue(feeSchedule)
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reserved += o.ReservedValue(feeSchedule, acct.Version)
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}
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if acct.Value < reserved {
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@ -81,17 +81,17 @@ func (mr *MockOrderMockRecorder) Nonce() *gomock.Call {
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}
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// ReservedValue mocks base method.
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func (m *MockOrder) ReservedValue(feeSchedule terms.FeeSchedule) btcutil.Amount {
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func (m *MockOrder) ReservedValue(feeSchedule terms.FeeSchedule, accountVersion account.Version) btcutil.Amount {
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m.ctrl.T.Helper()
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ret := m.ctrl.Call(m, "ReservedValue", feeSchedule)
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ret := m.ctrl.Call(m, "ReservedValue", feeSchedule, accountVersion)
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ret0, _ := ret[0].(btcutil.Amount)
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return ret0
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}
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// ReservedValue indicates an expected call of ReservedValue.
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func (mr *MockOrderMockRecorder) ReservedValue(feeSchedule interface{}) *gomock.Call {
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func (mr *MockOrderMockRecorder) ReservedValue(feeSchedule, accountVersion interface{}) *gomock.Call {
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mr.mock.ctrl.T.Helper()
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return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "ReservedValue", reflect.TypeOf((*MockOrder)(nil).ReservedValue), feeSchedule)
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return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "ReservedValue", reflect.TypeOf((*MockOrder)(nil).ReservedValue), feeSchedule, accountVersion)
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}
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// Type mocks base method.
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19
rpcserver.go
19
rpcserver.go
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@ -1564,6 +1564,19 @@ func (s *rpcServer) ListOrders(ctx context.Context,
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feeSchedule = auctioneerTerms.FeeSchedule()
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}
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// We also need a map of all account versions for the locked value
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// estimation below.
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accountVersions := make(map[[33]byte]account.Version)
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allAccounts, err := s.server.db.Accounts()
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if err != nil {
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return nil, fmt.Errorf("error querying accounts: %v", err)
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}
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for _, acct := range allAccounts {
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var rawKey [33]byte
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copy(rawKey[:], acct.TraderKey.PubKey.SerializeCompressed())
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accountVersions[rawKey] = acct.Version
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}
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// The RPC is split by order type so we have to separate them now.
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asks := make([]*poolrpc.Ask, 0, len(creationEvents))
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bids := make([]*poolrpc.Bid, 0, len(creationEvents))
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@ -1616,9 +1629,9 @@ func (s *rpcServer) ListOrders(ctx context.Context,
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State: orderState,
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Units: uint32(dbDetails.Units),
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UnitsUnfulfilled: uint32(dbDetails.UnitsUnfulfilled),
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ReservedValueSat: uint64(
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dbOrder.ReservedValue(feeSchedule),
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),
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ReservedValueSat: uint64(dbOrder.ReservedValue(
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feeSchedule, accountVersions[dbDetails.AcctKey],
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)),
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CreationTimestampNs: uint64(evt.Timestamp().UnixNano()),
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Events: rpcEvents,
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MinUnitsMatch: uint32(dbOrder.Details().MinUnitsMatch),
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