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include negative inbound fees in fee computation
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this doesn't influence path finding, just the actual payments
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@C-Otto
C-Otto committed May 3, 2024
1 parent 08fec81 commit 9bc6399
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Showing 2 changed files with 113 additions and 11 deletions.
42 changes: 37 additions & 5 deletions model/src/main/java/de/cotto/lndmanagej/model/Route.java
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Original file line number Diff line number Diff line change
@@ -1,5 +1,6 @@
package de.cotto.lndmanagej.model;

import javax.annotation.Nullable;
import java.util.ArrayList;
import java.util.List;
import java.util.Objects;
Expand Down Expand Up @@ -43,7 +44,9 @@ public Coins getFeesWithFirstHop() {
return Coins.NONE;
}
Coins forwardAmountForFirstHop = getFees().add(amount);
return getFees().add(getFeesForEdgeAndAmount(forwardAmountForFirstHop, edgesWithLiquidityInformation.get(0)));
return getFees().add(
getFeesForEdgeAndAmount(forwardAmountForFirstHop, null, edgesWithLiquidityInformation.get(0))
);
}

public double getProbability() {
Expand Down Expand Up @@ -139,18 +142,47 @@ private static List<Coins> computeFees(List<EdgeWithLiquidityInformation> edges,
List<Coins> feesForHops = new ArrayList<>();
feesForHops.add(Coins.NONE);
for (int i = edges.size() - 1; i > 0; i--) {
Coins feesForHop = getFeesForEdgeAndAmount(amountWithFees, edges.get(i));
EdgeWithLiquidityInformation edge = edges.get(i);
EdgeWithLiquidityInformation previousEdge = edges.get(i - 1);
Coins feesForHop = getFeesForEdgeAndAmount(amountWithFees, previousEdge, edge);
amountWithFees = amountWithFees.add(feesForHop);
fees = fees.add(feesForHop);
feesForHops.add(0, feesForHop);
}
return feesForHops;
}

private static Coins getFeesForEdgeAndAmount(Coins amountWithFees, EdgeWithLiquidityInformation edge) {
private static Coins getFeesForEdgeAndAmount(
Coins amountWithFees,
@Nullable EdgeWithLiquidityInformation previousEdge,
EdgeWithLiquidityInformation edge
) {
long feeRate = edge.policy().feeRate();
Coins relativeFees = getRelativeFees(amountWithFees, feeRate);
Coins baseFeeForHop = edge.policy().baseFee();
Coins relativeFees = Coins.ofMilliSatoshis(feeRate * amountWithFees.milliSatoshis() / 1_000_000);
return baseFeeForHop.add(relativeFees);
Coins outboundFees = baseFeeForHop.add(relativeFees);

Coins inboundFees = getInboundFees(amountWithFees.add(outboundFees), previousEdge);
Coins combinedFees = outboundFees.add(inboundFees);
if (combinedFees.isNegative()) {
return Coins.NONE;
}
return combinedFees;
}

private static Coins getInboundFees(Coins amountWithFees, @Nullable EdgeWithLiquidityInformation previousEdge) {
if (previousEdge == null) {
return Coins.NONE;
}
Policy policyForInboundFees = previousEdge.edge().reversePolicy();

Coins inboundBaseFeeForHop = policyForInboundFees.inboundBaseFee();
long inboundFeeRate = policyForInboundFees.inboundFeeRate();
Coins inboundRelativeFees = getRelativeFees(amountWithFees, inboundFeeRate);
return inboundBaseFeeForHop.add(inboundRelativeFees);
}

private static Coins getRelativeFees(Coins amount, long feeRate) {
return Coins.ofMilliSatoshis(feeRate * amount.milliSatoshis() / 1_000_000);
}
}
82 changes: 76 additions & 6 deletions model/src/test/java/de/cotto/lndmanagej/model/RouteTest.java
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Original file line number Diff line number Diff line change
Expand Up @@ -164,8 +164,7 @@ void fees_amount_with_milli_sat() {
Coins baseFee1 = Coins.ofMilliSatoshis(15);
Coins baseFee2 = Coins.ofMilliSatoshis(10);
Coins expectedFees =
Coins.ofMilliSatoshis((long) (amount.milliSatoshis() * 1.0 * ppm2 / ONE_MILLION))
.add(baseFee2);
totalFeesFor(amount, ppm2, baseFee2);
Policy policy1 = policy(baseFee1, ppm1);
Edge hop1 = new Edge(CHANNEL_ID, PUBKEY, PUBKEY_2, CAPACITY, policy1, Policy.UNKNOWN);
Policy policy2 = policy(baseFee2, ppm2);
Expand Down Expand Up @@ -195,8 +194,7 @@ void fees_two_hops() {
int ppm1 = 100;
int ppm2 = 200;
Coins expectedFees2 =
Coins.ofMilliSatoshis((long) (amount.milliSatoshis() * 1.0 * ppm2 / ONE_MILLION))
.add(baseFee2);
totalFeesFor(amount, ppm2, baseFee2);
Coins expectedFees1 = Coins.NONE;
Coins expectedFees = expectedFees1.add(expectedFees2);
BasicRoute basicRoute = new BasicRoute(List.of(
Expand All @@ -218,8 +216,7 @@ void fees_three_hops() {
int ppm3 = 300;
Coins expectedFees3 = Coins.NONE;
Coins expectedFees2 =
Coins.ofMilliSatoshis((long) (amount.milliSatoshis() * 1.0 * ppm3 / ONE_MILLION))
.add(baseFee3);
totalFeesFor(amount, ppm3, baseFee3);
long amountWithFeesLastHop = amount.add(expectedFees2).milliSatoshis();
Coins expectedFees1 = Coins.ofMilliSatoshis(
(long) (amountWithFeesLastHop * 1.0 * ppm2 / ONE_MILLION)
Expand All @@ -234,6 +231,71 @@ void fees_three_hops() {
assertThat(route.getFees()).isEqualTo(expectedFees);
}

@Test
void fees_two_hops_with_negative_inbound_fees() {
Coins amount = Coins.ofSatoshis(2_500_000);
Coins baseFee1 = Coins.ofMilliSatoshis(20);
Coins inboundBaseFee1 = Coins.ofMilliSatoshis(-3);
Coins baseFee2 = Coins.ofMilliSatoshis(6);
int ppm1 = 100;
int inboundPpm1 = -30;
int ppm2 = 200;
Coins expectedOutboundFees = totalFeesFor(amount, ppm2, baseFee2);
Coins expectedInboundFees = totalFeesFor(amount.add(expectedOutboundFees), inboundPpm1, inboundBaseFee1);
Coins expectedFees = expectedOutboundFees.add(expectedInboundFees);
BasicRoute basicRoute = new BasicRoute(List.of(
new Edge(
CHANNEL_ID,
PUBKEY,
PUBKEY_3,
CAPACITY,
policy(baseFee1, ppm1),
inboundPolicy(inboundBaseFee1, inboundPpm1)
),
new Edge(
CHANNEL_ID_2,
PUBKEY_3,
PUBKEY_4,
CAPACITY,
policy(baseFee2, ppm2),
inboundPolicy(Coins.NONE, 0)
)
), amount);
Route route = new Route(basicRoute);
assertThat(route.getFees()).isEqualTo(expectedFees);
}

@Test
void fees_two_hops_with_very_negative_inbound_fees() {
Coins amount = Coins.ofSatoshis(1_500_000);
Coins baseFee1 = Coins.ofMilliSatoshis(10);
Coins inboundBaseFee1 = Coins.ofMilliSatoshis(-15);
Coins baseFee2 = Coins.ofMilliSatoshis(6);
int ppm1 = 100;
int inboundPpm1 = -300;
int ppm2 = 200;
BasicRoute basicRoute = new BasicRoute(List.of(
new Edge(
CHANNEL_ID,
PUBKEY,
PUBKEY_2,
CAPACITY,
policy(baseFee1, ppm1),
inboundPolicy(inboundBaseFee1, inboundPpm1)
),
new Edge(
CHANNEL_ID_2,
PUBKEY,
PUBKEY_2,
CAPACITY,
policy(baseFee2, ppm2),
inboundPolicy(Coins.NONE, 0)
)
), amount);
Route route = new Route(basicRoute);
assertThat(route.getFees()).isEqualTo(Coins.NONE);
}

@Test
void feesWithFirstHop_empty() {
BasicRoute basicRoute = new BasicRoute(List.of(), Coins.ofSatoshis(1_500_000));
Expand Down Expand Up @@ -504,4 +566,12 @@ private List<Edge> edgesWithTimeLockDeltas(int... timeLockDeltas) {
private Policy policy(Coins baseFee, int ppm) {
return new Policy(ppm, baseFee, true, TIME_LOCK_DELTA, MIN_HTLC, MAX_HTLC);
}

private Policy inboundPolicy(Coins inboundBaseFee, int inboundPpm) {
return new Policy(0, Coins.NONE, inboundPpm, inboundBaseFee, true, TIME_LOCK_DELTA, MIN_HTLC, MAX_HTLC);
}

private Coins totalFeesFor(Coins amount, int ppm, Coins baseFee) {
return Coins.ofMilliSatoshis((long) (amount.milliSatoshis() * 1.0 * ppm / ONE_MILLION)).add(baseFee);
}
}

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