mirror of
https://github.com/RoboSats/robosats.git
synced 2025-01-18 12:11:35 +00:00
Add onchain logics pt3
This commit is contained in:
Reckless_Satoshi
parent
cf82a4d6ae
commit
b1d68a39f7
14
.env-sample
14
.env-sample
@ -102,18 +102,20 @@ REWARDS_TIMEOUT_SECONDS = 60
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PAYOUT_TIMEOUT_SECONDS = 60
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# REVERSE SUBMARINE SWAP PAYOUTS
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# 4 parameters needed, min/max change and min/max balance points. E.g. If 25% or more of liquidity
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# Shape of fee to available liquidity curve. Either "linear" or "exponential"
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SWAP_FEE_SHAPE = 'exponential'
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# EXPONENTIAL. fee (%) = MIN_SWAP_FEE + (MAX_SWAP_FEE - MIN_SWAP_FEE) * e ^ (-LAMBDA * onchain_liquidity_fraction)
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SWAP_LAMBDA = 8.8
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# LINEAR. 4 parameters needed: min/max fees and min/max balance points. E.g. If 25% or more of liquidity
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# is onchain the fee for swap is 2% (minimum), if it is 12% fee is 6%, and for 0% fee is 10%.
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# Minimum swap fee as fraction (2%)
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MIN_SWAP_FEE = 0.02
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# Minimum swap fee as fraction (1%)
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MIN_SWAP_FEE = 0.01
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# Liquidity split point (LN/onchain) at which we use MIN_SWAP_FEE
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MIN_SWAP_POINT = 0.25
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MIN_SWAP_POINT = 0.35
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# Maximum swap fee as fraction (~10%)
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MAX_SWAP_FEE = 0.1
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# Liquidity split point (LN/onchain) at which we use MAX_SWAP_FEE
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MAX_SWAP_POINT = 0
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# Shape of fee to available liquidity curve. Only 'linear' implemented.
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SWAP_FEE_SHAPE = 'linear'
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# Min amount allowed for Swap
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MIN_SWAP_AMOUNT = 50000
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@ -1,10 +1,14 @@
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FROM python:3.10.2-bullseye
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ARG DEBIAN_FRONTEND=noninteractive
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RUN mkdir -p /usr/src/robosats
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# specifying the working dir inside the container
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WORKDIR /usr/src/robosats
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RUN apt-get update
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RUN apt-get install -y postgresql-client
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RUN python -m pip install --upgrade pip
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COPY requirements.txt ./
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23
api/admin.py
23
api/admin.py
@ -2,7 +2,7 @@ from django.contrib import admin
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from django_admin_relation_links import AdminChangeLinksMixin
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from django.contrib.auth.models import Group, User
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from django.contrib.auth.admin import UserAdmin
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from api.models import Order, LNPayment, Profile, MarketTick, Currency
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from api.models import OnchainPayment, Order, LNPayment, Profile, MarketTick, Currency
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admin.site.unregister(Group)
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admin.site.unregister(User)
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@ -53,6 +53,7 @@ class OrderAdmin(AdminChangeLinksMixin, admin.ModelAdmin):
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"is_fiat_sent",
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"created_at",
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"expires_at",
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"payout_tx_link",
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"payout_link",
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"maker_bond_link",
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"taker_bond_link",
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@ -63,6 +64,7 @@ class OrderAdmin(AdminChangeLinksMixin, admin.ModelAdmin):
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"maker",
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"taker",
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"currency",
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"payout_tx",
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"payout",
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"maker_bond",
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"taker_bond",
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@ -108,6 +110,25 @@ class LNPaymentAdmin(AdminChangeLinksMixin, admin.ModelAdmin):
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ordering = ("-expires_at", )
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search_fields = ["payment_hash","num_satoshis","sender__username","receiver__username","description"]
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@admin.register(OnchainPayment)
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class OnchainPaymentAdmin(AdminChangeLinksMixin, admin.ModelAdmin):
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list_display = (
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"id",
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"address",
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"concept",
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"status",
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"num_satoshis",
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"hash",
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"swap_fee_rate",
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"mining_fee_sats",
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"balance_link",
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)
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change_links = (
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"balance",
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)
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list_display_links = ("id","address", "concept")
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list_filter = ("concept", "status")
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search_fields = ["address","num_satoshis","receiver__username","txid"]
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@admin.register(Profile)
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class UserProfileAdmin(AdminChangeLinksMixin, admin.ModelAdmin):
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@ -2,7 +2,7 @@ from datetime import timedelta
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from tkinter import N
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from django.utils import timezone
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from api.lightning.node import LNNode
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from django.db.models import Q
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from django.db.models import Q, Sum
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from api.models import OnchainPayment, Order, LNPayment, MarketTick, User, Currency
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from api.tasks import send_message
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@ -495,6 +495,8 @@ class Logics:
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return True, None
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def compute_swap_fee_rate(balance):
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shape = str(config('SWAP_FEE_SHAPE'))
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if shape == "linear":
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@ -508,23 +510,40 @@ class Logics:
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slope = (MAX_SWAP_FEE - MIN_SWAP_FEE) / (MAX_POINT - MIN_POINT)
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swap_fee_rate = slope * (balance.onchain_fraction - MAX_POINT) + MAX_SWAP_FEE
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elif shape == "exponential":
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MIN_SWAP_FEE = float(config('MIN_SWAP_FEE'))
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MAX_SWAP_FEE = float(config('MAX_SWAP_FEE'))
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SWAP_LAMBDA = float(config('SWAP_LAMBDA'))
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swap_fee_rate = MIN_SWAP_FEE + (MAX_SWAP_FEE - MIN_SWAP_FEE) * math.exp(-SWAP_LAMBDA * balance.onchain_fraction)
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return swap_fee_rate
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@classmethod
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def create_onchain_payment(cls, order, estimate_sats):
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def create_onchain_payment(cls, order, preliminary_amount):
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'''
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Creates an empty OnchainPayment for order.payout_tx.
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It sets the fees to be applied to this order if onchain Swap is used.
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If the user submits a LN invoice instead. The returned OnchainPayment goes unused.
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'''
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onchain_payment = OnchainPayment.objects.create()
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onchain_payment.suggested_mining_fee_rate = LNNode.estimate_fee(amount_sats=estimate_sats)
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onchain_payment.swap_fee_rate = cls.compute_swap_fee_rate(onchain_payment.balance)
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# Compute a safer available onchain liquidity: (confirmed_utxos - reserve - pending_outgoing_txs))
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# Accounts for already committed outgoing TX for previous users.
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confirmed = onchain_payment.balance.onchain_confirmed
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reserve = 0.01 * onchain_payment.balance.total # We assume a reserve of 1%
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pending_txs = OnchainPayment.objects.filter(status=OnchainPayment.Status.VALID).aggregate(Sum('num_satoshis'))['num_satoshis__sum']
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available_onchain = confirmed - reserve - pending_txs
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if preliminary_amount > available_onchain: # Not enough onchain balance to commit for this swap.
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return False
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onchain_payment.suggested_mining_fee_rate = LNNode.estimate_fee(amount_sats=preliminary_amount)
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onchain_payment.swap_fee_rate = cls.compute_swap_fee_rate(onchain_payment.preliminary_amount)
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onchain_payment.save()
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order.payout_tx = onchain_payment
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order.save()
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return True, None
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return True
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@classmethod
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def payout_amount(cls, order, user):
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@ -553,10 +572,16 @@ class Logics:
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if context["invoice_amount"] < MIN_SWAP_AMOUNT:
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context["swap_allowed"] = False
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context["swap_failure_reason"] = "Order amount is too small to be eligible for a swap"
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return True, context
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if order.payout_tx == None:
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cls.create_onchain_payment(order, estimate_sats=context["invoice_amount"])
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# Creates the OnchainPayment object and checks node balance
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valid, _ = cls.create_onchain_payment(order, preliminary_amount=context["invoice_amount"])
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if not valid:
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context["swap_allowed"] = False
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context["swap_failure_reason"] = "Not enough onchain liquidity available to offer swaps"
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return True, context
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context["swap_allowed"] = True
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context["suggested_mining_fee_rate"] = order.payout_tx.suggested_mining_fee_rate
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@ -176,6 +176,11 @@ class OnchainPayment(models.Model):
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VALID = 1, "Valid" # Valid onchain address submitted
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MEMPO = 2, "In mempool" # Tx is sent to mempool
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CONFI = 3, "Confirmed" # Tx is confirme +2 blocks
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CANCE = 4, "Cancelled" # Cancelled tx
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def get_balance():
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balance = BalanceLog.objects.create()
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return balance.time
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# payment use details
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concept = models.PositiveSmallIntegerField(choices=Concepts.choices,
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@ -218,11 +223,12 @@ class OnchainPayment(models.Model):
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null=False,
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blank=False)
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# platform onchain/channels balance at creattion, swap fee rate as percent of total volume
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# platform onchain/channels balance at creation, swap fee rate as percent of total volume
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balance = models.ForeignKey(BalanceLog,
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related_name="balance",
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on_delete=models.SET_NULL,
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default=BalanceLog.objects.create)
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null=True,
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default=get_balance)
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swap_fee_rate = models.DecimalField(max_digits=4,
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decimal_places=2,
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@ -248,15 +254,13 @@ class OnchainPayment(models.Model):
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return f"TX-{txname}: {self.Concepts(self.concept).label} - {self.Status(self.status).label}"
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class Meta:
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verbose_name = "Lightning payment"
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verbose_name_plural = "Lightning payments"
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verbose_name = "Onchain payment"
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verbose_name_plural = "Onchain payments"
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@property
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def hash(self):
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# Payment hash is the primary key of LNpayments
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# However it is too long for the admin panel.
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# We created a truncated property for display 'hash'
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return truncatechars(self.payment_hash, 10)
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# Display txid as 'hash' truncated
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return truncatechars(self.txid, 10)
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class Order(models.Model):
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@ -460,14 +464,14 @@ class Order(models.Model):
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blank=True,
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)
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payout_tx = models.OneToOneField(
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OnchainPayment,
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related_name="order_paid_TX",
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on_delete=models.SET_NULL,
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null=True,
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default=None,
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blank=True,
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)
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# payout_tx = models.OneToOneField(
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# OnchainPayment,
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# related_name="order_paid_TX",
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# on_delete=models.SET_NULL,
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# null=True,
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# default=None,
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# blank=True,
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# )
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# ratings
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maker_rated = models.BooleanField(default=False, null=False)
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@ -74,18 +74,41 @@ class AccountingMonth(models.Model):
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rewards_claimed = models.DecimalField(max_digits=15, decimal_places=3, default=0, null=False, blank=False)
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class BalanceLog(models.Model):
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def get_total():
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return LNNode.wallet_balance()['total_balance'] + LNNode.channel_balance()['local_balance']
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def get_frac():
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return (LNNode.wallet_balance()['total_balance'] + LNNode.channel_balance()['local_balance']) / LNNode.wallet_balance()['total_balance']
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def get_oc_total():
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return LNNode.wallet_balance()['total_balance']
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def get_oc_conf():
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return LNNode.wallet_balance()['confirmed_balance']
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def get_oc_unconf():
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return LNNode.wallet_balance()['unconfirmed_balance']
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def get_ln_local():
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return LNNode.channel_balance()['local_balance']
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def get_ln_remote():
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return LNNode.channel_balance()['remote_balance']
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def get_ln_local_unsettled():
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return LNNode.channel_balance()['unsettled_local_balance']
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def get_ln_remote_unsettled():
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return LNNode.channel_balance()['unsettled_remote_balance']
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time = models.DateTimeField(primary_key=True, default=timezone.now)
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# Every field is denominated in Sats
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total = models.PositiveBigIntegerField(default=lambda : LNNode.wallet_balance()['total_balance'] + LNNode.channel_balance()['local_balance'])
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onchain_fraction = models.DecimalField(max_digits=5, decimal_places=5, default=lambda : (LNNode.wallet_balance()['total_balance'] + LNNode.channel_balance()['local_balance']) / LNNode.wallet_balance()['total_balance'])
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onchain_total = models.PositiveBigIntegerField(default=lambda : LNNode.wallet_balance()['total_balance'])
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onchain_confirmed = models.PositiveBigIntegerField(default=lambda : LNNode.wallet_balance()['confirmed_balance'])
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onchain_unconfirmed = models.PositiveBigIntegerField(default=lambda : LNNode.wallet_balance()['unconfirmed_balance'])
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ln_local = models.PositiveBigIntegerField(default=lambda : LNNode.channel_balance()['local_balance'])
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ln_remote = models.PositiveBigIntegerField(default=lambda : LNNode.channel_balance()['remote_balance'])
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ln_local_unsettled = models.PositiveBigIntegerField(default=lambda : LNNode.channel_balance()['unsettled_local_balance'])
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ln_remote_unsettled = models.PositiveBigIntegerField(default=lambda : LNNode.channel_balance()['unsettled_remote_balance'])
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total = models.PositiveBigIntegerField(default=get_total)
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onchain_fraction = models.DecimalField(max_digits=6, decimal_places=5, default=get_frac)
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onchain_total = models.PositiveBigIntegerField(default=get_oc_total)
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onchain_confirmed = models.PositiveBigIntegerField(default=get_oc_conf)
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onchain_unconfirmed = models.PositiveBigIntegerField(default=get_oc_unconf)
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ln_local = models.PositiveBigIntegerField(default=get_ln_local)
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ln_remote = models.PositiveBigIntegerField(default=get_ln_remote)
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ln_local_unsettled = models.PositiveBigIntegerField(default=get_ln_local_unsettled)
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ln_remote_unsettled = models.PositiveBigIntegerField(default=get_ln_remote_unsettled)
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def __str__(self):
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return f"Balance at {self.time.strftime('%d/%m/%Y %H:%M:%S')}"
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class Dispute(models.Model):
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pass
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@ -22,6 +22,7 @@ services:
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backend:
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build: .
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image: backend
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container_name: django-dev
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restart: always
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depends_on:
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@ -45,7 +46,7 @@ services:
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- ./frontend:/usr/src/frontend
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clean-orders:
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build: .
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image: backend
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restart: always
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container_name: clord-dev
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command: python3 manage.py clean_orders
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@ -55,7 +56,7 @@ services:
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network_mode: service:tor
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follow-invoices:
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build: .
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image: backend
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container_name: invo-dev
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restart: always
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depends_on:
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@ -68,7 +69,7 @@ services:
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network_mode: service:tor
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telegram-watcher:
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build: .
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image: backend
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container_name: tg-dev
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restart: always
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command: python3 manage.py telegram_watcher
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@ -78,7 +79,7 @@ services:
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network_mode: service:tor
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celery:
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build: .
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image: backend
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container_name: cele-dev
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restart: always
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command: celery -A robosats worker --beat -l info -S django
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