def test_mfee3():
""" Unit test for the fee calculation in the mfee3_only_imbalance_fees scenario """
amount = 500_000_000_000_000_000
deposit = TokenAmount(1_000_000_000_000_000_000)
imbalance_penalty = calculate_imbalance_fees(deposit, ProportionalFeeAmount(10_000))
fee_schedule = FeeScheduleState(imbalance_penalty=imbalance_penalty, cap_fees=False)
channels = make_channel_pair(fee_schedule, deposit)
# How much do we need to send so that the target receives `amount`? PFS-like calculation.
fee_calculation = get_initial_amount_for_amount_after_fees(
amount_after_fees=PaymentAmount(amount), channels=[channels]
)
assert fee_calculation
amount_with_margin = calculate_safe_amount_with_fee(
fee_calculation.amount_without_fees, FeeAmount(sum(fee_calculation.mediation_fees))
)
assert amount_with_margin == 480_850_038_799_922_400
# print values for scenario
print("{:_} {:_}".format(deposit - amount_with_margin, amount_with_margin))
for med_fee in running_sum(fee_calculation.mediation_fees):
print(
"{:_} {:_}".format(
deposit - amount_with_margin + med_fee, amount_with_margin - med_fee
)
)
def test_mfee4():
""" Unit test for the fee calculation in the mfee4_combined_fees scenario """
amount = PaymentAmount(500_000_000_000_000_000)
deposit = 1_000_000_000_000_000_000
prop_fee = ppm_fee_per_channel(ProportionalFeeAmount(10_000))
imbalance_penalty = calculate_imbalance_fees(
TokenAmount(deposit * 2), ProportionalFeeAmount(20_000)
)
fee_schedule = FeeScheduleState(
flat=FeeAmount(100 // 2),
proportional=prop_fee,
imbalance_penalty=imbalance_penalty,
cap_fees=False,
)
channels = make_channel_pair(fee_schedule, deposit, deposit)
# How much do we need to send so that the target receives `amount`? PFS-like calculation.
fee_calculation = get_initial_amount_for_amount_after_fees(
amount_after_fees=PaymentAmount(amount), channels=[channels, channels]
)
assert fee_calculation
amount_with_margin = calculate_safe_amount_with_fee(
amount, FeeAmount(sum(fee_calculation.mediation_fees))
)
# Calculate mediation fees for both mediators
med_fees = []
incoming_amount = amount_with_margin
for _ in range(2):
outgoing_amount = get_amount_without_fees(
amount_with_fees=incoming_amount, channel_in=channels[0], channel_out=channels[1]
)
assert outgoing_amount
med_fees.append(incoming_amount - outgoing_amount)
incoming_amount = outgoing_amount
assert amount_with_margin == 543_503_066_141_505_551
# print values for scenario
print("{:_} {:_}".format(deposit - amount_with_margin, deposit + amount_with_margin))
for med_fee in running_sum(med_fees):
print(
"{:_} {:_}".format(
deposit - amount_with_margin + med_fee, deposit + amount_with_margin - med_fee
)
)
def get_amount_for_sending_before_and_after_fees(
amount_to_leave_initiator: PaymentAmount, channels: List[NettingChannelState]
) -> Optional[PaymentAmountCalculation]:
"""
Calculates the amount needed to be sent by the initiator (before fees) in
order for his balance to be reduced by `amount_to_leave_initiator`.
Also returns the fees kept by the mediators.
"""
amount_at_target = amount_to_leave_initiator
while amount_at_target != 0:
calculation = get_initial_payment_for_final_target_amount(
final_amount=amount_at_target, channels=channels
)
if calculation is None:
amount_at_target = PaymentAmount(amount_at_target - 1)
continue
total_amount_with_mediator_fees = calculation.total_amount
mediation_fees = sum(calculation.mediation_fees)
estimated_fee = max(
mediation_fees, round(INTERNAL_ROUTING_DEFAULT_FEE_PERC * amount_at_target)
)
estimated_total_amount_at_initiator = calculate_safe_amount_with_fee(
payment_amount=amount_at_target, estimated_fee=FeeAmount(estimated_fee)
)
send_amount = min(
estimated_total_amount_at_initiator, total_amount_with_mediator_fees - mediation_fees
)
send_amount_with_fees = max(
estimated_total_amount_at_initiator, total_amount_with_mediator_fees
)
if send_amount_with_fees <= amount_to_leave_initiator:
return PaymentAmountCalculation(
amount_to_send=PaymentAmount(send_amount),
mediation_fees=calculation.mediation_fees,
amount_with_fees=send_amount_with_fees,
)
amount_at_target = PaymentAmount(amount_at_target - 1)
return None
def test_mfee2():
""" Unit test for the fee calculation in the mfee2_proportional_fees scenario """
amount = 10_000
deposit = 100_000
prop_fee = ppm_fee_per_channel(ProportionalFeeAmount(10_000))
fee_schedule = FeeScheduleState(proportional=ProportionalFeeAmount(prop_fee))
channels = make_channel_pair(fee_schedule, deposit)
# How much do we need to send so that the target receives `amount`? PFS-like calculation.
fee_calculation = get_initial_amount_for_amount_after_fees(
amount_after_fees=PaymentAmount(amount), channels=[channels, channels]
)
assert fee_calculation
amount_with_margin = calculate_safe_amount_with_fee(
fee_calculation.amount_without_fees, FeeAmount(sum(fee_calculation.mediation_fees))
)
assert amount_with_margin == 10_213
# print values for scenario
print(deposit - amount_with_margin, amount_with_margin)
for med_fee in running_sum(fee_calculation.mediation_fees):
print(deposit - amount_with_margin + med_fee, amount_with_margin - med_fee)
def test_fee_round_trip(flat_fee, prop_fee, imbalance_fee, amount, balance1, balance2):
"""Tests mediation fee deduction.
First we're doing a PFS-like calculation going backwards from the target
amount to get the amount that the initiator has to send. Then we calculate
the fees from a mediator's point of view and check if `amount_with_fees -
fees = amount`.
"""
# Find examples where there is a reasonable chance of succeeding
amount = int(min(amount, balance1 * 0.95 - 1, balance2 * 0.95 - 1))
assume(amount > 0)
total_balance = TokenAmount(100_000_000_000_000_000_000)
prop_fee_per_channel = ppm_fee_per_channel(ProportionalFeeAmount(prop_fee))
imbalance_fee = calculate_imbalance_fees(
channel_capacity=total_balance,
proportional_imbalance_fee=ProportionalFeeAmount(imbalance_fee),
)
channel_in = factories.create(
NettingChannelStateProperties(
our_state=NettingChannelEndStateProperties(balance=total_balance - balance1),
partner_state=NettingChannelEndStateProperties(balance=balance1),
fee_schedule=FeeScheduleState(
cap_fees=False,
flat=FeeAmount(flat_fee),
proportional=prop_fee_per_channel,
imbalance_penalty=imbalance_fee,
),
)
)
channel_out = factories.create(
NettingChannelStateProperties(
our_state=NettingChannelEndStateProperties(balance=balance2),
partner_state=NettingChannelEndStateProperties(balance=total_balance - balance2),
fee_schedule=FeeScheduleState(
cap_fees=False,
flat=FeeAmount(flat_fee),
proportional=prop_fee_per_channel,
imbalance_penalty=imbalance_fee,
),
)
)
# How much do we need to send so that the target receives `amount`? PFS-like calculation.
fee_calculation = get_initial_amount_for_amount_after_fees(
amount_after_fees=PaymentAmount(amount), channels=[(channel_in, channel_out)]
)
assume(fee_calculation) # There is not enough capacity for the payment in all cases
assert fee_calculation
# How much would a mediator send to the target? Ideally exactly `amount`.
amount_without_margin_after_fees = get_amount_without_fees(
amount_with_fees=fee_calculation.total_amount,
channel_in=channel_in,
channel_out=channel_out,
)
assume(amount_without_margin_after_fees) # We might lack capacity for the payment
assert abs(amount - amount_without_margin_after_fees) <= 1 # Equal except for rounding errors
# If we add the fee margin, the mediator must always send at least `amount` to the target!
amount_with_fee_and_margin = calculate_safe_amount_with_fee(
fee_calculation.amount_without_fees, FeeAmount(sum(fee_calculation.mediation_fees))
)
amount_with_margin_after_fees = get_amount_without_fees(
amount_with_fees=amount_with_fee_and_margin, channel_in=channel_in, channel_out=channel_out
)
assume(amount_with_margin_after_fees) # We might lack capacity to add margins
assert amount_with_margin_after_fees >= amount
