def test_prepare_mediation_fee_config_flat_fee(cli_flat_fee, expected_channel_flat_fee):
token_address = factories.make_token_address()
fee_config = prepare_mediation_fee_config(
cli_token_to_flat_fee=((token_address, cli_flat_fee),),
cli_token_to_proportional_fee=((token_address, ProportionalFeeAmount(0)),),
cli_token_to_proportional_imbalance_fee=((token_address, ProportionalFeeAmount(0)),),
)
assert fee_config.get_flat_fee(token_address) == expected_channel_flat_fee
def test_fee_round_trip(flat_fee, prop_fee, imbalance_fee, amount):
""" Tests mediation fee deduction. """
balance = TokenAmount(100_000)
prop_fee_per_channel = ppm_fee_per_channel(ProportionalFeeAmount(prop_fee))
imbalance_fee = calculate_imbalance_fees(
channel_capacity=balance,
proportional_imbalance_fee=ProportionalFeeAmount(imbalance_fee))
payer_channel = factories.create(
NettingChannelStateProperties(
our_state=NettingChannelEndStateProperties(balance=TokenAmount(0)),
partner_state=NettingChannelEndStateProperties(balance=balance),
fee_schedule=FeeScheduleState(
flat=FeeAmount(flat_fee),
proportional=prop_fee_per_channel,
imbalance_penalty=imbalance_fee,
),
))
payer_channel_backwards = factories.create(
NettingChannelStateProperties(
partner_state=NettingChannelEndStateProperties(
balance=TokenAmount(0)),
our_state=NettingChannelEndStateProperties(balance=balance),
fee_schedule=FeeScheduleState(
flat=FeeAmount(flat_fee),
proportional=prop_fee_per_channel,
imbalance_penalty=imbalance_fee,
),
))
payee_channel = factories.create(
NettingChannelStateProperties(
our_state=NettingChannelEndStateProperties(balance=balance),
partner_state=NettingChannelEndStateProperties(
balance=TokenAmount(0)),
fee_schedule=FeeScheduleState(
flat=FeeAmount(flat_fee),
proportional=prop_fee_per_channel,
imbalance_penalty=imbalance_fee,
),
))
fee_calculation = get_initial_payment_for_final_target_amount(
final_amount=PaymentAmount(amount),
channels=[payer_channel_backwards, payee_channel])
assert fee_calculation
amount_after_fees = get_lock_amount_after_fees(
lock=make_hash_time_lock_state(amount=fee_calculation.total_amount),
payer_channel=payer_channel,
payee_channel=payee_channel,
)
assert amount_after_fees
assert abs(amount - amount_after_fees) < 100
def test_rebalancing_fee_calculation():
sample = calculate_imbalance_fees(TokenAmount(200),
ProportionalFeeAmount(50_000)) # 5%
assert sample is not None
assert len(sample) == NUM_DISCRETISATION_POINTS
assert all(0 <= x <= 200 for x, _ in sample)
assert max(x for x, _ in sample) == 200
assert all(0 <= y <= 10 for _, y in sample)
assert max(y
for _, y in sample) == 10 # 5% of the 200 TokenAmount capacity
sample = calculate_imbalance_fees(TokenAmount(100),
ProportionalFeeAmount(20_000)) # 2%
assert sample is not None
assert len(sample) == NUM_DISCRETISATION_POINTS
assert all(0 <= x <= 100 for x, _ in sample)
assert max(x for x, _ in sample) == 100
assert all(0 <= y <= 2 for _, y in sample)
assert max(y for _, y in sample) == 2 # 2% of the 100 TokenAmount capacity
sample = calculate_imbalance_fees(TokenAmount(15),
ProportionalFeeAmount(50_000)) # 5%
assert sample is not None
assert len(sample) == 16
assert all(0 <= x <= 16 for x, _ in sample)
assert max(x for x, _ in sample) == 15
assert all(0 <= y <= 1 for _, y in sample)
assert max(y for _, y in sample) == 1 # 5% of the 5 rounded up
# test rounding of the max_balance_fee calculation
sample = calculate_imbalance_fees(TokenAmount(1000),
ProportionalFeeAmount(5_490)) # 0.549%
assert sample is not None
assert len(sample) == NUM_DISCRETISATION_POINTS
assert all(0 <= x <= 1000 for x, _ in sample)
assert max(x for x, _ in sample) == 1000
assert all(0 <= y <= 5 for _, y in sample)
assert max(y for _, y in sample) == 5 # 5.49 is rounded to 5
sample = calculate_imbalance_fees(TokenAmount(1000),
ProportionalFeeAmount(5_500)) # 0.55%
assert sample is not None
assert len(sample) == NUM_DISCRETISATION_POINTS
assert all(0 <= x <= 1000 for x, _ in sample)
assert max(x for x, _ in sample) == 1000
assert all(0 <= y <= 6 for _, y in sample)
assert max(y for _, y in sample) == 6 # 5.5 is rounded to 6
# test cases where no imbalance fee is created
assert calculate_imbalance_fees(TokenAmount(0),
ProportionalFeeAmount(1)) is None
assert calculate_imbalance_fees(TokenAmount(10),
ProportionalFeeAmount(0)) is None
def test_fee_estimate(flat_fee, prop_fee_cli, max_lin_imbalance_fee,
target_amount, expected_fee):
""" Tests the backwards fee calculation. """
capacity = TA(10_000)
prop_fee = ppm_fee_per_channel(ProportionalFeeAmount(prop_fee_cli))
imbalance_fee = None
if max_lin_imbalance_fee > 0:
# This created a simple asymmetric imbalance fee
imbalance_fee = [(0, 0), (capacity, 0),
(2 * capacity, max_lin_imbalance_fee)]
tn = TokenNetworkForTests(
channels=[
dict(participant1=1, participant2=2),
dict(participant1=2, participant2=3)
],
default_capacity=capacity,
)
tn.set_fee(2,
1,
flat=flat_fee,
proportional=prop_fee,
imbalance_penalty=imbalance_fee)
tn.set_fee(2,
3,
flat=flat_fee,
proportional=prop_fee,
imbalance_penalty=imbalance_fee)
assert tn.estimate_fee(1, 3, value=PA(target_amount)) == expected_fee
def test_update_fee(order, pathfinding_service_mock, token_network_model):
pathfinding_service_mock.database.insert(
"token_network", dict(address=token_network_model.address))
if order == "normal":
setup_channel(pathfinding_service_mock, token_network_model)
fee_schedule = FeeScheduleState(
flat=FeeAmount(1),
proportional=ProportionalFeeAmount(int(0.1e9)),
imbalance_penalty=[(TokenAmount(0), FeeAmount(0)),
(TokenAmount(10), FeeAmount(10))],
)
fee_update = PFSFeeUpdate(
canonical_identifier=CanonicalIdentifier(
chain_identifier=ChainID(1),
token_network_address=token_network_model.address,
channel_identifier=ChannelID(1),
),
updating_participant=PARTICIPANT1,
fee_schedule=fee_schedule,
timestamp=datetime.now(timezone.utc),
signature=EMPTY_SIGNATURE,
)
fee_update.sign(LocalSigner(PARTICIPANT1_PRIVKEY))
pathfinding_service_mock.handle_message(fee_update)
if order == "fee_update_before_channel_open":
setup_channel(pathfinding_service_mock, token_network_model)
cv = token_network_model.G[PARTICIPANT1][PARTICIPANT2]["view"]
for key in ("flat", "proportional", "imbalance_penalty"):
assert getattr(cv.fee_schedule_sender,
key) == getattr(fee_schedule, key)
def test_prepare_mediation_fee_config_prop_fee(cli_prop_fee):
token_address = factories.make_token_address()
fee_config = prepare_mediation_fee_config(
cli_token_to_flat_fee=(),
cli_token_to_proportional_fee=((token_address, ProportionalFeeAmount(cli_prop_fee)),),
cli_token_to_proportional_imbalance_fee=((token_address, ProportionalFeeAmount(0)),),
)
cli_prop_fee_ratio = cli_prop_fee / 1e6
channel_prop_fee_ratio = fee_config.get_proportional_fee(token_address) / 1e6
assert isclose(
1 + cli_prop_fee_ratio,
1 + channel_prop_fee_ratio + channel_prop_fee_ratio * (1 + cli_prop_fee_ratio),
rel_tol=1e-6,
)
def get_fee_update_message( # pylint: disable=too-many-arguments
updating_participant: Address,
chain_id=ChainID(61),
channel_identifier=DEFAULT_CHANNEL_ID,
token_network_address: TokenNetworkAddress = DEFAULT_TOKEN_NETWORK_ADDRESS,
fee_schedule: FeeScheduleState = FeeScheduleState(
cap_fees=True,
flat=FeeAmount(1),
proportional=ProportionalFeeAmount(1)),
timestamp: datetime = datetime.utcnow(),
privkey_signer: bytes = PRIVATE_KEY_1,
) -> PFSFeeUpdate:
fee_message = PFSFeeUpdate(
canonical_identifier=CanonicalIdentifier(
chain_identifier=chain_id,
channel_identifier=channel_identifier,
token_network_address=token_network_address,
),
updating_participant=updating_participant,
fee_schedule=fee_schedule,
timestamp=timestamp,
signature=EMPTY_SIGNATURE,
)
fee_message.sign(LocalSigner(privkey_signer))
return fee_message
def test_fee_add_remove_invariant(flat_fee, prop_fee, imbalance_fee, amount, balance1, balance2):
""" First adding and then removing fees must yield the original value """
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),
)
fee_schedule = FeeScheduleState(
cap_fees=False,
flat=FeeAmount(flat_fee),
proportional=prop_fee_per_channel,
imbalance_penalty=imbalance_fee,
)
channel_in = factories.create(
NettingChannelStateProperties(
our_state=NettingChannelEndStateProperties(balance=total_balance - balance1),
partner_state=NettingChannelEndStateProperties(balance=balance1),
fee_schedule=fee_schedule,
)
)
channel_out = factories.create(
NettingChannelStateProperties(
our_state=NettingChannelEndStateProperties(balance=balance2),
partner_state=NettingChannelEndStateProperties(balance=total_balance - balance2),
fee_schedule=fee_schedule,
)
)
amount_with_fees = get_amount_with_fees(
amount_without_fees=amount,
schedule_in=channel_in.fee_schedule,
schedule_out=channel_out.fee_schedule,
receivable_amount=balance1,
balance_in=total_balance - balance1,
balance_out=balance2,
)
assume(amount_with_fees)
assert amount_with_fees
amount_without_fees = get_amount_without_fees(
amount_with_fees=amount_with_fees, channel_in=channel_in, channel_out=channel_out
)
assume(amount_without_fees)
assert amount - 1 <= amount_without_fees <= amount + 1
def test_basic_fee():
flat_schedule = FeeScheduleState(flat=FeeAmount(2))
assert flat_schedule.fee_payer(PaymentWithFeeAmount(10),
balance=Balance(0)) == FeeAmount(2)
prop_schedule = FeeScheduleState(
proportional=ProportionalFeeAmount(int(0.01e6)))
assert prop_schedule.fee_payer(PaymentWithFeeAmount(40),
balance=Balance(0)) == FeeAmount(0)
assert prop_schedule.fee_payer(PaymentWithFeeAmount(60),
balance=Balance(0)) == FeeAmount(1)
assert prop_schedule.fee_payer(PaymentWithFeeAmount(1000),
balance=Balance(0)) == FeeAmount(10)
combined_schedule = FeeScheduleState(flat=FeeAmount(2),
proportional=ProportionalFeeAmount(
int(0.01e6)))
assert combined_schedule.fee_payer(PaymentWithFeeAmount(60),
balance=Balance(0)) == FeeAmount(3)
def ppm_fee_per_channel(per_hop_fee: ProportionalFeeAmount) -> ProportionalFeeAmount:
"""
Converts proportional-fee-per-mediation into proportional-fee-per-channel
Input and output are given in parts-per-million (ppm).
See https://raiden-network-specification.readthedocs.io/en/latest/mediation_fees.html
#converting-per-hop-proportional-fees-in-per-channel-proportional-fees
for how to get to this formula.
"""
per_hop_ratio = Fraction(per_hop_fee, 10 ** 6)
return ProportionalFeeAmount(round(per_hop_ratio / (per_hop_ratio + 2) * 10 ** 6))
def test_get_lock_amount_after_fees_imbalanced_channel(
cap_fees, flat_fee, prop_fee, imbalance_fee, initial_amount, expected_amount
):
""" Tests mediation fee deduction. """
balance = TokenAmount(100_000)
prop_fee_per_channel = ppm_fee_per_channel(ProportionalFeeAmount(prop_fee))
imbalance_fee = calculate_imbalance_fees(
channel_capacity=balance, proportional_imbalance_fee=ProportionalFeeAmount(imbalance_fee)
)
lock = make_hash_time_lock_state(amount=initial_amount)
channel_in = factories.create(
NettingChannelStateProperties(
our_state=NettingChannelEndStateProperties(balance=TokenAmount(0)),
partner_state=NettingChannelEndStateProperties(balance=balance),
fee_schedule=FeeScheduleState(
cap_fees=cap_fees,
flat=FeeAmount(flat_fee),
proportional=prop_fee_per_channel,
imbalance_penalty=imbalance_fee,
),
)
)
channel_out = factories.create(
NettingChannelStateProperties(
our_state=NettingChannelEndStateProperties(balance=balance),
partner_state=NettingChannelEndStateProperties(balance=TokenAmount(0)),
fee_schedule=FeeScheduleState(
cap_fees=cap_fees,
flat=FeeAmount(flat_fee),
proportional=prop_fee_per_channel,
imbalance_penalty=imbalance_fee,
),
)
)
locked_after_fees = get_amount_without_fees(
amount_with_fees=lock.amount, channel_in=channel_in, channel_out=channel_out
)
assert locked_after_fees == expected_amount
def test_update_fee(order, pathfinding_service_mock, token_network_model):
metrics_state = save_metrics_state(metrics.REGISTRY)
pathfinding_service_mock.database.insert(
"token_network", dict(address=token_network_model.address)
)
if order == "normal":
setup_channel(pathfinding_service_mock, token_network_model)
exception_expected = False
else:
exception_expected = True
fee_schedule = FeeScheduleState(
flat=FeeAmount(1),
proportional=ProportionalFeeAmount(int(0.1e9)),
imbalance_penalty=[(TokenAmount(0), FeeAmount(0)), (TokenAmount(10), FeeAmount(10))],
)
fee_update = PFSFeeUpdate(
canonical_identifier=CanonicalIdentifier(
chain_identifier=ChainID(61),
token_network_address=token_network_model.address,
channel_identifier=ChannelID(1),
),
updating_participant=PARTICIPANT1,
fee_schedule=fee_schedule,
timestamp=datetime.utcnow(),
signature=EMPTY_SIGNATURE,
)
fee_update.sign(LocalSigner(PARTICIPANT1_PRIVKEY))
pathfinding_service_mock.handle_message(fee_update)
# Test for metrics having seen the processing of the message
assert (
metrics_state.get_delta(
"messages_processing_duration_seconds_sum",
labels={"message_type": "PFSFeeUpdate"},
)
> 0.0
)
assert metrics_state.get_delta(
"messages_exceptions_total", labels={"message_type": "PFSFeeUpdate"}
) == float(exception_expected)
if order == "fee_update_before_channel_open":
setup_channel(pathfinding_service_mock, token_network_model)
cv = token_network_model.G[PARTICIPANT1][PARTICIPANT2]["view"]
for key in ("flat", "proportional", "imbalance_penalty"):
assert getattr(cv.fee_schedule_sender, key) == getattr(fee_schedule, key)
def test_get_lock_amount_after_fees(flat_fee, prop_fee, initial_amount,
expected_amount):
""" Tests mediation fee deduction. """
prop_fee_per_channel = ppm_fee_per_channel(ProportionalFeeAmount(prop_fee))
lock = make_hash_time_lock_state(amount=initial_amount)
payer_channel = factories.create(
NettingChannelStateProperties(fee_schedule=FeeScheduleState(
flat=flat_fee, proportional=prop_fee_per_channel)))
payee_channel = factories.create(
NettingChannelStateProperties(fee_schedule=FeeScheduleState(
flat=flat_fee, proportional=prop_fee_per_channel)))
locked_after_fees = get_lock_amount_after_fees(lock=lock,
payer_channel=payer_channel,
payee_channel=payee_channel)
assert locked_after_fees == expected_amount
def test_get_lock_amount_after_fees(flat_fee, prop_fee, initial_amount, expected_amount):
""" Tests mediation fee deduction. """
prop_fee_per_channel = ppm_fee_per_channel(ProportionalFeeAmount(prop_fee))
lock = make_hash_time_lock_state(amount=initial_amount)
channel_in = factories.create(
NettingChannelStateProperties(
partner_state=NettingChannelEndStateProperties(balance=TokenAmount(2000)),
fee_schedule=FeeScheduleState(flat=flat_fee, proportional=prop_fee_per_channel),
)
)
channel_out = factories.create(
NettingChannelStateProperties(
our_state=NettingChannelEndStateProperties(balance=TokenAmount(2000)),
fee_schedule=FeeScheduleState(flat=flat_fee, proportional=prop_fee_per_channel),
)
)
locked_after_fees = get_amount_without_fees(
amount_with_fees=lock.amount, channel_in=channel_in, channel_out=channel_out
)
assert locked_after_fees == expected_amount
def test_compounding_fees(flat_fee_cli, prop_fee_cli, estimated_fee):
""" The transferred amount needs to include the fees for all mediators.
Earlier mediators will apply the proportional fee not only on the payment
amount, but also on the fees for later mediators.
"""
flat_fee = flat_fee_cli // 2
prop_fee = ppm_fee_per_channel(ProportionalFeeAmount(prop_fee_cli))
tn = TokenNetworkForTests(
channels=[
dict(participant1=1, participant2=2),
dict(participant1=2, participant2=3),
dict(participant1=3, participant2=4),
],
default_capacity=TA(10_000),
)
tn.set_fee(2, 1, flat=flat_fee, proportional=prop_fee)
tn.set_fee(2, 3, flat=flat_fee, proportional=prop_fee)
tn.set_fee(3, 2, flat=flat_fee, proportional=prop_fee)
tn.set_fee(3, 4, flat=flat_fee, proportional=prop_fee)
assert tn.estimate_fee(1, 4, value=PA(1_000)) == estimated_fee
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_mediated_transfer_with_fees(raiden_network, number_of_nodes, deposit,
token_addresses, network_wait, case_no):
"""
Test mediation with a variety of fee schedules
"""
apps = raiden_network
token_address = token_addresses[0]
chain_state = views.state_from_app(apps[0])
token_network_registry_address = apps[0].raiden.default_registry.address
token_network_address = views.get_token_network_address_by_token_address(
chain_state, token_network_registry_address, token_address)
assert token_network_address
def set_fee_schedule(app: App, other_app: App,
fee_schedule: FeeScheduleState):
channel_state = views.get_channelstate_by_token_network_and_partner( # type: ignore
chain_state=views.state_from_raiden(app.raiden),
token_network_address=token_network_address,
partner_address=other_app.raiden.address,
)
assert channel_state
channel_state.fee_schedule = fee_schedule
def get_best_routes_with_fees(*args, **kwargs):
routes = get_best_routes_internal(*args, **kwargs)
for r in routes:
r.estimated_fee = fee_without_margin
return routes
def assert_balances(expected_transferred_amounts=List[int]):
for i, transferred_amount in enumerate(expected_transferred_amounts):
assert_synced_channel_state( # type: ignore
token_network_address=token_network_address,
app0=apps[i],
balance0=deposit - transferred_amount,
pending_locks0=[],
app1=apps[i + 1],
balance1=deposit + transferred_amount,
pending_locks1=[],
)
amount = PaymentAmount(35)
fee_without_margin = FeeAmount(20)
fee = FeeAmount(fee_without_margin +
calculate_fee_margin(amount, fee_without_margin))
no_fees = FeeScheduleState(flat=FeeAmount(0),
proportional=ProportionalFeeAmount(0),
imbalance_penalty=None)
no_fees_no_cap = FeeScheduleState(
flat=FeeAmount(0),
proportional=ProportionalFeeAmount(0),
imbalance_penalty=None,
cap_fees=False,
)
cases = [
# The fee is added by the initiator, but no mediator deducts fees. As a
# result, the target receives the fee.
dict(
fee_schedules=[no_fees, no_fees, no_fees],
incoming_fee_schedules=[no_fees, no_fees, no_fees],
expected_transferred_amounts=[
amount + fee, amount + fee, amount + fee
],
),
# The first mediator claims all of the fee.
dict(
fee_schedules=[no_fees,
FeeScheduleState(flat=fee), no_fees],
incoming_fee_schedules=[no_fees, no_fees, no_fees],
expected_transferred_amounts=[amount + fee, amount, amount],
),
# The first mediator has a proportional fee of 20%
dict(
fee_schedules=[
no_fees,
FeeScheduleState(
proportional=ProportionalFeeAmount(int(0.20e6))),
no_fees,
],
incoming_fee_schedules=[no_fees, no_fees, no_fees],
expected_transferred_amounts=[
amount + fee,
amount + fee -
9, # See test_get_lock_amount_after_fees for where 9 comes from
amount + fee -
9, # See test_get_lock_amount_after_fees for where 9 comes from
],
),
# Both mediators have a proportional fee of 20%
dict(
fee_schedules=[
no_fees,
FeeScheduleState(
proportional=ProportionalFeeAmount(int(0.20e6))),
FeeScheduleState(
proportional=ProportionalFeeAmount(int(0.20e6))),
],
incoming_fee_schedules=[no_fees, no_fees, no_fees],
expected_transferred_amounts=[
amount + fee,
amount + fee -
9, # See test_get_lock_amount_after_fees for where 9 comes from
# See test_get_lock_amount_after_fees for where 9 and 8 come from
amount + fee - 9 - 8,
],
),
# The first mediator has an imbalance fee that works like a 20%
# proportional fee when using the channel in this direction.
dict(
fee_schedules=[
no_fees,
FeeScheduleState(
imbalance_penalty=[(0, 200), (1000, 0)]), # type: ignore
no_fees,
],
incoming_fee_schedules=[no_fees, no_fees, no_fees],
expected_transferred_amounts=[
amount + fee,
amount + fee - (amount + fee) // 5 + 2,
amount + fee - (amount + fee) // 5 + 2,
],
),
# Using the same fee_schedules as above on the incoming channel instead
# of the outgoing channel of mediator 1 should yield the same result.
dict(
fee_schedules=[no_fees, no_fees, no_fees],
incoming_fee_schedules=[
FeeScheduleState(
imbalance_penalty=[(0, 0), (1000, 200)]), # type: ignore
None,
None,
],
expected_transferred_amounts=[
amount + fee,
amount + fee - (amount + fee) // 5,
amount + fee - (amount + fee) // 5,
],
),
# The first mediator has an imbalance fee which will add 1/20 token for
# for every token transferred as a reward for moving the channel into a
# better state. This causes the target to receive more than the `amount
# + fees` which is sent by the initiator.
# transferred amount is 55, so 3 token get added from imbalance fee
# Here we also need to disable fee capping
dict(
fee_schedules=[
no_fees,
FeeScheduleState(
cap_fees=False,
imbalance_penalty=[(0, 0), (1000, 50)] # type: ignore
),
no_fees,
],
incoming_fee_schedules=[no_fees_no_cap, no_fees, no_fees],
expected_transferred_amounts=[
amount + fee, amount + fee + 3, amount + fee + 3
],
),
# Same case as above, but with fee capping enabled
dict(
fee_schedules=[
no_fees,
FeeScheduleState(
cap_fees=True,
imbalance_penalty=[(0, 0), (1000, 50)] # type: ignore
),
no_fees,
],
incoming_fee_schedules=[no_fees, no_fees, no_fees],
expected_transferred_amounts=[
amount + fee, amount + fee, amount + fee
],
),
]
case = cases[case_no]
for i, fee_schedule in enumerate(case.get("fee_schedules", [])):
if fee_schedule:
set_fee_schedule(apps[i], apps[i + 1], fee_schedule)
DEFAULT_INITIAL_CHANNEL_TARGET = 3
DEFAULT_WAIT_FOR_SETTLE = True
DEFAULT_NUMBER_OF_BLOCK_CONFIRMATIONS = BlockTimeout(5)
DEFAULT_WAIT_BEFORE_LOCK_REMOVAL = BlockTimeout(
2 * DEFAULT_NUMBER_OF_BLOCK_CONFIRMATIONS)
DEFAULT_CHANNEL_SYNC_TIMEOUT = 5
DEFAULT_SHUTDOWN_TIMEOUT = 2
DEFAULT_PATHFINDING_MAX_PATHS = 3
DEFAULT_PATHFINDING_MAX_FEE = TokenAmount(5 * 10**16) # about .01$
# PFS has 200 000 blocks (~40days) to cash in
DEFAULT_PATHFINDING_IOU_TIMEOUT = BlockTimeout(2 * 10**5)
DEFAULT_MEDIATION_FLAT_FEE = FeeAmount(0)
DEFAULT_MEDIATION_PROPORTIONAL_FEE = ProportionalFeeAmount(
4000) # 0.4% in parts per million
DEFAULT_MEDIATION_PROPORTIONAL_IMBALANCE_FEE = ProportionalFeeAmount(
3000 # 0.3% in parts per million
)
DEFAULT_MEDIATION_FEE_MARGIN: float = 0.03
PAYMENT_AMOUNT_BASED_FEE_MARGIN: float = 0.0005
INTERNAL_ROUTING_DEFAULT_FEE_PERC: float = 0.02
MAX_MEDIATION_FEE_PERC: float = 0.2
ORACLE_BLOCKNUMBER_DRIFT_TOLERANCE = 3
ETHERSCAN_API = "https://{network}.etherscan.io/api?module=proxy&action={action}"
RAIDEN_CONTRACT_VERSION = raiden_contracts.constants.CONTRACTS_VERSION
MIN_REI_THRESHOLD = TokenAmount(55 * 10**17) # about 1.1$
class FeeScheduleState(State):
# pylint: disable=not-an-iterable
cap_fees: bool = True
flat: FeeAmount = FeeAmount(0)
proportional: ProportionalFeeAmount = ProportionalFeeAmount(
0) # as micros, e.g. 1% = 0.01e6
imbalance_penalty: Optional[List[Tuple[TokenAmount, FeeAmount]]] = None
_penalty_func: Optional[Interpolate] = field(init=False,
repr=False,
default=None)
def __post_init__(self) -> None:
self._update_penalty_func()
def _update_penalty_func(self) -> None:
if self.imbalance_penalty:
typecheck(self.imbalance_penalty, list)
x_list, y_list = tuple(zip(*self.imbalance_penalty))
self._penalty_func = Interpolate(x_list, y_list) # type: ignore
def fee(self, balance: Balance, amount: Fraction) -> Fraction:
return (self.flat +
Fraction(self.proportional, int(1e6)) * Fraction(abs(amount)) +
(self._penalty_func(balance + amount) -
self._penalty_func(balance))
if self._penalty_func else Fraction(0))
@staticmethod
def mediation_fee_func(
schedule_in: "FeeScheduleState",
schedule_out: "FeeScheduleState",
balance_in: Balance,
balance_out: Balance,
receivable: TokenAmount,
amount_with_fees: PaymentWithFeeAmount,
cap_fees: bool,
) -> Interpolate:
""" Returns a function which calculates total_mediation_fee(amount_without_fees) """
return _mediation_fee_func(
schedule_in=schedule_in,
schedule_out=schedule_out,
balance_in=balance_in,
balance_out=balance_out,
receivable=receivable,
amount_with_fees=amount_with_fees,
amount_without_fees=None,
cap_fees=cap_fees,
)
@staticmethod
def mediation_fee_backwards_func(
schedule_in: "FeeScheduleState",
schedule_out: "FeeScheduleState",
balance_in: Balance,
balance_out: Balance,
receivable: TokenAmount,
amount_without_fees: PaymentWithFeeAmount,
cap_fees: bool,
) -> Interpolate:
""" Returns a function which calculates total_mediation_fee(amount_with_fees) """
return _mediation_fee_func(
schedule_in=schedule_in,
schedule_out=schedule_out,
balance_in=balance_in,
balance_out=balance_out,
receivable=receivable,
amount_with_fees=None,
amount_without_fees=amount_without_fees,
cap_fees=cap_fees,
)
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
class FeeScheduleState(State):
# pylint: disable=not-an-iterable
flat: FeeAmount = FeeAmount(0)
proportional: ProportionalFeeAmount = ProportionalFeeAmount(
0) # as micros, e.g. 1% = 0.01e6
imbalance_penalty: Optional[List[Tuple[TokenAmount, FeeAmount]]] = None
_penalty_func: Optional[Interpolate] = field(init=False,
repr=False,
default=None)
def __post_init__(self) -> None:
self._update_penalty_func()
def _update_penalty_func(self) -> None:
if self.imbalance_penalty:
assert isinstance(self.imbalance_penalty, list)
x_list, y_list = tuple(zip(*self.imbalance_penalty))
self._penalty_func = Interpolate(x_list, y_list)
def imbalance_fee(self, amount: PaymentWithFeeAmount,
balance: Balance) -> FeeAmount:
if self._penalty_func:
# Total channel balance - node balance = balance (used as x-axis for the penalty)
balance = self._penalty_func.x_list[-1] - balance
try:
return FeeAmount(
round(
self._penalty_func(balance + amount) -
self._penalty_func(balance)))
except ValueError:
raise UndefinedMediationFee()
return FeeAmount(0)
def fee_payer(self, amount: PaymentWithFeeAmount,
balance: Balance) -> FeeAmount:
imbalance_fee = self.imbalance_fee(
amount=PaymentWithFeeAmount(-amount), balance=balance)
flat_fee = self.flat
prop_fee = int(round(amount * self.proportional / 1e6))
return FeeAmount(flat_fee + prop_fee + imbalance_fee)
def fee_payee(self,
amount: PaymentWithFeeAmount,
balance: Balance,
iterations: int = 2) -> FeeAmount:
def fee_out(imbalance_fee: FeeAmount) -> FeeAmount:
return FeeAmount(
round(amount - ((amount - self.flat - imbalance_fee) /
(1 + self.proportional / 1e6))))
imbalance_fee = FeeAmount(0)
for _ in range(iterations):
imbalance_fee = self.imbalance_fee(
amount=PaymentWithFeeAmount(amount - fee_out(imbalance_fee)),
balance=balance)
return fee_out(imbalance_fee)
def reversed(self: T) -> T:
if not self.imbalance_penalty:
return replace(self)
max_penalty = max(penalty for x, penalty in self.imbalance_penalty)
reversed_instance = replace(
self,
imbalance_penalty=[(x, FeeAmount(max_penalty - penalty))
for x, penalty in self.imbalance_penalty],
)
self._update_penalty_func()
return reversed_instance
def test_edge_weight(addresses):
# pylint: disable=assigning-non-slot
channel_id = ChannelID(1)
participant1 = addresses[0]
participant2 = addresses[1]
capacity = TokenAmount(int(20 * 1e18))
capacity_partner = TokenAmount(int(10 * 1e18))
settle_timeout = BlockTimeout(15)
channel = Channel(
token_network_address=TokenNetworkAddress(bytes([1])),
channel_id=channel_id,
participant1=participant1,
participant2=participant2,
capacity1=capacity,
capacity2=capacity_partner,
settle_timeout=settle_timeout,
)
view, view_partner = channel.views
amount = PaymentAmount(int(1e18)) # one RDN
# no penalty
assert (TokenNetwork.edge_weight(visited=dict(),
view=view,
view_from_partner=view_partner,
amount=amount,
fee_penalty=0) == 1)
# channel already used in a previous route
assert (TokenNetwork.edge_weight(
visited={channel_id: 2},
view=view,
view_from_partner=view_partner,
amount=amount,
fee_penalty=0,
) == 3)
# absolute fee
view.fee_schedule_sender.flat = FeeAmount(int(0.03e18))
assert (TokenNetwork.edge_weight(
visited=dict(),
view=view,
view_from_partner=view_partner,
amount=amount,
fee_penalty=100,
) == 4)
# relative fee
view.fee_schedule_sender.flat = FeeAmount(0)
view.fee_schedule_sender.proportional = ProportionalFeeAmount(int(0.01e6))
assert (TokenNetwork.edge_weight(
visited=dict(),
view=view,
view_from_partner=view_partner,
amount=amount,
fee_penalty=100,
) == 2)
# partner has not enough capacity for refund (no_refund_weight) -> edge weight +1
view_partner.capacity = TokenAmount(0)
assert (TokenNetwork.edge_weight(
visited=dict(),
view=view,
view_from_partner=view_partner,
amount=amount,
fee_penalty=100,
) == 3)
def test_fees_are_updated_during_startup(
raiden_network, token_addresses, deposit, retry_timeout
) -> None:
"""
Test that the supplied fee settings are correctly forwarded to all
channels during node startup.
"""
app0, app1 = raiden_network
token_address = token_addresses[0]
def get_channel_state(app) -> NettingChannelState:
chain_state = views.state_from_app(app)
token_network_registry_address = app.raiden.default_registry.address
token_network_address = views.get_token_network_address_by_token_address(
chain_state, token_network_registry_address, token_address
)
assert token_network_address
channel_state = views.get_channelstate_by_token_network_and_partner(
chain_state, token_network_address, app1.raiden.address
)
assert channel_state
return channel_state
waiting.wait_both_channel_deposit(
app0, app1, app0.raiden.default_registry.address, token_address, deposit, retry_timeout
)
# This is the imbalance penalty generated for the deposit
# with DEFAULT_MEDIATION_PROPORTIONAL_IMBALANCE_FEE
# once both channels have deposited the default (200) deposit
default_imbalance_penalty = [
(0, 1),
(20, 0),
(40, 0),
(60, 0),
(80, 0),
(100, 0),
(120, 0),
(140, 0),
(160, 0),
(180, 0),
(200, 0),
(220, 0),
(240, 0),
(260, 0),
(280, 0),
(300, 0),
(320, 0),
(340, 0),
(360, 0),
(380, 0),
(400, 1),
]
# Check that the defaults are used
channel_state = get_channel_state(app0)
assert channel_state.fee_schedule.flat == DEFAULT_MEDIATION_FLAT_FEE
assert channel_state.fee_schedule.proportional == DEFAULT_MEDIATION_PROPORTIONAL_FEE
assert channel_state.fee_schedule.imbalance_penalty == default_imbalance_penalty
orginal_config = app0.raiden.config.copy()
# Now restart app0, and set new flat fee for that token network
flat_fee = FeeAmount(100)
app0.stop()
app0.raiden.config = deepcopy(orginal_config)
app0.raiden.config["mediation_fees"].token_to_flat_fee = {token_address: flat_fee}
app0.start()
channel_state = get_channel_state(app0)
assert channel_state.fee_schedule.flat == flat_fee
assert channel_state.fee_schedule.proportional == DEFAULT_MEDIATION_PROPORTIONAL_FEE
assert channel_state.fee_schedule.imbalance_penalty == default_imbalance_penalty
# Now restart app0, and set new proportional fee
prop_fee = ProportionalFeeAmount(123)
app0.stop()
app0.raiden.config = deepcopy(orginal_config)
app0.raiden.config["mediation_fees"].token_to_proportional_fee = {token_address: prop_fee}
app0.start()
channel_state = get_channel_state(app0)
assert channel_state.fee_schedule.flat == DEFAULT_MEDIATION_FLAT_FEE
assert channel_state.fee_schedule.proportional == prop_fee
assert channel_state.fee_schedule.imbalance_penalty == default_imbalance_penalty
# Now restart app0, and set new proportional imbalance fee
app0.stop()
app0.raiden.config = deepcopy(orginal_config)
app0.raiden.config["mediation_fees"].token_to_proportional_imbalance_fee = {
token_address: 0.05e6
}
app0.start()
channel_state = get_channel_state(app0)
assert channel_state.fee_schedule.flat == DEFAULT_MEDIATION_FLAT_FEE
assert channel_state.fee_schedule.proportional == DEFAULT_MEDIATION_PROPORTIONAL_FEE
# with 5% imbalance fee
full_imbalance_penalty = [
(0, 20),
(20, 18),
(40, 16),
(60, 14),
(80, 12),
(100, 10),
(120, 8),
(140, 6),
(160, 4),
(180, 2),
(200, 0),
(220, 2),
(240, 4),
(260, 6),
(280, 8),
(300, 10),
(320, 12),
(340, 14),
(360, 16),
(380, 18),
(400, 20),
]
assert channel_state.fee_schedule.imbalance_penalty == full_imbalance_penalty