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 test_get_initial_payment_for_final_target_amount(
flat_fee: FeeAmount,
prop_fee: ProportionalFeeAmount,
balance: TokenAmount,
final_amount: PaymentAmount,
initial_amount: PaymentWithFeeAmount,
expected_fees: List[FeeAmount],
):
prop_fee = ppm_fee_per_channel(prop_fee)
channel_set = make_channel_set([
NettingChannelStateProperties(
canonical_identifier=factories.create(
CanonicalIdentifierProperties(
channel_identifier=ChannelID(1))),
our_state=NettingChannelEndStateProperties(balance=TokenAmount(0)),
partner_state=NettingChannelEndStateProperties(balance=balance),
fee_schedule=FeeScheduleState(flat=flat_fee,
proportional=prop_fee),
),
NettingChannelStateProperties(
canonical_identifier=factories.create(
CanonicalIdentifierProperties(
channel_identifier=ChannelID(2))),
our_state=NettingChannelEndStateProperties(balance=balance),
partner_state=NettingChannelEndStateProperties(
balance=TokenAmount(0)),
fee_schedule=FeeScheduleState(flat=flat_fee,
proportional=prop_fee),
),
])
calculation = get_initial_amount_for_amount_after_fees(
amount_after_fees=final_amount,
channels=[(channel_set.channels[0], channel_set.channels[1])],
)
assert calculation is not None
assert calculation.total_amount == initial_amount
assert calculation.mediation_fees == expected_fees
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
