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Make eth fee rater and use server max fee rate for redemptions and re…
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…funds.
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@martonp
martonp committed Feb 26, 2022
1 parent 1219455 commit 7281814
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Showing 9 changed files with 268 additions and 140 deletions.
39 changes: 30 additions & 9 deletions client/asset/eth/eth.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -204,11 +204,13 @@ type ethFetcher interface {
sendToAddr(ctx context.Context, addr common.Address, val uint64) (*types.Transaction, error)
transactionConfirmations(context.Context, common.Hash) (uint32, error)
sendSignedTransaction(ctx context.Context, tx *types.Transaction) error
netFeeState(ctx context.Context) (baseFees, tipCap *big.Int, err error)
}

// Check that ExchangeWallet satisfies the asset.Wallet interface.
var _ asset.Wallet = (*ExchangeWallet)(nil)
var _ asset.AccountLocker = (*ExchangeWallet)(nil)
var _ asset.FeeRater = (*ExchangeWallet)(nil)

// fundReserveType represents the various uses for which funds need to be locked:
// initiations, redemptions, and refunds.
Expand Down Expand Up @@ -883,7 +885,7 @@ func (eth *ExchangeWallet) Redeem(form *asset.RedeemForm) ([]dex.Bytes, asset.Co
fundsRequired := dexeth.RedeemGas(len(form.Redemptions), contractVersion) * form.FeeSuggestion

// TODO: make sure the amount we locked for redemption is enough to cover the gas
// fees. Also unlock coins.
// fees.
tx, err := eth.node.redeem(eth.ctx, form.Redemptions, form.FeeSuggestion, contractVersion)
if err != nil {
return fail(fmt.Errorf("Redeem: redeem error: %w", err))
Expand Down Expand Up @@ -918,9 +920,9 @@ func recoverPubkey(msgHash, sig []byte) ([]byte, error) {
return pubKey.SerializeUncompressed(), nil
}

// ReserveNRedemption locks funds for redemption. It is an error if there
// ReserveNRedemptions locks funds for redemption. It is an error if there
// is insufficient spendable balance. Part of the AccountLocker interface.
func (eth *ExchangeWallet) ReserveNRedemption(n, feeRate uint64, assetVer uint32) (uint64, error) {
func (eth *ExchangeWallet) ReserveNRedemptions(n, feeRate uint64, assetVer uint32) (uint64, error) {
redeemCost := dexeth.RedeemGas(1, assetVer) * feeRate
reserve := redeemCost * n

Expand Down Expand Up @@ -951,10 +953,10 @@ func (eth *ExchangeWallet) ReReserveRedemption(req uint64) error {
return eth.lockedFunds.lock(req, redemptionReserve, eth.balance)
}

// ReserveNRefund locks funds for doing refunds. It is an error if there
// ReserveNRefunds locks funds for doing refunds. It is an error if there
// is insufficient spendable balance. Part of the AccountLocker interface.
func (eth *ExchangeWallet) ReserveNRefund(n uint64, assetVer uint32) (uint64, error) {
refundCost := dexeth.RefundGas(assetVer) * eth.gasFeeLimit
func (eth *ExchangeWallet) ReserveNRefunds(n, feeRate uint64, assetVer uint32) (uint64, error) {
refundCost := dexeth.RefundGas(assetVer) * feeRate
reserve := refundCost * n

eth.lockedFundsMtx.Lock()
Expand Down Expand Up @@ -1193,7 +1195,7 @@ func (eth *ExchangeWallet) findSecret(ctx context.Context, secretHash [32]byte,

// Refund refunds a contract. This can only be used after the time lock has
// expired.
func (eth *ExchangeWallet) Refund(_, contract dex.Bytes, _ uint64) (dex.Bytes, error) {
func (eth *ExchangeWallet) Refund(_, contract dex.Bytes, feeSuggestion uint64) (dex.Bytes, error) {
version, secretHash, err := dexeth.DecodeContractData(contract)
if err != nil {
return nil, fmt.Errorf("Refund: failed to decode contract: %w", err)
Expand All @@ -1202,7 +1204,7 @@ func (eth *ExchangeWallet) Refund(_, contract dex.Bytes, _ uint64) (dex.Bytes, e
unlockFunds := func() {
eth.lockedFundsMtx.Lock()
defer eth.lockedFundsMtx.Unlock()
err = eth.lockedFunds.unlock(eth.gasFeeLimit*dexeth.RefundGas(version), refundReserve)
err = eth.lockedFunds.unlock(feeSuggestion*dexeth.RefundGas(version), refundReserve)
if err != nil {
eth.log.Error(err)
}
Expand All @@ -1229,7 +1231,7 @@ func (eth *ExchangeWallet) Refund(_, contract dex.Bytes, _ uint64) (dex.Bytes, e
return nil, fmt.Errorf("Refund: swap with secret hash %x is not refundable", secretHash)
}

tx, err := eth.node.refund(eth.ctx, secretHash, eth.gasFeeLimit, version)
tx, err := eth.node.refund(eth.ctx, secretHash, feeSuggestion, version)
if err != nil {
return nil, fmt.Errorf("Refund: failed to call refund: %w", err)
}
Expand Down Expand Up @@ -1381,6 +1383,25 @@ func (eth *ExchangeWallet) RegFeeConfirmations(ctx context.Context, coinID dex.B
return eth.node.transactionConfirmations(ctx, txHash)
}

// FeeRate satisfies asset.FeeRater.
func (eth *ExchangeWallet) FeeRate() (uint64, error) {
base, tip, err := eth.node.netFeeState(eth.ctx)
if err != nil {
return 0, fmt.Errorf("error getting net fee state: %w", err)
}

feeRate := new(big.Int).Add(
tip,
new(big.Int).Mul(base, big.NewInt(2)))

feeRateGwei, err := dexeth.WeiToGweiUint64(feeRate)
if err != nil {
return 0, fmt.Errorf("failed to convert wei to gwei: %w", err)
}

return feeRateGwei, nil
}

func (eth *ExchangeWallet) checkPeers() {
numPeers := eth.node.peerCount()
prevPeer := atomic.SwapUint32(&eth.lastPeerCount, numPeers)
Expand Down
106 changes: 81 additions & 25 deletions client/asset/eth/eth_test.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -76,6 +76,9 @@ type testNode struct {
nonce uint64
sendToAddrTx *types.Transaction
sendToAddrErr error
baseFee *big.Int
tip *big.Int
netFeeStateErr error
}

func newBalance(current, in, out uint64) *Balance {
Expand Down Expand Up @@ -117,13 +120,15 @@ func (n *testNode) lock() error {
func (n *testNode) locked() bool {
return false
}

func (n *testNode) syncProgress() ethereum.SyncProgress {
return n.syncProg
}
func (n *testNode) peerCount() uint32 {
return 1
}
func (n *testNode) netFeeState(ctx context.Context) (baseFees, tipCap *big.Int, err error) {
return n.baseFee, n.tip, n.netFeeStateErr
}

// initiate is not concurrent safe
func (n *testNode) initiate(ctx context.Context, contracts []*asset.Contract, maxFeeRate uint64, contractVer uint32) (tx *types.Transaction, err error) {
Expand Down Expand Up @@ -467,6 +472,64 @@ func TestBalance(t *testing.T) {
}
}

func TestFeeRate(t *testing.T) {
ctx, cancel := context.WithCancel(context.Background())
defer cancel()
node := &testNode{}
eth := &ExchangeWallet{
node: node,
ctx: ctx,
}

maxInt := ^int64(0)
tests := []struct {
name string
baseFee *big.Int
tip *big.Int
netFeeStateErr error
wantFeeRate uint64
wantErr bool
}{
{
name: "ok",
baseFee: big.NewInt(100e9),
tip: big.NewInt(2e9),
wantFeeRate: 202,
},
{
name: "net fee state error",
wantErr: true,
netFeeStateErr: errors.New(""),
},
{
name: "overflow error",
wantErr: true,
baseFee: big.NewInt(maxInt),
tip: big.NewInt(1),
},
}

for _, test := range tests {
node.baseFee = test.baseFee
node.tip = test.tip
node.netFeeStateErr = test.netFeeStateErr
feeRate, err := eth.FeeRate()
if test.wantErr {
if err == nil {
t.Fatalf("%v: expected error but did not get", test.name)
}
continue
}
if err != nil {
t.Fatalf("%v: unexpected error: %v", test.name, err)
}

if feeRate != test.wantFeeRate {
t.Fatalf("%v: expected fee rate %d but got %d", test.name, test.wantFeeRate, feeRate)
}
}
}

func TestRefund(t *testing.T) {
node := &testNode{
swapVers: map[uint32]struct{}{
Expand Down Expand Up @@ -501,7 +564,6 @@ func TestRefund(t *testing.T) {
contract dex.Bytes
swapStep dexeth.SwapStep
feeSuggestion uint64
gasFeeLimit uint64
originalRefundReserves uint64
wantRefundReserves uint64
isRefundable bool
Expand All @@ -518,32 +580,29 @@ func TestRefund(t *testing.T) {
swapStep: dexeth.SSInitiated,
isRefundable: true,
feeSuggestion: 100,
gasFeeLimit: 200,
originalBalance: newBalance(1e9, 0, 0),
originalRefundReserves: 1e8,
wantRefundReserves: 1e8 - 200*gasesV0.Refund,
wantRefundReserves: 1e8 - 100*gasesV0.Refund,
},
{
name: "ok v1",
contract: randomContractDataV1,
swapStep: dexeth.SSInitiated,
isRefundable: true,
feeSuggestion: 100,
gasFeeLimit: 200,
originalBalance: newBalance(1e9, 0, 0),
originalRefundReserves: 1e8,
wantRefundReserves: 1e8 - 200*gasesV1.Refund,
wantRefundReserves: 1e8 - 100*gasesV1.Refund,
},
{
name: "ok refunded",
contract: randomContractDataV0,
swapStep: dexeth.SSRefunded,
isRefundable: true,
feeSuggestion: 100,
gasFeeLimit: 200,
originalBalance: newBalance(1e9, 0, 0),
originalRefundReserves: 1e8,
wantRefundReserves: 1e8 - 200*gasesV0.Refund,
wantRefundReserves: 1e8 - 100*gasesV0.Refund,
wantZeroHash: true,
},
{
Expand All @@ -559,7 +618,6 @@ func TestRefund(t *testing.T) {
isRefundable: true,
isRefundableErr: errors.New(""),
feeSuggestion: 100,
gasFeeLimit: 200,
originalBalance: newBalance(1e9, 0, 0),
wantErr: true,
},
Expand All @@ -568,7 +626,6 @@ func TestRefund(t *testing.T) {
contract: randomContractDataV0,
isRefundable: false,
feeSuggestion: 100,
gasFeeLimit: 200,
originalBalance: newBalance(1e9, 0, 0),
wantErr: true,
},
Expand All @@ -578,7 +635,6 @@ func TestRefund(t *testing.T) {
isRefundable: true,
refundErr: errors.New(""),
feeSuggestion: 100,
gasFeeLimit: 200,
originalBalance: newBalance(1e9, 0, 0),
wantErr: true,
},
Expand All @@ -587,7 +643,6 @@ func TestRefund(t *testing.T) {
contract: []byte{},
isRefundable: true,
feeSuggestion: 100,
gasFeeLimit: 200,
originalBalance: newBalance(1e9, 0, 0),
wantErr: true,
},
Expand All @@ -600,7 +655,6 @@ func TestRefund(t *testing.T) {
node.bal = test.originalBalance
node.swapErr = test.swapErr
ss.State = test.swapStep
eth.gasFeeLimit = test.gasFeeLimit
eth.lockedFunds.refundReserves = test.originalRefundReserves

id, err := eth.Refund(nil, test.contract, test.feeSuggestion)
Expand Down Expand Up @@ -641,9 +695,9 @@ func TestRefund(t *testing.T) {
test.name, contractVer, node.lastRefund.contractVer)
}

if eth.gasFeeLimit != node.lastRefund.fee {
t.Fatalf(`%v: gas fee limit %v != used to call refund %v`,
test.name, test.feeSuggestion, eth.gasFeeLimit)
if test.feeSuggestion != node.lastRefund.fee {
t.Fatalf(`%v: fee suggestion %v != used to call refund %v`,
test.name, test.feeSuggestion, node.lastRefund.fee)
}
}

Expand Down Expand Up @@ -2451,18 +2505,20 @@ func TestRefundReserves(t *testing.T) {
eth := &ExchangeWallet{
node: node,
}
eth.gasFeeLimit = 100

var maxFeeRateV0 uint64 = 45
gasesV0 := dexeth.VersionedGases[0]

gasesV1 := &dex.Gases{Refund: 1e6}
dexeth.VersionedGases[1] = gasesV1
var maxFeeRateV1 uint64 = 50

// Lock for 3 refunds with contract version 0
v0Val, err := eth.ReserveNRefund(3, 0)
v0Val, err := eth.ReserveNRefunds(3, maxFeeRateV0, 0)
if err != nil {
t.Fatalf("ReserveNRefund error: %v", err)
t.Fatalf("ReserveNRefunds error: %v", err)
}
lockPerV0 := gasesV0.Refund * eth.gasFeeLimit
lockPerV0 := gasesV0.Refund * maxFeeRateV0
expLock := 3 * lockPerV0
if eth.lockedFunds.refundReserves != expLock {
t.Fatalf("wrong v0 locked. wanted %d, got %d", expLock, eth.lockedFunds.refundReserves)
Expand All @@ -2472,11 +2528,11 @@ func TestRefundReserves(t *testing.T) {
}

// Lock for 2 refunds with contract version 1
v1Val, err := eth.ReserveNRefund(2, 1)
v1Val, err := eth.ReserveNRefunds(2, maxFeeRateV1, 1)
if err != nil {
t.Fatalf("ReserveNRefund error: %v", err)
t.Fatalf("ReserveNRefunds error: %v", err)
}
lockPerV1 := gasesV1.Refund * eth.gasFeeLimit
lockPerV1 := gasesV1.Refund * maxFeeRateV1
v1Lock := 2 * lockPerV1
expLock += v1Lock
if eth.lockedFunds.refundReserves != expLock {
Expand Down Expand Up @@ -2529,7 +2585,7 @@ func TestRedemptionReserves(t *testing.T) {
dexeth.VersionedGases[1] = gasesV1
var maxFeeRateV1 uint64 = 50

v0Val, err := eth.ReserveNRedemption(3, maxFeeRateV0, 0)
v0Val, err := eth.ReserveNRedemptions(3, maxFeeRateV0, 0)
if err != nil {
t.Fatalf("reservation error: %v", err)
}
Expand All @@ -2544,7 +2600,7 @@ func TestRedemptionReserves(t *testing.T) {
t.Fatalf("expected value %d, got %d", lockPerV0, v0Val)
}

v1Val, err := eth.ReserveNRedemption(2, maxFeeRateV1, 1)
v1Val, err := eth.ReserveNRedemptions(2, maxFeeRateV1, 1)
if err != nil {
t.Fatalf("reservation error: %v", err)
}
Expand Down
20 changes: 11 additions & 9 deletions client/asset/interface.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -352,25 +352,27 @@ type TokenMaster interface {
OpenTokenWallet(assetID uint32, settings map[string]string, tipChange func(error)) (Wallet, error)
}

// AccountLocker is a wallet in which redemptions require a wallet to have
// available balance to pay fees.
// AccountLocker is a wallet in which redemptions and refunds require a wallet
// to have available balance to pay fees.
type AccountLocker interface {
// ReserveNRedemption is used when preparing funding for an order that
// redeems to an account-based asset. The wallet will set aside the
// appropriate amount of funds so that we can redeem. It is an error
// to request funds > spendable balance.
ReserveNRedemption(n, feeRate uint64, assetVer uint32) (uint64, error)
// appropriate amount of funds so that we can redeem N swaps on the
// specified version of the asset, at the specified fee rate. It is an
// error to request funds > spendable balance.
ReserveNRedemptions(n, feeRate uint64, assetVer uint32) (uint64, error)
// ReReserveRedemption is used when reconstructing existing orders on
// startup. It is an error to request funds > spendable balance.
ReReserveRedemption(amt uint64) error
// UnlockRedemptionReserves is used to return funds reserved for redemption
// when an order is canceled or otherwise completed unfilled.
UnlockRedemptionReserves(uint64)
// ReserveNRefund is used when preparing funding for an order that
// ReserveNRefunds is used when preparing funding for an order that
// refunds to an account-based asset. The wallet will set aside the
// appropriate amount of funds so that we can refund. It is an error
// to request funds > spendable balance.
ReserveNRefund(n uint64, assetVer uint32) (uint64, error)
// appropriate amount of funds so that we can refund N swaps on the
// specified version of the asset, at the specified fee rate. It is
// an error to request funds > spendable balance.
ReserveNRefunds(n, feeRate uint64, assetVer uint32) (uint64, error)
// ReReserveRefund is used when reconstructing existing orders on
// startup. It is an error to request funds > spendable balance.
ReReserveRefund(uint64) error
Expand Down
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