collectors: add inbound fee metric

.gitignore

@@ -17,3 +17,5 @@ user-config/*
 !user-config/.gitkeep
 nginx/etc/ssl/*
 nginx/etc/.htpasswd
+
+cmd/lndmon/lndmon

collectors/channel_collector_test.go

@@ -0,0 +1,84 @@
+package collectors
+
+import (
+	"testing"
+
+	"github.com/btcsuite/btcutil"
+	"github.com/lightningnetwork/lnd/lnrpc"
+	"github.com/stretchr/testify/require"
+)
+
+type inboundFeeTestCase struct {
+	name              string
+	amt               btcutil.Amount
+	expectedFee       btcutil.Amount
+	expectNoLiquidity bool
+}
+
+var (
+	remotePolicies = map[uint64]*lnrpc.RoutingPolicy{
+		1: {
+			FeeBaseMsat:      20000,
+			FeeRateMilliMsat: 10000,
+		},
+		2: {
+			FeeBaseMsat:      250000,
+			FeeRateMilliMsat: 6000,
+		},
+	}
+	remoteBalances = map[uint64]btcutil.Amount{
+		1: 10000,
+		2: 10000,
+	}
+
+	testCases = []inboundFeeTestCase{
+		{
+			name:        "single channel use all",
+			amt:         10000,
+			expectedFee: 120,
+		},
+		{
+			name:        "single channel partially used",
+			amt:         5000,
+			expectedFee: 70,
+		},
+		{
+			name:              "not enough",
+			amt:               25000,
+			expectNoLiquidity: true,
+		},
+		{
+			name:        "two channels use all",
+			amt:         20000,
+			expectedFee: 120 + 310,
+		},
+		{
+			name:        "two channels partially used",
+			amt:         15000,
+			expectedFee: 120 + 280,
+		},
+	}
+)
+
+// TestGetInboundFee tests the specific-fee based inbound fee calculation.
+func TestGetInboundFee(t *testing.T) {
+	for _, test := range testCases {
+		test := test
+
+		t.Run(test.name, func(t *testing.T) {
+			testGetInboundFee(t, test)
+		})
+	}
+}
+
+func testGetInboundFee(t *testing.T, test inboundFeeTestCase) {
+	fee := approximateInboundFee(test.amt, remotePolicies, remoteBalances)
+
+	if test.expectNoLiquidity {
+		require.Nil(t, fee, "expected no liquidity")
+		return
+	}
+
+	require.NotNil(t, fee, "expected routing to be possible")
+	require.Equal(t, test.expectedFee, *fee)
+}

collectors/channels_collector.go

@@ -2,8 +2,10 @@ package collectors
 
 import (
 	"context"
+	"fmt"
 	"strconv"
 
+	"github.com/btcsuite/btcutil"
 	"github.com/lightningnetwork/lnd/lnrpc"
 	"github.com/prometheus/client_golang/prometheus"
 )
@@ -34,6 +36,10 @@ type ChannelsCollector struct {
 	commitWeightDesc     *prometheus.Desc
 	commitFeeDesc        *prometheus.Desc
 
+	// inboundFee is a metric that reflects the fee paid by senders on the
+	// last hop towards this node.
+	inboundFee *prometheus.Desc
+
 	lnd lnrpc.LightningClient
 }
 
@@ -135,6 +141,13 @@ func NewChannelsCollector(lnd lnrpc.LightningClient) *ChannelsCollector {
 			labels, nil,
 		),
 
+		// Use labels for the inbound fee for various amounts.
+		inboundFee: prometheus.NewDesc(
+			"inbound_fee",
+			"fee charged for forwarding to this node",
+			[]string{"amount"}, nil,
+		),
+
 		lnd: lnd,
 	}
 }
@@ -170,6 +183,8 @@ func (c *ChannelsCollector) Describe(ch chan<- *prometheus.Desc) {
 	ch <- c.feePerKwDesc
 	ch <- c.commitWeightDesc
 	ch <- c.commitFeeDesc
+
+	ch <- c.inboundFee
 }
 
 // Collect is called by the Prometheus registry when collecting metrics.
@@ -248,10 +263,18 @@ func (c *ChannelsCollector) Collect(ch chan<- prometheus.Metric) {
 		return "false"
 	}
 
+	remoteBalances := make(map[uint64]btcutil.Amount)
 	for _, channel := range listChannelsResp.Channels {
 		status := statusLabel(channel)
 		initiator := initiatorLabel(channel)
 
+		// Only record balances for channels that are usable.
+		if channel.Active {
+			remoteBalances[channel.ChanId] = btcutil.Amount(
+				channel.RemoteBalance,
+			)
+		}
+
 		ch <- prometheus.MustNewConstMetric(
 			c.incomingChanSatDesc, prometheus.GaugeValue,
 			float64(channel.RemoteBalance),
@@ -317,6 +340,163 @@ func (c *ChannelsCollector) Collect(ch chan<- prometheus.Metric) {
 			)
 		}
 	}
+
+	// Get all remote policies
+	remotePolicies, err := c.getRemotePolicies(getInfoResp.IdentityPubkey)
+	if err != nil {
+		channelLogger.Error(err)
+		return
+	}
+
+	// Export the inbound fee metric for a series of amounts.
+	var receiveAmt btcutil.Amount = 100000
+	for {
+		// For each fee amount, we'll approximate the total routing fee
+		// that needs to be paid to pay us.
+		inboundFee := approximateInboundFee(
+			receiveAmt, remotePolicies, remoteBalances,
+		)
+		if inboundFee == nil {
+			break
+		}
+
+		// Calculate the fee proportional to the amount to receive.
+		proportionalFee := float64(*inboundFee) / float64(receiveAmt)
+
+		ch <- prometheus.MustNewConstMetric(
+			c.inboundFee, prometheus.GaugeValue,
+			proportionalFee,
+			receiveAmt.String(),
+		)
+
+		// Continue the series with double the amount.
+		receiveAmt *= 2
+	}
+}
+
+// approximateInboundFee calculates to forward fee for a specific amount charged by the
+// last hop before this node.
+func approximateInboundFee(amt btcutil.Amount, remotePolicies map[uint64]*lnrpc.RoutingPolicy,
+	remoteBalances map[uint64]btcutil.Amount) *btcutil.Amount {
+
+	var fee btcutil.Amount
+
+	// Copy the remote balances so they can be decreased as we find shards.
+	remainingBalances := make(map[uint64]btcutil.Amount)
+	for ch, balance := range remoteBalances {
+		remainingBalances[ch] = balance
+	}
+
+	// Assume a perfect mpp splitting algorithm that knows exactly how much
+	// can be sent through each channel. This is a simplification, because
+	// in reality senders need to trial and error to find a shard amount
+	// that works.
+	//
+	// We'll keep iterating through all channels until we've covered the
+	// total amount. Each iteration, the best channel for that shard is
+	// selected based on the specific fee.
+	amountRemaining := amt
+	for amountRemaining > 0 {
+		var (
+			bestChan        uint64
+			bestSpecificFee float64
+			bestAmount      btcutil.Amount
+			bestFee         btcutil.Amount
+		)
+
+		// Find the best channel to send the amount or a part of the
+		// amount.
+		for ch, balance := range remainingBalances {
+			// Skip channels without remote balance.
+			if balance == 0 {
+				continue
+			}
+
+			policy, ok := remotePolicies[ch]
+			if !ok {
+				continue
+			}
+
+			// Cap at the maximum receive amount for this channel.
+			amountToSend := amountRemaining
+			if amountToSend > balance {
+				amountToSend = balance
+			}
+
+			// Calculate fee for this amount to send.
+			fee := btcutil.Amount(
+				policy.FeeBaseMsat/1000 +
+					int64(amountToSend)*policy.FeeRateMilliMsat/1000000,
+			)
+
+			// Calculate the specific fee for this amount, being the
+			// fee per sat sent.
+			specificFee := float64(fee) / float64(amountToSend)
+
+			// Select the best channel for this shard based on the
+			// lowest specific fee.
+			if bestChan == 0 || bestSpecificFee > specificFee {
+				bestChan = ch
+				bestSpecificFee = specificFee
+				bestAmount = amountToSend
+				bestFee = fee
+			}
+		}
+
+		// No liquidity to send the full amount, break.
+		if bestChan == 0 {
+			return nil
+		}
+
+		amountRemaining -= bestAmount
+		fee += bestFee
+		remainingBalances[bestChan] -= bestAmount
+	}
+
+	return &fee
+}
+
+// getRemotePolicies gets all the remote policies for enabled channels of this
+// node's peers.
+func (c *ChannelsCollector) getRemotePolicies(pubkey string) (
+	map[uint64]*lnrpc.RoutingPolicy, error) {
+
+	nodeInfoResp, err := c.lnd.GetNodeInfo(
+		context.Background(), &lnrpc.NodeInfoRequest{
+			IncludeChannels: true,
+			PubKey:          pubkey,
+		},
+	)
+	if err != nil {
+		return nil, err
+	}
+
+	policies := make(map[uint64]*lnrpc.RoutingPolicy)
+	for _, i := range nodeInfoResp.Channels {
+		var policy *lnrpc.RoutingPolicy
+		switch {
+		case i.Node1Pub == pubkey:
+			if i.Node2Policy != nil {
+				policy = i.Node2Policy
+			}
+
+		case i.Node2Pub == pubkey:
+			if i.Node1Policy != nil {
+				policy = i.Node1Policy
+			}
+
+		default:
+			return nil, fmt.Errorf("pubkey not in node info channels")
+		}
+
+		// Only record policies for peers that have this channel
+		// enabled.
+		if !policy.Disabled {
+			policies[i.ChannelId] = policy
+		}
+	}
+
+	return policies, nil
 }
 
 func init() {

go.mod

@@ -8,6 +8,7 @@ require (
 	github.com/lightninglabs/loop v0.2.4-alpha.0.20191116024025-539d6ed9e3e8
 	github.com/lightningnetwork/lnd v0.8.0-beta-rc3.0.20191115230031-4d7a151b4763
 	github.com/prometheus/client_golang v0.9.3
+	github.com/stretchr/testify v1.2.2
 )
 
 go 1.13

go.sum

@@ -171,6 +171,7 @@ github.com/onsi/gomega v1.4.1/go.mod h1:C1qb7wdrVGGVU+Z6iS04AVkA3Q65CEZX59MT0QO5
 github.com/onsi/gomega v1.4.3 h1:RE1xgDvH7imwFD45h+u2SgIfERHlS2yNG4DObb5BSKU=
 github.com/onsi/gomega v1.4.3/go.mod h1:ex+gbHU/CVuBBDIJjb2X0qEXbFg53c61hWP/1CpauHY=
 github.com/pkg/errors v0.8.0/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
+github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM=
 github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
 github.com/prometheus/client_golang v0.9.1/go.mod h1:7SWBe2y4D6OKWSNQJUaRYU/AaXPKyh/dDVn+NZz0KFw=
 github.com/prometheus/client_golang v0.9.3 h1:9iH4JKXLzFbOAdtqv/a+j8aewx2Y8lAjAydhbaScPF8=
@@ -192,7 +193,9 @@ github.com/rogpeppe/fastuuid v1.2.0 h1:Ppwyp6VYCF1nvBTXL3trRso7mXMlRrw9ooo375wvi
 github.com/rogpeppe/fastuuid v1.2.0/go.mod h1:jVj6XXZzXRy/MSR5jhDC/2q6DgLz+nrA6LYCDYWNEvQ=
 github.com/sirupsen/logrus v1.2.0/go.mod h1:LxeOpSwHxABJmUn/MG1IvRgCAasNZTLOkJPxbbu5VWo=
 github.com/spaolacci/murmur3 v0.0.0-20180118202830-f09979ecbc72/go.mod h1:JwIasOWyU6f++ZhiEuf87xNszmSA2myDM2Kzu9HwQUA=
+github.com/stretchr/objx v0.1.1 h1:2vfRuCMp5sSVIDSqO8oNnWJq7mPa6KVP3iPIwFBuy8A=
 github.com/stretchr/objx v0.1.1/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME=
+github.com/stretchr/testify v1.2.2 h1:bSDNvY7ZPG5RlJ8otE/7V6gMiyenm9RtJ7IUVIAoJ1w=
 github.com/stretchr/testify v1.2.2/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs=
 github.com/tv42/zbase32 v0.0.0-20160707012821-501572607d02 h1:tcJ6OjwOMvExLlzrAVZute09ocAGa7KqOON60++Gz4E=
 github.com/tv42/zbase32 v0.0.0-20160707012821-501572607d02/go.mod h1:tHlrkM198S068ZqfrO6S8HsoJq2bF3ETfTL+kt4tInY=