feat: include max routing fee in submarine pairs when queried with ref (

#774)
BoltzExchange · Jan 9, 2025 · 9dd6d50 · 9dd6d50
1 parent 50cb625
commit 9dd6d50
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Showing 7 changed files with 111 additions and 28 deletions.
diff --git a/lib/db/models/Referral.ts b/lib/db/models/Referral.ts
@@ -95,6 +95,17 @@ class Referral extends Model implements ReferralType {
     );
   };
 
+  public maxRoutingFeeRatioForPairs = (pairs: string[]): number | undefined => {
+    for (const pair of pairs) {
+      const ratio = this.config?.pairs?.[pair]?.maxRoutingFee;
+      if (ratio !== undefined) {
+        return ratio;
+      }
+    }
+
+    return this.config?.maxRoutingFee;
+  };
+
   public limits = (pair: string, type: SwapType): Limits | undefined => {
     return (
       this.config?.pairs?.[pair]?.limits?.[type] || this.config?.limits?.[type]

diff --git a/lib/lightning/LightningClient.ts b/lib/lightning/LightningClient.ts
@@ -99,6 +99,8 @@ interface LightningClient extends BalancerFetcher, BaseClient<EventTypes> {
   symbol: string;
   type: NodeType;
 
+  readonly maxPaymentFeeRatio: number;
+
   isConnected(): boolean;
 
   setClientStatus(status: ClientStatus): void;

diff --git a/lib/lightning/LndClient.ts b/lib/lightning/LndClient.ts
@@ -60,8 +60,9 @@ class LndClient extends BaseClient<EventTypes> implements LightningClient {
   private static readonly paymentTimeout = 300;
   private static readonly paymentTimePreference = 0.9;
 
+  public readonly maxPaymentFeeRatio!: number;
+
   private readonly uri!: string;
-  private readonly maxPaymentFeeRatio!: number;
   private readonly credentials!: ChannelCredentials;
 
   private readonly meta!: Metadata;

diff --git a/lib/lightning/cln/ClnClient.ts b/lib/lightning/cln/ClnClient.ts
@@ -53,7 +53,7 @@ class ClnClient
   private static readonly paymentMinFee = 121;
   private static readonly paymentTimeout = 300;
 
-  private readonly maxPaymentFeeRatio!: number;
+  public readonly maxPaymentFeeRatio!: number;
 
   private readonly nodeUri: string;
   private readonly holdUri: string;

diff --git a/lib/rates/providers/RateProviderTaproot.ts b/lib/rates/providers/RateProviderTaproot.ts
@@ -44,6 +44,7 @@ type SubmarinePairTypeTaproot = PairTypeTaproot & {
   fees: {
     percentage: number;
     minerFees: number;
+    maximalRoutingFee?: number;
   };
 };
 
@@ -512,32 +513,48 @@ class RateProviderTaproot extends RateProviderBase<SwapTypes> {
             const premium = referral?.premiumForPairs(pairIds, type);
             const limits = referral?.limitsForPairs(pairIds, type);
 
-            return [
-              to,
-              {
-                ...value,
-                limits: {
-                  ...value.limits,
-                  minimal: this.applyOverride(
-                    Math.max,
-                    value.limits.minimal,
-                    limits?.minimal,
-                  ),
-                  maximal: this.applyOverride(
-                    Math.min,
-                    value.limits.maximal,
-                    limits?.maximal,
-                  ),
-                },
-                fees: {
-                  ...value.fees,
-                  percentage: FeeProvider.addPremium(
-                    value.fees.percentage,
-                    premium,
-                  ),
-                },
+            const result = {
+              ...value,
+              limits: {
+                ...value.limits,
+                minimal: this.applyOverride(
+                  Math.max,
+                  value.limits.minimal,
+                  limits?.minimal,
+                ),
+                maximal: this.applyOverride(
+                  Math.min,
+                  value.limits.maximal,
+                  limits?.maximal,
+                ),
               },
-            ];
+              fees: {
+                ...value.fees,
+                percentage: FeeProvider.addPremium(
+                  value.fees.percentage,
+                  premium,
+                ),
+              },
+            };
+
+            if (type === SwapType.Submarine) {
+              const maxRoutingFeeOverride =
+                referral?.maxRoutingFeeRatioForPairs(pairIds);
+
+              if (maxRoutingFeeOverride !== undefined) {
+                (result as SubmarinePairTypeTaproot).fees.maximalRoutingFee =
+                  maxRoutingFeeOverride * 100;
+              } else {
+                const currency = this.currencies.get(to);
+
+                (result as SubmarinePairTypeTaproot).fees.maximalRoutingFee =
+                  (currency?.lndClient?.maxPaymentFeeRatio ||
+                    currency?.clnClient?.maxPaymentFeeRatio ||
+                    0) * 100;
+              }
+            }
+
+            return [to, result];
           }),
         ),
       ]),

diff --git a/test/integration/db/models/Referral.spec.ts b/test/integration/db/models/Referral.spec.ts
@@ -64,6 +64,22 @@ describe('Referral', () => {
     expect(ref!.maxRoutingFeeRatio(pair)).toEqual(expected);
   });
 
+  test.each`
+    pairs                      | expected
+    ${['BTC/BTC']}             | ${referralValues.config!.maxRoutingFee}
+    ${['L-BTC/BTC']}           | ${referralValues.config!.maxRoutingFee}
+    ${['RBTC/BTC']}            | ${referralValues.config!.pairs!['RBTC/BTC']!.maxRoutingFee}
+    ${['BTC/BTC', 'RBTC/BTC']} | ${referralValues.config!.pairs!['RBTC/BTC']!.maxRoutingFee}
+  `(
+    'should get maxRoutingFeeRatioForPairs for pairs $pairs',
+    async ({ pairs, expected }) => {
+      const ref = await ReferralRepository.getReferralById(referralValues.id);
+
+      expect(ref).not.toBeNull();
+      expect(ref!.maxRoutingFeeRatioForPairs(pairs)).toEqual(expected);
+    },
+  );
+
   test.each`
     pair          | type                         | expected
     ${'BTC/BTC'}  | ${SwapType.ReverseSubmarine} | ${referralValues.config!.limits![SwapType.ReverseSubmarine]}

diff --git a/test/unit/rates/providers/RateProviderTaproot.spec.ts b/test/unit/rates/providers/RateProviderTaproot.spec.ts
@@ -65,7 +65,15 @@ describe('RateProviderTaproot', () => {
 
   const provider = new RateProviderTaproot(
     new Map<string, any>([
-      ['BTC', { chainClient: {}, lndClient: {} }],
+      [
+        'BTC',
+        {
+          chainClient: {},
+          lndClient: {
+            maxPaymentFeeRatio: 0.021,
+          },
+        },
+      ],
       [
         'L-BTC',
         {
@@ -125,6 +133,7 @@ describe('RateProviderTaproot', () => {
         const referral = {
           premiumForPairs: jest.fn().mockReturnValue(premium),
           limitsForPairs: jest.fn().mockReturnValue(undefined),
+          maxRoutingFeeRatioForPairs: jest.fn().mockReturnValue(undefined),
         } as any as Referral;
 
         expect(
@@ -168,6 +177,7 @@ describe('RateProviderTaproot', () => {
 
         const referral = {
           premiumForPairs: jest.fn().mockReturnValue(undefined),
+          maxRoutingFeeRatioForPairs: jest.fn().mockReturnValue(undefined),
           limitsForPairs: jest.fn().mockReturnValue({
             minimal: limitMin,
             maximal: limitMax,
@@ -191,6 +201,32 @@ describe('RateProviderTaproot', () => {
         expect(originalPair.limits.maximal).toEqual(initialMax);
       },
     );
+
+    test('should use maxRoutingFeeRatioForPairs when provided', () => {
+      const referral = {
+        limitsForPairs: jest.fn().mockReturnValue(undefined),
+        premiumForPairs: jest.fn().mockReturnValue(undefined),
+        maxRoutingFeeRatioForPairs: jest.fn().mockReturnValue(0.01),
+      } as any as Referral;
+
+      const pairWithReferral = provider
+        .getSubmarinePairs(referral)
+        .get('L-BTC')!
+        .get('BTC')!;
+      expect(pairWithReferral.fees.maximalRoutingFee).toEqual(1);
+    });
+
+    test('should coalesce max routing fee from lightning clients when not provided in referral', () => {
+      const pairWithReferral = provider
+        .getSubmarinePairs({
+          limitsForPairs: jest.fn().mockReturnValue(undefined),
+          premiumForPairs: jest.fn().mockReturnValue(undefined),
+          maxRoutingFeeRatioForPairs: jest.fn().mockReturnValue(undefined),
+        } as any as Referral)
+        .get('L-BTC')!
+        .get('BTC')!;
+      expect(pairWithReferral.fees.maximalRoutingFee).toEqual(2.1);
+    });
   });
 
   test('should serialize pairs', () => {