Add per-peer profit scoring

eclair-core/src/main/resources/reference.conf

@@ -656,6 +656,51 @@ eclair {
     cleanup-frequency = 1 day
   }
 
+  // We keep track of peer statistics to find the most profitable peers and fund channels with them to optimize our
+  // payment volume and fees earned.
+  peer-scoring {
+    // Set this to true if you want to start collecting data to score peers.
+    enabled = false
+    // Frequency at which we run our peer scoring algorithm.
+    frequency = 1 hour
+    // Maximum number of peers to select as candidates for liquidity and relay fee updates.
+    top-peers-count = 10
+    // A list of node_ids with whom we will try to maintain liquidity.
+    top-peers-whitelist = []
+    // We can automatically allocate liquidity to our top peers when necessary.
+    liquidity {
+      // If true, we will automatically fund channels.
+      auto-fund = false
+      // If true, we will automatically close unused channels to reclaim liquidity.
+      auto-close = false
+      // We only fund channels if at least this amount is necessary.
+      min-funding-amount-satoshis = 1000000 // 0.01 btc
+      // We never fund channels with more than this amount.
+      max-funding-amount-satoshis = 50000000 // 0.5 btc
+      // We stop funding channels if our on-chain balance is below this amount.
+      min-on-chain-balance-satoshis = 50000000 // 0.5 btc
+      // We stop funding channels if the on-chain feerate is above this value.
+      max-feerate-sat-per-byte = 5
+      // Rate-limit the number of funding transactions we make per day (on average).
+      max-funding-tx-per-day = 6
+    }
+    // We can automatically update our relay fees to our top peers when necessary.
+    relay-fees {
+      // If true, we will automatically update our relay fees based on variations in outgoing payment volume.
+      auto-update = false
+      // We will not lower our fees below these values.
+      min-fee-base-msat = 1
+      min-fee-proportional-millionths = 500
+      // We will not increase our fees above these values.
+      max-fee-base-msat = 10000
+      max-fee-proportional-millionths = 5000
+      // We only increase fees if the daily outgoing payment volume exceeds this threshold or daily-payment-volume-threshold-percent.
+      daily-payment-volume-threshold-satoshis = 10000000 // 0.1 btc
+      // We only increase fees if the daily outgoing payment volume exceeds this percentage of our peer capacity or daily-payment-volume-threshold.
+      daily-payment-volume-threshold-percent = 0.05
+    }
+  }
+
   offers {
     // Minimum length of an offer blinded path when hiding our real node id
     message-path-min-length = 2

eclair-core/src/main/scala/fr/acinq/eclair/MilliSatoshi.scala

@@ -35,6 +35,7 @@ case class MilliSatoshi(private val underlying: Long) extends Ordered[MilliSatos
   def *(m: Long) = MilliSatoshi(underlying * m)
   def *(m: Double) = MilliSatoshi((underlying * m).toLong)
   def /(d: Long) = MilliSatoshi(underlying / d)
+  def /(d: Double) = MilliSatoshi((underlying / d).toLong)
   def unary_- = MilliSatoshi(-underlying)
 
   override def compare(other: MilliSatoshi): Int = underlying.compareTo(other.underlying)

eclair-core/src/main/scala/fr/acinq/eclair/NodeParams.scala

@@ -33,6 +33,7 @@ import fr.acinq.eclair.message.OnionMessages.OnionMessageConfig
 import fr.acinq.eclair.payment.offer.OffersConfig
 import fr.acinq.eclair.payment.relay.OnTheFlyFunding
 import fr.acinq.eclair.payment.relay.Relayer.{AsyncPaymentsParams, RelayFees, RelayParams}
+import fr.acinq.eclair.profit.PeerScorer
 import fr.acinq.eclair.reputation.Reputation
 import fr.acinq.eclair.router.Announcements.AddressException
 import fr.acinq.eclair.router.Graph.HeuristicsConstants
@@ -95,6 +96,7 @@ case class NodeParams(nodeKeyManager: NodeKeyManager,
                       peerWakeUpConfig: PeerReadyNotifier.WakeUpConfig,
                       onTheFlyFundingConfig: OnTheFlyFunding.Config,
                       peerStorageConfig: PeerStorageConfig,
+                      peerScoringConfig: PeerScorer.Config,
                       offersConfig: OffersConfig) {
   val privateKey: Crypto.PrivateKey = nodeKeyManager.nodeKey.privateKey
 
@@ -714,6 +716,34 @@ object NodeParams extends Logging {
         removalDelay = FiniteDuration(config.getDuration("peer-storage.removal-delay").getSeconds, TimeUnit.SECONDS),
         cleanUpFrequency = FiniteDuration(config.getDuration("peer-storage.cleanup-frequency").getSeconds, TimeUnit.SECONDS),
       ),
+      peerScoringConfig = PeerScorer.Config(
+        enabled = config.getBoolean("peer-scoring.enabled"),
+        scoringFrequency = FiniteDuration(config.getDuration("peer-scoring.frequency").getSeconds, TimeUnit.SECONDS),
+        topPeersCount = config.getInt("peer-scoring.top-peers-count"),
+        topPeersWhitelist = config.getStringList("peer-scoring.top-peers-whitelist").asScala.map(s => PublicKey(ByteVector.fromValidHex(s))).toSet,
+        liquidity = PeerScorer.LiquidityConfig(
+          autoFund = config.getBoolean("peer-scoring.liquidity.auto-fund"),
+          autoClose = config.getBoolean("peer-scoring.liquidity.auto-close"),
+          minFundingAmount = config.getLong("peer-scoring.liquidity.min-funding-amount-satoshis").sat,
+          maxFundingAmount = config.getLong("peer-scoring.liquidity.max-funding-amount-satoshis").sat,
+          maxFundingTxPerDay = config.getInt("peer-scoring.liquidity.max-funding-tx-per-day"),
+          minOnChainBalance = config.getLong("peer-scoring.liquidity.min-on-chain-balance-satoshis").sat,
+          maxFeerate = FeeratePerByte(config.getLong("peer-scoring.liquidity.max-feerate-sat-per-byte").sat).perKw,
+        ),
+        relayFees = PeerScorer.RelayFeesConfig(
+          autoUpdate = config.getBoolean("peer-scoring.relay-fees.auto-update"),
+          minRelayFees = RelayFees(
+            feeBase = config.getLong("peer-scoring.relay-fees.min-fee-base-msat").msat,
+            feeProportionalMillionths = config.getLong("peer-scoring.relay-fees.min-fee-proportional-millionths"),
+          ),
+          maxRelayFees = RelayFees(
+            feeBase = config.getLong("peer-scoring.relay-fees.max-fee-base-msat").msat,
+            feeProportionalMillionths = config.getLong("peer-scoring.relay-fees.max-fee-proportional-millionths"),
+          ),
+          dailyPaymentVolumeThreshold = config.getLong("peer-scoring.relay-fees.daily-payment-volume-threshold-satoshis").sat,
+          dailyPaymentVolumeThresholdPercent = config.getDouble("peer-scoring.relay-fees.daily-payment-volume-threshold-percent"),
+        )
+      ),
       offersConfig = OffersConfig(
         messagePathMinLength = config.getInt("offers.message-path-min-length"),
         paymentPathCount = config.getInt("offers.payment-path-count"),

eclair-core/src/main/scala/fr/acinq/eclair/Setup.scala

@@ -44,6 +44,7 @@ import fr.acinq.eclair.payment.offer.{DefaultOfferHandler, OfferManager}
 import fr.acinq.eclair.payment.receive.PaymentHandler
 import fr.acinq.eclair.payment.relay.{AsyncPaymentTriggerer, PostRestartHtlcCleaner, Relayer}
 import fr.acinq.eclair.payment.send.{Autoprobe, PaymentInitiator}
+import fr.acinq.eclair.profit.{PeerScorer, PeerStatsTracker}
 import fr.acinq.eclair.reputation.ReputationRecorder
 import fr.acinq.eclair.router._
 import fr.acinq.eclair.tor.{Controller, TorProtocolHandler}
@@ -400,8 +401,11 @@ class Setup(val datadir: File,
       _ = for (i <- 0 until config.getInt("autoprobe-count")) yield system.actorOf(SimpleSupervisor.props(Autoprobe.props(nodeParams, router, paymentInitiator), s"payment-autoprobe-$i", SupervisorStrategy.Restart))
 
       balanceActor = system.spawn(BalanceActor(bitcoinClient, nodeParams.channelConf.minDepth, channelsListener, nodeParams.balanceCheckInterval), name = "balance-actor")
-
       postman = system.spawn(Behaviors.supervise(Postman(nodeParams, switchboard, router.toTyped, register, offerManager)).onFailure(typed.SupervisorStrategy.restart), name = "postman")
+      _ = if (nodeParams.peerScoringConfig.enabled) {
+        val statsTracker = system.spawn(Behaviors.supervise(PeerStatsTracker(nodeParams.db.audit, channels)).onFailure(typed.SupervisorStrategy.restart), name = "peer-stats-tracker")
+        system.spawn(Behaviors.supervise(PeerScorer(nodeParams, bitcoinClient, statsTracker, register)).onFailure(typed.SupervisorStrategy.restart), name = "peer-scorer")
+      }
 
       kit = Kit(
         nodeParams = nodeParams,

eclair-core/src/main/scala/fr/acinq/eclair/Timestamp.scala

@@ -46,6 +46,7 @@ case class TimestampMilli(private val underlying: Long) extends Ordered[Timestam
   require(underlying >= 0 && underlying <= 253402300799L * 1000, "invalid timestamp value")
   // @formatter:off
   def toLong: Long = underlying
+  def toTimestampSecond: TimestampSecond = TimestampSecond(underlying / 1000)
   def toSqlTimestamp: sql.Timestamp = sql.Timestamp.from(Instant.ofEpochMilli(underlying))
   override def toString: String = s"$underlying unixms"
   override def compare(that: TimestampMilli): Int = underlying.compareTo(that.underlying)