Add heuristic fee engine and related services

src/Data/ApplicationDbContext.cs

@@ -109,6 +109,29 @@ protected override void OnModelCreating(ModelBuilder modelBuilder)
                 .HasForeignKey(r => r.SourceChannelId)
                 .OnDelete(DeleteBehavior.Restrict);
 
+            // Routing engine: 1:1 read models keyed on ChannelId.
+            modelBuilder.Entity<ChannelRoutingState>()
+                .HasOne(x => x.Channel)
+                .WithOne()
+                .HasForeignKey<ChannelRoutingState>(x => x.ChannelId)
+                .OnDelete(DeleteBehavior.Cascade);
+
+            // Only one ChannelRoutingState per channel.
+            modelBuilder.Entity<ChannelRoutingState>().HasIndex(x => x.ChannelId).IsUnique();
+
+            modelBuilder.Entity<ChannelFeeState>()
+                .HasOne(x => x.Channel)
+                .WithOne()
+                .HasForeignKey<ChannelFeeState>(x => x.ChannelId)
+                .OnDelete(DeleteBehavior.Cascade);
+            // Only one ChannelFeeState per channel.
+            modelBuilder.Entity<ChannelFeeState>().HasIndex(x => x.ChannelId).IsUnique();
+
+            // These default ON: existing rows must be backfilled true (the C# initializer
+            // only affects new in-code instances, not the DB column default / migration backfill).
+            modelBuilder.Entity<Channel>().Property(x => x.IsDynamicFeeEnabled).HasDefaultValue(false);
+            modelBuilder.Entity<Node>().Property(x => x.RoutingEngineDryRun).HasDefaultValue(false);
+
             base.OnModelCreating(modelBuilder);
         }
 
@@ -149,5 +172,9 @@ protected override void OnModelCreating(ModelBuilder modelBuilder)
         public DbSet<AuditLog> AuditLogs { get; set; }
 
         public DbSet<ForwardingHtlcEvent> ForwardingHtlcEvents { get; set; }
+
+        public DbSet<ChannelRoutingState> ChannelRoutingStates { get; set; }
+
+        public DbSet<ChannelFeeState> ChannelFeeStates { get; set; }
     }
 }

src/Data/Models/Channel.cs

@@ -68,6 +68,12 @@ public enum ChannelStatus
         /// </summary>
         public bool IsPrivate { get; set; }
 
+        /// <summary>
+        /// Per-channel opt-out for the dynamic fee engine. Defaults false; the node-level
+        /// <see cref="Node.DynamicFeeManagementEnabled"/> flag still gates all fee writes.
+        /// </summary>
+        public bool IsDynamicFeeEnabled { get; set; } = false;
+
         [NotMapped]
         public int? OpenedWithId => ChannelOperationRequests?.FirstOrDefault()?.Wallet?.Id;
 

src/Data/Models/ChannelFeeState.cs

@@ -0,0 +1,39 @@
+/*
+ * NodeGuard
+ * Copyright (C) 2023  Elenpay
+ *
+ * This program is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU Affero General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU Affero General Public License for more details.
+ *
+ * You should have received a copy of the GNU Affero General Public License
+ * along with this program.  If not, see http://www.gnu.org/licenses/.
+ *
+ */
+
+namespace NodeGuard.Data.Models;
+
+/// <summary>
+/// Per-channel fee-engine state (1:1 with <see cref="Channel"/>). Holds last-applied
+/// policy and control state that must survive restarts.
+/// </summary>
+public class ChannelFeeState : Entity
+{
+    /// <summary>FK to <see cref="Channel"/> (unique — one fee state per channel).</summary>
+    public int ChannelId { get; set; }
+    public Channel Channel { get; set; } = null!;
+
+    public DateTimeOffset? LastFeeUpdateAt { get; set; }
+    public long? LastAppliedOutboundBaseFeeMsat { get; set; }
+    public uint? LastAppliedOutboundPpm { get; set; }
+    public int? LastAppliedInboundBaseMsat { get; set; }
+    public int? LastAppliedInboundPpm { get; set; }
+    public double? LastComputedTarget { get; set; }
+    public double? LastObservedRatio { get; set; }
+}

src/Data/Models/ChannelRoutingState.cs

@@ -0,0 +1,105 @@
+/*
+ * NodeGuard
+ * Copyright (C) 2023  Elenpay
+ *
+ * This program is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU Affero General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU Affero General Public License for more details.
+ *
+ * You should have received a copy of the GNU Affero General Public License
+ * along with this program.  If not, see http://www.gnu.org/licenses/.
+ *
+ */
+
+namespace NodeGuard.Data.Models;
+
+/// <summary>
+/// Flow-based categorization of a channel's peer, derived from settled forwarding history.
+/// See the flow-sign convention: push = forwarded OUT (drains our local), pull = forwarded IN
+/// (fills our local), NetFlowRatio = (push - pull) / (push + pull).
+/// </summary>
+public enum PeerFlowCategory
+{
+    Uncategorized = 0,
+
+    /// <summary>Push-heavy (NetFlowRatio > 0): the peer drains our local balance. Hold more local, higher fees.</summary>
+    Sink = 1,
+
+    /// <summary>Pull-heavy (NetFlowRatio < 0): the peer fills our local balance. Hold less local, lower fees.</summary>
+    Source = 2,
+
+    /// <summary>Balanced flow: target ratio held near 0.5.</summary>
+    Bidirectional = 3
+}
+
+/// <summary>
+/// Per-channel routing-engine read model (1:1 with <see cref="Channel"/>). Written by
+/// TargetRatioReevaluationJob; read by the fee engine and rebalancer. This is the single
+/// canonical place target ratio / category / smoothed balance live — actuators must not
+/// re-derive them.
+/// </summary>
+public class ChannelRoutingState : Entity
+{
+    /// <summary>FK to <see cref="Channel"/> (unique — one routing state per channel).</summary>
+    public int ChannelId { get; set; }
+    public Channel Channel { get; set; } = null!;
+
+    /// <summary>LND short-channel-id snapshot, refreshed every evaluation (alias -&gt; confirmed scid).</summary>
+    public ulong ChanIdLnd { get; set; }
+
+    /// <summary>66-hex pubkey of the managed node that owns routing state for this channel.</summary>
+    public string ManagedNodePubKey { get; set; } = null!;
+
+    /// <summary>Dynamic target local-balance ratio, clamped to [0.10, 0.90]. Defaults to 0.5.</summary>
+    public double TargetLocalRatio { get; set; } = 0.5;
+
+    public PeerFlowCategory PeerFlowCategory { get; set; } = PeerFlowCategory.Uncategorized;
+
+    /// <summary>
+    /// Tentative category currently being counted toward a hysteresis flip; null in steady state.
+    /// </summary>
+    public PeerFlowCategory? PendingCategory { get; set; }
+
+    /// <summary>Consecutive cycles the <see cref="PendingCategory"/> has been observed; 0 in steady state.</summary>
+    public uint ConsecutiveCategoryCyclesInNewState { get; set; }
+
+    /// <summary>Funding block height parsed from the scid (bits 63..40); null for pending/alias/zero-conf.</summary>
+    public uint? FundingBlockHeight { get; set; }
+
+    /// <summary>Channel age in blocks (chainTip - FundingBlockHeight); null when height can't be derived.</summary>
+    public uint? AgeBlocks { get; set; }
+
+    /// <summary>EMA of local/(local+remote); seeded with the first observed ratio on insert.</summary>
+    public double EmaLocalRatio { get; set; }
+
+    /// <summary>Σ settled msat leaving us via this channel over the categorization window (drains local).</summary>
+    public long PushMsatWindow { get; set; }
+
+    /// <summary>Σ settled msat arriving at us via this channel over the same window (fills local).</summary>
+    public long PullMsatWindow { get; set; }
+
+    /// <summary>(push - pull) / (push + pull); positive = SINK, negative = SOURCE.</summary>
+    public double NetFlowRatio { get; set; }
+
+    /// <summary>== !channel.Initiator — true when the peer opened the channel.</summary>
+    public bool PeerInitiated { get; set; }
+
+    public long? LastKnownNumUpdates { get; set; }
+
+    /// <summary>Seconds; EXPERIMENTAL per LND.</summary>
+    public long? LastKnownLifetime { get; set; }
+
+    /// <summary>Seconds; EXPERIMENTAL per LND, resets on restart.</summary>
+    public long? LastKnownUptime { get; set; }
+
+    /// <summary>Set when a category flip commits.</summary>
+    public DateTimeOffset? LastCategorizedAt { get; set; }
+
+    public DateTimeOffset LastEvaluatedAt { get; set; }
+}

src/Data/Models/Node.cs

@@ -135,6 +135,56 @@ public class Node : Entity
 
         #endregion Automatic Swap Out Configuration
 
+        #region Routing Engine
+
+        /// <summary>
+        /// Master gate for the dynamic fee engine on this node. Defaults OFF.
+        /// </summary>
+        public bool DynamicFeeManagementEnabled { get; set; } = false;
+
+        /// <summary>
+        /// Master gate for the automated rebalancer on this node. Defaults OFF.
+        /// </summary>
+        public bool AutoRebalanceEnabled { get; set; } = false;
+
+        /// <summary>
+        /// Allows the fee engine to set positive inbound fees on this node. Defaults OFF.
+        /// </summary>
+        public bool AllowPositiveInboundFees { get; set; } = false;
+
+        /// <summary>
+        /// Per-node dry-run for the routing-engine actuators: when true they log the
+        /// fee/rebalance they would perform without calling LND.
+        /// </summary>
+        public bool RoutingEngineDryRun { get; set; } = false;
+
+        /// <summary>
+        /// Maximum sats spendable on rebalance fees over the budget refresh interval.
+        /// </summary>
+        public long? RebalanceBudgetSats { get; set; }
+
+        /// <summary>
+        /// Time interval after which the rebalance budget is refreshed.
+        /// </summary>
+        public TimeSpan? RebalanceBudgetRefreshInterval { get; set; }
+
+        /// <summary>
+        /// The datetime when the current rebalance budget period started.
+        /// </summary>
+        public DateTimeOffset? RebalanceBudgetStartDatetime { get; set; }
+
+        /// <summary>
+        /// Maximum number of concurrent (Pending/InFlight) rebalances for this node.
+        /// </summary>
+        public int? MaxRebalancesInFlight { get; set; }
+
+        /// <summary>
+        /// Maximum acceptable rebalance cost-to-earn ratio used by the profitability gate.
+        /// </summary>
+        public double? MaxRebalanceCostToEarnRatio { get; set; }
+
+        #endregion Routing Engine
+
         #region Relationships
 
         public ICollection<ChannelOperationRequest> ChannelOperationRequestsAsSource { get; set; }

src/Data/Repositories/ChannelFeeStateRepository.cs

@@ -0,0 +1,71 @@
+/*
+ * NodeGuard
+ * Copyright (C) 2023  Elenpay
+ *
+ * This program is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU Affero General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU Affero General Public License for more details.
+ *
+ * You should have received a copy of the GNU Affero General Public License
+ * along with this program.  If not, see http://www.gnu.org/licenses/.
+ *
+ */
+
+using Microsoft.EntityFrameworkCore;
+using NodeGuard.Data.Models;
+using NodeGuard.Data.Repositories.Interfaces;
+
+namespace NodeGuard.Data.Repositories;
+
+public class ChannelFeeStateRepository : IChannelFeeStateRepository
+{
+    private readonly IDbContextFactory<ApplicationDbContext> _dbContextFactory;
+
+    public ChannelFeeStateRepository(IDbContextFactory<ApplicationDbContext> dbContextFactory)
+    {
+        _dbContextFactory = dbContextFactory;
+    }
+
+    public async Task<ChannelFeeState?> GetByChannelId(int channelId)
+    {
+        await using var context = await _dbContextFactory.CreateDbContextAsync();
+
+        return await context.ChannelFeeStates
+            .FirstOrDefaultAsync(x => x.ChannelId == channelId);
+    }
+
+    public async Task UpsertByChannelId(ChannelFeeState state)
+    {
+        await using var context = await _dbContextFactory.CreateDbContextAsync();
+
+        var existing = await context.ChannelFeeStates
+            .FirstOrDefaultAsync(x => x.ChannelId == state.ChannelId);
+
+        if (existing == null)
+        {
+            state.Channel = null!;
+            state.SetCreationDatetime();
+            state.SetUpdateDatetime();
+            await context.ChannelFeeStates.AddAsync(state);
+        }
+        else
+        {
+            existing.LastFeeUpdateAt = state.LastFeeUpdateAt;
+            existing.LastAppliedOutboundBaseFeeMsat = state.LastAppliedOutboundBaseFeeMsat;
+            existing.LastAppliedOutboundPpm = state.LastAppliedOutboundPpm;
+            existing.LastAppliedInboundBaseMsat = state.LastAppliedInboundBaseMsat;
+            existing.LastAppliedInboundPpm = state.LastAppliedInboundPpm;
+            existing.LastComputedTarget = state.LastComputedTarget;
+            existing.LastObservedRatio = state.LastObservedRatio;
+            existing.SetUpdateDatetime();
+        }
+
+        await context.SaveChangesAsync();
+    }
+}