Merge pull request #2415 from wpaulino/update-fee-anchors
authorMatt Corallo <649246+TheBlueMatt@users.noreply.github.com>
Mon, 17 Jul 2023 19:45:51 +0000 (19:45 +0000)
committerGitHub <noreply@github.com>
Mon, 17 Jul 2023 19:45:51 +0000 (19:45 +0000)
Add min mempool estimate for feerate updates on anchor channels

fuzz/src/chanmon_consistency.rs
lightning/src/chain/chaininterface.rs
lightning/src/ln/channel.rs
lightning/src/ln/channelmanager.rs

index 8f2c30ffa0bc4b3cc0b0656e62b10d523c39e0ca..cd9c484da2a82f75a924b72150c68d602d5b47ce 100644 (file)
@@ -78,7 +78,7 @@ impl FeeEstimator for FuzzEstimator {
                // Background feerate which is <= the minimum Normal feerate.
                match conf_target {
                        ConfirmationTarget::HighPriority => MAX_FEE,
-                       ConfirmationTarget::Background => 253,
+                       ConfirmationTarget::Background|ConfirmationTarget::MempoolMinimum => 253,
                        ConfirmationTarget::Normal => cmp::min(self.ret_val.load(atomic::Ordering::Acquire), MAX_FEE),
                }
        }
index 54cd3381209d2579667ee33e1c2de8a89c86a420..6073ed61aaf0cc88beea1c899b687fbb407fbc93 100644 (file)
@@ -44,15 +44,24 @@ pub trait BroadcasterInterface {
        fn broadcast_transactions(&self, txs: &[&Transaction]);
 }
 
-/// An enum that represents the speed at which we want a transaction to confirm used for feerate
+/// An enum that represents the priority at which we want a transaction to confirm used for feerate
 /// estimation.
 #[derive(Clone, Copy, Debug, Hash, PartialEq, Eq)]
 pub enum ConfirmationTarget {
-       /// We are happy with this transaction confirming slowly when feerate drops some.
+       /// We'd like a transaction to confirm in the future, but don't want to commit most of the fees
+       /// required to do so yet. The remaining fees will come via a Child-Pays-For-Parent (CPFP) fee
+       /// bump of the transaction.
+       ///
+       /// The feerate returned should be the absolute minimum feerate required to enter most node
+       /// mempools across the network. Note that if you are not able to obtain this feerate estimate,
+       /// you should likely use the furthest-out estimate allowed by your fee estimator.
+       MempoolMinimum,
+       /// We are happy with a transaction confirming slowly, at least within a day or so worth of
+       /// blocks.
        Background,
-       /// We'd like this transaction to confirm without major delay, but 12-18 blocks is fine.
+       /// We'd like a transaction to confirm without major delayed, i.e., within the next 12-24 blocks.
        Normal,
-       /// We'd like this transaction to confirm in the next few blocks.
+       /// We'd like a transaction to confirm in the next few blocks.
        HighPriority,
 }
 
index 8232c5e1b1611e22b2a91f467f5a11e35a526215..7379c7128e182ee55617fd5cd9fe5491c52ad9a5 100644 (file)
@@ -2045,20 +2045,35 @@ struct CommitmentTxInfoCached {
 }
 
 impl<Signer: WriteableEcdsaChannelSigner> Channel<Signer> {
-       fn check_remote_fee<F: Deref, L: Deref>(fee_estimator: &LowerBoundedFeeEstimator<F>,
-               feerate_per_kw: u32, cur_feerate_per_kw: Option<u32>, logger: &L)
-               -> Result<(), ChannelError> where F::Target: FeeEstimator, L::Target: Logger,
+       fn check_remote_fee<F: Deref, L: Deref>(
+               channel_type: &ChannelTypeFeatures, fee_estimator: &LowerBoundedFeeEstimator<F>,
+               feerate_per_kw: u32, cur_feerate_per_kw: Option<u32>, logger: &L
+       ) -> Result<(), ChannelError> where F::Target: FeeEstimator, L::Target: Logger,
        {
                // We only bound the fee updates on the upper side to prevent completely absurd feerates,
                // always accepting up to 25 sat/vByte or 10x our fee estimator's "High Priority" fee.
                // We generally don't care too much if they set the feerate to something very high, but it
-               // could result in the channel being useless due to everything being dust.
-               let upper_limit = cmp::max(250 * 25,
-                       fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::HighPriority) as u64 * 10);
-               if feerate_per_kw as u64 > upper_limit {
-                       return Err(ChannelError::Close(format!("Peer's feerate much too high. Actual: {}. Our expected upper limit: {}", feerate_per_kw, upper_limit)));
-               }
-               let lower_limit = fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::Background);
+               // could result in the channel being useless due to everything being dust. This doesn't
+               // apply to channels supporting anchor outputs since HTLC transactions are pre-signed with a
+               // zero fee, so their fee is no longer considered to determine dust limits.
+               if !channel_type.supports_anchors_zero_fee_htlc_tx() {
+                       let upper_limit = cmp::max(250 * 25,
+                               fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::HighPriority) as u64 * 10);
+                       if feerate_per_kw as u64 > upper_limit {
+                               return Err(ChannelError::Close(format!("Peer's feerate much too high. Actual: {}. Our expected upper limit: {}", feerate_per_kw, upper_limit)));
+                       }
+               }
+
+               // We can afford to use a lower bound with anchors than previously since we can now bump
+               // fees when broadcasting our commitment. However, we must still make sure we meet the
+               // minimum mempool feerate, until package relay is deployed, such that we can ensure the
+               // commitment transaction propagates throughout node mempools on its own.
+               let lower_limit_conf_target = if channel_type.supports_anchors_zero_fee_htlc_tx() {
+                       ConfirmationTarget::MempoolMinimum
+               } else {
+                       ConfirmationTarget::Background
+               };
+               let lower_limit = fee_estimator.bounded_sat_per_1000_weight(lower_limit_conf_target);
                // Some fee estimators round up to the next full sat/vbyte (ie 250 sats per kw), causing
                // occasional issues with feerate disagreements between an initiator that wants a feerate
                // of 1.1 sat/vbyte and a receiver that wants 1.1 rounded up to 2. Thus, we always add 250
@@ -3688,7 +3703,7 @@ impl<Signer: WriteableEcdsaChannelSigner> Channel<Signer> {
                if self.context.channel_state & (ChannelState::PeerDisconnected as u32) == ChannelState::PeerDisconnected as u32 {
                        return Err(ChannelError::Close("Peer sent update_fee when we needed a channel_reestablish".to_owned()));
                }
-               Channel::<Signer>::check_remote_fee(fee_estimator, msg.feerate_per_kw, Some(self.context.feerate_per_kw), logger)?;
+               Channel::<Signer>::check_remote_fee(&self.context.channel_type, fee_estimator, msg.feerate_per_kw, Some(self.context.feerate_per_kw), logger)?;
                let feerate_over_dust_buffer = msg.feerate_per_kw > self.context.get_dust_buffer_feerate(None);
 
                self.context.pending_update_fee = Some((msg.feerate_per_kw, FeeUpdateState::RemoteAnnounced));
@@ -5502,10 +5517,15 @@ impl<Signer: WriteableEcdsaChannelSigner> OutboundV1Channel<Signer> {
                let channel_type = Self::get_initial_channel_type(&config, their_features);
                debug_assert!(channel_type.is_subset(&channelmanager::provided_channel_type_features(&config)));
 
-               let feerate = fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::Normal);
+               let commitment_conf_target = if channel_type.supports_anchors_zero_fee_htlc_tx() {
+                       ConfirmationTarget::MempoolMinimum
+               } else {
+                       ConfirmationTarget::Normal
+               };
+               let commitment_feerate = fee_estimator.bounded_sat_per_1000_weight(commitment_conf_target);
 
                let value_to_self_msat = channel_value_satoshis * 1000 - push_msat;
-               let commitment_tx_fee = commit_tx_fee_msat(feerate, MIN_AFFORDABLE_HTLC_COUNT, &channel_type);
+               let commitment_tx_fee = commit_tx_fee_msat(commitment_feerate, MIN_AFFORDABLE_HTLC_COUNT, &channel_type);
                if value_to_self_msat < commitment_tx_fee {
                        return Err(APIError::APIMisuseError{ err: format!("Funding amount ({}) can't even pay fee for initial commitment transaction fee of {}.", value_to_self_msat / 1000, commitment_tx_fee / 1000) });
                }
@@ -5599,7 +5619,7 @@ impl<Signer: WriteableEcdsaChannelSigner> OutboundV1Channel<Signer> {
                                short_channel_id: None,
                                channel_creation_height: current_chain_height,
 
-                               feerate_per_kw: feerate,
+                               feerate_per_kw: commitment_feerate,
                                counterparty_dust_limit_satoshis: 0,
                                holder_dust_limit_satoshis: MIN_CHAN_DUST_LIMIT_SATOSHIS,
                                counterparty_max_htlc_value_in_flight_msat: 0,
@@ -5753,7 +5773,12 @@ impl<Signer: WriteableEcdsaChannelSigner> OutboundV1Channel<Signer> {
        /// If we receive an error message, it may only be a rejection of the channel type we tried,
        /// not of our ability to open any channel at all. Thus, on error, we should first call this
        /// and see if we get a new `OpenChannel` message, otherwise the channel is failed.
-       pub(crate) fn maybe_handle_error_without_close(&mut self, chain_hash: BlockHash) -> Result<msgs::OpenChannel, ()> {
+       pub(crate) fn maybe_handle_error_without_close<F: Deref>(
+               &mut self, chain_hash: BlockHash, fee_estimator: &LowerBoundedFeeEstimator<F>
+       ) -> Result<msgs::OpenChannel, ()>
+       where
+               F::Target: FeeEstimator
+       {
                if !self.context.is_outbound() || self.context.channel_state != ChannelState::OurInitSent as u32 { return Err(()); }
                if self.context.channel_type == ChannelTypeFeatures::only_static_remote_key() {
                        // We've exhausted our options
@@ -5770,6 +5795,7 @@ impl<Signer: WriteableEcdsaChannelSigner> OutboundV1Channel<Signer> {
                // whatever reason.
                if self.context.channel_type.supports_anchors_zero_fee_htlc_tx() {
                        self.context.channel_type.clear_anchors_zero_fee_htlc_tx();
+                       self.context.feerate_per_kw = fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::Normal);
                        assert!(!self.context.channel_transaction_parameters.channel_type_features.supports_anchors_nonzero_fee_htlc_tx());
                } else if self.context.channel_type.supports_scid_privacy() {
                        self.context.channel_type.clear_scid_privacy();
@@ -6039,7 +6065,7 @@ impl<Signer: WriteableEcdsaChannelSigner> InboundV1Channel<Signer> {
                if msg.htlc_minimum_msat >= full_channel_value_msat {
                        return Err(ChannelError::Close(format!("Minimum htlc value ({}) was larger than full channel value ({})", msg.htlc_minimum_msat, full_channel_value_msat)));
                }
-               Channel::<Signer>::check_remote_fee(fee_estimator, msg.feerate_per_kw, None, logger)?;
+               Channel::<Signer>::check_remote_fee(&channel_type, fee_estimator, msg.feerate_per_kw, None, logger)?;
 
                let max_counterparty_selected_contest_delay = u16::min(config.channel_handshake_limits.their_to_self_delay, MAX_LOCAL_BREAKDOWN_TIMEOUT);
                if msg.to_self_delay > max_counterparty_selected_contest_delay {
@@ -7441,7 +7467,8 @@ mod tests {
                // arithmetic, causing a panic with debug assertions enabled.
                let fee_est = TestFeeEstimator { fee_est: 42 };
                let bounded_fee_estimator = LowerBoundedFeeEstimator::new(&fee_est);
-               assert!(Channel::<InMemorySigner>::check_remote_fee(&bounded_fee_estimator,
+               assert!(Channel::<InMemorySigner>::check_remote_fee(
+                       &ChannelTypeFeatures::only_static_remote_key(), &bounded_fee_estimator,
                        u32::max_value(), None, &&test_utils::TestLogger::new()).is_err());
        }
 
index a03a444e25d78c4aa0b89f37673e5c0bdb883cab..982aed7529832f04832acca14e39211fd7f3ce36 100644 (file)
@@ -4258,13 +4258,19 @@ where
                PersistenceNotifierGuard::optionally_notify(&self.total_consistency_lock, &self.persistence_notifier, || {
                        let mut should_persist = self.process_background_events();
 
-                       let new_feerate = self.fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::Normal);
+                       let normal_feerate = self.fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::Normal);
+                       let min_mempool_feerate = self.fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::MempoolMinimum);
 
                        let per_peer_state = self.per_peer_state.read().unwrap();
                        for (_cp_id, peer_state_mutex) in per_peer_state.iter() {
                                let mut peer_state_lock = peer_state_mutex.lock().unwrap();
                                let peer_state = &mut *peer_state_lock;
                                for (chan_id, chan) in peer_state.channel_by_id.iter_mut() {
+                                       let new_feerate = if chan.context.get_channel_type().supports_anchors_zero_fee_htlc_tx() {
+                                               min_mempool_feerate
+                                       } else {
+                                               normal_feerate
+                                       };
                                        let chan_needs_persist = self.update_channel_fee(chan_id, chan, new_feerate);
                                        if chan_needs_persist == NotifyOption::DoPersist { should_persist = NotifyOption::DoPersist; }
                                }
@@ -4294,7 +4300,8 @@ where
                PersistenceNotifierGuard::optionally_notify(&self.total_consistency_lock, &self.persistence_notifier, || {
                        let mut should_persist = self.process_background_events();
 
-                       let new_feerate = self.fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::Normal);
+                       let normal_feerate = self.fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::Normal);
+                       let min_mempool_feerate = self.fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::MempoolMinimum);
 
                        let mut handle_errors: Vec<(Result<(), _>, _)> = Vec::new();
                        let mut timed_out_mpp_htlcs = Vec::new();
@@ -4307,6 +4314,11 @@ where
                                        let pending_msg_events = &mut peer_state.pending_msg_events;
                                        let counterparty_node_id = *counterparty_node_id;
                                        peer_state.channel_by_id.retain(|chan_id, chan| {
+                                               let new_feerate = if chan.context.get_channel_type().supports_anchors_zero_fee_htlc_tx() {
+                                                       min_mempool_feerate
+                                               } else {
+                                                       normal_feerate
+                                               };
                                                let chan_needs_persist = self.update_channel_fee(chan_id, chan, new_feerate);
                                                if chan_needs_persist == NotifyOption::DoPersist { should_persist = NotifyOption::DoPersist; }
 
@@ -7278,7 +7290,7 @@ where
                                let mut peer_state_lock = peer_state_mutex_opt.unwrap().lock().unwrap();
                                let peer_state = &mut *peer_state_lock;
                                if let Some(chan) = peer_state.outbound_v1_channel_by_id.get_mut(&msg.channel_id) {
-                                       if let Ok(msg) = chan.maybe_handle_error_without_close(self.genesis_hash) {
+                                       if let Ok(msg) = chan.maybe_handle_error_without_close(self.genesis_hash, &self.fee_estimator) {
                                                peer_state.pending_msg_events.push(events::MessageSendEvent::SendOpenChannel {
                                                        node_id: *counterparty_node_id,
                                                        msg,