From: Matt Corallo Date: Wed, 25 Jul 2018 00:34:56 +0000 (-0400) Subject: Convert fee API to per_kw instead of per_vb X-Git-Tag: v0.0.12~370^2 X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=commitdiff_plain;h=refs%2Fheads%2F2018-07-fees;p=rust-lightning Convert fee API to per_kw instead of per_vb This (a) cuts down a bit on some conversions, reducing chances for bugsand (b) provides greater accuracy for clients. --- diff --git a/fuzz/fuzz_targets/channel_target.rs b/fuzz/fuzz_targets/channel_target.rs index fd23d9c2f..27891e11a 100644 --- a/fuzz/fuzz_targets/channel_target.rs +++ b/fuzz/fuzz_targets/channel_target.rs @@ -80,10 +80,10 @@ struct FuzzEstimator<'a> { input: &'a InputData<'a>, } impl<'a> FeeEstimator for FuzzEstimator<'a> { - fn get_est_sat_per_vbyte(&self, _: ConfirmationTarget) -> u64 { + fn get_est_sat_per_1000_weight(&self, _: ConfirmationTarget) -> u64 { //TODO: We should actually be testing at least much more than 64k... match self.input.get_slice(2) { - Some(slice) => slice_to_be16(slice) as u64, + Some(slice) => slice_to_be16(slice) as u64 * 250, None => 0 } } diff --git a/fuzz/fuzz_targets/full_stack_target.rs b/fuzz/fuzz_targets/full_stack_target.rs index 25d539922..59f9d2bb4 100644 --- a/fuzz/fuzz_targets/full_stack_target.rs +++ b/fuzz/fuzz_targets/full_stack_target.rs @@ -84,10 +84,10 @@ struct FuzzEstimator { input: Arc, } impl FeeEstimator for FuzzEstimator { - fn get_est_sat_per_vbyte(&self, _: ConfirmationTarget) -> u64 { + fn get_est_sat_per_1000_weight(&self, _: ConfirmationTarget) -> u64 { //TODO: We should actually be testing at least much more than 64k... match self.input.get_slice(2) { - Some(slice) => slice_to_be16(slice) as u64, + Some(slice) => slice_to_be16(slice) as u64 * 250, None => 0 } } diff --git a/src/chain/chaininterface.rs b/src/chain/chaininterface.rs index 518b20b12..7e9e9aeff 100644 --- a/src/chain/chaininterface.rs +++ b/src/chain/chaininterface.rs @@ -57,7 +57,12 @@ pub enum ConfirmationTarget { /// called from inside the library in response to ChainListener events, P2P events, or timer /// events). pub trait FeeEstimator: Sync + Send { - fn get_est_sat_per_vbyte(&self, confirmation_target: ConfirmationTarget) -> u64; + /// Gets estimated satoshis of fee required per 1000 Weight-Units. This translates to: + /// * satoshis-per-byte * 250 + /// * ceil(satoshis-per-kbyte / 4) + /// Must be no smaller than 253 (ie 1 satoshi-per-byte rounded up to ensure later round-downs + /// don't put us below 1 satoshi-per-byte). + fn get_est_sat_per_1000_weight(&self, confirmation_target: ConfirmationTarget) -> u64; } /// Utility to capture some common parts of ChainWatchInterface implementors. diff --git a/src/ln/channel.rs b/src/ln/channel.rs index 76d6f43e2..eb5ae008d 100644 --- a/src/ln/channel.rs +++ b/src/ln/channel.rs @@ -350,7 +350,7 @@ impl Channel { } fn derive_our_dust_limit_satoshis(at_open_background_feerate: u64) -> u64 { - at_open_background_feerate * B_OUTPUT_PLUS_SPENDING_INPUT_WEIGHT //TODO + at_open_background_feerate * B_OUTPUT_PLUS_SPENDING_INPUT_WEIGHT / 1000 //TODO } fn derive_our_htlc_minimum_msat(_at_open_channel_feerate_per_kw: u64) -> u64 { @@ -365,8 +365,8 @@ impl Channel { panic!("funding value > 2^24"); } - let feerate = fee_estimator.get_est_sat_per_vbyte(ConfirmationTarget::Normal); - let background_feerate = fee_estimator.get_est_sat_per_vbyte(ConfirmationTarget::Background); + let feerate = fee_estimator.get_est_sat_per_1000_weight(ConfirmationTarget::Normal); + let background_feerate = fee_estimator.get_est_sat_per_1000_weight(ConfirmationTarget::Background); let secp_ctx = Secp256k1::new(); let our_channel_monitor_claim_key_hash = Hash160::from_data(&PublicKey::from_secret_key(&secp_ctx, &chan_keys.channel_monitor_claim_key).unwrap().serialize()); @@ -405,13 +405,13 @@ impl Channel { last_block_connected: Default::default(), funding_tx_confirmations: 0, - feerate_per_kw: feerate * 250, + feerate_per_kw: feerate, their_dust_limit_satoshis: 0, our_dust_limit_satoshis: Channel::derive_our_dust_limit_satoshis(background_feerate), their_max_htlc_value_in_flight_msat: 0, their_channel_reserve_satoshis: 0, their_htlc_minimum_msat: 0, - our_htlc_minimum_msat: Channel::derive_our_htlc_minimum_msat(feerate * 250), + our_htlc_minimum_msat: Channel::derive_our_htlc_minimum_msat(feerate), their_to_self_delay: 0, their_max_accepted_htlcs: 0, @@ -432,10 +432,10 @@ impl Channel { } fn check_remote_fee(fee_estimator: &FeeEstimator, feerate_per_kw: u32) -> Result<(), HandleError> { - if (feerate_per_kw as u64) < fee_estimator.get_est_sat_per_vbyte(ConfirmationTarget::Background) * 250 { + if (feerate_per_kw as u64) < fee_estimator.get_est_sat_per_1000_weight(ConfirmationTarget::Background) { return Err(HandleError{err: "Peer's feerate much too low", action: Some(msgs::ErrorAction::DisconnectPeer{ msg: None })}); } - if (feerate_per_kw as u64) > fee_estimator.get_est_sat_per_vbyte(ConfirmationTarget::HighPriority) * 375 { // 375 = 250 * 1.5x + if (feerate_per_kw as u64) > fee_estimator.get_est_sat_per_1000_weight(ConfirmationTarget::HighPriority) * 2 { return Err(HandleError{err: "Peer's feerate much too high", action: Some(msgs::ErrorAction::DisconnectPeer{ msg: None })}); } Ok(()) @@ -477,7 +477,7 @@ impl Channel { let their_announce = if (msg.channel_flags & 1) == 1 { true } else { false }; - let background_feerate = fee_estimator.get_est_sat_per_vbyte(ConfirmationTarget::Background); + let background_feerate = fee_estimator.get_est_sat_per_1000_weight(ConfirmationTarget::Background); let secp_ctx = Secp256k1::new(); let our_channel_monitor_claim_key_hash = Hash160::from_data(&PublicKey::from_secret_key(&secp_ctx, &chan_keys.channel_monitor_claim_key).unwrap().serialize()); @@ -1650,12 +1650,12 @@ impl Channel { let our_closing_script = self.get_closing_scriptpubkey(); let (proposed_feerate, proposed_fee, our_sig) = if self.channel_outbound && self.pending_htlcs.is_empty() { - let mut proposed_feerate = fee_estimator.get_est_sat_per_vbyte(ConfirmationTarget::Background); - if self.feerate_per_kw > proposed_feerate * 250 { - proposed_feerate = self.feerate_per_kw / 250; + let mut proposed_feerate = fee_estimator.get_est_sat_per_1000_weight(ConfirmationTarget::Background); + if self.feerate_per_kw > proposed_feerate { + proposed_feerate = self.feerate_per_kw; } let tx_weight = Self::get_closing_transaction_weight(&our_closing_script, &msg.scriptpubkey); - let proposed_total_fee_satoshis = proposed_feerate * tx_weight / 4; + let proposed_total_fee_satoshis = proposed_feerate * tx_weight / 1000; let (closing_tx, total_fee_satoshis) = self.build_closing_transaction(proposed_total_fee_satoshis, false); let funding_redeemscript = self.get_funding_redeemscript(); @@ -1754,7 +1754,7 @@ impl Channel { macro_rules! propose_new_feerate { ($new_feerate: expr) => { let closing_tx_max_weight = Self::get_closing_transaction_weight(&self.get_closing_scriptpubkey(), self.their_shutdown_scriptpubkey.as_ref().unwrap()); - let (closing_tx, used_total_fee) = self.build_closing_transaction($new_feerate * closing_tx_max_weight / 4, false); + let (closing_tx, used_total_fee) = self.build_closing_transaction($new_feerate * closing_tx_max_weight / 1000, false); sighash = Message::from_slice(&bip143::SighashComponents::new(&closing_tx).sighash_all(&closing_tx.input[0], &funding_redeemscript, self.channel_value_satoshis)[..]).unwrap(); let our_sig = self.secp_ctx.sign(&sighash, &self.local_keys.funding_key).unwrap(); self.last_sent_closing_fee = Some(($new_feerate, used_total_fee)); @@ -1766,10 +1766,10 @@ impl Channel { } } - let proposed_sat_per_vbyte = msg.fee_satoshis * 4 / closing_tx.get_weight(); + let proposed_sat_per_kw = msg.fee_satoshis * 1000 / closing_tx.get_weight(); if self.channel_outbound { - let our_max_feerate = fee_estimator.get_est_sat_per_vbyte(ConfirmationTarget::Normal); - if proposed_sat_per_vbyte > our_max_feerate { + let our_max_feerate = fee_estimator.get_est_sat_per_1000_weight(ConfirmationTarget::Normal); + if proposed_sat_per_kw > our_max_feerate { if let Some((last_feerate, _)) = self.last_sent_closing_fee { if our_max_feerate <= last_feerate { return Err(HandleError{err: "Unable to come to consensus about closing feerate, remote wanted something higher than our Normal feerate", action: None}); @@ -1778,8 +1778,8 @@ impl Channel { propose_new_feerate!(our_max_feerate); } } else { - let our_min_feerate = fee_estimator.get_est_sat_per_vbyte(ConfirmationTarget::Background); - if proposed_sat_per_vbyte < our_min_feerate { + let our_min_feerate = fee_estimator.get_est_sat_per_1000_weight(ConfirmationTarget::Background); + if proposed_sat_per_kw < our_min_feerate { if let Some((last_feerate, _)) = self.last_sent_closing_fee { if our_min_feerate >= last_feerate { return Err(HandleError{err: "Unable to come to consensus about closing feerate, remote wanted something lower than our Background feerate", action: None}); @@ -1857,15 +1857,15 @@ impl Channel { // output value back into a transaction with the regular channel output: // the fee cost of the HTLC-Success/HTLC-Timeout transaction: - let mut res = self.feerate_per_kw * cmp::max(HTLC_TIMEOUT_TX_WEIGHT, HTLC_SUCCESS_TX_WEIGHT); + let mut res = self.feerate_per_kw * cmp::max(HTLC_TIMEOUT_TX_WEIGHT, HTLC_SUCCESS_TX_WEIGHT) / 1000; if self.channel_outbound { // + the marginal fee increase cost to us in the commitment transaction: - res += self.feerate_per_kw * COMMITMENT_TX_WEIGHT_PER_HTLC; + res += self.feerate_per_kw * COMMITMENT_TX_WEIGHT_PER_HTLC / 1000; } // + the marginal cost of an input which spends the HTLC-Success/HTLC-Timeout output: - res += fee_estimator.get_est_sat_per_vbyte(ConfirmationTarget::Normal) * SPENDING_INPUT_FOR_A_OUTPUT_WEIGHT * 250; + res += fee_estimator.get_est_sat_per_1000_weight(ConfirmationTarget::Normal) * SPENDING_INPUT_FOR_A_OUTPUT_WEIGHT / 1000; res as u32 } @@ -1988,7 +1988,7 @@ impl Channel { max_htlc_value_in_flight_msat: Channel::get_our_max_htlc_value_in_flight_msat(self.channel_value_satoshis), channel_reserve_satoshis: Channel::get_our_channel_reserve_satoshis(self.channel_value_satoshis), htlc_minimum_msat: self.our_htlc_minimum_msat, - feerate_per_kw: fee_estimator.get_est_sat_per_vbyte(ConfirmationTarget::Background) as u32 * 250, + feerate_per_kw: fee_estimator.get_est_sat_per_1000_weight(ConfirmationTarget::Background) as u32, to_self_delay: BREAKDOWN_TIMEOUT, max_accepted_htlcs: OUR_MAX_HTLCS, funding_pubkey: PublicKey::from_secret_key(&self.secp_ctx, &self.local_keys.funding_key).unwrap(), @@ -2350,7 +2350,7 @@ mod tests { fee_est: u64 } impl FeeEstimator for TestFeeEstimator { - fn get_est_sat_per_vbyte(&self, _: ConfirmationTarget) -> u64 { + fn get_est_sat_per_1000_weight(&self, _: ConfirmationTarget) -> u64 { self.fee_est } } @@ -2364,7 +2364,7 @@ mod tests { #[test] fn outbound_commitment_test() { // Test vectors from BOLT 3 Appendix C: - let feeest = TestFeeEstimator{fee_est: 15000/250}; + let feeest = TestFeeEstimator{fee_est: 15000}; let secp_ctx = Secp256k1::new(); let chan_keys = ChannelKeys { diff --git a/src/ln/channelmanager.rs b/src/ln/channelmanager.rs index 06aa6d052..174f63cc7 100644 --- a/src/ln/channelmanager.rs +++ b/src/ln/channelmanager.rs @@ -2595,7 +2595,7 @@ mod tests { let secp_ctx = Secp256k1::new(); for _ in 0..node_count { - let feeest = Arc::new(test_utils::TestFeeEstimator { sat_per_vbyte: 1 }); + let feeest = Arc::new(test_utils::TestFeeEstimator { sat_per_kw: 253 }); let chain_monitor = Arc::new(chaininterface::ChainWatchInterfaceUtil::new()); let tx_broadcaster = Arc::new(test_utils::TestBroadcaster{txn_broadcasted: Mutex::new(Vec::new())}); let chan_monitor = Arc::new(test_utils::TestChannelMonitor::new(chain_monitor.clone(), tx_broadcaster.clone())); diff --git a/src/util/test_utils.rs b/src/util/test_utils.rs index 5eec3f027..9646754f2 100644 --- a/src/util/test_utils.rs +++ b/src/util/test_utils.rs @@ -14,11 +14,11 @@ use std::sync::{Arc,Mutex}; use std::{mem}; pub struct TestFeeEstimator { - pub sat_per_vbyte: u64, + pub sat_per_kw: u64, } impl chaininterface::FeeEstimator for TestFeeEstimator { - fn get_est_sat_per_vbyte(&self, _confirmation_target: ConfirmationTarget) -> u64 { - self.sat_per_vbyte + fn get_est_sat_per_1000_weight(&self, _confirmation_target: ConfirmationTarget) -> u64 { + self.sat_per_kw } }