From 2d451b86226e6ac66830dd780c40a355cd18bdaf Mon Sep 17 00:00:00 2001 From: Antoine Riard Date: Fri, 7 May 2021 19:51:40 -0400 Subject: [PATCH] Duplicate fee computation utilities out of OnchainTxHandler Duplicated code in onchain.rs is removed in next commits. --- lightning/src/ln/package.rs | 105 ++++++++++++++++++++++++++++++++++++ 1 file changed, 105 insertions(+) diff --git a/lightning/src/ln/package.rs b/lightning/src/ln/package.rs index 078f0f638..98fda4d09 100644 --- a/lightning/src/ln/package.rs +++ b/lightning/src/ln/package.rs @@ -25,6 +25,7 @@ use ln::chan_utils::{TxCreationKeys, HTLCOutputInCommitment, HTLC_OUTPUT_IN_COMM use ln::chan_utils; use ln::msgs::DecodeError; use ln::onchaintx::OnchainTxHandler; +use chain::chaininterface::{FeeEstimator, ConfirmationTarget, MIN_RELAY_FEE_SAT_PER_1000_WEIGHT}; use chain::keysinterface::Sign; use util::byte_utils; use util::logger::Logger; @@ -792,3 +793,107 @@ pub(crate) fn get_witnesses_weight(inputs: &[InputDescriptors]) -> usize { } tx_weight } + +/// Attempt to propose a bumping fee for a transaction from its spent output's values and predicted +/// weight. We start with the highest priority feerate returned by the node's fee estimator then +/// fall-back to lower priorities until we have enough value available to suck from. +/// +/// If the proposed fee is less than the available spent output's values, we return the proposed +/// fee and the corresponding updated feerate. If the proposed fee is equal or more than the +/// available spent output's values, we return nothing +fn compute_fee_from_spent_amounts(input_amounts: u64, predicted_weight: usize, fee_estimator: &F, logger: &L) -> Option<(u64, u64)> + where F::Target: FeeEstimator, + L::Target: Logger, +{ + let mut updated_feerate = fee_estimator.get_est_sat_per_1000_weight(ConfirmationTarget::HighPriority) as u64; + let mut fee = updated_feerate * (predicted_weight as u64) / 1000; + if input_amounts <= fee { + updated_feerate = fee_estimator.get_est_sat_per_1000_weight(ConfirmationTarget::Normal) as u64; + fee = updated_feerate * (predicted_weight as u64) / 1000; + if input_amounts <= fee { + updated_feerate = fee_estimator.get_est_sat_per_1000_weight(ConfirmationTarget::Background) as u64; + fee = updated_feerate * (predicted_weight as u64) / 1000; + if input_amounts <= fee { + log_error!(logger, "Failed to generate an on-chain punishment tx as even low priority fee ({} sat) was more than the entire claim balance ({} sat)", + fee, input_amounts); + None + } else { + log_warn!(logger, "Used low priority fee for on-chain punishment tx as high priority fee was more than the entire claim balance ({} sat)", + input_amounts); + Some((fee, updated_feerate)) + } + } else { + log_warn!(logger, "Used medium priority fee for on-chain punishment tx as high priority fee was more than the entire claim balance ({} sat)", + input_amounts); + Some((fee, updated_feerate)) + } + } else { + Some((fee, updated_feerate)) + } +} + +/// Attempt to propose a bumping fee for a transaction from its spent output's values and predicted +/// weight. If feerates proposed by the fee-estimator have been increasing since last fee-bumping +/// attempt, use them. Otherwise, blindly bump the feerate by 25% of the previous feerate. We also +/// verify that those bumping heuristics respect BIP125 rules 3) and 4) and if required adjust +/// the new fee to meet the RBF policy requirement. +fn feerate_bump(predicted_weight: usize, input_amounts: u64, previous_feerate: u64, fee_estimator: &F, logger: &L) -> Option<(u64, u64)> + where F::Target: FeeEstimator, + L::Target: Logger, +{ + // If old feerate inferior to actual one given back by Fee Estimator, use it to compute new fee... + let new_fee = if let Some((new_fee, _)) = compute_fee_from_spent_amounts(input_amounts, predicted_weight, fee_estimator, logger) { + let updated_feerate = new_fee / (predicted_weight as u64 * 1000); + if updated_feerate > previous_feerate { + new_fee + } else { + // ...else just increase the previous feerate by 25% (because that's a nice number) + let new_fee = previous_feerate * (predicted_weight as u64) / 750; + if input_amounts <= new_fee { + log_trace!(logger, "Can't 25% bump new claiming tx, amount {} is too small", input_amounts); + return None; + } + new_fee + } + } else { + log_trace!(logger, "Can't new-estimation bump new claiming tx, amount {} is too small", input_amounts); + return None; + }; + + let previous_fee = previous_feerate * (predicted_weight as u64) / 1000; + let min_relay_fee = MIN_RELAY_FEE_SAT_PER_1000_WEIGHT * (predicted_weight as u64) / 1000; + // BIP 125 Opt-in Full Replace-by-Fee Signaling + // * 3. The replacement transaction pays an absolute fee of at least the sum paid by the original transactions. + // * 4. The replacement transaction must also pay for its own bandwidth at or above the rate set by the node's minimum relay fee setting. + let new_fee = if new_fee < previous_fee + min_relay_fee { + new_fee + previous_fee + min_relay_fee - new_fee + } else { + new_fee + }; + Some((new_fee, new_fee * 1000 / (predicted_weight as u64))) +} + +/// Deduce a new proposed fee from the claiming transaction output value. +/// If the new proposed fee is superior to the consumed outpoint's value, burn everything in miner's +/// fee to deter counterparties attacker. +pub(crate) fn compute_output_value(predicted_weight: usize, input_amounts: u64, previous_feerate: u64, fee_estimator: &F, logger: &L) -> Option<(u64, u64)> + where F::Target: FeeEstimator, + L::Target: Logger, +{ + // If old feerate is 0, first iteration of this claim, use normal fee calculation + if previous_feerate != 0 { + if let Some((new_fee, feerate)) = feerate_bump(predicted_weight, input_amounts, previous_feerate, fee_estimator, logger) { + // If new computed fee is superior at the whole claimable amount burn all in fees + if new_fee > input_amounts { + return Some((0, feerate)); + } else { + return Some((input_amounts - new_fee, feerate)); + } + } + } else { + if let Some((new_fee, feerate)) = compute_fee_from_spent_amounts(input_amounts, predicted_weight, fee_estimator, logger) { + return Some((input_amounts - new_fee, feerate)); + } + } + None +} -- 2.39.5