Mind htlc_minimum_msat when truncating overpaid value
authorGleb Naumenko <naumenko.gs@gmail.com>
Wed, 17 Feb 2021 20:43:16 +0000 (22:43 +0200)
committerGleb Naumenko <naumenko.gs@gmail.com>
Tue, 2 Mar 2021 19:19:58 +0000 (21:19 +0200)
At truncating the overpaid value, if we fall below
htlc_minimum_msat, reach it by increasing fees.

lightning/src/routing/router.rs

index fca205a048eb344ccb4ea2900bfa1c2a31712601..fd9e0b06a4f6207e5db59f09104c62b25eade390 100644 (file)
@@ -39,7 +39,8 @@ pub struct RouteHop {
        /// to reach this node.
        pub channel_features: ChannelFeatures,
        /// The fee taken on this hop (for paying for the use of the *next* channel in the path).
-       /// For the last hop, this should be the full value of the payment.
+       /// For the last hop, this should be the full value of the payment (might be more than
+       /// requested if we had to match htlc_minimum_msat).
        pub fee_msat: u64,
        /// The CLTV delta added for this hop. For the last hop, this should be the full CLTV value
        /// expected at the destination, in excess of the current block height.
@@ -186,6 +187,10 @@ struct PathBuildingHop {
        /// an estimated cost of reaching this hop.
        /// Might get stale when fees are recomputed. Primarily for internal use.
        total_fee_msat: u64,
+       /// This is useful for update_value_and_recompute_fees to make sure
+       /// we don't fall below the minimum. Should not be updated manually and
+       /// generally should not be accessed.
+       htlc_minimum_msat: u64,
 }
 
 // Instantiated with a list of hops with correct data in them collected during path finding,
@@ -216,35 +221,66 @@ impl PaymentPath {
                return result;
        }
 
-       // If an amount transferred by the path is updated, the fees should be adjusted.
-       // Any other way to change fees may result in an inconsistency.
-       // The caller should make sure values don't fall below htlc_minimum_msat of the used channels.
+       // If an amount transferred by the path is updated, the fees should be adjusted. Any other way
+       // to change fees may result in an inconsistency. Also, it's only safe to reduce the value,
+       // to not violate channel upper bounds.
        fn update_value_and_recompute_fees(&mut self, value_msat: u64) {
+               if value_msat == self.hops.last().unwrap().route_hop.fee_msat {
+                       // Nothing to change.
+                       return;
+               }
+               assert!(value_msat < self.hops.last().unwrap().route_hop.fee_msat);
+
                let mut total_fee_paid_msat = 0 as u64;
-               for i in (1..self.hops.len()).rev() {
-                       let cur_hop_amount_msat = total_fee_paid_msat + value_msat;
+               for i in (0..self.hops.len()).rev() {
+                       let last_hop = i == self.hops.len() - 1;
+
+                       // For non-last-hop, this value will represent the fees paid on the current hop. It
+                       // will consist of the fees for the use of the next hop, and extra fees to match
+                       // htlc_minimum_msat of the current channel. Last hop is handled separately.
+                       let mut cur_hop_fees_msat = 0;
+                       if !last_hop {
+                               cur_hop_fees_msat = self.hops.get(i + 1).unwrap().hop_use_fee_msat;
+                       }
+
                        let mut cur_hop = self.hops.get_mut(i).unwrap();
                        cur_hop.next_hops_fee_msat = total_fee_paid_msat;
-                       if let Some(new_fee) = compute_fees(cur_hop_amount_msat, cur_hop.channel_fees) {
-                               cur_hop.hop_use_fee_msat = new_fee;
-                               total_fee_paid_msat += new_fee;
+                       // Overpay in fees if we can't save these funds due to htlc_minimum_msat.
+                       // We try to account for htlc_minimum_msat in scoring (add_entry!), so that nodes don't
+                       // set it too high just to maliciously take more fees by exploiting this
+                       // match htlc_minimum_msat logic.
+                       let mut cur_hop_transferred_amount_msat = total_fee_paid_msat + value_msat;
+                       if let Some(extra_fees_msat) = cur_hop.htlc_minimum_msat.checked_sub(cur_hop_transferred_amount_msat) {
+                               cur_hop_transferred_amount_msat += extra_fees_msat;
+                               total_fee_paid_msat += extra_fees_msat;
+                               cur_hop_fees_msat += extra_fees_msat;
+                       }
+
+                       if last_hop {
+                               // Final hop is a special case: it usually has just value_msat (by design), but also
+                               // it still could overpay for the htlc_minimum_msat.
+                               cur_hop.route_hop.fee_msat = cur_hop_transferred_amount_msat;
                        } else {
-                               // It should not be possible because this function is called only to reduce the
-                               // value. In that case, compute_fee was already called with the same fees for
-                               // larger amount and there was no overflow.
-                               unreachable!();
+                               // Propagate updated fees for the use of the channels to one hop back, where they
+                               // will be actually paid (fee_msat). The last hop is handled above separately.
+                               cur_hop.route_hop.fee_msat = cur_hop_fees_msat;
                        }
-               }
 
-               // Propagate updated fees for the use of the channels to one hop back,
-               // where they will be actually paid (fee_msat).
-               // For the last hop it will represent the value being transferred over this path.
-               for i in 0..self.hops.len() - 1 {
-                       let next_hop_use_fee_msat = self.hops.get(i + 1).unwrap().hop_use_fee_msat;
-                       self.hops.get_mut(i).unwrap().route_hop.fee_msat = next_hop_use_fee_msat;
+                       // Fee for the use of the current hop which will be deducted on the previous hop.
+                       // Irrelevant for the first hop, as it doesn't have the previous hop, and the use of
+                       // this channel is free for us.
+                       if i != 0 {
+                               if let Some(new_fee) = compute_fees(cur_hop_transferred_amount_msat, cur_hop.channel_fees) {
+                                       cur_hop.hop_use_fee_msat = new_fee;
+                                       total_fee_paid_msat += new_fee;
+                               } else {
+                                       // It should not be possible because this function is called only to reduce the
+                                       // value. In that case, compute_fee was already called with the same fees for
+                                       // larger amount and there was no overflow.
+                                       unreachable!();
+                               }
+                       }
                }
-               self.hops.last_mut().unwrap().route_hop.fee_msat = value_msat;
-               self.hops.last_mut().unwrap().hop_use_fee_msat = 0;
        }
 }
 
@@ -354,18 +390,7 @@ pub fn get_route<L: Deref>(our_node_id: &PublicKey, network: &NetworkGraph, paye
        if let Some(hops) = first_hops {
                for chan in hops {
                        let short_channel_id = chan.short_channel_id.expect("first_hops should be filled in with usable channels, not pending ones");
-                       if chan.remote_network_id == *payee {
-                               return Ok(Route {
-                                       paths: vec![vec![RouteHop {
-                                               pubkey: chan.remote_network_id,
-                                               node_features: chan.counterparty_features.to_context(),
-                                               short_channel_id,
-                                               channel_features: chan.counterparty_features.to_context(),
-                                               fee_msat: final_value_msat,
-                                               cltv_expiry_delta: final_cltv,
-                                       }]],
-                               });
-                       } else if chan.remote_network_id == *our_node_id {
+                       if chan.remote_network_id == *our_node_id {
                                return Err(LightningError{err: "First hop cannot have our_node_id as a destination.".to_owned(), action: ErrorAction::IgnoreError});
                        }
                        first_hop_targets.insert(chan.remote_network_id, (short_channel_id, chan.counterparty_features.clone(), chan.outbound_capacity_msat));
@@ -458,17 +483,13 @@ pub fn get_route<L: Deref>(our_node_id: &PublicKey, network: &NetworkGraph, paye
                                                None => unreachable!(),
                                        };
 
-                                       // If HTLC minimum is larger than the whole value we're going to transfer, we shouldn't bother
-                                       // even considering this channel, because it won't be useful.
+                                       // If HTLC minimum is larger than the amount we're going to transfer, we shouldn't
+                                       // bother considering this channel.
+                                       // Since we're choosing amount_to_transfer_over_msat as maximum possible, it can
+                                       // be only reduced later (not increased), so this channel should just be skipped
+                                       // as not sufficient.
                                        // TODO: Explore simply adding fee to hit htlc_minimum_msat
-                                       // This is separate from checking amount_to_transfer_over_msat, which also should be
-                                       // lower-bounded by htlc_minimum_msat. Since we're choosing it as maximum possible,
-                                       // this channel should just be skipped if it's not sufficient.
-                                       // amount_to_transfer_over_msat can be both larger and smaller than final_value_msat,
-                                       // so this can't be derived.
-                                       let final_value_satisfies_htlc_minimum_msat = final_value_msat >= $directional_info.htlc_minimum_msat;
-                                       if final_value_satisfies_htlc_minimum_msat &&
-                                               contributes_sufficient_value && amount_to_transfer_over_msat >= $directional_info.htlc_minimum_msat {
+                                       if contributes_sufficient_value && amount_to_transfer_over_msat >= $directional_info.htlc_minimum_msat {
                                                let hm_entry = dist.entry(&$src_node_id);
                                                let old_entry = hm_entry.or_insert_with(|| {
                                                        // If there was previously no known way to access
@@ -499,6 +520,7 @@ pub fn get_route<L: Deref>(our_node_id: &PublicKey, network: &NetworkGraph, paye
                                                                next_hops_fee_msat: u64::max_value(),
                                                                hop_use_fee_msat: u64::max_value(),
                                                                total_fee_msat: u64::max_value(),
+                                                               htlc_minimum_msat: $directional_info.htlc_minimum_msat,
                                                        }
                                                });
 
@@ -546,7 +568,29 @@ pub fn get_route<L: Deref>(our_node_id: &PublicKey, network: &NetworkGraph, paye
                                                // (considering the cost to "reach" this channel from the route destination,
                                                // the cost of using this channel,
                                                // and the cost of routing to the source node of this channel).
-                                               if old_entry.total_fee_msat > total_fee_msat {
+                                               // Also, consider that htlc_minimum_msat_difference, because we might end up
+                                               // paying it. Consider the following exploit:
+                                               // we use 2 paths to transfer 1.5 BTC. One of them is 0-fee normal 1 BTC path,
+                                               // and for the other one we picked a 1sat-fee path with htlc_minimum_msat of
+                                               // 1 BTC. Now, since the latter is more expensive, we gonna try to cut it
+                                               // by 0.5 BTC, but then match htlc_minimum_msat by paying a fee of 0.5 BTC
+                                               // to this channel.
+                                               // TODO: this scoring could be smarter (e.g. 0.5*htlc_minimum_msat here).
+                                               let mut old_cost = old_entry.total_fee_msat;
+                                               if let Some(increased_old_cost) = old_cost.checked_add(old_entry.htlc_minimum_msat) {
+                                                       old_cost = increased_old_cost;
+                                               } else {
+                                                       old_cost = u64::max_value();
+                                               }
+
+                                               let mut new_cost = total_fee_msat;
+                                               if let Some(increased_new_cost) = new_cost.checked_add($directional_info.htlc_minimum_msat) {
+                                                       new_cost = increased_new_cost;
+                                               } else {
+                                                       new_cost = u64::max_value();
+                                               }
+
+                                               if new_cost < old_cost {
                                                        targets.push(new_graph_node);
                                                        old_entry.next_hops_fee_msat = $next_hops_fee_msat;
                                                        old_entry.hop_use_fee_msat = hop_use_fee_msat;
@@ -560,6 +604,9 @@ pub fn get_route<L: Deref>(our_node_id: &PublicKey, network: &NetworkGraph, paye
                                                                cltv_expiry_delta: $directional_info.cltv_expiry_delta as u32,
                                                        };
                                                        old_entry.channel_fees = $directional_info.fees;
+                                                       // It's probably fine to replace the old entry, because the new one
+                                                       // passed the htlc_minimum-related checks above.
+                                                       old_entry.htlc_minimum_msat = $directional_info.htlc_minimum_msat;
                                                }
                                        }
                                }
@@ -626,6 +673,14 @@ pub fn get_route<L: Deref>(our_node_id: &PublicKey, network: &NetworkGraph, paye
                targets.clear();
                dist.clear();
 
+               // If first hop is a private channel and the only way to reach the payee, this is the only
+               // place where it could be added.
+               if first_hops.is_some() {
+                       if let Some(&(ref first_hop, ref features, ref outbound_capacity_msat)) = first_hop_targets.get(&payee) {
+                               add_entry!(first_hop, *our_node_id, payee, dummy_directional_info, Some(outbound_capacity_msat / 1000), features.to_context(), 0, recommended_value_msat);
+                       }
+               }
+
                // Add the payee as a target, so that the payee-to-payer
                // search algorithm knows what to start with.
                match network.get_nodes().get(payee) {
@@ -751,7 +806,7 @@ pub fn get_route<L: Deref>(our_node_id: &PublicKey, network: &NetworkGraph, paye
                                // might have been computed considering a larger value.
                                // Remember that we used these channels so that we don't rely
                                // on the same liquidity in future paths.
-                               for (i, payment_hop) in payment_path.hops.iter().enumerate() {
+                               for payment_hop in payment_path.hops.iter() {
                                        let channel_liquidity_available_msat = bookkeeped_channels_liquidity_available_msat.get_mut(&payment_hop.route_hop.short_channel_id).unwrap();
                                        let mut spent_on_hop_msat = value_contribution_msat;
                                        let next_hops_fee_msat = payment_hop.next_hops_fee_msat;
@@ -836,7 +891,7 @@ pub fn get_route<L: Deref>(our_node_id: &PublicKey, network: &NetworkGraph, paye
                                // Sort by value so that we drop many really-low values first, since
                                // fewer paths is better: the payment is less likely to fail.
                                // TODO: this could also be optimized by also sorting by feerate_per_sat_routed,
-                               // so that the sender pays less fees overall.
+                               // so that the sender pays less fees overall. And also htlc_minimum_msat.
                                cur_route.sort_by_key(|path| path.get_value_msat());
                                // We should make sure that at least 1 path left.
                                let mut paths_left = cur_route.len();
@@ -862,10 +917,14 @@ pub fn get_route<L: Deref>(our_node_id: &PublicKey, network: &NetworkGraph, paye
 
                                // Step (7).
                                // Now, substract the overpaid value from the most-expensive path.
+                               // TODO: this could also be optimized by also sorting by feerate_per_sat_routed,
+                               // so that the sender pays less fees overall. And also htlc_minimum_msat.
                                cur_route.sort_by_key(|path| { path.hops.iter().map(|hop| hop.channel_fees.proportional_millionths as u64).sum::<u64>() });
-                               let expensive_payment_path = cur_route.last_mut().unwrap();
+                               let mut expensive_payment_path = cur_route.first_mut().unwrap();
+                               // We already dropped all the small channels above, meaning all the
+                               // remaining channels are larger than remaining overpaid_value_msat.
+                               // Thus, this can't be negative.
                                let expensive_path_new_value_msat = expensive_payment_path.get_value_msat() - overpaid_value_msat;
-                               // TODO: make sure expensive_path_new_value_msat doesn't cause to fall behind htlc_minimum_msat.
                                expensive_payment_path.update_value_and_recompute_fees(expensive_path_new_value_msat);
                                break;
                        }
@@ -1374,33 +1433,6 @@ mod tests {
                let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
 
                // Simple route to 2 via 1
-               // Should fail if htlc_minimum can't be reached
-
-               update_channel(&net_graph_msg_handler, &secp_ctx, &our_privkey, UnsignedChannelUpdate {
-                       chain_hash: genesis_block(Network::Testnet).header.block_hash(),
-                       short_channel_id: 2,
-                       timestamp: 2,
-                       flags: 0,
-                       cltv_expiry_delta: 0,
-                       htlc_minimum_msat: 50_000,
-                       htlc_maximum_msat: OptionalField::Absent,
-                       fee_base_msat: 0,
-                       fee_proportional_millionths: 0,
-                       excess_data: Vec::new()
-               });
-               // Make 0 fee.
-               update_channel(&net_graph_msg_handler, &secp_ctx, &privkeys[1], UnsignedChannelUpdate {
-                       chain_hash: genesis_block(Network::Testnet).header.block_hash(),
-                       short_channel_id: 4,
-                       timestamp: 2,
-                       flags: 0,
-                       cltv_expiry_delta: 0,
-                       htlc_minimum_msat: 0,
-                       htlc_maximum_msat: OptionalField::Absent,
-                       fee_base_msat: 0,
-                       fee_proportional_millionths: 0,
-                       excess_data: Vec::new()
-               });
 
                // Disable other paths
                update_channel(&net_graph_msg_handler, &secp_ctx, &our_privkey, UnsignedChannelUpdate {
@@ -1464,16 +1496,7 @@ mod tests {
                        excess_data: Vec::new()
                });
 
-               if let Err(LightningError{err, action: ErrorAction::IgnoreError}) = get_route(&our_id, &net_graph_msg_handler.network_graph.read().unwrap(), &nodes[2], None, &Vec::new(), 49_999, 42, Arc::clone(&logger)) {
-                       assert_eq!(err, "Failed to find a path to the given destination");
-               } else { panic!(); }
-
-               // A payment above the minimum should pass
-               let route = get_route(&our_id, &net_graph_msg_handler.network_graph.read().unwrap(), &nodes[2], None, &Vec::new(), 50_000, 42, Arc::clone(&logger)).unwrap();
-               assert_eq!(route.paths[0].len(), 2);
-
-               // This was a check against final_value_msat.
-               // Now let's check against amount_to_transfer_over_msat.
+               // Check against amount_to_transfer_over_msat.
                // Set minimal HTLC of 200_000_000 msat.
                update_channel(&net_graph_msg_handler, &secp_ctx, &our_privkey, UnsignedChannelUpdate {
                        chain_hash: genesis_block(Network::Testnet).header.block_hash(),
@@ -1527,6 +1550,140 @@ mod tests {
                assert_eq!(route.paths[0].len(), 2);
        }
 
+       #[test]
+       fn htlc_minimum_overpay_test() {
+               let (secp_ctx, net_graph_msg_handler, _, logger) = build_graph();
+               let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
+
+               // A route to node#2 via two paths.
+               // One path allows transferring 35-40 sats, another one also allows 35-40 sats.
+               // Thus, they can't send 60 without overpaying.
+               update_channel(&net_graph_msg_handler, &secp_ctx, &our_privkey, UnsignedChannelUpdate {
+                       chain_hash: genesis_block(Network::Testnet).header.block_hash(),
+                       short_channel_id: 2,
+                       timestamp: 2,
+                       flags: 0,
+                       cltv_expiry_delta: 0,
+                       htlc_minimum_msat: 35_000,
+                       htlc_maximum_msat: OptionalField::Present(40_000),
+                       fee_base_msat: 0,
+                       fee_proportional_millionths: 0,
+                       excess_data: Vec::new()
+               });
+               update_channel(&net_graph_msg_handler, &secp_ctx, &our_privkey, UnsignedChannelUpdate {
+                       chain_hash: genesis_block(Network::Testnet).header.block_hash(),
+                       short_channel_id: 12,
+                       timestamp: 3,
+                       flags: 0,
+                       cltv_expiry_delta: 0,
+                       htlc_minimum_msat: 35_000,
+                       htlc_maximum_msat: OptionalField::Present(40_000),
+                       fee_base_msat: 0,
+                       fee_proportional_millionths: 0,
+                       excess_data: Vec::new()
+               });
+
+               // Make 0 fee.
+               update_channel(&net_graph_msg_handler, &secp_ctx, &privkeys[7], UnsignedChannelUpdate {
+                       chain_hash: genesis_block(Network::Testnet).header.block_hash(),
+                       short_channel_id: 13,
+                       timestamp: 2,
+                       flags: 0,
+                       cltv_expiry_delta: 0,
+                       htlc_minimum_msat: 0,
+                       htlc_maximum_msat: OptionalField::Absent,
+                       fee_base_msat: 0,
+                       fee_proportional_millionths: 0,
+                       excess_data: Vec::new()
+               });
+               update_channel(&net_graph_msg_handler, &secp_ctx, &privkeys[1], UnsignedChannelUpdate {
+                       chain_hash: genesis_block(Network::Testnet).header.block_hash(),
+                       short_channel_id: 4,
+                       timestamp: 2,
+                       flags: 0,
+                       cltv_expiry_delta: 0,
+                       htlc_minimum_msat: 0,
+                       htlc_maximum_msat: OptionalField::Absent,
+                       fee_base_msat: 0,
+                       fee_proportional_millionths: 0,
+                       excess_data: Vec::new()
+               });
+
+               // Disable other paths
+               update_channel(&net_graph_msg_handler, &secp_ctx, &our_privkey, UnsignedChannelUpdate {
+                       chain_hash: genesis_block(Network::Testnet).header.block_hash(),
+                       short_channel_id: 1,
+                       timestamp: 3,
+                       flags: 2, // to disable
+                       cltv_expiry_delta: 0,
+                       htlc_minimum_msat: 0,
+                       htlc_maximum_msat: OptionalField::Absent,
+                       fee_base_msat: 0,
+                       fee_proportional_millionths: 0,
+                       excess_data: Vec::new()
+               });
+
+               let route = get_route(&our_id, &net_graph_msg_handler.network_graph.read().unwrap(), &nodes[2], None, &Vec::new(), 60_000, 42, Arc::clone(&logger)).unwrap();
+               // Overpay fees to hit htlc_minimum_msat.
+               let overpaid_fees = route.paths[0][0].fee_msat + route.paths[1][0].fee_msat;
+               // TODO: this could be better balanced to overpay 10k and not 15k.
+               assert_eq!(overpaid_fees, 15_000);
+
+               // Now, test that if there are 2 paths, a "cheaper" by fee path wouldn't be prioritized
+               // while taking even more fee to match htlc_minimum_msat.
+               update_channel(&net_graph_msg_handler, &secp_ctx, &our_privkey, UnsignedChannelUpdate {
+                       chain_hash: genesis_block(Network::Testnet).header.block_hash(),
+                       short_channel_id: 12,
+                       timestamp: 4,
+                       flags: 0,
+                       cltv_expiry_delta: 0,
+                       htlc_minimum_msat: 65_000,
+                       htlc_maximum_msat: OptionalField::Present(80_000),
+                       fee_base_msat: 0,
+                       fee_proportional_millionths: 0,
+                       excess_data: Vec::new()
+               });
+               update_channel(&net_graph_msg_handler, &secp_ctx, &our_privkey, UnsignedChannelUpdate {
+                       chain_hash: genesis_block(Network::Testnet).header.block_hash(),
+                       short_channel_id: 2,
+                       timestamp: 3,
+                       flags: 0,
+                       cltv_expiry_delta: 0,
+                       htlc_minimum_msat: 0,
+                       htlc_maximum_msat: OptionalField::Absent,
+                       fee_base_msat: 0,
+                       fee_proportional_millionths: 0,
+                       excess_data: Vec::new()
+               });
+               update_channel(&net_graph_msg_handler, &secp_ctx, &privkeys[1], UnsignedChannelUpdate {
+                       chain_hash: genesis_block(Network::Testnet).header.block_hash(),
+                       short_channel_id: 4,
+                       timestamp: 4,
+                       flags: 0,
+                       cltv_expiry_delta: 0,
+                       htlc_minimum_msat: 0,
+                       htlc_maximum_msat: OptionalField::Absent,
+                       fee_base_msat: 0,
+                       fee_proportional_millionths: 100_000,
+                       excess_data: Vec::new()
+               });
+
+               let route = get_route(&our_id, &net_graph_msg_handler.network_graph.read().unwrap(), &nodes[2], None, &Vec::new(), 60_000, 42, Arc::clone(&logger)).unwrap();
+               // Fine to overpay for htlc_minimum_msat if it allows us to save fee.
+               assert_eq!(route.paths.len(), 1);
+               assert_eq!(route.paths[0][0].short_channel_id, 12);
+               let fees = route.paths[0][0].fee_msat;
+               assert_eq!(fees, 5_000);
+
+               let route = get_route(&our_id, &net_graph_msg_handler.network_graph.read().unwrap(), &nodes[2], None, &Vec::new(), 50_000, 42, Arc::clone(&logger)).unwrap();
+               // Not fine to overpay for htlc_minimum_msat if it requires paying more than fee on
+               // the other channel.
+               assert_eq!(route.paths.len(), 1);
+               assert_eq!(route.paths[0][0].short_channel_id, 2);
+               let fees = route.paths[0][0].fee_msat;
+               assert_eq!(fees, 5_000);
+       }
+
        #[test]
        fn disable_channels_test() {
                let (secp_ctx, net_graph_msg_handler, _, logger) = build_graph();