lnwallet/wallet: add coinSelectSubtractFees
This commit is contained in:
Johan T. Halseth
parent
1b2297c2b5
commit
4239f7d600
@ -1455,7 +1455,7 @@ func coinSelect(feeRate SatPerKWeight, amt btcutil.Amount,
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case NestedWitnessPubKey:
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weightEstimate.AddNestedP2WKHInput()
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default:
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return nil, 0, fmt.Errorf("Unsupported address type: %v",
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return nil, 0, fmt.Errorf("unsupported address type: %v",
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utxo.AddressType)
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}
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}
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@ -1494,3 +1494,95 @@ func coinSelect(feeRate SatPerKWeight, amt btcutil.Amount,
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return selectedUtxos, changeAmt, nil
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}
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}
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// coinSelectSubtractFees attempts to select coins such that we'll spend up to
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// amt in total after fees, adhering to the specified fee rate. The selected
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// coins, the final output and change values are returned.
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func coinSelectSubtractFees(feeRate SatPerKWeight, amt,
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dustLimit btcutil.Amount, coins []*Utxo) ([]*Utxo, btcutil.Amount,
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btcutil.Amount, error) {
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// First perform an initial round of coin selection to estimate
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// the required fee.
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totalSat, selectedUtxos, err := selectInputs(amt, coins)
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if err != nil {
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return nil, 0, 0, err
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}
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var weightEstimate input.TxWeightEstimator
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for _, utxo := range selectedUtxos {
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switch utxo.AddressType {
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case WitnessPubKey:
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weightEstimate.AddP2WKHInput()
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case NestedWitnessPubKey:
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weightEstimate.AddNestedP2WKHInput()
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default:
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return nil, 0, 0, fmt.Errorf("unsupported "+
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"address type: %v", utxo.AddressType)
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}
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}
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// Channel funding multisig output is P2WSH.
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weightEstimate.AddP2WSHOutput()
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// At this point we've got two possibilities, either create a
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// change output, or not. We'll first try without creating a
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// change output.
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//
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// Estimate the fee required for a transaction without a change
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// output.
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totalWeight := int64(weightEstimate.Weight())
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requiredFee := feeRate.FeeForWeight(totalWeight)
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// For a transaction without a change output, we'll let everything go
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// to our multi-sig output after subtracting fees.
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outputAmt := totalSat - requiredFee
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changeAmt := btcutil.Amount(0)
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// If the the output is too small after subtracting the fee, the coin
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// selection cannot be performed with an amount this small.
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if outputAmt <= dustLimit {
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return nil, 0, 0, fmt.Errorf("output amount(%v) after "+
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"subtracting fees(%v) below dust limit(%v)", outputAmt,
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requiredFee, dustLimit)
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}
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// We were able to create a transaction with no change from the
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// selected inputs. We'll remember the resulting values for
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// now, while we try to add a change output. Assume that change output
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// is a P2WKH output.
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weightEstimate.AddP2WKHOutput()
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// Now that we have added the change output, redo the fee
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// estimate.
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totalWeight = int64(weightEstimate.Weight())
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requiredFee = feeRate.FeeForWeight(totalWeight)
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// For a transaction with a change output, everything we don't spend
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// will go to change.
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newChange := totalSat - amt
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newOutput := amt - requiredFee
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// If adding a change output leads to both outputs being above
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// the dust limit, we'll add the change output. Otherwise we'll
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// go with the no change tx we originally found.
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if newChange > dustLimit && newOutput > dustLimit {
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outputAmt = newOutput
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changeAmt = newChange
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}
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// Sanity check the resulting output values to make sure we
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// don't burn a great part to fees.
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totalOut := outputAmt + changeAmt
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fee := totalSat - totalOut
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// Fail if more than 20% goes to fees.
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// TODO(halseth): smarter fee limit. Make configurable or dynamic wrt
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// total funding size?
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if fee > totalOut/5 {
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return nil, 0, 0, fmt.Errorf("fee %v on total output"+
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"value %v", fee, totalOut)
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}
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return selectedUtxos, outputAmt, changeAmt, nil
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}
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@ -178,3 +178,173 @@ func TestCoinSelect(t *testing.T) {
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})
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}
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}
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// TestCoinSelectSubtractFees tests that we pick coins adding up to the
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// expected amount when creating a funding transaction, and that a change
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// output is created only when necessary.
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func TestCoinSelectSubtractFees(t *testing.T) {
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t.Parallel()
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const feeRate = SatPerKWeight(100)
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const dustLimit = btcutil.Amount(1000)
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const dust = btcutil.Amount(100)
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type testCase struct {
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name string
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spendValue btcutil.Amount
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coins []*Utxo
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expectedInput []btcutil.Amount
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expectedFundingAmt btcutil.Amount
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expectedChange btcutil.Amount
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expectErr bool
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}
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testCases := []testCase{
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{
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// We have 1.0 BTC available, spend them all. This
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// should lead to a funding TX with one output, the
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// rest goes to fees.
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name: "spend all",
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coins: []*Utxo{
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{
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AddressType: WitnessPubKey,
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Value: 1 * btcutil.SatoshiPerBitcoin,
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},
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},
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spendValue: 1 * btcutil.SatoshiPerBitcoin,
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// The one and only input will be selected.
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expectedInput: []btcutil.Amount{
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1 * btcutil.SatoshiPerBitcoin,
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},
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expectedFundingAmt: 1*btcutil.SatoshiPerBitcoin - fundingFee(feeRate, 1, false),
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expectedChange: 0,
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},
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{
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// The total funds available is below the dust limit
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// after paying fees.
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name: "dust output",
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coins: []*Utxo{
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{
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AddressType: WitnessPubKey,
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Value: fundingFee(feeRate, 1, false) + dust,
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},
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},
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spendValue: fundingFee(feeRate, 1, false) + dust,
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expectErr: true,
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},
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{
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// After subtracting fees, the resulting change output
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// is below the dust limit. The remainder should go
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// towards the funding output.
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name: "dust change",
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coins: []*Utxo{
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{
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AddressType: WitnessPubKey,
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Value: 1 * btcutil.SatoshiPerBitcoin,
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},
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},
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spendValue: 1*btcutil.SatoshiPerBitcoin - dust,
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expectedInput: []btcutil.Amount{
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1 * btcutil.SatoshiPerBitcoin,
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},
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expectedFundingAmt: 1*btcutil.SatoshiPerBitcoin - fundingFee(feeRate, 1, false),
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expectedChange: 0,
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},
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{
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// We got just enough funds to create an output above the dust limit.
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name: "output right above dustlimit",
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coins: []*Utxo{
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{
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AddressType: WitnessPubKey,
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Value: fundingFee(feeRate, 1, false) + dustLimit + 1,
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},
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},
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spendValue: fundingFee(feeRate, 1, false) + dustLimit + 1,
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expectedInput: []btcutil.Amount{
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fundingFee(feeRate, 1, false) + dustLimit + 1,
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},
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expectedFundingAmt: dustLimit + 1,
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expectedChange: 0,
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},
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{
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// Amount left is below dust limit after paying fee for
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// a change output, resulting in a no-change tx.
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name: "no amount to pay fee for change",
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coins: []*Utxo{
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{
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AddressType: WitnessPubKey,
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Value: fundingFee(feeRate, 1, false) + 2*(dustLimit+1),
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},
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},
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spendValue: fundingFee(feeRate, 1, false) + dustLimit + 1,
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expectedInput: []btcutil.Amount{
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fundingFee(feeRate, 1, false) + 2*(dustLimit+1),
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},
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expectedFundingAmt: 2 * (dustLimit + 1),
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expectedChange: 0,
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},
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{
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// If more than 20% of funds goes to fees, it should fail.
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name: "high fee",
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coins: []*Utxo{
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{
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AddressType: WitnessPubKey,
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Value: 5 * fundingFee(feeRate, 1, false),
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},
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},
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spendValue: 5 * fundingFee(feeRate, 1, false),
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expectErr: true,
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},
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}
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for _, test := range testCases {
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t.Run(test.name, func(t *testing.T) {
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selected, localFundingAmt, changeAmt, err := coinSelectSubtractFees(
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feeRate, test.spendValue, dustLimit, test.coins,
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)
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if !test.expectErr && err != nil {
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t.Fatalf(err.Error())
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}
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if test.expectErr && err == nil {
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t.Fatalf("expected error")
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}
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// If we got an expected error, there is nothing more to test.
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if test.expectErr {
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return
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}
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// Check that the selected inputs match what we expect.
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if len(selected) != len(test.expectedInput) {
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t.Fatalf("expected %v inputs, got %v",
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len(test.expectedInput), len(selected))
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}
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for i, coin := range selected {
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if coin.Value != test.expectedInput[i] {
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t.Fatalf("expected input %v to have value %v, "+
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"had %v", i, test.expectedInput[i],
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coin.Value)
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}
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}
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// Assert we got the expected change amount.
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if localFundingAmt != test.expectedFundingAmt {
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t.Fatalf("expected %v local funding amt, got %v",
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test.expectedFundingAmt, localFundingAmt)
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}
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if changeAmt != test.expectedChange {
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t.Fatalf("expected %v change amt, got %v",
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test.expectedChange, changeAmt)
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}
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})
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}
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}
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