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chanfunding+lnwallet: move coin selection code into new chanfunding package

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In this commit, we make an incremental change to move the existing coin
selection code into a new chanfunding package. In later commits, this
package will grow to serve all the lower level channel funding needs in
the daemon.
This commit is contained in:
Olaoluwa Osuntokun 2019-10-31 21:14:02 -07:00
parent f9d22cd900
commit 9eefdef262
No known key found for this signature in database
GPG Key ID: BC13F65E2DC84465
3 changed files with 299 additions and 228 deletions
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216
lnwallet/chanfunding/coin_select.go Normal file
View File

@ -0,0 +1,216 @@
package chanfunding
import (
"fmt"
"github.com/btcsuite/btcd/txscript"
"github.com/btcsuite/btcd/wire"
"github.com/btcsuite/btcutil"
"github.com/lightningnetwork/lnd/input"
"github.com/lightningnetwork/lnd/lnwallet/chainfee"
)
// ErrInsufficientFunds is a type matching the error interface which is
// returned when coin selection for a new funding transaction fails to due
// having an insufficient amount of confirmed funds.
type ErrInsufficientFunds struct {
amountAvailable btcutil.Amount
amountSelected btcutil.Amount
}
// Error returns a human readable string describing the error.
func (e *ErrInsufficientFunds) Error() string {
return fmt.Sprintf("not enough witness outputs to create funding "+
"transaction, need %v only have %v available",
e.amountAvailable, e.amountSelected)
}
// Coin represents a spendable UTXO which is available for channel funding.
// This UTXO need not reside in our internal wallet as an example, and instead
// may be derived from an existing watch-only wallet. It wraps both the output
// present within the UTXO set, and also the outpoint that generates this coin.
type Coin struct {
wire.TxOut
wire.OutPoint
}
// selectInputs selects a slice of inputs necessary to meet the specified
// selection amount. If input selection is unable to succeed due to insufficient
// funds, a non-nil error is returned. Additionally, the total amount of the
// selected coins are returned in order for the caller to properly handle
// change+fees.
func selectInputs(amt btcutil.Amount, coins []Coin) (btcutil.Amount, []Coin, error) {
satSelected := btcutil.Amount(0)
for i, coin := range coins {
satSelected += btcutil.Amount(coin.Value)
if satSelected >= amt {
return satSelected, coins[:i+1], nil
}
}
return 0, nil, &ErrInsufficientFunds{amt, satSelected}
}
// CoinSelect attempts to select a sufficient amount of coins, including a
// change output to fund amt satoshis, adhering to the specified fee rate. The
// specified fee rate should be expressed in sat/kw for coin selection to
// function properly.
func CoinSelect(feeRate chainfee.SatPerKWeight, amt btcutil.Amount,
coins []Coin) ([]Coin, btcutil.Amount, error) {
amtNeeded := amt
for {
// First perform an initial round of coin selection to estimate
// the required fee.
totalSat, selectedUtxos, err := selectInputs(amtNeeded, coins)
if err != nil {
return nil, 0, err
}
var weightEstimate input.TxWeightEstimator
for _, utxo := range selectedUtxos {
switch {
case txscript.IsPayToWitnessPubKeyHash(utxo.PkScript):
weightEstimate.AddP2WKHInput()
case txscript.IsPayToScriptHash(utxo.PkScript):
weightEstimate.AddNestedP2WKHInput()
default:
return nil, 0, fmt.Errorf("unsupported address type: %x",
utxo.PkScript)
}
}
// Channel funding multisig output is P2WSH.
weightEstimate.AddP2WSHOutput()
// Assume that change output is a P2WKH output.
//
// TODO: Handle wallets that generate non-witness change
// addresses.
// TODO(halseth): make coinSelect not estimate change output
// for dust change.
weightEstimate.AddP2WKHOutput()
// The difference between the selected amount and the amount
// requested will be used to pay fees, and generate a change
// output with the remaining.
overShootAmt := totalSat - amt
// Based on the estimated size and fee rate, if the excess
// amount isn't enough to pay fees, then increase the requested
// coin amount by the estimate required fee, performing another
// round of coin selection.
totalWeight := int64(weightEstimate.Weight())
requiredFee := feeRate.FeeForWeight(totalWeight)
if overShootAmt < requiredFee {
amtNeeded = amt + requiredFee
continue
}
// If the fee is sufficient, then calculate the size of the
// change output.
changeAmt := overShootAmt - requiredFee
return selectedUtxos, changeAmt, nil
}
}
// CoinSelectSubtractFees attempts to select coins such that we'll spend up to
// amt in total after fees, adhering to the specified fee rate. The selected
// coins, the final output and change values are returned.
func CoinSelectSubtractFees(feeRate chainfee.SatPerKWeight, amt,
dustLimit btcutil.Amount, coins []Coin) ([]Coin, btcutil.Amount,
btcutil.Amount, error) {
// First perform an initial round of coin selection to estimate
// the required fee.
totalSat, selectedUtxos, err := selectInputs(amt, coins)
if err != nil {
return nil, 0, 0, err
}
var weightEstimate input.TxWeightEstimator
for _, utxo := range selectedUtxos {
switch {
case txscript.IsPayToWitnessPubKeyHash(utxo.PkScript):
weightEstimate.AddP2WKHInput()
case txscript.IsPayToScriptHash(utxo.PkScript):
weightEstimate.AddNestedP2WKHInput()
default:
return nil, 0, 0, fmt.Errorf("unsupported address "+
"type: %x", utxo.PkScript)
}
}
// Channel funding multisig output is P2WSH.
weightEstimate.AddP2WSHOutput()
// At this point we've got two possibilities, either create a
// change output, or not. We'll first try without creating a
// change output.
//
// Estimate the fee required for a transaction without a change
// output.
totalWeight := int64(weightEstimate.Weight())
requiredFee := feeRate.FeeForWeight(totalWeight)
// For a transaction without a change output, we'll let everything go
// to our multi-sig output after subtracting fees.
outputAmt := totalSat - requiredFee
changeAmt := btcutil.Amount(0)
// If the the output is too small after subtracting the fee, the coin
// selection cannot be performed with an amount this small.
if outputAmt <= dustLimit {
return nil, 0, 0, fmt.Errorf("output amount(%v) after "+
"subtracting fees(%v) below dust limit(%v)", outputAmt,
requiredFee, dustLimit)
}
// We were able to create a transaction with no change from the
// selected inputs. We'll remember the resulting values for
// now, while we try to add a change output. Assume that change output
// is a P2WKH output.
weightEstimate.AddP2WKHOutput()
// Now that we have added the change output, redo the fee
// estimate.
totalWeight = int64(weightEstimate.Weight())
requiredFee = feeRate.FeeForWeight(totalWeight)
// For a transaction with a change output, everything we don't spend
// will go to change.
newChange := totalSat - amt
newOutput := amt - requiredFee
// If adding a change output leads to both outputs being above
// the dust limit, we'll add the change output. Otherwise we'll
// go with the no change tx we originally found.
if newChange > dustLimit && newOutput > dustLimit {
outputAmt = newOutput
changeAmt = newChange
}
// Sanity check the resulting output values to make sure we
// don't burn a great part to fees.
totalOut := outputAmt + changeAmt
fee := totalSat - totalOut
// Fail if more than 20% goes to fees.
// TODO(halseth): smarter fee limit. Make configurable or dynamic wrt
// total funding size?
if fee > totalOut/5 {
return nil, 0, 0, fmt.Errorf("fee %v on total output"+
"value %v", fee, totalOut)
}
return selectedUtxos, outputAmt, changeAmt, nil
}

92
lnwallet/wallet_test.go → lnwallet/chanfunding/coin_select_test.go
View File

@ -1,13 +1,21 @@
package lnwallet
package chanfunding
import (
"encoding/hex"
"testing"
"github.com/btcsuite/btcd/wire"
"github.com/btcsuite/btcutil"
"github.com/lightningnetwork/lnd/input"
"github.com/lightningnetwork/lnd/lnwallet/chainfee"
)
var (
p2wkhScript, _ = hex.DecodeString(
"001411034bdcb6ccb7744fdfdeea958a6fb0b415a032",
)
)
// fundingFee is a helper method that returns the fee estimate used for a tx
// with the given number of inputs and the optional change output. This matches
// the estimate done by the wallet.
@ -48,7 +56,7 @@ func TestCoinSelect(t *testing.T) {
type testCase struct {
name string
outputValue btcutil.Amount
coins []*Utxo
coins []Coin
expectedInput []btcutil.Amount
expectedChange btcutil.Amount
@ -61,12 +69,14 @@ func TestCoinSelect(t *testing.T) {
// This will obviously lead to a change output of
// almost 0.5 BTC.
name: "big change",
coins: []*Utxo{
coins: []Coin{
{
AddressType: WitnessPubKey,
TxOut: wire.TxOut{
PkScript: p2wkhScript,
Value: 1 * btcutil.SatoshiPerBitcoin,
},
},
},
outputValue: 0.5 * btcutil.SatoshiPerBitcoin,
// The one and only input will be selected.
@ -81,12 +91,14 @@ func TestCoinSelect(t *testing.T) {
// This should lead to an error, as we don't have
// enough funds to pay the fee.
name: "nothing left for fees",
coins: []*Utxo{
coins: []Coin{
{
AddressType: WitnessPubKey,
TxOut: wire.TxOut{
PkScript: p2wkhScript,
Value: 1 * btcutil.SatoshiPerBitcoin,
},
},
},
outputValue: 1 * btcutil.SatoshiPerBitcoin,
expectErr: true,
},
@ -95,12 +107,14 @@ func TestCoinSelect(t *testing.T) {
// as big as possible, such that the remaining change
// will be dust.
name: "dust change",
coins: []*Utxo{
coins: []Coin{
{
AddressType: WitnessPubKey,
TxOut: wire.TxOut{
PkScript: p2wkhScript,
Value: 1 * btcutil.SatoshiPerBitcoin,
},
},
},
// We tune the output value by subtracting the expected
// fee and a small dust amount.
outputValue: 1*btcutil.SatoshiPerBitcoin - fundingFee(feeRate, 1, true) - dust,
@ -117,12 +131,14 @@ func TestCoinSelect(t *testing.T) {
// as big as possible, such that there is nothing left
// for change.
name: "no change",
coins: []*Utxo{
coins: []Coin{
{
AddressType: WitnessPubKey,
TxOut: wire.TxOut{
PkScript: p2wkhScript,
Value: 1 * btcutil.SatoshiPerBitcoin,
},
},
},
// We tune the output value to be the maximum amount
// possible, leaving just enough for fees.
outputValue: 1*btcutil.SatoshiPerBitcoin - fundingFee(feeRate, 1, true),
@ -143,7 +159,7 @@ func TestCoinSelect(t *testing.T) {
t.Run(test.name, func(t *testing.T) {
t.Parallel()
selected, changeAmt, err := coinSelect(
selected, changeAmt, err := CoinSelect(
feeRate, test.outputValue, test.coins,
)
if !test.expectErr && err != nil {
@ -166,7 +182,7 @@ func TestCoinSelect(t *testing.T) {
}
for i, coin := range selected {
if coin.Value != test.expectedInput[i] {
if coin.Value != int64(test.expectedInput[i]) {
t.Fatalf("expected input %v to have value %v, "+
"had %v", i, test.expectedInput[i],
coin.Value)
@ -195,7 +211,7 @@ func TestCoinSelectSubtractFees(t *testing.T) {
type testCase struct {
name string
spendValue btcutil.Amount
coins []*Utxo
coins []Coin
expectedInput []btcutil.Amount
expectedFundingAmt btcutil.Amount
@ -209,12 +225,14 @@ func TestCoinSelectSubtractFees(t *testing.T) {
// should lead to a funding TX with one output, the
// rest goes to fees.
name: "spend all",
coins: []*Utxo{
coins: []Coin{
{
AddressType: WitnessPubKey,
TxOut: wire.TxOut{
PkScript: p2wkhScript,
Value: 1 * btcutil.SatoshiPerBitcoin,
},
},
},
spendValue: 1 * btcutil.SatoshiPerBitcoin,
// The one and only input will be selected.
@ -228,10 +246,12 @@ func TestCoinSelectSubtractFees(t *testing.T) {
// The total funds available is below the dust limit
// after paying fees.
name: "dust output",
coins: []*Utxo{
coins: []Coin{
{
AddressType: WitnessPubKey,
Value: fundingFee(feeRate, 1, false) + dust,
TxOut: wire.TxOut{
PkScript: p2wkhScript,
Value: int64(fundingFee(feeRate, 1, false) + dust),
},
},
},
spendValue: fundingFee(feeRate, 1, false) + dust,
@ -243,12 +263,14 @@ func TestCoinSelectSubtractFees(t *testing.T) {
// is below the dust limit. The remainder should go
// towards the funding output.
name: "dust change",
coins: []*Utxo{
coins: []Coin{
{
AddressType: WitnessPubKey,
TxOut: wire.TxOut{
PkScript: p2wkhScript,
Value: 1 * btcutil.SatoshiPerBitcoin,
},
},
},
spendValue: 1*btcutil.SatoshiPerBitcoin - dust,
expectedInput: []btcutil.Amount{
@ -260,10 +282,12 @@ func TestCoinSelectSubtractFees(t *testing.T) {
{
// We got just enough funds to create an output above the dust limit.
name: "output right above dustlimit",
coins: []*Utxo{
coins: []Coin{
{
AddressType: WitnessPubKey,
Value: fundingFee(feeRate, 1, false) + dustLimit + 1,
TxOut: wire.TxOut{
PkScript: p2wkhScript,
Value: int64(fundingFee(feeRate, 1, false) + dustLimit + 1),
},
},
},
spendValue: fundingFee(feeRate, 1, false) + dustLimit + 1,
@ -278,10 +302,12 @@ func TestCoinSelectSubtractFees(t *testing.T) {
// Amount left is below dust limit after paying fee for
// a change output, resulting in a no-change tx.
name: "no amount to pay fee for change",
coins: []*Utxo{
coins: []Coin{
{
AddressType: WitnessPubKey,
Value: fundingFee(feeRate, 1, false) + 2*(dustLimit+1),
TxOut: wire.TxOut{
PkScript: p2wkhScript,
Value: int64(fundingFee(feeRate, 1, false) + 2*(dustLimit+1)),
},
},
},
spendValue: fundingFee(feeRate, 1, false) + dustLimit + 1,
@ -295,10 +321,12 @@ func TestCoinSelectSubtractFees(t *testing.T) {
{
// If more than 20% of funds goes to fees, it should fail.
name: "high fee",
coins: []*Utxo{
coins: []Coin{
{
AddressType: WitnessPubKey,
Value: 5 * fundingFee(feeRate, 1, false),
TxOut: wire.TxOut{
PkScript: p2wkhScript,
Value: int64(5 * fundingFee(feeRate, 1, false)),
},
},
},
spendValue: 5 * fundingFee(feeRate, 1, false),
@ -308,8 +336,10 @@ func TestCoinSelectSubtractFees(t *testing.T) {
}
for _, test := range testCases {
test := test
t.Run(test.name, func(t *testing.T) {
selected, localFundingAmt, changeAmt, err := coinSelectSubtractFees(
selected, localFundingAmt, changeAmt, err := CoinSelectSubtractFees(
feeRate, test.spendValue, dustLimit, test.coins,
)
if !test.expectErr && err != nil {
@ -332,7 +362,7 @@ func TestCoinSelectSubtractFees(t *testing.T) {
}
for i, coin := range selected {
if coin.Value != test.expectedInput[i] {
if coin.Value != int64(test.expectedInput[i]) {
t.Fatalf("expected input %v to have value %v, "+
"had %v", i, test.expectedInput[i],
coin.Value)

207
lnwallet/wallet.go
View File

@ -22,6 +22,7 @@ import (
"github.com/lightningnetwork/lnd/input"
"github.com/lightningnetwork/lnd/keychain"
"github.com/lightningnetwork/lnd/lnwallet/chainfee"
"github.com/lightningnetwork/lnd/lnwallet/chanfunding"
"github.com/lightningnetwork/lnd/lnwallet/chanvalidate"
"github.com/lightningnetwork/lnd/lnwire"
"github.com/lightningnetwork/lnd/shachain"
@ -33,20 +34,6 @@ const (
msgBufferSize = 100
)
// ErrInsufficientFunds is a type matching the error interface which is
// returned when coin selection for a new funding transaction fails to due
// having an insufficient amount of confirmed funds.
type ErrInsufficientFunds struct {
amountAvailable btcutil.Amount
amountSelected btcutil.Amount
}
func (e *ErrInsufficientFunds) Error() string {
return fmt.Sprintf("not enough witness outputs to create funding transaction,"+
" need %v only have %v available", e.amountAvailable,
e.amountSelected)
}
// InitFundingReserveMsg is the first message sent to initiate the workflow
// required to open a payment channel with a remote peer. The initial required
// parameters are configurable across channels. These parameters are to be
@ -1341,13 +1328,24 @@ func (l *LightningWallet) selectCoinsAndChange(feeRate chainfee.SatPerKWeight,
// Find all unlocked unspent witness outputs that satisfy the minimum
// number of confirmations required.
coins, err := l.ListUnspentWitness(minConfs, math.MaxInt32)
utxos, err := l.ListUnspentWitness(minConfs, math.MaxInt32)
if err != nil {
return nil, err
}
coins := make([]chanfunding.Coin, len(utxos), 0)
for _, utxo := range utxos {
coins = append(coins, chanfunding.Coin{
TxOut: wire.TxOut{
Value: int64(utxo.Value),
PkScript: utxo.PkScript,
},
OutPoint: utxo.OutPoint,
})
}
var (
selectedCoins []*Utxo
selectedCoins []chanfunding.Coin
fundingAmt btcutil.Amount
changeAmt btcutil.Amount
)
@ -1361,7 +1359,7 @@ func (l *LightningWallet) selectCoinsAndChange(feeRate chainfee.SatPerKWeight,
// won't deduct more that the specified balance from our wallet.
case subtractFees:
dustLimit := l.Cfg.DefaultConstraints.DustLimit
selectedCoins, fundingAmt, changeAmt, err = coinSelectSubtractFees(
selectedCoins, fundingAmt, changeAmt, err = chanfunding.CoinSelectSubtractFees(
feeRate, amt, dustLimit, coins,
)
if err != nil {
@ -1372,7 +1370,7 @@ func (l *LightningWallet) selectCoinsAndChange(feeRate chainfee.SatPerKWeight,
// amount.
default:
fundingAmt = amt
selectedCoins, changeAmt, err = coinSelect(feeRate, amt, coins)
selectedCoins, changeAmt, err = chanfunding.CoinSelect(feeRate, amt, coins)
if err != nil {
return nil, err
}
@ -1468,179 +1466,6 @@ func initStateHints(commit1, commit2 *wire.MsgTx,
return nil
}
// selectInputs selects a slice of inputs necessary to meet the specified
// selection amount. If input selection is unable to succeed due to insufficient
// funds, a non-nil error is returned. Additionally, the total amount of the
// selected coins are returned in order for the caller to properly handle
// change+fees.
func selectInputs(amt btcutil.Amount, coins []*Utxo) (btcutil.Amount, []*Utxo, error) {
satSelected := btcutil.Amount(0)
for i, coin := range coins {
satSelected += coin.Value
if satSelected >= amt {
return satSelected, coins[:i+1], nil
}
}
return 0, nil, &ErrInsufficientFunds{amt, satSelected}
}
// coinSelect attempts to select a sufficient amount of coins, including a
// change output to fund amt satoshis, adhering to the specified fee rate. The
// specified fee rate should be expressed in sat/kw for coin selection to
// function properly.
func coinSelect(feeRate chainfee.SatPerKWeight, amt btcutil.Amount,
coins []*Utxo) ([]*Utxo, btcutil.Amount, error) {
amtNeeded := amt
for {
// First perform an initial round of coin selection to estimate
// the required fee.
totalSat, selectedUtxos, err := selectInputs(amtNeeded, coins)
if err != nil {
return nil, 0, err
}
var weightEstimate input.TxWeightEstimator
for _, utxo := range selectedUtxos {
switch utxo.AddressType {
case WitnessPubKey:
weightEstimate.AddP2WKHInput()
case NestedWitnessPubKey:
weightEstimate.AddNestedP2WKHInput()
default:
return nil, 0, fmt.Errorf("unsupported address type: %v",
utxo.AddressType)
}
}
// Channel funding multisig output is P2WSH.
weightEstimate.AddP2WSHOutput()
// Assume that change output is a P2WKH output.
//
// TODO: Handle wallets that generate non-witness change
// addresses.
// TODO(halseth): make coinSelect not estimate change output
// for dust change.
weightEstimate.AddP2WKHOutput()
// The difference between the selected amount and the amount
// requested will be used to pay fees, and generate a change
// output with the remaining.
overShootAmt := totalSat - amt
// Based on the estimated size and fee rate, if the excess
// amount isn't enough to pay fees, then increase the requested
// coin amount by the estimate required fee, performing another
// round of coin selection.
totalWeight := int64(weightEstimate.Weight())
requiredFee := feeRate.FeeForWeight(totalWeight)
if overShootAmt < requiredFee {
amtNeeded = amt + requiredFee
continue
}
// If the fee is sufficient, then calculate the size of the
// change output.
changeAmt := overShootAmt - requiredFee
return selectedUtxos, changeAmt, nil
}
}
// coinSelectSubtractFees attempts to select coins such that we'll spend up to
// amt in total after fees, adhering to the specified fee rate. The selected
// coins, the final output and change values are returned.
func coinSelectSubtractFees(feeRate chainfee.SatPerKWeight, amt,
dustLimit btcutil.Amount, coins []*Utxo) ([]*Utxo, btcutil.Amount,
btcutil.Amount, error) {
// First perform an initial round of coin selection to estimate
// the required fee.
totalSat, selectedUtxos, err := selectInputs(amt, coins)
if err != nil {
return nil, 0, 0, err
}
var weightEstimate input.TxWeightEstimator
for _, utxo := range selectedUtxos {
switch utxo.AddressType {
case WitnessPubKey:
weightEstimate.AddP2WKHInput()
case NestedWitnessPubKey:
weightEstimate.AddNestedP2WKHInput()
default:
return nil, 0, 0, fmt.Errorf("unsupported "+
"address type: %v", utxo.AddressType)
}
}
// Channel funding multisig output is P2WSH.
weightEstimate.AddP2WSHOutput()
// At this point we've got two possibilities, either create a
// change output, or not. We'll first try without creating a
// change output.
//
// Estimate the fee required for a transaction without a change
// output.
totalWeight := int64(weightEstimate.Weight())
requiredFee := feeRate.FeeForWeight(totalWeight)
// For a transaction without a change output, we'll let everything go
// to our multi-sig output after subtracting fees.
outputAmt := totalSat - requiredFee
changeAmt := btcutil.Amount(0)
// If the the output is too small after subtracting the fee, the coin
// selection cannot be performed with an amount this small.
if outputAmt <= dustLimit {
return nil, 0, 0, fmt.Errorf("output amount(%v) after "+
"subtracting fees(%v) below dust limit(%v)", outputAmt,
requiredFee, dustLimit)
}
// We were able to create a transaction with no change from the
// selected inputs. We'll remember the resulting values for
// now, while we try to add a change output. Assume that change output
// is a P2WKH output.
weightEstimate.AddP2WKHOutput()
// Now that we have added the change output, redo the fee
// estimate.
totalWeight = int64(weightEstimate.Weight())
requiredFee = feeRate.FeeForWeight(totalWeight)
// For a transaction with a change output, everything we don't spend
// will go to change.
newChange := totalSat - amt
newOutput := amt - requiredFee
// If adding a change output leads to both outputs being above
// the dust limit, we'll add the change output. Otherwise we'll
// go with the no change tx we originally found.
if newChange > dustLimit && newOutput > dustLimit {
outputAmt = newOutput
changeAmt = newChange
}
// Sanity check the resulting output values to make sure we
// don't burn a great part to fees.
totalOut := outputAmt + changeAmt
fee := totalSat - totalOut
// Fail if more than 20% goes to fees.
// TODO(halseth): smarter fee limit. Make configurable or dynamic wrt
// total funding size?
if fee > totalOut/5 {
return nil, 0, 0, fmt.Errorf("fee %v on total output"+
"value %v", fee, totalOut)
}
return selectedUtxos, outputAmt, changeAmt, nil
}
// ValidateChannel will attempt to fully validate a newly mined channel, given
// its funding transaction and existing channel state. If this method returns
// an error, then the mined channel is invalid, and shouldn't be used.