sweep: add mergeClusters

sweep/sweeper.go

@@ -144,6 +144,7 @@ type pendingInputs = map[wire.OutPoint]*pendingInput
 // inputCluster is a helper struct to gather a set of pending inputs that should
 // be swept with the specified fee rate.
 type inputCluster struct {
+	lockTime     *uint32
 	sweepFeeRate chainfee.SatPerKWeight
 	inputs       pendingInputs
 }
@@ -833,6 +834,99 @@ func (s *UtxoSweeper) clusterBySweepFeeRate(inputs pendingInputs) []inputCluster
 	return inputClusters
 }
 
+// zipClusters merges pairwise clusters from as and bs such that cluster a from
+// as is merged with a cluster from bs that has at least the fee rate of a.
+// This to ensure we don't delay confirmation by decreasing the fee rate (the
+// lock time inputs are typically second level HTLC transactions, that are time
+// sensitive).
+func zipClusters(as, bs []inputCluster) []inputCluster {
+	// Sort the clusters by decreasing fee rates.
+	sort.Slice(as, func(i, j int) bool {
+		return as[i].sweepFeeRate >
+			as[j].sweepFeeRate
+	})
+	sort.Slice(bs, func(i, j int) bool {
+		return bs[i].sweepFeeRate >
+			bs[j].sweepFeeRate
+	})
+
+	var (
+		finalClusters []inputCluster
+		j             int
+	)
+
+	// Go through each cluster in as, and merge with the next one from bs
+	// if it has at least the fee rate needed.
+	for i := range as {
+		a := as[i]
+
+		switch {
+
+		// If the fee rate for the next one from bs is at least a's, we
+		// merge.
+		case j < len(bs) && bs[j].sweepFeeRate >= a.sweepFeeRate:
+			merged := mergeClusters(a, bs[j])
+			finalClusters = append(finalClusters, merged...)
+
+			// Increment j for the next round.
+			j++
+
+		// We did not merge, meaning all the remining clusters from bs
+		// have lower fee rate. Instead we add a directly to the final
+		// clusters.
+		default:
+			finalClusters = append(finalClusters, a)
+		}
+	}
+
+	// Add any remaining clusters from bs.
+	for ; j < len(bs); j++ {
+		b := bs[j]
+		finalClusters = append(finalClusters, b)
+	}
+
+	return finalClusters
+}
+
+// mergeClusters attempts to merge cluster a and b if they are compatible. The
+// new cluster will have the locktime set if a or b had a locktime set, and a
+// sweep fee rate that is the maximum of a and b's. If the two clusters are not
+// compatible, they will be returned unchanged.
+func mergeClusters(a, b inputCluster) []inputCluster {
+	newCluster := inputCluster{}
+
+	switch {
+
+	// Incompatible locktimes, return the sets without merging them.
+	case a.lockTime != nil && b.lockTime != nil && *a.lockTime != *b.lockTime:
+		return []inputCluster{a, b}
+
+	case a.lockTime != nil:
+		newCluster.lockTime = a.lockTime
+
+	case b.lockTime != nil:
+		newCluster.lockTime = b.lockTime
+	}
+
+	if a.sweepFeeRate > b.sweepFeeRate {
+		newCluster.sweepFeeRate = a.sweepFeeRate
+	} else {
+		newCluster.sweepFeeRate = b.sweepFeeRate
+	}
+
+	newCluster.inputs = make(pendingInputs)
+
+	for op, in := range a.inputs {
+		newCluster.inputs[op] = in
+	}
+
+	for op, in := range b.inputs {
+		newCluster.inputs[op] = in
+	}
+
+	return []inputCluster{newCluster}
+}
+
 // scheduleSweep starts the sweep timer to create an opportunity for more inputs
 // to be added.
 func (s *UtxoSweeper) scheduleSweep(currentHeight int32) error {

sweep/sweeper_test.go

@@ -2,6 +2,7 @@ package sweep
 
 import (
 	"os"
+	"reflect"
 	"runtime/debug"
 	"runtime/pprof"
 	"testing"
@@ -11,6 +12,7 @@ import (
 	"github.com/btcsuite/btcd/chaincfg/chainhash"
 	"github.com/btcsuite/btcd/wire"
 	"github.com/btcsuite/btcutil"
+	"github.com/davecgh/go-spew/spew"
 	"github.com/lightningnetwork/lnd/build"
 	"github.com/lightningnetwork/lnd/input"
 	"github.com/lightningnetwork/lnd/keychain"
@@ -1376,3 +1378,221 @@ func TestCpfp(t *testing.T) {
 
 	ctx.finish(1)
 }
+
+var (
+	testInputsA = pendingInputs{
+		wire.OutPoint{Hash: chainhash.Hash{}, Index: 0}: &pendingInput{},
+		wire.OutPoint{Hash: chainhash.Hash{}, Index: 1}: &pendingInput{},
+		wire.OutPoint{Hash: chainhash.Hash{}, Index: 2}: &pendingInput{},
+	}
+
+	testInputsB = pendingInputs{
+		wire.OutPoint{Hash: chainhash.Hash{}, Index: 10}: &pendingInput{},
+		wire.OutPoint{Hash: chainhash.Hash{}, Index: 11}: &pendingInput{},
+		wire.OutPoint{Hash: chainhash.Hash{}, Index: 12}: &pendingInput{},
+	}
+
+	testInputsC = pendingInputs{
+		wire.OutPoint{Hash: chainhash.Hash{}, Index: 0}:  &pendingInput{},
+		wire.OutPoint{Hash: chainhash.Hash{}, Index: 1}:  &pendingInput{},
+		wire.OutPoint{Hash: chainhash.Hash{}, Index: 2}:  &pendingInput{},
+		wire.OutPoint{Hash: chainhash.Hash{}, Index: 10}: &pendingInput{},
+		wire.OutPoint{Hash: chainhash.Hash{}, Index: 11}: &pendingInput{},
+		wire.OutPoint{Hash: chainhash.Hash{}, Index: 12}: &pendingInput{},
+	}
+)
+
+// TestMergeClusters check that we properly can merge clusters together,
+// according to their required locktime.
+func TestMergeClusters(t *testing.T) {
+	t.Parallel()
+
+	lockTime1 := uint32(100)
+	lockTime2 := uint32(200)
+
+	testCases := []struct {
+		name string
+		a    inputCluster
+		b    inputCluster
+		res  []inputCluster
+	}{
+		{
+			name: "max fee rate",
+			a: inputCluster{
+				sweepFeeRate: 5000,
+				inputs:       testInputsA,
+			},
+			b: inputCluster{
+				sweepFeeRate: 7000,
+				inputs:       testInputsB,
+			},
+			res: []inputCluster{
+				{
+					sweepFeeRate: 7000,
+					inputs:       testInputsC,
+				},
+			},
+		},
+		{
+			name: "same locktime",
+			a: inputCluster{
+				lockTime:     &lockTime1,
+				sweepFeeRate: 5000,
+				inputs:       testInputsA,
+			},
+			b: inputCluster{
+				lockTime:     &lockTime1,
+				sweepFeeRate: 7000,
+				inputs:       testInputsB,
+			},
+			res: []inputCluster{
+				{
+					lockTime:     &lockTime1,
+					sweepFeeRate: 7000,
+					inputs:       testInputsC,
+				},
+			},
+		},
+		{
+			name: "diff locktime",
+			a: inputCluster{
+				lockTime:     &lockTime1,
+				sweepFeeRate: 5000,
+				inputs:       testInputsA,
+			},
+			b: inputCluster{
+				lockTime:     &lockTime2,
+				sweepFeeRate: 7000,
+				inputs:       testInputsB,
+			},
+			res: []inputCluster{
+				{
+					lockTime:     &lockTime1,
+					sweepFeeRate: 5000,
+					inputs:       testInputsA,
+				},
+				{
+					lockTime:     &lockTime2,
+					sweepFeeRate: 7000,
+					inputs:       testInputsB,
+				},
+			},
+		},
+	}
+
+	for _, test := range testCases {
+		merged := mergeClusters(test.a, test.b)
+		if !reflect.DeepEqual(merged, test.res) {
+			t.Fatalf("[%s] unexpected result: %v",
+				test.name, spew.Sdump(merged))
+		}
+	}
+}
+
+// TestZipClusters tests that we can merge lists of inputs clusters correctly.
+func TestZipClusters(t *testing.T) {
+	t.Parallel()
+
+	createCluster := func(inp pendingInputs, f chainfee.SatPerKWeight) inputCluster {
+		return inputCluster{
+			sweepFeeRate: f,
+			inputs:       inp,
+		}
+	}
+
+	testCases := []struct {
+		name string
+		as   []inputCluster
+		bs   []inputCluster
+		res  []inputCluster
+	}{
+		{
+			name: "merge A into B",
+			as: []inputCluster{
+				createCluster(testInputsA, 5000),
+			},
+			bs: []inputCluster{
+				createCluster(testInputsB, 7000),
+			},
+			res: []inputCluster{
+				createCluster(testInputsC, 7000),
+			},
+		},
+		{
+			name: "A can't merge with B",
+			as: []inputCluster{
+				createCluster(testInputsA, 7000),
+			},
+			bs: []inputCluster{
+				createCluster(testInputsB, 5000),
+			},
+			res: []inputCluster{
+				createCluster(testInputsA, 7000),
+				createCluster(testInputsB, 5000),
+			},
+		},
+		{
+			name: "empty bs",
+			as: []inputCluster{
+				createCluster(testInputsA, 7000),
+			},
+			bs: []inputCluster{},
+			res: []inputCluster{
+				createCluster(testInputsA, 7000),
+			},
+		},
+		{
+			name: "empty as",
+			as:   []inputCluster{},
+			bs: []inputCluster{
+				createCluster(testInputsB, 5000),
+			},
+			res: []inputCluster{
+				createCluster(testInputsB, 5000),
+			},
+		},
+
+		{
+			name: "zip 3xA into 3xB",
+			as: []inputCluster{
+				createCluster(testInputsA, 5000),
+				createCluster(testInputsA, 5000),
+				createCluster(testInputsA, 5000),
+			},
+			bs: []inputCluster{
+				createCluster(testInputsB, 7000),
+				createCluster(testInputsB, 7000),
+				createCluster(testInputsB, 7000),
+			},
+			res: []inputCluster{
+				createCluster(testInputsC, 7000),
+				createCluster(testInputsC, 7000),
+				createCluster(testInputsC, 7000),
+			},
+		},
+		{
+			name: "zip A into 3xB",
+			as: []inputCluster{
+				createCluster(testInputsA, 2500),
+			},
+			bs: []inputCluster{
+				createCluster(testInputsB, 3000),
+				createCluster(testInputsB, 2000),
+				createCluster(testInputsB, 1000),
+			},
+			res: []inputCluster{
+				createCluster(testInputsC, 3000),
+				createCluster(testInputsB, 2000),
+				createCluster(testInputsB, 1000),
+			},
+		},
+	}
+
+	for _, test := range testCases {
+		zipped := zipClusters(test.as, test.bs)
+		if !reflect.DeepEqual(zipped, test.res) {
+			t.Fatalf("[%s] unexpected result: %v",
+				test.name, spew.Sdump(zipped))
+		}
+	}
+}