63fe8aec5b
In this commit, we fix an existing bug. The fee estimation within bitcoind is based on fee/KB (1000), not fee/KiB (1024). Pointed out by @dabura667.
347 lines
11 KiB
Go
347 lines
11 KiB
Go
package lnwallet
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import (
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"encoding/json"
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"github.com/roasbeef/btcd/blockchain"
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"github.com/roasbeef/btcd/rpcclient"
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"github.com/roasbeef/btcutil"
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)
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// FeeEstimator provides the ability to estimate on-chain transaction fees for
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// various combinations of transaction sizes and desired confirmation time
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// (measured by number of blocks).
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type FeeEstimator interface {
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// EstimateFeePerByte takes in a target for the number of blocks until
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// an initial confirmation and returns the estimated fee expressed in
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// satoshis/byte.
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EstimateFeePerByte(numBlocks uint32) (btcutil.Amount, error)
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// EstimateFeePerWeight takes in a target for the number of blocks
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// until an initial confirmation and returns the estimated fee
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// expressed in satoshis/weight.
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EstimateFeePerWeight(numBlocks uint32) (btcutil.Amount, error)
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// Start signals the FeeEstimator to start any processes or goroutines
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// it needs to perform its duty.
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Start() error
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// Stop stops any spawned goroutines and cleans up the resources used
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// by the fee estimator.
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Stop() error
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}
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// StaticFeeEstimator will return a static value for all fee calculation
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// requests. It is designed to be replaced by a proper fee calculation
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// implementation.
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type StaticFeeEstimator struct {
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// FeeRate is the static fee rate in satoshis-per-byte that will be
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// returned by this fee estimator. Queries for the fee rate in weight
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// units will be scaled accordingly.
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FeeRate btcutil.Amount
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}
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// EstimateFeePerByte will return a static value for fee calculations.
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//
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// NOTE: This method is part of the FeeEstimator interface.
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func (e StaticFeeEstimator) EstimateFeePerByte(numBlocks uint32) (btcutil.Amount, error) {
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return e.FeeRate, nil
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}
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// EstimateFeePerWeight will return a static value for fee calculations.
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//
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// NOTE: This method is part of the FeeEstimator interface.
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func (e StaticFeeEstimator) EstimateFeePerWeight(numBlocks uint32) (btcutil.Amount, error) {
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return e.FeeRate / blockchain.WitnessScaleFactor, nil
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}
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// Start signals the FeeEstimator to start any processes or goroutines
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// it needs to perform its duty.
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//
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// NOTE: This method is part of the FeeEstimator interface.
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func (e StaticFeeEstimator) Start() error {
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return nil
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}
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// Stop stops any spawned goroutines and cleans up the resources used
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// by the fee estimator.
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//
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// NOTE: This method is part of the FeeEstimator interface.
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func (e StaticFeeEstimator) Stop() error {
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return nil
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}
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// A compile-time assertion to ensure that StaticFeeEstimator implements the
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// FeeEstimator interface.
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var _ FeeEstimator = (*StaticFeeEstimator)(nil)
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// BtcdFeeEstimator is an implementation of the FeeEstimator interface backed
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// by the RPC interface of an active btcd node. This implementation will proxy
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// any fee estimation requests to btcd's RPC interface.
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type BtcdFeeEstimator struct {
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// fallBackFeeRate is the fall back fee rate in satoshis per byte that
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// is returned if the fee estimator does not yet have enough data to
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// actually produce fee estimates.
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fallBackFeeRate btcutil.Amount
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btcdConn *rpcclient.Client
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}
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// NewBtcdFeeEstimator creates a new BtcdFeeEstimator given a fully populated
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// rpc config that is able to successfully connect and authenticate with the
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// btcd node, and also a fall back fee rate. The fallback fee rate is used in
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// the occasion that the estimator has insufficient data, or returns zero for a
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// fee estimate.
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func NewBtcdFeeEstimator(rpcConfig rpcclient.ConnConfig,
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fallBackFeeRate btcutil.Amount) (*BtcdFeeEstimator, error) {
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rpcConfig.DisableConnectOnNew = true
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rpcConfig.DisableAutoReconnect = false
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chainConn, err := rpcclient.New(&rpcConfig, nil)
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if err != nil {
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return nil, err
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}
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return &BtcdFeeEstimator{
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fallBackFeeRate: fallBackFeeRate,
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btcdConn: chainConn,
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}, nil
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}
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// Start signals the FeeEstimator to start any processes or goroutines
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// it needs to perform its duty.
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//
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// NOTE: This method is part of the FeeEstimator interface.
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func (b *BtcdFeeEstimator) Start() error {
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if err := b.btcdConn.Connect(20); err != nil {
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return err
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}
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return nil
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}
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// Stop stops any spawned goroutines and cleans up the resources used
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// by the fee estimator.
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//
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// NOTE: This method is part of the FeeEstimator interface.
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func (b *BtcdFeeEstimator) Stop() error {
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b.btcdConn.Shutdown()
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return nil
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}
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// EstimateFeePerByte takes in a target for the number of blocks until an
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// initial confirmation and returns the estimated fee expressed in
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// satoshis/byte.
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func (b *BtcdFeeEstimator) EstimateFeePerByte(numBlocks uint32) (btcutil.Amount, error) {
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feeEstimate, err := b.fetchEstimatePerByte(numBlocks)
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switch {
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// If the estimator doesn't have enough data, or returns an error, then
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// to return a proper value, then we'll return the default fall back
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// fee rate.
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case err != nil:
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walletLog.Errorf("unable to query estimator: %v", err)
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fallthrough
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case feeEstimate == 0:
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return b.fallBackFeeRate, nil
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}
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return feeEstimate, nil
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}
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// EstimateFeePerWeight takes in a target for the number of blocks until an
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// initial confirmation and returns the estimated fee expressed in
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// satoshis/weight.
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func (b *BtcdFeeEstimator) EstimateFeePerWeight(numBlocks uint32) (btcutil.Amount, error) {
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feePerByte, err := b.EstimateFeePerByte(numBlocks)
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if err != nil {
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return 0, err
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}
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// We'll scale down the fee per byte to fee per weight, as for each raw
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// byte, there's 1/4 unit of weight mapped to it.
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satWeight := feePerByte / blockchain.WitnessScaleFactor
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// If this ends up scaling down to a zero sat/weight amount, then we'll
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// use the default fallback fee rate.
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if satWeight == 0 {
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return b.fallBackFeeRate / blockchain.WitnessScaleFactor, nil
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}
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return satWeight, nil
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}
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// fetchEstimate returns a fee estimate for a transaction be be confirmed in
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// confTarget blocks. The estimate is returned in sat/byte.
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func (b *BtcdFeeEstimator) fetchEstimatePerByte(confTarget uint32) (btcutil.Amount, error) {
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// First, we'll fetch the estimate for our confirmation target.
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btcPerKB, err := b.btcdConn.EstimateFee(int64(confTarget))
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if err != nil {
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return 0, err
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}
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// Next, we'll convert the returned value to satoshis, as it's
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// currently returned in BTC.
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satPerKB, err := btcutil.NewAmount(btcPerKB)
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if err != nil {
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return 0, err
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}
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// The value returned is expressed in fees per KB, while we want
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// fee-per-byte, so we'll divide by 1024 to map to satoshis-per-byte
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// before returning the estimate.
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satPerByte := satPerKB / 1024
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walletLog.Debugf("Returning %v sat/byte for conf target of %v",
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int64(satPerByte), confTarget)
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return satPerByte, nil
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}
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// A compile-time assertion to ensure that BtcdFeeEstimator implements the
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// FeeEstimator interface.
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var _ FeeEstimator = (*BtcdFeeEstimator)(nil)
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// BitcoindFeeEstimator is an implementation of the FeeEstimator interface
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// backed by the RPC interface of an active bitcoind node. This implementation
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// will proxy any fee estimation requests to bitcoind's RPC interace.
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type BitcoindFeeEstimator struct {
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// fallBackFeeRate is the fall back fee rate in satoshis per byte that
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// is returned if the fee estimator does not yet have enough data to
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// actually produce fee estimates.
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fallBackFeeRate btcutil.Amount
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bitcoindConn *rpcclient.Client
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}
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// NewBitcoindFeeEstimator creates a new BitcoindFeeEstimator given a fully
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// populated rpc config that is able to successfully connect and authenticate
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// with the bitcoind node, and also a fall back fee rate. The fallback fee rate
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// is used in the occasion that the estimator has insufficient data, or returns
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// zero for a fee estimate.
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func NewBitcoindFeeEstimator(rpcConfig rpcclient.ConnConfig,
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fallBackFeeRate btcutil.Amount) (*BitcoindFeeEstimator, error) {
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rpcConfig.DisableConnectOnNew = true
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rpcConfig.DisableAutoReconnect = false
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rpcConfig.DisableTLS = true
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rpcConfig.HTTPPostMode = true
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chainConn, err := rpcclient.New(&rpcConfig, nil)
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if err != nil {
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return nil, err
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}
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return &BitcoindFeeEstimator{
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fallBackFeeRate: fallBackFeeRate,
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bitcoindConn: chainConn,
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}, nil
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}
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// Start signals the FeeEstimator to start any processes or goroutines
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// it needs to perform its duty.
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//
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// NOTE: This method is part of the FeeEstimator interface.
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func (b *BitcoindFeeEstimator) Start() error {
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return nil
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}
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// Stop stops any spawned goroutines and cleans up the resources used
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// by the fee estimator.
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//
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// NOTE: This method is part of the FeeEstimator interface.
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func (b *BitcoindFeeEstimator) Stop() error {
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return nil
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}
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// EstimateFeePerByte takes in a target for the number of blocks until an
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// initial confirmation and returns the estimated fee expressed in
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// satoshis/byte.
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func (b *BitcoindFeeEstimator) EstimateFeePerByte(numBlocks uint32) (btcutil.Amount, error) {
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feeEstimate, err := b.fetchEstimatePerByte(numBlocks)
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switch {
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// If the estimator doesn't have enough data, or returns an error, then
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// to return a proper value, then we'll return the default fall back
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// fee rate.
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case err != nil:
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walletLog.Errorf("unable to query estimator: %v", err)
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fallthrough
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case feeEstimate == 0:
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return b.fallBackFeeRate, nil
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}
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return feeEstimate, nil
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}
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// EstimateFeePerWeight takes in a target for the number of blocks until an
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// initial confirmation and returns the estimated fee expressed in
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// satoshis/weight.
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func (b *BitcoindFeeEstimator) EstimateFeePerWeight(numBlocks uint32) (btcutil.Amount, error) {
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feePerByte, err := b.EstimateFeePerByte(numBlocks)
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if err != nil {
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return 0, err
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}
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// We'll scale down the fee per byte to fee per weight, as for each raw
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// byte, there's 1/4 unit of weight mapped to it.
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satWeight := feePerByte / blockchain.WitnessScaleFactor
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// If this ends up scaling down to a zero sat/weight amount, then we'll
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// use the default fallback fee rate.
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// TODO(aakselrod): maybe use the per-byte rate if it's non-zero?
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// Otherwise, we can return a higher sat/byte than sat/weight.
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if satWeight == 0 {
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return b.fallBackFeeRate / blockchain.WitnessScaleFactor, nil
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}
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return satWeight, nil
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}
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// fetchEstimate returns a fee estimate for a transaction be be confirmed in
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// confTarget blocks. The estimate is returned in sat/byte.
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func (b *BitcoindFeeEstimator) fetchEstimatePerByte(confTarget uint32) (btcutil.Amount, error) {
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// First, we'll send an "estimatesmartfee" command as a raw request,
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// since it isn't supported by btcd but is available in bitcoind.
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target, err := json.Marshal(uint64(confTarget))
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if err != nil {
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return 0, err
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}
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// TODO: Allow selection of economical/conservative modifiers.
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resp, err := b.bitcoindConn.RawRequest("estimatesmartfee",
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[]json.RawMessage{target})
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if err != nil {
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return 0, err
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}
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// Next, we'll parse the response to get the BTC per KB.
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feeEstimate := struct {
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Feerate float64 `json:"feerate"`
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}{}
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err = json.Unmarshal(resp, &feeEstimate)
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if err != nil {
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return 0, err
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}
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// Next, we'll convert the returned value to satoshis, as it's
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// currently returned in BTC.
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satPerKB, err := btcutil.NewAmount(feeEstimate.Feerate)
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if err != nil {
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return 0, err
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}
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// The value returned is expressed in fees per KB, while we want
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// fee-per-byte, so we'll divide by 1000 to map to satoshis-per-byte
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// before returning the estimate.
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satPerByte := satPerKB / 1000
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walletLog.Debugf("Returning %v sat/byte for conf target of %v",
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int64(satPerByte), confTarget)
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return satPerByte, nil
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}
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// A compile-time assertion to ensure that BitcoindFeeEstimator implements the
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// FeeEstimator interface.
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var _ FeeEstimator = (*BitcoindFeeEstimator)(nil)
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