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Refactor FeeEstimator to introduce local target variants #352

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merged 2 commits into from
Aug 30, 2024
Merged

Refactor FeeEstimator to introduce local target variants #352

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7202c83
Make `Wallet` and `WalletKeysManager` `pub(crate)`
tnull Aug 30, 2024
42a695e
Refactor `FeeEstimator` to introduce local target variants
tnull Aug 30, 2024
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4 changes: 2 additions & 2 deletions src/event.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,7 @@ use crate::{
};

use crate::connection::ConnectionManager;
use crate::fee_estimator::ConfirmationTarget;

use crate::payment::store::{
PaymentDetails, PaymentDetailsUpdate, PaymentDirection, PaymentKind, PaymentStatus,
Expand All @@ -18,7 +19,6 @@ use crate::io::{
};
use crate::logger::{log_debug, log_error, log_info, Logger};

use lightning::chain::chaininterface::ConfirmationTarget;
use lightning::events::bump_transaction::BumpTransactionEvent;
use lightning::events::{ClosureReason, PaymentPurpose};
use lightning::events::{Event as LdkEvent, PaymentFailureReason};
Expand Down Expand Up @@ -398,7 +398,7 @@ where
} => {
// Construct the raw transaction with the output that is paid the amount of the
// channel.
let confirmation_target = ConfirmationTarget::NonAnchorChannelFee;
let confirmation_target = ConfirmationTarget::ChannelFunding;

// We set nLockTime to the current height to discourage fee sniping.
let cur_height = self.channel_manager.current_best_block().height;
Expand Down
111 changes: 80 additions & 31 deletions src/fee_estimator.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -2,9 +2,9 @@ use crate::config::FEE_RATE_CACHE_UPDATE_TIMEOUT_SECS;
use crate::logger::{log_error, log_trace, Logger};
use crate::{Config, Error};

use lightning::chain::chaininterface::{
ConfirmationTarget, FeeEstimator, FEERATE_FLOOR_SATS_PER_KW,
};
use lightning::chain::chaininterface::ConfirmationTarget as LdkConfirmationTarget;
use lightning::chain::chaininterface::FeeEstimator as LdkFeeEstimator;
use lightning::chain::chaininterface::FEERATE_FLOOR_SATS_PER_KW;

use bdk::FeeRate;
use esplora_client::AsyncClient as EsploraClient;
Expand All @@ -17,6 +17,26 @@ use std::ops::Deref;
use std::sync::{Arc, RwLock};
use std::time::Duration;

#[derive(Clone, Copy, Debug, Hash, PartialEq, Eq)]
pub(crate) enum ConfirmationTarget {
/// The default target for onchain payments.
OnchainPayment,
/// The target used for funding transactions.
ChannelFunding,
/// Targets used by LDK.
Lightning(LdkConfirmationTarget),
}

pub(crate) trait FeeEstimator {
fn estimate_fee_rate(&self, confirmation_target: ConfirmationTarget) -> FeeRate;
}

impl From<LdkConfirmationTarget> for ConfirmationTarget {
fn from(value: LdkConfirmationTarget) -> Self {
Self::Lightning(value)
}
}

pub(crate) struct OnchainFeeEstimator<L: Deref>
where
L::Target: Logger,
Expand Down Expand Up @@ -61,23 +81,30 @@ where
}

let confirmation_targets = vec![
ConfirmationTarget::OnChainSweep,
ConfirmationTarget::MinAllowedAnchorChannelRemoteFee,
ConfirmationTarget::MinAllowedNonAnchorChannelRemoteFee,
ConfirmationTarget::AnchorChannelFee,
ConfirmationTarget::NonAnchorChannelFee,
ConfirmationTarget::ChannelCloseMinimum,
ConfirmationTarget::OutputSpendingFee,
ConfirmationTarget::OnchainPayment,
ConfirmationTarget::ChannelFunding,
LdkConfirmationTarget::OnChainSweep.into(),
LdkConfirmationTarget::MinAllowedAnchorChannelRemoteFee.into(),
LdkConfirmationTarget::MinAllowedNonAnchorChannelRemoteFee.into(),
LdkConfirmationTarget::AnchorChannelFee.into(),
LdkConfirmationTarget::NonAnchorChannelFee.into(),
LdkConfirmationTarget::ChannelCloseMinimum.into(),
LdkConfirmationTarget::OutputSpendingFee.into(),
];

for target in confirmation_targets {
let num_blocks = match target {
ConfirmationTarget::OnChainSweep => 6,
ConfirmationTarget::MinAllowedAnchorChannelRemoteFee => 1008,
ConfirmationTarget::MinAllowedNonAnchorChannelRemoteFee => 144,
ConfirmationTarget::AnchorChannelFee => 1008,
ConfirmationTarget::NonAnchorChannelFee => 12,
ConfirmationTarget::ChannelCloseMinimum => 144,
ConfirmationTarget::OutputSpendingFee => 12,
ConfirmationTarget::OnchainPayment => 6,
ConfirmationTarget::ChannelFunding => 12,
Comment on lines +97 to +98
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Seems like in practice the values are the same as before. Is this change to allow us to vary them in the future?

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@tnull tnull Aug 30, 2024 •
edited
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Yes, I intentionally left the behavior unchanged for now. This is really only an overdue refactor and also prepares for the LDK upgrade where we'll get more ConfirmationTargets and in particular will split OnChainSweep.

At some point in the future (probably when tackling #176), we'll revisit if the chosen defaults could be improved in any way, or if they are fine as is.

ConfirmationTarget::Lightning(ldk_target) => match ldk_target {
LdkConfirmationTarget::OnChainSweep => 6,
LdkConfirmationTarget::MinAllowedAnchorChannelRemoteFee => 1008,
LdkConfirmationTarget::MinAllowedNonAnchorChannelRemoteFee => 144,
LdkConfirmationTarget::AnchorChannelFee => 1008,
LdkConfirmationTarget::NonAnchorChannelFee => 12,
LdkConfirmationTarget::ChannelCloseMinimum => 144,
LdkConfirmationTarget::OutputSpendingFee => 12,
},
};

let converted_estimates =
Expand All @@ -96,7 +123,9 @@ where
// LDK 0.0.118 introduced changes to the `ConfirmationTarget` semantics that
// require some post-estimation adjustments to the fee rates, which we do here.
let adjusted_fee_rate = match target {
ConfirmationTarget::MinAllowedNonAnchorChannelRemoteFee => {
ConfirmationTarget::Lightning(
LdkConfirmationTarget::MinAllowedNonAnchorChannelRemoteFee,
) => {
let slightly_less_than_background =
fee_rate.fee_wu(Weight::from_wu(1000)) - 250;
FeeRate::from_sat_per_kwu(slightly_less_than_background as f32)
Expand All @@ -115,33 +144,53 @@ where
}
Ok(())
}
}

pub(crate) fn estimate_fee_rate(&self, confirmation_target: ConfirmationTarget) -> FeeRate {
impl<L: Deref> FeeEstimator for OnchainFeeEstimator<L>
where
L::Target: Logger,
{
fn estimate_fee_rate(&self, confirmation_target: ConfirmationTarget) -> FeeRate {
let locked_fee_rate_cache = self.fee_rate_cache.read().unwrap();

let fallback_sats_kwu = match confirmation_target {
ConfirmationTarget::OnChainSweep => 5000,
ConfirmationTarget::MinAllowedAnchorChannelRemoteFee => FEERATE_FLOOR_SATS_PER_KW,
ConfirmationTarget::MinAllowedNonAnchorChannelRemoteFee => FEERATE_FLOOR_SATS_PER_KW,
ConfirmationTarget::AnchorChannelFee => 500,
ConfirmationTarget::NonAnchorChannelFee => 1000,
ConfirmationTarget::ChannelCloseMinimum => 500,
ConfirmationTarget::OutputSpendingFee => 1000,
ConfirmationTarget::OnchainPayment => 5000,
ConfirmationTarget::ChannelFunding => 1000,
ConfirmationTarget::Lightning(ldk_target) => match ldk_target {
LdkConfirmationTarget::OnChainSweep => 5000,
LdkConfirmationTarget::MinAllowedAnchorChannelRemoteFee => {
FEERATE_FLOOR_SATS_PER_KW
},
LdkConfirmationTarget::MinAllowedNonAnchorChannelRemoteFee => {
FEERATE_FLOOR_SATS_PER_KW
},
LdkConfirmationTarget::AnchorChannelFee => 500,
LdkConfirmationTarget::NonAnchorChannelFee => 1000,
LdkConfirmationTarget::ChannelCloseMinimum => 500,
LdkConfirmationTarget::OutputSpendingFee => 1000,
},
};

// We'll fall back on this, if we really don't have any other information.
let fallback_rate = FeeRate::from_sat_per_kwu(fallback_sats_kwu as f32);

*locked_fee_rate_cache.get(&confirmation_target).unwrap_or(&fallback_rate)
let estimate = *locked_fee_rate_cache.get(&confirmation_target).unwrap_or(&fallback_rate);

// Currently we assume every transaction needs to at least be relayable, which is why we
// enforce a lower bound of `FEERATE_FLOOR_SATS_PER_KW`.
let weight_units = Weight::from_wu(1000);
FeeRate::from_wu(
estimate.fee_wu(weight_units).max(FEERATE_FLOOR_SATS_PER_KW as u64),
weight_units,
)
}
}

impl<L: Deref> FeeEstimator for OnchainFeeEstimator<L>
impl<L: Deref> LdkFeeEstimator for OnchainFeeEstimator<L>
where
L::Target: Logger,
{
fn get_est_sat_per_1000_weight(&self, confirmation_target: ConfirmationTarget) -> u32 {
(self.estimate_fee_rate(confirmation_target).fee_wu(Weight::from_wu(1000)) as u32)
.max(FEERATE_FLOOR_SATS_PER_KW)
fn get_est_sat_per_1000_weight(&self, confirmation_target: LdkConfirmationTarget) -> u32 {
self.estimate_fee_rate(confirmation_target.into()).fee_wu(Weight::from_wu(1000)) as u32
}
}
20 changes: 8 additions & 12 deletions src/wallet.rs
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Original file line number Diff line number Diff line change
@@ -1,9 +1,10 @@
use crate::logger::{log_error, log_info, log_trace, Logger};

use crate::config::BDK_WALLET_SYNC_TIMEOUT_SECS;
use crate::fee_estimator::{ConfirmationTarget, FeeEstimator};
use crate::Error;

use lightning::chain::chaininterface::{BroadcasterInterface, ConfirmationTarget, FeeEstimator};
use lightning::chain::chaininterface::BroadcasterInterface;

use lightning::events::bump_transaction::{Utxo, WalletSource};
use lightning::ln::msgs::{DecodeError, UnsignedGossipMessage};
Expand All @@ -18,8 +19,7 @@ use lightning::util::message_signing;
use bdk::blockchain::EsploraBlockchain;
use bdk::database::BatchDatabase;
use bdk::wallet::AddressIndex;
use bdk::{Balance, FeeRate};
use bdk::{SignOptions, SyncOptions};
use bdk::{Balance, SignOptions, SyncOptions};

use bitcoin::address::{Payload, WitnessVersion};
use bitcoin::bech32::u5;
Expand All @@ -43,7 +43,7 @@ enum WalletSyncStatus {
InProgress { subscribers: tokio::sync::broadcast::Sender<Result<(), Error>> },
}

pub struct Wallet<D, B: Deref, E: Deref, L: Deref>
pub(crate) struct Wallet<D, B: Deref, E: Deref, L: Deref>
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@jkczyz jkczyz Aug 29, 2024 •
edited
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Visibility control for Wallet and WalletKeysManager (below) seem unrelated to to the commits purpose.

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@tnull tnull Aug 30, 2024 •
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I thought so, too, but rustc 1.63 seemed to think otherwise (as the new FeeEstimator is pub(crate), it complained that I couldn't leak a pub(crate) trait in a pub struct, nevermind that in fact the module itself is pub(crate)). I now split the visibility changes out to their own commit though.

where
D: BatchDatabase,
B::Target: BroadcasterInterface,
Expand Down Expand Up @@ -153,9 +153,7 @@ where
&self, output_script: ScriptBuf, value_sats: u64, confirmation_target: ConfirmationTarget,
locktime: LockTime,
) -> Result<Transaction, Error> {
let fee_rate = FeeRate::from_sat_per_kwu(
self.fee_estimator.get_est_sat_per_1000_weight(confirmation_target) as f32,
);
let fee_rate = self.fee_estimator.estimate_fee_rate(confirmation_target);

let locked_wallet = self.inner.lock().unwrap();
let mut tx_builder = locked_wallet.build_tx();
Expand Down Expand Up @@ -240,10 +238,8 @@ where
pub(crate) fn send_to_address(
&self, address: &bitcoin::Address, amount_msat_or_drain: Option<u64>,
) -> Result<Txid, Error> {
let confirmation_target = ConfirmationTarget::OutputSpendingFee;
let fee_rate = FeeRate::from_sat_per_kwu(
self.fee_estimator.get_est_sat_per_1000_weight(confirmation_target) as f32,
);
let confirmation_target = ConfirmationTarget::OnchainPayment;
let fee_rate = self.fee_estimator.estimate_fee_rate(confirmation_target);

let tx = {
let locked_wallet = self.inner.lock().unwrap();
Expand Down Expand Up @@ -485,7 +481,7 @@ where

/// Similar to [`KeysManager`], but overrides the destination and shutdown scripts so they are
/// directly spendable by the BDK wallet.
pub struct WalletKeysManager<D, B: Deref, E: Deref, L: Deref>
pub(crate) struct WalletKeysManager<D, B: Deref, E: Deref, L: Deref>
where
D: BatchDatabase,
B::Target: BroadcasterInterface,
Expand Down
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