Fix min relay fee to be 1s/vB #3457

arik-so · 2024-12-11T06:31:12Z

Bitcoin Core relay policy does not require 16s/vB, which it was
previously set to.

This should address #3438.

codecov · 2024-12-12T06:09:13Z

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 89.04%. Comparing base (2c5a1f6) to head (92fa97b).
Report is 39 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #3457      +/-   ##
==========================================
+ Coverage   88.43%   89.04%   +0.60%     
==========================================
  Files         149      149              
  Lines      113302   118322    +5020     
  Branches   113302   118322    +5020     
==========================================
+ Hits       100203   105362    +5159     
+ Misses      10631    10511     -120     
+ Partials     2468     2449      -19

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tankyleo · 2024-12-18T19:37:04Z

lightning/src/chain/chaininterface.rs

@@ -176,7 +176,7 @@ pub trait FeeEstimator {
 }

 /// Minimum relay fee as required by bitcoin network mempool policy.
-pub const MIN_RELAY_FEE_SAT_PER_1000_WEIGHT: u64 = 4000;
+pub const MIN_RELAY_FEE_SAT_PER_1000_WEIGHT: u64 = 253;


Could we delete this in favor of FEERATE_FLOOR_SATS_PER_KW below ? Different types, but same number.

I don't think we can, because one is the regular broadcast fee rate, and the other is the eviction/incremental fee rate per RBF rule 4 (https://gist.github.com/glozow/25d9662c52453bd08b4b4b1d3783b9ff)

that said, looking at these values

"mempoolminfee": 0.00001373, "minrelaytxfee": 0.00001000, "incrementalrelayfee": 0.00001000

I don't know when minrelaytxfee and incrementalrelayfee wouldn't align short of an explicit config change.

Thank you where did you find them ? I've been grepping the bitcoin repo, can't see them.

I agree these are two different settings - I suggest we clarify one of them is the incremental fee rate, the other is the broadcast fee rate, as you've described - "MIN_RELAY_FEE" and "FEERATE_FLOOR" is a little too similar.

oh I just called getmempoolinfo on my node's RPC lol

fair point, honestly both names suck

could use the names from bitcoin core, minrelaytxfee and incrementalrelayfee

let's start with renaming minrelaytxfee to incrementalrelayfee for now, and we can get more ambitious with the other one in a separate PR

morehouse

It would be good to add some unit tests for feerate_bump.

morehouse · 2024-12-19T16:25:11Z

lightning/src/ln/functional_tests.rs

@@ -1312,18 +1312,21 @@ fn test_duplicate_htlc_different_direction_onchain() {

 	let chan_1 = create_announced_chan_between_nodes(&nodes, 0, 1);

+	let payment_value_sats = 546;


Why was the value changed to 546?

Also the naming is bound to cause confusion: payment_value_sats sounds like it should correspond to the same payment as the payment_preimage and payment_hash variables, but it actually is a different payment.

Also, we should define the variables closer to where they are used.

I added a comment explaining the reasoning, and revised the variable once again. The fee bumping was succeeding much more often with the lower minrelayfee, resulting in indeterminism depending on whether the block connection style skipped intermediates or not. Now the value is fine-tuned to accommodate a single 25% fee bump.

morehouse · 2024-12-19T16:34:00Z

lightning/src/ln/functional_tests.rs

+	assert!(claim_txn.len() >= 3);
+	assert!(claim_txn.len() <= 5);


Shouldn't the claim transactions be deterministic? Why are we accepting a range of transactions now?

It would be good to add a comment explaining the transactions expected to be broadcast.

Funnily enough, with intermediate blocks being skipped, it is theoretically fine to have non-determinism, but I adjusted the values such that it can only happen once.

morehouse · 2024-12-19T16:44:06Z

lightning/src/ln/functional_tests.rs

+		let htlc_value_a_msats = 847_000;
+		let htlc_value_b_msats = 546_000;


Why are the payment values changed?

I added a comment explaining these. In principle they don't even have to differ, but both 842 and 843 only allow one bump. I could make one of them the necessary satoshi amount for two bumps - 1 if you like?

morehouse · 2024-12-19T16:45:46Z

lightning/src/ln/functional_tests.rs

-	assert_eq!(remote_txn[0].input[0].previous_output.txid, chan.3.compute_txid());
+		let chan = create_announced_chan_between_nodes_with_value(&nodes, 0, 1, 1000000, 59000000);
+		let (payment_preimage, payment_hash, ..) = route_payment(&nodes[0], &[&nodes[1]], htlc_value_a_msats);
+		route_payment(&nodes[1], &vec!(&nodes[0])[..], htlc_value_b_msats).0;


Return value is unused.

Suggested change

route_payment(&nodes[1], &vec!(&nodes[0])[..], htlc_value_b_msats).0;

route_payment(&nodes[1], &vec!(&nodes[0])[..], htlc_value_b_msats);

morehouse · 2024-12-19T17:00:46Z

lightning/src/ln/functional_tests.rs

-		assert_eq!(node_txn.len(), 3);
+		//   plus, depending on the block connection style, two further bumps
+		assert!(node_txn.len() >= 3);
+		assert!(node_txn.len() <= 6);


If additional bumps can occur, we should verify all of them below (not just the first bump).

They no longer should be able to.

morehouse · 2024-12-19T17:06:44Z

lightning/src/ln/functional_tests.rs

 		//   preimage and timeout sweeps from remote commitment + preimage sweep bump
-		assert_eq!(node_txn.len(), 3);
+		//   plus, depending on the block connection style, two further bumps


So the bumping strategy can vary depending on how the user calls the block connection APIs?

How specifically is bumping affected, and could this lead to transactions not confirming in time?

So technically it's not the bumping strategy as the block connection strategy. The bumping strategy is technically the same, but in one case there's a time jump and it lacks the opportunity to attempt intermediate bumps.

morehouse

I still think it would be good to have unit tests specifically for feerate_bump.

The CI incremental-mutants failure provides further evidence that such unit tests would be beneficial.

morehouse · 2025-01-17T18:24:10Z

lightning/src/chain/package.rs

+	}
+
+	let new_feerate = new_fee * 1000 / predicted_weight;
+	log_trace!(logger, "Fee rate bumped by {}s from {} s/KWU ({} s) to {} s/KWU ({} s) (naive: {} s/KWU ({} s))", new_fee - previous_fee, previous_feerate, previous_fee, new_feerate, new_fee, naive_new_feerate, naive_new_fee);


This naive feerate/fee logging is a little confusing. IMO we could just remove it.

I felt it was quite valuable for debugging purposes seeing whether the bump would be failing simply due to the 25% increment or due to the incremental relay fee. Do you think perhaps a different phrasing might help?

I think the log message you added above clarifies things. We can remove the "(naive: ..)" logging from this log line now.

arik-so · 2025-01-17T19:01:35Z

You're right, I was just tinkering with some values for the test. The potential list of confirmation target / fee strategy combinations would be rather exhaustive, so I focused on the main scenario that was not previously being caught, but let me know if there are others you think I should add to the test.

morehouse

Did the unit tests pass for you locally? At least one of them looks incorrect to me.

Also, I'm not sure we should be relying so heavily on pattern matching the logs. feerate_bump is a pure function that we should be able to test by verifying outputs alone.

morehouse · 2025-01-17T19:12:03Z

lightning/src/chain/package.rs

+	}
+
+	let new_feerate = new_fee * 1000 / predicted_weight;
+	log_trace!(logger, "Fee rate bumped by {}s from {} s/KWU ({} s) to {} s/KWU ({} s) (naive: {} s/KWU ({} s))", new_fee - previous_fee, previous_feerate, previous_fee, new_feerate, new_fee, naive_new_feerate, naive_new_fee);


I think the log message you added above clarifies things. We can remove the "(naive: ..)" logging from this log line now.

morehouse · 2025-01-17T19:13:27Z

lightning/src/chain/package.rs

+
+	let remaining_output_amount = input_amounts - new_fee;
+	if remaining_output_amount < dust_limit_sats {
+		log_warn!(logger, "Can't new-estimation bump new claiming tx, output amount {} would end up below dust threshold {}", remaining_output_amount, dust_limit_sats);


Nit: "new-estimation bump" seems confusing.

Suggested change

log_warn!(logger, "Can't new-estimation bump new claiming tx, output amount {} would end up below dust threshold {}", remaining_output_amount, dust_limit_sats);

log_warn!(logger, "Can't bump new claiming tx, output amount {} would end up below dust threshold {}", remaining_output_amount, dust_limit_sats);

morehouse · 2025-01-17T19:23:59Z

lightning/src/chain/package.rs

+
+				let remaining_output_amount = input_amounts - bumped_fee;
+				if remaining_output_amount < dust_limit_sats {
+					log_warn!(logger, "Can't new-estimation bump new claiming tx, output amount {} would end up below dust threshold {}", remaining_output_amount, dust_limit_sats);


Nit: "new-estimation bump" seems confusing.

Suggested change

log_warn!(logger, "Can't new-estimation bump new claiming tx, output amount {} would end up below dust threshold {}", remaining_output_amount, dust_limit_sats);

log_warn!(logger, "Can't bump new claiming tx, output amount {} would end up below dust threshold {}", remaining_output_amount, dust_limit_sats);

morehouse · 2025-01-17T19:32:47Z

lightning/src/chain/package.rs

+
+			let bumped_fee_rate = feerate_bump(predicted_weight_units, input_satoshis, 546, 253, &fee_rate_strategy, confirmation_target, &fee_estimator, &logger);
+			assert!(bumped_fee_rate.is_none());
+			logger.assert_log_regex("lightning::chain::package", regex::Regex::new(r"Can't new-estimation bump new claiming tx, output amount 545 would end up below dust threshold 546").unwrap(), 1);


This doesn't seem right...

Weight: 1000

Input amount: 861

Previous feerate: 253

new_fee = max(1.25 * 253, 253 + 253) = 506

remaining_output_amount = 861 - 506 = 355

Yet test test expects output amount of 545.

What am I missing?

Here it notices that the remaining amount is insufficient even before applying the min relay fee, which only happens at the end of feerate_bump. It's an early termination path.

Got it, thanks for explaining. By the way, it looks like that early termination path can be removed since the dust check is repeated here as well.

Yeah, I was wondering myself if I should add that. The reason I did was because there were a bunch of "amount too small" terminations specifically within the 25% bump clause, which I guess might be a helpful hint for users, but those checks would technically also be preëmpted by a single final check ensuring the remaining amount was at or above the dust threshold.

Technically this method could be cleaned up quite significantly, but at the potential expense of logic traceability. You figure that's a non-issue?

Or rather, because there was a 25%-bump-specific amount-too-small-check and one in the else clause, as opposed to a singular one that would come after the bump strategy processing.

My intuition is that during debugging most of the path can be inferred by the amount of the fee bump (e.g., is it 25% or the incremental relay fee), especially for a short, fairly simple function like this one. In cases where something unexpected could happen, that's when logging is more helpful.

For instance, I'm not sure it's super helpful to have logs like this:

... Initiating fee rate bump from X to Y. ... Attempting forced 25% fee rate bump from X to (X*1.25) ... Naive fee bump of (X*.25) does not meet min relay fee of 253 ... Fee rate bumped by 253 from X to (X+253)

when something like this communicates almost as much:

... Fee rate bumped from X to X+253

lightning/src/chain/package.rs

arik-so · 2025-01-17T19:43:20Z

So both the modified unit tests pass highly consistently for me; in fact, I haven't been able to get them to fail once, and I tried hard-coding the block connection strategies to ensure it worked for every single one.

Can you elaborate on what looks wrong to you? The unit tests are now performing the same checks as they had been originally.

morehouse · 2025-01-17T20:27:56Z

Can you elaborate on what looks wrong to you? The unit tests are now performing the same checks as they had been originally.

I was referring to the unit test that had a remaining output amount I didn't expect, which you clarified for me.

The unit tests look correct to me, though I would prefer if they didn't rely so heavily on whitebox testing with the log pattern matching. It would also be good to add a short description to each test case explaining what it's testing.

arik-so · 2025-01-17T20:40:12Z

Ah gotcha. Yeah, I can remove the log output checks, and will add some comments

TheBlueMatt

Test changes lgtm, obv need squashed into the commit that broke the tests.

TheBlueMatt · 2025-01-20T21:24:22Z

lightning/src/chain/package.rs

 	// If old feerate inferior to actual one given back by Fee Estimator, use it to compute new fee...
 	let (new_fee, new_feerate) = if let Some((new_fee, new_feerate)) =
 		compute_fee_from_spent_amounts(input_amounts, predicted_weight, conf_target, fee_estimator, logger)
 	{
+		log_trace!(logger, "Initiating fee rate bump from {} s/kWU ({} s) to {} s/kWU ({} s)", previous_feerate, previous_fee, new_feerate, new_fee);


Since we're doing this on a timer for a rare event, we don't need to log as trace and should log more at debug or info.

TheBlueMatt · 2025-01-20T21:24:50Z

lightning/src/chain/package.rs

@@ -1297,6 +1300,8 @@ where
 				// ...else just increase the previous feerate by 25% (because that's a nice number)
 				let bumped_feerate = previous_feerate + (previous_feerate / 4);
 				let bumped_fee = bumped_feerate * predicted_weight / 1000;
+				log_trace!(logger, "Attempting forced 25% fee rate bump from {} s/kWU ({} s) to {} s/kWU ({} s)", previous_feerate, previous_fee, bumped_feerate, bumped_fee);


Having two separate logs isn't communicating any additional new info that couln't be communicated in one log line if we included the FeerateStrategy that was used in the first.

we don't get the post-25%-bump value in the first, which would just show something like "bump from 300 to 300"

The last log communicates the ultimate bump calculation. The inclusion of a FeerateStategy will provide anyone reading the code side-by-side with the log enough information to figure out which code path was taken.

TheBlueMatt · 2025-01-20T21:44:53Z

lightning/src/chain/package.rs

@@ -1306,6 +1307,13 @@ where
 					log_warn!(logger, "Can't 25% bump new claiming tx, amount {} is too small", input_amounts);
 					return None;
 				}
+
+				let remaining_output_amount = input_amounts - bumped_fee;


I'm not sure I understand the point of this commit (and the commit has no description in it to explain why). The logic is called from compute_package_output which already does the appropriate max before returning, so this just returns early and avoids bumping if we'll hit the dust limit, which I'm not sure accomplishes anything?

compute_package_output does not update the returned fee rate if the dust threshold is violated, which resulted in bumping attempts growing ever more insane despite nothing happening, and the corresponding unit test failures. I can move this logic up into the calling function, but feerate_bump seems like the more appropriate place to enforce this invariant

Doing the dust check in feerate_bump sounds good to me. But we should also remove the now redundant max from compute_package_output.

morehouse · 2025-01-21T16:20:50Z

lightning/src/chain/package.rs

+		log_debug!(logger, "Naive fee bump of {}s does not meet min relay fee requirements of {}s", naive_new_fee - previous_fee, min_relay_fee);
+	}
+
+	let remaining_output_amount = input_amounts - new_fee;


Yikes! The input_amounts <= bumped_fee short-circuit was removed from the ForceBump case above, so now we can get an unsigned underflow here.

We actually still cannot, but you're right, this should be a saturating_sub.

morehouse

Looks pretty good to me.

I'll approve after the max is removed from compute_package_output and commits are squashed and cleaned up.

morehouse · 2025-01-21T18:32:11Z

lightning/src/chain/package.rs

@@ -1306,6 +1307,13 @@ where
 					log_warn!(logger, "Can't 25% bump new claiming tx, amount {} is too small", input_amounts);
 					return None;
 				}
+
+				let remaining_output_amount = input_amounts - bumped_fee;


Doing the dust check in feerate_bump sounds good to me. But we should also remove the now redundant max from compute_package_output.

arik-so · 2025-01-21T18:39:47Z

Thanks! I'm also thinking of squishing commits "log fee bump process" into "enforce dust threshold" as well as reordering "test fee rate bumping" and "fix min relay" to ensure test integrity.

Bitcoin Core relay policy does not require 16s/vB, which it was previously set to.

arik-so marked this pull request as draft December 11, 2024 06:49

arik-so force-pushed the min_relay_fee_fix branch from b8f4153 to 7d6b1f3 Compare December 12, 2024 06:01

arik-so marked this pull request as ready for review December 12, 2024 06:12

tankyleo reviewed Dec 18, 2024

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morehouse reviewed Dec 19, 2024

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TheBlueMatt modified the milestones: 0.1, 0.1.1 Dec 22, 2024

TheBlueMatt added the backport 0.1 label Jan 14, 2025

arik-so force-pushed the min_relay_fee_fix branch 4 times, most recently from cd4c50f to 1634965 Compare January 15, 2025 21:54

morehouse reviewed Jan 17, 2025

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arik-so force-pushed the min_relay_fee_fix branch from 1634965 to 6aca2d3 Compare January 17, 2025 18:57

morehouse reviewed Jan 17, 2025

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arik-so force-pushed the min_relay_fee_fix branch from 6aca2d3 to 9db6c88 Compare January 17, 2025 20:11

TheBlueMatt reviewed Jan 20, 2025

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arik-so added 2 commits January 21, 2025 06:14

Rename min relay fee to incremental relay fee

2aabf78

Log fee bump process in more detail

5a6e858

arik-so force-pushed the min_relay_fee_fix branch from 9db6c88 to 5f60e51 Compare January 21, 2025 14:37

morehouse suggested changes Jan 21, 2025

View reviewed changes

Enforce dust threshold when fee-bumping

a765c65

arik-so force-pushed the min_relay_fee_fix branch 2 times, most recently from b6f5a00 to 622fe55 Compare January 21, 2025 16:41

arik-so force-pushed the min_relay_fee_fix branch from 622fe55 to d93516b Compare January 21, 2025 16:47

morehouse reviewed Jan 21, 2025

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arik-so added 4 commits January 21, 2025 12:28

f: omit redundant dust threshold max check

65e912b

f: improve logging

d1fbd3c

Test fee rate bumping

be5af6b

Fix min relay fee to be 1s/vB

92fa97b

Bitcoin Core relay policy does not require 16s/vB, which it was previously set to.

arik-so force-pushed the min_relay_fee_fix branch from d93516b to 92fa97b Compare January 21, 2025 20:28

		@@ -1312,18 +1312,21 @@ fn test_duplicate_htlc_different_direction_onchain() {

		let chan_1 = create_announced_chan_between_nodes(&nodes, 0, 1);

		let payment_value_sats = 546;

		assert!(claim_txn.len() >= 3);
		assert!(claim_txn.len() <= 5);

		let htlc_value_a_msats = 847_000;
		let htlc_value_b_msats = 546_000;

	route_payment(&nodes[1], &vec!(&nodes[0])[..], htlc_value_b_msats).0;
	route_payment(&nodes[1], &vec!(&nodes[0])[..], htlc_value_b_msats);

	log_warn!(logger, "Can't new-estimation bump new claiming tx, output amount {} would end up below dust threshold {}", remaining_output_amount, dust_limit_sats);
	log_warn!(logger, "Can't bump new claiming tx, output amount {} would end up below dust threshold {}", remaining_output_amount, dust_limit_sats);

Fix min relay fee to be 1s/vB #3457

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Fix min relay fee to be 1s/vB #3457

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