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

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2 changes: 1 addition & 1 deletion lightning/src/chain/chaininterface.rs
Original file line number Diff line number Diff line change
Expand Up @@ -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 INCREMENTAL_RELAY_FEE_SAT_PER_1000_WEIGHT: u64 = 253;
/// Minimum feerate that takes a sane approach to bitcoind weight-to-vbytes rounding.
/// See the following Core Lightning commit for an explanation:
/// <https://github.com/ElementsProject/lightning/commit/2e687b9b352c9092b5e8bd4a688916ac50b44af0>
Expand Down
1 change: 1 addition & 0 deletions lightning/src/chain/onchaintx.rs
Original file line number Diff line number Diff line change
Expand Up @@ -215,6 +215,7 @@ pub(crate) enum OnchainClaim {
}

/// Represents the different feerate strategies a pending request can use when generating a claim.
#[derive(Debug)]
pub(crate) enum FeerateStrategy {
/// We must reuse the most recently used feerate, if any.
RetryPrevious,
Expand Down
135 changes: 114 additions & 21 deletions lightning/src/chain/package.rs
Original file line number Diff line number Diff line change
Expand Up @@ -31,7 +31,7 @@ use crate::ln::channel_keys::{DelayedPaymentBasepoint, HtlcBasepoint};
use crate::ln::channelmanager::MIN_CLTV_EXPIRY_DELTA;
use crate::ln::msgs::DecodeError;
use crate::chain::channelmonitor::COUNTERPARTY_CLAIMABLE_WITHIN_BLOCKS_PINNABLE;
use crate::chain::chaininterface::{FeeEstimator, ConfirmationTarget, MIN_RELAY_FEE_SAT_PER_1000_WEIGHT, compute_feerate_sat_per_1000_weight, FEERATE_FLOOR_SATS_PER_KW};
use crate::chain::chaininterface::{FeeEstimator, ConfirmationTarget, INCREMENTAL_RELAY_FEE_SAT_PER_1000_WEIGHT, compute_feerate_sat_per_1000_weight, FEERATE_FLOOR_SATS_PER_KW};
use crate::chain::transaction::MaybeSignedTransaction;
use crate::sign::ecdsa::EcdsaChannelSigner;
use crate::chain::onchaintx::{FeerateStrategy, ExternalHTLCClaim, OnchainTxHandler};
Expand Down Expand Up @@ -1117,10 +1117,10 @@ impl PackageTemplate {
// If old feerate is 0, first iteration of this claim, use normal fee calculation
if self.feerate_previous != 0 {
if let Some((new_fee, feerate)) = feerate_bump(
predicted_weight, input_amounts, self.feerate_previous, feerate_strategy,
conf_target, fee_estimator, logger,
predicted_weight, input_amounts, dust_limit_sats, self.feerate_previous,
feerate_strategy, conf_target, fee_estimator, logger,
) {
return Some((cmp::max(input_amounts as i64 - new_fee as i64, dust_limit_sats as i64) as u64, feerate));
return Some((input_amounts.saturating_sub(new_fee), feerate));
}
} else {
if let Some((new_fee, feerate)) = compute_fee_from_spent_amounts(input_amounts, predicted_weight, conf_target, fee_estimator, logger) {
Expand Down Expand Up @@ -1243,7 +1243,7 @@ impl Readable for PackageTemplate {
/// fee and the corresponding updated feerate. If fee is under [`FEERATE_FLOOR_SATS_PER_KW`], we
/// return nothing.
///
/// [`FEERATE_FLOOR_SATS_PER_KW`]: crate::chain::chaininterface::MIN_RELAY_FEE_SAT_PER_1000_WEIGHT
/// [`FEERATE_FLOOR_SATS_PER_KW`]: crate::chain::chaininterface::INCREMENTAL_RELAY_FEE_SAT_PER_1000_WEIGHT
fn compute_fee_from_spent_amounts<F: Deref, L: Logger>(
input_amounts: u64, predicted_weight: u64, conf_target: ConfirmationTarget, fee_estimator: &LowerBoundedFeeEstimator<F>, logger: &L
) -> Option<(u64, u64)>
Expand All @@ -1270,16 +1270,20 @@ fn compute_fee_from_spent_amounts<F: Deref, L: Logger>(
/// respect BIP125 rules 3) and 4) and if required adjust the new fee to meet the RBF policy
/// requirement.
fn feerate_bump<F: Deref, L: Logger>(
predicted_weight: u64, input_amounts: u64, previous_feerate: u64, feerate_strategy: &FeerateStrategy,
conf_target: ConfirmationTarget, fee_estimator: &LowerBoundedFeeEstimator<F>, logger: &L,
predicted_weight: u64, input_amounts: u64, dust_limit_sats: u64, previous_feerate: u64,
feerate_strategy: &FeerateStrategy, conf_target: ConfirmationTarget,
fee_estimator: &LowerBoundedFeeEstimator<F>, logger: &L,
) -> Option<(u64, u64)>
where
F::Target: FeeEstimator,
{
let previous_fee = previous_feerate * predicted_weight / 1000;

// 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_debug!(logger, "Initiating fee rate bump from {} s/kWU ({} s) to {} s/kWU ({} s) using {:?} strategy", previous_feerate, previous_fee, new_feerate, new_fee, feerate_strategy);
match feerate_strategy {
FeerateStrategy::RetryPrevious => {
let previous_fee = previous_feerate * predicted_weight / 1000;
Expand All @@ -1297,15 +1301,12 @@ 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;
if input_amounts <= bumped_fee {
log_warn!(logger, "Can't 25% bump new claiming tx, amount {} is too small", input_amounts);
return None;
}

(bumped_fee, bumped_feerate)
},
}
} else {
log_warn!(logger, "Can't new-estimation bump new claiming tx, amount {} is too small", input_amounts);
log_warn!(logger, "Can't bump new claiming tx, input amount {} is too small", input_amounts);
return None;
};

Expand All @@ -1316,22 +1317,31 @@ where
return Some((new_fee, new_feerate));
}

let previous_fee = previous_feerate * predicted_weight / 1000;
let min_relay_fee = MIN_RELAY_FEE_SAT_PER_1000_WEIGHT * predicted_weight / 1000;
let min_relay_fee = INCREMENTAL_RELAY_FEE_SAT_PER_1000_WEIGHT * predicted_weight / 1000;
// BIP 125 Opt-in Full Replace-by-Fee Signaling
// * 3. The replacement transaction pays an absolute fee of at least the sum paid by the original transactions.
// * 4. The replacement transaction must also pay for its own bandwidth at or above the rate set by the node's minimum relay fee setting.
let new_fee = if new_fee < previous_fee + min_relay_fee {
new_fee + previous_fee + min_relay_fee - new_fee
} else {
new_fee
};
Some((new_fee, new_fee * 1000 / predicted_weight))
let naive_new_fee = new_fee;
let new_fee = cmp::max(new_fee, previous_fee + min_relay_fee);

if new_fee > naive_new_fee {
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.saturating_sub(new_fee);
if 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);
return None;
}

let new_feerate = new_fee * 1000 / predicted_weight;
log_debug!(logger, "Fee rate bumped by {}s from {} s/KWU ({} s) to {} s/KWU ({} s)", new_fee - previous_fee, previous_feerate, previous_fee, new_feerate, new_fee);
Some((new_fee, new_feerate))
}

#[cfg(test)]
mod tests {
use crate::chain::package::{CounterpartyOfferedHTLCOutput, CounterpartyReceivedHTLCOutput, HolderFundingOutput, HolderHTLCOutput, PackageTemplate, PackageSolvingData, RevokedHTLCOutput, RevokedOutput, WEIGHT_REVOKED_OUTPUT, weight_offered_htlc, weight_received_htlc};
use crate::chain::package::{CounterpartyOfferedHTLCOutput, CounterpartyReceivedHTLCOutput, HolderFundingOutput, HolderHTLCOutput, PackageTemplate, PackageSolvingData, RevokedHTLCOutput, RevokedOutput, WEIGHT_REVOKED_OUTPUT, weight_offered_htlc, weight_received_htlc, feerate_bump};
use crate::chain::Txid;
use crate::ln::chan_utils::HTLCOutputInCommitment;
use crate::types::payment::{PaymentPreimage, PaymentHash};
Expand All @@ -1349,7 +1359,10 @@ mod tests {

use bitcoin::secp256k1::{PublicKey,SecretKey};
use bitcoin::secp256k1::Secp256k1;
use crate::chain::chaininterface::{ConfirmationTarget, FeeEstimator, FEERATE_FLOOR_SATS_PER_KW, LowerBoundedFeeEstimator};
use crate::chain::onchaintx::FeerateStrategy;
use crate::types::features::ChannelTypeFeatures;
use crate::util::test_utils::TestLogger;

fn fake_txid(n: u64) -> Txid {
Transaction {
Expand Down Expand Up @@ -1659,4 +1672,84 @@ mod tests {
}
}
}

struct TestFeeEstimator {
sat_per_kw: u32,
}

impl FeeEstimator for TestFeeEstimator {
fn get_est_sat_per_1000_weight(&self, _: ConfirmationTarget) -> u32 {
self.sat_per_kw
}
}

#[test]
fn test_feerate_bump() {
let sat_per_kw = FEERATE_FLOOR_SATS_PER_KW;
let test_fee_estimator = &TestFeeEstimator { sat_per_kw };
let fee_estimator = LowerBoundedFeeEstimator::new(test_fee_estimator);
let fee_rate_strategy = FeerateStrategy::ForceBump;
let confirmation_target = ConfirmationTarget::UrgentOnChainSweep;

{
// Check underflow doesn't occur
let predicted_weight_units = 1000;
let input_satoshis = 505;

let logger = TestLogger::new();
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 bump new claiming tx, input amount 505 is too small").unwrap(), 1);
}

{
// Check post-25%-bump-underflow scenario satisfying the following constraints:
// input - fee = 546
// input - fee * 1.25 = -1

// We accomplish that scenario with the following values:
// input = 2734
// fee = 2188

let predicted_weight_units = 1000;
let input_satoshis = 2734;

let logger = TestLogger::new();
let bumped_fee_rate = feerate_bump(predicted_weight_units, input_satoshis, 546, 2188, &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 bump new claiming tx, output amount 0 would end up below dust threshold 546").unwrap(), 1);
}

{
// Check that an output amount of 0 is caught
let predicted_weight_units = 1000;
let input_satoshis = 506;

let logger = TestLogger::new();
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 bump new claiming tx, output amount 0 would end up below dust threshold 546").unwrap(), 1);
}

{
// Check that dust_threshold - 1 is blocked
let predicted_weight_units = 1000;
let input_satoshis = 1051;

let logger = TestLogger::new();
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 bump new claiming tx, output amount 545 would end up below dust threshold 546").unwrap(), 1);
}

{
let predicted_weight_units = 1000;
let input_satoshis = 1052;

let logger = TestLogger::new();
let bumped_fee_rate = feerate_bump(predicted_weight_units, input_satoshis, 546, 253, &fee_rate_strategy, confirmation_target, &fee_estimator, &logger).unwrap();
assert_eq!(bumped_fee_rate, (506, 506));
logger.assert_log_regex("lightning::chain::package", regex::Regex::new(r"Naive fee bump of 63s does not meet min relay fee requirements of 253s").unwrap(), 1);
}
}
}
62 changes: 36 additions & 26 deletions lightning/src/ln/functional_tests.rs
Original file line number Diff line number Diff line change
Expand Up @@ -1307,18 +1307,22 @@ fn test_duplicate_htlc_different_direction_onchain() {

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

// post-bump fee (288 satoshis) + dust threshold for output type (294 satoshis) = 582
let payment_value_sats = 582;
let payment_value_msats = payment_value_sats * 1000;

// balancing
send_payment(&nodes[0], &vec!(&nodes[1])[..], 8000000);

let (payment_preimage, payment_hash, ..) = route_payment(&nodes[0], &vec!(&nodes[1])[..], 900_000);

let (route, _, _, _) = get_route_and_payment_hash!(nodes[1], nodes[0], 800_000);
let (route, _, _, _) = get_route_and_payment_hash!(nodes[1], nodes[0], payment_value_msats);
let node_a_payment_secret = nodes[0].node.create_inbound_payment_for_hash(payment_hash, None, 7200, None).unwrap();
send_along_route_with_secret(&nodes[1], route, &[&[&nodes[0]]], 800_000, payment_hash, node_a_payment_secret);
send_along_route_with_secret(&nodes[1], route, &[&[&nodes[0]]], payment_value_msats, payment_hash, node_a_payment_secret);

// Provide preimage to node 0 by claiming payment
nodes[0].node.claim_funds(payment_preimage);
expect_payment_claimed!(nodes[0], payment_hash, 800_000);
expect_payment_claimed!(nodes[0], payment_hash, payment_value_msats);
check_added_monitors!(nodes[0], 1);

// Broadcast node 1 commitment txn
Expand All @@ -1327,7 +1331,7 @@ fn test_duplicate_htlc_different_direction_onchain() {
assert_eq!(remote_txn[0].output.len(), 4); // 1 local, 1 remote, 1 htlc inbound, 1 htlc outbound
let mut has_both_htlcs = 0; // check htlcs match ones committed
for outp in remote_txn[0].output.iter() {
if outp.value.to_sat() == 800_000 / 1000 {
if outp.value.to_sat() == payment_value_sats {
has_both_htlcs += 1;
} else if outp.value.to_sat() == 900_000 / 1000 {
has_both_htlcs += 1;
Expand All @@ -1347,18 +1351,15 @@ fn test_duplicate_htlc_different_direction_onchain() {
check_spends!(claim_txn[1], remote_txn[0]);
check_spends!(claim_txn[2], remote_txn[0]);
let preimage_tx = &claim_txn[0];
let (preimage_bump_tx, timeout_tx) = if claim_txn[1].input[0].previous_output == preimage_tx.input[0].previous_output {
(&claim_txn[1], &claim_txn[2])
} else {
(&claim_txn[2], &claim_txn[1])
};
let timeout_tx = claim_txn.iter().skip(1).find(|t| t.input[0].previous_output != preimage_tx.input[0].previous_output).unwrap();
let preimage_bump_tx = claim_txn.iter().skip(1).find(|t| t.input[0].previous_output == preimage_tx.input[0].previous_output).unwrap();

assert_eq!(preimage_tx.input.len(), 1);
assert_eq!(preimage_bump_tx.input.len(), 1);

assert_eq!(preimage_tx.input.len(), 1);
assert_eq!(preimage_tx.input[0].witness.last().unwrap().len(), OFFERED_HTLC_SCRIPT_WEIGHT); // HTLC 1 <--> 0, preimage tx
assert_eq!(remote_txn[0].output[preimage_tx.input[0].previous_output.vout as usize].value.to_sat(), 800);
assert_eq!(remote_txn[0].output[preimage_tx.input[0].previous_output.vout as usize].value.to_sat(), payment_value_sats);

assert_eq!(timeout_tx.input.len(), 1);
assert_eq!(timeout_tx.input[0].witness.last().unwrap().len(), ACCEPTED_HTLC_SCRIPT_WEIGHT); // HTLC 0 <--> 1, timeout tx
Expand Down Expand Up @@ -7923,22 +7924,31 @@ fn test_bump_penalty_txn_on_remote_commitment() {
let node_chanmgrs = create_node_chanmgrs(2, &node_cfgs, &[None, None]);
let nodes = create_network(2, &node_cfgs, &node_chanmgrs);

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]], 3_000_000);
route_payment(&nodes[1], &vec!(&nodes[0])[..], 3000000).0;

// Remote commitment txn with 4 outputs : to_local, to_remote, 1 outgoing HTLC, 1 incoming HTLC
let remote_txn = get_local_commitment_txn!(nodes[0], chan.2);
assert_eq!(remote_txn[0].output.len(), 4);
assert_eq!(remote_txn[0].input.len(), 1);
assert_eq!(remote_txn[0].input[0].previous_output.txid, chan.3.compute_txid());

// Claim a HTLC without revocation (provide B monitor with preimage)
nodes[1].node.claim_funds(payment_preimage);
expect_payment_claimed!(nodes[1], payment_hash, 3_000_000);
mine_transaction(&nodes[1], &remote_txn[0]);
check_added_monitors!(nodes[1], 2);
connect_blocks(&nodes[1], TEST_FINAL_CLTV); // Confirm blocks until the HTLC expires
let remote_txn = {
// post-bump fee (288 satoshis) + dust threshold for output type (294 satoshis) = 582
let htlc_value_a_msats = 582_000;
let htlc_value_b_msats = 583_000;

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);

// Remote commitment txn with 4 outputs : to_local, to_remote, 1 outgoing HTLC, 1 incoming HTLC
let remote_txn = get_local_commitment_txn!(nodes[0], chan.2);
assert_eq!(remote_txn[0].output.len(), 4);
assert_eq!(remote_txn[0].input.len(), 1);
assert_eq!(remote_txn[0].input[0].previous_output.txid, chan.3.compute_txid());

// Claim a HTLC without revocation (provide B monitor with preimage)
nodes[1].node.claim_funds(payment_preimage);
expect_payment_claimed!(nodes[1], payment_hash, htlc_value_a_msats);
mine_transaction(&nodes[1], &remote_txn[0]);
check_added_monitors!(nodes[1], 2);
connect_blocks(&nodes[1], TEST_FINAL_CLTV); // Confirm blocks until the HTLC expires
// depending on the block connection style, node 1 may have broadcast either 3 or 10 txs

remote_txn
};

// One or more claim tx should have been broadcast, check it
let timeout;
Expand Down
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