htlcswitch: respect minimum relay fee

When channels fee rates are being considered for an update, the minimum
relay fee should also be considered.
This commit is contained in:
Elle Mouton committed 2021-10-05 18:30:41 +02:00
1 parent 6712595618
commit f667683e6c
5 files changed
+317 -60

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+69 -10
View File
@@ -6992,14 +6992,11 @@ func (lc *LightningChannel) CalcFee(feeRate chainfee.SatPerKWeight) btcutil.Amou
// MaxFeeRate returns the maximum fee rate given an allocation of the channel
// initiator's spendable balance along with the local reserve amount. This can
// be useful to determine when we should stop proposing fee updates that exceed
// our maximum allocation. We also take a fee rate cap that should be used for
// anchor type channels.
// our maximum allocation.
//
// NOTE: This should only be used for channels in which the local commitment is
// the initiator.
func (lc *LightningChannel) MaxFeeRate(maxAllocation float64,
maxAnchorFeeRate chainfee.SatPerKWeight) chainfee.SatPerKWeight {
func (lc *LightningChannel) MaxFeeRate(maxAllocation float64) chainfee.SatPerKWeight {
lc.RLock()
defer lc.RUnlock()
@@ -7017,16 +7014,78 @@ func (lc *LightningChannel) MaxFeeRate(maxAllocation float64,
// Ensure the fee rate doesn't dip below the fee floor.
maxFeeRate := maxFee / (float64(weight) / 1000)
feeRate := chainfee.SatPerKWeight(
return chainfee.SatPerKWeight(
math.Max(maxFeeRate, float64(chainfee.FeePerKwFloor)),
)
}
// Cap anchor fee rates.
if lc.channelState.ChanType.HasAnchors() && feeRate > maxAnchorFeeRate {
return maxAnchorFeeRate
// IdealCommitFeeRate uses the current network fee, the minimum relay fee,
// maximum fee allocation and anchor channel commitment fee rate to determine
// the ideal fee to be used for the commitments of the channel.
func (lc *LightningChannel) IdealCommitFeeRate(netFeeRate, minRelayFeeRate,
maxAnchorCommitFeeRate chainfee.SatPerKWeight,
maxFeeAlloc float64) chainfee.SatPerKWeight {
// Get the maximum fee rate that we can use given our max fee allocation
// and given the local reserve balance that we must preserve.
maxFeeRate := lc.MaxFeeRate(maxFeeAlloc)
var commitFeeRate chainfee.SatPerKWeight
// If the channel has anchor outputs then cap the fee rate at the
// max anchor fee rate if that maximum is less than our max fee rate.
// Otherwise, cap the fee rate at the max fee rate.
switch lc.channelState.ChanType.HasAnchors() &&
maxFeeRate > maxAnchorCommitFeeRate {
case true:
commitFeeRate = chainfee.SatPerKWeight(
math.Min(
float64(netFeeRate),
float64(maxAnchorCommitFeeRate),
),
)
case false:
commitFeeRate = chainfee.SatPerKWeight(
math.Min(float64(netFeeRate), float64(maxFeeRate)),
)
}
return feeRate
if commitFeeRate >= minRelayFeeRate {
return commitFeeRate
}
// The commitment fee rate is below the minimum relay fee rate.
// If the min relay fee rate is still below the maximum fee, then use
// the minimum relay fee rate.
if minRelayFeeRate <= maxFeeRate {
return minRelayFeeRate
}
// The minimum relay fee rate is more than the ideal maximum fee rate.
// Check if it is smaller than the absolute maximum fee rate we can
// use. If it is, then we use the minimum relay fee rate and we log a
// warning to indicate that the max channel fee allocation option was
// ignored.
absoluteMaxFee := lc.MaxFeeRate(1)
if minRelayFeeRate <= absoluteMaxFee {
lc.log.Warn("Ignoring max channel fee allocation to " +
"ensure that the commitment fee is above the " +
"minimum relay fee.")
return minRelayFeeRate
}
// The absolute maximum fee rate we can pay is below the minimum
// relay fee rate. The commitment tx will not be able to propagate.
// To give the transaction the best chance, we use the absolute
// maximum fee we have available and we log an error.
lc.log.Errorf("The commitment fee rate of %s is below the current "+
"minimum relay fee rate of %s. The max fee rate of %s will be"+
"used.", commitFeeRate, minRelayFeeRate, absoluteMaxFee)
return absoluteMaxFee
}
// RemoteNextRevocation returns the channelState's RemoteNextRevocation.
+174 -29
View File
@@ -8005,12 +8005,10 @@ func TestForceCloseBorkedState(t *testing.T) {
func TestChannelMaxFeeRate(t *testing.T) {
t.Parallel()
assertMaxFeeRate := func(c *LightningChannel,
maxAlloc float64, anchorMax, expFeeRate chainfee.SatPerKWeight) {
assertMaxFeeRate := func(c *LightningChannel, maxAlloc float64,
expFeeRate chainfee.SatPerKWeight) {
t.Helper()
maxFeeRate := c.MaxFeeRate(maxAlloc, anchorMax)
maxFeeRate := c.MaxFeeRate(maxAlloc)
if maxFeeRate != expFeeRate {
t.Fatalf("expected max fee rate of %v with max "+
"allocation of %v, got %v", expFeeRate,
@@ -8025,14 +8023,9 @@ func TestChannelMaxFeeRate(t *testing.T) {
// propertyTest tests that the validateFeeRate function always passes
// for the output returned by MaxFeeRate for any valid random inputs
// fed to MaxFeeRate.
propertyTest := func(c *LightningChannel) func(alloc maxAlloc,
anchorMax fee) bool {
return func(ma maxAlloc, anchorMax fee) bool {
maxFeeRate := c.MaxFeeRate(
float64(ma), chainfee.SatPerKWeight(anchorMax),
)
propertyTest := func(c *LightningChannel) func(alloc maxAlloc) bool {
return func(ma maxAlloc) bool {
maxFeeRate := c.MaxFeeRate(float64(ma))
return c.validateFeeRate(maxFeeRate) == nil
}
}
@@ -8045,18 +8038,19 @@ func TestChannelMaxFeeRate(t *testing.T) {
}
defer cleanUp()
if err = quick.Check(propertyTest(aliceChannel), nil); err != nil {
if err := quick.Check(propertyTest(aliceChannel), nil); err != nil {
t.Fatal(err)
}
assertMaxFeeRate(aliceChannel, 1.0, 0, 676794154)
assertMaxFeeRate(aliceChannel, 0.001, 0, 676794)
assertMaxFeeRate(aliceChannel, 0.000001, 0, 676)
assertMaxFeeRate(aliceChannel, 0.0000001, 0, chainfee.FeePerKwFloor)
assertMaxFeeRate(aliceChannel, 1.0, 676794154)
assertMaxFeeRate(aliceChannel, 0.001, 676794)
assertMaxFeeRate(aliceChannel, 0.000001, 676)
assertMaxFeeRate(aliceChannel, 0.0000001, chainfee.FeePerKwFloor)
// Check that anchor channels are capped at their max fee rate.
anchorChannel, _, cleanUp, err := CreateTestChannels(
channeldb.SingleFunderTweaklessBit | channeldb.AnchorOutputsBit,
channeldb.SingleFunderTweaklessBit |
channeldb.AnchorOutputsBit | channeldb.ZeroHtlcTxFeeBit,
)
if err != nil {
t.Fatalf("unable to create test channels: %v", err)
@@ -8069,16 +8063,167 @@ func TestChannelMaxFeeRate(t *testing.T) {
// Anchor commitments are heavier, hence will the same allocation lead
// to slightly lower fee rates.
assertMaxFeeRate(
anchorChannel, 1.0, chainfee.FeePerKwFloor,
chainfee.FeePerKwFloor,
)
assertMaxFeeRate(anchorChannel, 0.001, 1000000, 435941)
assertMaxFeeRate(anchorChannel, 0.001, 300000, 300000)
assertMaxFeeRate(anchorChannel, 0.000001, 700, 435)
assertMaxFeeRate(
anchorChannel, 0.0000001, 1000000, chainfee.FeePerKwFloor,
)
assertMaxFeeRate(anchorChannel, 1.0, 435941555)
assertMaxFeeRate(anchorChannel, 0.001, 435941)
assertMaxFeeRate(anchorChannel, 0.000001, 435)
assertMaxFeeRate(anchorChannel, 0.0000001, chainfee.FeePerKwFloor)
}
// TestIdealCommitFeeRate tests that we correctly compute the ideal commitment
// fee of a channel given the current network fee, minimum relay fee, maximum
// fee allocation and whether the channel has anchor outputs.
func TestIdealCommitFeeRate(t *testing.T) {
t.Parallel()
assertIdealFeeRate := func(c *LightningChannel, netFee, minRelay,
maxAnchorCommit chainfee.SatPerKWeight,
maxFeeAlloc float64, expectedFeeRate chainfee.SatPerKWeight) {
feeRate := c.IdealCommitFeeRate(
netFee, minRelay, maxAnchorCommit, maxFeeAlloc,
)
if feeRate != expectedFeeRate {
t.Fatalf("expected fee rate of %v got %v",
expectedFeeRate, feeRate)
}
if err := c.validateFeeRate(feeRate); err != nil {
t.Fatalf("fee rate validation failed: %v", err)
}
}
// propertyTest tests that the validateFeeRate function always passes
// for the output returned by IdealCommitFeeRate for any valid random
// inputs fed to IdealCommitFeeRate.
propertyTest := func(c *LightningChannel) func(ma maxAlloc,
netFee, minRelayFee, maxAnchorFee fee) bool {
return func(ma maxAlloc, netFee, minRelayFee,
maxAnchorFee fee) bool {
idealFeeRate := c.IdealCommitFeeRate(
chainfee.SatPerKWeight(netFee),
chainfee.SatPerKWeight(minRelayFee),
chainfee.SatPerKWeight(maxAnchorFee),
float64(ma),
)
return c.validateFeeRate(idealFeeRate) == nil
}
}
// Test ideal fee rates for a non-anchor channel
t.Run("non-anchor-channel", func(t *testing.T) {
aliceChannel, _, cleanUp, err := CreateTestChannels(
channeldb.SingleFunderTweaklessBit,
)
if err != nil {
t.Fatalf("unable to create test channels: %v", err)
}
defer cleanUp()
err = quick.Check(propertyTest(aliceChannel), nil)
if err != nil {
t.Fatal(err)
}
// If the maximum fee is lower than the network fee and above
// the min relay fee, use the maximum fee.
assertIdealFeeRate(
aliceChannel, 700000000, 0, 0, 1.0, 676794154,
)
// If the network fee is lower than the max fee and above the
// min relay fee, use the network fee.
assertIdealFeeRate(
aliceChannel, 500000000, 0, 0, 1.0, 500000000,
)
// If the fee is below the minimum relay fee, and the min relay
// fee is less than our max fee, use the minimum relay fee.
assertIdealFeeRate(
aliceChannel, 500000000, 600000000, 0, 1.0, 600000000,
)
// The absolute maximum fee rate we can pay (ie, using a max
// allocation of 1) is still below the minimum relay fee. In
// this case, use the absolute max fee.
assertIdealFeeRate(
aliceChannel, 800000000, 700000000, 0, 0.001,
676794154,
)
})
// Test ideal fee rates for an anchor channel
t.Run("anchor-channel", func(t *testing.T) {
anchorChannel, _, cleanUp, err := CreateTestChannels(
channeldb.SingleFunderTweaklessBit |
channeldb.AnchorOutputsBit |
channeldb.ZeroHtlcTxFeeBit,
)
if err != nil {
t.Fatalf("unable to create test channels: %v", err)
}
defer cleanUp()
err = quick.Check(propertyTest(anchorChannel), nil)
if err != nil {
t.Fatal(err)
}
// Anchor commitments are heavier, hence the same allocation
// leads to slightly lower fee rates.
assertIdealFeeRate(
anchorChannel, 700000000, 0, chainfee.FeePerKwFloor,
0.1, chainfee.FeePerKwFloor,
)
// If the maximum fee is lower than the network fee, use the
// maximum fee.
assertIdealFeeRate(
anchorChannel, 700000000, 0, 1000000, 0.001, 435941,
)
assertIdealFeeRate(
anchorChannel, 700000000, 0, 700, 0.000001, 435,
)
assertIdealFeeRate(
anchorChannel, 700000000, 0, 1000000, 0.0000001,
chainfee.FeePerKwFloor,
)
// If the maximum anchor commit fee rate is less than the
// maximum fee, use the max anchor commit fee since this is an
// anchor channel.
assertIdealFeeRate(
anchorChannel, 700000000, 0, 400000, 0.001, 400000,
)
// If the minimum relay fee is above the max anchor commitment
// fee rate but still below our max fee rate then use the min
// relay fee.
assertIdealFeeRate(
anchorChannel, 700000000, 400000, 300000, 0.001,
400000,
)
// If the min relay fee is above the ideal max fee rate but is
// below the max fee rate when the max fee allocation is set to
// 1, the minimum relay fee is used.
assertIdealFeeRate(
anchorChannel, 700000000, 500000, 300000, 0.001,
500000,
)
// The absolute maximum fee rate we can pay (ie, using a max
// allocation of 1) is still below the minimum relay fee. In
// this case, use the absolute max fee.
assertIdealFeeRate(
anchorChannel, 700000000, 450000000, 300000, 0.001,
435941555,
)
})
}
type maxAlloc float64