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loopout: re-target sweep's feerate every block
Add type loopOutSweepFeerateProvider which determines confTarget based on distance to swap expiration, then determines feerate and fee using. Fee rate is plugged into sweepbatcher using WithCustomFeeRate. Option WithPublishDelay is used to make sure fee-rate is updated by loopout.go before the value is used by sweepbatcher. When determining confTarget, there are few adjustments over raw distance to cltv_expiry: - make sure confTarget is positive (if the swap has expired, raw distance is negative) - If confTarget is less than or equal to DefaultSweepConfTargetDelta (10), cap it with urgentSweepConfTarget and apply fee factor (1.1x). Also, if feerate is less than floor (1 sat/vbyte), then the floor is used. DefaultSweepConfTargetDelta was decreased from 18 to 10. Every block 100 sats/kw fee bump is disabled. Sweepbatcher re-targets feerate every block according to current mempool conditions and the number of blocks until expiry. Added tests for loopOutSweepFeerateProvider simulating various conditions.
This commit is contained in:
Boris Nagaev
parent
697e8d6255
commit
2f22f96e73
4 changed files with 535 additions and 6 deletions
278
loopout_feerate_test.go
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278
loopout_feerate_test.go
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package loop
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import (
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"context"
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"fmt"
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"testing"
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"github.com/btcsuite/btcd/btcutil"
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"github.com/btcsuite/btcd/chaincfg"
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"github.com/lightninglabs/loop/loopdb"
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"github.com/lightninglabs/loop/sweep"
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"github.com/lightninglabs/loop/test"
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"github.com/lightningnetwork/lnd/input"
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"github.com/lightningnetwork/lnd/lntypes"
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"github.com/lightningnetwork/lnd/lnwallet/chainfee"
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"github.com/stretchr/testify/require"
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)
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// testSweeper is implementation of sweeper.Sweeper for test.
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type testSweeper struct {
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}
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// GetSweepFeeDetails calculates the required tx fee to spend to destAddr. It
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// takes a function that is expected to add the weight of the input to the
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// weight estimator. It returns also the fee rate and transaction weight.
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func (s testSweeper) GetSweepFeeDetails(ctx context.Context,
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addInputEstimate func(*input.TxWeightEstimator) error,
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destAddr btcutil.Address, sweepConfTarget int32,
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label string) (btcutil.Amount, chainfee.SatPerKWeight,
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lntypes.WeightUnit, error) {
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var feeRate chainfee.SatPerKWeight
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switch {
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case sweepConfTarget == 0:
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return 0, 0, 0, fmt.Errorf("zero sweepConfTarget")
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case sweepConfTarget == 1:
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feeRate = 30000
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case sweepConfTarget == 2:
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feeRate = 25000
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case sweepConfTarget == 3:
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feeRate = 20000
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case sweepConfTarget < 10:
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feeRate = 8000
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case sweepConfTarget < 100:
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feeRate = 5000
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case sweepConfTarget < 1000:
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feeRate = 2000
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default:
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feeRate = 250
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}
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// Calculate weight for this tx.
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var weightEstimate input.TxWeightEstimator
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// Add output.
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err := sweep.AddOutputEstimate(&weightEstimate, destAddr)
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if err != nil {
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return 0, 0, 0, fmt.Errorf("failed to add output weight "+
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"estimate: %w", err)
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}
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// Add input.
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err = addInputEstimate(&weightEstimate)
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if err != nil {
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return 0, 0, 0, fmt.Errorf("failed to add input weight "+
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"estimate: %w", err)
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}
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// Find weight.
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weight := weightEstimate.Weight()
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return feeRate.FeeForWeight(weight), feeRate, weight, nil
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}
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// TestLoopOutSweepFeerateProvider tests that loopOutSweepFeerateProvider
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// provides correct fee rate for loop-out swaps.
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func TestLoopOutSweepFeerateProvider(t *testing.T) {
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htlcKeys := func() loopdb.HtlcKeys {
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var senderKey, receiverKey [33]byte
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// Generate keys.
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_, senderPubKey := test.CreateKey(1)
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copy(senderKey[:], senderPubKey.SerializeCompressed())
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_, receiverPubKey := test.CreateKey(2)
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copy(receiverKey[:], receiverPubKey.SerializeCompressed())
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return loopdb.HtlcKeys{
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SenderScriptKey: senderKey,
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ReceiverScriptKey: receiverKey,
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SenderInternalPubKey: senderKey,
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ReceiverInternalPubKey: receiverKey,
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}
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}()
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var destAddr *btcutil.AddressTaproot
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swapInvoice := "lntb1230n1pjjszzgpp5j76f03wrkya4sm4gxv6az5nmz5aqsvmn4" +
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"tpguu2sdvdyygedqjgqdq9xyerxcqzzsxqr23ssp5rwzmwtfjmsgranfk8sr" +
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"4p4gcgmvyd42uug8pxteg2mkk23ndvkqs9qyyssq44ruk3ex59cmv4dm6k4v" +
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"0kc6c0gcqjs0gkljfyd6c6uatqa2f67xlx3pcg5tnvcae5p3jju8ra77e87d" +
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"vhhs0jrx53wnc0fq9rkrhmqqelyx7l"
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cases := []struct {
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name string
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cltvExpiry int32
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height int32
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amount btcutil.Amount
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protocolVersion loopdb.ProtocolVersion
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wantConfTarget int32
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wantFeeRate chainfee.SatPerKWeight
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wantError string
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}{
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{
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name: "simple case",
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cltvExpiry: 801_000,
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height: 800_900,
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amount: 1_000_000,
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protocolVersion: loopdb.ProtocolVersionMuSig2,
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wantConfTarget: 100,
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wantFeeRate: 2000,
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},
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{
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name: "zero height",
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cltvExpiry: 801_000,
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height: 0,
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amount: 1_000_000,
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protocolVersion: loopdb.ProtocolVersionMuSig2,
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wantError: "got zero best block height",
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},
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{
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name: "huge amount, no proportional fee",
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cltvExpiry: 801_000,
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height: 800_900,
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amount: 100_000_000,
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protocolVersion: loopdb.ProtocolVersionMuSig2,
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wantConfTarget: 100,
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wantFeeRate: 2000,
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},
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{
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name: "huge amount, no proportional fee, v2",
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cltvExpiry: 801_000,
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height: 800_900,
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amount: 100_000_000,
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protocolVersion: loopdb.ProtocolVersionLoopOutCancel,
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wantConfTarget: 100,
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wantFeeRate: 2000,
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},
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{
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name: "huge amount, no proportional fee, " +
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"capped by urgent fee",
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cltvExpiry: 801_000,
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height: 800_900,
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amount: 200_000_000,
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protocolVersion: loopdb.ProtocolVersionMuSig2,
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wantConfTarget: 100,
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wantFeeRate: 2000,
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},
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{
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name: "11 blocks until expiry",
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cltvExpiry: 801_000,
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height: 800_989,
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amount: 1_000_000,
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protocolVersion: loopdb.ProtocolVersionMuSig2,
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wantConfTarget: 11,
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wantFeeRate: 5000,
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},
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{
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name: "10 blocks until expiry",
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cltvExpiry: 801_000,
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height: 800_990,
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amount: 1_000_000,
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protocolVersion: loopdb.ProtocolVersionMuSig2,
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wantConfTarget: 3,
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wantFeeRate: 22000,
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},
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{
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name: "9 blocks until expiry",
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cltvExpiry: 801_000,
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height: 800_991,
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amount: 1_000_000,
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protocolVersion: loopdb.ProtocolVersionMuSig2,
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wantConfTarget: 3,
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wantFeeRate: 22000,
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},
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{
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name: "3 blocks until expiry",
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cltvExpiry: 801_000,
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height: 800_997,
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amount: 1_000_000,
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protocolVersion: loopdb.ProtocolVersionMuSig2,
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wantConfTarget: 3,
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wantFeeRate: 22000,
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},
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{
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name: "2 blocks until expiry",
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cltvExpiry: 801_000,
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height: 800_998,
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amount: 1_000_000,
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protocolVersion: loopdb.ProtocolVersionMuSig2,
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wantConfTarget: 2,
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wantFeeRate: 27500,
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},
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{
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name: "1 blocks until expiry",
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cltvExpiry: 801_000,
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height: 800_999,
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amount: 1_000_000,
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protocolVersion: loopdb.ProtocolVersionMuSig2,
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wantConfTarget: 1,
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wantFeeRate: 33000,
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},
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{
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name: "expired",
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cltvExpiry: 801_000,
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height: 801_000,
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amount: 1_000_000,
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protocolVersion: loopdb.ProtocolVersionMuSig2,
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wantConfTarget: 1,
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wantFeeRate: 33000,
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},
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}
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for _, tc := range cases {
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tc := tc
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t.Run(tc.name, func(t *testing.T) {
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store := loopdb.NewStoreMock(t)
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ctx := context.Background()
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swapHash := lntypes.Hash{1, 1, 1}
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swap := &loopdb.LoopOutContract{
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SwapContract: loopdb.SwapContract{
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CltvExpiry: tc.cltvExpiry,
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AmountRequested: tc.amount,
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ProtocolVersion: tc.protocolVersion,
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HtlcKeys: htlcKeys,
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},
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DestAddr: destAddr,
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SwapInvoice: swapInvoice,
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SweepConfTarget: 100,
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}
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err := store.CreateLoopOut(ctx, swapHash, swap)
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require.NoError(t, err)
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store.AssertLoopOutStored()
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getHeight := func() int32 {
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return tc.height
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}
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p := newLoopOutSweepFeerateProvider(
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testSweeper{}, store,
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&chaincfg.RegressionNetParams, getHeight,
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)
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confTarget, feeRate, err := p.GetConfTargetAndFeeRate(
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ctx, swapHash,
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)
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if tc.wantError != "" {
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require.ErrorContains(t, err, tc.wantError)
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return
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}
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require.NoError(t, err)
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require.Equal(t, tc.wantConfTarget, confTarget)
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require.Equal(t, tc.wantFeeRate, feeRate)
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})
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}
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}
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