package sweepbatcher import ( "context" "errors" "fmt" "sort" "github.com/btcsuite/btcd/btcutil" "github.com/btcsuite/btcd/txscript" "github.com/btcsuite/btcd/wire" sweeppkg "github.com/lightninglabs/loop/sweep" "github.com/lightningnetwork/lnd/input" "github.com/lightningnetwork/lnd/lntypes" "github.com/lightningnetwork/lnd/lnwallet/chainfee" ) // greedyAddSweeps selects a batch for the sweeps using the greedy algorithm, // which minimizes costs, and adds the sweeps to the batch. To accomplish this, // it first collects fee details about the sweeps being added, about a potential // new batch composed of these sweeps only, and about all existing batches. It // skips batches with at least MaxSweepsPerBatch swaps to keep tx standard. Then // it passes the data to selectBatches() function, which emulates adding the // sweep to each batch and creating new batch for the sweeps, and calculates the // costs of each alternative. Based on the estimates of selectBatches(), this // method adds the sweeps to the batch that results in the least overall fee // increase, or creates new batch for it. If the sweeps are not accepted by an // existing batch (may happen because of too distant timeouts), next batch is // tried in the list returned by selectBatches(). If adding fails or new batch // creation fails, this method returns an error. If this method fails for any // reason, the caller falls back to the simple algorithm (method handleSweep). func (b *Batcher) greedyAddSweeps(ctx context.Context, sweeps []*sweep) error { if len(sweeps) == 0 { return fmt.Errorf("trying to greedy add an empty sweeps group") } swap := sweeps[0].swapHash // Collect weight and fee rate info about the sweep and new batch. sweepFeeDetails, newBatchFeeDetails, err := estimateSweepFeeIncrement( sweeps, ) if err != nil { return fmt.Errorf("failed to estimate tx weight for "+ "sweep %x: %w", swap[:6], err) } // Collect weight and fee rate info about existing batches. batches := make([]feeDetails, 0, len(b.batches)) for _, existingBatch := range b.batches { // Enforce MaxSweepsPerBatch. If there are already too many // sweeps in the batch, do not add another sweep to prevent the // tx from becoming non-standard. if len(existingBatch.sweeps) >= MaxSweepsPerBatch { continue } batchFeeDetails, err := estimateBatchWeight(existingBatch) if err != nil { return fmt.Errorf("failed to estimate tx weight for "+ "batch %d: %w", existingBatch.id, err) } batches = append(batches, batchFeeDetails) } // Run the algorithm. Get batchId of possible batches, sorted from best // to worst. batchesIds, err := selectBatches( batches, sweepFeeDetails, newBatchFeeDetails, ) if err != nil { return fmt.Errorf("batch selection algorithm failed for sweep "+ "%x: %w", swap[:6], err) } // Try batches, starting with the best. for _, batchId := range batchesIds { // If the best option is to start a new batch, do it. if batchId == newBatchSignal { fast := false return b.spinUpNewBatch(ctx, sweeps, fast) } // Locate the batch to add the sweeps to. bestBatch, has := b.batches[batchId] if !has { return fmt.Errorf("batch selection algorithm returned "+ "batch id %d which doesn't exist, for sweep %x", batchId, swap[:6]) } // Add the sweeps to the batch. accepted, err := bestBatch.addSweeps(ctx, sweeps) if err != nil { return fmt.Errorf("batch selection algorithm returned "+ "batch id %d for sweep %x, but adding failed: "+ "%w", batchId, swap[:6], err) } if accepted { return nil } debugf("Batch selection algorithm returned batch id %d "+ "for sweep %x, but acceptance failed.", batchId, swap[:6]) } return fmt.Errorf("no batch accepted sweep group %x", swap[:6]) } // estimateSweepFeeIncrement returns fee details for adding the sweeps to // a batch and for creating new batch with these sweeps only. func estimateSweepFeeIncrement( sweeps []*sweep) (feeDetails, feeDetails, error) { if len(sweeps) == 0 { return feeDetails{}, feeDetails{}, fmt.Errorf("estimating an " + "empty group of sweeps") } // Create a fake batch with the sweeps. batch := &batch{ rbfCache: rbfCache{ FeeRate: sweeps[0].minFeeRate, }, sweeps: make(map[wire.OutPoint]sweep, len(sweeps)), } for _, s := range sweeps { batch.sweeps[s.outpoint] = *s batch.rbfCache.FeeRate = max( batch.rbfCache.FeeRate, s.minFeeRate, ) } // Estimate new batch. fd1, err := estimateBatchWeight(batch) if err != nil { return feeDetails{}, feeDetails{}, err } // Add the same sweeps again with different outpoints to measure weight // increments. for _, s := range sweeps { dummy := s.outpoint dummy.Hash[0]++ if _, has := batch.sweeps[dummy]; has { return feeDetails{}, feeDetails{}, fmt.Errorf("dummy "+ "outpoint %s is present in the batch", dummy) } batch.sweeps[dummy] = *s } // Estimate weight of a batch with two sweeps. fd2, err := estimateBatchWeight(batch) if err != nil { return feeDetails{}, feeDetails{}, err } // Create feeDetails for sweep. sweepFeeDetails := feeDetails{ FeeRate: batch.rbfCache.FeeRate, IsExternalAddr: sweeps[0].isExternalAddr, // Calculate sweep weight as a difference. Weight: fd2.Weight - fd1.Weight, } return sweepFeeDetails, fd1, nil } // estimateBatchWeight estimates batch weight and returns its fee details. func estimateBatchWeight(batch *batch) (feeDetails, error) { // Make sure the batch is not empty. if len(batch.sweeps) == 0 { return feeDetails{}, errors.New("empty batch") } // Make sure fee rate is valid. if batch.rbfCache.FeeRate < chainfee.AbsoluteFeePerKwFloor { return feeDetails{}, fmt.Errorf("feeRate is too low: %v", batch.rbfCache.FeeRate) } // Find some sweep of the batch. It is used if there is just one sweep. var theSweep sweep for _, sweep := range batch.sweeps { theSweep = sweep break } // Find sweep destination address (type) for weight estimations. var destAddr btcutil.Address if theSweep.isExternalAddr { if theSweep.destAddr == nil { return feeDetails{}, errors.New("isExternalAddr=true," + " but destAddr is nil") } destAddr = theSweep.destAddr } else { // Assume it is taproot by default. destAddr = (*btcutil.AddressTaproot)(nil) } // Make a weight estimator. var weight input.TxWeightEstimator // Add output weight to the estimator. err := sweeppkg.AddOutputEstimate(&weight, destAddr) if err != nil { return feeDetails{}, fmt.Errorf("sweep.AddOutputEstimate: %w", err) } // Add change output weights. Change outputs with identical pkscript // will be consolidated into a single output. changeOutputs := make(map[string]struct{}) for _, s := range batch.sweeps { if s.change == nil { continue } pkScriptString := string(s.change.PkScript) if _, has := changeOutputs[pkScriptString]; has { continue } weight.AddOutput(s.change.PkScript) changeOutputs[pkScriptString] = struct{}{} } // Add inputs. for _, sweep := range batch.sweeps { if sweep.nonCoopHint || sweep.coopFailed { err = sweep.htlcSuccessEstimator(&weight) if err != nil { return feeDetails{}, fmt.Errorf( "htlcSuccessEstimator failed: %w", err, ) } } else { weight.AddTaprootKeySpendInput( txscript.SigHashDefault, ) } } return feeDetails{ BatchId: batch.id, FeeRate: batch.rbfCache.FeeRate, Weight: weight.Weight(), IsExternalAddr: theSweep.isExternalAddr, }, nil } // newBatchSignal is the value that indicates a new batch. It is returned by // selectBatches to encode new batch creation. const newBatchSignal = -1 // feeDetails is either a batch or a sweep and it holds data important for // selection of a batch to add the sweep to (or new batch creation). type feeDetails struct { BatchId int32 FeeRate chainfee.SatPerKWeight Weight lntypes.WeightUnit IsExternalAddr bool } // fee returns fee of onchain transaction representing this instance. func (e feeDetails) fee() btcutil.Amount { return e.FeeRate.FeeForWeight(e.Weight) } // combine returns new feeDetails, combining properties. func (e1 feeDetails) combine(e2 feeDetails) feeDetails { // The fee rate is max of two fee rates. feeRate := max(e1.FeeRate, e2.FeeRate) return feeDetails{ FeeRate: feeRate, Weight: e1.Weight + e2.Weight, IsExternalAddr: e1.IsExternalAddr || e2.IsExternalAddr, } } // selectBatches returns the list of id of batches sorted from best to worst. // Creation a new batch is encoded as newBatchSignal. For each batch its fee // rate and a weight is provided. Also, a hint is provided to signal which // spending path will be used by the batch. // // The same data is also provided for the sweep (or sweeps) for which we are // selecting a batch to add. In case of the sweep weights are weight deltas // resulted from adding the sweep. Finally, the same data is provided for new // batch having this sweep(s) only. // // The algorithm compares costs of adding the sweep to each existing batch, and // costs of new batch creation for this sweep and returns BatchId of the winning // batch. If the best option is to create a new batch, return newBatchSignal. // // Each fee details has also IsExternalAddr flag. There is a rule that sweeps // having flag IsExternalAddr must go in individual batches. Cooperative // spending may only be available for some sweeps supporting it, not for all. func selectBatches(batches []feeDetails, added, newBatch feeDetails) ([]int32, error) { // If the sweep has IsExternalAddr flag, the sweep can't be added to // a batch, so create new batch for it. if added.IsExternalAddr { return []int32{newBatchSignal}, nil } // alternative holds batch ID and its cost. type alternative struct { batchId int32 cost btcutil.Amount } // Create the list of possible actions and their costs. alternatives := make([]alternative, 0, len(batches)+1) // Track the best batch to add a sweep to. The default case is new batch // creation with this sweep only in it. The cost is its full fee. alternatives = append(alternatives, alternative{ batchId: newBatchSignal, cost: newBatch.fee(), }) // Try to add the sweep to every batch, calculate the costs and // find the batch adding to which results in minimum costs. for _, batch := range batches { // If the batch has IsExternalAddr flag, the sweep can't be // added to it, so skip the batch. if batch.IsExternalAddr { continue } // Add the sweep to the batch virtually. combinedBatch := batch.combine(added) // The cost is the fee increase. cost := combinedBatch.fee() - batch.fee() // The cost must be positive, because we added a sweep. if cost <= 0 { return nil, fmt.Errorf("got non-positive cost of "+ "adding sweep to batch %d: %d", batch.BatchId, cost) } // Track the best batch, according to the costs. alternatives = append(alternatives, alternative{ batchId: batch.BatchId, cost: cost, }) } // Sort the alternatives by cost. The lower the cost, the better. sort.Slice(alternatives, func(i, j int) bool { return alternatives[i].cost < alternatives[j].cost }) // Collect batches IDs. batchesIds := make([]int32, len(alternatives)) for i, alternative := range alternatives { batchesIds[i] = alternative.batchId } return batchesIds, nil }