mirror of
https://github.com/ElementsProject/lightning.git
synced 2025-03-26 20:30:59 +01:00
chaintopology: better feerate targets differentiation
We kept track of an URGENT, a NORMAL, and a SLOW feerate. They were used for opening (NORMAL), mutual (NORMAL), UNILATERAL (URGENT) transactions as well as minimum and maximum estimations, and onchain resolution. We now keep track of more fine-grained feerates: - `opening` used for funding and also misc transactions - `mutual_close` used for the mutual close transaction - `unilateral_close` used for unilateral close (commitment transactions) - `delayed_to_us` used for resolving our output from our unilateral close - `htlc_resolution` used for resolving onchain HTLCs - `penalty` used for resolving revoked transactions We don't modify our requests to our Bitcoin backend, as the next commit will batch them ! Changelog-deprecated: The "urgent", "slow", and "normal" field of the `feerates` command are now deprecated. Changelog-added: The fields "opening", "mutual_close", "unilateral_close", "delayed_to_us", "htlc_resolution" and "penalty" have been added to the `feerates` command.
This commit is contained in:
darosior
Rusty Russell
parent
ad4bcfde53
commit
dce2e87928
7 changed files with 102 additions and 61 deletions
|
|
@ -887,7 +887,7 @@ class LightningNode(object):
|
|||
self.set_feerates([rate] * 3, False)
|
||||
self.restart()
|
||||
self.daemon.wait_for_log('peer_out WIRE_UPDATE_FEE')
|
||||
assert(self.rpc.feerates('perkw')['perkw']['normal'] == rate)
|
||||
assert(self.rpc.feerates('perkw')['perkw']['opening'] == rate)
|
||||
|
||||
def wait_for_onchaind_broadcast(self, name, resolve=None):
|
||||
"""Wait for onchaind to drop tx name to resolve (if any)"""
|
||||
|
|
|
|||
|
|
@ -14,6 +14,7 @@
|
|||
#include <ccan/build_assert/build_assert.h>
|
||||
#include <ccan/io/io.h>
|
||||
#include <ccan/tal/str/str.h>
|
||||
#include <common/configdir.h>
|
||||
#include <common/json_command.h>
|
||||
#include <common/jsonrpc_errors.h>
|
||||
#include <common/memleak.h>
|
||||
|
|
@ -300,9 +301,14 @@ static void watch_for_utxo_reconfirmation(struct chain_topology *topo,
|
|||
const char *feerate_name(enum feerate feerate)
|
||||
{
|
||||
switch (feerate) {
|
||||
case FEERATE_URGENT: return "urgent";
|
||||
case FEERATE_NORMAL: return "normal";
|
||||
case FEERATE_SLOW: return "slow";
|
||||
case FEERATE_OPENING: return "opening";
|
||||
case FEERATE_MUTUAL_CLOSE: return "mutual_close";
|
||||
case FEERATE_UNILATERAL_CLOSE: return "unilateral_close";
|
||||
case FEERATE_DELAYED_TO_US: return "delayed_to_us";
|
||||
case FEERATE_HTLC_RESOLUTION: return "htlc_resolution";
|
||||
case FEERATE_PENALTY: return "penalty";
|
||||
case FEERATE_MIN: return "min_acceptable";
|
||||
case FEERATE_MAX: return "max_acceptable";
|
||||
}
|
||||
abort();
|
||||
}
|
||||
|
|
@ -337,13 +343,23 @@ static void add_feerate_history(struct chain_topology *topo,
|
|||
topo->feehistory[feerate][0] = val;
|
||||
}
|
||||
|
||||
/* Did the the feerate change since we last estimated it ? */
|
||||
static bool feerate_changed(struct chain_topology *topo, u32 old_feerates[])
|
||||
{
|
||||
for (enum feerate f = 0; f < NUM_FEERATES; f++) {
|
||||
if (try_get_feerate(topo, f) != old_feerates[f])
|
||||
return true;
|
||||
}
|
||||
|
||||
return false;
|
||||
}
|
||||
|
||||
/* We sanitize feerates if necessary to put them in descending order. */
|
||||
static void update_feerates(struct bitcoind *bitcoind,
|
||||
const u32 *satoshi_per_kw,
|
||||
struct chain_topology *topo)
|
||||
{
|
||||
u32 old_feerates[NUM_FEERATES];
|
||||
bool changed = false;
|
||||
/* Smoothing factor alpha for simple exponential smoothing. The goal is to
|
||||
* have the feerate account for 90 percent of the values polled in the last
|
||||
* 2 minutes. The following will do that in a polling interval
|
||||
|
|
@ -405,26 +421,7 @@ static void update_feerates(struct bitcoind *bitcoind,
|
|||
maybe_completed_init(topo);
|
||||
}
|
||||
|
||||
/* Make sure (known) fee rates are in order. */
|
||||
for (size_t i = 0; i < NUM_FEERATES; i++) {
|
||||
if (!topo->feerate[i])
|
||||
continue;
|
||||
for (size_t j = 0; j < i; j++) {
|
||||
if (!topo->feerate[j])
|
||||
continue;
|
||||
if (topo->feerate[j] < topo->feerate[i]) {
|
||||
log_unusual(topo->log,
|
||||
"Feerate estimate for %s (%u) above %s (%u)",
|
||||
feerate_name(i), topo->feerate[i],
|
||||
feerate_name(j), topo->feerate[j]);
|
||||
topo->feerate[j] = topo->feerate[i];
|
||||
}
|
||||
}
|
||||
if (try_get_feerate(topo, i) != old_feerates[i])
|
||||
changed = true;
|
||||
}
|
||||
|
||||
if (changed)
|
||||
if (feerate_changed(topo, old_feerates))
|
||||
notify_feerate_change(bitcoind->ld);
|
||||
|
||||
next_updatefee_timer(topo);
|
||||
|
|
@ -432,45 +429,43 @@ static void update_feerates(struct bitcoind *bitcoind,
|
|||
|
||||
static void start_fee_estimate(struct chain_topology *topo)
|
||||
{
|
||||
/* FEERATE_IMMEDIATE, FEERATE_NORMAL, FEERATE_SLOW */
|
||||
const char *estmodes[] = { "CONSERVATIVE", "ECONOMICAL", "ECONOMICAL" };
|
||||
const u32 blocks[] = { 2, 4, 100 };
|
||||
|
||||
BUILD_ASSERT(ARRAY_SIZE(blocks) == NUM_FEERATES);
|
||||
|
||||
/* Once per new block head, update fee estimates. */
|
||||
bitcoind_estimate_fees(topo->bitcoind, blocks, estmodes, NUM_FEERATES,
|
||||
update_feerates, topo);
|
||||
}
|
||||
|
||||
u32 mutual_close_feerate(struct chain_topology *topo)
|
||||
{
|
||||
return try_get_feerate(topo, FEERATE_NORMAL);
|
||||
}
|
||||
|
||||
u32 opening_feerate(struct chain_topology *topo)
|
||||
{
|
||||
return try_get_feerate(topo, FEERATE_NORMAL);
|
||||
return try_get_feerate(topo, FEERATE_OPENING);
|
||||
}
|
||||
|
||||
u32 mutual_close_feerate(struct chain_topology *topo)
|
||||
{
|
||||
return try_get_feerate(topo, FEERATE_MUTUAL_CLOSE);
|
||||
}
|
||||
|
||||
u32 unilateral_feerate(struct chain_topology *topo)
|
||||
{
|
||||
return try_get_feerate(topo, FEERATE_URGENT);
|
||||
return try_get_feerate(topo, FEERATE_UNILATERAL_CLOSE);
|
||||
}
|
||||
|
||||
u32 delayed_to_us_feerate(struct chain_topology *topo)
|
||||
{
|
||||
return try_get_feerate(topo, FEERATE_NORMAL);
|
||||
return try_get_feerate(topo, FEERATE_DELAYED_TO_US);
|
||||
}
|
||||
|
||||
u32 htlc_resolution_feerate(struct chain_topology *topo)
|
||||
{
|
||||
return try_get_feerate(topo, FEERATE_NORMAL);
|
||||
return try_get_feerate(topo, FEERATE_HTLC_RESOLUTION);
|
||||
}
|
||||
|
||||
u32 penalty_feerate(struct chain_topology *topo)
|
||||
{
|
||||
return try_get_feerate(topo, FEERATE_NORMAL);
|
||||
return try_get_feerate(topo, FEERATE_PENALTY);
|
||||
}
|
||||
|
||||
u32 feerate_from_style(u32 feerate, enum feerate_style style)
|
||||
|
|
@ -525,7 +520,8 @@ static struct command_result *json_feerates(struct command *cmd,
|
|||
response = json_stream_success(cmd);
|
||||
json_object_start(response, json_feerate_style_name(*style));
|
||||
for (size_t i = 0; i < ARRAY_SIZE(feerates); i++) {
|
||||
if (!feerates[i])
|
||||
if (!feerates[i] || feerates[i] == FEERATE_MIN
|
||||
|| feerates[i] == FEERATE_MAX)
|
||||
continue;
|
||||
json_add_num(response, feerate_name(i),
|
||||
feerate_to_style(feerates[i], *style));
|
||||
|
|
@ -534,6 +530,23 @@ static struct command_result *json_feerates(struct command *cmd,
|
|||
feerate_to_style(feerate_min(cmd->ld, NULL), *style));
|
||||
json_add_u64(response, "max_acceptable",
|
||||
feerate_to_style(feerate_max(cmd->ld, NULL), *style));
|
||||
|
||||
if (deprecated_apis) {
|
||||
/* urgent feerate was CONSERVATIVE/2, i.e. what bcli gives us
|
||||
* now for unilateral close feerate */
|
||||
json_add_u64(response, "urgent",
|
||||
feerate_to_style(unilateral_feerate(cmd->ld->topology), *style));
|
||||
/* normal feerate was ECONOMICAL/4, i.e. what bcli gives us
|
||||
* now for opening feerate */
|
||||
json_add_u64(response, "normal",
|
||||
feerate_to_style(opening_feerate(cmd->ld->topology), *style));
|
||||
/* slow feerate was ECONOMICAL/100, i.e. what bcli gives us
|
||||
* now for min feerate, but doubled (the min was slow/2 but now
|
||||
* the Bitcoin plugin directly gives the real min acceptable). */
|
||||
json_add_u64(response, "slow",
|
||||
feerate_to_style(feerate_min(cmd->ld, NULL) * 2, *style));
|
||||
}
|
||||
|
||||
json_object_end(response);
|
||||
|
||||
if (missing)
|
||||
|
|
@ -827,20 +840,18 @@ u32 feerate_min(struct lightningd *ld, bool *unknown)
|
|||
if (ld->config.ignore_fee_limits)
|
||||
min = 1;
|
||||
else {
|
||||
min = try_get_feerate(ld->topology, FEERATE_SLOW);
|
||||
min = try_get_feerate(ld->topology, FEERATE_MIN);
|
||||
if (!min) {
|
||||
if (unknown)
|
||||
*unknown = true;
|
||||
} else {
|
||||
const u32 *hist = ld->topology->feehistory[FEERATE_SLOW];
|
||||
const u32 *hist = ld->topology->feehistory[FEERATE_MIN];
|
||||
|
||||
/* If one of last three was an outlier, use that. */
|
||||
for (size_t i = 0; i < FEE_HISTORY_NUM; i++) {
|
||||
if (hist[i] < min)
|
||||
min = hist[i];
|
||||
}
|
||||
/* Normally, we use half of slow rate. */
|
||||
min /= 2;
|
||||
}
|
||||
}
|
||||
|
||||
|
|
@ -858,7 +869,7 @@ u32 feerate_min(struct lightningd *ld, bool *unknown)
|
|||
u32 feerate_max(struct lightningd *ld, bool *unknown)
|
||||
{
|
||||
u32 feerate;
|
||||
const u32 *feehistory = ld->topology->feehistory[FEERATE_URGENT];
|
||||
const u32 *feehistory = ld->topology->feehistory[FEERATE_MAX];
|
||||
|
||||
if (unknown)
|
||||
*unknown = false;
|
||||
|
|
@ -867,7 +878,7 @@ u32 feerate_max(struct lightningd *ld, bool *unknown)
|
|||
return UINT_MAX;
|
||||
|
||||
/* If we don't know feerate, don't limit other side. */
|
||||
feerate = try_get_feerate(ld->topology, FEERATE_URGENT);
|
||||
feerate = try_get_feerate(ld->topology, FEERATE_MAX);
|
||||
if (!feerate) {
|
||||
if (unknown)
|
||||
*unknown = true;
|
||||
|
|
|
|||
|
|
@ -22,11 +22,16 @@ struct txwatch;
|
|||
|
||||
/* FIXME: move all feerate stuff out to new lightningd/feerate.[ch] files */
|
||||
enum feerate {
|
||||
FEERATE_URGENT, /* Aka: aim for next block. */
|
||||
FEERATE_NORMAL, /* Aka: next 4 blocks or so. */
|
||||
FEERATE_SLOW, /* Aka: next 100 blocks or so. */
|
||||
FEERATE_OPENING,
|
||||
FEERATE_MUTUAL_CLOSE,
|
||||
FEERATE_UNILATERAL_CLOSE,
|
||||
FEERATE_DELAYED_TO_US,
|
||||
FEERATE_HTLC_RESOLUTION,
|
||||
FEERATE_PENALTY,
|
||||
FEERATE_MIN,
|
||||
FEERATE_MAX,
|
||||
};
|
||||
#define NUM_FEERATES (FEERATE_SLOW+1)
|
||||
#define NUM_FEERATES (FEERATE_MAX+1)
|
||||
|
||||
/* We keep the last three in case there are outliers (for min/max) */
|
||||
#define FEE_HISTORY_NUM 3
|
||||
|
|
|
|||
|
|
@ -115,6 +115,15 @@ struct command_result *param_feerate(struct command *cmd, const char *name,
|
|||
if (json_tok_streq(buffer, tok, feerate_name(i)))
|
||||
return param_feerate_estimate(cmd, feerate, i);
|
||||
}
|
||||
/* We used SLOW, NORMAL, and URGENT as feerate targets previously,
|
||||
* and many commands rely on this syntax now.
|
||||
* It's also really more natural for an user interface. */
|
||||
if (json_tok_streq(buffer, tok, "slow"))
|
||||
return param_feerate_estimate(cmd, feerate, FEERATE_MIN);
|
||||
else if (json_tok_streq(buffer, tok, "normal"))
|
||||
return param_feerate_estimate(cmd, feerate, FEERATE_OPENING);
|
||||
else if (json_tok_streq(buffer, tok, "urgent"))
|
||||
return param_feerate_estimate(cmd, feerate, FEERATE_UNILATERAL_CLOSE);
|
||||
|
||||
/* We have to split the number and suffix. */
|
||||
suffix.start = suffix.end;
|
||||
|
|
|
|||
|
|
@ -1094,7 +1094,7 @@ def test_onchain_all_dust(node_factory, bitcoind, executor):
|
|||
|
||||
# Make l1's fees really high (and wait for it to exceed 50000)
|
||||
l1.set_feerates((100000, 100000, 100000))
|
||||
l1.daemon.wait_for_log('Feerate estimate for normal set to [56789][0-9]{4}')
|
||||
l1.daemon.wait_for_log('Feerate estimate for unilateral_close set to [56789][0-9]{4}')
|
||||
|
||||
bitcoind.generate_block(1)
|
||||
l1.daemon.wait_for_log(' to ONCHAIN')
|
||||
|
|
|
|||
|
|
@ -1359,6 +1359,10 @@ def test_feerates(node_factory):
|
|||
})
|
||||
l1.start()
|
||||
|
||||
# All estimation types
|
||||
types = ["opening", "mutual_close", "unilateral_close", "delayed_to_us",
|
||||
"htlc_resolution", "penalty"]
|
||||
|
||||
# Query feerates (shouldn't give any!)
|
||||
wait_for(lambda: len(l1.rpc.feerates('perkw')['perkw']) == 2)
|
||||
feerates = l1.rpc.feerates('perkw')
|
||||
|
|
@ -1366,6 +1370,8 @@ def test_feerates(node_factory):
|
|||
assert 'perkb' not in feerates
|
||||
assert feerates['perkw']['max_acceptable'] == 2**32 - 1
|
||||
assert feerates['perkw']['min_acceptable'] == 253
|
||||
for t in types:
|
||||
assert t not in feerates['perkw']
|
||||
|
||||
wait_for(lambda: len(l1.rpc.feerates('perkb')['perkb']) == 2)
|
||||
feerates = l1.rpc.feerates('perkb')
|
||||
|
|
@ -1373,42 +1379,50 @@ def test_feerates(node_factory):
|
|||
assert 'perkw' not in feerates
|
||||
assert feerates['perkb']['max_acceptable'] == (2**32 - 1)
|
||||
assert feerates['perkb']['min_acceptable'] == 253 * 4
|
||||
for t in types:
|
||||
assert t not in feerates['perkb']
|
||||
|
||||
# Now try setting them, one at a time.
|
||||
# Set CONSERVATIVE/2 feerate, for max and unilateral_close
|
||||
l1.set_feerates((15000, 0, 0), True)
|
||||
wait_for(lambda: len(l1.rpc.feerates('perkw')['perkw']) == 3)
|
||||
feerates = l1.rpc.feerates('perkw')
|
||||
assert feerates['perkw']['urgent'] == 15000
|
||||
assert feerates['perkw']['unilateral_close'] == 15000
|
||||
assert feerates['warning'] == 'Some fee estimates unavailable: bitcoind startup?'
|
||||
assert 'perkb' not in feerates
|
||||
assert feerates['perkw']['max_acceptable'] == 15000 * 10
|
||||
assert feerates['perkw']['min_acceptable'] == 253
|
||||
|
||||
# Set ECONOMICAL/4 feerate, for all but min
|
||||
l1.set_feerates((15000, 6250, 0), True)
|
||||
wait_for(lambda: len(l1.rpc.feerates('perkb')['perkb']) == 4)
|
||||
wait_for(lambda: len(l1.rpc.feerates('perkb')['perkb']) == len(types) + 2)
|
||||
feerates = l1.rpc.feerates('perkb')
|
||||
assert feerates['perkb']['urgent'] == 15000 * 4
|
||||
assert feerates['perkb']['normal'] == 25000
|
||||
assert feerates['perkb']['unilateral_close'] == 15000 * 4
|
||||
for t in types:
|
||||
if t != "unilateral_close":
|
||||
assert feerates['perkb'][t] == 25000
|
||||
assert feerates['warning'] == 'Some fee estimates unavailable: bitcoind startup?'
|
||||
assert 'perkw' not in feerates
|
||||
assert feerates['perkb']['max_acceptable'] == 15000 * 4 * 10
|
||||
assert feerates['perkb']['min_acceptable'] == 253 * 4
|
||||
|
||||
# Set ECONOMICAL/100 feerate for min
|
||||
l1.set_feerates((15000, 6250, 5000), True)
|
||||
wait_for(lambda: len(l1.rpc.feerates('perkw')['perkw']) == 5)
|
||||
wait_for(lambda: len(l1.rpc.feerates('perkw')['perkw']) >= len(types) + 2)
|
||||
feerates = l1.rpc.feerates('perkw')
|
||||
assert feerates['perkw']['urgent'] == 15000
|
||||
assert feerates['perkw']['normal'] == 25000 // 4
|
||||
assert feerates['perkw']['slow'] == 5000
|
||||
assert feerates['perkw']['unilateral_close'] == 15000
|
||||
for t in types:
|
||||
if t != "unilateral_close":
|
||||
assert feerates['perkw'][t] == 25000 // 4
|
||||
assert 'warning' not in feerates
|
||||
assert 'perkb' not in feerates
|
||||
assert feerates['perkw']['max_acceptable'] == 15000 * 10
|
||||
assert feerates['perkw']['min_acceptable'] == 5000 // 2
|
||||
|
||||
assert len(feerates['onchain_fee_estimates']) == 3
|
||||
assert feerates['onchain_fee_estimates']['opening_channel_satoshis'] == feerates['perkw']['normal'] * 702 // 1000
|
||||
assert feerates['onchain_fee_estimates']['mutual_close_satoshis'] == feerates['perkw']['normal'] * 673 // 1000
|
||||
assert feerates['onchain_fee_estimates']['unilateral_close_satoshis'] == feerates['perkw']['urgent'] * 598 // 1000
|
||||
assert feerates['onchain_fee_estimates']['opening_channel_satoshis'] == feerates['perkw']['opening'] * 702 // 1000
|
||||
assert feerates['onchain_fee_estimates']['mutual_close_satoshis'] == feerates['perkw']['mutual_close'] * 673 // 1000
|
||||
assert feerates['onchain_fee_estimates']['unilateral_close_satoshis'] == feerates['perkw']['unilateral_close'] * 598 // 1000
|
||||
|
||||
|
||||
def test_logging(node_factory):
|
||||
|
|
|
|||
|
|
@ -297,8 +297,10 @@ static struct command_result *json_prepare_tx(struct command *cmd,
|
|||
}
|
||||
|
||||
if (!feerate_per_kw) {
|
||||
/* We mainly use `txprepare` for opening transactions, and FEERATE_OPENING
|
||||
* is kind of the new FEERATE_NORMAL so it fits well `withdraw` too. */
|
||||
result = param_feerate_estimate(cmd, &feerate_per_kw,
|
||||
FEERATE_NORMAL);
|
||||
FEERATE_OPENING);
|
||||
if (result)
|
||||
return result;
|
||||
}
|
||||
|
|
|
|||
Loading…
Add table
Reference in a new issue